In detail, this strategy includes:
23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...
Exit filter parameter added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)
Tailing stop added.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.
The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.
Close < SKB and Close > SKB and ( CS > kumo_high or CS > Kumo_low)
::: This is for bullish breakouts
SKB is offset here
What is your opinion in this?