Reply To: Exit Criteria for Back Tester

Optuma Forums Optuma Scripting Exit Criteria for Back Tester Reply To: Exit Criteria for Back Tester

#48511
Matthew
Matthew
  • Topics: 4
  • Replies: 82
  • Posts: 86

Hi,

One thing you can try is wrapping the VTS in a Highest High function. That would give you the ability to control how quickly the line goes down. In the following example i used a 20 bar highest high function (red), which you can see extends the lines high value when the VTS line (green) begins to drop away.

Ex3

You can adjust how long this effect lasts by increasing / decreasing the Highest Highs look back period.

The script i used for the show bar arrows in this example is:

 

 

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