Reply To: Backtester help

Optuma Forums Optuma Scripting Backtester help Reply To: Backtester help

#52027
Trevor R
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Hi Steve,

I think the following script might do what you want, which I understand to be that the script return the entry value. The following script, which adds 0.1 to the High of the signal bar as the Entry price, will do that:

V1 = CLOSE(0) CrossesAbove MA(BARS=50) ;

V2 = HIGH(0) > (HIGH(1) +0.1) ;

Entry = If(V1[1] and V2, HIGH(1) + 0.1, 0);

Entry

The results of that script are shown in Blue on the following chart. The Magenta Showbar arrows are from the script Matthew suggested.

Now, as to using my script in the Backtester, I’m afraid I’m no help there as I haven’t done very much work with it. However, if the Backtester only uses Boolean values, ie this is a signal or there it isn’t, then knowing the entry value is not going to help.That’s a point that Matthew may be able to clarify.

20190325 Steve's Script - Ticket #51995 20190325

Let’s know if that helps.

Cheers

Trevor

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