Hi all
I need a little coding help to backtest a simple trading strategy
based on moving average crossover. I need to find in backtest whts the
max drawdown, no of winners and losers etc.
I give the buy and sell rules:
buy=cross(ema(c,10),ema(c,20));
sell=cross(ema(c,20),ema(c,10));
Short=sell;
cover=buy;
I want to code for stop as 2% from entry price.
Once coded for stop, we can do a backtest in amibroker and check the results.
Based on the results one can fine tune the system. Any further tips on backtesting in amibroker is also welcome.
Any help in this matter will be highly appreciated.
Thanks
Naresh Nambissan
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NARESH KUMAR NAMBISAN