4 ms·

Could you upload or paste a (complete) example backtest script?

• cashua 17y ago
  The following code is for a backtester. I created the application on tickmarkt. It checks when an exponential moving average with 5 day lags crosses over the 10 day moving average and will open a trade. You might need a large time period for this to work or you can lower the lag and it will fire off sooner. I have some technical analysis indicators built into the system that I will soon open source as well. here is some example backtester code: var hasTrade = false; function Init() { } function Tick() { //5-day exponential moving average var ma5=analysis.Technical.ema('AAPL', 1 , 1 , 5 ); //10-day exponential moving average var ma10=analysis.Technical.ema('AAPL', 1 , 1 , 10 ); //invalid time data because of weekend if (ma5.length == 0 || ma10.length == 0) return; if (ma5[0].value > ma10[0].value) { //open a trade if we dont have one if (hasTrade == false) { api.Broker.OpenTrade('AAPL', 100, 'open trade on cross'); hasTrade = true; } } else if (ma5[0].value < ma10[0].value) { //close a trade since we have one if (hasTrade == true) { api.Broker.OpenTrade('AAPL', -1100, 'close trade on cross'); hasTrade = false; } } } function Destroy() { }
  • matticakes 17y ago
    can I email you at any particular address?
    • cashua 17y ago
      tickmarkt at gmail Sorry Edit its tickmarkt not tickmark