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Backtesting Help!

Hi there!

I am trying to backtest for the first time and am struggling to piece together what I’m envisioning. I'm wanting to use the stochastic meter for starters but can only find the Rsi.

Would this be up anyones ally to code? 

Any help that can be offered I’d greatly appreciate! I’ll take advise and all!

 

The premise of the backtest is: 

At specified times in the day (e.g. 3:34.58pm), if the candle pattern and the stochastic permitters below line up, then a  trade is placed in the reverse direction of the current 15min candle. 

Trade Time: 3:34.58pm every weekday

Trade Duration: 30 minutes, Stop-loss 15 pips

Trade opposite direction of 15 min Candle

 

Stochastic Meters - 15 min and 30 min timeframes

Must be both Overbought or Oversold 

If Both meters are Overbought minimum of 70 then it is a sell signal

If Both meters are Oversold minimum of 30 then it is a buy signal

Stochastic settings: 13,3,3

 

Candle Pattern - Timeframe: 30 min 

In the last 3 Candles

3 Bullish candles (large to small) up, along with Stochastic Overbought = sell signal.  (Doesn’t have to be full candle, Doji of any kind allowed)

3 Bearish candles (large to small) down, along with Stochastic Oversold = buy signal. (Doesn’t have to be full candle, Doji of any kind allowed)

 

 

These components below, I would like to be adjustable:

30 min Candle Pattern: So I can Exclude (30 min) candle pattern all together if needed, or

Adjust type of candle pattern (if doable). 

Stochastic Meter: So I can Exclude Stochastic Meter (Both times 30 min & 15 min) all together if needed, or

Adjust one or both Stochastic Meters Overbought/Oversold Parameters. 

Time of trade: (e.g. 3:44.58) Adjustable

Trade Duration Time: 30 minutes - Adjustable

Candle timeframe for candle pattern: 30 min - Adjustable

Candle timeframe for reverse trade: 15 min - Adjustable

and Stoploss (15 pips) - Adjustable

 

Coding Language is in C#

Let me know if any of you are up for it!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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