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Date/Time: Wed, 05 Feb 2025 16:54:48 +0000

[Programming Help] - Backtesting a 5-min. Chart of YM

[2020-03-25 12:33:05] #1 [Go To First Post]
crossiman - Posts: 29
I want to do a backtest of a 5-min. Intraday chart of e.g. YM and see the result with signals (entry/exit) and MFE/MAE of these trades in Trade Activity Log. Criteria of a Long or Short signal should only be the crossover of 2 moving averages - the shorter MA above the longer one means a LONG signal and vice versa a SHORT signal. I want to do that with 1 contract - means that if a LONG signal was created a trade should be created with 1 contract and as soon as the next signal (=SHORT) will be triggered the one LONG contract should be closed and 1 contract SHORT should be created. Best way will be to do that in the way that the 1 contract LONG should be closed with 2 contracts short that the final result will be to have 1 contract open SHORT. How could this be done in an easy way ? What might be the settings in this solution ?

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