test de retour
/*backtest start: 2022-04-30 00:00:00 end: 2022-05-29 23:59:00 period: 45m basePeriod: 5m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ceyhun //@version=4 study("Darvas Box Buy Sell", overlay=true) boxp = input(defval=5, title="Length", minval=1, maxval=500) LL = lowest(low, boxp) k1 = highest(high, boxp) k2 = highest(high, boxp - 1) k3 = highest(high, boxp - 2) NH = valuewhen(high > k1[1], high, 0) box1 = k3 < k2 TopBox = valuewhen(barssince(high > k1[1]) == boxp - 2 and box1, NH, 0) BottomBox = valuewhen(barssince(high > k1[1]) == boxp - 2 and box1, LL, 0) plot(TopBox, linewidth=2, color=#4CAF50, title="TBbox") plot(BottomBox, linewidth=2, color=#FF0000, title="BBbox") Buy = crossover(close, TopBox) Sell = crossunder(close, BottomBox) alertcondition(Buy, title="Buy Signal", message="Buy") alertcondition(Sell, title="Sell Signal", message="Sell") plotshape(Buy, style=shape.labelup, location=location.belowbar, color=#4CAF50, size=size.tiny, title="Buy Signal", text="Buy", textcolor=color.black) plotshape(Sell, style=shape.labeldown, location=location.abovebar, color=#FF0000, size=size.tiny, title="Sell Signal", text="Sell", textcolor=color.white) if Buy strategy.entry("Enter Long", strategy.long) else if Sell strategy.entry("Enter Short", strategy.short)