обратная проверка
/*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"}] */ //AK MACD BB //created by Algokid , February 24,2015 //@version=4 study("AK MACD BB v 1.00") length = input(10, minval=1, title="BB Periods") dev = input(1, minval=0.0001, title="Deviations") //MACD fastLength = input(12, minval=1) slowLength=input(26,minval=1) signalLength=input(9,minval=1) fastMA = ema(close, fastLength) slowMA = ema(close, slowLength) macd = fastMA - slowMA //BollingerBands Std = stdev(macd, length) Upper = (Std * dev + (sma(macd, length))) Lower = ((sma(macd, length)) - (Std * dev)) Band1 = plot(Upper, color=gray, style=line, linewidth=2,title="Upper Band") Band2 = plot(Lower, color=gray, style=line, linewidth=2,title="lower Band") fill(Band1, Band2, color=blue, transp=75,title="Fill") mc = macd >= Upper ? lime:red // Indicator plot(macd, color=mc, style =circles,linewidth = 3) zeroline = 0 plot(zeroline,color= orange,linewidth= 2,title="Zeroline") //buy barcolor(macd >Upper ? yellow:na) //short barcolor(macd <Lower ? aqua:na) //needs improvments if macd >Upper strategy.entry("Enter Long", strategy.long) else if macd <Lower strategy.entry("Enter Short", strategy.short)