How can I write a strategy backtest in TradingView PineScript accessing 3 publicly available indicators within the code
Posted: Fri Jan 27, 2023 1:21 pm
Being a novice, I want to write a strategy backtest. Can anybody write a strategy backtest in TradingView pinscript v5 using 'SDT-filtered, N-pole, Gaussian Filter', 'Heikin Ashi RSI Oscillator' setting the Open Smoothing paramter as 7 and 'RSI Past Can be Turned into a Directional Tool' to find out the win rate in 5 min BTC/USDT market with a reward to risk ratio of 1.5:1 risking 2% of $1000 initial capital following the entry rules below:
1. 'SDT-filtered, N-pole, Gaussian Filter' should be green while 'Heikin Ashi RSI Oscillator' should be corssing over its midline but not exceeding 5.5 level upward while 'RSI Past Can be Turned into a Directional Tool' should be green for a long position
2. 'SDT-filtered, N-pole, Gaussian Filter' should be red while 'Heikin Ashi RSI Oscillator' should be corssing below its midline but not exceeding -5.5 level downward while 'RSI Past Can be Turned into a Directional Tool' should be red for a short position
1. 'SDT-filtered, N-pole, Gaussian Filter' should be green while 'Heikin Ashi RSI Oscillator' should be corssing over its midline but not exceeding 5.5 level upward while 'RSI Past Can be Turned into a Directional Tool' should be green for a long position
2. 'SDT-filtered, N-pole, Gaussian Filter' should be red while 'Heikin Ashi RSI Oscillator' should be corssing below its midline but not exceeding -5.5 level downward while 'RSI Past Can be Turned into a Directional Tool' should be red for a short position