Looking to backtest a trading idea.
Looking to backtest a simple strategy when given value x is present the strategy goes long if price breaks high of bar or short if price breaks low of the bar where value x occured.
Stop is placed above the bar low if short and bar low if long.
If Stopped reverse and go long or short once. Stop is placed below low or high price reached after original bear break. No stop and reverse on this second stop just stop.
Strategy then waits for value x to occur again. If value x occurs before stop is triggered, the stop moves to the high or low of bar as appropriate to the position long or short.
I wish to be able to backtest this by varying the input data accross products/contracts and timeframes. I have limited coding knowledge.
I would like results to be presented so I can see pnl, max loss, max drawdown, , sharpe ratio.
Thanks
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