I have been trying to backtest two year's worth of trades for an idea I have and it's taking forever. I thought it would be easier to put it in a script and run it and optimize. Is there anyone willing to donate some time for this? I am not a coder or even savvy with strategy builders so I need a lot of help. It uses opening range, MACD, and GRaB MA(34EMA high/low). I wrote conditions if it helps.
Sell Conditions: (if)
Opening Range- 120 ticks or less (9:30-9:45 am EST)
VIX S&P 500- equal to or greater than 18 (CBOE data not sure how to input in code.)
Candle closes below 15min range low on the 10-minute timeframe
Price- is below the 34EMA (low)
MACD Trend Region-Histogram is below 0 (48,36,104)
It is not 12 noon (trades must be initiated before 12 noon EST) or no trade.
Then:
Place sell stop 1 tick below the close candle
Stoploss
will be at the opposite side of the range
Exit
Profit target-1.5x of the opening range is reached
Close all positions at 3:55 pm
If the candle closes above 34 EMA (high)
Opposite for long Trades
Thanks for everyone's help in advance.
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