Simple backtest for McGinley Dynamic found here:
What this backtest includes:
-Longs and shorts
-Customization of inputs for McGinley Dynamic calculation
-Take profit 1 (TP1), and Stop-loss (SL), calculated using standard RMA-smoothed true range
-Activation of TP1 after entry candle closes
Happy trading!
The simple Moving average cross strategy is here implemented.
I guess there are multitudes of similar scripts around.
I post this one since I was asked by some friends, and I'll let it free to use for anybody.
Here you can choose the year where to start backtesting, the source, the type of MA, the SL and TP multiplicators of ATR, for which you can also choose the...