backtest ma

backtest ma

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © prince_ond

//@version=4
strategy(title='[STRATEGY][UL]MA strategy', pyramiding=0, overlay=true, initial_capital=20000, calc_on_every_tick=false,
         currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
ma = ema(close, 50)
ma_color() => ma[5] > ma[2] ? color.red : color.green
ma__isdown() =>  ma[5] > ma[2]
ma_is_up() =>  ma[5] < ma[2]

plot(ma, color=ma_color())

//  Strategy: (Thanks to JayRogers)
// === STRATEGY RELATED INPUTS ===
//tradeInvert     = input(defval = false, title = "Invert Trade Direction?")
// the risk management inputs
inpTakeProfit   = input(defval = 0, title = "Take Profit Points", minval = 0)
inpStopLoss     = input(defval = 0, title = "Stop Loss Points", minval = 0)
inpTrailStop    = input(defval = 0, title = "Trailing Stop Loss Points", minval = 0)
inpTrailOffset  = input(defval = 0, title = "Trailing Stop Loss Offset Points", minval = 0)

// === RISK MANAGEMENT VALUE PREP ===
// if an input is less than 1, assuming not wanted so we assign 'na' value to disable it.
useTakeProfit   = inpTakeProfit  >= 1 ? inpTakeProfit  : na
useStopLoss     = inpStopLoss    >= 1 ? inpStopLoss    : na
useTrailStop    = inpTrailStop   >= 1 ? inpTrailStop   : na
useTrailOffset  = inpTrailOffset >= 1 ? inpTrailOffset : na

// === STRATEGY - LONG POSITION EXECUTION ===
strategy.entry(id = "Buy", long = true, when = ma_is_up() )// use function or simple condition to decide when to get in
strategy.close(id = "Buy", when = ma__isdown() )

// === STRATEGY - SHORT POSITION EXECUTION ===
strategy.entry(id = "Sell", long = false, when = ma__isdown())
strategy.close(id = "Sell", when = ma_is_up())

// === STRATEGY RISK MANAGEMENT EXECUTION ===
// finally, make use of all the earlier values we got prepped
strategy.exit("Exit Buy", from_entry = "Buy", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
strategy.exit("Exit Sell", from_entry = "Sell", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)