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zelibobla
27 Th07 2016 15:13

Keltner bounce from border. No repaint. (by Zelibobla) 

E-mini S&P 500 FuturesCME

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WARNING: despite of strategy doesn't use future data (not repaints) it doesn't consider broker`s commissions, which can be harmful for real life high frequency trading.
Strategy works well on ES futures short bars like 1min.
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Santiago123456789
Hello Sr. I would like to set alerts on this indicator but for some reason does not apears in the alerts traidingview windows.. Is there a way to achieve that?
zelibobla
hlavaty4
Is it possible to build something into to the code that would subtract commissions?
zelibobla
As far as I see from docs: docs.google.com/document/d/1sCfC873xJEMV7MGzt1L70JTStTE9kcG2q-LDuWWkBeY/edit commissions could not be considered on strategy backtesting yet. There is related feature request getsatisfaction.com/tradingview/topics/adding-slippage-and-commission-to-the-backtesting-engine
I'd appreciate if you upvote it.

Currently to consider commissions impact you can just multiply number of transactions (accessed in «List of trades» tab on strategy test window) or transaction cost.
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