Strategy Backtest Kit

study(title = "Strategy Backtest Kit", overlay = false)

/// PROGRAMMED BY JBI FOR TRADINGVIEW


percentual = input(true, title = "Percentual Income")
testlen = input(100, title = "Test Length")
show = input(true, title = "Show W/L ratio?")
// DEFINE ENTRY TO LONG POSITION
entryUP = ema(close, 12) > ema(close, 26)
// DEFINE ENTRY TO SHORT POSITION
entryDOWN = not entryUP

// DEFINE EXIT FROM LONG POSITION
exitUP = entryDOWN
// DEFINE EXIT FROM SHORT POSITION
exitDOWN = entryUP



///// Do not change this

entry1 = entryUP and not entryUP[1] ? 1 : 0
entry2 = entryDOWN and not entryDOWN[1] ? 1 : 0

exit1 = exitUP ? 1 : 0
exit2 = exitDOWN ? 1 : 0


up = entry1 ? close : exit1 and up[1] != -111 ? -111 : up[1]
down = entry2 ? close : exit2 and down[1] != -111 ? -111 : down[1]

output1 = exit1 and up[1] != -111 and percentual ? ((close - up[1]) / up[1]) : exit1 and up[1] != -111 and not percentual ? (close - up[1]) : 0
output2 = exit2 and down[1] != -111 and percentual ? ((down[1] - close) / down[1]) : exit2 and down[1] != -111 and not percentual ? (down[1] - close) : 0

otpt = output1 + output2

wlr = otpt != 0 and otpt > 0 ? 1 : 0


output = sum((otpt), testlen)
entries = sum((entry1 + entry2), testlen)
wlrf = sum((wlr), testlen)

///// Do not change this


wlrfinal = show ? wlrf / entries : na

plot(wlrfinal, title = "Percent of winning trades")
plot(output, title = "Brutto Income")