back_testing_tradingview_script

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

//@version=4
strategy(title="EMA & SMA & RSI", shorttitle="EMA & SMA & RSI", overlay=true, initial_capital=50000, currency="EUR", default_qty_value=250000, pyramiding=2)



// === INPUT BACKTEST RANGE ===
FromMonth = input(defval=8, title="From Month", minval=1, maxval=12)
FromDay = input(defval=22, title="From Day", minval=1, maxval=31)
FromYear = input(defval=2020, title="From Year", minval=2015)
ToMonth = input(defval=10, title="To Month", minval=1, maxval=12)
ToDay = input(defval=26, title="To Day", minval=1, maxval=31)
ToYear = input(defval=2020, title="To Year", minval=2010)

// === Back testing === 
start = timestamp(FromYear, FromMonth, FromDay, 00, 00)  // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59)  // backtest finish window
window() => 
    time >= start and time <= finish ? true : false 


//SMA 
BBbasis = sma(close, 20)

//EMA
fastEMA = ema(close, 5)
slowEMA = ema(close, 75)

//RSI
RSI = rsi(close, 21)







// Chart 
plot(BBbasis, title="SMA", color=color.green)
plot(fastEMA, title="FastEMA", color=color.white)
plot(slowEMA, title="SlowEMA", color=color.yellow)


//Strategy
buy = BBbasis<close and slowEMA<close and fastEMA>slowEMA 

short = BBbasis>close and slowEMA>close and fastEMA<slowEMA 



if(window())
    strategy.entry(id="long", long=true, when=buy)
    strategy.entry(id="short", long=false, when=short)

if (strategy.position_size > 0 and window())
    strategy.exit(id="tsl long", from_entry="long", profit=200, trail_points= close * 0.02 / syminfo.mintick, trail_offset=close * 0.02 / syminfo.mintick)

if (strategy.position_size < 0 and window())
    strategy.exit(id="tsl short", from_entry="short", profit=200, trail_points= close * 0.02 / syminfo.mintick, trail_offset=close * 0.02 / syminfo.mintick)