- It backtests from a chosen starting point (either from the moment the indicator is attached to the chart, or over a number of bars (100000 per default ~= 16 years).
- The simulation respects the same entry rules, filters, and exit logic that a live strategy would use, then draws the resulting entry arrows and exit crosses directly on the chart while updating a statistics GUI.
- The code supports a number of optional filters (trend MA, RSI, recent high/low, candle direction, stretch distance, consecutive-arrows) and several exit types (fixed stop-loss / take-profit in pips, maximum bars in trade, and an MA-level exit that can optionally reverse the position).
- Floating profit on the currently forming bar is also evaluated on every tick, and the panel continuously shows total closed + open pips, trade count, current position, and winrate.
So I also included a set file that have a much better PPT.
Jef