BackTest

Hi Seniors ,

I need Followig Alf BackTest .

_SECTION_BEGIN("Profit");
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
SetChartOptions(1,chartShowArrows|chartShowDates|chartWrapTitle);


GraphXSpace = 15;

SetBarFillColor(IIf(C>O,ParamColor("Candle UP Color", colorGreen),IIf(C<=O,ParamColor("Candle Down Color", colorRed),colorLightGrey)));
Plot(C,"",IIf(C>O,ParamColor("Wick UP Color", colorDarkGreen),IIf(C<=O,ParamColor("Wick Down Color", colorDarkRed),colorLightGrey)),64,0,0,0,0);
SetChartBkGradientFill( ParamColor( "TopColor", ColorRGB( 217, 197, 137 ) ), ParamColor( "BottomColor", ColorRGB( 254, 244, 224 ) ) );

//SetTradeDelays(1,1,1,1);
Period = Param("Period", 150, 1, 500, 1);
mult = Param("Multiplier", 4, 1.1, 10.0, 0.1); // set for 5 minutes chart.

f=ATR(period);

VS[0] = Close[0];
trend[0] = 0;
HighC[0]=0;
Lowc[0]=0;

for( i = period+1; i < BarCount; i++ )
{

vs = vs[i-1];
trend = trend[i-1];
highC = HighC[i-1];
lowc = lowc[i-1];

if ((trend>=0) && ( C <VS ))
{
trend =-1;
HighC = C;
lowc = C;
}

if ((trend<=0) && (C >VS))
{
trend=1;
HighC = C;
lowc = C;
}

if (trend==-1)
{
if (C<lowc) lowc = C;
VS= lowc+ (mult*f);
}


if (trend==1)
{
if (C>HighC) HighC = C;
VS= HighC-(mult*f);
}

}

Plot(VS, "Vol Stop",IIf(trend==1,colorRed,colorgreen ),styleThick);

Buy=Cross(Trend,0);
Short=Cross(0, Trend);
Buy = Ref(Buy, -1);
Short = Ref(Short, -1);

Hp = HHV( H, 40 );
Lp = LLV( L, 40 );

BarsSincebuy = BarsSince( Buy );
BarsSinceshort = BarsSince( Short );
LastSignal = IIf( BarsSincebuy < BarsSinceshort, 1, -1 );
Sig = WriteIf( BarsSincebuy < BarsSinceshort, "BUY", "SELL" );

slPrice = IIf( LastSignal == 1, HighestSince( Buy, Lp ), LowestSince( Short, Hp ) );
initialrisk = IIf( LastSignal == 1, BuyPrice - SLPrice, SLPrice - ShortPrice );
CurrentPL = IIf( LastSignal == 1, C - BuyPrice, SellPrice - C );

BuyPrice=ValueWhen(Buy,O);
ShortPrice=ValueWhen(Short,O);

entry = IIf( LastSignal == 1, BuyPrice, ShortPrice );

PlotShapes(Buy * shapeUpArrow,colorGreen, 0,L, Offset=-45);
PlotShapes(Short * shapeDownArrow,colorRed, 0,H, Offset=-45);


bars = LastValue( IIf(BarsSincebuy < BarsSinceshort, BarsSincebuy, BarsSinceshort));
Offset = 15;
Clr = IIf(LastValue(LastSignal) == 1, colorGreen, colorRed);

_SECTION_END();


Waiting for your help.

Thanks in Advance

Regards,
MuthuTC: