Hello, I wrote this script to merge the two scripts I shared before.
The aim here is to see the real value of the state of the capital as a result of leveraged transactions and to combine both long and short directions.
Scripts :
MACD Long 50x Leverage Strategy :
MACD Short 50x Leverage Strategy :
The parameters have not changed so they are the same...
Experimental:
Example execution of Monte Carlo Simulation applied to the markets(this is my interpretation of the algo so inconsistencys may appear).
note:
the algorithm is very demanding so performance is limited.