// Big 10 year back test //////

#include <profile.c>

function tradeSMA(){
	// store the current price data a series for analysis
	vars Prices = series(priceClose()); // store prices as a list
	// optimize the "input" for the fast indicator
	var fastMAPeriod = optimize(32, 8, 64, 8);
	// mulitply the fast input period to get the slow one (avoids flip-over)
	var slowMAFactor = optimize(4, 2, 8, 1);
	// store a series for the slow and fast MA for analysis
	vars SlowMA = series(MovingAverage(Prices, fastMAPeriod*slowMAFactor, MAType_SMA));
	vars FastMA = series(MovingAverage(Prices, fastMAPeriod, MAType_SMA));
	
	// Stop = optimize(5, 1, 20, 1) *(ATR(50));
	
	// get your trade signals here
	if(crossOver(FastMA, SlowMA))
	{
		enterLong();
	} else if(crossUnder(FastMA, SlowMA)) // continuous trading
	{
		enterShort();
	}
	
	// Just show the trading strategy
	//ColorEquity = 0;
	//ColorDD = 0;
	
	// plot the indicator lines on the chart
	//plot("Fast MA", FastMA, LINE, RED); // draw slow MA line
	//plot("Slow MA", SlowMA, LINE, BLUE); // draw fast MA line	
}

function run()
{
	// get a log of all trades, plot the equity curve at the end
	set(LOGFILE, PARAMETERS); // log all trades and show equity curve
	// start date of backtest in yyyymmdd
	StartDate = 2005;
	// end date of backtest in yyyymmdd
	EndDate = 2022;
	
	// set the timeframe to daily candles
	BarPeriod = 1440;
	// gather data for indicators before beginning trading
	LookBack = 2000;

	// hypothetical $10k account
	// Capital = 10000;
	// set the roll, slippiage and spread costs to zero to get pure compairson of trades*
	RollCost = Slippage = Spread = 0; // Set cost to zero for fair comparison
	
	//Walk Forward Optimization
	// let Zorro use all but two cores to run the simulation
	NumCores = -2;
	// number of cycles in the backtest
	NumWFOCycles = 5;
	
	while(asset(loop("EUR/USD", "GBP/USD", "AUD/USD", "USD/CHF", "USD/CAD", "USD/JPY")))
	{
		// Set risk to be 1% of capital
		//var riskPercent = 1;
		//Risk = riskPercent*Capital/100;
		Lots = 1;
		
		tradeSMA();
	}
	
	PlotWidth = 600;
	PlotHeight1 = 300;
}