Indicator based on simple backtest

I would like to create an indicator that calculates the result of a simple backtest based on the parabolic SAR.

The backtest is done on the last « NB Backtest Bars »

The indicator is calculate only for the last «  NB Indicator Bars »

The indicator is calculate at the close of each bar

The backtest Rules :

Buy Entry rules :  If Price < SAR  Buy at the open of the next bar ( + « spread » ).

Buy Exit Rules : If Price >SAR Sell to close at the open of the next bar ( - « spread » ).

Sell Entry rules :  If Price > SAR  Sell at the open of the next bar ( -  « spread » ).

Buy Exit Rules : If Price < SAR Buy to close at the open of the next bar ( + « spread » ).

NB In this this backtest the SAR is used in a mean reversion way not the usual way of trading the SAR.

Paramaters of the indicator ( Default value )

·         Type of trade : Buy / Sell / Both. ( Both )

·         Spread ( 0.0001 )

·         Sar Step ( 0.02 )

·         Sar Maximum ( 0.2 )

·         « NB Backtest Bars » ( 100 )

·         «  NB Indicator Bars » ( 20 )

·         « Value of the point » ( 10000 )

Calcul of the indicator

The indicator is the result of the backtest for all closed positions, during the last « NB Backtest Bars »,  for 1 contract multiplicate by the « Value of the point » 

The indicator is draw as an historical bar on a separate window with one color if the indicator is positif and an other if negatif.

The value of the last bar is given