OPEN-SOURCE SCRIPT
Backtesting- Indicator

For anyone interested, Here is an example of how to put backtesting results into an Indicator. This calculates the same values as you find in the Summary Screen of the built in Strategy backtester. This will use the same result size as the standard backtester i.e. 5 minute chart grabs roughly 1 month of data, 1 minute chart grabs 1 week of data, etc... I tried to keep this as self-contained as possible so I put most of the code for the results in the bottom of the Indicator. The results stop at the last completed trade signal i.e. a Buy has a Sell to it. This is the same indicator I posted earlier with the PCT Trailing StopLoss so you will see that code in here as well. As said in my previous posting, the indicator is just a simple EMA crossover to give it something to do and I would not recommend using this indicator on its own, but instead copy the code to your own indicator if you find it useful. I also left the code in so that you can switch back to a Strategy if you want to verify the results.
Additional Notes:
- The results are within an acceptable margin of error due to the fact that the Indicator is having to calculate based on when the Buy and Sell Signal occur as opposed to when actual trades occur like in the Strategy Backtester
- I was trying to find a way to set the number of Buy Signals to use i.e. show me the results from the past 100 trades but couldn't sort out the logic. I am open to suggestions. Also keep in mind I am not a coder by profession so if you have any ideas on that front, please explain it to me as though I am a 5 year old child and provide code examples if possible :)
- I included the Strategy results in the Screen Shots so that you can see where the results line up.
Additional Additional Note:
This is not financial advice. Use at your own risk.
Additional Notes:
- The results are within an acceptable margin of error due to the fact that the Indicator is having to calculate based on when the Buy and Sell Signal occur as opposed to when actual trades occur like in the Strategy Backtester
- I was trying to find a way to set the number of Buy Signals to use i.e. show me the results from the past 100 trades but couldn't sort out the logic. I am open to suggestions. Also keep in mind I am not a coder by profession so if you have any ideas on that front, please explain it to me as though I am a 5 year old child and provide code examples if possible :)
- I included the Strategy results in the Screen Shots so that you can see where the results line up.
Additional Additional Note:
This is not financial advice. Use at your own risk.
오픈 소스 스크립트
진정한 트레이딩뷰 정신에 따라 이 스크립트 작성자는 트레이더가 기능을 검토하고 검증할 수 있도록 오픈소스로 공개했습니다. 작성자에게 찬사를 보냅니다! 무료로 사용할 수 있지만 코드를 다시 게시할 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.
오픈 소스 스크립트
진정한 트레이딩뷰 정신에 따라 이 스크립트 작성자는 트레이더가 기능을 검토하고 검증할 수 있도록 오픈소스로 공개했습니다. 작성자에게 찬사를 보냅니다! 무료로 사용할 수 있지만 코드를 다시 게시할 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.