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[fareid] Quick Backtest Framework

█ OVERVIEW

This Framework allows Pine Coders to quickly code Study() based signal/strategy and validate its viability before proceed to code with more advance/complex customized rules for entry, exit, trailstop, risk management etc..

This is somewhat an upgraded version of my earlier personal template with different strategy used, cleaner code
and additional features.


█ USE CASES

- You have an idea for trade signal and need a quick way to verify its potential before writing lengthy/complicated code
- You found a study script for trading signal in public library and want to validate it profitability with minimum effort before including it in your trading playbook


█ FEATURES

- Alert: Ready to use alert function based on signals from your custom indicator.
- Visual Backtest: Auto-plot entry, stop-loss and take profit for simple strategy performance analysis
- Backtest Statistic: Provide basic key metrics based on backtest strategy
- BTE External Signal Protocol: Ready to use code that will supply required state to PineCoders Backtesting & Trading Engine if you wish to have more advance and sophisticated backtesting engine
Notes: All of the above features have On/Off toggle


█ Description & How To Use

This Framework consist of 5 Modules but you only need to edit the first 2 Modules:

Module1: Indicator
Module2: Framework Input Protocol
Module3: Alert
Module4: Backtest
Module5: Backtest & Trading Engine

Tips: The source-code includes collapsible block by module for easy navigating

Module1: Indicator:
-----------------------------------------------------------------------------------
Main Module. Place custom indicator input parameter/calculation/indicator plotting here

Sample Strategy: Double MACD Crossover
MACD Signal: 1st MACD Cross above signal line indicate Buy Signal
1st MACD Cross below signal line indicate Sell Signal
MACD Filter: 2nd MACD is above 0 line indicate Uptrend
2nd MACD is below 0 line indicate Downtrend


Module2: Framework Input Protocol:
-----------------------------------------------------------------------------------
Use this module to connect main indicator/signal calculated in Module1 to the rest of the framework's module
4 variables needed to be defined here:
1. Uptrend
2. Dntrend
3. BuySignal
4. SellSignal
i'm not sure how to place a code snippet here to show you example so in the source code i already put a comment in Module2 on which part u need to edit. I hope its pretty simple to use.


Module3: Alert Module Description:
-----------------------------------------------------------------------------------
As long as the variables in Module2 properly defined, the alert module is ready to use without any further modification.

Input:
Enable Alert --> Enable TV's alert and plot signal to chart
Alert Type --> Set to take Buy only, Sell only or Both alert


Module4: Backtest Module Description:
-----------------------------------------------------------------------------------
As long as the variables in Module2 properly defined, the backtest module is ready to use without any further modification.

Input:
Backtest Stat --> Enable Backtest Statistic Label
Backtest Visual --> Enable Backtest visual simulation
Backtest Type --> Set to take Buy only or Sell only or both
SL Type -->
ATR : Set SL in ATR times Multiplier below entry price
Fixed : Set SL in fixed point below entry point (in 'Dollar'). e.g. for Stocks -> 0.5 equals to 50cent while for EURUSD currency -> 0.005 equal to 50 pips
HiLo Bar: Set SL at highest/lowest wick of previous bar plus/minus Fixed point. e.g. EURUSD HiLo=3 and Fixed Point = 0.0005, buy trade will place SL 5 Pips below lowest of previous 3 bar
SL ATR Multi --> Set Lookback Period used for SL's ATR calculation
SL ATR Multi --> Set ATR Multiplier for SL
SL Fixed --> Set Fixed Level for SL
SL Bar --> Set Number of previous bar to check for SL placement
TP RR Ratio --> Set TP based on RR multiplier. e.g. 2 means TP level will be twice further from entry point compared to Entry-SL distance.
Notes: The point is for preliminary testing, so it only supports 1 trade at a time and no Trailing Stop


Module5: Backtest & Trading Engine Description:
-----------------------------------------------------------------------------------
As long as the variables in Module2 properly defined, the Pinecoders BTE module is ready to use without any further modification.

Input:
External Signal Protocol --> Set ESP State to send to "Backtesting & Trading Engine "
Signal With Filter --> Use this to send entry signal that already filtered by this study indicator (without stoploss level)
Signal Without Filter --> Use this to send raw entry signal that are NOT YET FILTERED by this study indicator (without stoploss level)
Signal and Stop With Filter --> Use this to send entry signal WITH StopLoss that already filtered by this study indicator (with stoploss level)
Signal and Stop Without Filter --> Use this to send raw entry signal WITH StopLoss that are NOT YET FILTERED by this study indicator (with stoploss level)
Notes: Backtesting & Trading Engine already have built-in Filter, Entries and Stop Level. e.g. Unselect all their filter state if only want to use custom filter and make sure send Signal with Filter (with or without SL level)



█ DISCLAIMER:

This framework main objective is to create my personal indicator template so that i just have to modify the indicator module for preliminary testing in future.
The sample strategy included are for educational purpose only. Use at your own risk

credit: LucF/PineCoders for a lot of his scripts that i use as a guide to complete this
Catatan Rilis: i was experimenting with array and decided to add on additional backtest information to get the profit ratio.
Skrip open-source

Sejalan dengan semangat TradingView, penulis skrip ini telah mempublikasikannya secara open-source, sehingga para trader dapat memahami dan memverifikasinya. Salut untuk sang penulis! Anda dapat menggunakannya secara gratis, tetapi penggunaan kembali kode ini dalam publikasi diatur oleh Tata Tertib. Anda dapat memfavoritkannya untuk dapat menggunakannya didalam sebuah chart.

Inggin menggunakan skrip ini pada chart?

Komentar

The code is great
500 coins
Jawab
Grazie
+1 Jawab
fareidzulkifli antoniodapc
@antoniodapc, prego!
Jawab
antoniodapc fareidzulkifli
@fareidzulkifli, ma sei italiano ?
Jawab
fareidzulkifli antoniodapc
@antoniodapc, im guessing no!? Its the only 2 words that i know lol
+1 Jawab
Awesome, Thanks for sharing !
+1 Jawab
That is some of the cleanest code I think I've ever seen. Its preeeeetttyy =)
+1 Jawab
@kurtsmock, Thanks for the kind words ;)
Jawab
wow
+1 Jawab
fareidzulkifli Team_Sekoya
Jawab
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