PINE LIBRARY
已更新 historicalEngine by N&M
🇬🇧 English Introduction
historicalEngine is a Pine Script library designed for advanced state-based backtesting.
It does not test a single strategy, but evaluates full market configurations (trend, structure, momentum, multi-TF context).
Each trade is linked to a unique state hash, revealing which conditions truly perform over time.
The engine computes professional metrics: PnL, win rate, expectancy, Sharpe, drawdown, reliability.
It includes dynamic TP/SL, liquidation logic, early exits, realistic fees and slippage.
Built to be modular, extensible, and efficient, it plugs into any indicator.
Goal: turn historical data into a statistical trading edge.
V1 – a solid foundation for adaptive and data-driven trading systems.
historicalEngine is a Pine Script library designed for advanced state-based backtesting.
It does not test a single strategy, but evaluates full market configurations (trend, structure, momentum, multi-TF context).
Each trade is linked to a unique state hash, revealing which conditions truly perform over time.
The engine computes professional metrics: PnL, win rate, expectancy, Sharpe, drawdown, reliability.
It includes dynamic TP/SL, liquidation logic, early exits, realistic fees and slippage.
Built to be modular, extensible, and efficient, it plugs into any indicator.
Goal: turn historical data into a statistical trading edge.
V1 – a solid foundation for adaptive and data-driven trading systems.
版本注释
v2版本注释
v3版本注释
v4版本注释
v5Pine脚本库
秉承TradingView的精神，作者已将此Pine代码作为开源库发布，以便我们社区的其他Pine程序员可以重用它。向作者致敬！您可以私下或在其他开源出版物中使用此库，但在出版物中重用此代码须遵守网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
Pine脚本库
秉承TradingView的精神，作者已将此Pine代码作为开源库发布，以便我们社区的其他Pine程序员可以重用它。向作者致敬！您可以私下或在其他开源出版物中使用此库，但在出版物中重用此代码须遵守网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。