OPEN-SOURCE SCRIPT
已更新

Backtest Adapter

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This is a proof-of-concept Backtest Adapter that can be used with my recent publication "Machine Learning: Lorentzian Classification" located here:

Machine Learning: Lorentzian Classification


This adapter is helpful because it enables interactive backtesting with TradingView's built-in "Strategy Tester" framework without the need to translate the logic from an "indicator" script to a "strategy" script.

To use this, one must have the "Machine Learning: Lorentzian Classification" script and this Backtest Adapter open simultaneously on the same chart. From there, simply change the "Source" setting of the Backtest Adapter to "Lorentzian Classification: Backtest Stream" to transfer the entry/exit signals stream to the Backtest Adapter.

For an example of how to implement your own backtest stream in your indicators, please refer to the "Backtesting" section in the source code of the "Machine Learning: Lorentzian Classification" script, which is shown below for convenience:

快照
版本注释
Updated the Source of the Backtest Adapter to be set to "Lorentzian Classification: Backtest Stream"
版本注释
Removed hardcoded `transactionQty` to use default strategy quantity, simplifying order execution code.

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这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。