Stx Monthly Trades Profit

Strambatax 已更新   
Monthly profit displays profits in a grid and allows you to know the gain related to the investment during each month.
The profit could be computed in terms of gain/trade_cost or as percentage of equity update.

- Profit: Monthly profit percentage or percentage of equity
- Table position

This strategy is intended only as a container for the code and for testing the script of the profit table.
Setting of strategy allows to select the test case for this snippet (percentage grid).
Money management: not relevant as strategy is a test case.

This script stand out as take in account the gain of each trade in relation to the capital invested in each trade. For example consider the following scenario:
Capital of 1000$ and we invest a fixed amount of 1000$ (I know is too risky but is a good example), we gain 10% every month.
After 10 months our capital is of 2000$ and our strategy is perfect as we have the same performance every month.
Instead, evaluating the percentage of equity we have 10% the first month, 9.9% the second (1200$/1100$ - 1) and 5.26% the tenth month. So seems that strategy degrade with times but this is not true.
For this reason, to evaluate my strategy I prefer to see the montly return of investment.

WARNING: The strategy provided with this script is only a test case and allows to see the behavior with different "trades" management, for these reason commision are set to zero.
At the moment only the provided test cases are handled:

test 1 - single entry and single exit;
test 2 - single entry and multiple exits;
test 3 - single entry and switch position;

Update documentation
fix position reversal condition
add leverage setting for monthly_profit, in this way the script consider the profit_for_each_trade related to the trade investment as invested_capital * leverage.
add yearly summary
Highlight the cell with min and max value.
The first cell, starting from past with min, max is highlighted. Consider that values on the table are rounded therefore you can see highlighted value not at the first occourrence. For example 2.001% and 2.002% are shown both as 2% but the second will be higlighted.


本着真正的TradingView精神,该脚本的作者将其开源发布,以便交易者可以理解和验证它。为作者喝彩!您可以免费使用它,但在出版物中重复使用此代码受网站规则的约束。 您可以收藏它以在图表上使用。