OPEN-SOURCE SCRIPT
已更新

Backtest Engine

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This is a simple backtest engine for your trading strategies. The idea behind this script is to make testing new strategies as easy as possible. Parameters such as take profit/stop loss and time period are built into the script and are customisable by the user via the settings interface. The only coding is to set the entry and exit conditions. Users need not touch any code beyond line 30.

For this post, I have used a 50/200 SMA crossover to demonstrate the ease of use for this script.

The features of this script include:
  • Backtest period start
  • Number of days until backtest period end
  • Take profit and stop loss % (via settings)
  • Programmable long and short entry/exit
  • Anti duplicate system (for entry conditions that are continuously satisfied, the engine will only make 1 trade until the is exit condition is satisfied).


DISCLAIMER: The strategy in this post is only a placeholder. The TP/SL levels are set to showcase the functionality of the engine and are in no means optimal settings.

Hope this helps! Feel free to ask any questions about the engine and happy coding!
版本注释
  • Updated to Pine v5
  • Cleaned up code
版本注释
  • Added functionality to toggle on/off long and short orders

免责声明

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。