PINE LIBRARY

Backtest Strategy Optimizer Adapter

Backtest Strategy Optimizer Adapter
With this library, you will be able to run one or multiple backtests with different variables (combinations). For example, you can run 100 backtests of Supertrend at once with an increment factor of 0.1. This way, you can easily fetch the most profitable settings and apply them to your strategy.

To get a better understanding of the code, you can check the code below.

Single backtest results


Add backtest results to a table


Backtest result without chart labels


Backtest result profit


Backtest result winrate


Start Date
You can set the start date either by using a timestamp or a number that refers to the number of bars back.

Stop Loss / Take Profit Issue
Unfortunately, I did not manage to achieve 100% accuracy for the take profit and stop loss. The original TradingView backtest can stop at the correct position within a bar using the strategy.exit stop and limit variables. However, it seems unachievable with a crossunder/crossover function in PineScript unless it is calculated on every tick (which would make the backtesting results invalid). So far, I have not found a workaround, and I would be grateful if someone could solve this issue, if it is even possible. If you have any solutions or fixes, please let me know!

Multiple Backtest Results / Optimizer
You can run multiple backtests in a single strategy or indicator, but there are certain requirements for placing the correct code in the right way. To view examples of running multiple backtests, you can refer to the links provided in the updates I posted below. In the samples I have also explained how you can auto-generate code for your backtest strategy.
adapterAIautomaticallybacktestingdebuggingstatistics

Pine脚本库

本着真正的TradingView精神,作者将此Pine代码发布为开源脚本库,以便我们社区的其他Pine程序员可以重复使用它。向作者致敬!您可以私下或在其它开源出版物中使用此脚本库,但在出版物中重复使用此代码受网站规则约束。

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