Signal for Backtesting-Trading Engine [PineCoders]

This is a companion script to the PineCoders Backtesting-Trading Engine. It illustrates how to build a signal plot in another script, which can in turn be fed in the Engine to provide entry, exit, filter and stop information.
Connection to the Engine is done through its “External Indicator” input field at the very bottom of the Engine’s Settings/Inputs.
The Engine must be operating in study mode to be able to connect an external indicator to it.
The way this script builds the signal is straightforward, as you will see in the code. Two aspects are worth mentioning:
The “FudgeStop()” function used to fudge the stop value by one tick for the rare cases where it will match one of the protocol reserved values, i.e. 1, 2 or 3.
The priority and exclusivity given to the different types of signals in the signal-building “Signal = …” line. No two signals can be sent simultaneously through the signal plot, except for the entry and stop combination.
You can determine in this script’s Settings/Inputs the type of signals that will go through the signal plot.

This script respects the following protocol:
Only one external indicator can be connected to a script; in order to leverage its use to the fullest, the engine provides options to use it as either an entry signal, an entry/exit signal or a filter. When used as an entry signal, you can also use the signal to provide the entry’s stop. Here’s how this works:
For filter state: supply +1 for bull (long entries allowed), -1 for bear (short entries allowed).
For entry signals: supply +2 for long, -2 for short.
For exit signals: supply +3 for exit from long, -3 for exit from short.
To send an entry stop level with an entry signal: Send positive stop level for long entry (e.g. 103.33 to enter a long with a stop at 103.33), negative stop level for short entry (e.g. -103.33 to enter a short with a stop at 103.33). If you use this feature, your indicator will have to check for exact stop levels of 1.0, 2.0 or 3.0 and their negative counterparts, and fudge them with a tick in order to avoid confusion with other signals in the protocol.
Remember that mere generation of the values by your indicator will have no effect until you explicitly allow their use in the appropriate sections of the Engine’s Settings/Inputs.
Jun 08
版本注释: Updated links in comments.
Jun 21
版本注释: This is the Pinescripters Backtesting-Trading Engine for which this type of signal is meant to interact with.

Aug 03
版本注释: Cleaned up code. The chart shows the Signal in the pane below the chart, with only the entry signals being transmitted by the signal plot (see this indicator's Inputs).

The signal is also connected to the Backtesting-Trading Engine appearing on the chart. The Engine has been configured so that:
1. The entry strat is set to "External indicator", and
2. This indicator's Signal plot has been selected in the Engine's "Connect your indicator here" field at the very bottom of the Engine's Inputs.

Since only the entries are sent to the Engine through the signal in this particular instance, the trades are exited using the Engine's active stop and exit strats.
Aug 03
版本注释: Fixed comments.
从常用的脚本中删除 添加到常用的脚本 — Tools and ideas for all Pine coders.
Hi, can you explain what some real-world use cases for this would be? I'm trying to figure out how this would be useful in addition to the backtesting engine.
PineCoders CryptoGraffer
@CryptoGraffer, The Engine can use signals from 2 sources: the internal strats in the Engine's code or an external indicator generating a plot whose values have special meaning to the Engine. When an external indicator's signal is hooked up to the Engine through the Engine's Inputs (last field a the bottom), and the Engine's strats (entries, exits or filter) are explicitly configured to use the external signal, then the Engine becomes partially controlled by the external indicator. So let's say you already use a study/indicator that you like and it generates what look like good entry signals, but it doesn't have a stop strategy. You could add a plot() to your indicator respecting the protocol described in this indicator to send entry signals to the Engine, and then use any one or a mix of the Engine's pre-coded stop or exit strats to exit your trades. You would also, then, be able to use the Engine to get stats on your trades, or create alerts on whichever conditions you choose, while all the time it's your indicator that's generating the trade entry signals. This allows you to personalize the Engine's behavior without modifying the Engine's code, and is probably more suited to traders not comfortable modifying the Engine's code, or who just want to run preliminary tests without playing into the Engine's code, with the idea of eventually integrating the indicator's logic directly into the Engine's strats if tests are promising.
+2 回复
PineCoders CryptoGraffer
@CryptoGraffer, As to the usefulness of this particular MACD-derived signal in the markets, forget it; it's just there as an example.
+1 回复
首页 股票筛选器 外汇筛选器 加密货币筛选器 财经日历 节目 如何运作 图表功能 价格 网站规则 版主 网站 & 经纪商解决方案 插件 图表解决方案 轻量图表库 帮助中心 推荐朋友 功能请求 博客 & 新闻 常见问题 维基百科 Twitter
概述 个人资料设置 账号和账单 推荐朋友 我的客服工单 帮助中心 已发表观点 粉丝 正在关注 私人消息 聊天 退出