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Concept

Backtesting- IndicatorFor anyone interested, Here is an example of how to put backtesting results into an Indicator. This calculates the same values as you find in the Summary Screen of the built in Strategy backtester. This will use the same result size as the standard backtester i.e. 5 minute chart grabs roughly 1 month of data, 1 minute chart grabs 1 week of data, etc... I tried to keep this as self-contained as possible so I put most of the code for the results in the bottom of the Indicator. The results stop at the last completed trade signal i.e. a Buy has a Sell to it. This is the same indicator I posted earlier with the PCT Trailing StopLoss so you will see that code in here as well. As said in my previous posting, the indicator is just a simple EMA crossover to give it something to do and I would not recommend using this indicator on its own, but instead copy the code to your own indicator if you find it useful. I also left the code in so that you can switch back to a Strategy if you want to verify the results. Additional Notes: - The results are within an acceptable margin of error due to the fact that the Indicator is having to calculate based on when the Buy and Sell Signal occur as opposed to when actual trades occur like in the Strategy Backtester - I was trying to find a way to set the number of Buy Signals to use i.e. show me the results from the past 100 trades but couldn't sort out the logic. I am open to suggestions. Also keep in mind I am not a coder by profession so if you have any ideas on that front, please explain it to me as though I am a 5 year old child and provide code examples if possible :) - I included the Strategy results in the Screen Shots so that you can see where the results line up. Additional Additional Note: This is not financial advice. Use at your own risk.
Pine Script™指标
由Thumpyr提供
3
Error Message -- DemoThis script is proof of concept to display an “error message” to provide user feedback when valid, but non-logical variables are input by the end user. In this example, the user enters a lower limit that is greater than the upper limit. The Pinescript user input box allows input types and min/max values, but it does not allow input conditions like (Upper > Lower) for each variable. This script evaluates the user input and determines if the variables are logical. If not, it will print an error box using the new Pinescript table function. This is a demo only – there are no signals, strategies, or alerts. Hopefully, some pinescripters will find this idea useful and expand on the concept. User inputs an Upper Limit that is lower than the Lower Limit – error message displayed. User inputs logical Upper and Lower Limits (Upper Limit is greater than Lower Limit) – normal plots.
Pine Script™指标
由xxattaxx提供
Examples of Rolling Average Using Automated AnchoringIn this study, I present a method to expose NaN values to development environment. This exposure allows NaN values to be used by methods in scripts. I also show how to use values, even NaN values, as anchors from which statistics can be computed from. I demonstrate how to do this with constants and variables in methods for computing the cumulative/rolling average of a series. I also show how to calculate the cumulative/rolling average from the start of a ticker series using the aforementioned methods. Each method has a description on how some of their parts work as well as their constraints. Method #1 - Can only be used for computing the rolling average on the ticker series. Method #2 - The simple moving average from the Pine Script reference. - Can be used to calculate the rolling average of the ticker series and number values of a series. - This method seems to cause an error when there are many bars in the series. Method #3 - The most versatile method due to the use of computing the rolling average using an array. - Timeout will occur when computing the rolling average of an entire ticker series which is long. - Timeout has not occurred when computing a rolling average of a series from NaN or non-NaN anchor points even when the series is long. This is an attempt to get around the constraints of the built-in sma(source, length) function in which length cannot be dynamically adjusted. Other Pine Script functions have that constraint which we can get around by defining our own functions.
Pine Script™指标
由thaiawe提供
1