Backtest [OptAlgo]

This backtest script is designed to convert ideas or indicators into backtest results. The script creates buy/sell signals by comparing price sources against fixed values or other imported plots using many comparison methods. It has many features including multiple exit systems: TP/SL, custom plot-based stops and more. It supports full trading automation through webhook alerts with live signal processing.

🔢 Signal Creation System
    → Values Group: Compare price sources against fixed numerical values
    → Plots Group: Compare two different price sources/indicators against each other
    → Flexible Comparisons: 15+ comparison methods (equal, crossover, rising...)
    → Signal Types: Long, Short, Close All, Block signals, and combination signals
    → Merge Rules: Minimum condition requirements for signal activation

🔀 Advanced Signal Logic
    → Counter Signals: Choose between reversing positions or closing them
    → Signal Inversion: Flip all buy/sell signals with one toggle
    → External Signal Import: Import coded signals (1=Long, -1=Short, 0=Close)
    → Day Blocker: Enable/disable trading on specific weekdays
    → Session Control: Limit trading to specific market sessions

⚙️ Strategy Settings
    → Position Sides: All Ways, Long Only, or Short Only modes
    → Signal Control: Individual enable/disable for long and short signals
    → Counter Signal Mode: Reverse Open Position vs Close Open Position
    → Signal Reversal: Global signal inversion capability

🔰 Risk Management (Limiter Settings)
    → Leverage Control: Leverage with liquidation warnings
    → Drawdown Limit: Auto-halt strategy at specified drawdown percentage
    → Tradable Ratio: Use portion of available balance (0.01-1.0)
    → Contract Limit: Cap maximum contract size regardless of balance

🎯 TP/SL System
    → Fixed TP/SL: Set percentage-based take profit and stop loss
    → Custom Plot Stops: Use any indicator/plot as dynamic stop loss
    → ATR-Based Exits: Volatility-adjusted TP/SL using Average True Range
    → Realistic Protection: Prevents unrealistic TP/SL prices in live trading
    → Stop Modes: Instant (Sudden) vs Candle Close execution
    → ATR Stop Loss: Override fixed SL with volatility-based calculations
    → ATR Take Profit: Dynamic TP based on market volatility
    → Trailing Options: Safe, Normal, or Aggressive trailing methods
    → Calculation Modes: Normal, Volume-weighted, or Limited (with max %) options
    → Volume Integration: ATR levels adjust based on volume influx

🤖 Automation & Alerts
    → Webhook Integration: Send JSON alerts for automated execution
    → Live Signals: Real-time signal processing (every tick vs bar close)
    → Strategy Key: Unique identifier for automated systems
    → Early Entry: Send alerts X seconds before candle close
    → Fast Execution: Prevent signal lag in automated trading

🐞 Development Tools
    → Alert Plotting: Visualize signals directly on chart (disable for live alerts)
    → Professional Mode: Remove UI controls for faster calculation
    → Debug: Metrics are plotted in data window.

📊 Key Advantages
    → Multi-Condition Logic: Combine multiple indicators with flexible rules
    → Risk-First Design: Built-in drawdown and leverage protection
    → Automation Ready: Full webhook and alert system integration

⚠️ Important Warnings
    → High leverage combined with high SL may adjust to liquidation price
    → Use consistent leverage across all strategies on same trading isolated margin pair
    → Live signals require "Calculate on every tick" enabled in settings
    → Disable alert plotting when creating actual alerts to prevent latency