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djmad
2021年10月27日下午4點23分

[MAD] Level5 Backtest MK5.5 

描述

First of all, this Backtest module comes WITHOUT a Strategy, only Riskmanagement

Modular L5 Backtest

For testing your own Indicators in this backtest use this script snipped below in your indicator Suite
After this you can include every L1 Indicator and test it.
todo this, select Digitalsignal @ your specific indicator as source, so the backtester can see its signals.

To have correct data at the exchange, use alarms after successful backtest on the indicator with "on candle close"

Steps of a entry, which you can see the in the screenshot:

L1 Strategy/Indicator sends "long"
buy of position setting of SL @%
after TP1 SL is set to entry
after TP2 position is closed 100%

If there a running position but in negative P/L each Signal adds up to the position + Growfactor
so a 1.0 would increase the next buy +100% 1, 2, 4, 8 .... (double up)

Shrinkfactor detecs a position is to large. If position is at average price it reduces to allowed percentage and continues


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Where to buy and how often.... has to come from your own indicator




This is the codesnipped for a external indicator to plot the signal as needed

<CODE>

signalout = 0
signalout := (signal_buy? 1: signal_sell? -1: 0)
BM_color_signal = signal_buy? #4C9900 : signal_sell? #CC0000: color.black
L_digital_signal = plot(signalout, title ="Digitalsignal", color=BM_color_signal, transp=0, style=plot.style_columns)

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screenshot

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bugfixes

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bugfixing

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added Alarms

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window() on condition for long/short instead of only entrytrade
評論
efficientMind72610
Hallo djmad, bekomme ich aus dem irgerndwie alarme raus, die ich dann über webhook aufschalten kann
djmad
@efficientMind72610, verwende das hier als alarmmessage wann du den alarm anlegst
{{strategy.order.alert_message}}
dann wirft der alarm direkt den eingestellten Text aus den du in der Strategie einstellst
KB0006
Hello, im trying to connect this to Grid Bot Auto as you suggested to me the other day. But im not sure what codes i need to add. could you share your snippet?
djmad
place this at the end of the script

signalout = 0
signalout := (Buy? 1: Sell? -1: 0)
BM_color_signal = Buy? #4C9900 : Sell? #CC0000: color.black
L_digital_signal = plot(signalout, title ="Digitalsignal", color=BM_color_signal, transp=0, style=plot.style_columns,display=display.none)
KB0006
@djmad, That worked, thank you!
djmad


Here a propper Screenshot, TV cant handle multi-indicator screenshots correct for the moment
As you can see: Signalsource after filtering at the bottom is tunneled into the Backtest Module which executes the Risk management
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