This library contains functions that try to analyze trading signals performance.
Like the % of average returns after a long or short signal is provided or the number of times that signal was correct, in the inmediate 2 candles after the signal.
Like the % of average returns after a long or short signal is provided or the number of times that signal was correct, in the inmediate 2 candles after the signal.
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v2
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v3
Added:
f_signalDim()
Added:
f_signalDim()
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v4
Updated:
f_SignalPrecision()
Removed:
f_signalDim()
Updated:
f_SignalPrecision()
Removed:
f_signalDim()
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v5
Signal input is suppose to be an oscillator, SellZone the top threshold and BuyZone the bottom threshold.
The last input is to calculate the outputs at the n bar after the signal
I.e: (RSI, 70, 30, 3)
Signal input is suppose to be an oscillator, SellZone the top threshold and BuyZone the bottom threshold.
The last input is to calculate the outputs at the n bar after the signal
I.e: (RSI, 70, 30, 3)
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v6 Efficacy formula changed