OPEN-SOURCE SCRIPT
Divergence Backtester

There is n number of possible ways in which we can backtest divergence and this is just a start :)
In this script, we are trying to count how many times the pivots made HH, HL, LH, LL after a particular divergence state.
An example of using data is as below:

The script keeps track of each pivot sentiment and resulting next pivot state. As mentioned in the chart snapshot, we can look at two of the previous pivot states and collect stats on how each of these state impacted price action.
As mentioned before, this is just tip of iceberg. Further combinations for which we can do backtest are:
1. m X n combinations of last pivot and last to last pivot divergence state
2. divergence combined with double divergence state.
Only issue to explore further is lack of space on the chart as tables can take up huge space.
PS: As you can see based on historical stats, probability of divergence impacting the change of trend is very low in most cases.
In this script, we are trying to count how many times the pivots made HH, HL, LH, LL after a particular divergence state.
An example of using data is as below:
The script keeps track of each pivot sentiment and resulting next pivot state. As mentioned in the chart snapshot, we can look at two of the previous pivot states and collect stats on how each of these state impacted price action.
As mentioned before, this is just tip of iceberg. Further combinations for which we can do backtest are:
1. m X n combinations of last pivot and last to last pivot divergence state
2. divergence combined with double divergence state.
Only issue to explore further is lack of space on the chart as tables can take up huge space.
PS: As you can see based on historical stats, probability of divergence impacting the change of trend is very low in most cases.
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Blog - docs.trendoscope.io
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這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
Trial - trendoscope.io/trial
Subscribe - trendoscope.io/pricing
Blog - docs.trendoscope.io
Subscribe - trendoscope.io/pricing
Blog - docs.trendoscope.io
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。