Trading Report Generator from CSVMany people use the Trading Panel. Unfortunately, it doesn't have a Performance Report. However, TradingView has strategies, and they have a Performance Report :-D
What if we combine the first and second? It's easy!
This script is a special strategy that parses transactions in csv format from Paper Trading (and it will also work for other brokers) and “plays” them. As a result, we get a Performance Report for a specific instrument based on our real trades in Paper or another broker.
How to use it :
First, we need to get a CSV file with transactions. To do this, go to the Trading Panel and connect the desired broker. Select the History tab, then the Filled sub-tab, and configure the columns there, leaving only: Side, Qty, Fill Price, Closing Time. After that, open the Export data dialog, select History, and click Export. Open the downloaded CSV file in a regular text editor (Notepad or similar). It will contain a text like this:
Symbol,Side,Qty,Fill Price,Closing Time
FX:EURUSD,Buy,1000,1.0938700000000001,2023-04-05 14:29:23
COINBASE:ETHUSD,Sell,1,1332.05,2023-01-11 17:41:33
CME_MINI:ESH2023,Sell,1,3961.75,2023-01-11 17:30:40
CME_MINI:ESH2023,Buy,1,3956.75,2023-01-11 17:08:53
Next select all the text (Ctrl+A) and copy it to the clipboard.
Now apply the "Trading Report Generator from CSV" strategy to the chart with the desired symbol and TF, open the settings/input dialog, paste the contents of the clipboard into the single text input field of the strategy, and click Ok.
That's it.
In the Strategy Tester, we see a detailed Performance Report based on our real transactions.
P.S. The CSV file may contain transactions for different instruments, for example, you may have transactions for CRYPTO:BTCUSD and NASDAQ:AAPL. To view the report is based on CRYPTO:BTCUSD trades, simply change the symbol on the chart to CRYPTO:BTCUSD. To view the report is based on NASDAQ:AAPL trades, simply change the symbol on the chart to NASDAQ:AAPL. No changes to the strategy are required.
How it works :
At the beginning of the calculation, we parse the csv once, create trade objects (Trade) and sort them in chronological order. Next, on each bar, we check whether we have trades for the time period of the next bar. If there are, we place a limit order for each trade, with limit price == Fill Price of the trade. Here, we assume that if the trade is real, its execution price will be within the bar range, and the Pine strategy engine will execute this order at the specified limit price.
Report
COT-index rangeA graph showing the commercials (part of COT-data) positioning in relation to its own range, X periods back. I usually choose the look-back period to equal approximately one year. This will be around 52 on a weekly chart and 250 on a daily chart.
In my opinion a high data-point for the commercials is bullish and vice versa. But instead of only looking att absolute values I now look more at how the commercials are positioned compared to the previous 12 och 6 months.
Example:
a) if COT-index range = 0.8, then the commercials are in the 80th percentile for this specific look-back period, i.e. the commercials has only been more bullish 20% of the time and more bearish 80% of the time.
b) a) if COT-index range = 0.5, then the commercials are in the 50th percentile for this specific look-back period, i.e. the commercials has been more bullish 50% of the time and more bearish 50% of the time.
c) if COT-index range = 0.2, then the commercials are in the 20th percentile for this specific look-back period, i.e. the commercials has been more bullish 80% of the time and more bearish 20% of the time.
In other words, a high reading is bullish and a low reading is bearish.
Time of Day - Volatility Report█ OVERVIEW
The indicator analyses the volatility and reports statistics by the time of day.
█ CONCEPTS
Around the world and at various times, different market participants get involved in the markets. How does this affect the market?
Knowing this gets you better prepared and improves your trading. Here are some ideas to explore:
When is the market busy and quiet?
What time is it the most volatile?
Which pairs in your watchlist are moving while you are actively trading?
Should you adjust your trading time? Should you change your trading pairs?
When does your strategy perform the best?
What entry times do your winners have in common? What about the exit times of your losers?
Is it worth keeping your trade open overnight?
Bitcoin (UTC+0)
Gold (UTC+0)
Tesla, Inc. (UTC+0)
█ FEATURES
Selectable time zones
Display the statistics in your geographical time zone (or other market participants), the exchange time zone, or UTC+0.
Configurable outputs
Output the report statistics as mean or median.
█ HOW TO USE
Plot the indicator and visit the 1H timeframe.
█ NOTES
Gaps
The indicator includes the volatility from gaps.
Calculation
The statistics are not reported from absolute prices (does not favor trending markets) nor percentage prices (does not depict the different periods of volatility that markets can go through). Instead, the script uses the prices relative to the average range of previous days (daily ATR).
Extended trading session
The script analyses extended hours when activated on the chart.
Daylight Saving Time (DST)
The exchange time or geographical time zone selected may observe Daylight Saving Time. For example, NASDAQ:TSLA always opens at 9:30 AM New York time but may see different opening times in another part of the globe (New York time corresponds to UTC-4 and UTC-5 during the year).
Technical Analyst by DGTWho needs a Technical Analyst?
yes I can hear someone is asking for, and here is one that can help you with technical analysis
The analyst will present a technical anlaysis report at a glance calculated by the most popular technical indicators , and the good part, the anlayst will do it voluntarily
technical skills of the analyst:
- experienced an all markets
- ability to interpret moving averages
- ability to interpret volume changes
- ability to interpret trend folowing indicators such as:
* directional movement index (dmi), identify trend strength and trend direction
* complex ichimoku cloud , identify trend stregth, and tk crosses
- ability to interpret oscillators such as:
* relative strength index, identify oversold overbought levels, identify the rsi flow
* commodity channel index, identify oversold overbought levels
* awesome identify if grawing or falling
* macd if bullish or bearish, and macd histogram if grawing or falling
- ability to calculate probability and its trend
- non-stop hardworker,
- available 7/24,
- highly dedicated always on duty,
- open for new ideas and willing to learn
- upon request the analyst will create reports with custom settings of your choise
the analyst is not a decition maker, trading success is all about following your trading strategy and the analyst aims to help with the presented reports calculated by the most popular technical indicators
the analyst supports 9 of the popular technical indicators and is willing to learn more , please share your comments and feedbacks and help the analyst improve skills
cheers!
Disclaimer : The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
