How To Auto Set Date Range

16 ก.ย. 2019

Example how to automatically set the date range window to be backtested from X days or weeks ago to present. Additional options are also included to manually set the date range or to show entire range available.

Normally when you change chart period it changes the number of days being backtested, which means as you increase the chart period (for example from 5min to 15min), you also increase the number of days traded. So you can not compare apples to apples for which period would yield best performance for your strategy.

By incorporating this code with your own strategy's logic (replacing buy and sell), it will allow you to compare results of different period backtests over the same duration of time.

Date Range: ALL uses entire history.
Date Range: DAYS uses number you set in # Days or Weeks
Date Range: WEEKS uses number you set in # Days or Weeks
Date Range: MANUAL uses manual dates you set in From and To fields

Much gratitude to pinechrix for suggesting this improvement to me, and to Gesundheit for pointing me in the right direction on the original example I published previously. Thank you both!

NOTICE: This is an example script and not meant to be used as an actual strategy. By using this script or any portion thereof, you acknowledge that you have read and understood that this is for research purposes only and I am not responsible for any financial losses you may incur by using this script!

21 ม.ค. 2020

เอกสารเผยแพร่

Added option to show on chart the date range selected.

11 มิ.ย. 2021

เอกสารเผยแพร่

Consolidated inputs for day, month, year.

15 พ.ย. 2021

เอกสารเผยแพร่

Updated for Pine Script v5.