We are happy to introduce the Key Performance Indicator by Detlev Matthes. This is an amazing tool to quantify the efficiency of a trading system and identify potential spots of improvement.
Abstract
A key performance indicator with high explanatory value for the quality of trading systems is introduced. Quality is expressed as an indicator and comprises the...
A few people have been asking me to share my backtesting template. Currently I use this as my starting point for validating existing strategies and developing new ones.
Features:
Trading Date Range
Trade Direction
4 progressive take profits with target percents and percentage of position to take profit on (Thanks adolgo)
Variable percentage Stop...
Calculates 10yr, 20yr and 30yr averages for month/month % change
~shows seasonal tendencies in assets (best in commodities). In above chart: August is a seasonally bullish month for Gold: All the averages agree. And January is the most seasonally bullish month.
~averages represent current month/previous month. i.e. Jan22 average % change represents whole of jan22...
Table of monthly % changes in Average Price over the last 10 years (or the 10 yrs prior to input year).
Useful for gauging seasonal tendencies of an asset; backtesting monthly volatility and bullish/bearish tendency.
~~User Inputs~~
Choose measure of average: sma(close), sma(ohlc4), vwap(close), vwma(close).
Show last 10yrs, with 10yr average % change, or to just...
This is combo strategies for get a cumulative signal.
First strategy
This indicator plots 2/20 exponential moving average. For the Mov
Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met.
Second strategy
Bull Power Indicator
To get more information please see "Bull And Bear Balance Indicator"
by Vadim Gimelfarb.
...
Shows historical average daily pip ranges for specific months for FOREX pairs
useful for guaging typical seasonal volatility; or rough expected daily pip ranges for different months
works on both DXY and foreign currencies
option to plot 10yrs worth of data; with 10yr average of the average daily range for specific months
cast back to any previous 10yrs of your...
TRADE CONDITIONS
Long entry:
Tenkan-Sen is above Kijun-Sen (blue line above red line)
Price closes above both Tenkan-Sen and Kijun-Sen (price closes above both blue and red lines)
Tenkan-Sen and Kijun-Sen is above Senkou Span (both blue and red lines are above cloud)
Senkou Span is green (cloud is green)
Price pulled back and closed below both...
TRADE CONDITIONS
Long entry:
QQE Mod changes to Blue (leading indicator)
SSL Hybrid is Blue and price is above MA Channel line
Waddah Attar Explosion is Green and above Explosion line
Short entry:
QQE Mod changes to Red (leading indicator)
SSL Hybrid is Red and price is below MA Channel line
Waddah Attar Explosion is Red and above...
This is combo strategies for get a cumulative signal.
First strategy
This indicator plots 2/20 exponential moving average. For the Mov
Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met.
Second strategy
This indicator plots the oscillator as a histogram where blue denotes
periods suited for buying and red . for...
This is combo strategies for get a cumulative signal.
First strategy
This indicator plots 2/20 exponential moving average. For the Mov
Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met.
Second strategy
This indicator calculates 3 Moving Averages for default values of
13, 8 and 5 days, with displacement 8, 5 and 3 days:...
This is combo strategies for get a cumulative signal.
First strategy
This indicator plots 2/20 exponential moving average. For the Mov
Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met.
Second strategy
Bear Power Indicator
To get more information please see "Bull And Bear Balance Indicator"
by Vadim Gimelfarb.
...
This is combo strategies for get a cumulative signal.
First strategy
This indicator plots 2/20 exponential moving average. For the Mov
Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met.
Second strategy
This histogram displays (high-low)/close
Can be applied to any time frame.
WARNING:
- For purpose educate only
-...
This is combo strategies for get a cumulative signal.
First strategy
This indicator plots 2/20 exponential moving average. For the Mov
Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met.
Second strategy
The related article is copyrighted material from
Stocks & Commodities Mar 2010
WARNING:
- For purpose educate only
-...
This is combo strategies for get a cumulative signal.
First strategy
This indicator plots 2/20 exponential moving average. For the Mov
Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met.
Second strategy
The Average Directional Movement Index Rating (ADXR) measures the strength
of the Average Directional Movement Index...
For anyone interested, Here is an example of how to put backtesting results into an Indicator. This calculates the same values as you find in the Summary Screen of the built in Strategy backtester. This will use the same result size as the standard backtester i.e. 5 minute chart grabs roughly 1 month of data, 1 minute chart grabs 1 week of data, etc... I tried...
Many traders spend a lot of time to create algorithms full of unrealistic and far from reality indicators and market conditions. With this script I want to help traders understand the advantage of the Pine language. Using indicators with no statistical foundation and creating algorithms with technical indicators and thousands of conditions is not always the right...
This is combo strategies for get a cumulative signal.
First strategy
This indicator plots 2/20 exponential moving average. For the Mov
Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met.
Second strategy
The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors
identify possible market...
Hello traders!
I have been developing a fully customizable algo over the last year. The algorithm is based on a set of different strategies, each with its own weight (weighted strategy). The set of strategies that I currently use are 5:
MACD
Stochastic RSI
RSI
Supertrend
MA crossover
Moreover, the algo includes STOP losses criteria and a taking...
![BTCUSDTPERP: Strategy Backtesting Template [MYN]](https://s3.tradingview.com/z/zi6NdAO0_mid.png "Strategy Backtesting Template [MYN]")
