Backtest Adapter

This is a proof-of-concept Backtest Adapter that can be used with my recent publication "Machine Learning: Lorentzian Classification" located here:

This adapter is helpful because it enables interactive backtesting with TradingView's built-in "Strategy Tester" framework without the need to translate the logic from an "indicator" script to a "strategy" script.

To use this, one must have the "Machine Learning: Lorentzian Classification" script and this Backtest Adapter open simultaneously on the same chart. From there, simply change the "Source" setting of the Backtest Adapter to "Lorentzian Classification: Backtest Stream" to transfer the entry/exit signals stream to the Backtest Adapter.

For an example of how to implement your own backtest stream in your indicators, please refer to the "Backtesting" section in the source code of the "Machine Learning: Lorentzian Classification" script, which is shown below for convenience:

リリースノート:

Updated the Source of the Backtest Adapter to be set to "Lorentzian Classification: Backtest Stream"

リリースノート:

Removed hardcoded `transactionQty` to use default strategy quantity, simplifying order execution code.