[MAD] Level5 Backtest MK5.5

2021年10月27日

First of all, this Backtest module comes WITHOUT a Strategy, only Riskmanagement

Modular L5 Backtest

For testing your own Indicators in this backtest use this script snipped below in your indicator Suite
After this you can include every L1 Indicator and test it.
todo this, select Digitalsignal @ your specific indicator as source, so the backtester can see its signals.

To have correct data at the exchange, use alarms after successful backtest on the indicator with "on candle close"

Steps of a entry, which you can see the in the screenshot:

L1 Strategy/Indicator sends "long"
buy of position setting of SL @%
after TP1 SL is set to entry
after TP2 position is closed 100%

If there a running position but in negative P/L each Signal adds up to the position + Growfactor
so a 1.0 would increase the next buy +100% 1, 2, 4, 8 .... (double up)

Shrinkfactor detecs a position is to large. If position is at average price it reduces to allowed percentage and continues


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Where to buy and how often.... has to come from your own indicator




This is the codesnipped for a external indicator to plot the signal as needed

<CODE>

signalout = 0
signalout := (signal_buy? 1: signal_sell? -1: 0)
BM_color_signal = signal_buy? #4C9900 : signal_sell? #CC0000: color.black
L_digital_signal = plot(signalout, title ="Digitalsignal", color=BM_color_signal, transp=0, style=plot.style_columns)

2021年10月27日

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.

2021年10月27日

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screenshot

2021年12月9日

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bugfixes

2021年12月10日

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bugfixing

2022年1月19日

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added Alarms

2023年1月8日

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window() on condition for long/short instead of only entrytrade