sickojacko

NNFX Baseline Tool

NNFX All-in-One Baseline display / test tool.

This is usefull (hopefully) for the NNFX way of trading only. It's not intended to be used as a standalone tool.

Basically, this script displays and tests many types of Moving Averages as baselines.

It displays baseline signals, based on the NNFX ATR-related rule for baseline entries.

It can be used as a backtest tool, or plugged into the whole nnfx algo.

If signal display option is enabled, signals are displayed on chart : green for long, red for short, orange for crossovers beyond the ATR channel :


Many baselines available : SMA , EMA , WMA , VWMA , ALMA , AMA, SMMA , DEMA , FRAMA , HULL, KAMA , KIJUN, JURIK, LAGUERRE, MCGINLEY , TMA1, TMA2, VIDYA , MODULAR FILTER, VAMA , ZLEMA , T3, LSMA , etc.

Additional options :
- multiplying the ATR channel (and subsequent rule) by a factor (default = 1)
- plot the ATR channel (def = yes)
- fill it (def = yes)
- display signals (def = yes)
- option for add color to the baseline, for long/short territory (2 different options : baseline is colored, background is colored)
- darkmode / lightmode color option. (def = dark)

We also display panels, with general information and some test results. Tests are done within the test period.

I tried to test all the different MAs included in the script but some bugs might still be present, so use it at ur own risk.

If you'd like a new MA option added, please let me know in comments.

I included a "bad" signal detection, it can help for tweaking the settings. Signals are defined as "bad" when they are immediately followed by another signal.
When there is 2 or more bad signals next to another, you spotted a chopiness zone (a chopiness zone is defined as a zone where BL get eaten alive).
Example :


to do :
- plug it with the c1/c2 backtest tool (it's the whole point)
- add alerts,
- add more ma types
- stop to use the operator, it's not convenient at all
- add wr% calculation as a standalone feature (with TP / SL)
- add a way to measure chopiness in the test (dont know how yet)
- detect & display chopiness zones

I asked other users when I used their ideas (for some particular types of MAs). They all agreed.

リリースノート: Update 22/08 :
- Added a "Regularized Exponential Moving Average" MA type (REMA). Credits to @everget.
- Added a visual option to mark the backtest period with a vertical line :
リリースノート: Added AHMA on demand (credits to everget).
リリースノート: Minor bug fix.
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コメント

Great work , I hope to see an alert when there is green or red triangle
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Hey Jacko,

Nice work mate, much appreciated.

Is there a way to plot a shape to show x1 ATR violation?
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sickojacko levi_daniels
@levi_daniels, When there is a BL crossover beyond x1 ATR, the signal is plotted in orange color.
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levi_daniels sickojacko
@sickojacko, awesome mate. Thanks
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great job! Will try to incorporate into my strategy and see what happens.
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This is exactly what I have been looking for to test out baselines. Thanks.
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sickojacko voitenkos
@voitenkos, ah ! cool :) I made it with that purpose in mind.
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@sickojacko You my friend, deserve a beer!
I've been trying to code a baseline close to yours, you do it better! My idea was color-code all 3 lines (like you do for baseline, and also for ATR_TOP and _BOTTOM) for other pieces of the algorithm. Just like in the movies "All systems green Captain, engage" :D

Br, Porphy
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sickojacko Porphyria
@Porphyria, happy you enjoyed the script :)
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