This library contains functions that try to analyze trading signals performance.
Like the % of average returns after a long or short signal is provided or the number of times that signal was correct, in the inmediate 2 candles after the signal.
Like the % of average returns after a long or short signal is provided or the number of times that signal was correct, in the inmediate 2 candles after the signal.
リリースノート:
v2
リリースノート:
v3
Added:
f_signalDim()
Added:
f_signalDim()
リリースノート:
v4
Updated:
f_SignalPrecision()
Removed:
f_signalDim()
Updated:
f_SignalPrecision()
Removed:
f_signalDim()
リリースノート:
v5
Signal input is suppose to be an oscillator, SellZone the top threshold and BuyZone the bottom threshold.
The last input is to calculate the outputs at the n bar after the signal
I.e: (RSI, 70, 30, 3)
Signal input is suppose to be an oscillator, SellZone the top threshold and BuyZone the bottom threshold.
The last input is to calculate the outputs at the n bar after the signal
I.e: (RSI, 70, 30, 3)
リリースノート:
v6 Efficacy formula changed