TradingView
QuantNomad
15 Th12 2021 13:19

Monthly Returns with Benchmark 

XRP / TetherUSBinance

Mô tả

I keep working on trying to make TradingView strategies look fancier.

A few months ago I published the first version of the Monthly Returns for Strategies in Pine Script. I received quite a lot of good feedback and quite a lot of requests to update it.

This is a more advanced version of the Monthly Returns, in it, you can:

  • Display monthly returns of your strategy, benchmark, and alpha over this benchmark.
  • Select benchmark to be another instrument
  • Select the date from which you want to compute monthly returns
  • Show/hide benchmark and alpha
  • Choose colors for gradient for gain/loss values
  • Use it with any type of strategy
  • Use it with replay


I hope it will be useful for you.

It's not about the strategy itself but the way you display returns on your chart. So pls don't critique my choice of the strategy and its performance 🙂

Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting.
This post and the script don’t provide any financial advice.
Bình luận
Ether2020
Very useful and clever! Thank you so much!
walterstrade
Great addition, especially for viewing on Ipad or Iphone, which can not display strategy statistics. Most valuable improvement would be to allow indicator to be dropped over any displayed strategy to prevent having to recode in pine. Thank you!
iQ_Trader1


Could it be like this Candel change. Thanks
iQ_Trader1


I saw a change in the symbol that was different from the original, for example in July 2002.
BtcUsdt increased by 16.80%, but the table shows the number -2.479%. Am I using it wrong? Thanks
iQ_Trader1
Thanks for sharing the script 🙏
xyf80
which parameter do we need to adjust in order to show select year or specific year of return? Thanks for this great work!
QuantNomad
@xyf80, There is a "From Date" param
Valente_F
as always, great work!
ICEKI
This is a great stuff for statistical, Great concept as miteysh mentioned as below.
Keep it up mate, looking forward to seeing more of your great work <3
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