NNFX Baseline Tool

15 thg 8, 2020

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.

22 thg 8, 2020

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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 :

12 thg 9, 2020

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Added AHMA on demand (credits to everget).

12 thg 9, 2020

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Minor bug fix.