TradingView
mks17
16 Th12 2022 09:09

Signal Analyzer 

S&P 500SP

Mô tả

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.

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v2

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v3

Added:
f_signalDim()

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v4

Updated:
f_SignalPrecision()

Removed:
f_signalDim()

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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)

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v6 Efficacy formula changed
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