Strategy Tester is based on TH_RSI Delta, TH_RSIMACD, and a combo of Hull Moving Averages. You will also able to activate include Ichimoku Cloud or a Simple Moving Average. It also applies colored bars and signals based on overbought/oversold states and RSI crossings.
The tester/signals is disabled by default. You need to activate it in options and then tune the initial capital, % equity options and fees for testing different approaches.
To switch between different tests you just change the number of strategy type and results on screen will be updated accordingly.
You can also define the period of time you need the test to perform on. Default start is Jan 2017 to Jan 2021. Change this as fit.
Remember that the market change pace and volatility. Some timeframes will show you better results with different strat approaches. The same for different kinds of markets/securities.
Phát hành các Ghi chú
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Removed simple Hull Strategies Added Hull vs Hull2 as entry-close-entry approach (instead of flip) Standard Hull settings changed to 55 and 34. On W and above is recommended change to 13 and 8 respectively. Added fills to Hull vs Signal and Hull2. When price get inside the cloud suggest closing of previous position (or adjust stop losses to be super tight). Also indicator of flat/neutral bias waiting for further entry once price get out of the cloud.
Phát hành các Ghi chú
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corrected small bug in options dialog.
Phát hành các Ghi chú
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Several cosmetic changes and options in format dialog readjusted. Strategy is now ON by default. Default Settings optimized for Bitcoin Daily chart based on BLX data since 2010.
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Added flags under/over candles without Strategy Test Active. This approach will be more sensitive and give you warning one candle before the original test. The difference is that it doesn't measure performance. The strategy test is now Inactive by default (you turn it on in options). Of if you don't want the flags visible just choose Strategy Type = 0.NONE
Phát hành các Ghi chú
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Several code improvements re some unecessarly warnings/close prev entries.
Be aware that strategy will always throw signal one candle after when the signal actually occurs. It is advisable to have strategy inactive and only run it when you need to run tests with specific settings in order to identify better signals depending on timeframe and security.
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Reverse the colors of Hull Cloud to Green/Uptrend Trend and Red/Bearish Trend. This free script now only show the strategy backtest signals. The non-test signals that throw the signal one candle earlier than the strategy-test can now be acquired via Delta Map strategy [ tradingview.com/script/a6duoZEw-RSI-𝝙-Map/] The Delta Map requires a 0.01 BTC fee that also unlocks the RSI Delta Indicator.
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Stripped all code just to become a fast strategy tester.
Phát hành các Ghi chú
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Simplified strategy and only show results for best 3. (Hull Strat, RSI vs Emas and RSI Delta Histogram) All these strategies are based on Premium Delta Map (which throws simple signals one candle earlier without performance clutter) and the RSI Delta oscillator.
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Made changes to according to new Delta Map Indicator and RSI Delta Oscillator.
Impressive? Sure, it shows 365% profit with out any change to setting. First RED FLAG!
Then I made one tiny change - I added 0.1% commission (I think most exchanges like to see 250K turnover per month (?) to grant you that)
Guess what happened? Total wipe out happened. -94% loss.
Next please...
D7R
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@alskdj, lol you totally don't understand backtests or technical studies. Good day noob.
alskdj
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First, I like the design - you have good eye for colours.
> @alskdj, lol you totally don't understand backtests or technical studies. Good day noob.
@technicalhype, if you say so. The fact remains, your magic script wont perform in real life conditions or market we got in past 3 months)
I changes start date to 2019.01.01. Why? Because this is the current market - same happens -35% loss (BTCUSDT)
Useless due to awry closes.
0.2% taker fees included? )
D7R
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The last updated contain several simplifications and is optimized for Bitcoin Daily and 4H. With some manual change for 4H Hull settings you can get even better performance. So play with it.
Tehe123
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hey can you post the code for this source pls :)
msY
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How do I get an alert?
CarbiArbittrage
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Thanks! Interesting, having a little trouble figuring out why TH RSI Delta does not appear at the bottom.
D7R
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@CryptoTechs, that's another separate indicator which is also available. This one is on chart. To activate the tester and choose the type of test you need to choose in script options. You can also disable lines or layers you don't need on-chart.
Then I made one tiny change - I added 0.1% commission (I think most exchanges like to see 250K turnover per month (?) to grant you that)
Guess what happened? Total wipe out happened. -94% loss.
Next please...