nilux

[NLX-L3] Backtest

nilux تم تحديثه   
- Introduction -

This backtest module is part of my new modular trading framework - however it can be used with any indicator that has a signal plot output (1 = long / -1 = short)
I chose to release this one first, I've got all the modules for the framework ready and they going to be released in the coming days. Got to start somewhere... ;)

This trading framework is the result of many years experience building indicators and trading strategies.
I couldn’t find a trading framework in Pine Script that would suit my needs and so I started to design my own from scratch. I’m trading with this framework myself so I’ve made sure that it’s flexible and absolutely reliable in a live-trading environment.

- Architecture -

What makes this framework so flexible is the modular architecture, different layers that all serve a very specific purpose.
You will notice that the module names include either L1 - L2 or L3:

- Layer 1 (L1) is the base layer and the foundation. L1 indicators are used to determine the trend, volume profile and filter noise. You would use L1 to see if it’s a good time to trade, what is the direction - or if it's better to trade at all in unfavourable conditions
- Layer 2 (L2) receives the result of L1 and if the market conditions are good the L2 indicator looks for an optimal entry point to go long or short. It is possible to combine several L2 indicators and trigger a long/short signal only if all L2 indicators agree.
- Layer 3 (L3) receives the final signal from L2 and it’s where we can now backtest the result of our trading strategy and trigger trade alerts with help of the alert module.

- Features -

  • External Input Source (any indicator with signal plot can be used)
  • Safe Entries Option: Enter a trade only if the position is profitable ad the momentum allows
  • Pyramid Entries
  • Partial Take-Profit: %-Step Interval and Quantity per Step
  • Stop Methods: Trailing Stop, TP/SL with ATR Option, several type of stop bands...
  • Profit/Loss Label with Fee, Slippage and Leverage Calculation

- Upcoming Modules -

I'll release a couple of great indicators and filter in the coming days...
  • Trend Score (includes 10 different Trend and Filter algorithms)
  • Breakouts & Pullbacks
  • QQE++
  • True Range Filter
  • Support / Resistance
  • Consolidation Range Breakouts

- Alerts & Trading Automation -

Will be released shortly. Check my signature below.
ملاحظات الأخبار:
Update V1.1
  • Simplified Safe Entry (Enter Profitable Trades)
  • Several Bug-Fixes
  • Improved Pyramiding
ملاحظات الأخبار:
Update v1.3
  • Improved Stop Bands & Better Bands
  • Fixed: Stop Bands Lookback Issue

🟢 DM for collaboration
نص برمجي محمي
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