Strategy Tester [Cometreon]The Strategy Tester is a powerful backtesting tool that allows you to evaluate and optimize strategies created with the Strategy Builder or signals generated by the Signal Tester. It offers a comprehensive suite of options for risk management and optimization of trading performance.
Key Features:
Testing strategies on different symbols and timeframes
Advanced risk management with multiple Take Profit and Stop Loss options
Customization of trading sessions and initial capital
Generation of customized alerts for entry, exit, and TP/SL modifications
Technical Details and Customizable Inputs:
Source Entry Long and Short: Select entry conditions for the strategy from the "Signal Tester" or "Strategy Builder".
Source Exit Long and Short: Select exit conditions for the strategy from the "Signal Tester" or "Strategy Builder".
Trading Session: Choose the period in which the strategy will enter positions, selecting from: Months, Days, up to 3 hourly sessions, and the strategy's activity range, i.e., start and end date.
Alert Message: Set custom messages for each type of Alert, such as Entry Long, Exit Short, or Change SL Long
Plot: Choose whether to show Long and Short positions on the chart
Risk Management:
Customize the exits and risk management of your strategy, with a wide range of options including:
Initial Capital: Set the starting capital for the strategy
Quantity: Choose the entry quantity for each type of position, selecting from: Contracts, USD, Percentage of equity, and percentage of initial capital.
Take Profit: Configure up to 4 different Take Profits, choosing each type of level from:
- % : Percentage from the entry price.
- USD : Distance in USD from the entry price.
- Pip : Distance in Pips from the entry price.
- ATR : Set the ATR Take Profit multiplier using the length of the "ATR Period Long".
- Swing : Set the length to calculate the Swing as Take Profit Level
- Risk Reward : Set the Take Profit based on the Risk-Reward of the Stop Loss, vice versa for the Stop Loss (Take Profit or Stop Loss cannot both have the Risk Reward option).
Stop Loss: Set the Stop Loss to reduce the loss in case of defeat, also choosing the type of level as for the "Take Profit".
Break Even: Choose whether to modify the Stop Loss level when the price breaks a certain Take Profit level, you can choose the Stop level, adding or removing (%, USD, or Pip) from the entry level.
Trailing Take Profit: When the price breaks a set price, it allows activating an exit level by subtracting/increasing from the chosen Stop level, the level will continue to update every time the Stop source is updated, for example in Long every time High exceeds the previous one.
Trailing Stop Loss: When the price breaks a set price, it allows activating an exit level by subtracting/increasing from the chosen Stop level, the level will continue to update every time the Stop source is updated, for example in Long every time Low exceeds the previous one.
Exit Before End Session: Allows setting an exit time, for example to exit 1 candle before the end of the daily session.
How to Use The Indicator:
Add the Strategy Tester to the chart
Input signals generated by other TradeLab Beta indicators
Configure risk and capital management settings
Run the strategy backtesting and analyze the results
Optimize the strategy based on the obtained results
Take your trading to the next level with TradeLab Beta's Strategy Tester this powerful backtesting tool and start optimizing your trading strategies today.
Don't waste any more time and visit the link to get access to all Cometreon indicators.
Breakeven
SPX IB Intraday Real TimeThis indicator was designed for traders doing Iron Butterflies intradays with the SPX.
Draw and assemble the picture of an IB with the call and put wings chosen according to the selected configuration. Additionally, it shows both breakevens according to the credit obtained.
The indicator shows the distance, in real time, between the current price of the SPX and the breakevens (calls and puts) that have been selected. This result is shown in percentages and points. In the upper right corner (for calls) and lower right (for puts). The label will change color as the price moves closer or further away from the breakevens.
Setting:
Open Time (Hour): IB opening time.
Open Time (Minute): IB opening minutes.
Open Price: Strike to which the center or body of the IB was opened.
Auto Price Open: If enabled, it will take the strike at the price closest to the SPX.
Wings Width: width of the IB wings.
Credit: Refers to the credit obtained according to the IB that was opened.
Shows Breakeven: Shows breakeven points at expiration based on credit earned.
Add SMAs: Adds the SMAs 8, 20 and 50 to the chart.
Note 1: It is recommended to use TradingView's Dark Theme Color.
Note 2: this indicator will only work in intraday times of less than 30 minutes (1m,2m,5m,10m,15m,30m) and will only show results while the market is open, that is, in real time.
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Spanish Version:
Este indicador fue diseñado para los traders que hacen intradías de Iron Butterflies con el SPX.
Dibuja y arma el cuadro de un IB con las alas call y puts elegidas de acuerdo a la configuración seleccionada. Además, muestra ambos breakevens según el crédito obtenido.
El indicador muestra la distancia, en tiempo real, entre el actual precio del SPX y los breakevens (calls y puts) que se hayan seleccionado. Este resultado se muestra en porcentajes y en puntos. En la esquina superior derecha (para los calls) e inferior derecha (para los puts). El label cambiará de color a medida que el precio se acerque o aleje de los breakevens.
Configuración:
Open Time (Hour): Hora de apertura del IB.
Open Time (Minute): Minutos de apertura del IB.
Open Price: Strike al que se abrió el centro o cuerpo del IB.
Auto Price Open: Si se encuentra habilitado tomará el strike al precio más cercano al SPX.
Wings Width: ancho de las alas del IB.
Credit: Se refiere al crédito obtenido según el IB que se abrió.
Shows Breakeven: Muestra los puntos de breakeven en la expiración según el crédito obtenido.
Add SMAs: Agrega al cuadro las SMA 8, 20 y 50.
Nota 1: se recomienda usar el Dark Theme Color de TradingView.
Nota 2: este indicador solo funcionará en temporalidades intradías menores a 30 minutos (1m,2m,5m,10m,15m,30m) y solo mostrará resultados mientras el mercado esté abierto, o sea en tiempo real.
Risk to Reward - FIXED SL BacktesterDon't know how to code? No problem! TradingView is an excellent platform for you. ✅ ✅
If you have an indicator that you want to backtest using a risk-to-reward ratio or fixed take profit/stop loss levels, then the Risk to Reward - FIXED SL Backtester script is the perfect solution for you.
introducing Risk to Reward - FIXED SL Backtester Script which will allow you to test any indicator / Signal with RR or Fixed SL system
How does it work ?!
Once you connect the script to your indicator, it will analyze your entry points and perform calculations based on them. It will then open trades for you according to the specified inputs in the script settings.
HOW TO CONNECT IT to your indicator?
simply open your indicator code and add the below line of code to it
plot(Signal ? 100 : 0,"Signal",display = display.data_window)
Replace Signal with the long condition from your own indicator. You can also modify the value 100 to any number you prefer. After that, open the settings.
Once the script is connected to your indicator, you can choose from two options:
Risk To Reward Ratio System
Fixed TP/ SL System
🔸if you select the Risk to Reward System ⤵️
The Risk-to-Reward System requires the calculation of a stop loss. That's why I have included three different types of stop-loss calculations for you to choose from:
ATR Based SL
Pivot Low SL
VWAP Based SL
Your stop loss and take profit levels will be automatically calculated based on the selected stop loss method and your risk-to-reward ratio.
You can also adjust their values to match your desired risk level. The trades will be displayed on the chart.
with the ability to change their values to match your risk.
once this is done, trades will be displayed on the chart
🔸if you select the Fixed system ⤵️
You have 2 inputs, which are FIXED TP & Fixed SL
input the values you want, and trades will be on your chart...
I have also added a Breakeven feature for you.
with this Breakeven feature the trade will not just move SL to Entry ?! NO NO, it will place it above entry by a % you input yourself, so you always win! 🚀
Here is an example
Enjoy, and have fun, if you have any questions do not hesitate to ask
Breakeven Line DemoPlug the breakeven line code into the bottom of your strategy to get visualization of your breakeven price. Line is green when net position is long, red when net short and invisible when strategy is risk neutral. Most useful for strategies which use pyramiding (successive entries in same direction stacked upon each other) as it can be difficult to track where prices needs to return to to allow closing in profit. Disclaimer: the strategy logic is garbage do not use it. It is only there so you can see how Breakeven Line logic is implemented.
SHAD helperDisplays lines and labels for prices following the SHAD strategy.
SHAD strategy consists in selling half the position every time price doubles, thus this indicator displays values for x2, x4, x8 and x16 of current closing price.
You can also see "/2" (-50%) and "/4 " (-75%) values.
You can edit display colors and labels text size in the indicator's settings
[Fedra Algotrading Strategy]English / Spanish
Algotrading strategy optimized for cryptocurrencies. Originally conceived to trade automatically through bots (that's how I use it), it also works to get signals and trade manually in any exchange.
It works in spot. It does not repaint. Works in 15M, 30M, 1H and 4H (I prefer short periods).
Features:
Buy the dip:
Attempts to buy on the dip, finding entries when the price makes abrupt dips that break the linear regression of the last periods (default 40).
Trailing Take Profit:
Once the percentage established for the take profit is reached, the strategy follows the price if it is rising until it stops rising and only then makes the sale.
Trend Detection:
Determines whether the market is in an uptrend or downtrend by crossing 2 SMAs. This affects the performance of the strategy. This works as a filter to avoid making entries in a downtrend.
Trailing Break Even:
If the market enters a downtrend with an open trade, a Trailing Break Even is triggered, (configurable, default 1.5%). The intention is to close the trade as soon as possible, but without losses. The value of 1.5% is intended to cover commission costs and a possible spread. Like the Take Profit, the Trailing Break Even follows the price as it rises until it stops doing so before closing the trade.
How to use this strategy?
In the properties of the strategy you assign the amount you will trade (default 100), the percentage of the total capital you will use in each trade (default 100%) and the value of the commissions (default 1%).
Select the pair to trade. The strategy is optimized for trading pairs with stable coins. The strategy benefits from volatility so choosing among currencies with a market cap between 50M and 10,000M gives better profits than with top 10 currencies.
In the strategy options, disable the stoploss by setting it to 100% to be able to concentrate on the Take Profit.
With an eye on the "Net Profit" of the strategy, start with the take profit at 3% (for lower percentages there is the Break Even) and increase it 1 by 1 until determining which is the best for our pair (the one that gives us a better net profit).
Once the Take Profit is established, enable the StopLoss starting from 1 and choosing the best parameter looking for the balance that makes us feel comfortable between the Net Profit and the total of closed operations.
Test this same with candles of different periods (I trade with 15M and 30M candles).
Tip:
To trade automatically using a bot, I recommend using pairs in which the strategy has a profitability higher than 80%.
To counteract possible overfitting, when the strategy has given me a 30% profit, I recalculate the optimal parameters.
If you are interested in auromatizing it to trade on Binance, Binance US, AAX, Kucoin, Liquid, Okex, Bitfinex, Bittrex, Coinbase Pro, Gemini, HitBTC, Kraken or Poloniex, I recommend using Quadency bots, they are free and the ones I use.
This will eventually be a paid script, but you can request free access for now.
I am still working on optimizations, improvements, and more features.
DCA version coming soon.
I leave some optimizations of the spares I am trading at the moment (On 15M candles):
PAIR SL TP Bars Profit Profit Rentability
OM 3 4 96 70 2703.41% 88.57%
NU 4 3 96 81 1170.38% 86.42%
ONE 4 4 192 83 756% 91.57%
FTM 8 4 192 80 900.00% 92.50%
LUNA 3 8 192 78 410.98% 83.33%
OMG 6 4 192 72 408.75% 88.89%
FRONT 2 5 96 61 406% 85.25%
SOL 5 10 96 84 381.78% 83.33%
UTK 2 4 192 59 520.00% 88.06%
NMR 2 3 96 76 279% 80.26%
STPT 1 4 96 84 272.34% 79.76%
ROSE 5 4 96 59 478.00% 88.00%
clv 4 5 192 46 216% 78.26%
XTZ 4 6 96 87 216.00% 82.76%
C98 1 6 96 36 184.46% 80.56%
ALGO 7 4 192 61 222.00% 88.52%
ATOM 6 4 96 73 160.40% 86.30%
DOT 3 6 96 75 156.54% 84%
REEF 4 4 96 67 154.90% 85.07%
AUDIO 10 5 192 62 128.48% 83.87%
DYDX 1 10 96 20 120.76% 90%
DOT 4 6 96 77 111.33% 83.12%
KEEP 7 5 96 69 110% 87%
MINA 7 6 96 23 100.29% 86.96%
OPUL 1 5 96 18 95.26% 100%
HBAR 1 3 192 76 91.82% 81.58%
VRA/USDT 7 4 96 81 89.35% 81.48%
XEC 3 14 96 27 89.24% 85.19%
*****************************************************SPANISH*****************************************
Estrategia de Algotrading optimizada para criptomonedas. Originalmente concebida para operar de manera automática mediante bots (así la utilizo yo), funciona también para obtener señales y operar manualmente en cualquier exchange.
Funciona en spot. No repinta. Funciona en 15M, 30M, 1H y 4H (Yo prefiero periodos cortos)
Características:
Buy the dip:
Intenta comprar en el dip, encontrando entradas cuando el precio hace bajadas abruptas que rompen la regresión lineal de los últimos periodos (por defecto 40)
Trailing Take Profit:
Una vez alcanzado el porcentaje establecido para el take profit, la estrategia acompaña al precio si está en ascenso hasta que deja de subir y recién ahí realiza la venta.
Detección de Trend:
Determina si el mercado tiene una tendencia alcista o bajista mediante el cruce de 2 SMAs. Esto afecta el funcionamiento de la estrategia. Esto funciona como filtro para evitar realizar entradas en una tendencia bajista.
Trailing Break Even:
Si el mercado entra en tendencia bajista con una operación abierta, se activa un Trailing Break Even, (configurable, por defecto 1.5%). La intención es cerrar la operación lo antes posible, pero sin pérdidas. El valor de 1.5% está pensado para cubrir los costos de comisiones y un posible spread. Al igual que el Take Profit, El Trailing Break Even acompaña al precio mientras sube hasta que deja de hacerlo antes de cerrar la operación.
Cómo utilizar esta estrategia?
En las propiedades de la estrategia se le asigna el monto con el que va a operar (por defecto 100), el porcentaje del total de capital que utilizará en cada operación (por defecto 100%) y el valor de las comisiones (por defecto 1%)
Seleccionar el par a operar. La estrategia está optimizada para operar en pares con stablecoins. La estrategia se beneficia con la volatilidad por lo que elegir entre las monedas con un market cap de entre 50M y 10.000M da mejores beneficios que con monedas del top 10
En las opciones de la estrategia, deshabilitar el stoploss configurándolo en 100% para poder concentrarnos en el Take Profit.
Con un ojo en el “Beneficio Neto” de la estrategia, comenzar con el take profit en 3% (para porcentajes menores está el Break Even) e ir aumentándolo de 1 en 1 hasta determinar cuál es el mejor para nuestro par (el que nos proporciona un major beneficio neto).
Establecido el Take Profit, habilitar el StopLoss partiendo de 1 y eligiendo el mejor parámetro buscando el equilibrio que nos haga sentir cómodos entre el Beneficio Neto y el total de operaciones cerradas.
Probar esto mismo con velas de diferentes periodos (Yo opero con velas de 15M y 30M)
Consejo:
Para operar de manera automática mediante un bot, recomiendo utilizar pares en los que la estrategia tenga una rentabilidad superior al 80%
Para contrarestar posible overfiting, cuando la estrategia me ha dado un 30% de profit, vuelvo a calcular los parámetros óptimos.
Si te interesa auromatizarla para operar en Binance, Binance US, AAX, Kucoin, Liquid, Okex, Bitfinex, Bittrex, Coinbase Pro, Gemini, HitBTC, Kraken o Poloniex, recomiendo usar los bots de Quadency, son gratiutos y los que yo utilizo.
Este será eventualmente un script pago, pero puedes solicitar acceso gratuito por ahora.
Sigo trabajando en optimizaciones, mejoras, y más funciones.
Próximamente versión DCA.
Dejo algunas optimizaciones de lo spares que yo estoy operando en este momento (En velas de 15M contra BUSD):
PAR SL TP Bars Operaciones Profit Rentabilidad
OM 3 4 96 70 2703.41% 88.57%
NU 4 3 96 81 1170.38% 86.42%
ONE 4 4 192 83 756% 91.57%
FTM 8 4 192 80 900.00% 92.50%
LUNA 3 8 192 78 410.98% 83.33%
OMG 6 4 192 72 408.75% 88.89%
FRONT 2 5 96 61 406% 85.25%
SOL 5 10 96 84 381.78% 83.33%
UTK 2 4 192 59 520.00% 88.06%
NMR 2 3 96 76 279% 80.26%
STPT 1 4 96 84 272.34% 79.76%
ROSE 5 4 96 59 478.00% 88.00%
clv 4 5 192 46 216% 78.26%
XTZ 4 6 96 87 216.00% 82.76%
C98 1 6 96 36 184.46% 80.56%
ALGO 7 4 192 61 222.00% 88.52%
ATOM 6 4 96 73 160.40% 86.30%
DOT 3 6 96 75 156.54% 84%
REEF 4 4 96 67 154.90% 85.07%
AUDIO 10 5 192 62 128.48% 83.87%
DYDX 1 10 96 20 120.76% 90%
DOT 4 6 96 77 111.33% 83.12%
KEEP 7 5 96 69 110% 87%
MINA 7 6 96 23 100.29% 86.96%
OPUL 1 5 96 18 95.26% 100%
HBAR 1 3 192 76 91.82% 81.58%
VRA/USDT 7 4 96 81 89.35% 81.48%
XEC 3 14 96 27 89.24% 85.19%
Plot Break-even PriceThis indicator simply plots your entry price and the break-even point (green line). Area between the entry price and the break-even point will “eat” you profit by exchange fees. You can use the green line to lock your break-even point. I do not recommend using this strategy for trading, because the entry logic is based on SMA crosses. However, this script could be used within you own strategy to plot the break-even point.
For example, there is 0.1% Maker fee and 0.1% Taker fee at Binance spot exchange. You need to sum up those two fees to calculate the break-even point. Every exit above/below the green line will guarantee a profit (in our case it means 0.2% above the entry price for long position and 0.2% below the entry price for short position).
Bitcoin Production CostBitcoin's Production Cost
Based on raw data from CBECI.
Follow me to read more about the calculation logic.
Crypto Break-even FeeWhen I started trading cryptocurrency, I lost money because I didn't take the fees enough into account. Therefore I created my own indicator to quicqly see the break-even selling price of the selling price if I want a predifined profit level.
2 lines are added to the graph. These lines move together with the current price.
- One line indicating the break-even selling price (depending on your maker/taker strategy). For beginners I suggest taking the taker strategy (mostly 0.25%)
- Another line indicating the selling price in order to make a predifined profit %
There are 2 parameters you can set:
- Desired profit (%)
- Maker/Taker Fee (%)
Always happy with a little appreciation ;-) Bitcoin wallet: 18522cAc7YDwwXTvtckXKb1kP33upVDRFR
Break-Even Line - JDThis gives you a simple visual representation of fees implications.
This indicator can give you an insight of what timeframes are worth trading, and at what timeframes your profit will be "eaten by fees"
The indicator shows, how far price has to move from the last swing points (if you entered there) to break-even after fees
As long as you're 'in the red' you P/L after fees will be negative!!
The fees are added once for entry and once for exit, so you have to enter the fees per transaction
(eg in BitSeven this is 0.075%/trans for BTC and 0.151%/trans for ETH)
Of course this can be used for any market.
JD.
#NotTradingAdvice #DYOR
I build thes indicators for myself and provide them open source, to use for free to use and improve upon,
as I believe the best way to learn is toghether.
Jeremy: Candle StrategyPrice action strategy developed for a Backtest Rookies service customer. Published for verification and acceptance.
Please visit the Backtest Rookies website if you are interested in Development services
Features
Hammer / Hanging man candle detection with variable inputs
2 position entries
2 different SL and TP ratios
Custom position sizing algorithm
Move the second position to break even once the first take profit is hit
