An assistant for backtesting trading strategies and showing external signals in Tradingview
Full summary
This plugin helps you to find the best settings for the TradingView indicator Profit-Sniper. You are able to provide multiple trading pairs and multiple timeframes. It will test provided value ranges to find the settings for each pair & timeframe.
Functionality
Backtesting trading strategies, optimisation of the strategy's parameters:
automatic getting a list of parameters and their types (numeric, lists and checkboxes are supported)
generation of the testing range according to the rule: the beginning value is 2 times less than the current one, the end is 2 times more than the current one.
saving the generated parameters of testing a trading strategy for their correction as a template in a file in CSV format
Loading adjusted parameter ranges from a CSV file
Configuring the optimization model:
Choosing the type of optimization: searching for the maximum or minimum values
Selecting an optimized value from the entire list of strategy results in Tradingview (Net Profit, Ratio Avg Win / Avg Loss, Sharpe Ratio, Sortino Ratio, etc.)
Choosing a search strategy in the parameter space(random, sequential, annealing method)
Filtering of unsuitable results. For example, the number of tradings is less than necessary
Setting the number of cycles to search for parameters.
Performing automatic selection of parameters with storing all the results in the browser storage and the ability to save them as CSV files after testing, including in case of an error or page reloading
Showing backtesting results on 3d chart to analyze the effect of various parameters on the result.