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A simple template for backtesting a trading view pine strategy
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//@version=3 | |
// TODO: update strategy name | |
strategy("{STRATEGY NAME}", overlay=true) | |
// === TA LOGIC === | |
// | |
// | |
// TODO: PUT YOUR TA LOGIC HERE | |
LONG_SIGNAL_BOOLEAN = crossover(sma(close, 13), sma(close, 34)) | |
SHORT_SIGNAL_BOOLEAN = crossunder(sma(close, 12), sma(close, 21)) | |
// === INPUT BACKTEST DATE RANGE === | |
strategyType = input(defval="Long Only", options=["Long & Short", "Long Only", "Short Only"]) | |
enableShorts = input(false, title="Enable short entries?") | |
FromMonth = input(defval = 5, title = "From Month", minval = 1, maxval = 12) | |
FromDay = input(defval = 18, title = "From Day", minval = 1, maxval = 31) | |
FromYear = input(defval = 2018, title = "From Year", minval = 2017) | |
ToMonth = input(defval = 9, title = "To Month", minval = 1, maxval = 12) | |
ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) | |
ToYear = input(defval = 2018, title = "To Year", minval = 2017) | |
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window | |
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window | |
window() => time >= start and time <= finish ? true : false // create function "within window of time" | |
// === STRATEGY BUY / SELL ENTRIES === | |
// TODO: update the placeholder LONG_SIGNAL_BOOLEAN and SHORT_SIGNAL_BOOLEAN to signal | |
// long and short entries | |
buy() => window() and LONG_SIGNAL_BOOLEAN | |
sell() => window() and SHORT_SIGNAL_BOOLEAN | |
if buy() | |
if (strategyType == "Short Only") | |
strategy.close("Short") | |
else | |
strategy.entry("Long", strategy.long, comment="Long") | |
if sell() | |
if (strategyType == "Long Only") | |
strategy.close("Long") | |
else | |
strategy.entry("Short", strategy.short, comment="Short") | |
// === BACKTESTING: EXIT strategy === | |
sl_inp = input(10, title='Stop Loss %', type=float)/100 | |
tp_inp = input(30, title='Take Profit %', type=float)/100 | |
stop_level = strategy.position_avg_price * (1 - sl_inp) | |
take_level = strategy.position_avg_price * (1 + tp_inp) | |
strategy.exit("Stop Loss/Profit", "Long", stop=stop_level, limit=take_level) |
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