#backtest

[guerradasfinancas]

NDIV11: O Primeiro ETF Brasileiro que Paga Dividendos Mensais

Recentemente, foi lançado o NDIV11, o primeiro ETF brasileiro que distribui dividendos mensalmente. Essa novidade chamou a atenção dos investidores, e neste artigo, vamos analisar os principais aspectos desse ETF e avaliar se vale a pena incluí-lo em sua carteira de investimentos. O que é o NDIV11? O NDIV11 é um ETF (Exchange-Traded Fund) que busca replicar o desempenho do índice Bovespa Smart…

[stforextrading]

Gold! Remember to backtest and journal your trades. Simplify your charts for clearer opportunities. Keep it straightforward, folks! Clean charts enhance opportunity visibility.

[stocksharp]

How to Import Candle Charts from TradingView websites?

💥S#.Data provides functionality that supports automatic downloading of historical market data from many data sources. But sometimes websites do not provide an API to make the process automatically. Fortunately, in addition to downloading you can import market data from CSV files directly.

💥TradingView is a charting platform and social network used by many traders and investors worldwide to spot opportunities across global markets. The major feature of the website - various historical dataset - that you can download as a csv file for further usage (e.g. - backtesting, analyzing).

💥For the TradingView website, you need a premium subscription to be able to export candles. Let’s look at this process step-by-step to understand how we can import this market data into S#.Data.

👉Visit TradingView Website.

👉Select Search Market for example NFLX. 👉Click Launch Chart for view.

👉Select Time Flame Candle for example 1 hr.

👉Select Export Chart Data.

👉In the Time format box, select ISO time.

👉Click Export.

👉Open the downloaded Market data file. You can see that the top bar is date and time, open price, low price, close price, volume and volume MA.

👉S#.Data supports only the first 6 data, the last one volume MA we will not take.

👉Open up your S#.Data Application.

👉Visit our instruction if you doesn't have S#.Data application.

👉How I can get S#.Data

👉Go to S#.Data application, click select import and Click candle.

👉Find the name of the file we just downloaded (btw, you can import by directories as well).

👉Click to select the file that we downloaded, click open.

👉Click to select the time frame to match the timeframe we selected in the file we downloaded initially in the data type field.

👉Setting S#.filed from the Security and Board fields.

👉By default put the Instruments Code that we downloaded. For example NFLX in the Security slot in the instrument board e.g. BATS by default.

👉Enter numbers 0-5 in the date box and so on. Remember - numeration started from 0, not from 1.

👉Skip lines Row 1 cause it contains data columns description.

👉Open the file that we downloaded again, select Copy, time, date that we started downloading Market Data.

👉Press Paste in the Date Format field.

👉Change Numbers to Code Letters By yyyy-MM-dd HH:mm:ss You can read more about format on Microsoft website

👉Once everything is entered correctly, click Preview to double check before importing.

👉When the screen shows this page, there is no problem.

👉But if you press Preview and the screen appears like this, check the details that you have entered again to see if there is any mistake, correct it and press Preview again.

👉Once it's verified and there are no problems, press Import.

👉When done, click Back to go to Common.

👉Click on our Security.

👉Click on Instrument Tab to view market Data.

👉Now let's see what data was imported. Click Candles.

👉Select Security, select the Instrument to view by double-clicking the Instrument Tab, move it to the right side and click OK.

👉Select date and time frame.

👉Click View Market data.

👉Click View Candle Chart to see our candles as a chart.

👉This is a Candle Chart comparison between the Chart that was in TradingView website before it was downloaded and the downloaded Chart rendered in S#.Data application.

💥💥Now you know how to import from a CSV file. To make this process you no need to use only limited websites like TradingView. S#.Data supports any format of CSV files that you can download from a variety of sources and websites.

💥Hope this blog is interesting for you. Please comment us what you interesting to know more about S#.Data. We will try to write our next posts.

Sources : StockSharp.com

[signode-blog]

Mastering the Art of Trading with the Moving Average Cross: A Comprehensive Guide

Introduction In the fast-paced world of financial markets, traders are constantly seeking strategies that can provide them with an edge. One such strategy that has stood the test of time is the Moving Average Cross (MAC). Whether you’re a novice or seasoned trader, mastering the MAC strategy can significantly enhance your trading arsenal. In this comprehensive guide, we’ll delve into the…

[forexmen]

Backtesting Bitcoin Strategies on TradingView

The ever-evolving landscape of the cryptocurrency market presents both immense potential and inherent challenges. For Bitcoin (BTC) traders, crafting effective trading strategies requires a meticulous approach that goes beyond intuition. Backtesting emerges as a crucial tool in this process, allowing traders to assess the historical performance of their strategies using past market data. This article delves into how TradingView empowers you to backtest your Bitcoin trading strategies, enabling you to:

Evaluate Strategy Performance: Gain valuable insights into the potential profitability and risk associated with your trading ideas. Refine and Optimize: Identify areas for improvement and optimize your strategy parameters based on historical results. Boost Confidence: Approach live trading with a data-driven understanding of your strategy's effectiveness.

Understanding Backtesting

Backtesting simulates how your trading strategy would have performed in past market conditions. By applying your entry and exit rules to historical Bitcoin price data, you can analyze factors like:

Profitability: Assess the potential returns your strategy could have generated. Drawdown: Evaluate the maximum peak-to-trough decline experienced during historical simulations. Win Rate: Measure the percentage of successful trades your strategy would have executed.

Backtesting with TradingView

TradingView offers a user-friendly platform specifically designed for backtesting trading strategies. Here's a step-by-step guide:

Develop Your Strategy: Define your entry and exit rules based on technical indicators, price action patterns, or a combination of both. Pine Script Integration: Code your strategy using TradingView's Pine Script, a powerful programming language specifically designed for developing trading strategies. Pine Script allows you to define entry/exit conditions, position sizing, and other essential elements of your strategy. Historical Data Selection: Choose the desired timeframe for backtesting. TradingView provides access to extensive historical Bitcoin price data. Optimization (Optional): Refine your strategy parameters (e.g., moving average periods, indicator settings) based on backtesting results to potentially improve performance.

TradingView Advantages

Visual Representation: TradingView offers a user-friendly interface that visually displays your backtested trades directly on the Bitcoin price chart. This allows you to easily identify successful and unsuccessful trades and understand the rationale behind each execution. Strategy Optimization: TradingView provides built-in optimization tools that enable you to automatically test different combinations of strategy parameters and identify the settings that potentially yield the best historical performance. Multiple Timeframes: Backtest your strategy across various timeframes (e.g., hourly, daily, weekly) to assess its effectiveness in different market conditions.

Beyond Backtesting: Additional Considerations

While backtesting offers valuable insights, it's crucial to acknowledge its limitations:

Historical Accuracy: Past performance is not a guarantee of future results. Market conditions can evolve significantly, and strategies that performed well historically may not replicate the same success in the future. Overfitting: Optimizing your strategy solely based on backtesting results can lead to overfitting, where the strategy performs well on historical data but fails to adapt to new market dynamics. FastBull Integration: A Multifaceted Approach

TradingView integrates with services like FastBull, providing additional layers of analysis to complement your backtested strategies.

FastBull offers:

Real-time News Sentiment Analysis: Gauge the overall market sentiment surrounding Bitcoin by analyzing the tone of news articles and social media discussions. Identifying Potential Catalysts: Correlate news events and social media trends with historical price movements to understand how external factors may have influenced past market behavior. By incorporating FastBull's insights alongside backtesting results on TradingView, you gain a more comprehensive understanding of the factors that potentially influence Bitcoin price movements. This can aid you in:

Identifying Potential Market Shifts: Anticipate how future news events or social media trends might impact the Bitcoin market. Refine Risk Management: Adjust your risk management strategies based on the potential volatility associated with upcoming news or social media events. Remember: Backtesting serves as a valuable tool for evaluating and refining your Bitcoin trading strategies. However, it should be combined with other forms of market analysis, including fundamental analysis and a deep understanding of the ever-evolving cryptocurrency landscape.

Disclaimer: This article is for informational purposes only and should not be considered financial advice. Please consult with a qualified financial advisor before making any investment decisions.

[thetrading-world]

Miyagi 10in1 Alerts & Backtest

Unlock Your Trading Potential with Miyagi: Where Mastery Meets Profitability.

Miyagi indicators combine multiple trigger conditions and place them in one toolbox for traders to easily use, produce alerts, backtest, reduce risk and increase profitability.

Take your trading to the next level with Miyagi Indicators!

Miyagi (10-in-1) + Alerts combines multiple trigger conditions in an easy to use format. Each trigger or filtering condition is selectable and able to be combined using the selector checkboxes.

The following trigger and filter conditions are present in the 10-in-1:

EMA: Takes two “Exponential Moving Averages” into effect for filtering with user selectable chart timeframe, length and sources. EMA Trend Type is user selectable for Trend-following or Counter-trend which allows you to counter-trade the markets. Beside the “Simple Moving Average” the EMA has a multiplier. Calculation is SMAxMultipier / SMAxMultiplier of the previous candle.

MACD: Takes the “Moving Average Convergence Divergence” into effect for trigger condition or filtering with user selectable chart timeframe, source, fast & slow length and signal smoothing. MACD is a trend-following momentum indicator that shows the relationship between two moving averages of a price. The MACD is calculated by subtracting the EMA 26 period from the EMA 12. Long alert is triggered on crossing the MACD zero line upwards and short alert vise versa.

RSI: Takes the “Relative Stregth Index” into effect for trigger condition or filtering with user selectable chart timeframe, length, source, and oversold and overbought values. The RSI is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. This oscillator moves between 0 and 100. RSI > 80 is considered overbought and an RSI < 20 is considered oversold.

Stochastic RSI: oscillator version of RSI . Takes the stochRSI into effect for trigger condition or filtering with user selectable chart timeframe, K D, length, upper and lower length. stochRSI = (actual RSI – lowest RSI ) / (highest RSI – lowest RSI )

VWAP: Takes the “Volume Weighted Average Price” into effect for trigger condition with user selectable chart timeframe, period, and VWAP lower line (long), or VWAP Upper line (Short) values. VWAP is calculated by totaling the money traded for every transaction (price x volume ) and then dividing by the total shares traded. The VWAP appears as a single line on charts. It looks similar to a moving average line, but smoother. In general it is a intraday/week anchored indicator that resets, but we are using a steady version over a selectable period of candles.

TTM: Takes the TTM squeeze indicator into effect for trigger condition with user selectable chart timeframe, length, multiplier, smoothing and trend direction. The TTM is used to identify when to enter or exit a market for the best chance of profitability. It squeezes pairs well with other indicators, such as the ADX indicator. For Multiplicator you can use Keltner and Boilinger Bands.

ADX: Takes the “Average Directional Movement Index” into effect for trigger condition with user selectable chart timeframe, smoothing, DI-length, a long and a short setting. The ADX is used to detect trend direction with a positive and a negative direction indicator ( +DI & -DI ). The factor of those is a value between 0 and 100. A low value can be a week trend or consolidation. A value > 25 is considered as a positive trend, >50 is a strong long trend >75 extremely strong trend. Beside timeframe, you can choose smoothing and DI length.

SuperTrend: Takes the SuperTrend into effect for filtering with user selectable chart timeframe, ATR length and factor. As an alternative to moving averages you can keep a fix distance to determine long or short trend. That way you can avoid a lot of switching during a consolidation phase. Once crossed it switches trend direction. The “Average True Rage” is used for calculation of the SuperTrend distance, it measures the volatility of the coin.

MFI: Takes the “Money Flow Index” into effect for filtering with user selectable chart timeframe, length, source, long and short settings. The MFI is a technical oscillator that uses price and volume data for identifying overbought or oversold signals in an asset. It can also be used to spot divergences which warn of a trend change in price. Like RSI this oscillator moves between 0 and 100. MFI > 80 is considered overbought and an MFI < 20 is considered oversold.

ATR: Takes the “Average True Range” into effect for trigger condition with user selectable chart timeframe, length, channel length, style and multiplier. ATR can be considered a great alternative to VWAP.

PSAR & Supertrend Oscillator

Miyagi indicators improve profitability and reduce risk. Take your trading to the next level with Miyagi Indicators.

To view mor e about Miyagi 10in 1 Alerts & Backtest visit below link: https://miyagitrading.com/shop/miyagi-10in1/

[algos11]

In recent years, algorithmic trading has gained popularity in India. Traders have switched from manual to algorithmic trading owing to its inherent benefits of powerful analytical tools, user-friendly interfaces, and seamless connectivity to market data.

[patrickbatoon]

Building a statistically significant backtester

In discussions and study with popular trend following blogs, books, and videos I've always wondered why I struggled with profitability in my trades. This was really driving me crazy until I built by-hand my own even-driven backtester to help me prove to myself that this was not worth my time.

The backtester enters and exists trades based on a set of conditions on all the stocks within the S&P500. Using this approach, its roughly 2000 trades within a year!

For a more realistic simulation of what a swing trader would do, I've also included a snippet of code to randomly sample 30 trades from that population, 10000 times. Not only would give me a sense of the "true" average expectancy/profitability values, this helps build statistics to build a nice confidence interval to establish statistical significance.

My losing strategy is defined below:

January 21, 2023 - 2024

New highs after 20 days

Price > 20 EMA, 20 EMA > 50 EMA, and Price > 200 EMA

Relative Strength Index (RSI) > 60

Average Directional Index > 20

Based on the results, the average profit over the year is $5 based on $1000 capital at risk! Not only that, but the result is not statistically significant from Zero, so there is a high enough chance my yearly P&L would be negative.

The crazy thing is that if I made a simple tweak, my mean P&L would be $30 and statistically significant to be profitable. However, $30 over the course of the year is likely less than the commissions paid!

Price < EMA200

All other conditions the same

[geekyforex]

Learn Why Backtesting Adjusted RSI Settings Is Essential

This article dives deep into the world of Forex trading, exploring the concept of backtesting RSI settings.

[optionbacktestingsoftware]

Top Backtesting Software for Options Trading Strategies

Backtesting Software are required for successful options trading because incorrect decision may lead to loss. Find here Best Options Backtesting Software. Due to this vulnerability, traders use trading strategies based on various standards and guidelines that correspond to the demands and objectives of the market. Before entering the market, they experiment with several strategies.

[loankhan-blog]

[tradingbotgenerator]

Tradingview pine script code generator

Tradingview is the ultimate charting and backtest platform. Their free tier restricts you to 3 indicators/strategies. But not if you can write Tradingview’s custom code, called pine script. Unfortunately not everyone is a programmer. That’s where our Pine Script Code Generator comes in! Generate pine scripts effortlessly to create unlimited indicators.

[likesmoney]

Consolidation

Stocks rallied for 5.85% last week to close above the 50 day MA on Friday. Stocks backtested the 50 day MA on Monday but still closed higher on the day. Stocks are now quite stretched above the 10 day MA. Stocks are beginning to consolidate above the 50 day MA, which will help to allow the 10 day MA to catch up to price. Stocks are currently in a daily uptrend. A bullish break out of…

[signode-blog]

Mastering Technical Analysis: Strategies to Reduce Noise and False Signals

Introduction Technical analysis is a powerful tool used by traders and investors to make informed decisions based on historical price movements and market data. However, amidst the vast sea of information, it’s easy to get lost in the noise and false signals that can lead to poor trading outcomes. In this guide, we’ll delve into effective strategies to minimize noise and filter out false…

[beststockadvisoryinindia]

Top Backtesting Software for Options Trading Strategies

Backtesting Software are required for successful options trading because incorrect decision may lead to loss. Find here Best Options Backtesting Software. Due to this vulnerability, traders use trading strategies based on various standards and guidelines that correspond to the demands and objectives of the market. Before entering the market, they experiment with several strategies.

[thetrading-world]

Miyagi 4in1 Alerts & Backtest

Unlock Your Trading Potential with Miyagi: Where Mastery Meets Profitability.

Miyagi indicators combine multiple trigger conditions and place them in one toolbox for traders to easily use, produce alerts, backtest, reduce risk and increase profitability.

Take your trading to the next level with Miyagi Indicators!

Miyagi (4-in-1) + Alerts combines multiple trigger conditions in an easy to use format. Each trigger or filtering condition is selectable and able to be combined using the selector checkboxes.

The following trigger and filter conditions are present in the 4-in-1:

EMA: Takes two EMAS into effect for trigger condition or filtering with user selectable chart timeframe, length and sources. EMA Trend Type is user selectable for Trend-following or Counter-trend which allows you to counter-trade the markets.

MACD: Takes the MACD into effect for trigger condition or filtering with user selectable chart timeframe, source, fast & slow length and signal smoothing.

RSI: Takes the RSI into effect for trigger condition or filtering with user selectable chart timeframe, length, source, and oversold and overbought values.

VWAP: Takes the VWAP into effect for trigger condition with user selectable chart timeframe, period, and VWAP lower line (long), or VWAP Upper line (Short) values.

Miyagi indicators improve profitability and reduce risk. Take your trading to the next level with Miyagi Indicators.

To shop now Miyagi 4in 1 Alerts & Backtesting visit this link: https://miyagitrading.com/shop/miyagi-4in1/