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*Backtesting System

Script from: TradingView

Swing

Price action

Trend following

Momentum

Volume

The Backtesting System is a comprehensive tool for validating your trading strategy with the versatility to integrate various indicators. It offers a variety of StopLoss and TakeProfit settings, comprehensive risk management, and advanced filters. Connect any custom indicator by adding a simple two-line code snippet that translates your Buy/Sell signals into a format recognizable by the system. Utilize the pre-installed EMA 50 & 200 example to understand the system's functions before incorporating your strategy for backtesting.

GRT / TetherUS (GRTUSDT)

+ *Backtesting System

@ 4 h

1.71

Risk Reward

172.96 %

Total ROI

63

Total Trades

BONK / TetherUS (BONKUSDT)

+ *Backtesting System

@ 1 h

1.47

Risk Reward

201.00 %

Total ROI

102

Total Trades

Shiba Inu / United States Dollar (SHIBUSD)

+ *Backtesting System

@ 2 h

1.42

Risk Reward

6.78 %

Total ROI

25

Total Trades

IOTA / TetherUS (IOTAUSDT)

+ *Backtesting System

@ 4 h

1.28

Risk Reward

101.87 %

Total ROI

106

Total Trades

RENDER / TetherUS (RENDERUSDT)

+ *Backtesting System

@ 2 h

1.26

Risk Reward

136.92 %

Total ROI

115

Total Trades

ICP / TetherUS (ICPUSDT)

+ *Backtesting System

@ 2 h

1.23

Risk Reward

145.99 %

Total ROI

140

Total Trades

NextEra Energy Partners, LP (NEP)

+ *Backtesting System

@ 1 h

2.88

Risk Reward

7.85 %

Total ROI

31

Total Trades

DocuSign, Inc. (DOCU)

+ *Backtesting System

@ 15 min

1.68

Risk Reward

11.75 %

Total ROI

116

Total Trades

PSQ Holdings, Inc. (PSQH)

+ *Backtesting System

@ 1 h

1.64

Risk Reward

75.14 %

Total ROI

39

Total Trades

Femasys Inc. (FEMY)

+ *Backtesting System

@ 5 min

1.62

Risk Reward

8.10 %

Total ROI

19

Total Trades

Marpai, Inc. (MRAI)

+ *Backtesting System

@ 5 min

1.50

Risk Reward

7.04 %

Total ROI

20

Total Trades

ChargePoint Holdings, Inc. (CHPT)

+ *Backtesting System

@ 1 h

1.50

Risk Reward

7.20 %

Total ROI

26

Total Trades
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Guide

How does the *Backtesting System strategy work ?

The Backtesting System is an integration tool designed to enhance the effectiveness of strategy testing on TradingView. The first step involves connecting custom indicators by appending a small code snippet to signal buy or sell conditions. With a simple example of an EMA crossover, one writes a code where a crossover of EMA 50 and EMA 200 will yield a positive signal (+1) for a bullish scenario and negative one (-1) for a bearish scenario.

After setting up the indicator, the trader connects it to the Backtesting System which provides extensive options for trade customizations. These include toggling between allowing long or short deals, setting the system to wait for the end of a deal before initiating a new one, and enabling strategies to force open or reopen trades. The system also comes with multiple Stop Loss and Take Profit options, from fixed percentages to dynamic calculations based on ATR or recent price extremes. Additional settings like 'Add %' allow for modification of Stop Loss parameters to incorporate a buffer percentage, and 'Fixed R:R' enables dynamic risk-reward ratios based on the stop loss type.

In essence, after integrating their indicators, traders can manipulate the Backtesting System settings to simulate a variety of trading conditions and strategies, optimizing their approach before implementing factual trades.

How to use the *Backtesting System strategy ?

To implement the Backtesting System on a TradingView chart, follow these steps:

  • Navigate to the chart of the symbol/market you're interested in.
  • Click on "Indicators" and search for the Backtesting System.
  • Select the system and it will be added to your chart.
  • Modify your own indicator by incorporating the two lines of code provided to create a compatible buy/sell signal connector.
  • Add your modified indicator to the chart.
  • Go into the Backtesting System settings and under "External Source" select your modified indicator's signal connector.

For real trading:

  • Set up alerts within TradingView based on the strategy's buy and sell conditions, or
  • Use a third-party service or broker's API for trade automation, linking it to your TradingView signals.

Key parameters to test and adjust within the Backtesting System:

  • Long Deals & Short Deals - Enable or disable taking these positions.
  • Stop Loss & Take Profit settings - Fixed percentages, fixed dollar amounts, adaptive measures like ATR or trailing stops.
  • ReEntry Deal & ReOpen Deal options - Define your re-engagement rules after a trade closure.

Backtest across multiple symbols/markets to gauge the strategy's robustness. This data-driven approach will help you fine-tune the strategy and establish your optimal risk/reward ratio. Detailed backtesting ensures better preparedness for live-market conditions.

How to optimize the *Backtesting System trading strategy ?

To improve the Backtesting System strategy with manual trading, focus on augmenting its robustness and adaptability to different market conditions. Crafting a plan that considers market context, personal risk tolerance, and diversified conditions will harness the strategy's full potential. Here's a structured approach:

  • Refine Entry and Exit Signals: Beyond the provided EMA crossover signals, consider additional technical indicators for confluence. Combining support/resistance levels, trendlines, and volume can provide stronger entry confirmation and exit precision.
  • Detailed Record Keeping: Maintain a meticulous log of all trades, market conditions, and decisions. This journal should include emotional state, market sentiment, and reasons for overriding the strategy to refine future decision-making.
  • Dynamic Risk Management: Adjust position sizes based on volatility and confidence level in the trade setup. Utilize a variable risk-per-trade that aligns with the current market analysis and your risk profile.
  • Integrate Fundamental Analysis: If trading stocks, incorporate earnings reports, industry trends, and economic indicators to complement the technical backtesting for a more comprehensive approach.
  • Adapt to Market Phases: Markets transition through various phases such as trending, range-bound, or choppy. Adjust the strategy parameters like Stop Loss and Take Profit thresholds to align with these phases.
  • Custom Alerts: Set up customized alerts that consider the criteria of layered technical indicators, which enhances your precision in market entry and exit points.
  • Regular Strategy Evaluation: Continually assess performance against benchmarks and under different market scenarios. Adjust and fine-tune the backtesting system regularly to stay current with evolving market dynamics.
  • Trade Sizing Techniques: Implement trade sizing strategies like the Kelly Criterion to optimize bet size and manage risk effectively.

Manually trading with the Backtesting System involves leveraging its foundational strength and building upon it with a comprehensive trading plan. Each additional layer of analysis and adjustment can translate into better control over trades, informed decision-making, and ultimately, improved trading performance.

For which kind of traders is the *Backtesting System strategy suitable ?

The Backtesting System strategy is ideal for traders who are engaged in technical analysis and seek a meticulous approach to strategy validation before entering the markets. It suits the following trading styles and trader types:

  • Systematic Traders: Those who prefer a rules-based approach to eliminate emotion and subjectivity from trading.
  • Swing Traders: With customizable settings for Stop Loss and Take Profit, this strategy can accommodate the holding period typical for swing trading.
  • Day Traders: The system's adaptability allows for quick adjustments which is essential for the fast-paced decision-making required in day trading.
  • Quantitative Analysts: Traders who enjoy backtesting and tweaking strategies based on historical data to predict future movements.
  • Technical Strategists: Those who focus on chart patterns and technical indicators will find the customizable nature of the strategy well-suited to their methodology.

Key Takeaways of *Backtesting System

  • Strategy essence: Connects custom indicators to TradingView for rigorous backtesting.
  • Implementation: Add to a chart, configure buy/sell signals, adjust Stop Loss and Take Profit settings.
  • Automation potential: Compatible with setting up alerts for automated trading systems.
  • Manual trading synergy: Can be enhanced by integrating market context and additional confirmatory indicators.
  • Optimization: Regularly adjust settings to align with market conditions and personal risk profile.
  • Risk management: Incorporates variable position sizing based on volatility and confidence in setups.
  • Trader suitability: Tailored for systematic, swing, day traders, and technical strategists who base decisions on technical analysis.
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