TradingView
mks17
16 déc. 2022 09:09

Signal Analyzer 

S&P 500SP

Description

This library contains functions that try to analyze trading signals performance.
Like the % of average returns after a long or short signal is provided or the number of times that signal was correct, in the inmediate 2 candles after the signal.

Notes de version

v2

Notes de version

v3

Added:
f_signalDim()

Notes de version

v4

Updated:
f_SignalPrecision()

Removed:
f_signalDim()

Notes de version

v5
Signal input is suppose to be an oscillator, SellZone the top threshold and BuyZone the bottom threshold.
The last input is to calculate the outputs at the n bar after the signal
I.e: (RSI, 70, 30, 3)

Notes de version

v6 Efficacy formula changed
Plus