Multi-Pairs Stratrgy Backtesting Screener

10 avr.

This indicator is for viewing and checking the results of a specific strategy simultaneously on 25 currency pairs. Results such as number of trades, wins, losses, canceled trades and most importantly win rate.
Long condition is as follows:


Short condition is as follows:


An Alert Fibo Level is built in to indicate the buy or sell status.
Reset Deal Calculation Fibo Level, if the price hits it, the indicator resets all calculations and prepares for the next situation.


If Other situation appear after missed situation, indicator consider it:


All statistics collected in Screener Table:


Date Period:
Users can customize the date period during which the strategy is tested, allowing for a more granular analysis of performance over specific timeframes.

Entry:
Entry is based on Fibonacci level between the Lower Low and Higher High pivots for Long deals.
Entry is based on Fibonacci level between the Higher High and Lower Low pivots for Short deals.

• Allowing a second entry
  
• There is a feature that If the risk-to-reward ratio is below the specified input (rr), the trading deal wont initiate.
  

Stop Loss:
Adjustable based on Fibonacci levels , Base Pivot, Percent and ATR.

• The Base Pivot is calculate from LL pivot point for Long and HH pivot point for short (not Entry price).
  
• The Percent and ATR is calculate from Entry price.
  

Targets:
Adjustable based on Source, Fibonacci levels , Percent and ATR.

• Source indicates the maximum (minimum) value between the open and close of the candle where the Higher High (Lower Low) pivot point was formed for Long (Short) deals.
  
• Percent and ATR calculates from Entry 1 Price
  

Exit Methods :
The goal is to offer users a diverse set of exits before the price touches the target or stop loss.

1. Pending Entry Time-out
cancel pending entry based on candle counting since alert fired. (before deal started)
2. Active Deal Reverse
If a deal (long or short position) is currently open, and the reverse signal is emitted, the script will close the existing deal.
3. Reverse Deal Exit
If a deal (long or short position) is currently open, and the reverse signal is emitted, the script will automatically close the existing deal.
4. Move Exit
With this method, if Entry 2 is triggered, the deal will be closed when the price touches the Entry price.
5. Candle Counting Exit
This exit type is based on the number of candles since the deal started.