Strategy Template + Performance & Returns table + Extras

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A script I've been working on since summer 2022. A template for any strategy so you just have to write or paste the code and go straight into risk management settings


>Signal only Longs/only Shorts/Both
>Leverage system
>Proper fees calculation (even with leverage on)

>Different Stop Loss systems: Simple percentage, 4 different "move to Break Even" systems and Scaling SL after each TP order (read the disclaimer at the bottom regarding this and the TV % profitable metric)
>2 Take Profit systems: Simple percentages, or Risk/reward ratios based on SL level
>Additional option on TP so last one "rides free" until closure of position or Stoploss is hit (for more than 1 orders)
>Up to 5 TP orders
>Show or hide SL/TP levels on demand

>2 date filters. Manual filter is nothing new, enter two dates/hours and filter will turn on. BUT automatic filter is another thing (thanks to user @bfr_ for his help in codingthis feature)
>AUTOMATIC DATE FILTER. Allows you to split all historical data on the chart in X periods, then choose the range of periods used. Up to 10 but that can be changed, instructions included. Useful for WalkForward simulations, haven't seen a script in TradingView that allows you to do this and test your strategy on "unseen data" automatically

Besides, some additions I like to add to my codes:

>Returns table for monthly and weekly performance. Requires recalculation on every tick. This is a modified version of @QuantNomad's work. May add lower TF options later on
>Volume Based S/R system. Original work from @shtcoinr
>One feature that was made by me, the "portfolio table". Yields info and metrics of your strategy, current position and balance. You're able to turn it off and change its size

Should anyone find an error, or have any idea on how to improve this code, please contact me. Future updates could come, stay tuned

In order to have accurate StopLoss hit, I had to change the previous system, which was a "close position on candle close" instead at actual stoploss level. It was fixed, but resulted on inflation of the number of trading orders, thus reducing the percent profitable and making it strongly biased and unreal. Keep that in mind, that "real" profitability could be 2x or 3x the metric TradingView says. If your strategy has a really high trading frequency, resulting in 3000+ orders, might be a problem. Try to make use of the automatic/manual date filter as workaround, I have no means of changing this, seems it is not a bug but an intended design of the PineScript Code
Notes de version:
Added a new option so we're able to change the location of the portfolio table, for both personal taste and being able to use weekly/monthly returns also.
Besides, changed the "Active ROI" cell so instead of showing return of current position divided by the whole portfolio, it'll show returns of current position. Which was my initial intention, but somehow it slipped through. Should be ok now.
Notes de version:
Set a default comission value as 0.02% (usual level for futures on crypto exchanges), so you'll see a real performance instead of these unrealistic ones.
Moved the code for the date filter down, so the options don't show above the indicator inputs. Just a matter of personal taste.
Added a supertrend filter by default, just one with default settings, you can add the input function to filter it.
Notes de version:
Fixed a minor typo in group string
Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Vous voulez utiliser ce script sur un graphique ?