TradingView
mks17
16 דצמ׳ 2022 09:09

Signal Analyzer 

S&P 500SP

תיאור

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.

הערות שחרור

v2

הערות שחרור

v3

Added:
f_signalDim()

הערות שחרור

v4

Updated:
f_SignalPrecision()

Removed:
f_signalDim()

הערות שחרור

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)

הערות שחרור

v6 Efficacy formula changed
עוד