TheTradingParrot

DCA Backtest

Purpose:
The DCA Backtest script was designed to backtest the performance of any indicator using DCA bots.

"Open Deal ASAP" Deal Start Condition:
This script offers "open deal ASAP" deal start condition which will continuously open new deals. IT will wait for the current deal to close before opening a new one.

"Script" Deal Start Condition:
If you select the "Script" deal start condition we provide Bollinger Bands as an example. You can tweak the BB parameters from the indicator settings menu.

"Indicator" Deal Start Condition:
The third option is "Indicator". For this option to work you must have an indicator that plots a unique value that can be recognised as a BUY signal.
We recommend that your indicator plots 1 when it should buy and 0 when there's no signal.
Once you have in the same chart your indicator and your DCA backtest it's time to hook them up. For that follow these steps:
1) select "Indicator" as deal start condition
2) select your indicator from the list as "deal start source"
3) If you are following our recommendation then use 1 as "deal start value" so it can tell the DCA backtest when to open a deal. Make sure that your indicator only plots 0 or 1 so the DCA backtest can distinguish the BUY signal appropriately.

Limitations:
Each time you make changes and save your external indicator while you are backtesting, you will have to hook up the indicator again with the DCA backtest in the settings.
To avoid this, add as many parameters as you need to change in the external indicator so in that way you won't need to save changes to it and therefore will manage to avoid having to hook up the indicator with the DCA backtest.
הערות שחרור: - fixed a problem that wasn't allowing to select the source of the indicator to use
- all parameters are now grouped by area in the settings window
- results now show max days in deal including if there's a on going open deal
הערות שחרור: - Max safety orders can now be set to zero
- 3C simulator: 3 BB and 3 RSI indicators added, multi-timeframe
- Adding tooltips to make settings more easy to understand
- Improved layout of settings
- Support for external indicator to close a deal by sending a separated value than the deal start value
הערות שחרור: - Solved bug: max volume was not allowing above 1M volume
- Solved bug: dealstop condition was mistakenly applying in "3c simulation" mode
הערות שחרור: - Fixed issue with max days in deal when using buy close ext indicator conditions. It was over calculating the days in trade.
- Added QFL to 3C simulator
- Added CCI to 3C simulator
- Added MFI to 3C simulator
- Added ULT to 3C simulator
- Performance improvement. Indicators are now only calculated when they are active.
- Settings layout improvements
- Settings extra tooltips added to help with usability
הערות שחרור: - Fixes issue with covered deviation calculated wrong when max SO number was set to 0
- Fixes issue with DCA cloud chart still showing an SO when max SO number was set to 0
הערות שחרור: - Fixed issue with max days in deal when using buy close ext indicator conditions. It was over calculating the days in trade.
- Added QFL to 3C simulator
- Added CCI to 3C simulator
- Added MFI to 3C simulator
- Added ULT to 3C simulator
- Performance improvement. Indicators are now only calculated when they are active.
- Settings layout improvements
- Settings extra tooltips added to help with usability
- Fixes issue with covered deviation calculated wrong when max SO number was set to 0
- Fixes issue with DCA cloud chart still showing an SO when max SO number was set to 0
- fixing issues with high number of SOs
- removing NaN errors appearing in the results table when there are no deals
- new implementation of take profit.
- results table shows number of deals closed and drawdown
הערות שחרור: - TP fix
הערות שחרור: - Version 0.5 adds support for SHORT deal start conditions for the 3C simulator mode.
- All strats now support bearish entries: CCI, MFI, RSI, BB, QFL
- TP % can now be set as low as 0.01
- Solved some issues with calculations of drawdowns for max drawdown and for a current open deal drawdown.
- QFL strategy includes a toggle to require the lower base to be below the upper base to be able to trigger a signal
- Resolves issue of required funds not calculated properly. TV changed a method today which broke our script. Thanks to Gavin for finding a fix to this issue so quick! it took us a few minutes but it was crazy!
- Resolves an issue caused.by having too many SOs
הערות שחרור: - added new stop loss percentage parameter to DCA settings
הערות שחרור: - Added TradingView Technical Indicator deal start conditions. 3 timeframes
- Ultimate oscillator bug fix: first two were not working properly
הערות שחרור: QFL deal start condition now allows multiple consecutive deals. Before, if there were 20 candles signalling BUY, only the first would trigger a buy, now all of them would.
הערות שחרור: There was a problem that even while using "open deal ASAP" the backtest wasn't opening an deal right after closing the previous deal. There was a single candle that the strategy was idle. This change seems to resolve it. I will keep an eye in case the fix had any side effect, in which case I might have to revert it and find an alternative solution.
הערות שחרור: Solves an issue when the DCA was buying at negative prices even when the SOs max deviation shouldn't hit negative prices.
I tested this solution on IFTRSI external indicator and managed to stop getting the error, if the same error occurs please report it on our discord server DCA-backtest channel.
הערות שחרור: 1) We created a new deal start type: External signal + 3C simulator combined.

This should be quite useful as 3C actually DOES support mixing their built-in indicators with an API signal, which is exactly what this mode represents.

The DCA bot will only open the trade if there's a BUG signal and all the 3C simulator conditions enabled are valid at the same time.

An example of a cool use could be to only take BUYs from the external signal when TV is BUY on the daily and hourly and RSI daily is below 80.

If you enable this mode you have to connect a backtestable compatible signal (for example one that only prints ones and twos, for buys and sells) and you MUST enable at least one of the 3C simulator deal start conditions. If you don't enable any, the simulator won't open any deal. Remember this behaves as an AND operator, all enabled conditions + the BUY signal itself must be true to open a deal.

The intention is to mimic how exactly how 3C behaves when using this approach.

2) Now the results table renders in green when there's a deal open in profit. If the deal is open and it's at a loss it still renders it in red.
הערות שחרור: open trades appear in green when there's an open deal in profit
הערות שחרור: I think it's time to give some love to the stop loss:
- Now the backtests calculates the SL% relative to the base order just like 3C does. Before we were using relative to the average position price.
- If you use SL we plot the SL level in grey. Before it was not possible to know where is the SL located in the chart.

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