TradingView
mks17
16 gru 2022 09:09

Signal Analyzer 

S&P 500SP

Opis

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.

Informacje o Wersji

v2

Informacje o Wersji

v3

Added:
f_signalDim()

Informacje o Wersji

v4

Updated:
f_SignalPrecision()

Removed:
f_signalDim()

Informacje o Wersji

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)

Informacje o Wersji

v6 Efficacy formula changed
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