Execution time 1 day
Feedback from employee
Feedback from customer
As a user I want to automatically run my TradingView backtesting strategy against multiple stocks and have it output combined results so that I can save time having to do it one by one
- Not require specialist software for it to be executed
- Allow me to specify 1 to many TradingView symbols/tickers to be backtested. e.g. NASDAQ:AAPL, NASDAQ:NFLX
- Allow me to specify 1 to many candle times to be backtested. e.g. 5min, 60min
- Allow me to specify the TradingView strategy to be backtested
- The real requirement for the output is to get a combined summary of the results with a way of visualising the equity curve over time. This could just be a zip with a text file and a graph/image or it could be all of the information added to Google Sheets. It could be something different entirely. I just want a way to consume the results. Something really lightweight and basic is great
Visualising the equity curve:
- Collate all of the trade data into date order. e.g. My input file specifies 10 symbols to be backtested over a 3 month period. The output rearranges the results for all 10 symbols into date order so that they are all sorted into chronological order over the 3 months.
- Calculate the cumulative profit over time for all of the trades over the backtest period. e.g. The profit for each trade has been calculated and the trades have been sorted into date order. Now calculate the cumulative profit over this period after each trade is closed.
- Make the results available to view. e.g a graph in a file or all of the results in a Google sheet so that I can create a graph.
- It must do this separately for each candle period. e.g If the input requests 30 min and 60 min timeframes it should provides results for these separately and not combine them. A separate sheet for each would be best
Combined summary of the results:
- Calculate the standard TradingView summary information cumulatively for all of the trades. e.g. One summary item is Profit Factor. My input file specifies 10 symbols to be backtested so the output will provide a single Profit Factor that covers all 10 symbols.
- These calculations must be done after the maximum per trade loss is applied
- Results to summarise: Symbol, Gross Profit, Gross Loss, Net Profit, Profit Factor, Total Closed Trades, Percent Profitable, Time Period (e.g 5 min