OPEN-SOURCE SCRIPT
Telah dikemas kini Strategy VS Buy & Hold
SUMMARY:
A strategy wrapper that makes a detailed and visual comparison between a given strategy and the buy & hold returns of the traded security.
DESCRIPTION:
TradingView has a "Buy & Hold Return" metric in the strategy tester that is often enough to assess how our strategy compares to a simple buy hold. However, one may want more information on how and when your strategy beats or is beaten by a simple buy & hold strategy. This script aims to show such detail by providing a more comprehensive metrics and charting the profit/loss of the given strategy against buy & hold.
As seen in the script, it plots/draws 4 elements:
1) Strategy P/L: strategy net profit + strategy open profit
2) Buy & Hold P/L: unrealized return
3) Difference: Strategy P/L - Buy & Hold P/L
4) Strategy vs Buy Hold Stats
> Percent of bars strategy P/L is above Buy & Hold
> Percent of bars strategy P/L is below Buy & Hold
> All Time Average Difference
ADJUSTABLE PARAMETERS:
All labels/panels can be disabled by unchecking these two options:
>bnh_info_panel = input(true, title='Enable Info Panel')
>bnh_indicator_panel = input(true, title='Enable Indicator Panel')
Comparison Date Range can be changed to better isolate specific areas:
>From Year, From Month, From Day
default: 1970 01 01
>To Year, To Month, To Day
default: 2050 12 31
Default settings basically covers all historical data.
HOW TO USE:
The default script contains a simple 50-200 SMA cross strategy, just delete and replace it. Those are everything between these lines:
/////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////STRATEGY SCRIPT START//////////////////////////////////
(STRATEGY SCRIPT GOES HERE)
//////////////////////////////STRATEGY SCRIPT END////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////
Removing all plots and drawings from your strategy is advisable.
If you are going to use the Comparison Date Range, apply "bnh_timeCond" to your strategy to align the dates. A sample on how it’s applied can be seen on the Placeholder MA cross strategy.
Note: bnh_timeCond returns a boolean series
A strategy wrapper that makes a detailed and visual comparison between a given strategy and the buy & hold returns of the traded security.
DESCRIPTION:
TradingView has a "Buy & Hold Return" metric in the strategy tester that is often enough to assess how our strategy compares to a simple buy hold. However, one may want more information on how and when your strategy beats or is beaten by a simple buy & hold strategy. This script aims to show such detail by providing a more comprehensive metrics and charting the profit/loss of the given strategy against buy & hold.
As seen in the script, it plots/draws 4 elements:
1) Strategy P/L: strategy net profit + strategy open profit
2) Buy & Hold P/L: unrealized return
3) Difference: Strategy P/L - Buy & Hold P/L
4) Strategy vs Buy Hold Stats
> Percent of bars strategy P/L is above Buy & Hold
> Percent of bars strategy P/L is below Buy & Hold
> All Time Average Difference
ADJUSTABLE PARAMETERS:
All labels/panels can be disabled by unchecking these two options:
>bnh_info_panel = input(true, title='Enable Info Panel')
>bnh_indicator_panel = input(true, title='Enable Indicator Panel')
Comparison Date Range can be changed to better isolate specific areas:
>From Year, From Month, From Day
default: 1970 01 01
>To Year, To Month, To Day
default: 2050 12 31
Default settings basically covers all historical data.
HOW TO USE:
The default script contains a simple 50-200 SMA cross strategy, just delete and replace it. Those are everything between these lines:
/////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////STRATEGY SCRIPT START//////////////////////////////////
(STRATEGY SCRIPT GOES HERE)
//////////////////////////////STRATEGY SCRIPT END////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////
Removing all plots and drawings from your strategy is advisable.
If you are going to use the Comparison Date Range, apply "bnh_timeCond" to your strategy to align the dates. A sample on how it’s applied can be seen on the Placeholder MA cross strategy.
Note: bnh_timeCond returns a boolean series
Nota Keluaran
-Updated to Pine v5.Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.