TFi Price Action Resampling Filter V1

10 Mei 2021

The script is resampling the price based on its range/price-action and creates an alternative filter to smoothen price movements.

Overview of features:

• Optional stop-loss
  
• Optional flags to control the position entry
  
• Optional flags to control the position exit
  
• Built-in backtesting engine with start balance, position size and pyramiding
  
• Inputs for a percentage entry and exit slippage, entry/exit and daily funding fees
  
• Configurable alerts, which follow the exact position of the entry/exit marker
  
• Alert messages contain predefined trading instruction to execute orders via Alertatron or TradeFab's proprietary trading server
  

The script renders a status box at the last bar, which shows the current position status and result of the built-in trading simulation results.
It shows the following statistic values:

• Current position PnL - also background turns green if position is in profit and red if in loss
  
• Average entry price and number of positions
  
• Current percentage distance to the optional stop-loss level
  
• Current Maximum Draw Down
  
• Overall number of wins and losses and the win/loss ratio
  
• Overall profit and loss amount, paid fees
  
• Overall profit-ratio and Maximum Draw Down
  
• Overall balance and ROI
  

9 Jul 2021

Nota Keluaran

V1.26 Changes

• updated alert options
  
• ROI calculated per year
  
• replaced stats label with table; backtest start 2019=>2018
  
• added long/short option
  
• added SL "Trail" option; added inExitSlLockout option