TradingView
mks17
16 dic 2022 09:09

Signal Analyzer 

S&P 500SP

Descrizione

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.

Note di rilascio

v2

Note di rilascio

v3

Added:
f_signalDim()

Note di rilascio

v4

Updated:
f_SignalPrecision()

Removed:
f_signalDim()

Note di rilascio

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)

Note di rilascio

v6 Efficacy formula changed
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