Backtesting Period Selector | Component

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It's nice to quickly be able to set the backtesting period when writing strategies.
To make this process faster I wrote a simple 'component'.
So this is not a strategy but rather code you can plug-into your strategy and use
if you need that specific functionality.

Then it's just a matter of selecting which dates you want to backtest.
You can also chose to color the background to visually show the testing period.
Unfortunately, the background color is fixed at 'blue' for now.

Ps. I like the idea of writing small components to be pluged into other strategies
I'll try to develop this idea a bit further and see how small pieces of code can
easily provide specific functionality to assist and make deving strategies a bit less 'Pineful'.

First copy the instructed part of the component code over to your strategy.
Next, use the testPeriod() function to limit strategies to the specified backtesting period.

Example usage:
if testPeriod()
strategy.entry("LE", strategy.long)

Todo / Improvements
There are many ways to improve this component and I'm not a very good coder so this is a very crude solutions.
Anyway, here are some things which would be nice to improve:
1. Enable color selection so that the user can choose the background color of his own liking.
2. Improve naming of variables.
3. Test for ilogical choices, such as test period start being at a later date, than test period stop.
4. Account for time zones.

As always, any feedback, corrections or thoughts are very much welcome!
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strategy("Backtesting Period Selector | [pbergden]", shorttitle="Backtesting Period Selector", overlay=true)

// Date:2016.06.01
// Author: pbergden
// Version: 0.1
// Description: A 'component' which simplifies selecting backtesting period

// Long description:
// With this component code you can select between which dates 
// you want to backtest.
// You can also select a background color to visually show the 
// testing period.

// Todo
// 1.   Enable color selection to that the user can choose the 
//      background color of his own choice.
// 2.   Improve naming of variables.
// 3.   Test for ilogical choices, such as test period start being at
//      a later date than test period stop.
// 4.   Account for time zones.

// Example usage:
// if testPeriod()
//   strategy.entry("LE", strategy.long)

// Simply copy the code below and paste it into your own strategy

// Component Code Start
testStartYear = input(2014, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(2, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)

testStopYear = input(2015, "Backtest Stop Year")
testStopMonth = input(12, "Backtest Stop Month")
testStopDay = input(30, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)

// A switch to control background coloring of the test period
testPeriodBackground = input(title="Color Background?", type=bool, defval=true)
testPeriodBackgroundColor = testPeriodBackground and (time >= testPeriodStart) and (time <= testPeriodStop) ? #00FF00 : na
bgcolor(testPeriodBackgroundColor, transp=97)

testPeriod() =>
    time >= testPeriodStart and time <= testPeriodStop ? true : false
// Component Code Stop
Great function. Would be awesome if trading view allowed users to upload these to be pulled into the code directly to keep the code clean.

Also If anyone is looking for a simple way to limit your backtesting period you can also achieve this by simply nesting the strategy in a time conditional statement like this: `if (time>timestamp(2018, 05, 27, 0, 0))` e.g. only test for periods beyond this date.
amazing, thanks so much =)
@pbergden Thank you so much for this. For some reason, I'm having problems adding this to built in strategies, specifically the testPeriod part at the end. If it's not too much trouble, can you please show this on the Channel Break Out Strategy for example? Thanks!

strategy("ChannelBreakOutStrategy", overlay=true)

length = input(title="Length", type=integer, minval=1, maxval=1000, defval=5)

upBound = highest(high, length)
downBound = lowest(low, length)

if (not na(close))
strategy.entry("ChBrkLE", strategy.long, stop=upBound + syminfo.mintick, comment="ChBrkLE")
strategy.entry("ChBrkSE", strategy.short, stop=downBound - syminfo.mintick, comment="ChBrkSE")

//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)
+1 Reply
Thank you for this, it's exactly what I needed!
This is a great idea. I hope to see more!
@scarf, @pbergden This is a great idea and needed. However here's my problem, not sure if I'm not using it right or limitation of Tradingview.

I'm using 5min bars, I think TV hard caps bar analysis at around 9000 bars. This means I can't backtest anything at the 5min level more than a month out.

1. Does this selector allow selecting a period beyond 9000 bars ago? For ex today is 9/28/17, I'd like to backtest 7/1/17 - 7/30/17. Right now the code will return "No Data" in the strategy. I suspect this is because of the bar cap by TV, not sure if anyone can confirm.

2. Is there a way around the 9000 bar cap, for TV to ignore analysis on the first 9000+ bars and for backtesting/analysis to cover a period in the past.
+8 Reply
@scarf, Ha lad I just saw you pop up on here, what are the chances, you must be at the same thing as me
line 61: mismatched input 'strategy.entry' expecting LEND i dont believe this is working anymore
pbergden Germaine_Mills
If post your code - or send me a PM - I can have a look at what might be wrong.
Im using his strategy
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