pbergden

Backtesting Period Selector | Component

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Description
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'.

Usage
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!
/pbergden
Remove from Favorite Scripts Add to Favorite Scripts
//@version=2
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
//////////////////////////////////////////////////////////////////////
This is a great idea. I hope to see more!
Reply
@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.
+1 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
Reply
line 61: mismatched input 'strategy.entry' expecting LEND i dont believe this is working anymore
Reply
pbergden Germaine_Mills
If post your code - or send me a PM - I can have a look at what might be wrong.
Reply
Im using his strategy
Daily Close Comparison Strategy (by ChartArt via sirolf2009)
Reply
pbergden Germaine_Mills
//@version=2
strategy("Daily Close Comparison Strategy (by ChartArt)", shorttitle="CA_-_Daily_Close_Strat", overlay=false)

//////////////////////////////////////////////////////////////////////
// Component Code Start
testStartYear = input(2016, "Backtest Start Year")
testStartMonth = input(5, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)

testStopYear = input(2016, "Backtest Stop Year")
testStopMonth = input(7, "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
//////////////////////////////////////////////////////////////////////

// ChartArt's Daily Close Comparison Strategy
//
// Version 1.0
// Idea by ChartArt on February 28, 2016.
//
// This strategy is equal to the very
// popular "ANN Strategy" coded by sirolf2009,
// but without the Artificial Neural Network (ANN).
//
// Main difference besides stripping out the ANN
// is that I use close prices instead of OHLC4 prices.
// And the default threshold is set to 0 instead of 0.0014
// with a step of 0.001 instead of 0.0001.
//
// This strategy goes long if the close of the current day
// is larger than the close price of the last day.
// If the inverse logic is true, the strategy
// goes short (last close larger current close).
//
// This simple strategy does not have any
// stop loss or take profit money management logic.
//
// List of my work:
// https://www.tradingview.com/u/ChartArt/
//
// __ __ ___ __ ___
// / ` |__| /\ |__) | /\ |__) |
// \__, | | /~~\ | \ | /~~\ | \ |
//
//

threshold = input(title="Price Difference Threshold", type=float, defval=0, step=0.001)

getDiff() =>
yesterday=security(tickerid, 'D', close)
today=security(tickerid, 'D', close)
delta=today-yesterday
percentage=delta/yesterday

closeDiff = getDiff()

buying = closeDiff > threshold ? true : closeDiff < -threshold ? false : buying

hline(0, title="zero line")

bgcolor(buying ? green : red, transp=25)
plot(closeDiff, color=silver, style=area, transp=75)
plot(closeDiff, color=aqua, title="prediction")

longCondition = buying
if testPeriod()
if (longCondition)
strategy.entry("Long", strategy.long)

shortCondition = buying != true
if testPeriod()
if (shortCondition)
strategy.entry("Short", strategy.short)
Reply
pbergden pbergden
Check the formating for the if tests at the end - a new if need to 4 spaces or a tab
if testPeriod()
if (shortCondition)
strategy.entry("Short", strategy.short)
Reply
svyarnall pbergden
thanks
I discovered that the "order" of the coding must be the pbergden's code 1st than enter the if statement of your startegy....
+2 Reply
@pbergden, I inserted the code however when I change the input year nothing changes. What am I missing
+1 Reply
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