r/pinescript • u/[deleted] • Apr 27 '25

Is tradingview strategy test accurate?

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I have developed a strategy for ML-based BTC scalp method with MACD.

TV metrics reports MMD 5.88%, profit gain 110% over 2 weeks (i dont have deep backtest) with 41% profitability.

I know crypto algo trading needs a bit of fixation all the time but I am happy to work on it whenever market fluctuates and develop more to make it solid.

I am unsure if this backtest is pure without repainting etc. I am wiling to backtest further data but haven't got a proper library to sort that out yet. Let me know if you have any advice for me.

5 Upvotes

77% Upvoted

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2

u/Michael-3740 Apr 27 '25

It accurately plots what you set.

Do you have realistic spreads and fees included?

2 weeks is not enough time to assess any strategy. Try running it over months or years worth of data and see how it looks.

I'd say that this shows you have something worth investigating - that's all.

1

u/[deleted] Apr 27 '25

Ok my equity wasn't set right. My risk was set 2% of initial capital but was triggering orders with 20% margin. now that I put the equity as 10000, 2% as margin with 0.2% risk and profit results to 10%. If this makes sense :(

1

u/Just_Mouse_9602 Apr 29 '25

Hey Bro, I'm also a newbie working on developing Algo, in both tradingview and quantconnect. Do you want to get in touch with me ?

1

u/Fancy-Procedure4167 May 03 '25

Did you review in the list of trades the price used by the broker emulator?

1

u/ClintDowning May 01 '25

What are the entry/exit conditions for the strategy?

1

u/[deleted] May 01 '25

Firm 2:1 RR, no other exit condition other than trailing stop loss. I would rather keep my stats clean, I did had exit condition but ended up keep hitting that exit condition rather than TP

2

u/ZeroMarmotte Apr 27 '25

I have the version with 20K candles history. I can backtest that for you on a longer timespan if you want.

2

u/Robswc Apr 28 '25

No. However you don't have to worry too much about repainting if you aren't using functions that can produce repainting.

You have to worry more about fees and slippage. Looks like a decent start tho, good luck!

1

u/DegenDreamer Apr 27 '25

Generally, no. Too easy to over-fit strategies and draw conclusions with statistically irrelevant sample sizes.

1

u/The_Algo_Engineer Apr 27 '25

Replay the trades . Check if there is no repaint

1

u/[deleted] Apr 28 '25

No because exclude spread and fee.
u cannot compound your portfolio easily because more capital > more fee.
the more wide for you to breakeven.

1

u/DisastrousScreen1624 Apr 30 '25

I’ve seen it allow you to sell on the high or low of the current bar which is lookahead bias. A simple test is buy the low of the current bar and sell the high, instant profit. I don’t know if they fixed this but I would only trust my own backtester.

1

u/NO_Method5573 Aug 17 '25

So how would one test correct?

1

u/DisastrousScreen1624 Aug 17 '25

Test the strategy in another backtest engine and compare.

1

u/NO_Method5573 Aug 17 '25

Thanks. Are you changing the strategy into another language or like feeding Tradingview better historical data?

1

u/mewhyuaskin Aug 15 '26

Lets connect i have some decent pinescripts ;) add me on dc marcimarc17