NNFX Baseline Tool
NNFX All-in-One Baseline display / test tool.
This is usefull (hopefully) for the NNFX way of trading only. It's not intended to be used as a standalone tool.
Basically, this script displays and tests many types of Moving Averages as baselines.
It displays baseline signals, based on the NNFX ATR-related rule for baseline entries.
It can be used as a backtest tool, or plugged into the whole nnfx algo.
If signal display option is enabled, signals are displayed on chart : green for long, red for short, orange for crossovers beyond the ATR channel :
Many baselines available : SMA , EMA , WMA , VWMA , ALMA , AMA, SMMA , DEMA , FRAMA , HULL, KAMA , KIJUN, JURIK, LAGUERRE, MCGINLEY , TMA1, TMA2, VIDYA , MODULAR FILTER, VAMA , ZLEMA , T3, LSMA, etc.
Additional options :
- multiplying the ATR channel (and subsequent rule) by a factor (default = 1)
- plot the ATR channel (def = yes)
- fill it (def = yes)
- display signals (def = yes)
- option for add color to the baseline, for long/short territory (2 different options : baseline is colored, background is colored)
- darkmode / lightmode color option. (def = dark)
We also display panels, with general information and some test results. Tests are done within the test period.
I tried to test all the different MAs included in the script but some bugs might still be present, so use it at ur own risk.
If you'd like a new MA option added, please let me know in comments.
I included a "bad" signal detection, it can help for tweaking the settings. Signals are defined as "bad" when they are immediately followed by another signal.
When there is 2 or more bad signals next to another, you spotted a chopiness zone (a chopiness zone is defined as a zone where BL get eaten alive).
Example :
to do :
- plug it with the c1/c2 backtest tool (it's the whole point)
- add alerts,
- add more ma types
- stop to use the operator, it's not convenient at all
- add wr% calculation as a standalone feature (with TP / SL)
- add a way to measure chopiness in the test (dont know how yet)
- detect & display chopiness zones
I asked other users when I used their ideas (for some particular types of MAs). They all agreed.
This is usefull (hopefully) for the NNFX way of trading only. It's not intended to be used as a standalone tool.
Basically, this script displays and tests many types of Moving Averages as baselines.
It displays baseline signals, based on the NNFX ATR-related rule for baseline entries.
It can be used as a backtest tool, or plugged into the whole nnfx algo.
If signal display option is enabled, signals are displayed on chart : green for long, red for short, orange for crossovers beyond the ATR channel :
Many baselines available : SMA , EMA , WMA , VWMA , ALMA , AMA, SMMA , DEMA , FRAMA , HULL, KAMA , KIJUN, JURIK, LAGUERRE, MCGINLEY , TMA1, TMA2, VIDYA , MODULAR FILTER, VAMA , ZLEMA , T3, LSMA, etc.
Additional options :
- multiplying the ATR channel (and subsequent rule) by a factor (default = 1)
- plot the ATR channel (def = yes)
- fill it (def = yes)
- display signals (def = yes)
- option for add color to the baseline, for long/short territory (2 different options : baseline is colored, background is colored)
- darkmode / lightmode color option. (def = dark)
We also display panels, with general information and some test results. Tests are done within the test period.
I tried to test all the different MAs included in the script but some bugs might still be present, so use it at ur own risk.
If you'd like a new MA option added, please let me know in comments.
I included a "bad" signal detection, it can help for tweaking the settings. Signals are defined as "bad" when they are immediately followed by another signal.
When there is 2 or more bad signals next to another, you spotted a chopiness zone (a chopiness zone is defined as a zone where BL get eaten alive).
Example :
to do :
- plug it with the c1/c2 backtest tool (it's the whole point)
- add alerts,
- add more ma types
- stop to use the operator, it's not convenient at all
- add wr% calculation as a standalone feature (with TP / SL)
- add a way to measure chopiness in the test (dont know how yet)
- detect & display chopiness zones
I asked other users when I used their ideas (for some particular types of MAs). They all agreed.
Versionsinformation:
Update 22/08 :
- Added a "Regularized Exponential Moving Average" MA type (REMA). Credits to @everget.
- Added a visual option to mark the backtest period with a vertical line :
- Added a "Regularized Exponential Moving Average" MA type (REMA). Credits to @everget.
- Added a visual option to mark the backtest period with a vertical line :
Versionsinformation:
Added AHMA on demand (credits to everget).
Versionsinformation:
Minor bug fix.