Strategy Builder

Table of Contents

General
Indicators Definition
Strategies Definition
Indicators Parameters Definition
Strategies Parameters Definition
Backtesting Parameters
Backtesting Statistics & Metrics
Tutorials

Create your own personalized strategies with our ultra-complete Strategy Builder in order to obtain your unique combination, which perfectly suits your desires.
Find +35 indicators and +80 strategies with adjustable parameters.

General #

1. Left section

Run: Start the calculation of your defined strategy.
My Backtests: Visualize and load your backtest history.
Reset: Reset the builder and the parameters.
Shared: Find the strategies shared by the community.
Settings: Define the global parameters and your time range.
Options: Choose your basic parameters such as stop loss or take profit.
Optimisation: Choose your optimisation parameters to display.
Advanced: Choose advanced parameters such as buy and sell coefficients.
Metrics: Choose the statistics and financial ratios to display.
Auto Save : Save your actual strategy.

An information icon is also present for each item to guide you in your selection.

2. Top section (apply on the section 4)

Fit: Adapt the flowchart to your screen.
Clear Mark: Delete the selected block path.
Zoom In / Zoom Out: Zoom in and zoom out.
Swap: Orient your flowchart along different axes.
Compact: Group or space the blocks.
Expand: View/unfold all of the blocks and parameters of the strategy.
Collapse: Hide/minimize all of the blocks and parameters of the strategy.

3. Right section

This section allows you to choose the indicator of your choice (RSI, MACD…), then to select one of our pre-defined strategies (volatility, cross…), and finally to add an optimization (overbuy, oversell) of some parameters.

An information icon is also present for each item to guide you in your selection.

4. Middle section

The addition of all these elements can overwhelm you, hence the importance of having visual support.

View your selection here in the form of a « family tree » for clarity.
Use the features shown (2) to adapt the flowchart to your preferences.
Modify directly the parameters and elements of your strategy.

Indicators Definition #

Symbol	Name	Definition
ADX	Average Directional Movement	Help measuring the overall strength of a trend. The ADX indicator is an average of expanding price range values.
BOLLINGER	Bollinger Bands	The purpose of Bollinger Bands is to provide a relative definition of high and low prices of a market. By definition, prices are high at the upper band and low at the lower band.
CCI	Commodity Channel Index	Measures the difference between the current price and the historical average price.
CFI	Commodity Force Index	Illustrate how strong the actual buying or selling pressure is. It combines price direction, extent, and volume to determine price movement.
CHOP	Choppiness	Helps determine whether the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). It shows how long an individual segment of the market outperforms the market in general.
DIVERGENCE	Divergence	Divergence between indicator and price, can be coupled on all indicators except SMI (internal process).
EMA	Exponential Moving Average	Similar to Simple Moving Average (SMA), measuring trend direction over a period of time. However, whereas SMA simply calculates an average of price data, EMA applies more weight to data that is more current.
EVM	Ease of Movement	Volume-based oscillator that fluctuates above and below the zero line.
FAG	Fear & Greed	Measure the greed and fear of investors in the market.
ICHIMOKU	Ichimoku Kinkō Hyō	Technical indicator that is used to gauge momentum along with future areas of support and resistance.
KBANDS	KBands	Indicator that specifically takes into account the maximum volatility for a given reference period.
KC	Keltner Channel	Technical indicator that is often used by traders to identify volatility and the direction of the market.
MACD	Moving Average Convergence Divergence	This indicator is used to understand the momentum and its directional strength by calculating the difference between two time period intervals.
MACD FIB	MACD with Fibonacci	MACD indicators combined with a Fibonacci Moving Average.
PSAR	Parabolic Stop And Reverse	Trailing stop-based trading system that is often used as an indicator as well. The SAR uses a trailing stop level that follows prices as they move up or down.
RAINBOW	Rainbow	Mix between a trend-following and a contrarian system. It’s a combination of smoothed moving averages that are used together to confirm a beginning or end of a trend.
ROC	Rate Of Change	Momentum-based technical indicator that measures the percentage change in price between the current price and the price a certain number of periods ago.
RSI	Relative Strength Index	Momentum indicator that measures the magnitude of recent price changes to analyze overbought or oversold conditions.
RVGI	Relative Vigor Index	Oscillator based on the concept that prices tend to close higher than they open in up trends and close lower than they open in down trends.
RVI	Relative Volatility Index	Is similar to the Relative Strength Index (RSI) index. Both measure the direction of volatility, but RVI uses the standard deviation of price changes in its calculations, while RSI uses the absolute price changes.
SAR	Stop And Reverse	Used to determine the price direction of an asset, as well as draw attention to when the price direction is changing
SMA	Simple Moving Average	Measures the direction of the trend over a period of time by averaging price data.
SMI	Squeeze Momentum Index	A derivative of John Carter’s « TTM Squeeze » volatility indicator, made by LazyBear, combining Bollinger Bands and Keltner Channel.
STOCHASTIC	Stochastic	Momentum indicator that shows the location of the close relative to the high-low range over a set number of periods.
STOCHASTIC RSI	Stochastic RSI	Ranges between zero and 100 and is created by applying the Stochastic oscillator formula to a set of Relative Strength Index (RSI) values rather than to standard price data.
SUPERTREND	Supertrend	Trend following indicator similar to moving averages. It is plotted on the price and the current trend can simply be determined by its position relative to the price.
TDROC	Tom DeMark Rate Of Change	A revised version by Tom Demark of the Rate Of Change indicator.
TDSEQ	Tom DeMark Sequential	Powerful tool designed to identify the exact time of trend exhaustion and price reversal.
TII	Trend Intensity Index	Is a measure of the strength of the trend, created by a 10-period moving average and price deviations around it, then, we will count the number of the up periods relative to the total number of periods.
TSI	True Strength Index	Momentum oscillator used in technical analysis to determine the strength and momentum of a market’s trend.
VEGAS	Vegas Cloud	Trend following indicator forming a cloud created with two moving averages.
VHF	Vertical Horizontal Filter	This trend following indicator determines whether prices are in a trending phase or a congestion phase.
VORTEX	Vortex	Is used to spot trend reversals and confirm current trends using a pair of oscillating lines.
WTCROSS	WaveTrend Crosses	Trend indicator that draws waves with highs and lows between two values.

You can add these parameters to combine indicators :

Name	Definition
Coefficient	Correlation method based on a coefficient giving more or less weight to the different selected strategies. The total coefficient must be equal to 1. The higher the coefficient, the more weight the concerned strategy will have in the given global signal. Example: By correlating the RSI (with a coefficient of 0.7) and the MACD (with a coefficient of 0.3), the RSI will have more weight in the signal given by the global strategy than the MACD.
Coefficient Group	Module for assigning coefficients to groups of indicators. Only useful when the combination method is set to « Coefficient ». The total coefficient must be equal to 1.
Combine	Module allowing to select the type of correlation of indicators and strategies.
Priority	Correlation method based on the priority given to the indicator. The smaller the number is, the higher the priority. Example: By correlating the RSI (with a priority of 1) and MACD (with a priority of 2), if the RSI gives a sell signal and the MACD a buy signal, the signal sent by the strategy will be sell.
Tendency	Correlation method based on a majority of signals to give a strong global signal. Example: By correlating 3 indicators, if two give a buy signal, then the global signal will be buy. If only one is buy and the other two are neutral, then the global signal will be neutral.
Unanimous	Correlation method where all the selected strategies must send the same type of signal for a global signal to be sent. Example: By correlating the RSI and the MACD, if the RSI gives a buy signal and the MACD is neutral, the signal given by the global strategy will be neutral. If the RSI gives a sell signal and the MACD also gives a sell signal, the signal given by the global strategy will be sell.

Strategies Definition #

Related Indicator	Name	Definition
ADX	Divergence	Gives a buy signal if a bullish divergence is detected. Gives a sell signal if a bearish divergence is detected.
ADX	Cross	Gives a buy or sell signal depending on the direction of the crossings of the ADX lines.
BOLLINGER	Distance Reversal	Gives a signal if the price just went below or above the Bollinger Bands, and if the distance multiplied by the previous distance is lower than 0.
BOLLINGER	Reversal	Gives a signal if the price just went below or above the Bollinger Bands.
CCI	Volatility	Gives a signal if the previous value just went below or above the indicated limits.
CCI	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
CFI	Volatility	Gives a signal if the previous value just went below or above the indicated limits.
CFI	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
CHOP	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
CHOP	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
CHOP	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
EMA	Cross	Gives a buy signal if the short moving average crosses the long moving average from below. Gives a sell signal if the short moving average crosses the long moving average from above.
EVM	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
EVM	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
EVM	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
FAG	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside. The FAG is created for Bitcoin, however it can also work for other highly correlated assets.
FAG	Volatility Zone	Takes into account all the values that are below/above the indicated borders. The FAG is created for Bitcoin, however it can also work for other highly correlated assets.
FAG	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits. The FAG is created for Bitcoin, however it can also work for other highly correlated assets.
FAG	Cross	Gives a buy or sell signal depending on the direction of the FAG signal lines crossings. The FAG is created for Bitcoin, however it can also work for other highly correlated assets.
ICHIMOKU	Cross Part	Gives a buy signal if the price crosses the Tenkan/Kijun from below. Gives a sell signal if the price crosses the Tenkan/Kijun from above.
ICHIMOKU	Cross Senkou	Gives a buy signal if the cloud turns green (SSA > SSB). Gives a sell signal if the cloud turns red (SSB > SSA).
ICHIMOKU	Cross Mixed	Gives a buy signal if the Tenkan crosses the Kijun from below. Gives a sell signal if the Tenkan crosses the Kijun from above.
ICHIMOKU	Above Cloud	Gives a buy signal if the price closes under the cloud, the Tenkan and the Kijun. Or gives a buy signal if the Tenkan crosses the Kijun from above and the price is above the cloud. Gives a sell signal if the price closes above the cloud, the Tenkan and the Kijun. Or gives a sell signal if the Tenkan crosses the Kijun from below and the price is below the cloud.
ICHIMOKU	In Cloud	Gives a buy signal if the price goes into the Cloud from the upside. Gives a sell signal if the price goes into the Cloud from the downside.
ICHIMOKU	Break Cloud	Gives a buy signal if the price exits the Cloud from the upside. Gives a sell signal if the price exits the Cloud from the downside.
ICHIMOKU	Chikou Break Cloud	Gives a buy signal if the Chikou (Lagging Span) breaks the cloud to the upside. Gives a sell signal if the Chikou (Lagging Span) breaks the cloud on the downside.
ICHIMOKU	Above Cloud 2	Same as Ichimoku – above_cloud strategy, but the price has to cross Tenkan.
ICHIMOKU	Score	Gives a signal when the value of the indicator was out of its limits and returns to the inside. This strategy is based on an in-house developed Ichimoku oscillator.
ICHIMOKU	Score Reversed	Gives a signal if the previous value just went below or above the indicated limits. This strategy is based on an in-house developed Ichimoku oscillator.
KBANDS	Reversal	Gives a signal if the previous value just went below or above the indicator limits.
KC	Reversal	Gives a buy signal if the price is below the low border of the KC and the low point of the candle is higher than the previous one. Gives a sell signal if the price is above the high border of the KC and the high point of the candle is lower than the previous one.
MACD	Signal MACD	Gives a buy signal if the MACD line crosses the Signal line from below. Gives a sell signal if the MACD line crosses the Signal line from above.
MACD FIB	Reversal	Gives a buy signal if Signal is less than or equal to HIST, and the previous day’s signal is greater than the previous day’s HIST, and the previous day’s HIST is greater than the MACD_FIB. Inversely to give a sell signal.
PSAR	Reversal	Gives a buy signal if the price rises above the indicator’s level from below. Gives a sell signal if the price goes below the level of the indicator from above.
RAINBOW	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
RAINBOW	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
RAINBOW	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
RAINBOW	Cross	Gives a buy signal if the price exits the Rainbow from the upside. Gives a sell signal if the price exits the Rainbow from the downside.
ROC	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
ROC	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
ROC	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
RSI	Neutral Zone	Gives a buy signal if the RSI exits its neutral zone from above. Gives a sell signal if the RSI exits its neutral zone from below.
RSI	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
RSI	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
RSI	Divergence	Gives a buy signal if a bullish divergence is detected. Gives a sell signal if a bearish divergence is detected.
RSI	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
RSI	Cross	Gives a buy signal if the RSI crosses the RSI_SIGNAL line from below. Gives a sell signal if the RSI crosses the RSI_SIGNAL line from above.
RVGI	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
RVGI	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
RVGI	Cross	Gives a buy signal if the RVGI line crosses the RVGI_SIGNAL line from below. Gives a sell signal if the RVGI line crosses the RVGI_SIGNAL line from above.
RVGI	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
RVI	Cross	Gives a buy signal if the RVI crosses its moving average from below. Gives a sell signal if the RVI crosses its moving average from above.
RVI	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
RVI	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
RVI	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
RVI	Neutral Zone	Gives a buy signal if the RVI exits its neutral zone from above. Gives a sell signal if the RVI exits its neutral zone from below.
SAR	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
SAR	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
SAR	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
SMA	Cross	Gives a buy signal if the short moving average crosses the long moving average from below. Gives a sell signal if the short moving average crosses the long moving average from above.
SMI	Increase	Gives a buy signal if the bearish momentum (red) starts to decrease. Gives a sell signal if the bullish momentum (green) starts to decrease.
SMI	Increase Zone	Gives a buy signal every time the downward momentum (red) decreases. Gives a sell signal every time the upward momentum (green) decreases.
SMI	Squeeze Released	Gives a buy signal if the dot mark changes from black to grey and the momentum is bearish. Gives a sell signal if the dot mark changes from black to gray and the momentum is bullish.
SMI	Divergence	Gives a buy signal if a bullish divergence is detected. Gives a sell signal if a bearish divergence is detected.
STOCHASTIC	Cross	Gives a buy signal if the K line crosses the D line from below. Gives a sell signal if the K line crosses the D line from above.
STOCHASTIC RSI	Cross	Gives a buy signal if the S_RSI_K line crosses the S_RSI_D line from below. Gives a sell signal if the S_RSI_K line crosses the S_RSI_D line from above.
SUPERTREND	Cross	Gives a buy signal if the price rises above the indicator’s level from below. Gives a sell signal if the price goes below the level of the indicator from above.
TDROC	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
TDROC	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
TDROC	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
TDSEQ	Signal	Gives a buy or sell signal depending on the sequence of the previous candles.
TII	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
TII	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
TII	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
TII	Cross	Gives a buy signal if the indicator crosses its signal line from below. Gives a sell signal if the indicator crosses its signal line from above.
TSI	Cross	Gives a buy signal if the TSI line crosses the TSI_SIGNAL line from below. Gives a sell signal if the TSI line crosses the TSI_SIGNAL line from above.
VEGAS	cross	Gives a buy signal if the price exits the Vegas cloud from the upside. Gives a sell signal if the price exits the Vegas cloud from the downside.
VHF	Volatility	Gives a signal when the value of the indicator was out of its limits and returns to the inside.
VHF	Volatility Zone	Takes into account all the values that are below/above the indicated borders.
VHF	Volatility Reversed	Gives a signal if the previous value just went below or above the indicated limits.
VHF	Cross	Gives a buy signal if the indicator crosses its signal line from below. Gives a sell signal if the indicator crosses its signal line from above.
VORTEX	Cross	Gives a buy or sell signal depending on the direction of the crossings of the Vortex lines.
WTCROSS	Cross	Gives a buy signal if the WT1 line crosses the WT2 line from below. Gives a sell signal if the WT1 line crosses the WT2 line from above.

Indicators Parameters Definition #

Related Indicator	Name	Description
ADX	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
BOLLINGER	Sma	Specifies the number of periods to be taken into account in the calculation of the Bollinger Bands indicator.
BOLLINGER	Dev	Specifies the standard deviation which measures the amount of variation or dispersion.
CCI	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
CFI	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
CHOP	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
CHOP	Atr Loopback	Specifies the value of the Average True Range which measures the volatility.
CHOP	Scalar	CHOP specific scaling parameter.
EMA	Ema S	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
EMA	Ema L	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
EVM	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
EVM	Scalar	EVM specific scaling parameter.
FAG	S One Window	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
FAG	S Two Window	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
ICHIMOKU	Tenkan Period	Specifies the number of periods to be taken into account in the calculation of the conversion line (Tenkan).
ICHIMOKU	Kijun Period	Specifies the number of periods to be taken into account in the calculation of the baseline (Kijun).
ICHIMOKU	Senkou Span Period	Specifies the number of periods to be taken into account in the calculation of the Lagging Span (Senkou).
ICHIMOKU	Score Period	Specifies the number of periods to be taken into account in the calculation of the score.
KBANDS	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
KBANDS	Dev	Specifies the multiple of the Average True Range (ATR).
KC	Sma	Specifies the number of periods to be taken into account in the calculation of the Keltner Channel indicator.
KC	Dev	Specifies the value of the Average True Range which measures the volatility.
KC	Atr Loopback	The Average True Range measures the volatility.
MACD	Signal Mw	MACD calculation is further smoothed to provide a signal line.
MACD	Ema S	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
MACD	Ema L	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
MACD FIB	Ema S	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
MACD FIB	Ema L	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
MACD FIB	Signal Mw	MACD calculation is further smoothed to provide a signal line.
PSAR	Af	The Starting Step of the Acceleration Factor.
PSAR	Amax	The Maximum Step of the Acceleration Factor.
PSAR	Af Increase	The increase of the Acceleration Factor.
ROC	Delta	Specifies the number of periods to be taken into account in the calculation of the indicator.
RSI	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
RVGI	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
RVI	Std Period	Specifies the standard deviation of the closing prices.
RVI	Sma Period	Specifies the number of periods to be taken into account in the MA calculation of the indicator.
SAR	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
SAR	Af	The Starting Step of the Acceleration Factor.
SAR	Amax	The Maximum Step of the Acceleration Factor.
SMA	Sma S	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
SMA	Sma L	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
SMI	Bollinger Sma	Specifies the number of periods to be taken into account in the calculation of the Bollinger Bands indicator.
SMI	Bollinger Dev	Specifies the Bollinger Bands standard deviation which measures the amount of variation or dispersion.
SMI	Kc Sma	Specifies the number of periods to be taken into account in the calculation of the Keltner Channel indicator.
SMI	Kc Dev	Specifies the value of the Average True Range which measures the volatility of the Keltner Channel indicator.
SMI	Atr Loopback	The length of the Average True Range which measures the volatility.
SMI	Mom Window	Specifies the number of periods to be taken into account in the calculation of the SMI indicator.
SMI	Mom Div Order	SMI specific divergence parameter.
SMI	Mom Div K	SMI specific divergence parameter.
STOCHASTIC	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
STOCHASTIC	MovingAverage	Specifies the value of the Moving Average (MA).
STOCHASTIC RSI	Window	Specifies the number of periods to be taken into account in the calculation of the Stochastic indicator.
STOCHASTIC RSI	Rsi Window	Specifies the number of periods to be taken into account in the calculation of the RSI indicator.
STOCHASTIC RSI	MovingAverageK	Specifies the number of periods to be taken into account in the calculation of the K line.
STOCHASTIC RSI	MovingAverageD	Specifies the number of periods to be taken into account in the calculation of the D line.
SUPERTREND	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
SUPERTREND	Band Multiplier	Specifies the multiple of the ATR.
TDROC	Delta	Specifies the number of periods to be taken into account in the calculation of the indicator.
TDSEQ	Td Drift	Specifies the number of periods to be taken into account in the calculation of the TD Sequential.
TII	Window	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
TII	Window Signal	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
TSI	Smooth P S	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
TSI	Smooth P SS	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
VEGAS	Ema S	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
VEGAS	Ema L	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
VHF	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
VHF	Signal	Specifies the number of periods to be taken into account in the calculation of the signal line.
VHF	Drift	Drift parameter specific to VHF.
VORTEX	Window	Specifies the number of periods to be taken into account in the calculation of the indicator.
VORTEX	Prev Day	Specifies the value of the Vortex Indicator horizontal line.
WTCROSS	Average Window	Number of candles used to average WaveTrend.
WTCROSS	Channel Window	Number of candles used to calculate WaveTrend.

Strategies Parameters Definition #

Related Indicator	Name	Definition
ADX	Trend Strength	Specifies the strength of the signal being necessary to consider it as valid.
ADX	Trend Strength	Specifies the strength of the signal being necessary to consider it as valid.
CCI	Buy Border	Specifies the level at which buy signals will be triggered.
CCI	Sell Border	Specifies the level at which sell signals will be triggered.
CFI	Buy Border	Specifies the level at which buy signals will be triggered.
CFI	Sell Border	Specifies the level at which sell signals will be triggered.
CHOP	Sell Border	Specifies the level at which sell signals will be triggered.
CHOP	Buy Border	Specifies the level at which buy signals will be triggered.
EVM	Sell Border	Specifies the level at which sell signals will be triggered.
EVM	Buy Border	Specifies the level at which buy signals will be triggered.
FAG	Sell Border	Specifies the level at which sell signals will be triggered.
FAG	Buy Border	Specifies the level at which buy signals will be triggered.
ICHIMOKU	Drift Shift	Specific drift parameter for this Ichimoku strategy.
ICHIMOKU	Sell Border	Specifies the level at which sell signals will be triggered.
ICHIMOKU	Buy Border	Specifies the level at which buy signals will be triggered.
RAINBOW	Sell Border	Specifies the level at which sell signals will be triggered.
RAINBOW	Buy Border	Specifies the level at which buy signals will be triggered.
RAINBOW	Cross Sma First	Specifies the number of periods to be taken into account in the calculation of the fast signal line.
RAINBOW	Cross Sma Second	Specifies the number of periods to be taken into account in the calculation of the slow signal line.
ROC	Buy Border	Specifies the level at which buy signals will be triggered.
ROC	Sell Border	Specifies the level at which sell signals will be triggered.
RSI	Neutral	Specifies the extent of the zone considered as neutral. Example: If Neutral Borders = 5, the neutral zone extends by default (see parameter Neutral Level) from 45 to 55 for the RSI.
RSI	Overbuy	Specifies the level at which the price is considered to be overbought.
RSI	Oversell	Specifies the level at which the price is considered oversold.
RSI	Neutral Init	Specifies the neutrality level of the RSI oscillator. Must be completed with the parameter Neutral Borders.
RVGI	Buy Border	Specifies the level at which buy signals will be triggered.
RVGI	Sell Border	Specifies the level at which sell signals will be triggered.
RVI	Sell Border	Specifies the level at which sell signals will be triggered.
RVI	Buy Border	Specifies the level at which buy signals will be triggered.
RVI	Neutral	Specifies the extent of the zone considered as neutral. Example: If Neutral Borders = 5, the neutral zone extends by default (see parameter Neutral Level) from 45 to 55 for the RVI.
RVI	Overbuy	Specifies the level at which the price is considered to be overbought.
RVI	Oversell	Specifies the level at which the price is considered oversold.
RVI	Neutral Init	Specifies the neutrality level of the RVI indicator. Must be completed with the parameter Neutral Borders.
SAR	Sell Border	Specifies the level at which sell signals will be triggered.
SAR	Buy Border	Specifies the level at which buy signals will be triggered.
STOCHASTIC RSI	Buy Border	Specifies the level at which buy signals will be triggered.
STOCHASTIC RSI	Sell Border	Specifies the level at which sell signals will be triggered.
TDROC	Buy Border	Specifies the level at which buy signals will be triggered.
TDROC	Sell Border	Specifies the level at which sell signals will be triggered.
TDSEQ	Signal Strength	Specifies the strength of the signal being necessary to consider it as valid.
TII	Sell Border	Specifies the level at which sell signals will be triggered.
TII	Buy Border	Specifies the level at which buy signals will be triggered.
TSI	Buy Border	Specifies the level at which buy signals will be triggered.
TSI	Sell Border	Specifies the level at which sell signals will be triggered.
WTCROSS	Buy Border	Specifies the level at which buy signals will be triggered.
WTCROSS	Sell Border	Specifies the level at which sell signals will be triggered.

Backtesting Parameters #

Name	Values	Default	Description
Coef Buy	0 to 1	0.3	Specifies the level at which buy signals will be triggered when combine type is set to Coefficient.
Coef Sell	0 to -1	-0.3	Specifies the level at which sell signals will be triggered when combine type is set to Coefficient.
Long Only	True, False	False	Option to take only buy positions (Long order).
Max	Can be set as desired but min and max values depend on the selected setting.	Default depend on selected setting.	End value of the optimisation range.
Min	Can be set as desired but min and max values depend on the selected setting.	Default depend on selected setting.	Start value of the optimisation range.
Random Percent Brut	0 to 1	0.3	Defines the percentage of randomness injected into the optimization mechanism. The lower the value (tends to 0), the deeper but slower the optimisation will be. The higher the value (tends to 1), the more superficial but fast the optimisation will be.
Sell Only	True, False	False	Option to take only sell positions (Short order).
Sorted By	Sortino, Omega, Calmar, Max Drawdown, Sharpe, Return/Percent, Stability, Tail	omega	Choose according to which parameter the optimisation should be done.
Step	Can be set as desired.	Default depend on selected setting.	Step between the start and end of the optimisation range.
Stop Loss	0.01 to 0.99		A protective order to close a position before it causes too much loss. Set in percentages (%).
Take Profit	-0.01 to -0.99		Order to close a position to secure profits. Set in percentages (%).
Type	Minimize Brut, Brut, SHGO, Minimize, Differential	minimize_brut	Selection of the type of optimisation mechanism.

Backtesting Statistics & Metrics #

Name	Description
Alpha	Alpha is a measure of the performance of an investment portfolio relative to a benchmark. It is the degree to which an investor has managed to « outperform » the market over a period of time. A positive alpha means that the asset has performed better than the benchmark. A neutral alpha indicates a performance similar to the benchmark. A negative alpha reflects a performance below the benchmark.
Annual Volatility	Determines the annual volatility of a strategy.
Beta	Beta is the measure of past volatility, or risk relative to the wider market. If the coefficient is greater than 1, the asset is more volatile than the market. If the coefficient is less than 1, the asset is less volatile than the reference market. For example, if Beta is equal to 1.2, it means that the asset is 20% more volatile than the market.
Calmar	The Calmar ratio is a performance measure used to evaluate commodity trading advisors and hedge funds. Higher the ratio, the better it is. Anything above 0.50 is considered good. A ratio of 3.0 to 5.0 is really good.
Kurtosis	Kurtosis is a measure of whether the data are heavy-tailed or light-tailed relative to a normal distribution. That is, data sets with high kurtosis tend to have heavy tails, or outliers. Data sets with low kurtosis tend to have light tails, or lack of outliers. A uniform distribution would be the extreme case.
Max Drawdown	Max Drawdown is a risk indicator. It corresponds to the maximum historical loss borne by an investor who would have bought at the highest and sold at the lowest during a given period.
Omega	The Omega ratio is a measure of the risk/return performance of an asset, a portfolio or an investment strategy. Omega is an alternative to the Sharpe ratio. A higher ratio indicates that the asset provides more gains than losses for a certain threshold and would therefore be preferred by an investor.
Sharpe	The Sharpe ratio compares the return of an investment with its risk. Under 1 is considered bad. 1 is considered acceptable or good. 2 or higher is rated as very good. 3 or higher is considered excellent.
Skew	Measure the risk that results when observations are not spread symmetrically around an average value.
Sortino	The Sortino ratio is a variation of the Sharpe ratio that differentiates harmful volatility from total overall volatility. Under 1 is considered bad. 1 is considered acceptable or good. 2 or higher is rated as very good. 3 or higher is considered excellent.
Stability	Determines the R-squared of a linear fit to the cumulative logarithmic returns. Computes a linear ordinary least squares fit and returns the R-squared.
Tail	Determines the ratio between the right (95%) and left tail (5%) of the daily returns distribution. For example, a tail ratio of 0.25 means that losses are four times greater than profits.
Value at Risk	VaR is a concept used to measure the market risk of a portfolio. It corresponds to the amount of losses that should only be exceeded with a given probability over a given time horizon. VaR determines the potential for loss and the probability that the defined loss will occur.

Tutorials #

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