已更新
Signal Projection Explorer
More exclusive indicators from QuantNomad
Subscribe to UT Bot Suite for $9.99/month to get exclusive indicators by this author. You pay right on TradingView and can use them on your charts straight away.
Explore UT Bot SuiteMany traders focus on building full strategies right away — combining entries, exits, stop-losses, take-profits, filters, and position sizing.
But there is a problem with that approach:
👉 It often hides the true quality of the underlying signal.
When multiple layers are added on top (risk management, opposite signals, overlays), it becomes very difficult to answer a simple but critical question:
“Is this signal actually good on its own?”
🎯 What this indicator does
This tool is designed to analyze raw signals in isolation.
Instead of jumping straight into a full strategy, it lets you explore:
👉 What tends to happen to the price after a signal occurs?
🔍 How it works
📈 What you see on the chart
Instead of a single prediction, you get a range of historical outcomes:
All of these are projected forward from the current price, giving you an intuitive view of possible scenarios.
📋 Stats Table
The table summarizes key metrics at the selected projection horizon:
This gives you a quick read on:
🧠 Why this matters
This tool helps you:
⚠️ Important note
This is not a prediction tool.
It shows historical tendencies based on past signals — not guaranteed future outcomes.
Always use it as:
🚀 Final thought
Before optimizing entries, exits, and risk…
👉 Make sure your signal itself has an edge.
This indicator helps you see that clearly.
But there is a problem with that approach:
👉 It often hides the true quality of the underlying signal.
When multiple layers are added on top (risk management, opposite signals, overlays), it becomes very difficult to answer a simple but critical question:
“Is this signal actually good on its own?”
🎯 What this indicator does
This tool is designed to analyze raw signals in isolation.
Instead of jumping straight into a full strategy, it lets you explore:
👉 What tends to happen to the price after a signal occurs?
🔍 How it works
- The script detects signals in historical data (Golder Cross in this script).
- It collects all occurrences of those signals.
- For each signal, it tracks price performance over the next X bars.
- It then builds a distribution of outcomes and projects it forward from the current price.
📈 What you see on the chart
Instead of a single prediction, you get a range of historical outcomes:
- 🔴 Worst P&L → maximum adverse move after the signal
- 🟢 Best P&L → best-case outcome
- 🔵 25th percentile → lower bound of typical outcomes
- 🟠 75th percentile → upper bound of typical outcomes
- ⚪ Mean → average path
- 🟣 Median → typical (robust) path
All of these are projected forward from the current price, giving you an intuitive view of possible scenarios.
📋 Stats Table
The table summarizes key metrics at the selected projection horizon:
- Number of signals used
- Final P&L for each line (Worst / Best / Percentiles / Mean / Median)
- Distribution metrics like Spread and IQR
This gives you a quick read on:
- Expected return
- Risk range
- Outcome dispersion
🧠 Why this matters
This tool helps you:
- Separate signal quality from strategy complexity
- Understand risk vs reward before adding filters
- Avoid overfitting strategies on weak signals
- Build better systems from strong foundations
⚠️ Important note
This is not a prediction tool.
It shows historical tendencies based on past signals — not guaranteed future outcomes.
Always use it as:
- a research tool
- a context layer
- not a standalone trading system
🚀 Final thought
Before optimizing entries, exits, and risk…
👉 Make sure your signal itself has an edge.
This indicator helps you see that clearly.
版本注释
fix for replay bars
Quant Developer | Pine Script v6 | Python & R
12+ yrs in systematic trading, derivatives & hedge funds
🚀 Pro Indicators & Tools:
qntly.com/pro
💼 Quant Advisory & Development:
qntly.com/hire
12+ yrs in systematic trading, derivatives & hedge funds
🚀 Pro Indicators & Tools:
qntly.com/pro
💼 Quant Advisory & Development:
qntly.com/hire
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
Quant Developer | Pine Script v6 | Python & R
12+ yrs in systematic trading, derivatives & hedge funds
🚀 Pro Indicators & Tools:
qntly.com/pro
💼 Quant Advisory & Development:
qntly.com/hire
12+ yrs in systematic trading, derivatives & hedge funds
🚀 Pro Indicators & Tools:
qntly.com/pro
💼 Quant Advisory & Development:
qntly.com/hire
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。