OPEN-SOURCE SCRIPT
Hindsight Gap - swing levels
A swing high is not a swing high until some bars have closed after it. If a script marks the level on the bar it forms, every rule that references that level has already seen the future.
This draws both versions of every pivot. The dotted segment covers the window where the level exists only in hindsight. The solid segment starts on the bar the swing is confirmed, which is the first bar you could have acted on. The shaded box is that blind window.
The table measures what the gap costs. On BTCUSDT 15m with swing length 5 it counted 2834 swings and an average move of 0.36% between formation and confirmation. In ATR terms that is 1.14, with a worst single gap of 5.5%. Those numbers move with symbol and timeframe, and they are never zero.
Swing length sets both sides of the pivot, so confirmation always lags by that many bars. Nothing repaints: every line and box is created on the confirmation bar and is never moved afterwards.
Use it as a check on your own scripts. If a level shows up in your logic before the solid segment starts, that part of your backtest is reading the future.
This draws both versions of every pivot. The dotted segment covers the window where the level exists only in hindsight. The solid segment starts on the bar the swing is confirmed, which is the first bar you could have acted on. The shaded box is that blind window.
The table measures what the gap costs. On BTCUSDT 15m with swing length 5 it counted 2834 swings and an average move of 0.36% between formation and confirmation. In ATR terms that is 1.14, with a worst single gap of 5.5%. Those numbers move with symbol and timeframe, and they are never zero.
Swing length sets both sides of the pivot, so confirmation always lags by that many bars. Nothing repaints: every line and box is created on the confirmation bar and is never moved afterwards.
Use it as a check on your own scripts. If a level shows up in your logic before the solid segment starts, that part of your backtest is reading the future.
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
I try to break trading strategies before they cost anyone money: random entries on the same days, then costs doubled. Write-ups at backtestpro.gumroad.com
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。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
I try to break trading strategies before they cost anyone money: random entries on the same days, then costs doubled. Write-ups at backtestpro.gumroad.com
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。