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historicalEngine by N&M
🇬🇧 English Introduction
historicalEngine is a Pine Script library designed for advanced state-based backtesting.
It does not test a single strategy, but evaluates full market configurations (trend, structure, momentum, multi-TF context).
Each trade is linked to a unique state hash, revealing which conditions truly perform over time.
The engine computes professional metrics: PnL, win rate, expectancy, Sharpe, drawdown, reliability.
It includes dynamic TP/SL, liquidation logic, early exits, realistic fees and slippage.
Built to be modular, extensible, and efficient, it plugs into any indicator.
Goal: turn historical data into a statistical trading edge.
V1 – a solid foundation for adaptive and data-driven trading systems.
historicalEngine is a Pine Script library designed for advanced state-based backtesting.
It does not test a single strategy, but evaluates full market configurations (trend, structure, momentum, multi-TF context).
Each trade is linked to a unique state hash, revealing which conditions truly perform over time.
The engine computes professional metrics: PnL, win rate, expectancy, Sharpe, drawdown, reliability.
It includes dynamic TP/SL, liquidation logic, early exits, realistic fees and slippage.
Built to be modular, extensible, and efficient, it plugs into any indicator.
Goal: turn historical data into a statistical trading edge.
V1 – a solid foundation for adaptive and data-driven trading systems.
Notes de version
v2Notes de version
v3Notes de version
v4Notes de version
v5
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.