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.
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
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
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
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
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。