djmad

[MAD MBS] L5 RiskManagement

djmad Atualizado   
L5 RiskManagement of the "Modular Backtest System" series is a part from a framework of modules to easily implement custom strategies more ore less like "drag and drop"

This is the risk management module that uses my "multibit" signal communication

All this here in the interactive screenshot represents the whole framework, when interconnected and after propper configuration.


Some modules that have already been released or are planned to be released in the near future
Wavebuilder module (SMA EMA HMA,..)
Multispikes module
..... no idea what will come here next

Bollinger module
Statistics module
..... some ideas here (Trends,... Multitimeframe stuff)

Processor x8
Processor x16-x64

Risk management (contains an alert builder to generate commands for external webhook trading bots.

------------------------

What can this risk management do?
Classic position handling from DCA to breakout
Multiple targets
position risk management by intelligent reduction of positions in case of overinvestment
Stop
Marketmaking
SL automatically move profit after takeprofits
Position change strategies
and much more...

Statistics about all your positions including TP1, TP2, TP3, SL's,...



Testing own indicators:
Create a signal like this here inside your indicator and map the two outputs correctly
<CODE>
signalout = 0
signalout := (signal_buy? 1: signal_sell? -1: 0)
BM_color_signal = signal_buy? #4C9900 : signal_sell? #CC0000 : color.black
L_digital_signal = plot(signalout, title ="Digital signal", color=BM_color_signal, transp=0, style=plot.style_columns, display=display.none)
</CODE>

after this you use
set input to -1 0 1
daisychaint the stuff correctly together including signal mapping and you are ready to go
Chain looks like this:
L1 (your indicator)
L3 processor
L5 risk management

Some screenshots with finished configuration and different L1 signalsources



The libary used for this project


Notas de Lançamento:
Alerts now with custom signaltexts per event
More Signals for controll from outside via Multibit (TP,SL,Reduce,..)
Smaller and cleaner infobox for mobile
Showing now the start of the backtest in the info panel
Notas de Lançamento:
bugfixing alerts
Notas de Lançamento:
MK7.0.A3

SL handling re-done
now its possible to prohibe displaying of entry SL (in case for DCA, where SL=-99%)
or all SL´s (Moving + Trail + Entry) together
clean up for smaller infovox
many small features
UI-Cleanup
Code Cleanup
Digits selection for positionsize and price
Notas de Lançamento:
Dynamic labels with information for packets(p) contracts(c) and % of Portfolo
Coloring of positions
Wickdetection for TP3
Lots of bugfixing --> Beta 1
Notas de Lançamento:
Liquidation Pre-Calculation
optional Liquidation simulation (close Position next candle is the only way, so the loss is may to small or to big, depending on the move)
in the end its the point to see in the result that there was a liquidation at all.. before no way to simulate this
Notas de Lançamento:
libary update
Notas de Lançamento:
screenshot update, there was a link inside my screenshot, thanks fikira for the find before the TV-Admins ^^

no updates

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Instruções do autor

This script is part of the bitblockartwizard ntf project and will be sold on the webpage named inside my Signature

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