A Configurable Framework for Backtesting Indicator and Volume Signals

Summary

This meta-strategy lets a trader connect plotted indicator series to a common set of entry, exit, sizing, and date-filter controls. Signal modes cover signed pulses, crossings of levels or two sources, active trigger series, combinations of three sources, and a built-in volume rule that compares volume with a moving average and checks candle direction. The three-source logic supports relative comparisons, filtered crossovers, or separate series compared with a threshold.

Positions can reverse on an opposing signal or remain open, with exits based on percent or ATR targets and stops, opposing signals, or external take-profit and stop-loss feeds. The script also allows fixed trade quantity and an optional date window. It is a testing framework rather than evidence for any particular edge: results depend on the selected source series, signal interpretation, chart data, and strategy settings. Only plotted series can be connected, so visual markers alone cannot serve as inputs. Backtests should also account for execution assumptions and the limitations of the chosen data.

Key ideas

• The strategy standardizes several signal formats so different plotted indicators can be evaluated through one interface.
• Signal modes include level and source crossovers, trigger feeds, three-source rules, and volume compared with a moving average.
• Exits can use percent or ATR levels, opposing signals, or external target and stop feeds.
• Only indicator plots can be connected as inputs, which excludes signals drawn only as visual markers.
• Backtest results depend on signal selection, data, and execution assumptions and do not establish profitability.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.