A Configurable TradingView Framework for Strategy Backtesting

Summary

This document describes a reusable TradingView strategy framework intended to let users supply their own long and short signals while retaining common backtest controls. Its interface separates entry triggers from directional filters, with four named variables connecting user conditions to the engine. A moving-average cross and filter serve as examples rather than a tested trading hypothesis.

The framework includes configurable position direction, session and blackout filters, date limits, and fixed, trailing, or breakeven stop and target modes. It also exposes assumptions for sizing, commissions, slippage, and margin, with examples spanning several markets. These settings can make simulated costs and exposure more explicit, but the defaults and examples need adjustment to the instrument and broker being modeled. The document presents infrastructure and usage guidance, not performance evidence; the quality of results still depends on the user's signal, data, and realistic execution assumptions.

Key ideas

• The framework separates entry triggers from filters through four required user-defined variables.
• Its default moving-average cross is an example signal that users can replace.
• Stop and target controls include fixed, trailing, and breakeven approaches.
• Session rules, date ranges, trade direction, sizing, costs, and margin are configurable.
• No strategy performance is demonstrated because the template does not establish a validated trading edge.

Tags

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