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akumidv / tradingview-assistant-chrome-extension

An assistant for backtesting trading strategies and checking (showing) external signals in Tradingview implemented as a Chrome browser extension.
GNU General Public License v3.0
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Option to export list of trades #100

Open Camilo-Mora opened 1 year ago

Camilo-Mora commented 1 year ago

We have recently discovered that the maximum drawdown (DD) in Tradingview is different between the one reported in general statistics to the one of individual trades, when multiple trades occur simultaneously.

This is because TV reports only the largest DD of any open trade, not the cumulative DD of all open trades. This causes a major underestimation of risk on these type of strategies. A solution to this problem is to analyze the list of entries, and in an external analysis add the DD of all co-occuring trades to select the largest.

The list of trades will also be useful in portfolio diversification to see how different stocks affect an account profit and DD in over time.

A suggestion will be to add a check box to download the list of trades of each combination being optimized, saving the file using a numeric ID naming, and adding this ID name as a new column in the main file of results, so one know all the entries of specific parameters.

Camilo-Mora commented 1 year ago

I have implemented this option here. I am not certain how to make those changes available for your choosing...but in my repository I explained the five files that were modified to implement this functionality. I also thank you for maintaining this extension.