To that end, you can install the development branch and check it's correlation results. So it's possible you might not get the correlations I get. If you want to check it out before I update the main branch, it would be appreciated. It should now be working correctly on the development branch. "Actually I was a bit too early with v_0.3.14_ fixing the Issue. Please note, since you never provided a Pandas TA version in this discussion, I assume you are also not running Pandas TA version greater than 0.3.14 as mentioned at the beginning of this comment Your Data: TV_BINANCE_BTCUSDT_15_LBSQZ.csvĬorrelation Results with your data (TV_BINANCE_BTCUSDT_15_LBSQZ.csv): Issue #255 Data: TV_SPY_D_LINREG_LB_SQZ_CRSI.csv I am interested in your correlation results on your machine. You can run them with the code provided in Issue #255. I'll attach two csvs (one of which is your BTCUSDT 15m like in your code) manually from TV with LB's Squeeze indicator as described in this comment, in Issue #376. Nothing has changed with ta.squeeze since, I will not be doing another correlation test. 5th 2021, done a correlation test between TV and Pandas TA's squeeze in Issue #255 with 1-1 correlation. You did not run a correlation test with TV's LB's indicator values against Pandas TAs and you provided a visual test.Īgain: I have recently, Aug. Since it's not included with your source, Binance, you might as well as compare Apples and Oranges.ĭid you run a correlation test between TV and Pandas TA's squeeze or just compare visually? (A correlation test is better than a visual test.) Your data export/download does not include LB's indicator. Open to feedback, questions, improvements, errors etc.You exported the BTCUSDT data and Lazy Bears indicator from TV first and then ran Pandas TA squeeze with the same parameter values (as TVs) with the downloaded BTCUSDT data? The Squeeze Momentum was originally a derivative of John Carters 'TTM Squeeze' volatility indicator & was popularized by Lazy Bear on TradingView back in 2014. Once you enable custom date backtesting, you will see lines on the chart which can be dragged left right based on where you want to start and end the backtesting from and to. One of most crucial aspects while optimizing for backtesting is to check a strategies performance on uptrends, downtrend and sideways markets seperately as to understand the weak points of strategy. In this case it would be much more feasible to disable "Short" Trading and see results of Long Only as a built in graphic view of backtestor provides a more easy to understand data feed as compared to the performance summary in which you have to review long and short profitability separately. Many markets dont allow short trades, or are not suitable for short trades. 3) Enable and Disable Toggles of Long and Short Trades Once that is done, we should start optimizing for Long and Short TP's separately, starting with Longs first in both cases. Hence once we have a profitable backtesting setting, then we should start optimizing Long and Short SL's seperately. Many markets/pairs, go down with much more speed then they go up with. In strategies there is usually only 1 SL and 1 TP, and it is assumed that if a 2% SL giving a good profit %, then it would be best for both long and short. Zero Crossover Line (BUY signal when crossover zero line, and SELL crossdown zero line) 2) Long Short TP and SL LazyBear (I have made this simple by using Kivanc technique of Momentums Moving Average Crossover, BUY when MA cross above signal line, SELL when crossdown signal line) Here is the code: Code: Momentum Squeeze and Volume Mod 08.17.18 Mobius Added Squeeze Label with directional color Label is green when momentum is ascending, red when descending Added UI for separate Squeeze and Oscillator lenghts This code precisely replicates TTMSqueeze. There was no proper strategy that would allow backtesting on which further analysis could be carried out.ġ ) Strategy Logic (easily toggleable from the dropdown menu from strategy settings) The original Squeeze Momentum Strategy did not have buy sell signals and there was alot of confusion as to when to enter and exit. I also make daily Bitcoin News Today & Cryptocurrency News Today videos. Used strategy template with Take Profit, Stop Loss and Enable/Disable TogglesĪll credit goes to above Problem with original version: Taken inspiration from for its buy sell calculations, Modified version of Squeeze Momentum Indicator by to version 5,
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