From TradingView To Excel [2023 Update]
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- เผยแพร่เมื่อ 23 ก.ย. 2024
- In this updated version of Backtesting Basics Part 3, I describe my new approach to collecting, reordering and processing my trading data.
Link to the original Backtesting Basics Part 3 video:
• 3. From TradingView To...
If you would like to watch the entire series in one place, please visit:
• Backtesting Basics
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Hi also from zen and art of trading. Great video series. Is your xl spreadsheet available for purchase ?
Hi Benny, thanks for your feedback, appreciate it! My spreadsheet is currently not for sale individually. Since it works seamlessly with my framework script, I will offer it as a bundle at a later date, maybe with a mini course as you suggested. 😉
Thank you for the great video, I came over from Zen and the Art of Trading.
How would you recommend starting to build the excel sheet you are using?
Hello metadimensional, thanks for your comment! Unfortunately I can't fully answer this question as the topic is just too complex, but if you want to rebuild my spreadsheet I would start by making a list of all the functions you want to implement and take a closer look at your TradingView strategies.
For example, you need to be clear about what asset classes you want to trade and what kind of trade management you use in your strategies. This includes position sizing methods, stop loss, take profits, partial take profits, trailing stops, etc. All of these affect, among other things, the matching process in Excel and the data you would have to collect and export from your pine code.
I would encourage you to try to be as accurate as possible when calculating profits and trading costs, so you would need to know what type of trading costs your broker charges and how they calculate them (e.g. amount expressed in account currency regardless of which one market you are trading vs. other brokers that may calculate commissions in the quote currency of the market traded and then convert that amount into your account currency).
All this can get quite complex and my spreadsheets only work seamlessly with my TradingView scripts as they were designed to work together. I hope i could give you some pointers and wish you best of luck with your trading and coding.
@@deepwavetrading Ok, that was my plan, go screen by screen through your video and map out all the elements you include then fill in the equations as best I can. I'm trading in crypto so the transaction costs are a relatively straightforward % of position size, but there are additional margin fees if leverage is used.
Thank you for the amazing videos, the core content is great and the music and graphics are fantastic too.
@@metadimensional Thanks mate, I appreciate the feedback! Good luck with your spreadsheet.
Hi Mark, thanks a lot for another inspiring video. one Q: how do you export ALL chart data (i.e. for all 20k bars on PREMIUM account)? Bc when I export it, I get only ca. 2k bars#🤷♀ Thanks for the hint.
Hello zwp, thanks for your question! In my experience, this works the same as I showed in the video. I scroll back to the first bar of the specified time interval and export the chart data. I just checked, the number of bars varies by timeframe, but it's always around 20,000 for me. On what time frame are you testing? Best regards ✌️
@@deepwavetrading Thanks for help, you're right. You need to go on the first bar, so all 20+k bars are loaded. I managed to miss this step before. 🙏 Looking forward to your next video🤘
Cool, glad it got sorted out! 👍
Hi. Where did you learn all this stuff from.
Hello there! I learned how to code in Pine through ZenAndTheArtOfTrading and through a lot of experience. Trading systems design is really complex and I have learned from various sources such as books (classics like Mark Douglas' "Trading in the Zone", books by Kevin Davey, "The Playbook" by Mike Bellafiore, material from SMB Capital etc.), different TH-cam channels and podcasts. Most of the Excel stuff I taught myself through trial and error...
How download docuñemte
Hey Mark, Im Curious, I trade price action only and was wondering if there was a way to export certain types of data onto an excel spreadsheet so I can play around with data and back-test it.
I'm trying to find a way to filter out certain stocks. Example 20% gainers, 500k+ Volume, Price Between $1 & $15 etc Then Once I Have Filtered it I Would like To extract data from those stock that's filtered out . Example Volume, HOD, Volume at HOD before 12pm, O, H, L, C, Average Daily Volume, HOD after 12pm etc
In This possible? Do I need to do it through pine-script?
Appreciate your help :)
Hello Dexter, thanks for your comment!
I don't trade stocks so I'm certainly not an expert, but for your initial filtering you can use TradingView's stock screener: www.tradingview.com/screener/ There you can search/filter by different categories to your heart's content and create a new watch list from the selection.
You can then create a script (in Pine) that collects all the data you are interested in (i.e. volume, HOD, etc.) and export it as a CSV file via Chart Data Export. With this method you can easily go through the watch list symbol by symbol and export the data.
I hope I pointed you in the right direction, good luck with your trading! :)
@@deepwavetrading You are a legend, thank you very much for all your information!
Sure thing! ✌️