Any complete code out there that integrates multiple seperate tradingview strategy trade lists (excel) into one composite algo strategy portfolio result ? I cant seem to find any after half a day with ai and going through github. If you arent aware tradingview pine strategies can output an excel trade list of the strategy backested for a particular asset and timeframe. Which is just a sheet with buy, sell and the profit, plus run up and other metrics. there are lots of libraries in python but you still have to bash it together. And many complete standalone programs. But I would have thought with so many tradingview algo developers out there, there would already be a python or javascript program already written that combines the strategies by integrating excel files. So you can see the overall backtest result of your entire algo portfolio. Am already using GPT excel to attempt to build this myself but it gets complicated with overlapping trades from different strategies and re-formatting the composite excel file to take these into account. Although I have sketched out an approach for how to do it, would of course rather there was something already. Because it would save trying to build it obviously and likely have features and improvements i didnt think of, and that there must be something like that out there ? Processing list Tag each trade with another collumn for priority or suffix trade number with A,B, C etc.. To be replaced later by telling it which priority in python Delete the duplicate profit entries Remove any open trades at end of list Integrate the trades files by time Replace the calculations in the culmulative profit collumn Plot using established method
its me thats asking the question BTW. And i have no idea what you are referring to. Code could mean anything, single strategy could mean anything. If you want to post a question, start another thread and use ai to help you formulate what it is you want to find out.
And pinescript V5, modded for repaint elimination, price difference between candles, slippage and exhaustive backtest methods.
And you are looking for someone that develops that Frankenstein, because you have no clue of how to put it together.
This system seems fairly straightforward compared to what big algo trading firms use. Its kind of a cut down version of optimising portfolios of algos. Thats why I would have thought there would be many already written code bases for it. Probably is, just need to go through hundreds of githubs. Well its of no real consequence if not, as have tons of coding experience and projects already. Its not a difficult problem but it will be a week of irritation trying to write it. So why re-invent the wheel if its been done already.