Vantage Signals Post Flag Performance Reporting calculation

~ 0 min
2021-04-15 21:02

Post Flag Performance report calculation

We set TI (Tracking Interval) timeframes in our signals and brute force back tests as a way to go back after the signal has fired and evaluate its performance. Users can set up to 3 Tracking Intervals per signal. TI's are defined in minutes. For example you can set it to check the price 60 minutes after a flag, 1day (1440 Minutes), or what ever length fits your trading style. Since you can set 3 different TI's, you can test multiple length strategies.

Here are some important details to understand on how Tracking Itnervals for Post Flag Performance reporting works.

Previously our TI trackers only tracked the exact price at set time periods after the signal flags. We now want to look for the lowest or highest value that we observed during that timeframe instead. So if the TI1 is set to 60 minutes and during that 60 minutes the price goes down 5% but, at exactly 1 hour its only down 3%, we report 5%, not 3%. This also means when working additional TI timers that they should only track the high or low since the last TI period.

• TI1 will report the % change based on the highest or lowest price observed since the signal flagged
• TI2 will report the % change based on the highest or lowest price observed since TI1 completed
• TI3 will report the % change based on the highest or lowest price observed since TI2 completed

• Evaluating TI performance

  o Track the highest value polled to assess gain during TI period
  o Track the lowest value polled to assess loss during TI period

  o Determine signal success at TI period
    - If the highest price observed is a >% change from the flag value than the lowest price observed from the flag value then this is a successful bull flag or an unsuccessful bear flag
     - If the lowest price observed is a >% change from the flag value than the highest price observed from the flag value then this is a successful bear flag or an unsuccessful bull flag


  o Successful Bull flag tracks price performance against the highest price observed during a TI period
  o Successful Bear flag should track price performances against the lowest price observed during a TI period
  o Un-Successful Bull flag should track price performance against the lowest price observed during a TI period
  o Un-Successful Bear flag should track price performances against the highest price observed during a TI period

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We have more resources available:

Explainer videos for Signals Paltform (These are helpful but some can be dated due to how fast we are developing)  

https://www.youtube.com/watch?v=DfcmtBeNpbo&list=PLY6uxfmxiLlcmpj8Nc0FADN-FNmsksLuh

Discord Server:

https://discord.gg/QvTE5ND

Support: (Or use support at vantagecrypto.com)

https://vantagecrypto.com/tickets

 

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