Pine Script Developer for Walk Forward Analysis (WFA) Strategy with Bollinger Bands + SAR
Budget: $30 – $250 USD
We are looking for an experienced Pine Script developer to build a Walk Forward Analysis (WFA) framework on TradingView. The core strategy is based on Bollinger Bands breakout entries with Parabolic SAR trailing stop exits. The goal is to evaluate strategy robustness and improve real-time trading performance through parameter optimization over multiple rolling time windows.
Objectives
Implement a full Walk Forward Analysis (WFA) framework in Pine Script (v5 or v6 preferred).
Automatically divide the dataset into training (in-sample) and testing (out-of-sample) windows.
Optimize strategy parameters on the training set.
Apply the best parameters on the corresponding test set and record performance metrics.
Generate a performance summary and equity curve over all test sets combined.
Strategy Logic
- Entry Conditions
Long Entry:
Price closes above the upper Bollinger Band.
Parabolic SAR is below the price (trend confirmation).
Short Entry:
Price closes below the lower Bollinger Band.
Parabolic SAR is above the price.
- Exit Conditions
Trailing Stop: Exit when price crosses the Parabolic SAR line.
- Walk Forward Setup
Inputs:
training_period_bars: Number of bars used for training (e.g., 500).
testing_period_bars: Number of bars used for testing (e.g., 100).
step_forward_bars: Number of bars to roll forward each WFA iteration (e.g., 100 or smaller).
Parameters to Optimize:
Bollinger Band Length (BB_length)
Bollinger Band StdDev Multiplier (BB_mult)
SAR Start (SAR_start)
SAR Increment (SAR_increment)
SAR Max (SAR_max)
Desired Output per WFA Cycle:
Training range and testing range
Optimal parameter set (based on net profit, profit factor, etc.)
Test set performance:
- Net Profit
- Max Drawdown %
- Profit Factor
- Win Rate
- Sharpe Ratio (optional)
Output Requirements
Cumulative equity curve for all test periods
Tabular or visual output of each WFA cycle’s:
Time range
Optimized parameters
Performance metrics
A composite performance score using user-defined weightings (e.g.):
Total Score = NetProfit * 1 + Drawdown% * 5 + Profit Factor * 3 + Win Rate * 2
Technical Constraints
Pine Script v6 preferred (modular, optimized for performance).
Code mut respect TradingView’s script size and array memory limits.
Code should be modular and easily replaceable with different strategies in the future.
Deliverables
Fully working Pine Script source code (.pine file)
Comments and documentation within the code
Setup instructions and guide to adjust strategy logic or inputs
Minor revisions or bug fixing during testing period
Candidate Requirements
Proven experience writing Pine Script strategies.
Prior experience with optimization or WFA-like frameworks is a strong plus.
Must understand strategy performance metrics and testing methodology.
Bonus: can provide demo code or a sample strategy using WFA logic.
To Apply
Please share:
A brief summary of your experience with Pine Script
Links to past TradingView scripts or sample projects (if available)
Your estimated delivery time and cost
Ideal skills and experience:
- Proficiency in Pine Script
- Strong understanding of Bollinger Bands, SAR, and RSI
- Experience with Walk Forward Analysis
- Ability to deliver robust, well-documented code
Please provide examples of similar work done.
Objectives
Implement a full Walk Forward Analysis (WFA) framework in Pine Script (v5 or v6 preferred).
Automatically divide the dataset into training (in-sample) and testing (out-of-sample) windows.
Optimize strategy parameters on the training set.
Apply the best parameters on the corresponding test set and record performance metrics.
Generate a performance summary and equity curve over all test sets combined.
Strategy Logic
- Entry Conditions
Long Entry:
Price closes above the upper Bollinger Band.
Parabolic SAR is below the price (trend confirmation).
Short Entry:
Price closes below the lower Bollinger Band.
Parabolic SAR is above the price.
- Exit Conditions
Trailing Stop: Exit when price crosses the Parabolic SAR line.
- Walk Forward Setup
Inputs:
training_period_bars: Number of bars used for training (e.g., 500).
testing_period_bars: Number of bars used for testing (e.g., 100).
step_forward_bars: Number of bars to roll forward each WFA iteration (e.g., 100 or smaller).
Parameters to Optimize:
Bollinger Band Length (BB_length)
Bollinger Band StdDev Multiplier (BB_mult)
SAR Start (SAR_start)
SAR Increment (SAR_increment)
SAR Max (SAR_max)
Desired Output per WFA Cycle:
Training range and testing range
Optimal parameter set (based on net profit, profit factor, etc.)
Test set performance:
- Net Profit
- Max Drawdown %
- Profit Factor
- Win Rate
- Sharpe Ratio (optional)
Output Requirements
Cumulative equity curve for all test periods
Tabular or visual output of each WFA cycle’s:
Time range
Optimized parameters
Performance metrics
A composite performance score using user-defined weightings (e.g.):
Total Score = NetProfit * 1 + Drawdown% * 5 + Profit Factor * 3 + Win Rate * 2
Technical Constraints
Pine Script v6 preferred (modular, optimized for performance).
Code mut respect TradingView’s script size and array memory limits.
Code should be modular and easily replaceable with different strategies in the future.
Deliverables
Fully working Pine Script source code (.pine file)
Comments and documentation within the code
Setup instructions and guide to adjust strategy logic or inputs
Minor revisions or bug fixing during testing period
Candidate Requirements
Proven experience writing Pine Script strategies.
Prior experience with optimization or WFA-like frameworks is a strong plus.
Must understand strategy performance metrics and testing methodology.
Bonus: can provide demo code or a sample strategy using WFA logic.
To Apply
Please share:
A brief summary of your experience with Pine Script
Links to past TradingView scripts or sample projects (if available)
Your estimated delivery time and cost
Ideal skills and experience:
- Proficiency in Pine Script
- Strong understanding of Bollinger Bands, SAR, and RSI
- Experience with Walk Forward Analysis
- Ability to deliver robust, well-documented code
Please provide examples of similar work done.