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Algo Trade Analytics Docs

Fills TradingView Export

Export reconciled execution data as a Pine Script indicator to visualize fill accuracy directly within the TradingView environment. Pro Plan

  1. Navigate to the Fills TradingView Export section.
  2. Filter Parameters:
    • Temporal Range: Select the specific trading session for analysis.
    • Ticker Symbol: Define the target instrument.
  3. Visualization Styles: Configure markers for Signal Intent (Alerts) versus Execution Reality (Fills).

Generate a standalone Pine Script v6 indicator containing the reconciled data:

  • Execution Markers: High-fidelity icons indicating the exact price and time coordinates of broker fills.
  • Performance Metrics: An on-chart table summarizing win rates, profit factor, and average slippage for the selected session.
  • Variance Connectors: Visual vectors between signal generation and actual execution to highlight latency.
  1. In TradingView, open the Pine Editor panel.
  2. Initialize a New Indicator.
  3. Insert the generated script.
  4. Execute Add to Chart.
  • Variance Visualization: Identify fill accuracy relative to intra-candle price action.
  • Latency Identification: Audit signal-to-fill delays that occurred after bar-close.
  • Institutional Reporting: Professional visualization of verified execution performance for strategy auditing.