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Backtest vs Alerts

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Backtest vs Alerts compares the events in a TradingView List of Trades export with either captured webhook events or an alert-history CSV. It helps you find missing, extra, late, or price-divergent events before you investigate broker fills.

The report pairs backtest events with alerts under the direction, timestamp, and price rules you select. It shows which records matched, which remained unmatched, and the measured time and price differences for the matched set.

Those observations help you choose a next check; they do not prove why a difference occurred. A timezone or scope mismatch, alert configuration, Pine behavior, source data, or the matching tolerances can all change the result. Hold the scope fixed and inspect specific rows before changing strategy logic.

Complete these four inputs, then run the comparison:

  1. Data Scope — Define your analysis window (date range) and select your alert data source (webhooks or CSV import)

  2. Strategy Properties — Identify your strategy by name and symbol for tracking and reporting

  3. Backtesting Results — Upload your TradingView Strategy Tester CSV export as the baseline

  4. Analysis Configuration — Set time and price tolerances for signal matching

Once all steps are complete, click Run Analysis to generate your comparison report.

Before starting, ensure you have:

  • A TradingView strategy with backtesting results
  • Alert data from one of these sources:
    • Webhook events received in Algo Trade Analytics
    • A CSV file of your alert history
  • Access to TradingView’s Strategy Tester export feature

You do not need to connect Alpaca to run the comparison itself. Alpaca is only needed when the page must load chart bars and platform-served market data is not enabled for Backtest vs Alerts.

After running an analysis, you’ll receive:

MetricDescription
Match RatePercentage of backtest trades that found a corresponding alert
Missed AlertsBacktest events with no alert match under the selected rules
False AlertsAlert events with no backtest match under the selected rules
Time DriftAverage timing difference between expected and actual signals
Price DriftAverage price difference at signal time

A match rate is the share of backtest events that found an alert under the selected direction, time, and price rules. Read it together with the number of events, false alerts, the size and consistency of drift, and the strategy’s own expected timing.

There is no universal match-rate or latency threshold that proves a strategy is stable or ready for live capital. First confirm the data scope and timezone, then inspect the unmatched rows and compare the result with your own prior baseline.