AlgoWay allows you to preserve and extend TradingView backtests. TradingView only keeps 11 days of 1-minute candle history in the strategy tester. That means your strategy results change every day based on shifting sample windows.
This makes it impossible to properly evaluate long-term performance of a strategy. AlgoWay fixes this problem by saving the current TradingView result and letting you track additional trades from that moment onward.
Today you may see 75% profitable trades — tomorrow it could be 60%. Not because your strategy worsened, but because older profitable trades dropped out of the 11-day window. This leads to unpredictable fluctuations in stats. AlgoWay solves this by fixing today's result and calculating real-time stats from that point on.
Here is the required JSON format for TradingView alerts:
{{
"platform_name": "metatrader5",
"ticker": "{{ticker}}",
"order_contracts": "{{strategy.order.contracts}}",
"order_action": "{{strategy.order.action}}",
"price": "{{close}}"
}}
Note: The price field must be added manually. Also, the ticker must exactly match the one used in your AlgoWay backtest, or trades will not be recorded.
You can manually create a clean backtest even without TradingView — simply enter values like equity, commission, slippage, etc. This is useful when starting from scratch or testing theoretical setups.
The numbers in AlgoWay may slightly differ (1–3%) from TradingView due to rounding, slippage, and commission calculation differences. This is expected and does not affect the overall outcome.
AlgoWay backtests are not just copies of TradingView reports — they are enhanced, fixed snapshots that let you truly measure performance beyond the limitations of the 11-day candle window. This is critical for 1-minute and short-term strategies.