Keltner Worm Advanced Strategy

v0.0.1 ALPHA

This is the strategy version of the Keltner Worm Study I previously did today.

I prepared this today as I wanted to get a rough idea of the win rate of the Keltner Worm concept.

Depending on how strict the settings are, the win rate seems pretty good.

Some details about this strategy:

1. it incorporates 2 strategies - Keltner Re-entry and Baseline MA Crossing
2. it uses a take profit and stop loss level fixed
3. there are up to 6 allowable "worms"
4. the worm multipliers are exponential, so a value of 2 will mean that the 6th worm is multiplied by 6
4b. you can multiply the offset or the Keltner Channel default values
5. You can enable alerts for order entry, take profit, and stop loss values

⭐⭐ Please use with caution as this strategy is in alpha test phase ⭐⭐
Sürüm Notları:
  • Issue with incorrect Keltner Worm channel being picked for highest and lowest (nightmares)
Sürüm Notları: v0.3.0 BETA
  • Added Worm Exit Strategy with an option to wait for a pullback to the Keltner Channel (this is a trend following setup)
  • Added option to edit more colors and transparency options
  • Adjusted some code and did some cleanup
  • Removed alerts and replaced with default entry alerts
  • Added ATR Stop option
  • Various bug fixes
Sürüm Notları: v0.3.0

  • Some bug fixes
  • Added "rate of change" filter option for the worm
  • Adjusted some variable to hopefully clean up ordering
  • Added some extra information to the status box
Sürüm Notları: Major update

  • Added a method to only enter long or short with the Worm Exit strategy when there is a pullback to the Baseline (the closest baseline is used as pullback confirmation)
  • Added an option to use hi and low as entry and exit signals instead of waiting for close
  • Added an option to filter trades by the forecasted price. (See tooltip for details on how this is calculated and feel free to offer suggestions for improving the forecast price)
  • Fixed an issue where baselines would still show when deselecting "Show Baselines"
  • Changed how the forecasted price is calculated
  • Cleaned up the way the status box text appears
  • Various minor tweaks and fixes
Sürüm Notları:
  • Actually fixed the Baseline Plots still showing when unselecting the option.
Sürüm Notları:
  • Removed Worm Re-entry Strategy (it's not good)
  • Fixed issue where Baseline Cross Strategy was not working.
Sürüm Notları: First full release version
  • Added cooldown period between trades
  • Housekeeping
  • Couple of bug fixes
Sürüm Notları:
  • Added Date Range Backtest settings
Sürüm Notları: v1.1.0

  • Added backtest results section
  • Added three extra strategies for filtering bad Keltner Worm signals : RSI, Volume Flow @LazyBear (with added MTF), and Support and Resistance
  • Added sexy win and loss labels
  • Added a Combo strategy which incorporates both Baseline Crosses and Worm Exit strategies together
  • Some quality of life changes
Sürüm Notları:
  • Hotfix (I broke something, all good now)
Sürüm Notları:
  • Fixed a bug where the strategy would simultaneously open a long and short position when deselecting "Forecast Filtering"
Sürüm Notları:
  • Updated Cooldown function (actually works now)
  • Added a forecast plot line. Only shows red and green when the forecast is above the minimum threshold of attempted accuracy. Otherwise, it is gapped on the chart. Can be turned on and off in the plot settings.
Sürüm Notları:
  • Quick bug fix
Sürüm Notları:
  • Fixed alert issues for new trades
Sürüm Notları:
  • Removed special features from free version.
Sürüm Notları:
  • Account Closed
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Bu komut dosyasını bir grafikte kullanmak ister misiniz?