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The Strategy - Ichimoku Kinko Hyo and more

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The purpose of this strategy is to make the signals from my scripts available for verification by backtests. Different signal and filter combinations can be created and specific manual parameter optimization can be carried out.

In detail, this strategy includes:

23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting
Sürüm Notları
Bug fixed.
Sürüm Notları
Added all Ichimoku signals as filter.
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...
Sürüm Notları
Exit filter bug fixed.
Exit filter parameter added.
Sürüm Notları
Tow DMI ADX signlas added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)

Tailing stop added.
Sürüm Notları
Segments signal from my "Two Fractals Trendlines" study added.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.

The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.
Sürüm Notları
Chikou bug fixed.
Minor improvements.
New signals added.
Sürüm Notları
SuperTrend exit filter bug fixed.

A note on repainting and trailing stop:
All signals, input filters and output filters do not repaint unless "Recalculate after every tick" is used.
Backtests with a trailing stop are only useful for large values. The reason is that TV backtests only work with bar closed. As a result, the trailing stop exit is always, in the case of a trailing long position: last candle high minus offset. Apart from that, trailing stops generally seem pointless. I did back-tests with Metatrader mt4 on every tick basis in Forex markets and found nothing useful. I hoped it would be different with BTC, which is not the case.
Sürüm Notları
Screenshot issue
Sürüm Notları
Some signals added to filters.
Fractals 1-2-3 signal added.
TRIX indicator added.
Filter bug fixed.
Sürüm Notları
Screenshot issue.
Sürüm Notları
Entry signals added:
Higher-low/Lower-high bar sig
Entry on every bar-open sig

Exit limit added

Pyramiding mode added (at the moment it makes sense to use pyramiding only in long or short direction)
A guide to backtesting in pyramid mode:
Choose your favorit timeframe and market e.g. 1h and BYBIT:BTCUSD -> choose long or short entry e.g. long -> enable "Pyramid mode" -> choose your favorite entry signal -> optionally choose an entry filter -> choose an exit filter or take profit, stop loss, limit price, trail price e.g. "Enable take profit" -> set a backtesting periode with a trend e.g. long 01.11.2020 to 21.11.2020 -> increase properties/pyramiding e.g. 200

A general note on pyramiding:
Pre-analyze your favorite market to make sure the probability of a trend is very high. Pyramiding can be used very agressively and can kill your account if you are wrong. Always use sub accounts with money you can afford to lose for trading with pyramiding. Use low leverage and small entry positions. This is just a tool, you act at your own risk.


Sürüm Notları
SMA filter bug fixed.
Code cleaned up.
Take average profit added.
Sürüm Notları
"Toggle take-average-profit type" added.
Reverse fractal signal improved.
Sürüm Notları
Kijun-dist X Tenkan-Kijun-dist signal added (inspired by a follower). Also implemented in the Kijun-dist script.
Sürüm Notları
Kijun-dist X Tenkan-Kijun-dist signal replaced by Kijun-dist X Tenkan-dist signal.
Sürüm Notları
Revised parts of code and some signals.
Sürüm Notları
Screenshot issue.
Sürüm Notları
"2nd ENTRY Signal" option added. The two available entry signals are OR-linked. All filters and exits work with both entry signals.
Reverse fractal signal revised.
Sürüm Notları
"2nd ENTRY Signal" bug fixed.
Reverse fractal signal improved.
Sürüm Notları
Grid signals added. For precise grid gaps, use a large gap size with a small time frame as the strategy works with closed bars . For BTC, e.g. use a grid gap = 300 in a time frame of 1h or lower. Prefere a long or short grid in pyramid mode with average take profit. Pre-analyse whether the market is trending or moving sideways.
Sürüm Notları
"Take average-entry profit" works now similar to the forward grid. Take profit is taken in equal steps. This is useful in conjunction with "take average-entry profit - quantity ..." < 100%.
Trix added to CB/CB signal.
Sürüm Notları
Removed forward grid. TP and SL are not working correctly with a short-grid. I am looking for an alternative way that works with Tradingview.
Sürüm Notları
Screenshot issue.
Sürüm Notları
The average-entry TP and SL work properly in a long grid (at least with BTC on Bybit). Short grid still pending...
Sürüm Notları
Script reworked.
Tooltips and groups added.
Sürüm Notları
Strategy parameters changed/adapted.
Sürüm Notları
Changed the average take profit and the average stop loss calculation. Now the profit and the step is calculated on basis of ATR.
It seems I have to rework some signals... maybe later.
Sürüm Notları
Stop loss bug fixed.
Sürüm Notları
Time frames for entry signals added. Ichimoku signals to filters added.
Sürüm Notları
Pin bar signal added.
Average position price line added.
Time frames for entry and exit filters added.

Sürüm Notları
Removed "Backtest (...)".
Fixed entry signal bug when using a higher time frame filter.
Script now works with contracts instead of percent of equity.
MACD(fast) slope sig (no pyr) added.
Sürüm Notları
All signals now also work with pyramiding.
Sürüm Notları
Repainting option added.
Sürüm Notları
Script converted to Pine v5.
Sürüm Notları
Screenshot issue.
Sürüm Notları
Info panel for unrealized profit/loss added.
Some copy/paste bugs fixed since the last conversion. Now everything should work correct again.
New signals and filters added.
IB/IS signal improved .
Comments for strategy.close() added.
Sürüm Notları
Exits filters revised.
Sürüm Notları
Script revised (signals, fiters, exits, live trading comments)
Sürüm Notları
Code revised/updated.
Inputs rearranged.

Açık kaynak kodlu komut dosyası

Gerçek TradingView ruhuna uygun olarak, bu komut dosyasının oluşturucusu bunu açık kaynaklı hale getirmiştir, böylece yatırımcılar betiğin işlevselliğini inceleyip doğrulayabilir. Yazara saygı! Ücretsiz olarak kullanabilirsiniz, ancak kodu yeniden yayınlamanın Site Kurallarımıza tabi olduğunu unutmayın.

ramsay09
filtersIchimoku CloudpyramidingstrategyTrend Analysis

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.
filtersIchimoku CloudpyramidingstrategyTrend Analysis

Açık kaynak kodlu komut dosyası

Gerçek TradingView ruhuna uygun olarak, bu komut dosyasının oluşturucusu bunu açık kaynaklı hale getirmiştir, böylece yatırımcılar betiğin işlevselliğini inceleyip doğrulayabilir. Yazara saygı! Ücretsiz olarak kullanabilirsiniz, ancak kodu yeniden yayınlamanın Site Kurallarımıza tabi olduğunu unutmayın.

ramsay09

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.