No Nonsense NNFX VP Strategy for Back Testing Baseline | jhStrategy for the NNFX Baseline Script - Moving Averages
Does not enter when price is > 1 ATR away.
Adapted the "Many Moving Averages" script to VP's NNFX No Nonsense Forex method.
Includes:
- ATR bands and labels
- Price is > 1 ATR away from baseline indication
Available MAs
"ALMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMA", "SMMA", "HMA", "Kijun", "McGinley"
ATR
NNFX Baseline Script - Moving AveragesCredits to @Fractured
Adapted the "Many Moving Averages" script to VP's NNFX No Nonsense Forex method.
Includes:
- ATR bands and labels
- Price is > 1 ATR away from baseline indication
Without ATR Bands and bar colors
Available MAs
"ALMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMA", "SMMA", "HMA", "Kijun", "McGinley"
SUPERTREND ATR WITH TRAILING STOP LOSS## THIS SCRIPT IS ON GITHUB
## MORE BACKTEST
SuperTrend is a moving stop and reversal line based on the volatility (ATR).
The strategy will ride up your stop loss when price moviment 1%.
The strategy will close your operation when the market price crossed the stop loss.
The strategy will close operation when the line based on the volatility will crossed
The strategy has the following parameters:
+ **ATR PERIOD** - To select number of bars back to execute calculation
+ **ATR MULTPLIER** - To add a multplier factor on volatility
+ **INITIAL STOP LOSS** - Where can isert the value to first stop.
+ **POSITION TYPE** - Where can to select trade position.
+ **BACKTEST PERIOD** - To select range.
## DISCLAIMER
1. I am not licensed financial advisors or broker dealers. I do not tell you when or what to buy or sell. I developed this software which enables you execute manual or automated trades multiple trades using TradingView. The software allows you to set the criteria you want for entering and exiting trades.
2. Do not trade with money you cannot afford to lose.
3. I do not guarantee consistent profits or that anyone can make money with no effort. And I am not selling the holy grail.
4. Every system can have winning and losing streaks.
5. Money management plays a large role in the results of your trading. For example: lot size, account size, broker leverage, and broker margin call rules all have an effect on results. Also, your Take Profit and Stop Loss settings for individual pair trades and for overall account equity have a major impact on results. If you are new to trading and do not understand these items, then I recommend you seek education materials to further your knowledge.
**YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR TRADING TOLERANCE.**
**I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.**
## NOTE
I accept suggestions to improve the script.
If you encounter any problems i will be happy to share with me.
+ Authors: @exit490
+ Revision: v1.0.0
+ Date: 5-Aug-2019
+ Pinescript version: 4
## LICENSE
Copyright 2019 Mauricio Pimenta / exit490
SuperTrend with Trailing Stop Loss script may be freely distributed under the (../LICENSE).
Double EMA + ATR Trend FollowerThis indicator consists of a fast and slow EMA (default lengths are 50 and 9 periods) and an upper and lower ATR band. When combined, this combination gives traders an accurate picture of both trend strength and direction.
Users can modify the lengths of the fast and slow EMA , as well as the multipliers and length for the upper and lower ATR bands.
Maximum ATR BandsSlight modification on my previous script "ATR-Overlay"
This script plots the max value of the ATR in a given period.
Really straight forward, but has given me better stop-loss levels on trade entries.
Crayons GrayonsUpdate for
Crayons 0.2
Crayons is early onset hyper customizable trend reversal trading suite
There is some big changes for Signal and Pivot generation and its set as Default mode so in case of nostalgia for white noise there is an option to "rollback" placed at the top of input menu
As always- hyper customizable
Every singal core crayon signal group will be turned on by default so open input menu for personalizing signals to charts and personal character
Crayons 0.2-
Greatly improved Signal quality
Improved Pivot detection logic
Two Set's of Pivots "Cleaned" and "Vanilla"
Optional Polichrome candle painter mode to provide additional information on demand
Optional Labels for signals and pivots
Secondary risk filter filtering "riskier" signal sequences (Experimental)
Second MA is changed by ATR modified to work as trailing S/R (Source is ohlc4 for whip protection model is experimental ,filters used is not suitable for micro tf so atr calls for higher periods, its experimental and will be fixed or removed with later updates, added for testing purposes)
Scott’s volatility histogramATR shows volatility. SMA of ATR measures the average volatility over a chosen look-back period (default 200).
Divergence of ATR and sma is represented as a histogram.
Low periods of volatility are below the zero line. High periods of volatility are above the zero line.
Average volatility over a 200 period look-back is the zero value.
Average True Range with EMAIncreasing and decreasing volatility in respect to ATR crossing an ema of ATR.
Ema acts as a proxy for look-back period as per Historical Volatility Percentile.
ATR is a proxy for Volatility as per standard deviation.
Divergence below ema means low volatility: the more divergence, the lower.
Divergence above the ema means high volatility.
IFTS+TS Strategy OverlayInverse Fisher transform on stochastic with Hull MA and Donchian Channels with oversell/overbuy levels and dynamic trailing stop
Options:
Fixed trailing stop
Dynamic, based on ATR trailing stop
Re-enter after trailing stop
Includes Hull MA
Hull MA filtration for re-entering after trailing stop
Donchian channels, with overbuy/oversell levels
No repaints
GG ATR bands
ATR plotted above and below price with a multiplier. Defaults to 2x ATR. Makes it easier to use ATR for stop or take profit.
ATR LevelsThis is a script request by trader emma that calculates atr and plots the appropriate levels based on the multiplier
No Nonsense NNFX VP Strategy for Back Testing 3 x Indicators| jhAfter testing your individual indicators, it's time to build up your algo with additional indicators and further backtest the strategy.
Using SSL twice here, faster SSL for 1st confirmation, slower SSL for 2nd confirmation and TDFI for volume validation.
No Nonsense NNFX VP Strategy for Back Testing Indicators| jhAfter putting the whole system together, sat down to benchmark the various confirmation indicators, shrink it down to backtest individual confirmation indicators.
Results for 24 periods way better than 10, then again it's only one pair. :)
More details below.
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//Designed per No Nonsense Forex VP rules
//For testing your individual indicators before the full system
//Originated from causecelebre
//Tried to put in as much VP rules as possible
///////////////////////////////////////////////////
//Rules Implemented:
///////////////////////////////////////////////////
// - SL 1.5 x ATR
// - TP 1 x ATR
//
// - Entry conditions
//// - Entry from 1 x confirmation
// - Exit conditions
//// - Exit on confirmation flip
///////////////////////////////////////////////////
//Trades entries
///////////////////////////////////////////////////
// - First entry L1 or S1 with standard SL and TP
///////////////////////////////////////////////////
//Included Indicators and settings
///////////////////////////////////////////////////
// - Confirmtion = SSL 10
///////////////////////////////////////////////////
//Credits
// Strategy causecelebre www.tradingview.com
// SSL Channel ErwinBeckers www.tradingview.com
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//Change log
//First release. Testing of indicators
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
erasei's Swing Points with ATRA simple indicator to overlay high and low swing points with the ATR at each point to quickly see an ATR-based stop.
No Nonsense NNFX VP Strategy for Back Testing | jhMy first script, be kind :)
Most of the rules are implemented:
- Money management
- ATR, Baseline, Confirmation, Volume, Exit
More details below.
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//Designed per No Nonsense Forex VP rules
//Made to be as modular as possible, so we can swap the indicators in and out.
//Originated from causecelebre
//Tried to put in as much VP rules as possible
///////////////////////////////////////////////////
//Rules Implemented:
///////////////////////////////////////////////////
// - SL 1.5 x ATR
// - TP 1 x ATR
//
// - Entry conditions
//// - Entry within 1 candles of baseline + 1 x confirmation + volume
//// - Entry only if baseline is < 1 x ATR
// - Exit conditions
//// - Exit on exit indicator or when baseline or confirmation flip
///////////////////////////////////////////////////
//Trades entries
///////////////////////////////////////////////////
// - First entry L1 or S1 with standard SL and TP
// - Second entry L2 or S2 with standard SL and exit upon the exit conditions
///////////////////////////////////////////////////
//Included Indicators and settings
///////////////////////////////////////////////////
// - Baseline = HMA 20
// - Confirmtion = SSL 10
// - Volume = TDFI 4
// - Exit = RVI 4
///////////////////////////////////////////////////
//Credits
// Strategy causecelebre
// TDFI causecelebre
// SSL Channel ErwinBeckers
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
EMA - Trend Strength - 1m ScalperThis is a very special script based on volume, supertrend and ATR which works successfully on a 1m chart for bitmex.
ETH/USD
LTCM19
XRPM19
EOSM19
ADAM19
BCHM19
*private use only
DEMA ATR Channels - New IndicatorA Double Exponential Moving Average (DEMA) with three sets of channel lines each one Average True Range (ATR) apart, above and below the DEMA.
Similar to my "ATR Channels" indicator, but using a DEMA instead of an EMA for the base. In addition, this indicator also plots a fast DEMA as well as a fill between the two. Fully customizable, you can toggle both DEMAs, the fill, and each set of ATR Channels.
ATR channel idea from Kerry Lovvorn as mentioned in Elder's "New Trading for a Living", page 93: "Kerry Lovvorn likes to plot 3 sets of lines around a moving average: at one, two, and three ATRs above and below an EMA . These can be used for setting up entry points and stops, as well as profit targets."
Multiple MA's & ATR-MultiplesPossibly useful to users that do not have a paid subscription. (multiple indicators in one script)
Exponential and simple moving average options with an option for a time frame other than current chart time frame combined with multiples of the average true range plotted as a chart overlay.
ATR ChannelsAn Exponential Moving Average (EMA) with three sets of channel lines each one Average True Range (ATR) apart, above and below the EMA. Fully customizable, you can toggle the EMA and ATR set visibility, line colors, etc.
Inspired by Elder's 'The New Trading For a Living' , page 93: "Kerry Lovvorn likes to plot 3 sets of lines around a moving average: at one, two, and three ATRs above and below an EMA. These can be used for setting up entry points and stops, as well as profit targets."