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STD-Filterd, R-squared Adaptive T3 w/ Dynamic Zones BT [Loxx]STD-Filterd, R-squared Adaptive T3 w/ Dynamic Zones BT is the backtest strategy for "STD-Filterd, R-squared Adaptive T3 w/ Dynamic Zones " seen below: Included: This backtest uses a special implementation of ATR and ATR smoothing called "True Range Double" which is a range calculation that accounts for volatility skew. You can set the backtest to 1-2 take profits with stop-loss Signals can't exit on the same candle as the entry, this is coded in a way for 1-candle delay post entry This should be coupled with the INDICATOR version linked above for the alerts and signals. Strategies won't paint the signal "L" or "S" until the entry actually happens, but indicators allow this, which is repainting on current candle, but this is an FYI if you want to get serious with Pinescript algorithmic botting You can restrict the backtest by dates It is advised that you understand what Heikin-Ashi candles do to strategies, the default settings for this backtest is NON Heikin-Ashi candles but you have the ability to change that in the source selection This is a mathematically heavy, heavy-lifting strategy with multi-layered adaptivity. Make sure you do your own research so you understand what is happening here. This can be used as its own trading system without any other oscillators, moving average baselines, or volatility/momentum confirmation indicators. What is the T3 moving average? Better Moving Averages Tim Tillson November 1, 1998 Tim Tillson is a software project manager at Hewlett-Packard, with degrees in Mathematics and Computer Science. He has privately traded options and equities for 15 years. Introduction "Digital filtering includes the process of smoothing, predicting, differentiating, integrating, separation of signals, and removal of noise from a signal. Thus many people who do such things are actually using digital filters without realizing that they are; being unacquainted with the theory, they neither understand what they have done nor the possibilities of what they might have done." This quote from R. W. Hamming applies to the vast majority of indicators in technical analysis . Moving averages, be they simple, weighted, or exponential, are lowpass filters; low frequency components in the signal pass through with little attenuation, while high frequencies are severely reduced. "Oscillator" type indicators (such as MACD , Momentum, Relative Strength Index ) are another type of digital filter called a differentiator. Tushar Chande has observed that many popular oscillators are highly correlated, which is sensible because they are trying to measure the rate of change of the underlying time series, i.e., are trying to be the first and second derivatives we all learned about in Calculus. We use moving averages (lowpass filters) in technical analysis to remove the random noise from a time series, to discern the underlying trend or to determine prices at which we will take action. A perfect moving average would have two attributes: It would be smooth, not sensitive to random noise in the underlying time series. Another way of saying this is that its derivative would not spuriously alternate between positive and negative values. It would not lag behind the time series it is computed from. Lag, of course, produces late buy or sell signals that kill profits. The only way one can compute a perfect moving average is to have knowledge of the future, and if we had that, we would buy one lottery ticket a week rather than trade! Having said this, we can still improve on the conventional simple, weighted, or exponential moving averages. Here's how: Two Interesting Moving Averages We will examine two benchmark moving averages based on Linear Regression analysis. In both cases, a Linear Regression line of length n is fitted to price data. I call the first moving average ILRS, which stands for Integral of Linear Regression Slope. One simply integrates the slope of a linear regression line as it is successively fitted in a moving window of length n across the data, with the constant of integration being a simple moving average of the first n points. Put another way, the derivative of ILRS is the linear regression slope. Note that ILRS is not the same as a SMA ( simple moving average ) of length n, which is actually the midpoint of the linear regression line as it moves across the data. We can measure the lag of moving averages with respect to a linear trend by computing how they behave when the input is a line with unit slope. Both SMA (n) and ILRS(n) have lag of n/2, but ILRS is much smoother than SMA . Our second benchmark moving average is well known, called EPMA or End Point Moving Average. It is the endpoint of the linear regression line of length n as it is fitted across the data. EPMA hugs the data more closely than a simple or exponential moving average of the same length. The price we pay for this is that it is much noisier (less smooth) than ILRS, and it also has the annoying property that it overshoots the data when linear trends are present. However, EPMA has a lag of 0 with respect to linear input! This makes sense because a linear regression line will fit linear input perfectly, and the endpoint of the LR line will be on the input line. These two moving averages frame the tradeoffs that we are facing. On one extreme we have ILRS, which is very smooth and has considerable phase lag. EPMA has 0 phase lag, but is too noisy and overshoots. We would like to construct a better moving average which is as smooth as ILRS, but runs closer to where EPMA lies, without the overshoot. A easy way to attempt this is to split the difference, i.e. use (ILRS(n)+EPMA(n))/2. This will give us a moving average (call it IE /2) which runs in between the two, has phase lag of n/4 but still inherits considerable noise from EPMA. IE /2 is inspirational, however. Can we build something that is comparable, but smoother? Figure 1 shows ILRS, EPMA, and IE /2. Filter Techniques Any thoughtful student of filter theory (or resolute experimenter) will have noticed that you can improve the smoothness of a filter by running it through itself multiple times, at the cost of increasing phase lag. There is a complementary technique (called twicing by J.W. Tukey) which can be used to improve phase lag. If L stands for the operation of running data through a low pass filter, then twicing can be described by: L' = L(time series) + L(time series - L(time series)) That is, we add a moving average of the difference between the input and the moving average to the moving average. This is algebraically equivalent to: 2L-L(L) This is the Double Exponential Moving Average or DEMA , popularized by Patrick Mulloy in TASAC (January/February 1994). In our taxonomy, DEMA has some phase lag (although it exponentially approaches 0) and is somewhat noisy, comparable to IE /2 indicator. We will use these two techniques to construct our better moving average, after we explore the first one a little more closely. Fixing Overshoot An n-day EMA has smoothing constant alpha=2/(n+1) and a lag of (n-1)/2. Thus EMA (3) has lag 1, and EMA (11) has lag 5. Figure 2 shows that, if I am willing to incur 5 days of lag, I get a smoother moving average if I run EMA (3) through itself 5 times than if I just take EMA (11) once. This suggests that if EPMA and DEMA have 0 or low lag, why not run fast versions (eg DEMA (3)) through themselves many times to achieve a smooth result? The problem is that multiple runs though these filters increase their tendency to overshoot the data, giving an unusable result. This is because the amplitude response of DEMA and EPMA is greater than 1 at certain frequencies, giving a gain of much greater than 1 at these frequencies when run though themselves multiple times. Figure 3 shows DEMA (7) and EPMA(7) run through themselves 3 times. DEMA^3 has serious overshoot, and EPMA^3 is terrible. The solution to the overshoot problem is to recall what we are doing with twicing: DEMA (n) = EMA (n) + EMA (time series - EMA (n)) The second term is adding, in effect, a smooth version of the derivative to the EMA to achieve DEMA . The derivative term determines how hot the moving average's response to linear trends will be. We need to simply turn down the volume to achieve our basic building block: EMA (n) + EMA (time series - EMA (n))*.7; This is algebraically the same as: EMA (n)*1.7-EMA( EMA (n))*.7; I have chosen .7 as my volume factor, but the general formula (which I call "Generalized Dema") is: GD (n,v) = EMA (n)*(1+v)-EMA( EMA (n))*v, Where v ranges between 0 and 1. When v=0, GD is just an EMA , and when v=1, GD is DEMA . In between, GD is a cooler DEMA . By using a value for v less than 1 (I like .7), we cure the multiple DEMA overshoot problem, at the cost of accepting some additional phase delay. Now we can run GD through itself multiple times to define a new, smoother moving average T3 that does not overshoot the data: T3(n) = GD ( GD ( GD (n))) In filter theory parlance, T3 is a six-pole non-linear Kalman filter. Kalman filters are ones which use the error (in this case (time series - EMA (n)) to correct themselves. In Technical Analysis , these are called Adaptive Moving Averages; they track the time series more aggressively when it is making large moves. What is R-squared Adaptive? One tool available in forecasting the trendiness of the breakout is the coefficient of determination ( R-squared ), a statistical measurement. The R-squared indicates linear strength between the security's price (the Y - axis) and time (the X - axis). The R-squared is the percentage of squared error that the linear regression can eliminate if it were used as the predictor instead of the mean value. If the R-squared were 0.99, then the linear regression would eliminate 99% of the error for prediction versus predicting closing prices using a simple moving average . R-squared is used here to derive a T3 factor used to modify price before passing price through a six-pole non-linear Kalman filter. What are Dynamic Zones? As explained in "Stocks & Commodities V15:7 (306-310): Dynamic Zones by Leo Zamansky, Ph .D., and David Stendahl" Most indicators use a fixed zone for buy and sell signals. Here’ s a concept based on zones that are responsive to past levels of the indicator. One approach to active investing employs the use of oscillators to exploit tradable market trends. This investing style follows a very simple form of logic: Enter the market only when an oscillator has moved far above or below traditional trading lev- els. However, these oscillator- driven systems lack the ability to evolve with the market because they use fixed buy and sell zones. Traders typically use one set of buy and sell zones for a bull market and substantially different zones for a bear market. And therein lies the problem. Once traders begin introducing their market opinions into trading equations, by changing the zones, they negate the system’s mechanical nature. The objective is to have a system automatically define its own buy and sell zones and thereby profitably trade in any market — bull or bear. Dynamic zones offer a solution to the problem of fixed buy and sell zones for any oscillator-driven system. An indicator’s extreme levels can be quantified using statistical methods. These extreme levels are calculated for a certain period and serve as the buy and sell zones for a trading system. The repetition of this statistical process for every value of the indicator creates values that become the dynamic zones. The zones are calculated in such a way that the probability of the indicator value rising above, or falling below, the dynamic zones is equal to a given probability input set by the trader. To better understand dynamic zones, let's first describe them mathematically and then explain their use. The dynamic zones definition: Find V such that: For dynamic zone buy: P{X <= V}=P1 For dynamic zone sell: P{X >= V}=P2 where P1 and P2 are the probabilities set by the trader, X is the value of the indicator for the selected period and V represents the value of the dynamic zone. The probability input P1 and P2 can be adjusted by the trader to encompass as much or as little data as the trader would like. The smaller the probability, the fewer data values above and below the dynamic zones. This translates into a wider range between the buy and sell zones. If a 10% probability is used for P1 and P2, only those data values that make up the top 10% and bottom 10% for an indicator are used in the construction of the zones. Of the values, 80% will fall between the two extreme levels. Because dynamic zone levels are penetrated so infrequently, when this happens, traders know that the market has truly moved into overbought or oversold territory. Calculating the Dynamic Zones The algorithm for the dynamic zones is a series of steps. First, decide the value of the lookback period t. Next, decide the value of the probability Pbuy for buy zone and value of the probability Psell for the sell zone. For i=1, to the last lookback period, build the distribution f(x) of the price during the lookback period i. Then find the value Vi1 such that the probability of the price less than or equal to Vi1 during the lookback period i is equal to Pbuy. Find the value Vi2 such that the probability of the price greater or equal to Vi2 during the lookback period i is equal to Psell. The sequence of Vi1 for all periods gives the buy zone. The sequence of Vi2 for all periods gives the sell zone. In the algorithm description, we have: Build the distribution f(x) of the price during the lookback period i. The distribution here is empirical namely, how many times a given value of x appeared during the lookback period. The problem is to find such x that the probability of a price being greater or equal to x will be equal to a probability selected by the user. Probability is the area under the distribution curve. The task is to find such value of x that the area under the distribution curve to the right of x will be equal to the probability selected by the user. That x is the dynamic zone. Included: Bar coloring Signals Alerts Loxx's Expanded Source Types
Pine Script® stratejisi
loxx tarafından
1
Smart Money - Oscillator and Volume StrategyOverview This is a no-repaint strategy that is highly optimized for BINANCE:ETHUSDTPERP 30m, normal candles. It is a long/short strategy that is based on CMF, ADX/DMI, Keltner Channels, and other oscillators to identify smart money. The overall idea of the strategy is to effectively capture the beginnings and ends of trends in price action, and go long/short accordingly. To achieve this, potential entry points are identified with various oscillators and these are then filtered using a variety of moving averages and strength/momentum indicators. Short and sell inflections are found when ADX, DMI, and/or CMF oscillate below a specified threshold, and Keltner Channels are also used to indicate potential trades. The indicator will continue to be updated and optimized for current and future market conditions. If purchased, access to the indicator will be available within 24 hours. Backtest Results Parameters: - 2021-01-01 to present (19 months) - 100% equity order size - 0.04% commission fees - No leverage 17,089% net profit through 296 trades with 60.47% of trades being profitable. Profit factor of 2.862, Sharpe Ratio of 1.158 Parameters: - 2021-01-01 to present (19 months) - $1,000 initial capital - $1,000 order size - 0.04% commission fees - No leverage 584% net profit through 296 trades with 60.47% of trades being profitable. Parameters: - 2021-01-01 to present (19 months) - 500% equity order size - 0.04% commission fees - 5x leverage 8,587,557% net profit through 299 trades with 59.87% of trades being profitable.
Pine Script® stratejisi
mnuryga tarafından
19
Magic BOXThe Magic BOX strategy is designed to work with cryptocurrency and Forex. Working timeframe from 1 minute to 1 hour. The strategy is based on the formation of a trade zone. Probably everyone has already noticed that every day there is a period of time that sets a certain corridor for further price movement in order to get out of it up or down. In the Magic BOX strategy, you yourself set the period that gives the best result using only 2 parameters - "Start hour" and "Final hour". Every day, the algorithm generates a zone at a selected time and then opens deals to break through the upper or lower level of the resulting trading zone. In addition, the settings have the ability to show additional entries - these are the moments of price rollback to the middle of the zone, as well as repeated breakouts of levels after the completion of the previous transaction. ------------------------------------- 💹 SETUP SETUP: ------------------------------------- To configure, you should change the values ​​"Start hour" and "Final hour" - the hour of the beginning and the hour of the end of the formation of the trading zone. By default, the parameters are 20 hours and 7 hours (the time corresponds to the time zone of the exchange!). To enable additional re-breakout signals, use - "Additional deals (repeat in the zone)" To enable additional signals for position averaging use - "Additional deals (averaging position)" ------------------------------------- 🟢 TAKE SETUP: ------------------------------------- The strategy has 3 types of take: BOX, FIX and DAY_CLOSE BOX - take as a percentage of the width of the formed zone. FIX - take as a percentage of the asset price. DAY_CLOSE - select the hour at the beginning of which we close the position forcibly. ------------------------------------- ⛔️ STOP SETUP: ------------------------------------- The strategy has 3 types of stop line: BOX, FIX and DAY_CLOSE BOX - stop as a percentage of the width of the formed zone. FIX - stop as a percentage of the asset price. DAY_CLOSE - select the hour at the beginning of which we close the position forcibly. ------------------------------------- 💡 OTHER USEFUL FEATURES ------------------------------------- ✅ The screen has a compact display of a table with strategy settings and current level values. For the convenience of saving your settings, use the standard PrintScreen function. ✅ 👉 In the strategy settings, each field has hints, to do this, hover over the ⓘ sign ------------------------------------- Magic BOX strategy is closed! You can get test access to it for 48 hours. 👉 In order to gain access or ask questions, write to me in private messages or at the contacts indicated in my signature. ------------------------------------- ------------------------------------- Magic BOX strategy is closed! You can get test access to it for 48 hours. 👉 In order to gain access or ask questions, write to me in private messages or at the contacts indicated in my signature. ------------------------------------- ======================================================================================================== Стратегия Magic BOX предназначена для работы с криптовалютой и Форексом. Рабочий таймфрейм от 1 минуты до 1 часа. В основе стратегии лежит формирование зоны проторговки. Наверное уже каждый заметил, что каждый день есть период времени, который задаёт некий коридор для дальнейшего движения цены с целью выйти из него вверх или вниз. В стратегии Magic BOX Вы сами задаёте тот период, который даёт наилучший результат с помощью всего 2-х параметров - "Start hour" и "Final hour". Каждый день алгоритм формирует зону в выбранное время и далее открывает сделки на пробой верхнего или нижнего уровня полученной зоны проторговки. Кроме этого в настройках есть возможность показать дополнительные входы - это моменты отката цены к середине зоны, а также повторные пробития уровней, после завершения предыдущей сделки. ------------------------------------- 💹 НАСТРОЙКА СЕТАПА: ------------------------------------- Для настройки следует изменять значения "Start hour" и "Final hour" - час начала и час окончания формирования зоны проторговки. По умолчанию стоят параметры 20 часов и 7 часов (время соответствует времени часовой зоны биржи!). Для включения дополнительных сигналов повторных пробоев используйте - "Additional deals (repeat in the zone)" Для включения дополнительных сигналов на усреднение позиции используйте - "Additional deals (averaging position)" ------------------------------------- 🟢 НАСТРОЙКА ТЕЙКОВ: ------------------------------------- Стратегия имеет 3 типа тейка: BOX, FIX и DAY_CLOSE BOX - тейк в процентах от ширины сформированной зоны. FIX - тейк в процентах от цены актива. DAY_CLOSE - выбираем час, в начале которого принудительно закрываем позицию. ------------------------------------- ⛔️ НАСТРОЙКА СТОПА: ------------------------------------- Стратегия имеет 3 типа стоп-линии: BOX, FIX и DAY_CLOSE BOX - стоп в процентах от ширины сформированной зоны. FIX - стоп в процентах от цены актива. DAY_CLOSE - выбираем час, в начале которого принудительно закрываем позицию. ------------------------------------- 💡 ПРОЧИЕ ПОЛЕЗНЫЕ ФУНКЦИИ ------------------------------------- ✅ На экране есть компактное отображение таблицы с настройками стратегии и текущими значениями уровней. Для удобства сохранения своих настроек - воспользуйтесь стандартной функцией PrintScreen. ✅ 👉 В настройках стратегии у каждого поля есть подсказки, для этого наведите курсор на знак ⓘ ------------------------------------- Стратегия Magic BOX является закрытой! Вы можете получить к ней тестовый доступ на 48 часов. 👉 Для того, чтобы получить доступ или задать вопросы пишите мне в личные сообщения или по контактам, указанным в моей подписи. -------------------------------------
Pine Script® stratejisi
Shuttle_Club tarafından
5
The Ultimate Backtest - Fontiramisu█  OVERVIEW The Ultimate Backtest allows you to create an infinite number of trading strategies and backtest them easily and quickly. You can leverage the trading setup you created with the tradingview's real-time alert system. The tool is constantly being improved to accommodate more in-house indicators in order to imagine more trading strategies. █  HOW IT WORKS. The tool is divided into 3 main parts: 1. The indicators: These are the indicators that you will be able to set up to create your setups. Example: rsi, exponential moving average, home made resistance/support indicator etc. We are working to add more and more in-house indicators to multiply the trading strategies. 2. The entry/exit strategy: The entry/exit trades management is a central point of the strategy. Here we propose several ways to take profits and in-house optimizations to enter a position. 3. The setup: the combination of indicators Here it is up to you to create your own recipe. You combine the different indicators set up above to make a real strategy. Example: RSI Divergence + Location on a support. Let's look at this in more detail. Below is a description of all sections █  1. THE INDICATORS TREND: MA (moving average) --> Set up a moving average from multiple methods (sma, ema, smma...) of the type and length you want. > A long is taken if the price is above the MA. > A short is taken if the price comes below the MA. You can set up a smoothing MA from the existing moving average and use it in the same way. ENVELOPE: SUPER TREND --> The supertrend is a trend following indicator. It clearly describes the distinction between downtrends and uptrends with a red or green direction. It is calculated according to the ATR and a factor. > A long is taken when the direction is green and the price touches the supertrend support line. > A short is taken when the direction is red and the price touches the supertrend resistance line. ENVELOPE: BOLLINGER BAND --> Bollinger bands are used to evaluate the volatility and probable evolution of prices, here we exploit the envelope > A long is taken if the price crosses the lower band. > A short is taken if the price crosses the upper band. CLOUD: ICHIMOKU --> The Ichimoku cloud aims to identify the direction and reversal points of dominant market trends. It displays support and resistance levels. > A long is taken when the price enters the green ichimoku cloud. > A short is taken when the price enters the red ichimoku cloud. MOMENTUM: MACD ZERO LAG / MACD / RSI --> RSI (Relative Strength Index) reflects the relative strength of upward movements, compared to downward movements. MACD (Moving Average Convergence Divergence) is a momentum indicator that follows the trend and shows the correlation between two moving averages of the asset price. MACD ZERO LAG is calculated in the same way except that the exponential moving averages that make up the calculation do not lag. > A long is taken on a potential bullish divergence. > A short is taken on a potential bearish divergence. For now, with these indicators, we only take a trade based on divergences but we will add overbuy/oversell etc. MOMENTUM: MA SLOPE --> This house indicator allows you to use the slope of a moving average as a measure of momentum. Define the length of the moving average whose slope we will take. We then take a fast ma of the slope then a slow ma (You define the lengths with the parameters) The tool foresees a subtraction between the slow and fast ma to have another interpretation of the slope. This indicator is available and can be viewed freely on my tradingview profile. > A long is taken when there is a potential bullish divergence on the fast/slow MA or the difference. > A short is taken when there is a potential bear divergence on the fast/slow MA or the difference. RESISTANCE: R/S FONTIRAMISU --> An in-house indicator that shows resistances and supports according to the chosen parameters. Indicator available and can be viewed freely on my tradingview profile. > A long is taken when the price arrives on a support. > A short is taken when the price arrives on a resistance. ----- MOMENTUM DIVERGENCE --> Section used to set the divergence detection. The first field allows you to select which momentum you want to calculate the divergence on. PIVOT DETECTION --> Used to calculate top and dip on the chart, it is used with divergences/resistances/enter-exit optimizations.... Default parameters are: Deviation: 2.5, Depth: 10. █  2. STRATEGY FOR ENTERING/EXITING TRADES. STRATEGY: TP/SL --> Enter/Exit Trade Mode" field: The first field allows you to choose between two modes: 1. TP/SL Mode: This mode allows you to take entries with take profits that you define afterwards with the TP1 and TP2 parameters . > The stop loss is calculated automatically by taking the last dip if it is a long and the last top if it is a short. > You can add a "Stop Loss % Offset" which will increase the size of the stop loss by the % value you set. > If you activate TP2, the profit taking is split between TP1 and TP2, you can select the percentage of profit taking split between TP1 and TP2 via the "Percent Exit Profit TP1" field. > The "TPX Multiplier" fields allow you to define the desired Risk Reward, if = 1 then RR = 1/1. > A Trailing stop option is available, if active then the profit take will be split between TP1 and Trailing stop. For the moment you can choose between the two MA's set up above to serve as trailing stop: > In long, if the price goes below the MA then you take the profit (or the loss) > In short, if the price goes above the MA then you take the profit (or the loss) 2. ONLY BUY/SELL: Here the take profits are not taken into account, we only have an alternation between the long and the shorts. The trailing stop applies to this mode and can be interesting depending on the use. STRATEGY: SETUP OPTIMIZER (FP) --> Here we have 3 home made optimization tools to take more relevant trades. 1. FAVORABLE ENTRY FROM PIVOT. Here the tool will favor entries with interesting locations depending on dips and tops before. A red cross with "FP" will appear on the chart each time a trade does not meet this condition. 2.STOP LOSS MAX (SL). Will only take trades where the stop loss is maximum at X%. A red cross with "%SL" will appear on the chart each time a trade does not meet this condition. 3. MOVE ALREADY TRADED. Will not take several trades in the same move. This can avoid cascading losing trades on some setups. A red cross with "MT" will appear on the chart each time a trade does not meet this condition. █  3. THE SETUP: THE COMBINATION OF INDICATORS Here, let your creativity speak. You are free to assemble the indicators in the following way: The conditions defined inside a group (group1/group2/group3) are combined to each other via an OR operator . Example, if "cond01 = Momentum DIv" and "cond02 = Res/Sup Location", then trades will be triggered if one of the two conditions is met. The conditions defined between several groups are multiplied via the AND operator . Example, if "cond01 = Momentum DIv" and "cond12 = Res/Sup Location", then trades are taken if both conditions are met at the same time. ALL CONDITIONS: > NONE No conditions selected. > Momentum Div Triggers when a potential divergence occurs on the selected momentum (in the divergence section). > Momentum Div UT Sup Triggers when a potential divergence occurs on the selected momentum (in the divergence section) in the upper timeframe. The upper timeframe of the momentum is calculated directly in the code by multiplying the set parameters by 4 (fastlenght/slowlenght...). > Multi MA It is set in the "Trend: MA" section and is triggered by the conditions mentioned in the "INDICATORS" section. > Smooting MA Is set in the "Trend: MA" section and is triggered by the conditions mentioned in the "INDICATORS" section. > Super Trend Env Is set in the "ENVELOPE: SUPER TREND" section and is triggered by the conditions mentioned in the "INDICATORS" section. > BB Env It is set in the "ENVELOPE: BOLLINGER BAND" section and is triggered by the conditions mentioned in the "INDICATORS" section. > Ichimoku Cloud Is set in the "CLOUD: ICHIMOKU" section and is triggered by the conditions mentioned in the "INDICATORS" section. > Res/Sup Location Is set in the "RESISTANCE: R/S" section and is triggered by the conditions mentioned in the "INDICATORS" section.
Pine Script® stratejisi
Fontiramisu tarafından
22
EHMA Range Index Basket StrategyThis script is a modified version of my EHMA Range Strategy. EHMA Range Strategy In addition to the EHMA, this script works with a range around the EHMA (which can be modified), in an attempt to be robust against fake signals. Many times a bar will close below a moving average, only to reverse again the next bar, which eats away at your profits. Especially on shorter timeframes, but also on choppy longer timeframes this can make a strategy unattractive to use. With the range around the EHMA, the strategy only enters a long/exit-short position if a bar crosses above the upper range. Vice versa, it only enters a short/exit-long position if a bar crosses below the lower range. This avoids positions if bars behave choppy within the EHMA range & only enters a position if the market is confident in it's direction. Having said that, fakeouts are still possible, but a lot less frequent. Having backtested this strategy vs the regular EHMA strategy (and having experimented with various settings), this version seems to be a lot more robust & profitable! EHMA Range Index Basket Strategy The EHMA Range Index Basket Strategy aims to make the EHMA Range Strategy even more robust, by taking nearly 40 of the most traded crypto trading pairs and applying the EHMA Range Strategy to them. For each pair it assigns a 0 (Sell signal) or 1 (Buy signal) and adds them up. If the number of Buy signals outweigh the number of Sell signals, the index strategy triggers its Buy signal (and vice versa). The results are even more profitable & robust than with the EHMA Range Strategy on its own. Next to that, it performs a lot better on most crypto pairs, due to it's robustness. Because of that, this strategy is a lot less prone to overfitting and will likely produce better results during live trading conditions! Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script® stratejisi
GoldenPathFN tarafından
[BUBBLENUKE] BOB The Reversal Trader=============================================================: BOB The Reversal Trader :============================================================= COMPONENTS: - VWAP Anchored at Friday CME close - Bitcoin CME close - Volume bars SETTINGS: - Asset: BTCUSDTPERP - Time frame: 30M - Hard TP %: 1.5 - Hard SL %: 40 - Trading Session Start (UTC): 4 - Trading Session End (UTC): 17 DESCRIPTION: BOB is a mean-reversion trading system focused in BTCUSDT asset in the 30M time frame. The system is divided into 2 types of entries: WEEKENDS: BOB will trigger his entry when the price of Bitcoin is at one of the two deviations from the VWAP anchored at Friday CME close and BOB will take your profits when the price returns to the VWAP. When BOB hits Sunday and the CME reopens, BOB will close all your open positions. INTRA-WEEK: BOB will trigger its entry when the price of Bitcoin is at one of the two deviations from the VWAP anchored at the Friday CME close or when a volume candle indicates a reversal. BOB will take your profits when the price returns to the VWAP or when the HARD TP % is reached (1.5% by default). When BOB hits Friday and the CME closes, BOB will close all your open positions.
Pine Script® stratejisi
UnknownUnicorn2084134 tarafından
1
[Pt] Premarket Breakout StrategyThis is a 1 trade per day strategy for trading SPY or QQQ index. By default, this is designed for 1 min time frame. This was an experimental script that seems to be profitable at the time of publication. How it works: Pre-market high and low is defined per trading day between 9:00 to 9:30 EST. Then we looking for the first breakout on either PM high or PM low. - Breakout high = long trade - Breakout low = short trade If long trade, we wait until Stochastic RSI D signal line to hit a lower threshold (18 by default). Then we enter long when K crosses above D line. If short trade, we wait until Stochastic RSI D signal line to hit an upper threshold (82 by default). Then we enter short when K crosses below D line. Stop loss for long - set to PM low if entry is above PM high + %ATR buffer - or set to PM range + %ATR buffer Stop loss for short - set to PM high if entry is below PM low + %ATR buffer - or set to PM range + %ATR buffer Profit target is set to 2x the risk by default. *Note: Different Stochastic RSI lengths should be used if trading 5 min time frame. See tooltip. Happy trading~~!
Pine Script® stratejisi
PtGambler tarafından
13
TheBigBangTraders BreakoutName: TheBigBangTraders Breakout Category: Trend Follower Operating mode: Spot Trades duration: Intraday Timeframe: 1H Suggested usage: the purpose of this strategy is to help to investigate if the asset is sensitive to breakout approach. Entry: Trigger point can be choose by the user between: High of the N days ago High of the N weeks ago Exit: End of Day Usage: ⁃ It can be useful to use this script to test the behaviour of a definite asset ⁃ This is a raw system that can be considered a base to realize a complete breakout strategy Configuration: - N/A Backtesting ⁃ Exchange: BINANCE ⁃ Pair: ETHUSDT ⁃ Timeframe: !H ⁃ Fee 0.075% ⁃ Slippage 0 - Start : 2020-01-03 How you or we can improve? Source code is open so share your ideas!
Pine Script® stratejisi
TheSocialCryptoClub tarafından
MZ Momentum Non Repainting HTF HFT Scalper BotThis is an original script meant to be a high frequency trader that works on higher time frame calculations. I came up with the idea that using calculus I can figure out the actual rate of change and momentum with different calculations than the momentum indicator that is provided by trading view. Once momentum is shifted on a small time frame, it will provide an entry signal. The script is meant to be used on an algorithmic trading system for scalping purposes. It should be run on a one minute time frame. Set it up on a one minute chart - setup your bot on a one minute interval. Find the source of your data. You can use any time frame, open, close. high, low, olc4. Open is pretty much guaranteed to not have any repainting issues - although all the other calcs use a custom isbarconfirmed security repaint calculation. Set your rate of change period - typically I use a one minute time frame for this as well - but set my length fairly long (30-40). Then set your period for momentum calculation. This will sample the rate of change data to figure out your momentum. I typically try a setting of 6-8. If that doesn't work, try setting it about the same as the rate of change period and add or subtract a few from there. Unfortunately due to various plotting constraints in Pinescript, you cannot plot the rate of change and momentum and price in the same. Set your trigger point. I try values -30, -20, -10, 0, 1. Then finesse to get an earlier entry signal. You should account for a slight delay from the signal to the actual entry. Your backtest should test well, but please note that does not gaurantee results. In my findings, I have seen that there is a slight minimal delay between signal to entry and that can make the difference whether your trade is profitable or not. Use the show data to show you additional data when you are backtesting. This can allow you to try to filter out results or market conditions that do not work. I typically work with the RSI and use the 30 minute and 15 minute RSIs. I make sure that it is trading within a certain band - about 40-75. You can try the inverse and only buy during really low RSI's as well. Use the enter and close messages to setup your webhook messages. But I recommend to allow the algo trading platform to close the trade for you based on their calcs since that platform knows the actual price level and when it has become profitable. Filters have been setup for Moving Average Variants - any time frame, any length. RSI - Any time frame, any length, Future Plans: ATR Filter so you can filter out low volatility periods. Send me a message with any suggestions.
Pine Script® stratejisi
MauricioZuniga tarafından
5
Road To DubaiROAD TO DUBAI Useful for daily trading over all type of asset, from Stock to Crypto, Forex and Commodities. It works best with 5min to 1hr graphs, if you are a intraday trader. This is not a simple mashup of indicators, because you can add them as your own. This script is more like a tool to understand price action based on indicators position . Thanks to cross call based on MACD , RSI with EMA applied and few index realtime mapping, this tool will let you reduce time effort for graph analysis . As extra feature it will let you to try different strategies , all fully customizable. I've tried my best to keep it readble, and easy to use. The best way to learn to use it, is to disable all features from configuration and try one by one. CONFIGURATION TIPS : Click "Settings Gear" in the Upper Right Corner and disable "Indicator Arguments" HOW TO PROPER SETUP Road to Dubai 3 is semiautomatic on finding best Long and Short areas, and plot on the chart. From configuration menu you can set a Backtrace period and sensibility for RSI EMA10, RSI EMA80 and MACD on your Timeframe, 5min, 30min, 60min. Usually when configured, those parameters works fine on almost every asset. You only need to start understanding signals. STANDARD FEATURES VWAP : Green/Red line. It will reset everyday at 00.00. EMA80 : White Line BLUELINES : Positive and negative overextend value from VWap . This is based on a range of bar and it will extend on the opposite side the lower or higher candle. Useful for understading where price can arrive, expecially if a spike will appear. Those indicators are quite useful for understading trends, price positions and maximum price range. RSI EMA10 OVERBOUGHT / OVERSOLD Yellow arrow marks where RSI arrived at his Top or Bottom. If on different timeframes (5min, 30min and 60min) something similar happen area is filled with Red or Green. This is base on EMA10 applied to RSI (I usually refer at it as Yellow Line on my indicator HighFreq Trader) To find good values please try High Freq Trader 1.3 RSI EMA80 CALL Red Cross or Green Square advice for a really potential inversion of trend. When a Silver bar appear, this means the same call was triggered on different Timeframe in the sametime. This is based on EMA80 applied to RSI (I usually refer at it as Blue Line on my indicator HighFreq Trader). To find good values please try High Freq Trader 1.3 MACD CALL Based on MACD with standard settings. When triggered, a lime Triangle appears. Differents size based on timeframe (5min smaller, 60min bigger). If the same call is triggered on the same place a Lime Bar appear on the opposite side of trend (this is a graphical contents, bacause with all enabled, standard use, can be difficult to read signals). In Menu Settings you will be able to set your best parameter for your asset. MACD FIBONACCI EXTRA FEATURE If you want you can enable a Fibonacci draw based on MACD . This works at his best (on my opinion) with 30min MACD EXAMPLE NATURAL GAS In this chart 30min you can see all calls triggered for a Short. Yellow RSI Arrow, Red Cross, Macd Triangle and Colored Red, Lime and Silver Bars are all calling for Short. In this way you can see in notime if this can be a perfect moment for take position VIX VXN DXY CALLS If VIX , VXN is triggered a small Green Dot will appear. If both are in the same time a bigger Dot appear. Very useful to find trend inversion. If DXY is triggered a Red Dot will appear (only on Daily Chart ). Very Useful to understand trend inversion on whole market. VOLUMES REMINDERS Find if there was an High Volume traded (HV) or Low Volume Traded (LV) in the near past. Useful to understand if some tricky situation could happen (like a sudden sell, an accumulation or distribution)
Pine Script® stratejisi
STABLECOINS_GURU tarafından
2
Buy/Sell on the levelsThis script is generally My describe is: There are a lot of levels we would like to buy some crypto. When the price has crossed the level-line - we buy, but only if we have the permission in array(2) When we have bought the crypto - we lose the permission for buy for now(till we will sell it on the next higher level) When we sell some crypto(on the buying level + 1) we have the permission again. There also are 2 protect indicators. We can buy if these indicators both green only(super trend and PIVOT ) Jun 12 Release Notes: Hello there, Uncomment this section before use for real trade: if array.get(price_to_sellBue, i) >= open and array.get(price_to_sellBue, i) <= close// and //direction < 0 and permission_for_buy != 0 Here is my script. In general - this is incredible simple script to use and understand. First of all You can see this script working with only long orders, it means we going to get money if crypto grows only. Short orders we need to close the position on time. In this script we buy crypto and sell with step 1% upper. You can simply change the step by changing the price arrays. Please note, if You want to see where the levels of this script is You Have to copy the next my indicator called LEVEL 1% In general - if the price has across the price-level we buy some crypto and loose permission for buying for this level till we sell some crypto. There is ''count_of_orders" array field with value 2. When we bought some crypto the value turns to 0. 0 means not allowed to by on this level!!! The script buy if the bar is green only(last tick). The script check every level(those we can see in "price_to_sellBue" array). If the price across one of them - full script runs. After buying(if it possible) we check is there any crypto for sell on the level. We check all levels below actual level( of actual level - ''i'' than we check all levels from 0 to i-1). If there is any order that has value 0 in count of orders and index <= i-1 - we count it to var SELL amount and in the end of loop sell all of it. Pay attention - it sells only if price across the level with red bar AND HAS ORDERS TO SELL WHICH WAS BOUGHT BELOW!!! In Strategy tester it shows not-profitables orders sometimes, because if You have old Long position - it sells it first. First in - first out. If the price goes down for a long time and You sell after 5 buys You sell the first of it with the highest value. There is 2 protection from horrible buying in this strategy. The first one - Supertrend. If the supertrend is red - there is no permission for buy. The second one - something between PIVOT and supertrend but with switcher. If the price across last minimum - switcher is red - no permission for buy and the actual price becomes last minimum . The last maximum calculated for last 100 bars. When the price across last maximum - switcher is green, we can buy. The last minimum calculation for last 100 bars, last maximum is actual price. This two protections will save You from buying if price get crash down. Enjoy my script. Should You need the code or explanation, You have any ideas how to improve this crypt, contact me. Vladyslav. Jun 12 Release Notes: Here has been uncommented the protection for buy in case of price get down. 5 hours ago Release Notes: Changed rages up to actual price to make it work
Pine Script® stratejisi
Arivadis tarafından
2
BUY/SELL on the levels onlyMy discribe is: There ara a lot of levels we would like to buy some crypto. When the price has acrossed the level-line - we buy, but only if we have the permission in array(2) When we have bought the crypto - we lose the permission for buy for now(till we will sell it on the next hiegher level) When we sell some crypto(on the buying level + 1) we have the permission again. There also are 2 protect indicators. We can buy if these indicators both green only(supertrend and PIVOT)
Pine Script® stratejisi
Arivadis tarafından
1
VXD Cloud EditionVXD Cloud Edition. to overcome sideways market conditions this cloud configured for low timeframe. every TA is same as VXD Supercycle but show as cloud. Symbols on chart show Premium and Discount Prices X-Cross = Engulfing Candle with weak volume . O-circle - Engulfing Candle with strong volume . Pivot point and Rejected Block Pivot show last High and low of a price in past bars Rejected Block show when that High or Low price are important level to determined if it's Hidden Divergence or Divergence (with RSI) Setting Momentum: RSI = 25 , RSI MA = 14 Trend: Rolling VWAP and ATR and Subhag (Everthing show as a cloud) Trailing STOP: ATR 12 x 2.4 Highlight Bars color when volume is above SMA 6 SMA200 act as TP Line Risk:Reward Calculation if Buy your Stoploss will be previous Pivot low if Sell your Stoploss will be previous Pivot high and TP line will be calculated form there, then show in Orange color line Buy condition : Close is above Cloud and close above pivot high Sell condition : Close is below Cloud and close below pivot low Trip : add this to alerts setting. Order {{strategy.order.action}} filled on {{ticker}} @ {{strategy.order.price}} {{strategy.order.alert_message}}.
Pine Script® stratejisi
Vvaz_ tarafından
59
MY_SCALP strategyThe MY_SCALP strategy is designed to work with any instrument (cryptocurrency, stocks, forex). The working timeframe for scalping is small from 1 to 15 minutes, and for trend trading from 30 minutes. Signals are generated based on the price range (channel) within which the price of the instrument moves. When the price of the channel breaks up, we expect an upward movement, and when it breaks down, we expect a downward movement. To avoid manipulations in the market, the algorithm monitors the level of the price relative to the global trend and thus filters out a large part of the false signals. In addition, in the settings it is possible to show additional inputs - these are the moments of rebound from the edge of the channel inwards, also with filtering applied. ------------------------------------- 💹 SETUP SETUP: ------------------------------------- To adjust, you should change the value of the CHANNEL multiplier - this depends on the sensitivity and flexibility of the range. For TF 5m it will be about 8-9, and for TF 1H about 4-5. That is, the higher the TF, the lower the value of the CHANNEL multiplier. ------------------------------------- 🟢 TAKE SETUP: ------------------------------------- The strategy has 2 takes You can choose the type of take - FIX or CHANNEL FIX - fixed targets in %. CHANNEL - channel takes (The width of the channel at the moment the signal appears is multiplied by the specified multiplier and thus the size of the take is calculated.). Important: the 1st take cannot be more than the 2nd! ------------------------------------- ⛔️ STOP SETUP: ------------------------------------- Stop type is also selectable: FIX - fixed stop in %. CHANNEL - channel stop (set % of the price for the offset from the opposite side of the trading channel. For additional entries, the stop uses the value of half the channel width + the specified offset from the position entry price). You have the opportunity to activate the stop line tightening when the 1st tp1 take breakeven is reached. ------------------------------------- 💡 OTHER USEFUL FEATURES ------------------------------------- ✅ In the strategy, you can enable / disable the display of takes and stop lines. ✅ In the strategy, you can enable / disable the display of points of probable price rebounds. ✅ You can choose the direction of trading: long, short or any. ✅ You can choose the percentage of the position to close on the 1st take. ✅ It is possible to enable background highlighting of the current trend. This background does not stretch to the entire screen, but is limited to the calculated extremes, within which the asset price moves. ✅ The screen has a compact display of a table with the current strategy settings and the current state (position, takes, stop). For the convenience of saving your settings, use the standard PrintScreen function. ✅ You can sign the strategy in the Notes field - this is convenient if you place several versions of the MY_SCALP strategy on the chart with different settings (for different pairs or for different timeframes). ✅ 👉 In the strategy settings, each field has hints , to do this, hover over the ⓘ sign ------------------------------------- MY_SCALP strategy is closed! You can get test access to it for 48 hours. 👉 In order to gain access or ask questions, write to me in private messages or at the contacts indicated in my signature. ------------------------------------- ======================================================================================================== Стратегия MY_SCALP предназначена для работы с любым инструментом (криптовалюта, акции, форекс). Рабочий таймфрейм для скальпинга - малый от 1 до 15 минут, а для трендовой торговли от 30 минут. В основе формирования сигналов лежит ценовой рейндж (канал), внутри которого движется цена инструмента. При пробитии ценой канала вверх, мы ожидаем восходящее движение, а при пробитии вниз - нисходящее. Чтобы избежать манипуляций на рынке, алгоритм отслеживает уровень нахождения цены относительно глобального тренда и тем самым фильтрует немалую часть ложных сигналов. Кроме этого в настройках есть возможность показать дополнительные входы - это моменты отскока от края канала внутрь, также с применением фильтрации. ------------------------------------- 💹 НАСТРОЙКА СЕТАПА: ------------------------------------- Для настройки следует ищменять значение множителя канала CHANNEL - это этого зависит чувствительность и гибкость рейнджа. Для ТФ 5м это будет примерно 8-9, а для ТФ 1Ч примерно 4-5. То есть, чем выше ТФ, тем ниже значение множителя CHANNEL. ------------------------------------- 🟢 НАСТРОЙКА ТЕЙКОВ: ------------------------------------- Стратегия имеет 2 тейка Тип тейка можно выбрать - FIX или CHANNEL FIX - фиксированные тейки в %. CHANNEL - канальные тейки (Ширина канала в момент появления сигнала умножается на заданный множитель и таким образом высчитывается размер тейка.). Важно: 1-й тейк не может быть больше 2-го! ------------------------------------- ⛔️ НАСТРОЙКА СТОПА: ------------------------------------- Тип стопа также выбирается: FIX - фиксированный стоп в %. CHANNEL - канальный стоп (задаётся % цены для отступа от противоположной стороны торгового канала. Для дополнительных входов стоп использует значение половины ширины канала + заданный отступ от цены входа в позицию). У Вас есть возможность активировать подтяжку стоп-линии при достижении 1-го тейка tp1 в безубыток. ------------------------------------- 💡 ПРОЧИЕ ПОЛЕЗНЫЕ ФУНКЦИИ ------------------------------------- ✅ В стратегии можно включить/отключить отображение тейков и стоп-линии. ✅ В стратегии можно включить/отключить отображение точек вероятных отскоков цены. ✅ Можно выбрать направление торговли: лонг, шорт или любое. ✅ Можно выбрать процент позиции для закрытия на 1-м тейке. ✅ Есть возможность включения фоновой подкраски текущего тренда. Данный фон не растягивается на весь экран, а ограничивается расчётными экстремумами, в рамках которых двигается цена актива. ✅ На экране есть компактное отображение таблицы с текущими настройками стратегии и текущим состоянием (позиция, тейки, стоп). Для удобства сохранения своих настроек - воспользуйтесь стандартной функцией PrintScreen. ✅ Вы можете подписать стратегию в поле Notes - это удобно, если Вы размещаете на графике несколько версий стратегии MY_SCALP с разными настройками (для разных пар или для разных ТФ). ✅ 👉 В настройках стратегии у каждого поля есть подсказки , для этого наведите курсор на знак ⓘ ------------------------------------- Стратегия MY_SCALP является закрытой! Вы можете получить к ней тестовый доступ на 48 часов. 👉 Для того, чтобы получить доступ или задать вопросы пишите мне в личные сообщения или по контактам, указанным в моей подписи. -------------------------------------
Pine Script® stratejisi
Shuttle_Club tarafından
Hyper Bot | Self Optimizing Buy & SellThis strategy primarily uses Bollinger Bands with custom improvements and alterations in entry exit signals which i have learned over the past years. How to use? Visit strategy settings. You will see checkboxes before all options, meaning they can be turned ON and OFF. For "Long SL %" to work, the "LONG" should be enabled aswell. If Long is not enabled, changing numbers in "Long SL%" won't make any difference. Likewise if you want to test take profit, then either long or short or both should be enabled with "TP Long%" or "TP Short%" This wide customization is being provided for you to be able to test all possible variations and choose whichever best is working for you. Play around with the numbers of SL% and TP% and find best ones that work for you in terms of drawdown, risk to profit etc. Commission 0.1% by default is included, if however your commissions are lower, please change them to get better results. This strategy is mainly optimized for Cryptocurrencies, however if you wish to use for indices and commodities please DM me, i will provide customization services. Enjoy! © Copyright 2022 "M Tahreem Alam"
Pine Script® stratejisi
mtahreemalam tarafından
13