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Smoothed Heikin Ashi Trend on Chart - TraderHalai BACKTESTSmoothed Heikin Ashi Trend on chart - Backtest This is a backtest of the Smoothed Heikin Ashi Trend indicator, which computes the reverse candle close price required to flip a Heikin Ashi trend from red to green and vice versa. The original indicator can be found in the scripts section of my profile. This particular back test uses this indicator with a Trend following paradigm with a percentage-based stop loss. 

Note, that backtesting performance is not always indicative of future performance, but it does provide some basis for further development and walk-forward / live testing.

Testing was performed on Bitcoin , as this is a primary target market for me to use this kind of strategy. Sample Backtesting results as of 10th June 2022: Backtesting parameters:
 Position size: 10% of equity
 Long stop: 1% below entry
 Short stop: 1% above entry Repainting: Off
 Smoothing: SMA Period: 10
 8 Hour: Number of Trades: 1046

 Gross Return: 249.27 % CAGR Return: 14.04 % 
Max Drawdown: 7.9 % Win percentage: 28.01 % 
Profit Factor (Expectancy): 2.019 
 Average Loss: 0.33 % 
 Average Win: 1.69 %
 Average Time for Loss: 1 day
 Average Time for Win: 5.33 days 

 1 Day:

 Number of Trades: 429

 Gross Return: 458.4 % CAGR Return: 15.76 %
 Max Drawdown: 6.37 % 
Profit Factor (Expectancy): 2.804 
Average Loss: 0.8 % 
 Average Win: 7.2 % Average Time for Loss: 3 days
 Average Time for Win: 16 days


 5 Day: Number of Trades: 69

 Gross Return: 1614.9 % CAGR Return: 26.7 %
 Max Drawdown: 5.7 % 
Profit Factor (Expectancy): 10.451 
Average Loss: 3.64 % 
Average Win: 81.17 %
 Average Time for Loss: 15 days
 Average Time for Win: 85 days Analysis: The strategy is typical amongst trend following strategies with a less regular win rate, but where profits are more significant than losses. Most of the losses are in sideways, low volatility markets. This strategy performs better on higher timeframes, where it shows a positive expectancy of the strategy.

 The average win was positively impacted by Bitcoin’s earlier smaller market cap, as the percentage wins earlier were higher.

 Overall the strategy shows potential for further development and may be suitable for walk-forward testing and out of sample analysis to be considered for a demo trading account. Note in an actual trading setup, you may wish to use this with volatility filters, combined with support resistance zones for a better setup. As always, this post/indicator/strategy is not financial advice, and please do your due diligence before trading this live. Original indicator links: On chart version - Oscillator version - Update - 27/06/2022 Unfortunately, It appears that the original script had been taken down due to auto-moderation because of concerns with no slippage / commission. I have since adjusted the backtest, and re-uploaded to include the following to address these concerns, and show that I am genuinely trying to give back to the community and not mislead anyone: 1) Include commission of 0.1% - to match Binance's maker fees prior to moving to a fee-less model. 2) Include slippage of 10 ticks (This is a realistic slippage figure from searching online for most crypto exchanges) 3) Adjust account balance to 10,000 - since most of us are not millionaires. The rest of the backtesting parameters are comparable to previous results: Backtesting parameters:
 Initial capital: 10000 dollars Position size: 10% of equity
 Long stop: 2% below entry
 Short stop: 2% above entry Repainting: Off
 Smoothing: SMA Period: 10
 Slippage: 10 ticks Commission: 0.1% This script still remains to shows viability / profitablity on higher term timeframes (with slightly higher drawdown), and I have included the backtest report below to document my findings: 8 Hour: Number of Trades: 1082

 Gross Return: 233.02% CAGR Return: 14.04 % 
Max Drawdown: 7.9 % Win percentage: 25.6% 
Profit Factor (Expectancy): 1.627 Average Loss: 0.46 % 
 Average Win: 2.18 %
 Average Time for Loss: 1.33 day
 Average Time for Win: 7.33 days Once again, please do your own research and due dillegence before trading this live. This post is for education and information purposes only, and should not be taken as financial advice.
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TraderHalai tarafından
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Daily_Mid Term_Consulting BOLTDaily Mid Term Consulting BOLT es una estrategia a mediano y largo plazo creada para detectar los cambios tendenciales en zonas de tiempo diarias. se basa en el análisis de los cambios porcentuales que sufre el precio contra las distintas medias móviles simples definidas en la estrategia. el uso de osciladores como el MACD , RSI y EFI apoyan la decisión de entrada a la estrategia. actualmente esta en construcción la colocación de stop losses para aumentar la eectividad de la misma.
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murdocksilva tarafından
TASC 2022.08 Trading The Fear Index█ OVERVIEW TASC's August 2022 edition of Traders' Tips includes an article by Markos Katsanos titled "Trading The Fear Index". This script implements a trading strategy called the “daily long/short trading system for ​volatility ETFs” presented in this article. █ CONCEPTS This long-term strategy aims to capitalize on stock market volatility by using exchange-traded funds (ETFs or ETNs) linked to the VIX index. The strategy rules (see below) are based on a combination of the movement of the ​Cboe VIX index, the readings of the stochastic oscillator applied to the SPY ​ETF relative to the ​​VIX, and a custom indicator presented in the article and called the correlation trend . Thus, they are not based on the price movement of the traded ​ETF itself, but rather on the movement of the ​VIX and of the S&P 500 index. This allows the strategy to capture most of the spikes in ​volatility while profiting from the long-term time decay of the traded ETFs. █ STRATEGY RULES Long rules Rising ​volatility: The ​VIX should rise by more than 50% in the last 6 days. Trend: The correlation trend of the ​VIX should be 0.8 or higher and also higher than yesterday's value. ​VIX-​SPY relative position: The 25-day and 10-day ​VIX ​stochastics should be above the 25-day and 10-day ​SPY ​stochastics respectively. In addition, the 10-day ​stochastic of the ​VIX should be above its yesterday's value. Long positions are closed if the 10-day ​stochastic of the ​SPY rises above the 10-day ​​stochastic of the ​VIX or falls below the yesterday's value. Short rules Declining ​volatility: The ​VIX should drop over 20% in the last 6 days and should be down during the last 3 days. ​VIX threshold: The ​VIX should spend less than 35% of time below 15. ​VIX-​SPY relative position: The 10-day ​VIX ​stochastic should be below the 10-day ​SPY ​stochastic. In addition, the 10-day ​SPY ​stochastic should be higher than the yesterday's value. Long positions are closed if the first two Long rules are triggered (Rising ​volatility and Trend). The script allows you to display the readings of the indicators used in the strategy rules in the form of oscillator time series (as in the preview chart) and/or in the form of a table.
Pine Script® stratejisi
PineCodersTASC tarafından
Gap Reversion StrategyToday I am releasing to the community an original short-term, high-probability gap trading strategy, backed by a 20 year backtest. This strategy capitalizes on the mean reverting behavior of equity ETFs, which is largely driven by fear in the market. The strategy buys into that fear at a level that has historically mean reverted within ~5 days. Larry Connors has published useful research and variations of strategies based on this behavior that I would recommend any quantitative trader read. What it does: This strategy, for 1 day charts on equity ETFs, looks for an overnight gap down when the RSI is also in/near an oversold position. Then, it places a limit order further below the opening of the gapped-down day. It then exits the position based on a higher RSI level. The limit buy order is cancelled if the price doesn't reach your limit price that day. So, the larger you make the gap and limit %, the less signals you will have. Features: Inputs to allow the adjustment of the limit order %, the gap %, and the RSI entry/exit levels. An option to have the limit order be based on a % of ATR instead of a % of asset price. An optional filter that can turn-off trades when the VIX is unusually high. A built in stop. Built in alerts. Disclaimer: This is not financial advice. Open-source scripts I publish in the community are largely meant to spark ideas that can be used as building blocks for part of a more robust trade management strategy. If you would like to implement a version of any script, I would recommend making significant additions/modifications to the strategy & risk management functions. If you don’t know how to program in Pine, then hire a Pine-coder. We can help!
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TradeAutomation tarafından
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Boom Hunter + Hull Suite + Volatility Oscillator StrategyTRADE CONDITIONS Long entry: Boom Hunter (leading indicator): Trigger line crosses over Quotient 2 line (white cross over red) Hull Suite (trend confirmation): Price closed above hull suite line and hull suite is green (represented by horizontal line at -10 in strategy pane) Volatility Oscillator (volatility confirmation): Volatility spike trigger line is above upper band (represented by horizontal line at -30 in strategy pane) Short entry: Boom Hunter (leading indicator): Trigger line crosses under Quotient 2 line (white cross under red) Hull Suite (trend confirmation): Price closed below hull suite line and hull suite is red (represented by horizontal line at -10 in strategy pane) Volatility Oscillator (volatility confirmation): Volatility spike trigger line is below lower band (represented by horizontal line at -30 in strategy pane) Risk management: Each trade risks 3% of account (configurable in settings) SL size determined by swing low/high of previous X candles (configurable in settings) or 1 ATR if swing is less than 1 ATR TP is calculated by Risk:Reward ratio (configurable in settings) TIPS Timeframe: I have found good results running on BTC/USDT 5M chart Note: To help visual identification of trade entries and exits you may wish to add the Hull Suite and Volatility Oscillator to the chart separately. It was not possible to display them in a clear way within a single panel for the strategy. Make sure you set the settings of the auxiliary indicators to match what is in the settings of this indicator if you do decide to add them. CREDITS Boom Hunter Pro by veryfid Hull Suite by InSilico Volatility Oscillator by veryfid
Pine Script® stratejisi
kevinmck100 tarafından
7
EMA Stoch Strategy For ProfitViewThis strategy will enter positions when the set stochastic conditions are met, and uses the moving average to filter the direction of the trades (long/short). The background is used to illustrate the strength of the stochastic values. The following is a step by step guide in order to automate the trading of the strategy with ProfitView: In the indicator settings, set the desired stochastic and ema values, and the stochastic condition you want to use to enter a trade. In the indicator, set which exchange, symbol, and account to execute trades on. In the indicator, set the PV Alert names you intend to use. If you want to use the same names as provided in the pastebin below, you may set the three names to Market Long, Market Short, TP SL Hit. In PV, create two new PV Alerts in the PV Alert tab in accordance to these specifics pastebin.com . On the Tradingview chart you want the indicator run on, create a new TV alert with this script as its condition, and specify the alert to "alert() function calls only".
Pine Script® stratejisi
treigen tarafından
2
QQE MOD + SSL Hybrid + Waddah Attar ExplosionTRADE CONDITIONS Long entry: QQE Mod changes to Blue (leading indicator) SSL Hybrid is Blue and price is above MA Channel line Waddah Attar Explosion is Green and above Explosion line Short entry: QQE Mod changes to Red (leading indicator) SSL Hybrid is Red and price is below MA Channel line Waddah Attar Explosion is Red and above Explosion line Risk management: Each trade risks 2% of account (configurable in settings) SL size determined by swing low/high of previous X candles (configurable in settings) TP is triggered on SSL Hybrid EXIT arrow signals TIPS Timeframe: Personally I've found best results running this on 1H timeframe. Note: To help visual identification of trade entries and exits you may wish to add the SSL Hybrid and Waddah Attar Explosion to the chart separately. They are being used to determine trade entry/exit within the code of this strategy but it was not possible to display them in a clear way within a single panel. Make sure you set the settings of the auxiliary indicators to match what is in the settings of this indicator if you do decide to add them. CREDITS QQE MOD byMihkel00 SSL Hybrid by Mihkel00 Waddah Attar Explosion by shayankm
Pine Script® stratejisi
kevinmck100 tarafından
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Best TradingView Strategy - For NASDAQ and DOW30 and other IndexThe script is totally based on momentum , volume and price. We have used : 1: Bollinger Band Squeezes to know when a breakout might happen. 2: Used Moving Averages(SMA and EMA) to know the direction. 3: The success Rate of this strategy is above 75% and if little price action is added it can easily surpass 90% success mark. 4: Do not worry about drawdowns , we have implemented trailing SL ,so you might see a little extra drawdown but in reality its pretty less. 5: I myself have tested this strategy for 41 days with a 250$ account and right now I have 2700$.
Pine Script® stratejisi
The_Bigger_Bull tarafından
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MACD Willy StrategyThis strategy is mainly developed for scalping / intraday trading. It could potentially be used to identify entry/exit signals for short term options trading. It performs decently well on popular stocks when used on time frames between 5 min to 15 min using regular session bar data. It combines 3 popular indicators, EMA, MACD, and William %range, to generate both long and short signals. EMA: Default is 200 EMA line. MACD: Default is 12/26 lengths for fast/slow signal inputs. William %R - Smoothed (Published): This is a custom indicator that generates two moving average lines from the original William %R line. How it works: Entry conditions: 1. Long/short entries when bar closes above/below EMA line 2. Long/short entries when MACD line is above/below signal line (histogram > 0 for long, < 0 for short) 3. Long/short entries when William %R fast MA line is above/below slow MA line Exit conditions: 1. Exit long when MACD line is below signal line, vise versa for exit short 2. Exit long when William %R fast MA line is below slow MA line, vise versa for exit short 3. Exit long when William %R fast MA line must in below the overbought (-20) limit, exit short when above the oversold (-80) limit. ***Note that parameters are NOT optimized for any particular stocks / instruments. Enjoy~~!!
Pine Script® stratejisi
PtGambler tarafından
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Oversold RSI with Tight Stop-Loss Strategy (by Coinrule)KRAKEN:LINKUSD This is one of the best strategies that can be used to get familiar with technical indicators and start to include them in your rules on Coinrule . ENTRY 1. This trading system uses the RSI (Relative Strength Index) to anticipate good points to enter positions. RSI is a technical indicator frequently used in trading. It works by measuring the speed and change of price movements to determine whether a coin is oversold (indicating a good entry point) or overbought (indicating a point of exit/entry for a short position). The RSI oscillates between 0 and 100 and is traditionally considered overbought when over 70 and oversold when below 30. 2. To pick the right moment to buy, the strategy enters a trade when the RSI falls below 30 indicating the coin is oversold and primed for a trend reversal. EXIT The strategy then exits the position when the price appreciates 7% from the point of entry. The position also maintains a tight stop-loss and closes the position if the price depreciates 1% from the entry price. The idea behind this is to cut your losing trades fast and let your winners ride. The best time frame for this strategy based on our back testing data is the daily. Shorter time frames can also work well on certain coins, however in our experience, the daily works best. Feel free to experiment with this script and test it on a variety of your coins! With our back testing data a trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange by volume. In the example shown, this strategy made a handsome net profit of 52.6% on Chainlink with 66.67% of trades being profitable. You can execute this strategy on your favorite exchanges with Coinrule .
Pine Script® stratejisi
Coinrule tarafından
R3 ETF StrategyThis strategy is a modification of the “R3 Strategy” from the book "High Probability ETF Trading" by Larry Connors and Cesar Alvarez. This RSI strategy is for a 1-day time-frame and has these 3 simple rules: Criteria: The price must be above the 200 day moving average. The 2-period (day) RSI drops 3 days in a row. The 2-period RSI must have been below 60 3 days ago and below 10 today. Entry and Exit: If the 3 rules above are true, then buy on the close of the current day. Exit on the day's close when the RSI crosses above 70. How it works : The Strategy will buy when the buy conditions above are true. The strategy will sell when the RSI crosses above 70. The RSI period/length, and RSI entry/exit criteria thresholds have all been coded to be adjustable with inputs. Plots : Blue line = 200 Day EMA (Used as Entry Criteria) Disclaimer: Open-source scripts I publish in the community are largely meant to spark ideas that can be used as building blocks for part of a more robust trade management strategy. If you would like to implement a version of any script, I would recommend making significant additions/modifications to the strategy & risk management functions. If you don’t know how to program in Pine, then hire a Pine-coder. We can help!
Pine Script® stratejisi
TradeAutomation tarafından
2