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Combo 2/20 EMA & Average True Range Reversed This is combo strategies for get a cumulative signal. First strategy This indicator plots 2/20 exponential moving average. For the Mov Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met. Second strategy Average True Range Trailing Stops Strategy, by Sylvain Vervoort The related article is copyrighted material from Stocks & Commodities Jun 2009 Please, use it only for learning or paper trading. Do not for real trading. WARNING: - For purpose educate only - This script to change bars colors.
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HPotter tarafından
1
TICK Scalping strategy, SPY 1 min1 min chart scalping version of my other TICK strategy with adjusted parameters and additional entry and exit conditions better suited for 1 min SPY chart. Please refer to my original TICK strategy for explanation. Important notes: 1. This strategy is designed for same day SPY option scalping on the 1 min chart . All profit shown in back testing report is based on Profit/Loss (P/L) estimates from trading options with approximately 6 weeks of data. By default, it is set to 10 option contracts. By default the initial capital is set to $5000. Pyramiding is set to 3. 2. This strategy works better with non-extended market data . 3. This strategy is mainly developed for SPY trading on 1 min chart, it probably will not be very profitable with other tickers or time frame without tweaking all the parameters first. Cheers and enjoy~! Let's all make money~!!
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PtGambler tarafından
26
Combo 2/20 EMA & ADXR This is combo strategies for get a cumulative signal. First strategy This indicator plots 2/20 exponential moving average. For the Mov Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met. Second strategy The Average Directional Movement Index Rating (ADXR) measures the strength of the Average Directional Movement Index (ADX). It's calculated by taking the average of the current ADX and the ADX from one time period before (time periods can vary, but the most typical period used is 14 days). Like the ADX, the ADXR ranges from values of 0 to 100 and reflects strengthening and weakening trends. However, because it represents an average of ADX, values don't fluctuate as dramatically and some analysts believe the indicator helps better display trends in volatile markets. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ stratejisi
HPotter tarafından
1
TICK strategy for SPY optionsImportant notes: 1. This strategy is designed for same day SPY option scalping. All profit shown in back testing report is based on Profit/Loss (P/L) estimates from trading options with approximately 6 months of data. By default, it is set to 10 option contracts. By default the initial capital is set to $5000. Pyramiding is set to 3. 2. This strategy works better with non-extended market data. 3. This strategy is mainly developed for SPY trading on 5 min chart, it probably will not be very profitable with other tickers or time frame without tweaking all the parameters first. 4. This strategy will work with QQQ as well, but please adjust the profit multiplier to match the P/L of QQQ options. How it works: When trading the indices, many rely on the TICK for market directions. This strategy is a trend following strategy that uses a combination of conditions using the following indicators: - TICK - RSI - VIX volatility index - EMA For entries, the conditions are: 1. TICK moving average crossover with a delayed signal line 2. Bullish or bearish RSI signal, RSI > 50 for bullish, < 50 for bearish 3. VIX must be above a certain threshold to take advantage of high market volatility 4. Price must be on top of EMA line for long, and below for short For exits, there are 3 scenarios: 1. Stop loss set by a percentage of the daily ATR value 2. Trend changes on the TICK and the RSI 3. Bearish or bullish divergence on price with TICK This strategy automatically signal to close all trades at 3:50 pm EST at the end of the day. Extras: - There is an option to show P/L for reinvesting profits Enjoy~!!! Let's all make $$$
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PtGambler tarafından
13
Villa Dinamic Pivot Supertrend StrategyThis strategy works better on AUD/USD in the 15 min timeframe. It uses the Pivot Supertrend to enter trades based on different filters such as: - Simple EMA filter: that the 3 EMAs should be in order - DEMA angle: you can choose the DEMA Angle threshold and the look back to check the angle to just trade trades with DEMA at a certain angle - Simple DEMA filter: just check if close is above or below DEMA - Take Every Supertrend Signal: this means to take every normal supertrend signal to not just wait for a pivot supertrend signal to enter a trade (specially on long pivot supertrend periods) - Stop Loss at Supertrend: this means that the stop loss will be at the Normal Supertrend, if false the stop loss will be placed at the ATR level selected. - 2 Steps Take Profit: this means if you want to close a percentage of position as soon as the normal supertrend crosses the entry price, you can select the % on the "2 Steps TP qty" input - Stop Loss ATR Multiplier: if Stop Loss at Supertrend is off this will be the stoploss based on the atr - Take Profit ATR Multiplier: if Stop Loss at Supertrend is off this will be the takeprofit based on the atr (you have to keep in mind that the ratio between this two will make the Risk to reward ratio of the take profit when the Stop Loss at Supertrend) - Testing: to avoid overfitting, you can select date ranges for backtesting and forwardtesting and select which testing you wanna do
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VILIO_Trading tarafından
1
Uptrend and Oversold Index Swing Trading System 8H--- Foreword --- The Overbought and Oversold Index Swing Trading System or short: I11L Hypertrend primarily uses money management Strategies, EMA and SMA and my momentum Ideas for trying to produce satisfactory Alpha over a timespan of multiple years. --- How does it Work? --- It uses 20 different EMA's and SMA's to produce a score for each Bar. It will credit one Point If the EMA is above the SMA. A high score means that there is a strong Uptrend. Spotting the strong Uptrend early is important. The I11L Hypertrend System trys to spot the "UPTREND" by checking for a crossover of the Score(EMA) / Score(SMA). A low score means that there is a strong Downtrend. Its quite common to see a reversal to the mean after a Downtrend and spotting the bottom is important. The System trys to spot the reversal, or "OVERSOLD" state by a crossunder of the Score(EMA) / Score(SMA). --- What can i customize? --- -> Trading Mode: You can choose between two different trading modes, Oversold and Overbought(trend) and Random Buys to check if your systems Profitfactor is actually better then market. -> Work with the total equity: The system uses the initial capital per default for Backtesting purposes but seeing the maximum drawdown in a compounding mode might help! -> Use a trailing SL: A TSL trys to not lose too much if the trade goes against your TP -> Lookbackdistance for the Score: A higher Lookbackdistance results in a more lagging indicator. You have to find the balance between the confirmation of the Signal and the frontrunning. -> Leverage: To see how your strategie and your maximum Drawdown with the total equity mode enabled would have performed. -> Risk Capital per Trade unleveraged: How much the underlying asset can go against your position before the TSL hits, or the SL if no TSL is set. -> TPFactor: Your risk/reward Ratio. If you risk 3% and you set the ratio to 1.2, you will have a TP at 3 * 1.2 = 3.6% -> Select Date: Works best in the 8H Timeframe for CFD's. Good for getting a sense of what overfitting actually means and how easy one can fool themself, find the highest Profitfactor setting in the first Sector (Start - 2012) and then see if the second Sector (2012 - Now) produces Alpha over the Random Buy mode. --- I have some questions about the System --- Dear reader, please ask the question in the comment Section and i will do my best to assist you.
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I11L tarafından
7
Profit Harvester System (1) Strategy Introduction - This is a profit harvesting system, an optimized high frequency trading strategy, by invitation only - It can achieve a stable average annual return and is suitable for most crypto-currency markets - It is recommended that the initial capital of one crypto-currency pair is greater than 2000 USDT - You need to bear some floating loss, but don't worry, the strategy will stop profit and reduce positions automatically - Support leverage from 1 to 5 times, but note that there is a strong leveling risk when leverage is greater than 1 times - Support strategy alerts. You can add alerts at the top of the trading panel (2) Parameters - Indicator Resolution - Min Resolution (Minutes) : The resolution of the indicator, i.e. the interval for updating the indicator, default 240 minutes - MA Trending Line - Draw Trending Line? : Draw trend lines to determine the long/short direction - Moving Average Type : Type of moving average, default is SMA - Moving Average Period : The period of the moving average, SMA30 by default - Normalized On Balance Volume - Draw Normalized On Balance Volume? : Plot the normalized OBV to show the volume/price relationship - Moving Average Type : Type of moving average, default is EMA - Moving Average Period : The period of the moving average, EMA21 by default - Sigma of Normalized On Balance Volume : Upper and lower range of normalized OBV for determining the energy of the volume/price relationship - Trading settings - What Trades Should Be Taken? : The trading direction, supports long only, short only or no trade - Maximum Shares of Position : The maximum number of shares of the position, i.e. the initial capital (default is 2000) is divided into that number of shares equally - First Shares on Entrying Position : The number of shares occupied when entrying position to avoid missing the trend market - Profit Ratio for Average Entry Price : Close all positions and cancel all orders when the current price exceeds the average position price and the profit rate is reached - Increase Ratio for Next Share : Equal proportion of the order price when adding position - Trading Leverage (Risk Term) : Trading leverage supports from 1 to 5 times, 2 by default. However, there is a strong leveling risk when the leverage is greater than 1! - Max Floating Loss of Equity (Risk Term) : How much do you wanna risk. When the max floating loss threshold is reached, the position will be closed and all orders will be canceled! - Price Trail Stop : Whether enable price trail stop mode to obtain more profits (3) About usage - This strategy is by invitation only. If you are interested in this strategy or would like to use it, please leave a message - The default parameters is suitable for VETUSDT, MATICUSDT, ATOMUSDT, XRPUSDT and so on - It is highly recommended to use long-only direction rather than short-only direction because the market will not go down forever (4) Exceptions - When "Increase Ratio for Next Share" is too small and "Maximum Shares of Position" is too large, there may be an error that the number of orders exceeds 9000, which is caused by the limitation of tradingview itself Happy trading and enjoy your life! ———————————————————————————————————————— (1) 策略简介 - 这是一个利润收割系统，一种优化的高频交易策略，仅限受邀请使用 - 可以达到稳定的平均年化收益率，且适用于大部分数字货币市场 - 建议单个数字货币交易对的基础资金大于2000USDT，避免单笔交易资金低于最低交易资金限制 - 需要您承受一定的浮亏，但是不用担心，本策略会自动执行止盈和解套 - 支持1至5倍的杠杆，但是需要注意，杠杆大于1倍时存在爆仓风险 - 支持策略提醒，在交易面板上方添加策略提醒即可 (2) 参数说明 - Indicator Resolution - Min Resolution (Minutes) : 指标的分辨率，即更新指标的间隔，默认240分钟更新1次 - MA Trending Line - Draw Trending Line? : 是否需要绘制趋势线，用于判断多空方向 - Moving Average Type : 移动平均线的类型，默认为SMA - Moving Average Period : 移动平均线的周期，默认为240分钟下的30日均线 - Normalized On Balance Volume - Draw Normalized On Balance Volume? : 是否需要绘制归一化OBV指标，该指标反应量价关系 - Moving Average Type : 移动平均线的类型，默认为EMA - Moving Average Period : 移动平均线的周期，默认为240分钟下的21日均线 - Sigma of Normalized On Balance Volume : 归一化OBV的上下区间，用于判断量价关系的能量 - Trading settings - What Trades Should Be Taken? : 代表可以交易的方向，支持仅多头、仅空头或不交易 - Maximum Shares of Position : 仓位的最大份数，即将初始资金（默认为2000）等分为该份数的资金 - First Shares on Entrying Position : 当开仓后，首仓占用的份数，以避免错过趋势行情 - Profit Ratio for Average Entry Price : 当前价格大于仓位均价，并达到该收益率时，关闭所有仓位并取消所有挂单 - Increase Ratio for Next Share : 等比加仓的价格比例 - Trading Leverage (Risk Term) : 交易杠杆，支持1-5倍杠杆，默认为2倍杠杆，但是杠杆大于1倍时存在爆仓风险！ - Max Floating Loss of Equity (Risk Term) : 自开仓开始，您愿意承受的最大浮亏，当达到该浮亏后，仓位全平并取消所有订单！ - Price Trail Stop : 是否启用尾单止盈模式，以收割更多的利润 (3) 使用说明 - 该策略仅限受邀请使用，如果您对该策略感兴趣或者想要使用我的脚本，请给我留言 - 默认参数适用于 VETUSDT MATICUSDT ATOMUSDT XRPUSDT 等交易对 - 强烈建议使用多头交易而不是空头交易，因为市场不会永远下跌 (4) 异常情况 - 当"Increase Ratio for Next Share"设置过小而"Maximum Shares of Position"设置过大时，可能会出现订单数量超过9000的错误，这是tradingview本身的限制导致的 祝大家交易愉快
Pine Script™ stratejisi
dandrideng tarafından
6
MACD Strategy [Trading Nerd]This Strategy uses a EMA as a trend filter and MACD for entries. The stoploss can be calculated by the last highs/lows or by the ATR. Entry Conditions Long: close price must be above the EMA MACD-Line crossover MACD-Signal-Line MACD-Signal- Line mus be below 0 Short: close price must be below the EMA MACD-Line crossunder MACD-Signal-Line MACD-Signal- Line mus be above 0 Exit Conditions The Stoploss can be set in two different ways: 1. By the calculated ATR value of the entry Candle. This Value can be multiplied with the ATR multiplier for SL . For Longs: SL = entry Price - ATR * ATR-multiplier For Shorts: SL = entry Price + ATR * ATR-multiplier 2. By the previous highest high or lowest low (also called Donchain Channels). The lookback length can be changed in the at Lookback length for HH/LL SL . For Longs: SL = LL of the last X candles For Shorts: SL = HH of the last X candles Take Profit The TP is calculated by the Risk * Risk Reward Ratio . The Risk Reward Ratio can be changed in the Settings. The Risk is the difference of entry price and stoploss price: Risk = absolute(entry price - stoploss price) For Longs: TP = entry Price + Risk * Risk Reward Ratio. For Shorts: TP = entry Price - Risk * Risk Reward Ratio. Risk Management You can set the Risk % per Trade in the settings. A Value of 2 means that the position size is calculated in a way that at a loosing trade the strategy will only loose 2% of the current capital (initial capital + net profit). E.g.: The current capital is $1000 and a trade hits the SL. The strategy will only loose $20. Info for Alerts: Alert message conversion of JSON Strings. You don't need to add any or \" to the alert String. When you create the Alert the Message must be: {{strategy.order.alert_message}}
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Trading_Nerd tarafından
7
EMA Cloud Intraday Strategy********NOT TRADING ADVICE - USE AT YOUR OWN RISK - TRADING IS RISKY - DO NOT BLINDLY FOLLOW THE SIGNALS FROM THIS STRATEGY******** This strategy utilizes the 9 and 20 period exponential moving averages to create a colored cloud between similar to what is seen on the Ichimoku Cloud. The strategy closes all trades by the end of the trading day. Entry is when the price closes above a Green (9 EMA above 20 EMA) cloud or below a Red (9 EMA below 20 EMA) cloud. Exit is when price closes against the 9 EMA or at the end of the trading day. Running the strategy tester on different intraday time frames will show the best time frame for a given Symbol. For example, I have found that the best results are returned by this strategy for SPY on the 30 minute time frame. ********NOT TRADING ADVICE - USE AT YOUR OWN RISK - TRADING IS RISKY - DO NOT BLINDLY FOLLOW THE SIGNALS FROM THIS STRATEGY********
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rwestbrookjr tarafından
2
3 Candle Strike SPY Option StrategyImportant notes: 1. This strategy is designed for same day SPY option scalping. All profit shown in back testing report is based on Profit/Loss (P/L) estimates from trading options with approximately 7.5 weeks of data. By default, it is set to 10 option contracts. By default the initial capital is set to $5000. 2. This strategy also takes into account of extended market data, so turn it on for it to work as intended. 3. This strategy is mainly developed for SPY trading on 1 min chart, it probably will not work with other tickers without tweaking all the parameters first. 4. At the time of publish, the market is experiencing high volatility. Keep that in mind as market conditions changes constantly. How it works: Basic idea of this strategy is to look for 3 candle reversal pattern within trending market structure. The 3 candle reversal pattern consist of 3 consecutive bullish or bearish candles, followed by an engulfing candle in the opposite direction. This pattern usually signals a reversal of short term trend (a.k.a pullbacks). This strategy uses multiple moving averages to filter long or short entries. For example, if the 21 smoothed moving average is above the 50, only look for long (bullish) entries, and vise versa. There are settings to change these moving average periods to suit your needs. Linear Regression to determine whether the market is trending. The 3 candle pattern is more successful under trending market. This strategy aims for approximately 1:3 risk to reward ratio. Stop losses are calculated using the closest low or high values for long or short entries, respectively, with an offset using a percentage of the daily ATR value. This allows some price fluctuation without being stopped out prematurely. Price target is calculated by multiplying the difference between the entry price and the stop loss by a factor of 3. When price target is reach, this strategy will set stop loss at the price target and wait for exit conditions to maximize potential profit. By default, the strategy signals a trade in the opposite direction if the previous one had resulted in a loss. Often times, this opposite trade results in profit. This strategy automatically signal to close all trades at 3:50 pm EST at the end of the day. Enjoy~!!! Let's all make $$$
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PtGambler tarafından
1
Kahlman HullMA / WT Cross StrategyA strategy created using Hull Moving Average and WT Cross . Hull Moving Average turns green and WT Cross crossover this is a long. Otherwise short. Stop Loss and Take Profit settings are available. You can set it to the level you want or turn it off. According to my measurements, it shows the best performance in the 4-hour period. But you can find the best settings that are correct from the Strategy settings.
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pigsq tarafından
47
SSL + Wavetrend (7 indicators) by TradeSmartHello everyone! This script is implementing a strategy that uses 7 indicators: SSL, Wavetrend, SSL Hybrid, Keltner Channel, EMA, Candle Height and ATR. This is the 2nd best strategy that we have tested so far (based on the 100 backtests). STRATEGY ENTRY RULES Long entry: go long if SSL Hybrid is blue (between last candle and entry candle) and SSL Channel crosses up (green SSL line is on the top) and Wave Trend prints green dot (candle color turns yellow) and entry Candle Height is not higher than 0.6 and entry candle is inside the Keltner Channel and price target does not hit the 200 EMA. Short entry: go short if SSL Hybrid is pink (between last candle and entry candle) and SSL Channel crosses down (red SSL line is on the top) and Wave Trend prints red dot (candle color turns blue) and entry Candle Height is not higher than 0.6 and entry candle is inside the Keltner Channel and price target does not hit the 200 EMA. EXIT STRATEGY The strategy will exit based on a set ATR value. Take profit and stop loss levels can be changed with risk/reward settings. CHANGEABLE SETTINGS Wave Trend: Channel Length, Average Length, Wave Trend Limit High, Wave Trend Limit Low SSL: Period SSL Hybrid: SSL1 / Baseline Type, SSL1 / Baseline Length, Base Channel Multiplier Target Price Limit: can set 6 different limiters for long and short entries Candle Height Limit: Limit based on, Candle Limit High, Candle Limit Low Keltner Channel: Limit range long, Limit range short, Length, Multiplier, Source, Use Exponential MA, Bands Style, ATR Length Exit strategy: ATR Length, ATR Smoothing, Stop Loss Multiplier (risk), Exit Price Multiplier (reward) Setups: Capital Percentage, Risk Percentage, Allow Long Entries, Allow Short Entries Date Range: Limit Between Dates, Start Date, End Date Trading Time: Valid Trading Days FIRST RELEASE SETTINGS FOR ALGOUSDT 30 M (3/19/2022) Wave Trend: Channel Length = 11, Average Length = 19, Wave Trend Limit High = 27, Wave Trend Limit Low = -48 SSL: Period = 10 SSL Hybrid: SSL1 / Baseline Type = EMA, SSL1 / Baseline Length = 36, Base Channel Multiplier = 0.21 Target Price Limit: can set 6 different limiters for long and short entries: all false Candle Height Limit: Limit based on: Candle Body (open/close), Candle Limit High = disabled, Candle Limit Low = enabled, 0.32 Keltner Channel: Limit range long = enabled, Full range, Limit range short = enabled, Full range, Length = 3, Multiplier = 1, Source = close, Use Exponential MA = enabled, Bands Style = Average True Range, ATR Length = 11 Exit strategy: ATR Length = 14, ATR Smoothing = EMA, Stop Loss Multiplier (risk) = 1.9, Exit Price Multiplier (reward) = 2 Setups: Capital Percentage = disabled, Risk Percentage = enabled, 1, Allow Long Entries = enabled, Allow Short Entries = enabled Date Range: Limit Between Dates = disabled, Start Date, End Date Trading Time: Valid Trading Days = 1234567 Hope you like this strategy, feel free to check all of our scripts. Thank you for your support!
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TradeSmart22 tarafından
6
TTC2022SPY4hrThis is version 1.0 "TTC2022SPY4hr" Strategy. This has only been back tested for the ticker "SPY" on the 4hr ext chart for the year 2022. The reason I isolated this strategy to 2022 is because SPY's chart patterns have changed from the previous 2 years. So, I wanted to develop an indicator-based strategy that was consistent with current market conditions. The default setting for percent of equity is set to 5% risk. I will adjust any variables that make this TTC2022SPY4hr Strategy more accurate in the future as more 2022 data comes out. It's based on my TTC: Triangular Trend Channel script that dynamically creates a trend channel on the move. It uses open, high, low, close, simple moving average inputs for its plot lines and ema1 & a hard coded ema5 for calculation purposes. The default trend channel line settings are based off sma7. Default color coded in top to bottom price order: green = top orange blue white = center (7sma) purple yellow red = bottom • Remember * This has only been back tested for the ticker "SPY" on the 4hr ext chart for the year 2022 to date. *
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Options360 tarafından
Top 40 High Low Strategy for SPY, 5minThis strategy is developed based on my High Low Index SPY Top 40 indicator Notes: - this strategy is only developed for SPY on the 5 min chart . It seems to work with QQQ as well, but it isn't optimized for it - P/L shown is based on 10 SPY option contracts, call or put, with strike price closest to the entry SPY price and expiry of 0 to 1 day. This includes commissions (can be changed). This is only an estimate calculated using an arbitrary multiplier factor, this can be changed in the setting - P/L is based on $5000 initial capital - Works with both regular / extended trading session turned on/off. However, max drawdown is 1/2 with extended trading session ON - there is still a bug that doesn't allow alert to be created due to calculation error, will update once fixed This strategy combines signals from the following indicators to determine entry signals: - High Low Index SPY Top 40 - MACD - Linear Regression Slope Entry signal is triggered when: - High Low Index line crosses the EMA line - MACD trending in the same direction - Linear Regression slope is accelerating above a threshold in the same direction, indicating a strong trend Profit target(PT) and stop loss(SL) are determined using ATR value, with 2:1 Reward to Risk ratio as default. Exit signal may be triggered prior to PT or SL trigger when: - High Low Index SPY Top 40 shows a reversal after overbought or oversold conditions (optional) - Opposite entry signal is triggered There are a number of optional settings: - Turn on/off "option trading", P/L will be calculated using share price only without multiplication factor for trading option contracts - # of options per trade, default to 10 - Reinvest with profit made - Trade with trailing SL after PT hit - Take profit early based on Top 40 overbought/oversold - Trade 0/1 day expiry. This will signal exit by the end of the day on Mon/Wed/Fri, and only exits 1/2 of positions (if in profit) on Tues/Thurs - Can reduce the SL level without impacting PT - No entry between 10:05 - 10:20 (don't ask me why, but statistically it performs better) Consider donating me some of your profit if you make $$$ hahaha~ ;) Enjoy~~
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PtGambler tarafından
12
EDMA Scalping Strategy (Exponentially Deviating Moving Average)This strategy uses crossover of Exponentially Deviating Moving Average (MZ EDMA ) along with Exponential Moving Average for trades entry/exits. Exponentially Deviating Moving Average (MZ EDMA ) is derived from Exponential Moving Average to predict better exit in top reversal case. EDMA Philosophy EDMA is calculated in following steps: In first step, Exponentially expanding moving line is calculated with same code as of EMA but with different smoothness (1 instead of 2). In 2nd step, Exponentially contracting moving line is calculated using 1st calculated line as source input and also using same code as of EMA but with different smoothness (1 instead of 2). In 3rd step, Hull Moving Average with 2/3 of EDMA length is calculated using final line as source input. This final HMA will be equal to Exponentially Deviating Moving Average. EDMA Defaults Currently default EDMA and EMA length is set to 20 period which I've found better for higher timeframes but this can be adjusted according to user's timeframe. I would soon add Multi Timeframe option in script too. Chikou filter's period is set to 25. Additional Features EMA Band: EMA band is shown on chart to better visualize EMA cross with EDMA . Dynamic Coloring: Chikou Filter library is used for derivation of dynamic coloring of EDMA and its band. Trade Confirmation with Chikou Filter: Trend filteration from Chikou filter library is used as an option to enhance trades signals accuracy. Strategy Default Test Settings For backtesting purpose, following settings are used: Initial capital=10000 USD Default quantity value = 5 % of total capital Commission value = 0.1 % Pyramiding isn't included. Backtesting data never assures that the same results would occur in future and also above settings use very less of total portfolio for trades, which in a way results less maximum drawdown along with less total profit on initial capital too. For example, increasing default quantity value will definity increase maximum drawdown value. The other way is also to use fix contracts in backtesting but it all depends on users general practice. Best option is to explore backtesting results with manually modified settings on different charts, before trusting them for other uses in future. Usage and In-Detail Backtesting This strategy has built-in option to enable trade confirmations with Chikou filter which will reduce the total number of trades increasing profit factor. Symmetrically Weighted Moving Average (SWMA) on input source, may risk repainting in real-time data. Better option is to run a trade on bar close or simply left this optin unchecked. I've set Chikou filter unchecked to increase number of trades (greater than 100) on higher timeframe (12H) and this can be changed according to your precision requirement and timeframe. Timeframes lower than 4H usually have more noise. So its better to use higher EDMA and EMA length on lower timeframes which will decrease total number of offsetting trades increasing average total number of bars within a single trade. Original "Exponentially Deviating Moving Average (MZ EDMA )" Indicator can be found here.
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MightyZinger tarafından
14
Trend Follower Strategy v2 [divonn1994]The Trend Follower Strategy that I made classifies red and green candles into tiny, small, and big sizes and will send buy or sell signals depending on if the candle is classified as "big" so you get into and out of a position when there is a big candle. Out during a big green candle to take profit. Out during a big red candle in case the market is turning down. It also won't enter a position unless there is positive EMA momentum. For the chart there is a Buy and a Sell signal. Buy = 1, Sell = 0, and when the value crosses above or below 0.5 it will trigger a long position or close the long position. The graph isn't necessary to the strategy, but can help with visualizing the trade patterns in the past if you like. This strategy works best so far with these coins at time of posting (March 4th, 2022): KCSUSDT (621x profit), HTUSDT (45x profit), LUNAUSDT (45x profit), BNBBTC (1553x profit), ETHBTC (219x profit), KCSBTC (1222x profit), LUNABTC (83x profit), FTMBTC (52x profit). It can work with other pairings, but I personally like these pairings best. I didn't test it with coins outside of the top 100 coins by market cap. Use it however you want. Works best on 1 Day charts. The strategy would rather be in the market than out. It gets out when it see's a red flag, but can immediately go back in in the next bar if the red flags are all gone. So it makes a lot of trades. ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ Update: This is the same strategy I uploaded before but I made the code Open for anyone to check it out and so it has a similar description as the previous version. Let me know what you think. I'd remove the old version if I could, but I guess it's site policy to not be able to remove scripts that have been uploaded.
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divonn1994 tarafından
5
DayTradingFutures Cross-StrategyOVERVIEW This indicator was designed to help beginners use a cross over strategy that can be used for entries, exits and to for trend direction. █ COMPONENTS Here is a brief overview of the indicator: Weighted Moving Averages I find that by using a weighted moving average ( WMA ) to show a crossover, is very close to using a MACD signal line cross or using a RSI signal crossing over the 50/Mid Line. In my main strategy, I use the 5period (fast) and with the crossing of the 20period (slow) WMA for entries and the 50period WMA to show the short term trend. Please note, that I use the 50 period for day trading, if you are using a swing trade or plan on holding positions long term, a higher period may be preferred . All of the moving averages are customizable by color, length, and timeframe. **I feel comfortable trading this strategy at the 5min,10min, and 15min charts. 1 — 5 WMA- this is the white moving average closest to price and is the first part of our small cloud. 2 — 20 WMA - this is the yellow moving average and is the second part of or small cloud. 3 — 50 WMA - this is the directional trend. Moving Average Clouds The cloud (which is optional) appears when the trader should be looking to go Long or Sell Short. The dividing line is when both the 5 and 20 periods are over the 50 period. Trade Management This is a tool to help with setting your stop loss, break even, and target levels. Currently you can set these based on the current ATR ( Average True Range ). The “Buy” and “Sell” signals are the ATR indicator based on your risk tolerance (fully customizable). Different ticker symbols will require different ATR values, please back test! When applying your stop loss, drag the stop line to small arrow of the signal callout. Trading Session The indicator was designed for beginners to trade during the New York Session (08:30 – 16:00 CST). However, the indicator will ONLY show signals AFTER opening and BEFORE close (09:00 – 14:30 CST). The reason for this is that there is greater volatility during the open and I do not recommend to be in a trade at the end of the session. Buy and Sell Alerts Alerts can also be set, when an entry can be made. This prevents a person from having to watch the charts for an extended period of time. Faults of this strategy: Time of RANGES/CONSOLIDATION periods and EXTREME VOLITITY KILLs this strategy!! Do not trade this strategy during these periods!! Disclaimer: NO strategy is 100% effective! I am not responsible for any loss trades or malfunctions of this code. I recommend to paper trade any new strategy before trading with real money! I am not a financial advisor, trading can be very risky!
Pine Script™ stratejisi
james4392010 tarafından
Zlema Strateg Long 5mJust putting this out there. I created this Strategy based on Everget Zlema. Opens long trade when Zlema changes color. It is profitable as it is, but just putting it out to the community to see if someone else has ideas to make it better. How to make this strategy better? 1. FInd a way to filter ranging bad trades. 2. Trades would be more profitable if entry point had an entry on the candle the zlema changes color. 3. I had to put TP 5 limit, but the optimal would be when the zlema changes color back to red (if ranging trades can we filtered that is). In any case, just putting it out there, hope it is useful for someone, and I am open to suggestions.
Pine Script™ stratejisi
g33bianchi tarafından
6