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Regressions

iCryptoScalperHi everyone! In this post I would like to present my personal indicator for short-term strategies on cryptocurrencies called iCryptoScalper , but let me first introduce myself: I am a theoretical physicist with a deep passion for trading and mathematical modelling of the financial markets. I started trading cryptocurrencies more than 4 years ago and, throughout this period, I got more and more involved in trying to describe the mechanisms governing the price action at lower timeframes like 1, 5 and 15 minutes. As a beginner, I started with the usual "buy and hold" strategy, the safest but also boring option. Afterthat, I tried to get more involved on speed trading and scalping and, as it happens to all the beginners, I went through many mistakes. At the beginning, trying to find the best scalping strategy, was a very difficult task and I barely managed to perform well, mostly because every trade were overwhelmed by my emotional approach and the fear of missing the right entry point and/or exit point. However, thanks to these difficulties, I understood that I needed an algorithmic procedure to improve my performances and overtake the emotional approach, with a more technical approach: a mathematical guide that precisely tells me how to behave in the best way possible to be profitable. To achieve this goal, I put all my efforts in trying to write a consistent mathematical model able to give me all the statistical informations I needed to reach the best performances and, of course, the best possible profits. The iCryptoScalper is an explicit mathematical tool to be used for scalping strategies and optimized for different cryptocurrency pairs on 15/30 min timeframes. The script gives you many useful informations and details regarding the current and subsequent trade, accompanied with a detailed overview on both the last 20 short and long trade results. Let us have a look to all the detailed informations the script shows to you: CHART - Lines: The script plots for you the Entry price (yellow line), the Stop Loss price (red line) and a series of 8 Take Profit levels (green lines). - Background: The green background color indicates that the script is in a long position, viceversa, the red background color indicates that the script is in a short position. - Labels: The blue labels indicate the maximum achieved profit for each trade. - Alerts: The script shows two types of alerts, the "prepare to #" one and the true entry one. The prepare alert is very useful to understand when the strategy is going to enter a specific trade, thus giving you the possibility to set up all the necessary Entry/SL/TP levels on your favorite trading platform. - Crosses: The green and red crosses are precisely located at the corresponding long and short entry price for the next trade, thus giving you a preview on the target price that has to be reached for the indicator to enter. They are computed thanks to a mathematical model I set up and optimized for each cryptocurrency pair. PANEL - Overview: This part shows you two probability tables for the last 20 long and short trades each. The first table indicates the set of probabilities of reaching the corresponding TP level, whereas the second table shows the conditional probability , namely the probability of reaching a certain profit level once the previous one has been achieved. Below the tables you can find three quantities again referring to the last 20 long and short trades: the Average Maximum Profit , the Average Maximum Drawdown and the Average Risk/Reward Ratio . Last but not least, the correlation between the current asset and BTC is displayed together with the current BTC status. - Active Trade: This part collects all the data related to the current trade status. - Next Trade: This part collects all the data related to the next trade status. ATTENTION! Please notice that the equity line you see in the "Strategy Tester" section of TradingView is unreliable compared to the real performances of the script. This is due to the fact that the TradingView engine is designed for backtesting automatic trading strategies and not real-time trading bots. An example is the following: Bob buys 1 BTC-PERP contract at 10000$, setting the Stop Loss at 9000$. The price of the perpetual then goes to 12000$ and then go back hitting the Stop Loss. For the TradingView Engine this is a trade with a permanent loss of 1000$. However, for the iCryptoScalper users, the trade is perfectly fine thanks to the numerous TP levels (and corresponding probabilities) given by the script within the trade window.
Pine Script® stratejisi
iCryptoScalper tarafından
18
Unreal Algo [UPRIGHT] (cc)Hello Traders, It's finally that time, I'm releasing my baby out into the world. Unreal Algo is the answer to the question you didn't know you were asking. It's for beginners and advanced traders alike. I've made the settings very customizable, but also easy to just jump right in. How it works: It uses tons of calculations, confirmations, and filters to bring you the most accurate predictive algorithm possible. The algo will automatically adjust to different volatility in the market to still provide accurate signals and confirmation. It will automatically show support and resistance in real-time. A Moving Average cloud with speeds varying from extra fast to slow; they will help traders confirm whether they should stay in the trade. Also, I added 2 stoplosses, because the importance of risk management should always be emphasized even with strong accuracy. Features: ---The Most Accurate Signals on the planet. --------Buy/Sell, Up/Down direction change, and Red/Green arrows. --- MA cloud with beautiful color blend that can act as a confirmation of direction. -------- 17 different types/versions of moving Averages to choose from. --------Easy line transparency and toggle adjustments. --------Easy cloud transparency adjustments. --- Support and Resistance . --- Advanced PSAR that will show red when bearish while in a bullish trend, and visa-versa. ---Potential Orderblocks that can be extended to show a grid (adding additional support/resistance information). --- Fibonacci Lines. --- Pivot bar that changes colors based on pivot direction. ---Resistance Breakout and Support Breakdown Signals . --- Relative volume & momentum bar coloring. ---Two Separate Stoplosses . --------Circles change color and flip to top and red for Short, bottom and green for long. --------Horizontal stoploss that tracks the price and flags to take profit. White for Long and Yellow for short. ---As always... Fully customizable . Different customization options: Without stoplosses and Support/Resistance. Without Support/Resistance, arrows and psar removed. Added back Support/Resistance, lightened MA cloud Fully loaded (minus trailing stoploss)
Pine Script® göstergesi
UPRIGHTTrading tarafından
9
Сatching knivesThis strategy is based on the regression line and volume The Linear Regression Channel is a three-line technical indicator that displays the high, low and midpoint of the current trend. How does it work in strategy? If there is a deviation by a given percentage, the entry occurs //LOGIC ENTRY -Length-сhannel length -Deviation-deviation of the boundaries, the higher , the rarer the entries -% low for regression-deviation directly from the boundaries, the higher the number, the less frequent the entries -Required % down bar-additional condition for entry (the candle on which the entry takes place from the logic must necessarily fall by a given percentage) -Volume-the volume, which must be larger by the number of times you specify ( you can set the volume lower, but for better entries, you need to set the deviation percentages higher!) //EXIT SETTING Take profit and stop loss when a certain percentage is reached //SETTINGS NEXT ENTRY AND GRID Allow signal lower than,% - the next entry into a trade from logic occurs only when a decrease by a certain percentage Allow grid,% - when the price drops by the percentage specified in the settings, the entry will take place, but only on the next bar. //DATA RANGE -Testing results for any period of time // Default settings for infrequent but relatively accurate entries for TF 1 hour. It costs pyramiding 5 and take profit 5%. Choose the flavors of your choice! Good luck!
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graal_tut tarafından
Weighted Least Squares Moving AverageLinearly Weighted Ordinary Least Squares Moving Regression aka Weighted Least Squares Moving Average -> WLSMA ^^ called it this way just to for... damn, forgot the word Totally pwns LSMA for some purposes here's why (just look up): - 'realistically' the same smoothness; - less lag; - less overshoot; - more or less same computationally intensive. "Pretty cool, huh?", Bucky Roberts©, thenewboston Now, would you please (just look down) and see the comparison of impulse & step responses: Impulse responses Step responses Ain't it beautiful? "Motivation behind the concept & rationale", by gorx1 Many been trippin' applying stats methods that require normally distributed data to time series, hence all these B*ll**** Bands and stuff don't really work as it should, while people blame themselves and buy snake oil seminars bout trading psychology, instead of using proper tools. Price... Neither population nor the samples are neither normally nor log-normally distributed. So we can't use all the stuff if we wanna get better results. I'm not talking bout passing each rolling window to a stat test in order to get the proper descriptor, that's the whole different story. Instead we can leverage the fact that our data is time-series hence we can apply linear weighting, basically we extract another info component from the data and use it to get better results. Volume, range weighting don't make much sense (saying that based on both common sense and test results). Tick count per bar, that would be nice tho... this is the way to measure "intensity". But we don't have it on TV unfortunately. Anyways, I'm both unhappy that no1 dropped it before me during all these years so I gotta do it myself, and happy that I can give smth cool to every1 Here is it, for you. P.S.: the script contains standalone functions to calculate linearly weighted variance, linearly weighted standard deviation, linearly weighted covariance and linearly weighted correlation. Good hunting
Pine Script® göstergesi
gorx1 tarafından
9
Logarithmic Trend ChannelThis indicator automatically draws a regression channel plotted on logarithmic scale from the first quotation. This model is useful for the long term series data (such as 10 or 20 years time span). The Pearson correlation measures the strength of the linear relationship between two variables. It has a value between to 1, with a value of 0 meaning no correlation, and + 1 meaning a total positive correlation. Logarithmic price scales are a type of scale used on a chart, plotted such that two equivalent price changes are represented by the same vertical changes on the scale. They differ from linear price scales because they display percentage points and not dollar price increases for a stock. Technical issues *The user have to pan over the chart from the beginning to the end of the study range (such as 10 years of bars) so the pine script could generate those lines on the chart. *If on the chart the number of bar is less than the lookback period, it won't generate any lines as well.
Pine Script® göstergesi
Julien_Eche tarafından
7
Linear Regression Channel Breakout StrategyThis strategy is based on LonesomeTheBlue's Linear Regression Channel Indicator. First of all, I would like to thank LonesomeTheBlue. Breaking the Linear Regression Channel to close the candle triggers a Long or Short signal. If the slope of the Linear Regression Channel is positive, it is Short when it breaks out the lower line, and when the slope is negative, it is Long when it breaks out the upper line. The default is optimized for 8-hour candles, and for other hour candles, find the optimal value yourself. Below is a description of LonesomeTheBlue's Linear Regression Channel. 이 전략은 LonesomeTheBlue의 Linear Regression Channel Indicator를 기반으로 만들어졌습니다. 우선 LonesomeTheBlue님께 감사의 말씀을 드립니다. Linear Regression Channel을 돌파하여 봉 마감하면 Long 또는 Short 신호를 트리거합니다. Linear Regression Channel의 기울기가 양인 경우 하단 라인을 돌파하면 Short이고 그 기울기가 음인 경우 상단 라인을 돌파하면 Long입니다. 기본값은 8시간봉에 최적화 되어 있으며, 다른 시간봉은 직접 최적값을 찾아보십시오. 아래는 LonesomeTheBlue의 Linear Regression Channel에 대한 설명을 퍼왔습니다. ________________________________________________ There are several nice Linear Regression Channel scripts in the Public Library. and I tried to make one with some extra features too. This one can check if the Price breaks the channel and it shows where is was broken. Also it checks the momentum of the channel and shows it's increasing/decreasing/equal in a label, shape of the label also changes. The line colors change according to direction. using the options, you can; - Set the Source (Close, HL2 etc) - Set the Channel length - Set Deviation - Change Up/Down Line colors - Show/hide broken channels - Change line width meaning of arrows: ⇑ : Uptrend and moment incresing ⇗ : Uptrend and moment decreasing ⇓ : Downtrend and moment incresing ⇘ : Downtrend and moment decreasing ⇒ : No trend
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chanu_lev10k tarafından
14