Şimdi başlat

Komut dosyalarını "algo" için ara

Underworld Hunter Backtesting AlgorhitmThis strategy is built to prove the profitability of my Underworld Hunter indicator . It tests two different strategies. I won't be going into the calculation again since it is part of the original script. I just made a few adjustments. First one is clearly visual. It plots slimmer twin-coloured lines now and has a different colour for every extreme level. Second is less obvious - I switched Relative Strength Index for Commodity Channel Index. Extreme levels are as follows: green 100 -► 120, yellow 120 -► 140, orange 140 -► 160, red 160 -► 180 and purple above 180, I will have a special separate algorithm for testing optimal CCI levels someday, in this script, these values are only meant to help you with manual operations and do not influence results of the strategy in any way. #Trending strategy The trending strategy opens a position whenever the price leaves the bands and holds it until two consecutive bars are closed within the bands. The picture shows one winning position that hasn't yet been resulted. It also shows a few fakeouts. For this strategy, you want to keep the length below 110, the deviation should be below 2 and you probably want to play lower timeframes. #Within the bands The second strategy is pretty much the opposite. It opens a position when the price reaches outer bands and holds it until two consecutive bars are closed within the bands and current bar closes below previous bars low in case of long. It is working on hourly timeframes and you need higher length and deviation to succeed. The picture shows a few positions on EURUSD. Each of them is profitable but would be much higher if you closed it manually when it was time. You need to enable this strategy, which automatically disables the other one. When using my script, you need to bear in mind that the first strategy doesn't detect optimal levels to close the price. A trend is often followed by a less volatile and boring correction which causes bands to shrink and lower your profits if you don't close manually as it will take longer till bands are reached. On the other hand, second script literally has no stop-loss. As long as the price is outside the range, it will never close which will cause major drawdowns, unless you control the trade manually. CCI is here to help you with both. I also recommend combining this with Market Profile (on TW, there is only Volume Profile, which can be used in a similar way) and trading day theory (trending with multiple distributions, trending day, normal day, a variation on a normal day, non-trending day or neutral day). Always keep in mind that it is up to traders to be profitable, indicators can support a good trader, but they will not fix a bad one.
Pine Script® stratejisi
OrcChieftain tarafından
1
Reversion Scalp Bot v4Name: Reversion Scalp Bot Symbol: XBTUSD Suggested Equity: 15% Leverage: 10X or 25X Candles: 1-minute Type: Scalp Description: This scalp bot uses medium leverage to scalp small but high certainty movements on the 1-minute timeframe. In a proprietary feature, the algo is built for in and out trades essentially based on mean reversion and volume indicators. The Algo is also leveraging pattern recognition and backtested volume analysis. You are trading with the exchange's built-in systems that drive liquidations and insurance funds. Each trade will be longer no than one hour.
Pine Script® stratejisi
Father-Crypto tarafından
hamster-bot HiDeep strategy// DESCRIPTION OF STRATEGY HiDeep Strategy Author foresterufa This is a counter-trending strategy that is gradually gaining a position against the trend at the best price. A prerequisite for completing a position is the price exit from the internal channel on the chart and the appearance of the HiDeep indicator. The condition for closing the position is touching the opposite side of the internal channel. A condition for facilitating closure along the middle line of the channel, with high price volatility , is that the price touches the border of the external channel. Input signals are generated by HiDeep indicators. Closing a position by moving averages.
Pine Script® stratejisi
hamster-bot tarafından
3
Cracking Cryptocurrency - Bottom Feeder Strategy TesterBottom Feeder - Strategy Tester The Bottom Feeder is designed to algorithmically detect significantly oversold conditions in price that represent profitable buying opportunities. Combining this with it’s unique Stop and Target System, the Bottom Feeder is designed to return consistent return with minimal draw down. Whether used as a Market Bottom Detector or as a system for executing safe, profitable mean reversion trades, the Bottom Feeder is a powerful tool in any trader’s arsenal. Bottom Feeder was designed to be used on BTCUSD, however it is also effective on other USD/USDT pairs. One will have to check the individual pair they wish to trade with the Strategy Tester to simulate performance. Strategy displayed is from 2018-2021 on **Conservative Mode** with Percent of Equity (30%) enabled. Options Let’s go through the input options one by one, so that you are able to comfortably navigate all that this indicator has to offer. The link below will display a picture of the layout of the settings for your convenience. For the sake of simplicity, let’s note now that all settings marked **Conservative Mode** will not work in Aggressive Mode. Mode : Determines how aggressively Bottom Feeder generates a buy signal. In Conservative Mode, trades can only be opened once per candle and the stop and target will update as new signals appear. In Aggressive Mode, a separate trade is opened each time Bottom Feeder signals, which may be multiple times within one Daily candle. Position Sizing Strategy : Determines what Risk Management system you will deploy when trading Bottom Feeder. Your options are “Percent of Equity” and “Distance to Stop Loss”. If Percent of Equity is selected, a trade size will be equal to a percentage of your equity, pursuant to the value in the ‘Percent of Equity’ box. If Distance to Stop Loss is selected, then your Position Size will be determined based off the distance to your stop loss and the value in the ‘Risk Percentage’ box. Percent Of Equity : Determines what percentage of your equity will be allocated to each trade when ‘Position Sizing Strategy’ is enabled. Risk Percentage : Determines the size of each trade if ‘Distance to Stop Loss’ strategy is enabled. This value reflects what percent of your account you will lose per trade if the trade hits your stop loss. Plot Target and Stop Loss : Toggles on/off the visualized take profit and stop losses on the chart. **Conservative Mode** TP Multiplier : This is an input box, it requires a float value. That is, it can accept either a whole number integer or a number with a decimal. This number will determine your Take Profit target. It will take whatever number is entered into this box and multiply the Average True Range against it to determine your Take Profit. **Conservative Mode** SL Multiplier : See above - this will modify your Stop Loss Value. **Conservative Mode** Average or Median True Range : This is a drop-down option, the two options are Average True Range or Median True Range. If Average True Range is selected, then this indicator will use the Average True Range calculation, that is, the average of a historical set of True Range values to determine the Average True Range value for Target and Stop Loss calculation. If Median True Range is selected, it will not take an average and will instead take the Median value of your historical look back period. **Conservative Mode** True Range Length : This is an input that requires an integer. This will represent your historical lookback period for Average/Median True Range calculation. **Conservative Mode** True Range Smoothing : This is a drop-down with the following options: Exponential Moving Average ( EMA ), Simple Moving Average ( SMA ), Weighted Moving Average ( WMA ), Relative Moving Average (RMA). This will determine the smoothing type for calculating the Average True Range if it is selected. Note: if Median True Range is selected above, this option will not have any effect as there is no smoothing for a Median value. **Conservative Mode** Custom True Range Value? : This is a true/false option that is false by default. If enabled, it will override the Average/Median True Range calculation in favor of a users custom True Range value to be input below. **Conservative Mode** Custom True Range Value : This is an input box that requires a float value. If Custom True Range is enabled this is where a user will input their desired custom True Range value for Target and Stop Loss calculation. From Month/Day/Year to Month/Day/Year : This sets the Time Frame of your backtest for the Bottom Feeder Strategy. It will run FROM the date selected TO the date selected. Stop and Target Description Because Bottom Feeder is designed only to scalp the various market bottoms that can appear over time in the market and not to identify trends or to trade ranges, it’s imperative that the indicator notify us not just to when to enter our trades, but when to exit! In the service of that, CC Bottom Feeder has a built in Stop and Target system that tracks and displays the stop loss and take profit levels of each individual open trade, whether in Aggressive or Conservative Mode. Conservative Mode Targeting: In Conservative Mode, Bottom Feeder signals are aggregated into a compound trade. The signal will appear as a green label pointing up below a candle, and will appear upon a candle close. If Bottom Feeder then generates another signal the stop loss and target price will be updated. The process will continue until the aggregated trade completes in either direction. On a trade with multiple signals, a larger position is slowly entered into upon each buy signal. Aggressive Mode Targeting: In Aggressive Mode, Bottom Feeder signals are individually displayed as they are generated, regardless of how many signals are generated on any single candle. If Bottom Feeder continues to signal, each individual open trade will have their own stop loss and target that will be displayed on the chart until the individual trade completes in either direction. As opposed to a large compound position, aggressive mode represents a higher number of independent signals with their own stop and target levels. Stop losses and targets are designed to be hard, not soft. That is, they are intended to be stop market orders, not mental stop losses. If price wicks through the target or stop, it will activate.
Pine Script® stratejisi
CrackingCryptocurrency tarafından
GMS: RSI StrategyThis is just a basic RSI strategy that it easy to use and quite comprehensive so you can quickly test out an idea based on RSI. - I made it comprehensive in that you can select long, short, or both. - There is a simple moving average trend filter. You can filter for trades above, below, or don't include it at all. - The exit is based on a simple moving average. The source code should be open if you want to see it or modify it for your own project. I hope it helps! Andre Global Market Signals
Pine Script® stratejisi
GlobalMarketSignals tarafından
1
Combo Backtest 123 Reversal & CMOaDisparity Index This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The related CMOaDisparity Index article is copyrighted material from Stocks & Commodities Dec 2009 My strategy modification. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® stratejisi
HPotter tarafından
5
BEST Engulfing + Breakout StrategyHello traders This is a simple algorithm for a Tradingview strategy tracking a convergence of 2 unrelated indicators. Convergence is the solution to my trading problems. It's a puzzle with infinite possibilities and only a few working combinations. Here's one that I like - Engulfing pattern - Price vs Moving average for detecting a breakout Definition Take out the notebooks :) and some coffee (good for focus). I'm bullish in coffee The engulfing pattern is a two-candle reversal pattern. The second candle completely ‘engulfs’ the real body of the first one, without regard to the length of the tail shadows. The bullish Engulfing pattern appears in a downtrend and is a combination of one red candle followed by a larger green candle The bearish Engulfing pattern appears in a downtrend and is a combination of one green candle followed by a larger red candle Example: imgur.com We're bored sir... what's the point of all this? In summary, an engulfing is a pattern to track reversals. (the whole TradingView audience stands up now giving a standing ovation) Adding the Price vs Moving average filters allows to track reversals with momentums (half of the audience collapsed because this is too awesome) Ok sir... you picked up my interest I included some cool backtest filters: - date range filtering - flexible take profit in USD value (plotted in blue) - flexible stop loss in USD value (plotted in red) All the best Dave
Pine Script® stratejisi
Daveatt tarafından
21
Stochastic Pop and Drop by Jake Bernstein v1 [Bitduke]I found a simple strategy by Jake Bernstein, modified it a little and created a strategy with Risk Management System (SL+TP); After that I test it on the different cryptocurrency pairs. About the Indicator Basically it's the strategy of 2 indicators: Stochastic Oscillator to define the bias and Average Directional Index to confirm it. One again, It uses Stochastic Oscillator to define the trading bias. In particular, the trading bias was deemed bullish when the weekly 14-period Stochastic Oscillator was above some default value (in him paper - 50) and rising and vice versa. Once the trading bias is established, Steckler used the Average Directional Index (ADX) to define a slowdown in the trend. ADX measures the strength of the trend and a move below 20 signals a weak trend. Modifications I didn't implement Average Directional Index (ADX) and test just different sources for data, oscillator periods and different levels in relation to the crypto market. So, it shows good results with two tight thresholds at 55 and 45 level. The bar chart below the defining the bullish and bearish periods (green and red) and gives a signal to enter the trade (purple bars). Backtesting Backtested on XBTUSD , BTCPERP (FTX) pairs. You may notice it shows good results on 3h timeframe. Relatively low drawdown ~ 10% (from 2019 to date) FTX ~ 22% (4 years from 2016) Bitmex I backtested on the different altcoin pairs as well, but the results were just not good. Relatively good results were shown by some index pairs from the FTX exchange ( FTX:SHITPERP ), but I think there is a few data for backtesting to be asure in them. Bitmex 3h (2017 - 2020) : i.imgur.com FTX 3h (2019 - 2020): i.imgur.com Possible Improvements - Regarding trading algorithm it would be good to check with strategy with ADX somehow. Maybe for the better entries - As for Risk Management system, it can be improved by adding trailing stop to the strategy. Link: school.stockcharts.com
Pine Script® stratejisi
Bitduke tarafından
3
[GM PRO] ASH+The Absolute Strength Histogram with built in strategy tester to help you find optimum trade entries, and best parameters for your System. Includes - Backtest start date - Backtest end date - Money Managment (percent risk, stop loss and take profit distance and ratio). - Fully Featured Absolute Strength Histogram - with many MA modes and options. The indicator comes with default settings. It is up to you to fine tune and find the optimal settings for the market you trade. Coming Soon - Full fledged Algorithms - including entries, exits, and volatility/volume filters to keep you out of those choppy sideways markets. Look for the GM ELITE tag.
Pine Script® stratejisi
GMAN-Trading tarafından
2
Adaptive Price Zone Backtest The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® stratejisi
HPotter tarafından
3
9KSCALPBOT 5x 15-min StrategyThis scalp bot uses low leverage to scalp small but high certainty movements on the 15-minute timeframe. Its amazing proprietary feature addresses the common problem of accumulated losses due to excessive stop-lossing -- this is done by assessing macro trends on higher timeframes when underwater, and then riding the position out until profitable again. You will get an average of about 1 entry and 1 exit per day. The core logic uses a modified combination of CCI and Schaff Trend oscillators and a proprietary pattern recognition mechanic. Leverage should be kept low (5X or less) as the algorithm could temporarily go significantly underwater as well as pyramid (stack) same direction entries up to five times before closing. Any leverage higher than 5X significantly increases risk of liquidation. This bot has been consistently backtested for 10 months with about 75-85% win rate, 100%+ 3-month profitability, very low ~5% drawdown, all after factoring typical BitMex fees (0.06% after counting affiliate self-referral). As with any automated strategy, it does not account for black swan events or disruptions in server connectivity (e.g., BitMex overload errors).
Pine Script® stratejisi
sell9000 tarafından
18
FearsAndHopesA strategy based on the assumption that if you buy in a panic and sell on the euphoria of the crowd, then in the long run you get a profit. The strategy is symmetrical, that is, we assume that FOMO and FUD have an equal impact on the crowd. Never make different paired parameters. Do not try to get a perfect result on the backtest. The setup is symmetrical, the program does not use EMA, requests to larger timeframes, and other things that can cause repaintings. However, if you use the value 1 in the Fast Sma Length field, repaintings is possible, use with caution. This algorithm makes me profit 2600% profit per year, which, of course, does not mean that the next year will bring the same. API history on Bitmex on request in PM. Use it as an indicator with pleasure. Access to the script and help in setting up costs 0.5 btc
Pine Script® stratejisi
falsehopealex tarafından
4
bee ZZBreakdown trading system ( TS ) based on the ZZ indicator ( zig-zag ) using SAR (stop and reverse). The system calculates the long level and short level, depending on the direction of the breakdown - we enter the long or short position. The strategy is always in position (in the market), the strategy being in the long side reverses the position at the short level, and accordingly, on the contrary, it is in short at the long level, thereby fixing profit / loss. The strategy has proved itself to be highly volatile. Strategy tested on BitMEX exchange. It is possible to get acquainted with the results of the strategy by running the script by history.
Pine Script® stratejisi
beebot tarafından
1
Combo Backtest 123 Reversal & D_ELI (Ehlers Leading Indicator) This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This Indicator plots a single Daily DSP (Detrended Synthetic Price) and a Daily ELI (Ehlers Leading Indicator) using intraday data. Detrended Synthetic Price is a function that is in phase with the dominant cycle of real price data. This one is computed by subtracting a 3 pole Butterworth filter from a 2 Pole Butterworth filter. Ehlers Leading Indicator gives an advanced indication of a cyclic turning point. It is computed by subtracting the simple moving average of the detrended synthetic price from the detrended synthetic price. Buy and Sell signals arise when the ELI indicator crosses over or under the detrended synthetic price. See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® stratejisi
HPotter tarafından
7