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GRID SPOT TRADING ALGORITHM - GRID BOT TRADING STRATEGYGRID SPOT TRADING ALGORITHM : LONG ONLY STRATEGY OPEN SOURCE This is a long only strategy for spot assets. HOW IT WORKS Grid trading is a trading strategy where an investor creates a so-called "price grid". The basic idea of the strategy is to repeatedly buy at the pre-specified price and then wait for the price to rise above that level and then sell the position (and vice versa with shorting or hedging). FEATURES Grids: This algorithm has a total of 10 grids. Take profit: The trader can increase or decrease the distance between the grids from the User Interface panel, the distance between one grid and another represents the take profit. Management: The algorithm buys 10% of the capital every time the price breaks down a grid and sells during a rise to the next higher grid. The initial capital is invested in 10 sizes which represent 10% of the capital per trade. Stop Loss: The algorithm knows no stop loss as long as it is not activated from the User Interface panel. By activating the stop loss from the User Interface panel the algorithm will insert a close condition on all trades which will be calculated from the last lower grid. Trades: Trades are opened only if the price is within the grid. If the market leaves the grid the algorithm will not buy new positions or sell new positions. Optimal market conditions: The favorable market for this algorithm is the sideways market. LIMITATIONS OF THE MODEL The trader must take into account that this is a static model. It only works perfectly well if the market is in a sideways phase and incurs heavy losses if the market takes a downward trend. The model is unusable for an uptrend. The trader must therefore carefully analyze the market where he intends to use this strategy, making sure that the price is in a sideways phase. USES Indispensable research and backtesting tool for those using bots for their investments. The algorithm produces a backtesting of the strategy for past history. It is used by professional traders to understand if this strategy has been profitable on a market and what parameters to use for bots using this strategy (Kucoin, Binance etc.). If you would like to develop your own algorithm with customized conditions based on a grid strategy, please contact us. If you need help in using this tool, please contact us without hesitation.
Pine Script® stratejisi
thequantscience tarafından
44
Forex Master v4.0 (EUR/USD Mean-Reversion Algorithm)DESCRIPTION Forex Master v4.0 is a mean-reversion algorithm currently optimized for trading the EUR/USD pair on the 5M chart interval. All indicator inputs use the period's closing price and all trades are executed at the open of the period following the period where the trade signal was generated. There are 3 main components that make up Forex Master v4.0: I. Trend Filter The algorithm uses a version of the ADX indicator as a trend filter to trade only in certain time periods where price is more likely to be range-bound (i.e., mean-reverting). This indicator is composed of a Fast ADX and a Slow ADX, both using the same look-back period of 50. However, the Fast ADX is smoothed with a 6-period EMA and the Slow ADX is smoothed with a 12-period EMA. When the Fast ADX is above the Slow ADX, the algorithm does not trade because this indicates that price is likelier to trend, which is bad for a mean-reversion system. Conversely, when the Fast ADX is below the Slow ADX, price is likelier to be ranging so this is the only time when the algorithm is allowed to trade. II. Bollinger Bands When allowed to trade by the Trend Filter, the algorithm uses the Bollinger Bands indicator to enter long and short positions. The Bolliger Bands indicator has a look-back period of 20 and a standard deviation of 1.5 for both upper and lower bands. When price crosses over the lower band, a Long Signal is generated and a long position is entered. When price crosses under the upper band, a Short Signal is generated and a short position is entered. III. Money Management Rule 1 - Each trade will use a limit order for a fixed quantity of 50,000 contracts (0.50 lot). The only exception is Rule Rule 2 - Order pyramiding is enabled and up to 10 consecutive orders of the same signal can be executed (for example: 14 consecutive Long Signals are generated over 8 hours and the algorithm sends in 10 different buy orders at various prices for a total of 350,000 contracts). Rule 3 - Every order will include a bracket with both TP and SL set at 50 pips (note: the algorithm only closes the current open position and does not enter the opposite trade once a TP or SL has been hit). Rule 4 - When a new opposite trade signal is generated, the algorithm sends in a larger order to close the current open position as well as open a new one (for example: 14 consecutive Long Signals are generated over 8 hours and the algorithm sends in 10 different buy orders at various prices for a total of 350,000 contracts. A Short Signal is generated shortly after the 14th Long Signal. The algorithm then sends in a sell order for 400,000 contracts to close the 350,000 contracts long position and open a new short position of 50,000 contracts).
Pine Script® stratejisi
Stable_Camel tarafından
16
Position and Risk Calculator (for Indices) [dR-Algo]Position and Risk Calculator : Your Ultimate Risk Management Tool for Indices The difference between a novice and a seasoned trader often comes down to one essential element: risk management. While trading indices, the challenges are even more intense due to market volatility and leverage. The Position and Risk Calculator steps in here to bridge the gap, providing you with an efficient tool designed exclusively for indices trading. Key Features: User-Friendly Interface: Designed to integrate effortlessly with your TradingView chart, this tool's interface is intuitive and clutter-free. Dynamic Price Level Adjustment: Move your Entry, Stop Loss, and Take Profit levels directly on the chart for an interactive experience. Account Balance Input: Customize the tool to understand your unique financial situation by inputting your current account balance. Trade Risk Customization: Define how much you're willing to risk per trade, and the tool will do the rest. Automated Calculations: The indicator calculates the maximum monetary risk and translates it into the maximum lot size you can afford. It delivers a full-integer lot size to make your trading decisions easier. Comprehensive Risk Evaluation: Beyond lot sizes, it provides you with the Cost-to-Reward Ratio (CRV) of your trade, the actual monetary risk according to the calculated lot size, and the potential profit. How To Use: Once you add the Position and Risk Calculator to your TradingView chart, a new interactive panel appears. Here’s how it works: Set Price Levels: Using draggable lines on the chart, set your Entry Price, Stop Loss, and Take Profit levels. Account Details: Go to settings and enter your Account Balance and your desired risk percentage per trade. Automatic Calculations: As soon as the above details are set, the indicator goes to work. It first calculates your maximum risk in monetary terms and then translates that into the maximum lot size you can take for the trade. Review and Trade: The indicator shows you all the vital statistics - CRV of the trade, the money at risk according to the calculated lot size, and the possible profit. Why Choose This Tool? Informed Decisions: Your trading decisions will be based on concrete numbers, removing guesswork. Time-saving: No need for manual calculations or using separate tools; everything is in one place. Focus on Trading: By automating the risk management aspect, this tool allows you to focus more on your trading strategy and market analysis. Tailor-Made for Indices: Unlike many other tools that try to serve all markets, the Position and Risk Calculator is designed specifically for indices trading. Remember, effective risk management is what separates successful traders from those who burn out. The Position and Risk Calculator not only helps you define your risk but also helps you understand it, empowering you to trade with confidence. So why not give yourself the best chance of success? Add the Position and Risk Calculator to your TradingView setup and experience the difference it can make.
Pine Script® göstergesi
dR-Algo tarafından
5
ISM Indicator As a Strategy Here's a very easy code, plotting the ISM against the SPX. In this exercise, i wanted to see if one could use the ISM indicator only to generate buy/sell signal, and what would be the performance. What is the ISM The ISM Manufacturing Index monitors employment, production inventories, new orders and supplier deliveries.By monitoring the ISM Manufacturing Index, investors are able to better understand national economic conditions. When this index is increasing, investors can assume that the stock markets should increase because of higher corporate profits. The opposite can be thought of the bond markets, which may decrease as the ISM Manufacturing Index increases because of sensitivity to potential inflation. Buy/Sell Signal ISM above 50 usually good economic condition and vice versa when below 50 . For this code I used 48.50 as my buy/sell signal line. Results To test this on a longer time period, I use the SPX index instead of SPY. The results are surprisingly good. 76.92% profitability with 3.03 profit factor. Conclusion Investors could use the ISM with other indicators to determine better entry and exit point. I will see if combining the ISM with other custom indicators , could generate better result. Feel free to share your results here. Cheers Algo.
Pine Script® stratejisi
Algokid tarafından
4
AK TREND ID v1.00Hello, "Are we at the top yet ? "........ " Is it a good time to invest ? " ......." Should I buy or sell ? " These are the many questions I hear and get on the daily basis. 1000's of investors do not know when to go in and out of the market. Most of them rely on the opinion of "experts" on television to make their investment decisions. Bad idea.Taking a systematic approach when investing, could save you a lot of time and headache. If there was only a way to know when to get in and out of the market !! hmmmm. The good news is that there many ways to do that. The bad news is , are you disciplined enough to follow it ? I coded the AK_TREND ID specifically to identified trends in the SPX or SPY only . How does it work ? very simply , I simply plot the spread between the 3 month and 8 month moving average on the chart. If the spread > 0 @ month end = BUY if the spread < 0 @ month end = SELL The AK TREND ID is a LAGGING Indicator , so it will not get you in at the very bottom or get you out at the very top. I did a backtest on the SPX from 1984 to 7/2/2014 (yesterday), The rule was to buy only when the AK TREND ID was green. let's look at the result: 14 trades : 11 W 3 L , 78.75 % winning % Biggest winner (%) = 108 % Biggest loser (%) = -10.7 % Average Return = 27 % Total Return since 1984 = 351.3 % You can see the result in detail here : docs.google.com Although the backtesting results are good, the AK TREND ID is not to be used as a trading system. It is simply design to let you know when to invest and when to get out. I'm working a more accurate version of this Indicator , that will use both technical and fundamental data. In the mean time , I hope this will give some of you piece of mind, and eliminate emotions from your trading decision. Feel free to modify the code as you wish, but please share your finding with the rest of Trading View community. All the best Algo
Pine Script® göstergesi
Algokid tarafından
35
Murrey Math The Murrey Math indicator is a set of horizontal price levels, calculated from an algorithm developed by stock trader T.J. Murray. The main concept behind Murrey Math is that prices tend to react and rotate at specific price levels. These levels are calculated by dividing the price range into fixed segments called "ranges", usually using a number of 8, 16, 32, 64, 128 or 256. Murrey Math levels are calculated as follows: 1. A particular price range is taken, for example, 128. 2. Divide the current price by the range (128 in this example). 3. The result is rounded to the nearest whole number. 4. Multiply that whole number by the original range (128). This results in the Murrey Math level closest to the current price. More Murrey levels are calculated and drawn by adding and subtracting multiples of the range to the initially calculated level. Traders use Murrey Math levels as areas of possible support and resistance as it is believed that prices tend to react and pivot at these levels. They are also used to identify price patterns and possible entry and exit points in trading. The Murrey Math indicator itself simply calculates and draws these horizontal levels on the price chart, allowing traders to easily visualize them and use them in their technical analysis. HOW TO USE THIS INDICATOR? To use the Murrey Math indicator effectively, here are some tips: 1. Choose the appropriate Murrey Math range : The Murrey Math range input (128 by default in the provided code) determines the spacing between the levels. Common ranges used are 8, 16, 32, 64, 128, and 256. A smaller range will give you more levels, while a larger range will give you fewer levels. Choose a range that suits the volatility and trading timeframe you're working with. 2. Identify potential support and resistance levels: The horizontal lines drawn by the indicator represent potential support and resistance levels based on the Murrey Math calculation. Prices often react or reverse at these levels, so they can be used to spot areas of interest for entries and exits. 3. Look for price reactions at the levels: Watch for price action like rejections, bounces, or breakouts at the Murrey Math levels. These reactions can signal potential trend continuation or reversal setups. 4. Trail stop-loss orders: You can place stop-loss orders just below/above the nearest Murrey Math level to manage risk if the price moves against your trade. 5. Set targets at future levels: Project potential profit targets by looking at upcoming Murrey Math levels in the direction of the trend. 7. Adjust range as needed: If prices are consistently breaking through levels without reacting, try adjusting the range input to a different value to see if it provides better levels. In which asset can this indicator perform better? The Murrey Math indicator can potentially perform well on any liquid financial asset that exhibits some degree of mean-reversion or trading range behavior. However, it may be more suitable for certain asset classes or trading timeframes than others. Here are some assets and scenarios where the Murrey Math indicator can potentially perform better: 1. Forex Markets: The foreign exchange market is known for its ranging and mean-reverting nature, especially on higher timeframes like the daily or weekly charts. The Murrey Math levels can help identify potential support and resistance levels within these trading ranges. 2. Futures Markets: Futures contracts, such as those for commodities (e.g., crude oil, gold, etc.) or equity indices, often exhibit trading ranges and mean-reversion trends. The Murrey Math indicator can be useful in identifying potential turning points within these ranges. 3. Stocks with Range-bound Behavior: Some stocks, particularly those of large-cap companies, can trade within well-defined ranges for extended periods. The Murrey Math levels can help identify the boundaries of these ranges and potential reversal points. 4. I ntraday Trading: The Murrey Math indicator may be more effective on lower timeframes (e.g., 1-hour, 30-minute, 15-minute) for intraday trading, as prices tend to respect support and resistance levels more closely within shorter time periods. 5. Trending Markets: While the Murrey Math indicator is primarily designed for range-bound markets, it can also be used in trending markets to identify potential pullback or continuation levels.
Pine Script® göstergesi
AlgoriZate tarafından
4
Weekly RSI Buy/Sell SignalsWeekly RSI Buy/Sell Signal Indicator This indicator is designed to help traders identify high-probability buy and sell opportunities on the weekly chart by using the Relative Strength Index (RSI). By utilizing weekly RSI values, this indicator ensures signals align with broader market trends, providing a clearer view of potential price reversals and continuation. How It Works: Weekly RSI Calculation: This script calculates the RSI using a 14-period setting, focusing on the weekly timeframe regardless of the user’s current chart view. The weekly RSI is derived using request.security, allowing for consistent signals even on intraday charts. Signal Conditions: Buy Signal: A buy signal appears when the RSI crosses above the oversold threshold of 30, suggesting that price may be gaining momentum after a potential bottom. Sell Signal: A sell signal triggers when the RSI crosses below the overbought threshold of 70, indicating a possible momentum shift downwards. Visual Cues: Buy/Sell Markers: Clear green "BUY" and red "SELL" markers are displayed on the chart when buy or sell conditions are met, making it easy to identify entry and exit points. RSI Line and Thresholds: The weekly RSI value is plotted in real time with color-coded horizontal lines at 30 (oversold) and 70 (overbought), providing a visual reference for key levels. This indicator is ideal for traders looking for reliable, trend-based signals on higher timeframes and can be a helpful tool for filtering out shorter-term market noise.
Pine Script® göstergesi
ALGO-TECH tarafından
4
SPY Master v1.0This is a simple swing trading algorithm that uses a fast RSI-EMA to trigger buy/cover signals and a slow RSI-EMA to trigger sell/short signals for SPY, an xchange-traded fund for the S&P 500. The idea behind this strategy follows the premise that most profitable momentum trades usually occur during periods when price is trending up or down. Periods of flat price actions are usually where most unprofitable trades occur. Because we cannot predict exactly when trending periods will occur, the algorithm basically bets money on all trade opportunities during all market conditions. Despite an accuracy rate of only 40%, the algorithm's asymmetric risk/reward profile allows the average winner to be 2x the average loser. The end result is a positive (profitable) net payout. TRADING RULES: Buy/Cover = EMA3(RSI2) cross> 50 Sell/Short = EMA5(RSI2) cross< 50 BACKTEST SETTINGS: - Period = March 2011 - Present - Initial capital = $10,000 - Dividends excluded - Trading costs excluded PERFORMANCE COMPARISON: There are 657 trades, which means 1,314 orders. Assuming each order costs $2 (what I pay for at Interactive Brokers), total trading costs should be $2,628. -SPY (buy & hold) = 132.73 ---> 193.22 = +45.57% (dividends excluded) -SPY Master v1.0 = $12,649 - $2,628 = $10,021 = +100.21% DISCLAIMER: None of my ideas and posts are investment advice. Past performance is not an indication of future results. This strategy was constructed with the benefit of hindsight and its future performance cannot be guaranteed.
Pine Script® stratejisi
Stable_Camel tarafından
5
Algorithmic Signal AnalyzerMeet Algorithmic Signal Analyzer (ASA) v1: A revolutionary tool that ushers in a new era of clarity and precision for both short-term and long-term market analysis, elevating your strategies to the next level. ASA is an advanced TradingView indicator designed to filter out noise and enhance signal detection using mathematical models. By processing price movements within defined standard deviation ranges, ASA produces a smoothed analysis based on a Weighted Moving Average (WMA). The Volatility Filter ensures that only relevant price data is retained, removing outliers and improving analytical accuracy. While ASA provides significant analytical advantages, it’s essential to understand its capabilities in both short-term and long-term use cases. For short-term trading, ASA excels at capturing swift opportunities by highlighting immediate trend changes. Conversely, in long-term trading, it reveals the overall direction of market trends, enabling traders to align their strategies with prevailing conditions. Despite these benefits, traders must remember that ASA is not designed for precise trade execution systems where accuracy in timing and price levels is critical. Its focus is on analysis rather than order management. The distinction is crucial: ASA helps interpret price action effectively but may not account for real-time market factors such as slippage or execution delays. Features and Functionality ASA integrates multiple tools to enhance its analytical capabilities: Customizable Moving Averages: SMA, EMA, and WMA options allow users to tailor the indicator to their trading style. Signal Detection: Identifies bullish and bearish trends using the Relative Exponential Moving Average (REMA) and marks potential buy/sell opportunities. Visual Aids: Color-coded trend lines (green for upward, red for downward) simplify interpretation. Alert System: Notifications for trend swings and reversals enable timely decision-making. Notes on Usage ASA’s effectiveness depends on the context in which it is applied. Traders should carefully consider the trade-offs between analysis and execution. Results may vary depending on market conditions and chart types. Backtesting with ASA on standard charts provides more reliable insights compared to non-standard chart types. Short-term use focuses on rapid trend recognition, while long-term application emphasizes understanding broader market movements. Takeaways ASA is not a tool for precise trade execution but a powerful aid for interpreting price trends. For short-term trading, ASA identifies quick opportunities, while for long-term strategies, it highlights trend directions. Understanding ASA’s limitations and strengths is key to maximizing its utility. ASA is a robust solution for traders seeking to filter noise, enhance analytical clarity, and align their strategies with market movements, whether for short bursts of activity or sustained trading goals.
Pine Script® göstergesi
ertekinibrahim tarafından
2
Algo Structure [ValiantTrader_]Explanation of the "Algo Structure" Trading Indicator This Pine Script indicator, created by ValiantTrader_, is a multi-timeframe swing analysis tool that helps traders identify key price levels and market structure across different timeframes. Here's how it works and how traders can use it: Core Components 1. Multi-Timeframe Swing Analysis The indicator tracks swing highs and lows across: The current chart timeframe A higher timeframe (weekly by default) An even higher timeframe (monthly by default) 2. Swing Detection Logic Current timeframe swings: Identified when price makes a 3-bar high/low pattern Higher timeframe swings: Uses the highest high/lowest low of the last 3 bars on those timeframes 3. Visual Elements Horizontal lines marking swing points Labels showing the timeframe and percentage distance from current price An information table summarizing key levels How Traders Use This Indicator 1. Identifying Key Levels The indicator draws recent swing highs (red) and swing lows (green) These levels act as potential support/resistance areas Traders watch for price reactions at these levels 2. Multi-Timeframe Analysis By seeing swings from higher timeframes (weekly, monthly), traders can: Identify more significant support/resistance zones Understand the broader market context Spot confluence areas where multiple timeframes align 3. Measuring Price Distance The percentage display shows how far current price is from each swing level Helps assess potential reward/risk at current levels Shows volatility between swings (wider % = more volatile moves) 4. Table Summary The info table provides a quick reference for: Exact price levels of swings Percentage ranges between highs and lows Comparison across timeframes 5. Trading Applications Breakout trading: When price moves beyond a swing high/low Mean reversion: Trading bounces between swing levels Trend confirmation: Higher highs/lows in multiple timeframes confirm trends Support/resistance trading: Entering trades at swing levels with other confirmation Customization Options Traders can adjust: The higher timeframes analyzed Whether to show the timeframe labels Whether to display swing levels Whether to show the info table The indicator also includes price alerts for new swing highs/lows on the current timeframe, allowing traders to get notifications when market structure changes. This tool is particularly valuable for traders who incorporate multi-timeframe analysis into their strategy, helping them visualize important price levels across different time perspectives
Pine Script® göstergesi
ValiantTrader_ tarafından
ORB Algo | Flux Charts💎 GENERAL OVERVIEW Introducing our new ORB Algo indicator! ORB stands for "Opening Range Breakout" which is a common trading strategy. The indicator can analyze the market trend in the current session and give "Buy / Sell", "Take Profit" and "Stop Loss" signals. For more information about the analyzing process of the indicator, you can read "How Does It Work ?" section of the description. Features of the new ORB Algo indicator : Buy & Sell Signals Up To 3 Take Profit Signals Stop-Loss Signals Alerts for Buy / Sell, Take-Profit and Stop-Loss Customizable Algoritm Session Dashboard Backtesting Dashboard 📌 HOW DOES IT WORK ? This indicator works best in 1-minute timeframe. The idea is that the trend of the current session can be forecasted by analyzing the market for a while after the session starts. However, each market has it's own dynamics and the algorithm will need fine-tuning to get the best performance possible. So, we've implemented a "Backtesting Dashboard" that shows the past performance of the algorithm in the current ticker with your current settings. Always keep in mind that past performance does not guarantee future results. Here are the steps of the algorithm explained briefly : 1. The algorithm follows and analyzes the first 30 minutes (can be adjusted) of the session. 2. Then, algorithm checks for breakouts of the opening range's high or low. 3. If a breakout happens in a bullish or a bearish direction, the algorithm will now check for retests of the breakout. Depending on the sensitivity setting, there must be 0 / 1 / 2 / 3 failed retests for the breakout to be considered as reliable. 4. If the breakout is reliable, the algorithm will give an entry signal. 5. After the position entry, algorithm will now wait for Take-Profit or Stop-Loss zones and signal if any of them occur. If you wonder how does the indicator find Take-Profit & Stop-Loss zones, you can check the "Settings" section of the description. 🚩UNIQUENESS While there are indicators that show the opening range of the session, they come short with features like indicating breakouts, entries, and Take-Profit & Stop-Loss zones. We are also aware of that different stock markets have different dynamics, and tuning the algorithm for different markets is really important for better results, so we decided to make the algorithm fully customizable. Besides all that, our indicator contains a detailed backtesting dashboard, so you can see past performance of the algorithm in the current ticker. While past performance does not yield any guarantee for future results, we believe that a backtesting dashboard is necessary for tuning the algorithm. Another strength of this indicator is that there are multiple options for detection of Take-Profit and Stop-Loss zones, which the trader can select one of their liking. ⚙️SETTINGS Keep in mind that best chart timeframe for this indicator to work is the 1-minute timeframe. TP = Take-Profit SL = Stop-Loss EMA = Exponential Moving Average OR = Opening Range ATR = Average True Range 1. Algorithm ORB Timeframe -> This setting determines the timeframe that the algorithm will analyze the market after a new session begins before giving any signals. It's important to experiment with this setting and find the best option that suits the current ticker for the best performance. More volatile stocks will often require this setting to be larger, while more stabilized stocks may have this setting shorter. Sensitivity -> This setting determines how much failed retests are needed to take a position entry. Higher senstivity means that less retests are needed to consider the breakout as reliable. If you think that the current ticker makes strong movements in a bullish & bearish direction after a breakout, you should set this setting higher. If you think the opposite, meaning that the ticker does not decide the trend right after a breakout, this setting show be lower. (High = 0 Retests, Medium = 1 Retest, Low = 2 Retests, Lowest = 3 Retests) Breakout Condition -> The condition for the algorithm to detect breakouts. Close = Bar needs to close higher than the OR High Line in a bullish breakout, or lower than the OR Low Line in a bearish breakout. EMA = The EMA of the bar must be higher / lower than OR Lines instead of the close price. TP Method -> The method for the algorithm to use when determining TP zones. Dynamic = This TP method essentially tries to find the bar that price starts declining the current trend and going to the other direction, and puts a TP zone there. To achieve this, it uses an EMA line, and when the close price of a bar crosses the EMA line, It's a TP spot. ATR = In this TP method, instead of a dynamic approach the TP zones are pre-determined using the ATR of the entry bar. This option is generally for traders who just want to know their TP spots beforehand while trading. Selecting this option will also show TP zones at the ORB Dashboard. "Dynamic" option generally performs better, while the "ATR" method is safer to use. EMA Length -> This setting determines the length of the EMA line used in "Dynamic TP method" and "EMA Breakout Condition". This is completely up to the trader's choice, though the default option should generally perform well. You might want to experiment with this setting and find the optimal length for the current ticker. Stop-Loss -> Algorithm will place the Stop-Loss zone using setting. Safer = The SL zone will be placed closer to the OR High for a bullish entry, and closer to the OR Low for a bearish entry. Balanced = The SL zone will be placed in the center of OR High & OR Low Risky = The SL zone will be placed closer to the OR Low for a bullish entry, and closer to the OR High for a bearish entry. Adaptive SL -> This option only takes effect if the first TP zone is hit. Enabled = After the 1st TP zone is hit, the SL zone will be moved to the entry price, essentially making the position risk-free. Disabled = The SL zone will never change. 2. ORB Dashboard ORB Dashboard shows the information about the current session. 3. ORB Backtesting ORB Backtesting Dashboard allows you to see past performance of the algorithm in the current ticker with current settings. Total amount of days that can be backtested depends on your TV subscription. Backtesting Exit Ratios -> You can select how much of percent your entry will be closed at any TP zone while backtesting. For example, %90, %5, %5 means that %90 of the position will be closed at the first TP zone, %5 of it will be closed at the 2nd TP zone, and %5 of it will be closed at the last TP zone.
Pine Script® göstergesi
fluxchart tarafından
85
Session Breakout Scalper Trading BotHi Traders ! Introduction: I have recently been exploring the world of automated algorithmic trading (as I prefer more objective trading strategies over subjective technical analysis (TA)) and would like to share one of my automation compatible (PineConnecter compatible) scripts “Session Breakout Scalper”. The strategy is really simple and is based on time conditional breakouts although has more ”relatively” advanced optional features such as the regime indicators (Regime Filters) that attempt to filter out noise by adding more confluence states and the ATR multiple SL that takes into account volatility to mitigate the down side risk of the trade. What is Algorthmic Trading: Firstly what is algorithmic trading? Algorithmic trading also known as algo-trading, is a method of using computer programs (in this case pine script) to execute trades based on predetermined rules and instructions (this trading strategy). It's like having a robot trader who follows a strict set of commands to buy and sell assets automatically, without any human intervention. Important Note: For Algorithmic trading the strategy will require you having an essential TV subscription at the minimum (so that you can set alerts) plus a PineConnecter subscription (scroll down to the .”How does the strategy send signals” headings to read more) The Strategy Explained: Is the Time input true ? (this can be changed by toggling times under the “TRADE MEDIAN TIMES” group for user inputs). Given the above is true the strategy waits x bars after the session and then calculates the highest high (HH) to lowest low (LL) range. For this box to form, the user defined amount of bars must print after the session. The box is symmetrical meaning the HH and LL are calculated over a lookback that is equal to the sum of user defined bars before and after the session (+ 1). The Strategy then simultaneously defines the HH as the buy level (green line) and the LL as the sell level (red line). note the strategy will set stop orders at these levels respectively. Enter a buy if price action crosses above the HH, and then cancel the sell order type (The opposite is true for a stop order). If the momentum based regime filters are true the strategy will check for the regime / regimes to be true, if the regime if false the strategy will exit the current trade, as the regime filter has predicted a slowing / reversal of momentum. The image below shows the strategy executing these trading rules ( Regime filters, "Trades on chart", "Signal & Label" and "Quantity" have been omitted. "Strategy label plots" has been switched to true) Other Strategy Rules: If a new session (time session which is user defined) is true (blue vertical line) and the strategy is currently still in a trade it will exit that trade immediately. It is possible to also set a range of percentage gain per day that the strategy will try to acquire, if at any point the strategy’s profit is within the percentage range then the position / trade will be exited immediately (This can be changed in the “PERCENT DAY GAIN” group for user inputs) Stops and Targets: The strategy has either static (fixed) or variable SL options. TP however is only static. The “STRAT TP & TP” group of user inputs is responsible for the SL and TP values (quoted in pips). Note once the ATR stop is set to true the SL values in the above group no longer have any affect on the SL as expected. What are the Regime Filters: The Larry Williams Large Trade Index (LWLTI): The Larry Williams Large Trade Index (LWTI) is a momentum-based technical indicator developed by iconic trader Larry Williams. It identifies potential entries and exits for trades by gauging market sentiment, particularly the buying and selling pressure from large market players. Here's a breakdown of the LWTI: LWLTI components and their interpretation: Oscillator: It oscillates between 0 and 100, with 50 acting as the neutral line. Sentiment Meter: Values above 75 suggest a bearish market dominated by large selling, while readings below 25 indicate a bullish market with strong buying from large players. Trend Confirmation: Crossing above 75 during an uptrend and below 25 during a downtrend confirms the trend's continuation. The Andean Oscillator (AO) : The Andean Oscillator is a trend and momentum based indicator designed to measure the degree of variations within individual uptrends and downtrends in the prices. Regime Filter States: In trading, a regime filter is a tool used to identify the current state or "regime" of the market. These Regime filters are integrated within the trading strategy to attempt to lower risk (equity volatility and/or draw down). The regime filters have different states for each market order type (buy and sell). When the regime filters are set to true, if these regime states fail to be true the trade is exited immediately. For Buy Trades: LWLTI positive momentum state: Quotient of the lagged trailing difference and the ATR > 50 AO positive momentum state: Bull line > Bear line (signal line is omitted) For Sell Trades: LWLTI negative momentum stat: Quotient of the lagged trailing difference and the ATR < 50 AO negative momentum state: Bull line < Bear line (signal line is omitted) How does the Strategy Send Signals: The strategy triggers a TV alert (you will neet to set a alert first), TV then sends a HTTP request to the automation software (PineConnecter) which receives the request and then communicates to an MT4/5 EA to automate the trading strategy. For the strategy to send signals you must have the following At least a TV essential subscription This Script added to your chart A PineConnecter account, which is paid and not free. This will provide you with the expert advisor that executes trades based on these strategies signals. For more detailed information on the automation process I would recommend you read the PineConnecter documentation and FAQ page. Dashboard: This Dashboard (top right by defualt) lists some simple trading statistics and also shows when a trade is live. Important Notice: - USE THIS STRATEGY AT YOUR OWN RISK AND ALWAYS DO YOUR OWN RESEARCH & MANUAL BACKTESTING ! - THE STRATEGY WILL NOT EXHIBIT THE BACKTEST PERFORMANCE SEEN BELOW IN ALL MARKETS !
Pine Script® stratejisi
Amjad_S tarafından
9
Orion Algo Strategy v2.0Hi everyone. I decided to make the latest Orion Algo open to people. I don't have enough time to work on it lately, so I figured it would be best that everyone can have it to work on it. I took out some stuff from the original but it should give an idea on how things work. I made two strategies with this so far so you can use that to come up with your own. I recommend the DCA strategy because it gives you the most bang for Orion Algo's buck. It's pretty good at finding long entries. Overall I hope you guys like this one. Also, Banano is the best crypto currency :) -INFO- Orion Algo is a trading algorithm designed to help traders find the highs and lows of the market before, during, and after they happen. We wanted to give an indicator to people that was simple to use. In fact we created the algorithm in such a way that it currently only needs a single input from the user. Since no indicator can predict the market perfectly, Orion should be used as just another tool (although quite a sharp one) for you to trade with. Fundamental knowledge of price action and TA should be used with Orion Algo. Being an oscillator, Orion currently has a bias towards market volatility . So you will want to be trading markets over 30% volatility . We have plans to develop future versions that take this into account and adjust automatically for dead conditions. Also, while there are some similarities across all oscillators, what sets ours apart is the prediction curve. The prediction curve looks at the current signal values and gives it a relative score to approximate tops and bottoms 1-2 bars ahead of the signal curve. We also designed a velocity curve that attempts to predict the signal curve 2+ bars ahead. You can find the relative change in velocity in the Info panel. The bottom momentum wave is based on the signal curve and helps find overall market direction of higher time-frames while in a lower one. Settings and How to Use them: User Agreement – Orion Algo is a tool for you to use while trading. We aren’t responsible for losses OR the gains you make with it. By clicking the checkbox on the left you are agreeing to the terms. Super Smooth – Smooths the main signal line based on the value inside the box. Lower values shift the pivot points to the left but also make things more noisy. Higher values move things to the right making it lag a bit more while creating a smoother signal. 8 is a good value to start with. Theme – Changes the color scheme of Orion. Dashboard – Turns on a dashboard with useful stats, such as Delta v, Volatility , Rsi , etc. Changing the value box will move the dashboard left and right. Prediction – A secondary prediction model that attempts to predict a reversal before it happens (0-2bars). This can be noisy some times so make your best judgement. Curve will toggle a curve view of the prediction. Pivots will toggle bull/bear dots. ∆v – Delta v (change in velocity). This shows momentum of the signal. Crossing 0 signals a reversal. If you see the delta v changing direction, it may signify a reversal in the several bars depending on the overall momentum of the market. Momentum Wave – Uses the signal as a macro trend indicator. Changes in direction of the wave can signify macro changes in the market. Average will toggle an averaging algorithm of the momentum waves and makes it easy to understand. -STRATEGIES- Simple - Just buy and sell on the dots DCA - Uses the settings in the script for entries. If a buy dot appears then it will buy, if the price goes below the percentage it will wait for another dot before entering. This drastically improves DCA potential.
Pine Script® stratejisi
OrionAlgo tarafından
51
Risk Reward Calculator [lovealgotrading] OVERVIEW: This Risk Reward Calculator strategy can help you maximize your RR value with help of algorithmic trading. INDICATOR: I wanted to setup my trades more easier with this indicator, I didn't want to calculate everytime before orders, with help this indicator we can calculate R:R value, avarage price, stoploss price, take-profit price, order prices, all position cost and more ... Our strategy is a risk revard calculation indicator that is made easy to use by using visualized lines and panels, and also has algorithmic trading support. With the help of this indicator, we can quickly and easily calculate our risk reward values and enter the positions. If we want to ensure that our balance grows regularly while trading in the stock market, we need to manage the risks and rewards otherwise we may fall below our initial balance at the end of the day, even if we seem to be winning. What is the Risk-Reward value ? This value is a value that shows how many times the amount of risk we take when entering the position is successful, we will earn. - For example, you risked $100 while entering the trade, so if your trade stops, you will lose 100 $. Your Risk-Reward(RR) value is 2 means that if your position is successful, you will have 200 $ in your pocket. A trader's success is determined by the amount of R he earns monthly or yearly, not how much money he makes. What is different in this indicator ? I want to say thank you to © EvoCrypto. His Calculator (weighted) – evo indicator helped me when I was developed my indicator. I want to explain what I have improved: 1-In this strategy, we can determine the time period in which we want to open our positions. 2-We can open a maximum of 4 positions in the same direction and close our positions at a single level. StopLoss or TakeProfit 3-This indicator, which works in the form of a strategy, shows where our positions have been opened or closed. With the help of this, it helps us to determine our strategy in our future positions more accurately. 4-The most important improvement is that we do not miss our positions with the help of alarms (WEB HOOK). if we want, we receive by quickly connecting all these positions to our robot, the software can enter and exit the position while we are busy. IMPLEMENTATION DETAILS – SETTINGS: 1 - We can set the start and end dates of the positions we will take. 2- We can set our take profit, stoploss levels. 3- If your trade is stopped, we can determine the amount of the trade that we will lose. 4- We can adjust our entry levels to positions and our position sizes at entry levels. (Sum of positions weight must be 100%) 5- We can receive our positions even if we are busy with the help of algorithmic trading. For this, we must paste our Jshon codes into the fields specified in the settings panel. 6- Finally, we can change the settings we want and don't want to have in our visual elements. Let's make a LONG side example together We have determined our positions to enter stoploss, take profit and long positions. We did not forget to set the start time of our strategy Our strategy appear on the graph as follows. Our strategy has calculated the total position size, our R-R value, the distance of the current price to the stop and take profit levels, in short, a lot of things we could look visually. Notes: If you're going to connect this bot to an automatic Long or Short direction, Don’t forget! you need to Webhook URL, Don’t miss paste this code to your message window {{strategy.order.alert_message}} ALSO: If you have any ideas what to add to my work to add more sources or make calculations cooler, feel free to write me.
Pine Script® stratejisi
projeadam tarafından
6
iMoku (Ichimoku Complete Tool) - The Quant Science iMoku™ is a professional all-in-one solution for the famous Ichimoku Kinko Hyo indicator. The algorithm includes: 1. Backtesting spot 2. Visual tool 3. Auto-trading functions With iMoku you can test four different strategies. Strategy 1: Cross Tenkan Sen - Kijun Sen A long position is opened with 100% of the invested capital ($1000) when "Tenkan Sen" crossover "Kijun Sen". Closing the long position on the opposite condition. There are 3 different strength signals for this strategy: weak, normal, strong. Weak : the signal is weak when the condition is true and the price is above the 'Kumo' Normal : the signal is normal when the condition is true and the price is within the 'Kumo' Strong : the signal is strong when the condition is true and the price is below the 'Kumo' Strategy 2: Cross Price - Kijun Sen A long position is opened with 100% of the invested capital ($1000) when the price crossover the 'Kijun Sen'. Closing the long position on the opposite condition. There are 3 different strength signals for this strategy: weak, normal, strong. Weak : the signal is weak when the condition is true and the price is above the 'Kumo' Normal : the signal is normal when the condition is true and the price is inside the 'Kumo' Strong : the signal is strong when the condition is true and the price is below the 'Kumo' Strategy 3: Kumo Breakout A long position is opened with 100% of the invested capital ($1000) when the price breakup the 'Kumo'. Closing the long position with a percentage stop loss and take profit on the invested capital. Strategy 4: Kumo Twist A long position is opened with 100% of the invested capital ($1000) when the 'Kumo' goes from negative to positive (called "Twist"). Closing the long position on the opposite condition. There are 2 different strength signals for this strategy: weak, and strong. Weak : the signal is weak when the condition is true and the price is above the 'Kumo' Strong : the signal is strong when the condition is true and the price is below the 'Kumo' This script is compliant with algorithmic trading. You can use this script with trading terminals such as 3Commas or CryptoHopper. Connecting this script is very easy. 1. Enter the user interface 2. Select and activate a strategy 3. Copy your bot's links into the dedicated fields 4. Create and activate alert Disclaimer: algorithmic trading involves risk, the user should consider aspects such as slippage, liquidity and costs when evaluating an asset. The Quant Science is not responsible for any kind of damage resulting from use of this script. By using this script you take all the responsibilities and risks.
Pine Script® stratejisi
thequantscience tarafından
2
Customizable Non-Repainting HTF MACD MFI Scalper Bot StrategyThis script was originally shared by Wunderbit as a free open source script for the community to work with. WHAT THIS SCRIPT DOES: It is intended for use on an algorithmic bot trading platform but can be used for scalping and manual trading. This strategy is based on the trend-following momentum indicator . It includes the Money Flow index as an additional point for entry. HOW IT DOES IT: It uses a combination of MACD and MFI indicators to create entry signals. Parameters for each indicator have been surfaced for user configurability. Take profits are fixed, but stop loss uses ATR configuration to minimize losses and close profitably. HOW IS MY VERSION ORIGINAL: I started trying to deploy this script myself in my algorithmic trading but ran into some issues which I have tried to address in this version. Delayed Signals : The script has been refactored to use a time frame drop down. The higher time frame can be run on a faster chart (recommended on one minute chart for fastest signal confirmation and relay to algotrading platform.) Repainting Issues : All indicators have been recoded to use the security function that checks to see if the current calculation is in realtime, if it is, then it uses the previous bar for calculation. If you are still experiencing repainting issues based on intended (or non intended use), please provide a report with screenshot and explanation so I can try to address. Filtering : I have added to additional filters an ABOVE EMA Filter and a BELOW RSI Filter (both can be turned on and off) Customizable Long and Close Messages : This allows someone to use the script for algorithmic trading without having to alter code. It also means you can use one indicator for all of your different alterts required for your bots. HOW TO USE IT: It is intended to be used in the 5-30 minute time frames, but you might be able to get a good configuration for higher time frames. I welcome feedback from other users on what they have found. Find a pair with high volatility (example KUCOIN:ETH3LUSDT ) - I have found it works particularly well with 3L and 3S tokens for crypto. although it the limitation is that confrigurations I have found to work typically have low R/R ratio, but very high win rate and profit factor. Ideally set one minute chart for bots, but you can use other charts for manual trading. The signal will be delayed by one bar but I have found configurations that still test well. Select a time frame in configuration for your indicator calculations. Select the strategy config for time frame. I like to use 5 and 15 minutes for scalping scenarios, but I am interested in hearing back from other community memebers. Optimize your indicator without filters (trendFilter and RSI Filter) Use the TrendFilter and RSI Filter to further refine your signals for entry. You will get less entries but you can increase your win ratio. I will add screenshots and possibly a video provided that it passes community standards. Limitations: this works rather well for short term, and does some good forward testing but back testing large data sets is a problem when switching from very small time frame to large time frame. For instance, finding a configuration that works on a one minute chart but then changing to a 1 hour chart means you lose some of your intra bar calclulations. There are some new features in pine script which might be able to address, this, but I have not had a chance to work on that issue.
Pine Script® stratejisi
MauricioZuniga tarafından
11