Combo Backtest 123 Reversal & Ease of Movement (EOM) 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 gauges the magnitude of price and volume movement.
The indicator returns both positive and negative values where a
positive value means the market has moved up from yesterday's value
and a negative value means the market has moved down. A large positive
or large negative value indicates a large move in price and/or lighter
volume. A small positive or small negative value indicates a small move
in price and/or heavier volume.
A positive or negative numeric value. A positive value means the market
has moved up from yesterday's value, whereas, a negative value means the
market has moved down.
WARNING:
- For purpose educate only
- This script to change bars colors.
Komut dosyalarını "the strat" için ara
GoldMode On (Triple compromise strategy) TF 60-240BINANCE:BTCUSDT
Greetings.
I am publishing this script in order to get feedback for further work on it.
The script combines a compromise between several classic strategies, and each of them uses modifications of classic indicators on specially selected averaging sliding indicators.
1. The script uses an ATR-based filter (it's off by default, as it's better on BTCUSD , but you can enable it in the settings if you want to use it on EURUSD , for example, or on other symbols).
2. A strategy based on crossing the moving.
3. A strategy based on determining the direction of movement of the modified slow and fast RSI .
4. A strategy based on the modified ADX +DI -DI .
The essence of the strategy in finding a compromise decision on the signals coming from each of these three strategies.
=====
Приветствую.
Данный скрипт публикую с целью получить обратную связь для дальнейшей работы над ним.
Скрипт сочетает в себе компромисс между несколькими классическими стратегиями, причём каждая из них использует модификации классических индикаторов на специальным образом подобранные усредняющие скользящие.
1. В скрипте используется фильтр на основе ATR (по умолчанию выключен, т.к. на BTCUSD так лучше, но можно включить в настройках, если хотите использовать его на EURUSD , например, или на других инструментах).
2. Стратегия основанная на пересечении скользящих.
3. Стратегия основанная на определении направления движения модифицированных медленной и быстрой RSI .
4. Стратегия основанная на модифицированном ADX +DI -DI .
Суть стратегии в поиске компромиссного принятия решения по сигналам поступающим от каждой из этих трёх стратегий.
VITALIY ETHEREUM 3H STRATEGY [VCRYPTO]DESCRIPTION OF VITALIY ETH 3H STRATEGY
This strategy is made for trading ETHEREUM ( ETH ) using data from BITMEX exchange on 3 hour timeframe.
There is also a special indicator for the strategy to receive alerts on your tradingview platform which is very handful to enter the market as soon as there is a buy/sell signal.
Strategy is based on Pine script v.4 and it uses several indicators and oscillators to generate a buy/sell signal for ETH .
There is no repaint, which means that a signal will not disappear when price goes in wrong direction. I.e when a signal is generated, it
will be listed in trade history after bar's close and wont be changed.
And this is one of the advantages of the strategy over other 90% strategies.
The profitability curve of the strategy also has a stable growth, which means that the strategy is profitable at any phase the market,
not only at any particalar moment.
The strategy is a SWING strategy, which means that a signal for opening a position (buy or sell) at the same time closes previous position.
Because of its specificity the strategy doesn’t have take profit/stop loss options and it is not recommended to use leverage.
Your risc is limited by time interval from opening one position and opening another one when the price reverses.
The strategy has a backtest statistics on TradingView. 2018 – 141%, 2019 – 171%, until Apr. 6th, 2020 – 103%, from 2018 till Apr. 6th, 2020 - 417% of net profit
Max drawdown (the sum of non-profitable trades until receiving a profitable trade) during a year not more than 12.44%.
The strategy is published for testing and will be free to use during this period of time.
To get access to the strategy after testing finishes write in comments and pm me.
______________________________________________________________________________________________________________________
ОПИСАНИЕ VITALIY ETH 3H STRATEGY
Стратегия работает на инструменте Ethereum (ETH) по котировкам биржи BITMEX на 3 часовом таймфрейме (3H), а также имеет удобные алерты для сигналов на покупку/продажу.
Это позволит Вам заниматься своими делами, не следя за тем, что происходит на рынке, но в нужное время совершить сделку, получив предупреждение на телефон / компьютер.
Стратегия построена на последней версии Pine Script, в ее основе лежит совокупность множества индикаторов и правил, которые в определенный момент дают сигнал на покупку или продажу ETH. Стратегия основана на "non-repaint" базисе, таким образом, если стратегия показала вход в сделку (по итогу закрытия свечи) - то данная сделка так и остается без изменений и записывается в историю сделок. Это выгодно отличает данную стратегию от 90% таковых в Trading View и дает уверенность, что появившийся сигнал на сделку не исчезнет в случае, если рынок пойдет в противоположную сторону. Данный фактор означает, что статистика по данной стратегии не будет "нарисована", как в большинстве других стратегий. Также, не маловажным фактором является поступательная кривая доходности, что означает, что стратегия будет зарабатывать на всех фазах рынка, а не только в определенный момент времени.
Данная стратегия относится к сегменту SWING стратегий, когда один сигнал является одновременно закрытием одной сделки и открытием противоположной.
В связи со спецификой стратегии она не использует стоп-ордера, поэтому предполагает торговлю строго без плечей. Если вы хотите снизить риск по данной стратегии, то можете заходить в сделки пониженным объемом средств.
Ваш риск ограничен временным интервалом от момента, как цена пошла в противоположную сторону, до момента пока стратегия не дала сигнал на перекладку в новую сделку.
Статистика, подтвержденная бэктестом в Trading View, за последние пару лет: 2018 - 141%, 2019 - 171%, на 06.04.2020 - 103%, с 2018 по 06.04.2020 - 417%. Это данные по Чистой прибыли на вложенный капитал. Максимальная просадка ("Max drawdown" по данным Trading View) за период с 2018 по 06.04.2020 не превысила 12,44%
Для предоставления доступа к данной стратегии - пожалуйста пишите в комментариях запрос с копией в личные сообщения. Мы быстро с Вами свяжемся.
Combo Backtest 123 Reversal & Dynamo 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
In July 1996 Futures magazine, E. Marshall Wall introduces the
Dynamic Momentum Oscillator (Dynamo). Please refer to this article
for interpretation.
The Dynamo oscillator is a normalizing function which adjusts the
values of a standard oscillator for trendiness by taking the difference
between the value of the oscillator and a moving average of the oscillator
and then subtracting that value from the oscillator midpoint.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Dynamic Pivot Point 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 Pivot points is calculated on the current day.
Pivot points simply took the high, low, and closing price from the previous period and
divided by 3 to find the pivot. From this pivot, traders would then base their
calculations for three support, and three resistance levels. The calculation for the most
basic flavor of pivot points, known as ‘floor-trader pivots’, along with their support and
resistance levels.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Dynamic Momentum 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
This indicator plots Dynamic Momentum Index indicator. The Dynamic Momentum
Index (DMI) was developed by Tushar Chande and Stanley Kroll. The indicator
is covered in detail in their book The New Technical Trader.
The DMI is identical to Welles Wilder`s Relative Strength Index except the
number of periods is variable rather than fixed. The variability of the time
periods used in the DMI is controlled by the recent volatility of prices.
The more volatile the prices, the more sensitive the DMI is to price changes.
In other words, the DMI will use more time periods during quiet markets, and
less during active markets. The maximum time periods the DMI can reach is 30
and the minimum is 3. This calculation method is similar to the Variable
Moving Average, also developed by Tushar Chande.
The advantage of using a variable length time period when calculating the RSI
is that it overcomes the negative effects of smoothing, which often obscure short-term moves.
The volatility index used in controlling the time periods in the DMI is based
on a calculation using a five period standard deviation and a ten period average
of the standard deviation.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & DSS Bressert 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
Double Smoothed Stochastics (DSS) is designed by William Blaw.
It attempts to combine moving average methods with oscillator principles.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Donchian Channel Width 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 Donchian Channel was developed by Richard Donchian and it could be compared
to the Bollinger Bands. When it comes to volatility analysis, the Donchian Channel
Width was created in the same way as the Bollinger Bandwidth technical indicator was.
As was mentioned above the Donchian Channel Width is used in technical analysis to measure
volatility. Volatility is one of the most important parameters in technical analysis.
A price trend is not just about a price change. It is also about volume traded during this
price change and volatility of a this price change. When a technical analyst focuses his/her
attention solely on price analysis by ignoring volume and volatility, he/she only sees a part
of a complete picture only. This could lead to a situation when a trader may miss something and
lose money. Lets take a look at a simple example how volatility may help a trader:
Most of the price based technical indicators are lagging indicators.
When price moves on low volatility, it takes time for a price trend to change its direction and
it could be ok to have some lag in an indicator.
When price moves on high volatility, a price trend changes its direction faster and stronger.
An indicator's lag acceptable under low volatility could be financially suicidal now - Buy/Sell signals could be generated when it is already too late.
Another use of volatility - very popular one - it is to adapt a stop loss strategy to it:
Smaller stop-loss recommended in low volatility periods. If it is not done, a stop-loss could
be generated when it is too late.
Bigger stop-loss recommended in high volatility periods. If it is not done, a stop-loss could
be triggered too often and you may miss good trades.
WARNING:
- For purpose educate only
- This script to change bars colors.
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.
Combo Backtest 123 Reversal & Directional Trend Index (DTI) 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 technique was described by William Blau in his book "Momentum,
Direction and Divergence" (1995). His book focuses on three key aspects
of trading: momentum, direction and divergence. Blau, who was an electrical
engineer before becoming a trader, thoroughly examines the relationship between
price and momentum in step-by-step examples. From this grounding, he then looks
at the deficiencies in other oscillators and introduces some innovative techniques,
including a fresh twist on Stochastics. On directional issues, he analyzes the
intricacies of ADX and offers a unique approach to help define trending and
non-trending periods.
Directional Trend Index is an indicator similar to DM+ developed by Welles Wilder.
The DM+ (a part of Directional Movement System which includes both DM+ and
DM- indicators) indicator helps determine if a security is "trending." William
Blau added to it a zeroline, relative to which the indicator is deemed positive or
negative. A stable uptrend is a period when the DTI value is positive and rising, a
downtrend when it is negative and falling.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & DiNapoli Detrended Oscillator 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
DiNapoli Detrended Oscillator Strategy
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Detrended Price Oscillator 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 Detrend Price Osc indicator is similar to a moving average,
in that it filters out trends in prices to more easily identify
cycles. The indicator is an attempt to define cycles in a trend
by drawing a moving average as a horizontal straight line and
placing prices along the line according to their relation to a
moving average. It provides a means of identifying underlying
cycles not apparent when the moving average is viewed within a
price chart. Cycles of a longer duration than the Length (number
of bars used to calculate the Detrend Price Osc) are effectively
filtered or removed by the oscillator.
WARNING:
- For purpose educate only
- This script to change bars colors.
Leverage Strategy and a few words on risk/opportunityHello traders,
I started this script as a joke for someone... finally appears it could be used for educational content
Let's talk about leverage and margin call
Margin Call
A margin call is the broker's demand that an investor deposit additional money or securities so that the account is brought up to the minimum value, known as the maintenance margin.
A margin call usually means that one or more of the securities held in the margin account has decreased in value below a certain point.
Leverage
A leverage is a system which allows the trader to open positions much larger than his own capital. ... “Leverage” usually refers to the ratio between the position value and the investment needed,
Strat
The strategy simulates long/short positions on a 4h high/low breakout based on the chart candle close.
The panel below shows the strategy equity curve. Activating the margin call option will show when the account would be margin called giving the settings
Casino
I'm not doing any financial recommendation here.
I made this strategy so that people include more risk management metrics into their strategy.
From the code, we see it's fairly easy to calculate a leveraged position size and a margin call flag - when that flag is hit, the system stops trading.
I simplified things to the extreme here but my point is that the leverage is a double-edge sword gift.
Assuming we always take the same position sizing, increasing the leverage speed up how fast a margin could be ..... called. (bad joke? feel free to tell me). Not saying it will, saying it introduces more risk by design.
Then one could say "I'll just turn off that stupid margin call option". And that's when someone starts backtesting with unrealistic market conditions.
Finally...
When I backtest I always assume the worst in every scenario possible (because I'm French), I always try to minimize the risk first (also because I'm French), keeping as close from 0 as possible (French again)
Then I add the "opportunity" component, looking to catch the maximum of opportunity while keeping the risk low.
It's like a Rubix cube puzzle - decreasing the risk is one side of the equation but whenever I try to catch more opportunity... my risks increases.
Then I update my risk... and now the opportunity decreases... (#wut #wen #simple)
Completely removing the risk from a trading strategy isn't something I wouldn't dare doing.
Trading involves risk. Being obsessed by decreasing the risk is what I do BEST :)
Dave
Combo Backtest 123 Reversal & DAPD 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 is similar to Bollinger Bands. It based on DAPD - Daily
Average Price Delta. DAPD is based upon a summation for each of the
highs (hod) for the 21 days prior to today minus the summation for
each of the lows (lod) for the last 21 days prior to today. The result
of this calculation would then be divided by 21.
It will be buy when high above previos DAPD high and sell if low below previos DAPD low
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & D_Three Ten OscThis 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
TradeStation does not allow the user to make a Multi Data Chart with
a Tick Bar Chart and any other type a chart. This indicator allows the
user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval.
Walter Bressert's 3-10 Oscillator is a detrending oscillator derived
from subtracting a 10 day moving average from a 3 day moving average.
The second plot is an 16 day simple moving average of the 3-10 Oscillator.
The 16 period moving average is the slow line and the 3/10 oscillator is
the fast line.
For more information on the 3-10 Oscillator see Walter Bressert's book
"The Power of Oscillator/Cycle Combinations"
WARNING:
- For purpose educate only
- This script to change bars colors.
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.
Combo Backtest 123 Reversal & Detrended Synthetic Price V 2 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
Detrended Synthetic Price is a function that is in phase with the
dominant cycle of real price data. This DSP is computed by subtracting
a half-cycle exponential moving average (EMA) from the quarter cycle
exponential moving average.
See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & D_DSP (Detrended Synthetic Price) 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
Detrended Synthetic Price is a function that is in phase with the
dominant cycle of real price data. This DSP is computed by subtracting
a half-cycle exponential moving average (EMA) from the quarter cycle
exponential moving average.
See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Cueing Off Sup/Res Levels 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
Cueing Off Support And Resistance Levels, by Thom Hartle
modified by HPotter for trade signals.
The related article is copyrighted material from Stocks & Commodities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Confluence 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 is modified version of Dale Legan's "Confluence" indicator written by Gary Fritz.
================================================================
Here is Gary`s commentary:
Since the Confluence indicator returned several "states" (bull, bear, grey, and zero),
he modified the return value a bit:
-9 to -1 = Bearish
-0.9 to 0.9 = "grey" (and zero)
1 to 9 = Bullish
The "grey" range corresponds to the "grey" values plotted by Dale's indicator, but
they're divided by 10.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Comparative Relative Strength 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
Comparative Relative Strength Strategy for ES
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & Commodity Selection 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 Commodity Selection Index ("CSI") is a momentum indicator. It was
developed by Welles Wilder and is presented in his book New Concepts in
Technical Trading Systems. The name of the index reflects its primary purpose.
That is, to help select commodities suitable for short-term trading.
A high CSI rating indicates that the commodity has strong trending and volatility
characteristics. The trending characteristics are brought out by the Directional
Movement factor in the calculation--the volatility characteristic by the Average
True Range factor.
Wilder's approach is to trade commodities with high CSI values (relative to other
commodities). Because these commodities are highly volatile, they have the potential
to make the "most money in the shortest period of time." High CSI values imply
trending characteristics which make it easier to trade the security.
The Commodity Selection Index is designed for short-term traders who can handle
the risks associated with highly volatile markets.
WARNING:
- For purpose educate only
- This script to change bars colors.