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MA Candles - SupertrendConverting strategy to indicator for those who want to use it as indicator. Concepts are simple : Calculate moving average of High, Low, Open and Close and make candles of them Calculate ATR and derive supertrend on the moving average candles. Alerts : Bullish Crossover - When supertrend turns green Bearish Crossover - When supertrend turns red Bullish Pullback - Supertrend is green but close crossed below Moving average high Bearish Pullback - Supertrend is red but close crossed above Moving average low Original strategy is present here:
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HTF High/Low Repaint StrategyHere is an another attempt to demonstrate repainting and how to avoid them. It happened few times to me that I develop a strategy which is giving immense returns - only to realize after few forward testing that it is repainting. Sometimes, it is well disguised even during forward testing. In this simple strategy, conditions are as below: Buy : When a 3M bar produces high and low higher than it's previous 3M bar high, low Sell : When a 3M bar produces high and low lower than its previous 3M bar high, low. Default setting is : lookahead = on and offset = 0 This means current 3M bar high low is plotted for all the daily bars within this month. Which means, strategy looks ahead of time to see this 3M bar high is higher than previous 3M bar high during the start of the first daily bar. Hence, this combination leads to massive repaint. For example, trade made on October 2nd 2018 already knows well ahead of time that price is going to go down in next 3 months: Similarly, after 2 years on October 2nd 2020 - the strategy already knows that last 3M high is going to be breached on 7th December 2020 Solution: If you are using security for higher timeframes, safer option is always to use offset 1. Further details in the trading view script: BUT It may still repaint if we are passing function to security. For example: f_secureSecurity(_symbol, _res, _src) => security(_symbol, _res, _src , lookahead = barmerge.lookahead This function will likely avoid any repainting with Higher timeframe if we are passing in built variables such as high, low, close, open etc. But, if we try to pass supertrend, this will not produce right results. This is because supertrend calculation in turn uses high/low/close values which do not consider the offset while calculating. Hence, even with offset 1, this will still produce issues. Hence, the call: = f_secureSecurity(syminfo.tickerid, derivedResolution, supertrend(3,10), offset) will again lead to massive repainting. Solution to this is to implement supertrend function and use high, low, close values derived from secureSecurity. Quick tips to identify or be suspicious about repainting Unbelievable results on all timeframes and all instruments with both long and short trades Lower timeframes giving significantly higher returns on backtest when compared to higher timeframe If these things happen, be wary about repainting and do a through check of all security function usage in your strategy. All the best :) PS: Apply 3-5 days resolution and see the fun. Also, WHC is one hell of a Christmas tree. Could have made immense profit in the same strategy even without repainting.
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Higher TF - Repainting + Limiting backtest resultsThis strategy is for illustration purpose only. Do not use this as there is massive repainting. As usual, I was experimenting with adding different entry/exit filters to my main strategy. Thought of adding higher frame filter, picked the code for getting higher time frame supertrend from someone else's script and copied it without thinking much about it. security(syminfo.tickerid, f_multiple_resolution(HTFMultiplier), supertrend(SupertrendMult, SupertrendPd), lookahead = true, gaps=true) Started getting better results with this result. I was very much impressed and while trying to enhance further, I started disabling my other entry and exit filters which I generally use. That worked pretty well without any of my other filters. Hence, thought I will forward test this on a smaller timeframe. To my surprise, even in forward testing, i was not able to notice repainting very much. It also appeared that smaller timeframes yielded better results. (This wasn't the case with any of my strategies) Which then prompted me to study the security function and lookahead and gap parameters. Learned that lookahead and gap when set to true will lead to massive repainting - specially if you are using higher timeframes. Hence, these parameters are not advisable to use in strategies. Further information here: www.tradingview.com I added three repaint options to further illustrate how security function will work: Yes : Use security with lookahead and merge set to true No - set lookahead false : Use security with lookahead and merge set to false No - do not use security : Falls back to original command on current timeframe. Switch timeframe to HTF resolution to compare the difference. Conclusion : Always set lookahead and gaps to false when using security function in strategies. PS: Script also contains code to limit backtesting to certain days/months/years. This can be used as is in other scripts.
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Aligned Moving Average FilterThis is another adoption of Aligned Moving Average index study published earlier: Instead of summing up the aligned moving average strength, here we are checking the max and min values from X bars. If maxValue is above threshold, we show bullish bias by coloring candles lime. Similarly if minValue is below threshold we show bearish bias by coloring candles orange. If the max and min signals are mixed - showing both bullish and bearish or showing neither bullish or bearish, then we do not have any bias and candles are colored in silver. Parameter descriptions are as below: Moving Average Type : Select moving average type to calculate moving average alignment index LookbakPeriod : Periods to calculate min and max values Threshold : Percentage less/more than min/max values of alignment index. At present, max value of alignment index is 36. Hence, 25 threshold will consider max ma alignment index above 27 as bullish and min alignment index below 9 as bearish Filter type : allows you to use only bullish or bearish filter. If bullish type is selected, then candle colors are based only on the maxValue of moving average alignment. Candle color will be lime if above threshold and silver otherwise. If bearish type is selected, then candle colors are based only on the minValue of moving average alignment. Candle color will be orange if below threshold and silver otherwise.
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BuyTheDipWell, I often had arguments in online forum with a guy who claimed to time the market perfectly without any technical analysis or prior experience. He often claimed that technical analysis does not work and it only works when you trade on other's emotions. He also argued that algorithmic trading isn't profitable - if so, everyone would do that. Hence, I thought I will convert his idea to algorithm. In his own words, the strategy is as below: Chose an instrument which is in full uptrend. Wait for the panic sell and buy the dip Once market recovers back exit immediately It seems to do just fine with indexes. But, not so good when it comes to stocks.
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Trend Forexby request of a friend I just made this fast using screen script taken from this is a helper for those who play forex it set on 1 hour non repainting candles MTF we use it on 1-5 min chart. you can play with the MTF to be 30 min or lower /higher etc control of xcreen is by F for height (set to 240 min) you can change to other its just for fast screening of things you like to see faster/ i suggest to attach to it other indicator if you plan to use it to make decision better 30 min mtf candles on 1 min chart
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RafaelZioni tarafından
5
Ichimoku Cloud Strategy v2.0Trend following trading strategy “Ichimoku Crossover” is a popular Ichimoku trading strategy that uses the cloud and crossover of two base lines to define the market reverse point. Ichimoku crossover trading strategy has appeared to be a profitable trading strategy. The indicator has 5 base lines and to read Ichimoku indicator it is required to understand the meaning of these lines first of all: Tenkan-Sen line, also called the Conversion Line, represents the midpoint of the last 9 candlesticks . It is calculated with the following Ichimoku formula: . Kijun-Sen line, also called the Base Line, represents the midpoint of the last 26 candlesticks . It is calculated with the following formula: . Chiou Span, also called the Lagging Span, lags behind the price (as the name suggests). The Lagging Span is plotted 26 periods back. Senkou Span A, also called the Leading Span A, represents one of the two Cloud boundaries and it’s the midpoint between the Conversion Line and the Base Line: . This value is plotted 26 periods into the future and it’s the faster Cloud boundary. Senkou Span B, or the Leading Span B, represents the second Cloud boundaries and it’s the midpoint of the last 52 price bars: . This value is plotted 52 periods into the future and it is the slower Cloud boundary. Trading with Ichimoku is very simple. The Conversion Line needs to break above the Base Line. This will be a buy signal. For a bearish (sell) signal a trader should wait for the Conversion line crosses the Base line downwards it is a sell signal.
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