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Stops

Average True Range (ATR %) Stop Loss CalculatorThis indicator takes the average of a series of ATR to calculate what I would consider an optimum stop loss placement represented in percentage (read below for full overview). While the data is plotted what is most helpful are the actual numbers presented and for my charts I remove most of the plotting. This indicator is most helpful on the daily timeframe but can be used for all timeframes such as the 4HR, 1HR or even 15M. This indicator should not be used alone. It should be used in conjunction with proper price action analysis. It’s also a great indicator if you chart using Value Channels. Ideally you want your stop placement to be below at least one core Value Channel boundary range. In addition to standard support and resistance and some key moving averages the market respects. This also works best when trading with the prevailing BIAS of the instrument (bull or bear). Cryptos: Generally, that means you’re buying on retracements that fit the end of a structured move. The other option is using this in a clear up trending market where the pull backs are clearly being supported with buying. FOREX: I built another indicator for FOREX search: ATRPIPS with SL WTI: Helpful but I have different rules for when I trade WTI. I rely upon VCs and diagnal VCs much more when trading this. Equities: Helpful but with the increase of volatility as well as uncertainty of Bias of the market-- this should be used as more of a guide than What is most important is the actual percentage numbers but I've found graphing 1-3 of the actual ATRs is helpful. The rest just uncheck the checkbox in the options. Indicator Overview: Value 1 - 3 Period ATR (maroon) Value 2 - 7 Period ATR (green) Value 3 - 30 Period ATR (blue) Value 4 - 90 Period ATR (blue, bold) Value 5 - 1 Period ATR (green) Value 6 - 1 Period ATR (red) Value 6 – Prime Stop Loss Placement (maroon). This is the average of all above ATRs multiplied by 1.5 Value 7 - Move Left (red). Experimental value. This is the difference between (prime stop loss) and 1 day period move. Two ways to use this value. Use as a tighter stop loss placement. The other option is to use as a retrace target for purchase and using the Prime Stop Placement value as you’re stop loss. All ATRs use the LOW price of the period. After testing both the low and close I’ve settled on the low to capture the most volatility you will typically experience. Once again, this indicator should be used in conjunction with your proven trade system. Also, by knowing what the values are within the indicator you could just eye ball what would be the best stop placement depending on the ATR or 1 or 2 ATRs you find most represent the volatility of what you are trading. I will be expanding on this indicator by bringing in average measured moves as well as volume analysis and most likely with color changes and modifications. Background: While using and refining my trade system I've noticed that most moves happen in 3 periods. So we start there. The 7 period is good for a 24 hour market such as crypto (although weekend trading can be a hit or miss) and to some extent FOREX. The longer periods of 30 & 90 are to smooth out the data set. The final value of the 1 period is to bring a little more recency to the calculation. Why multiply the average by 1.5? I've found in my own trading and system I built to be the best placement (in conjunction with VCs) to ensure you're stop isn't to close and is within the instrument you are trading volatility . I'm looking at making this more intelligent as well as take into account volume and structured moves.
Pine Script® göstergesi
RexDogActual tarafından
2
ATR Pips with Stop LossThis indicator shares ATR pips and a calculated 1.5 x stop loss calculation. 1st number is ATR. 2nd number is ATR x 1.5 (a typical SL when trading daily time frame). The plot lines are really not that important- it's the actual numbers. What I do is uncheck the plot line checkboxes (ATR & SL) so it doesn't show up, that way I can reduce the indicator window. This script is a modified script by ATR Pips . Kept the BB section for now as it might be useful, but doubt it. Future updates: - editable the multiple for SL - static daily numbers (right now this shows the timeframe you are viewing, I'd keep that but add a static daily ATR so you have both)
Pine Script® göstergesi
RexDogActual tarafından
2
Trailing Stops/Choose a Day of the WeekThis would be my second ever published strategy. It is almost the same as my first ever published script . I've been working primarily on UGAZ and DGAZ . This is basically a statistical trade. It buys every morning near market open (or by choosing a "time constraint"), then immediately places a trailing stop at a specified amount in ticks (if used on UGAZ a tick = $0.01, if used on NG at tick = $0.001). I've found between 2% and 3% works well for the trailing stop (ie. if UGAZ = $75, a 3% trailing stop = $2.25) -----What is different from my first strategy?------ You can test the trailing stop strategy one 1 day of the week. Days of the week are assigned numbers. Sunday=1, Monday=2, Tuesday=3 and so on. Just choose a number that correlates to the day of the week you want to test. The Trailing stop may go past that day, that's a good thing if it's making money. -- Go long/Short is just that, it will buy shares/contracts or short them. -- Trades per day. This may not be a good choice, when left on "2", it will trade once per day. If set above 2 and there is time left for another trade, an order will enter on the open of the next candle. I'm am still working on ideas for this. -- Time constraints. When you select this check box, the strategy will limit an entry to the time specified below the "Use Time Constraints" check box. An Exit order will still continue past this window of time until it is stopped out. ---- very important ---- Due to decay, leveraged ETFs will give false results if the price gets far out of range. For example, your ETF is trading around $20 and you choose a 1 hour chart, it may back test back to a time before a reverse split. If the price gets to be too large, like $200, or $1200, the movement on the chart creates false indication of profit/loss. --- Most important. --- Do not trade off this strategy, you may lose lots of money. This is for educational use only. Good luck
Pine Script® stratejisi
oldinvestor tarafından
2
Trailing Stops Only - For Leveraged ETFs (UGAZ/DGAZ)Looking for Statistical trades that work. This one seems to work on some Leveraged ETFs with a lot of noise like UGAZ/DGAZ. It can also be used on Futures Contracts, but be sure to change up the type of investment from % of equity to contracts. Also one point I'm trying to make with this strategy is the trades are best made in the morning around market open. When used with Contracts, be sure to make use of the time settings. It will limit buying between the hours set. Selling will occur at any time the trailing stop is triggered. This Strategy is best used on 5min or 15min charts. !!!! very important !!!! Due to decay, leveraged ETFs will give false results if the price gets far out of range. For example, your ETF is trading around $20 and you choose a 1 hour chart, it may back test back to a time before a reverse split. If the price gets to be too large, like $200, or $1200, the movement on the chart creates false indication of profit/loss. Most important. Do not trade off this strategy, you may lose lots of money. This is for educational use only.
Pine Script® stratejisi
oldinvestor tarafından
1
ATR Trailing Stop Bands [R] This is based on the Average True Range Trailing Stops Strategy by Sylvain Vervoort, coded on TV HPotter. I have added Bands to see potential short and long stop loss zones before the indicator signals to switch itself, also changed color on the main Trailing Stop based on whether it is short or long, added increased stop loss hunt protection by combining with my Wickiness indicator to add Wick Protection, based on either Average or Maximum Wicks, to prevent your stop getting wicked out. Experiment with different timeframes according to your trading style and how long you like to hold a trade. This indicator does not intend to tell you when to take profit, just how to place your stop to give you the best chance of not getting stopped out too early and to minimise risk by trailing it safely. May you all never be stop hunted again.
Pine Script® göstergesi
rthomson tarafından
Double EMA with stop loss indicatorThis is an updated version of my previous stop loss script. I've added a double EMA line and modified the stop as below; In an uptrend.... 1. a yellow dot will appear once it's time to move your stop. The yellow dot will display at the level of the stop loss. Place your stop 1 pip below the dot. 2. The yellow dot will only appear if a new higher low has formed and has been confirmed. Also the current candle must have broken the high of a previous bullish candle or the dot will not appear. 3. The dot will also appear if there is a likely reversal of the current trend. Also works in downtrends.....
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tmpascoe tarafından
CamarillaStrategy -V1 - H4 and L4 breakout - exits addedExits added using trailing stops. 2.6 Profit Factor and 76% Profitable on SPY , 5M - I think it's a pretty good number for an automated strategy that uses Pivots. I don't think it's possible to add volume and day open price in relation to pivot levels -- that's what I do manually .. Still trying to add EMA for exits.. it will increase profitability. You can play in pinescript with trailing stops entries..
Pine Script® stratejisi
cristian.d tarafından
14
CM ATR Stops/Bands - Multi-TimeFrameCM_MTF ATR Bands/Stops Many Options Available Via Input Tab: -Chart Defaults to Upper and Lower ATR's Based on Current Chart TimeFrame -Ability to Plot either Upper and/or Lower ATR's -Ability to Change the Time Frame ATR's are Based On! -Ability to change Look Back Period and ATR Multiplier Individually for Both Time Frames -This Gives you the ability to plot same Time Frame with (for ex.) a 5 ATR with a 1.5 Mult and a 14 ATR with a 2.0 Mult etc. -Or you can plot Daily ATR's on a 60 minute Chart etc. -ATR Multipliers are Calculated with Code that allows "Non Whole Numbers" Allowing Ability to use 1.5 ATR's, 1.8 ATR's etc. ***Endless # of Combinations can be used!!!!
Pine Script® göstergesi
ChrisMoody tarafından
12