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Trendfollowing

Multi Moving Average Crossing (by Coinrule)Moving Averages are among the most common trading indicators. They are straightforward to interpret and effective to use. One of the limitations of using moving averages is they can provide buy and sell signals with a relatively high lag , making it very difficult to spot the lows and tops of the trend. Moving averages calculated with a low number of periods like the MA9 (the average of the previous nine price periods) react very fast to price moves providing prompt signals. On the other side, more signals may end up with more false-signals and more trades in a loss. On the contrary, moving averages calculated with a higher number of periods like the MA100 (which considers the previous one hundred price periods) give more reliable signals, but with a delay. A system catching the crossing of the MA50 over the MA100 is a good compromise for successful long-term strategies. It provides, on average, reliable buy signals. The Multi Moving Average Crossing Strategy tries to optimize the exit without waiting for the same opposite crossing (MA50 below MA100). It uses the MA9 crossing below the MA50, instead, to spot a better time for selling. The setup is as follows. BUY when the Moving Average 50 crosses above the Moving Average 100 SELL when the Moving Average 9 crosses below the Moving Average 50 The higher is the time frame to calculate the Moving Averages, the better is the overall performance of the strategy. The 4-hour (or 6-hour) time frame seems to be the best, even if it results in fewer trades. If you want to trade more still with good results, the 1-hour time is a good compromise. Advantages of the strategy This strategy seeks to catch those that are more likely relevant uptrends and close the trade relatively quickly. More trades mean more opportunities. This is especially effective if you run the strategy on all the available coins on the market, as you could do with Coinrule. Generally, a Multi Moving Averages approach beats the classic crossing strategy involving only two Moving Averages. We backtested a sample of twenty trading pairs to assess the benefits empirically. The results show that the Multi Moving Average Strategy outperforms 13 out of 20 times has 95% higher average return has 67% higher median return The strategy assumes each order to trade 30% of the available capital and opens a trade at a time. A trading fee of 0.1% is taken into account.
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Coinrule tarafından
1
Donchian Channels Strategy by KrisWatersDoncian Channels is a trend tracking indicator developed by Richard Doncian. The upper line of the channel is determined by the highest value seen by the price in the defined period, the lower line of the channel is determined by the lowest value seen by the price in the defined period. The middle line takes the average value of the lower and upper channels. Strategy Settings: - Can apply only LONG positions. - Can apply only SHORT positions. - Use LONG/SHORT both. - You can use ATR as a second exit condition. If ATR stop disabled, Donchian upper or lower channel value is use for the exit rule to long and short positions. Strategy can be able to optimize by changing channel lengths and timeframe.
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kriswaters tarafından
8
Maximized Moving Average Crossing (by Coinrule)Using the crossings of two Moving Averages to trade in a trading strategy is a Trend-Following approach. As the name would suggest, to be successful, it requires the asset to be on-trend. The general limit of a common strategy based on Moving Averages is that they underperform when the market is less volatile or trading sideways. When volatility compresses, the indicators get very close one to another, crossing each other very often. That's exactly the condition when trend-following strategies underperform. To improve this strategy, it's useful to filter the buy signal using the RSI. When the RSI is close to overbought conditions, that means that the coin is likely trading in an uptrend. Strong uptrends usually come with RSI values that stay overbought for long periods, creating interesting opportunities. Setup Buy condition: the MA9 crosses above the MA50, and at the same time, the RSI has a value greater than 55. Sell condition: the MA9 crosses below the MA50. The strategy is optimized to provide better results on the 1-hr time frame, but it could work well also on higher time frames, such as the 4-hrs. The strategy assumes each order to trade 30% of the available capital and opens a trade at a time. A trading fee of 0.1% is taken into account.
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Coinrule tarafından
Trend-following RSI Strategy According to classical technical analysis, an RSI above 70 should signal overbought conditions and, thus, a sell-signal. Cryptocurrencies represent a whole new asset class, and they reshape the classical concepts of technical analysis. FOMO-buying can be very powerful, and coins can remain in overbought conditions enough to provide excellent opportunities for scalping trades on the upside. Building a trend-following trading strategy based on the RSI, which is generally considered a contrarian indicator, may sound counter-intuitive. Over 200 backtests prove that this is a very interesting long-term setup. The setup is optimized on a 4-hours time frame and trading cryptocurrencies versus USD or stable coins. The strategy tries to catch coins on sustained uptrends to take advantage of further upside. The strategy's buy-signal triggers when a coin has an RSI above 70 on a 4-hours time frame. The strategy sells the coin if a profit of 6% is achieved. Alternatively, it closes the position if the RSI drops below 55, indicating a possible weakening of the trend. The strategy assumes each order to trade 30% of the available capital. A trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange.
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Coinrule tarafından
BuyHighSellLow - Pivot pointsAnother version of buy-high sell-low strategy. This time using pivot points. Strategy is simple: Buy when price closes above R1 of pivot point level Sell when price closes below S2 of pivot point level. Use Resolution parameter to define pivot points. Higher the resolution, longer the trade time will be. If resolution is set to same as symbol, strategy will consider Higher Timeframe Multiplier to derive pivot point resolution. Uncheck HideBands to see bands created from pivot points. Another Buy-High Sell-Low strategy published is using donchian channel (Link below)
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Trendoscope tarafından
14
BB21_MA200_StrategyThis strategy follows the trend and keeps you in the trend until it breaks SMA 200 SMA setting is 200 BB setting is 21 BUY ==== when BB is (lower band and upper band) above SMA 200 and price crossing above BB middle line Partial Exit ========== When Lower BB crossing down SMA200 , exit 30% Total Exit ========= When BB middle band crosses down SMA200 , exit ALL Stop Loss ====== default is set to 5% Risk Management ================ This is new parameter I have introduced in my strategies. Default value is 10% . That means , if your capital is 10000 , you are willing to risk 10% of it ... i.e 1000. It doesnot mean that you are buying shares/units for 1000 only. It is different ...see below Your trade size is calculated based on Risk% .... capital x risk 5 / stop Loss units for further explanation you can check Alexander Elder's risk management rule. He mentioned 2% rule for 100K account. But most of us dont have 100K accounts .. . so I have defaulted 10% on 10K account. You can change this values and see the results. It wont change the number of trades or profit factor. It will increase the net profit. Warning ======= For educational purposes only
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eemani123 tarafından
1
Aroon Oscillator StrategyThis is simple strategy based on Aroon Oscillator. I have found that using length 144 or 169 on hourly chart shows excellent results. Tested on SPY , QQQ and AAPL. Especially when you look at AAPL results , it has 60% profitable in recent trades. ( Dont assume this will be same for other stocks or ETFs) Aroon Oscillator setting : 169 ( 169 is square root of 13 ... you can also use fib level 144 , which is square root of 12 ) BUY When Aroon Oscillator crosses above zero line Add if Long position is already opened, and current close is less than BUY price and RSI 13 crossing above 30 line Exit when Aroon Oscialltor crosses below zero line Stop Loss default stop loss has been set to 5% Note: I have not plotted RSI to the chart. Please include RSI 13 to see how position gets added ... Also add ema 169 to see how the price is aligned with the Aroon Oscillator Warning For the educational purposes only
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eemani123 tarafından
9
Donchian Channels Strategy - Long Term TrendFor Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed. This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This is a longer term trend following strategy that uses Donchian Channels for trend following and uses the upper and lower bands to find price breakouts to enter the market and then uses the middle band as a trailing stop to exit. DCs are known as the original trend following strategy made by Richard Donchian. Usually the middle band uses the same length of the upper and lower bands in its calculation but I included the default option of using a middle band that is double the length of the other bands, but also an option to use the regular input length that most Donchian strategies use if needed. If long term trends are somehow found, this longer middle band lets the profits run longer and lets you see where the long trends were at if the market had any. The double lengthed middle band looks surprisingly very similar to a 3x ATR trailing stop, which is the recommended setting Wilder suggested for trend following. If a good ATR stop or other trailing stop can't be found, this longer middle band can act as a substitute for it. For some reason I can't seem to find anything related to Donchian strategies on here despite the popularity and simplicity of it, not even a single working one to my liking, so I made my own. It seems this strategy only works in trending markets. I intentionally handpicked a market that the backtest does well on to illustrate the potential it might have for other markets where trending following strategies might work on and what to expect the results in those might be. Trend following strategies are said to have high profits but at the same time lower accuracy due to the failure rate of being able to catch the right trend. If you all got any suggestions or feedback please let me.
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SparkyFlary tarafından
1
TrianglePoint strategyThis is trend following strategy ... when price is trading well above 200 ema and forms a triangle (based on number of bars defined) BUY ==== when fast ema > 200 ema check for triangle of last N bars (default set to 9) EXIT ====== when fast ema crosses down middle term ema if price reaches above 5% of buy , it changes the color to purple. You can close any time or wait for above signal. STOP LOSS ======= stop loss default value set to 5% Note: No triangle shown on the chart. I will find out how to add the lines to the chart. Warning ========= For the use of educational purposes only
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eemani123 tarafından
5
Reversal closing priceThe reversal closing price (RCP) is a candlestick pattern which follows two simples rules: the low price of current candle needs to be lower than the low price of the last 2 candles the closing price of current candle needes to be higher than the closing price of the last candle This generates a signal for a long position. For a short position, the conditions are inverted: the high price of current candle needs to be higher than the high price of the last 2 candles the closing price of current candle needes to be lower than the closing price of the last candle Since RCP is a trend follower indicator, the strategy is programmed in such a way that long positions are only placed if the short period EMA is above the long period EMA, and short positions are only placed if the short EMA is bellow the long EMA. Both periods are configurable, and should be ajusted for each asset. This strategy uses a fixed stop loss and take profit, and the it's ratio is configurable. The stop price is one tick lower than the lowest price of X candles prior to the order execution for long positions, while in short positions it's one tick higher than the higher price. The amount of candles to lookback (X) is configurable. Both stop and take profit prices are displayed, the first as a red line, and the second as a green line. This is the setting that I've found to work best with TVC:SPX , but you may find a better setting. While the RCP is universal, it's placement depends on the trend and it's strenght, something that is very heterogeneous among assets. I really wish that I was able to place images, but I don't have PRO, so text will have to do. This strategy was designed by Alexandre Wolwacz, a.k.a. Stormer.
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EduardoMattje tarafından
9
Breakout Trend Follower StrategyThis strategy goes long when highs are broken and uses a trailing stop that follows swing lows. User can configure a back test date range and choose whether or not to only take trades above a selected moving average. The desire for me to make this script was to try to capture those extreme breakouts that can occur after a consolidation/equilibrium pattern. This catches those using stop-buys as the entry. Out of all the scripts I have made thus far, this one is the one that has the best results. Time frames might vary due to commission structures, etc. I currently use this strategy on stocks on the 30-min time frame and crypto (with Coinbase's high fees) on the 2-hr time frame.
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millerrh tarafından
16
Trend Following BreakoutEasy Trend Following Strategy using Highs and Lows breakout of the last X candles to enter and exit trades. You can easily change the ENTRY and EXIT value in order to find the best settings. This strategy seems to be working well for $BTC and $ETH on the 4H and 1D. I didn't play with it too much as I am testing script to trade on the 15 minutes chart with margin. This script can't do this successfully but I hope it can be helpful for what you want to achieve.
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TrendSurfersSignals tarafından
7
First time coding - a 5min forex Scalping strategy This is my first attempt at producing a strategy in Pine Script. I am NOT a professional coder. I'm not even a good coder at that. I've only started Pine Script coding since September 2019. I am teaching myself. This script is far from finished. I need to tweak a number of things about this script. Namely: Add a validity window to the 'trigger bar' condition. Ie, I want to shut down the condition when the price closes above EMA21 Change the order entry so they are stop orders, using the stop entry price derived from the signals Make changes to lot sizing Add a trailing stop condition Comments welcome, but do not expect me to reply to any questions or requests. In fact, don't expect any replies from me. I consider myself notoriously bad at replies. I do welcome any feedback from any seasoned coders out there, as I am still a novice coder, and have so much to learn! As to anyone who wants to criticise me - constructive and helpful criticism are most welcome, criticism to make yourself feel superior to me - you kind can eat a dk. For the strategy rules, google the user ForexSignals TV account and look for the video "SIMPLE and PROFITABLE Forex Scalping Strategy". Share, learn, prosper Peace to y'all Serialhenry 6/11/19
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serialhenry tarafından
Pivot Reversal Strategy - FIGS & DATES 2.0Simple Pivot Reversal Strategy with some adding settings. Date Range: To test over specific market conditions. Initial Capitol: $10K - This is a more realistic representation of funds used this strategy (for me anyway). The default of $100K can give different results (usually better) than when using a smaller balance. Order Size: 100% Equity - These trend following strategies typically used this way, going all in each direction. Commission: .075% - It's always disheartening to think you've found a ridiculously good setting, and then realize you forgot to add the commission. All of these settings can be changed, but it's easier for me (and more fool proof) to have them set as default.
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Filthy_McNasty tarafından
9
Lancelot vstop intraday trending strategyDear all, Free strategy again. I found using 3 volatility stop with different settings could be very helpful when trading an intraday trending market. With the ATR setting or 5, 10, 15, we can weed out many false break. Vstop setting is OHLC4. On the other hand, this strategy also utilize Renko as part of the strategy, so you could say this strategy is mainly an intraday break out trend following strategy. Works well on BTCUSD XBTUSD, as well as other major liquid alt Pairs. And lastly, Save Hong Kong, the revolution of our times.
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Lancelot_Augur tarafından
2
Lancelot RR StrategyDear all, Free strategy again. This strategy consists of 2 indicators I think works well with each other as a trend following strategy. The 2 indicators are Renko chart and Relative Vigor Index. This is a long-only breakout strategy that aims to capture the majority of the trend. Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
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Lancelot_Augur tarafından