Macro Score - TSI-BasedA "macro score", as defined here, is created by giving various weights to different signals and adding them together to get one smooth score. Positive or negative values are assigned to each of the signals depending on if the statement is true or false (e.g. DPO > 0: +1, DPO < 0: -1). This manner of strategy allows for a subset of the available signals to be present at one time as opposed to every technical signal having to be active in order for a long/short signal to trigger.
This strategy has the signals and weights pre-determined in the code. Heaviest weights have been given to various TSI (True Strength Index) signals, including a crossover/crossunder of TSI signal and TSI value, a threshold for the TSI Signal (above or below 0), and a crossover/crossunder of the CMO (Chande Momentum Oscillator) and the TSI signal line. Additionally, there are thresholds for DPO (Detrended Price Oscillator, above or below 0), Jurik Volatility Bands (above or below 0), and Stoch RSI (above or below 50). These three signals hold a lighter weight than the three TSI signals.
The macro score itself is printed in an underlay as a white line that goes between -10 and 10 for this strategy. In addition to the macro score line, a red momentum line (sourced by the macro score itself) has been included. A crossover/crossunder of the macro score and the macro momentum line is included into the long/short signal syntax in addition to a threshold for the macro score (-6/6).
Take profit, stop loss, and trailing percentages are also included, found at the bottom of the Input tab under “TT and TTP” as well as “Stop Loss”. Make sure to understand the TP/SL ratio that you desire before use, as the desired hit rate/profitability percentage will be affected accordingly. This strategy does NOT guarantee future returns. Apply caution in trading regardless of discretionary or algorithmic. Understand the concepts of risk/reward and the intricacies of each strategy choice before utilizing them in your personal trading.
Profitview Settings:
If you wish to utilize Profitview’s automation system, find the included “Profitview Settings” under the Input tab of the strategy settings menu. If not, skip this section entirely as it can be left blank. Options will be “OPEN LONG TITLE”, “OPEN SHORT TITLE”, “CLOSE LONG TITLE”, and “CLOSE SHORT TITLE”. If you wished to trade SOL, for example, you would put “SOL LONG”, “SOL SHORT”, “SOL CLOSE LONG”, and “SOL CLOSE SHORT” in these areas. Within your Profitview extension, ensure that your Alerts all match these titles. To set an alert for use with Profitview, go to the “Alerts” tab in TradingView, then create an alert. Make sure that your desired asset and timeframe are currently displayed on your screen when creating the alert. Under the “Condition” option of the alert, select the strategy, then select the expiration time. If using TradingView Premium, this can be open-ended. Otherwise, select your desired expiration time and date. This can be updated whenever desired to ensure the strategy does not expire. Under “Alert actions”, nothing necessarily needs to be selected unless so desired. Leave the “Alert name” option empty. For the “Message”, delete the generated message and replace it with {{strategy.order.alert_message}} and nothing else.
M-oscillator
Crypto Tipster v2---------------------
Crypto Tipster v2
Hello again! We're back with a drastically improved Crypto Tipster v2 Indicator using over a dozen all new algorithms based around Technical Analysis, Price Action, Momentum Swings and Reversal Detection.
We've taken our time with version 2 of Crypto Tipster, putting all our best practices to work and ensuring it performs superbly across numerous crypto markets and timeframes - we have focused our efforts towards the larger timeframes, 12H, 1D, 2D for example as we believe these to be the most consistent and predictable, and therefore the most profitable.
Trading on longer timeframes also reduces the overal cost of trading fee's as you'll be placing fewer trades over any given time period, whilst catching bigger swings and therefore earning a higher percentage per winning trade. Due to these bigger price swings you can de-leverage your trades too, making them inherintly safer and more controlled.
The final benefit to placing trades on longer timeframes is that you will not be tied down to your PC or laptop for hours on end waiting for a perfect entry or exit point, which increases the odds of placing bad/panic trades or even placing trades due to boredom! If you trade with Crypto Tipster v2 on a 1D timeframe, you will only ever have work to do once per day, at bar close; this is when trades are placed or exited, or stop losses/take profits are updated to new levels - easy!
Crypto Tipster v2 can help consistently catch tops and bottoms of trending markets whilst avoiding placing trades through choppy or ranging areas, this helps to not only maximise profits (what we're all after!) but also to minimise losses (equally important). We've tirelessly tested Crypto Tipster using literally thousands of variables across dozens of built-in algorithms over hundreds of trading pairs - lots of data to process!
The outcome is rather stunning and well worth checking out - we're rather proud of what we've achieved here, and we're pretty sure you're going to love it too!
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What's Included
- Chart Settings
The first section you'll come across, Chart Settings.
Here you'll find a few options regarding how your chosen market chart will look within TradingView and how Crypto Tipster will interact with this chart.
One of the most important Tick boxes is first on the list - "Show Backtest Results". This will change Crypto Tipster from displaying simple but easy-to-follow "Buy/Sell" labels into Strategy mode in which you can set up more complicated Stop Loss / Take profit settings as well as setting up Alerts for auto trading and other more complex functions (see How It Works for more info!
We've also included a "Trend Strength Bar Color" tick box which changes the color of the chart bars based on how strong Crypto Tipster is perceiving the current trend and in which direction.
- Trend Settings
"Trading Frequency" represents how often Crypto Tipster will be looking for a new trend / change in trend direction, and therefore how often it will be placing trades. By default this is set to "Normal" but can be changed to "Rapid" using the drop down menu.
"Entry Trend Strength" also determines how frequently trades are placed by selecting the strength of trend required before a trade is placed. The scale ranges from "1-5", with 1 being a low trend strength required, 5 being a very strong trend strength required.
Within the Trend Settings section you'll also find an "Avg Trend Strength over Bars" option. This allows you to average (mean) the current trend strength over a pre-determined amount (1-5) of previous chart bars - thus providing a potentially more consistent signal.
- Trade Settings
Trade Settings help Crypto Tipster determine what type of trades you're looking to place.
The overall "Trade Direction" will decide to either target only Long trades, only Short trades, or Both (default).
"Consecutive Trades in Same Direction" allows for pyramiding - whereby you can specify to allow for multiple trades of the same direction. Set to "1" as default allows for no extra pyramiding, max setting of "10".
- Trade Protection
Currently consisting of two functions, our Trade Protection section can help to achieve both the removal of false signals (whipsaws), and the extension of good trades without confusion during minor retracements.
"Chop Removal" can help to remove some whipsaw trades during ranging market conditions, therefore improving overal profitability by only targeting stronger trends. You have an option to choose from either "Weak" or "Strong" Chop Removal.
"Protection Filter" uses current trading criteria as defined by you, and uses it to check against a higher time frame than you're currently viewing. This can help to eliminate some bad trades at the expense of a potential lag on good trades.
- Stop Loss / Take Profit
Stop Losses should be a crucial aspect of everyone's trading system. They help prevent any trade from going too far in the wrong direction and limit losses.
Our "Stop Loss (%)" is quick and easy to set up, simply set the percentage offset from the entry price of trades and a fixed Stop Loss will be in place on all trades.
"Take Profit (%)" works in the same way as the Stop Loss mentioned above - simply set the percentage you'd like to exit a profitable trade at.
The "Trailing Stop (%)" is a little more complicated in that it will follow the trend of the trade a certain percentage away from the current market price - this is great for keeping yourself in a trade for as long as the trade is moving in the right direction.
- Extra Tools & Indicators
This is the section of Crypto Tipster that enables you to add some chart visuals to assist you with your preferred trading style.
"Potential Pivot Points" are not the same as actual pivot points - Potential pivot points will paint on the chart at bar close, giving you an immediate alert to potential tops/bottoms of market trends. You can choose to display only the strongest potential points, or include some of the weaker signals too.
"Actual Pivot Points" are inherintly more accurate than Potential pivot points, but do not paint on the chart until after a pre-determined amount of time has passed. These are great for placing stop losses/take profits or watching the market for breakouts or reversals.
"Support/Resistance Levels" plots up to 6 support and resistance horizontal lines based on recent price tops/bottoms. Use these to determine areas where price could rebound or break-through.
"Bollinger Band Breakout" - Bollinger bands are a tried and tested technical analysis tool, similar to pivot points and support/resistance lines, thee are another great tool to determine where price may retrace, consolidate or breakout.
- Ichimoku Cloud
Somewhat confusing and intimidating when you first come across this technical analysis indicator, the "Ichimoku Cloud" is one of our favorites. Assisting with the detection of Dynamic Support and Resistance levels, Momentum and Trend Direction all in one super indicator.
Although certain aspects of the Ichimoku Cloud are already present within Crypto Tipster v2 algorithms in order to offer you the best possible signals, we've also included a user-definable section of it's own so you can manually set up and use the cloud for your own trading needs, all cloud signals (and there are many) are available to set up as Alerts for your own needs or an Auto-Trading Bot.
- Custom Alerts for Any Signal
We've endeavoured to ensure that all signals, not just the Buy/Sell signals, are ready and available to create Alerts with; giving you the most opportunity to create a fully custom trading engine that suits your exact trading requirements.
This means you can set Alerts for any and all signals you can see on the chart when using Crypto Tipster v2, this includes Buy/Sell Signals, Trend Strength Signals, Choppy Market Signals, Stop Loss/Take Profit Signals, Pivot Points, S/R levels crossed above & below, Bollinger Band Breakout and several Ichimoku Cloud Signals.. the list goes on!
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We've tried to make Crypto Tipster as comprehensive and easy to understand as possible, we are however always in search of progression; we do really love to hear your feedback :)
For more information and a free 8-day trial please visit the link in our signature
Happy Trading Guys
Normalized CCI Divergence StrategyStrategy Overview:
This script takes the Commodity Channel Index and normalizes the equation to be read easier by the user. Bullish, Bearish, Hidden Bullish, and Hidden Bearish divergences are identified and displayed in the underlay. Hidden Bullish and Hidden Bearish are turned off by default, but can be turned on in the user settings. The strategy itself signals long or short based on the appearance of these divergences in addition to previous CCI values being above or below a threshold. *Shorter timeframes such as 5M are recommended.* Take profit, stop loss, and trailing percentages are also included, found at the bottom of the Input tab under “TT and TTP” as well as “Stop Loss”. Make sure to understand the TP/SL ratio that you desire before use, as the desired hit rate/profitability percentage will be affected accordingly. This strategy does NOT guarantee future returns. Apply caution in trading regardless of discretionary or algorithmic. Understand the concepts of risk/reward and the intricacies of each strategy choice before utilizing them in your personal trading.
Profitview Settings
If you wish to utilize Profitview’s automation system, find the included “Profitview Settings” under the Input tab of the strategy settings menu. If not, skip this section entirely as it can be left blank. Options will be “OPEN LONG TITLE”, “OPEN SHORT TITLE”, “CLOSE LONG TITLE”, and “CLOSE SHORT TITLE”. If you wished to trade SOL, for example, you would put “SOL LONG”, “SOL SHORT”, “SOL CLOSE LONG”, and “SOL CLOSE SHORT” in these areas. Within your Profitview extension, ensure that your Alerts all match these titles. To set an alert for use with Profitview, go to the “Alerts” tab in TradingView, then create an alert. Make sure that your desired asset and timeframe are currently displayed on your screen when creating the alert. Under the “Condition” option of the alert, select the strategy, then select the expiration time. If using TradingView Premium, this can be open-ended. Otherwise, select your desired expiration time and date. This can be updated whenever desired to ensure the strategy does not expire. Under “Alert actions”, nothing necessarily needs to be selected unless so desired. Leave the “Alert name” option empty. For the “Message”, delete the generated message and replace it with {{strategy.order.alert_message}} and nothing else.
FFT Strategy Bi-Directional Stop/Profit/Trailing + VMA + AroonThis strategy uses the Fast Fourier Transform inspired from the source code of @tbiktag for the Fast Fourier Transform & @lazybear for the VMA filter.
If you are not familiar with the Fast Fourier transform it is a variation of the Discrete Fourier Transform. Veritasium on youtube has a great video on it with a follow up recommendation from 3brown1blue. In short it will extract all the frequencies from a set of data. @tbiktag laid the groundwork for creating the indicator which will allow you to isolate only those signals which are the most relevant and remove the noise. I recommend having @tbiktag's FFT Transform indicator side by side with this to understand what my variation is doing by setting similar settings .
Using this idea, you can then optimize a strategy to the frequencies that are best. The main entry signal is when the FFT Signal crosses above or below the 0 line .
Included with this strategy is the ability to optionally bi-directionally set:
Stop Loss
Trailing Stop Loss
Take Profit
Trailing Take Profit
Entries are optionally further filtered by use of the VMA using the algorithm from LazyBear which allows you to adjust a variable moving average with 3 market trend detections. Green represents upwards momentum; Blue sideways trading and Red downwards momentum. The idea being to filter out buy or sell entries unless the market is moving in that direction, and this makes a big difference as you can see for yourself when you turn it off or on. Turning it off will change the color of the FFT signal to orange instead of the green, blue, red colors .
I have added 2 custom stop loss types as well for experimentation:
1. VMA Filter stop loss to exit the trade if the VMA detects a market trend direction change matching the rules you have set. I have set this to off by default, but it is there so you can see what affect it may have on other tickers. It can increase the profit factor but usually at a cost of net profit.
2. The Aroon Filter stop loss with different lengths for the short or long direction. For the Aroon strategy (which is a trend change detector) it is considered bullish if the upper line (green in my code) is above 70 and the lower line (red in my code) is below 30 and the opposite for the bearish case. With this in mind, I have set it to filter by default only the extreme ends (99 and 1) to increase profit factor and net profit but I encourage you to try different settings and see how it affects things. Turning this off yields much higher net profit but at the cost of the profit factor and drawdown . To disable this just uncheck the 'Use Aroon Filter Long' (or short) and it will also hide the aroon graphics and crosses on the plot.
I will be adding more features in an attempt to lower the drawdown on this strategy but I hope you enjoy what I have so far!
Sine Wave TheoryThere are some ideas out there that the market is like a collection of quantum events and that it could all be broken down into sine waves. I created this script to put that to the test.
The idea is simple, I tested 3 different factors that could be put into sine wave form.
1.) Bar Change
2.) Volume Average Change
3.) Coin Flip
For the bar change, I simply allow the sine wave to move upwards or downwards if the bars have changed color in their sequence. For example, if there were 3 red bars and 1 green bar, it would not move the sine wave up or down until the green bar appeared.
For the average volume change, it was the same idea, except that the sine wave could only move up or down if the volume had moved up or below the average value of the length given for calculating the average volume.
Finally, the coin flip simply simulates flipping a coin, and allows the sine wave to move one direction or the other once it has a side that is different from the previous chosen side. For example, heads, heads, heads, tails (once it flipped to tails, this would allow it to move a direction).
The sine wave trading theory that I watched claimed that if you know the correct sine wave # (which is how large the peak is, and/or the sine wave count which is how many peaks and valleys occur) that you can successfully predict future trades. Their claims that the reason it does not look like a perfect sine wave for these events is because there is different amounts of trading going on, thus the timing will be slightly off.
I am posting this to disagree with their ideas. For example, if you select to turn on trading for coin flip and turn off bar change, you will see the coin flip did better on the default settings!
It just so happens that any setting will eventually be good, making all the sine wave variations just completely random if you win or not.
I posted this to demonstrate how silly trading sine waves is. The real trick is using cosine and tangent waves... lol j/k
I hope this helps someone avoid this scam concept.
SPX Fair Value Strategy UltimateThis is a strategy using the SPX Fair Value derived from Net Liquidity.
Net Liquidity function is simply: Fed Balance Sheet - Treasury General Account - Reverse Repo Balance
Formula for calculating the fair value of SPX using Net Liquidity looks like this: net_liquidity/1000000000/1.1 -1625
The SPX Fair Value is then subtracted from the SPX value which creates an oscillating diff value.
When diff is greater than 350, SPX is considered overbought and we go short/sell.
When diff is less than -150, SPX is considered oversold and we cover/buy.
The net liquidity values I calculate outside of TradingView. If you'd like the strategy to work for future dates, you'll need to update them.
Paremeters:
Strategy: Short Only, Long Only, Long/Short
Inverse (bool): check if using an inverse ETF to go long instead of short.
Start After Date: When the strategy should start trading
Close Date: Day to close open trades. I just like it to get complete results rather than the strategy ending with open trades.
Adulari ATSAdulari's Automated Trading Strategy combines more then 10+ innovative indicators and is carefully designed to provide honest and accurate backtesting results. We created and optimized this strategy to provide realistic results, not insane backtesting results that are very inconsistent and unrealistic. It is made for swing trading on the 15m timeframe. It is recommended to use the BYBIT:BTCUSDT pair.
This strategy has been thoroughly backtested throughout 2 years in order to provide optimal results.
ATS was designed to provide live results close to those of backtesting. It has been ensured this strategy is not overfitted.
Our strategy works in any market & allows users to:
Automate their trades using our alert system and integrations.
View realistic backtesting results.
Filter trades in irregular price action using our trend filters.
And many new features that can be found in the changelog below.
Our strategy detect the direction of trends for any asset & on any timeframe allowing traders to increase their confidence in positions and follow trends.
This strategy is built to be very profitable when used for long time periods. Compounding will make profits very solid.
We give our users the possibility to adjust the settings of the strategy to market price variations, as well as the option to make them less sensitive to irregular price movements so that it only trades predictable price action.
Save time by automating everything!
The strategy's settings play an important role towards profitable trades, however, the constant adjustment of these is not necessary since no overfitting is in play.
We made our strategy as flexible as possible in order to allow it to adjust to internal market dynamics, thus completely removing the need for traders to adjust any settings. We offer multiple setting profiles that are optimized for a certain market, with lower or higher risk.
If you are using this script you acknowledge past performance is not necessarily indicative of future results and there are many more factors that go into a profitable trade.
Trailing Stop SnippetThis is an example snippet that should allow for adding a trailing stop and trailing stop activation to almost any script.
You can use it by setting a trailing stop alone. This will provide you standard trailing stop functionality allowing you to lock in profits and increase your stop-loss as the price moves in your direction.
You can also set the trailing stop activation to trigger the original trailing stop at a certain level. "Once price rises 5%, set a trailing stop at break even". This would be set as 5 and 5 in the settings.
Hull+VO+Boom StrategyThis strategy uses:
-Boom Hunter Pro with adjustments
-Hull Suite with adjustments
-Volatility Oscillator with adjustments
This is to be used with the Karbon Money Management System.
Average Directional Index v2This script uses another method of obtaining the price with each tick. The combination of gap settings and price data provide a good ADXx plot that does not repaint by default.
Balance of Power Heikin Ashi Investing Strategy Balance of Power Heikin Ashi Investing Strategy
This is a swing strategy designed for investment help.
Its made around the Balace of Power indicator, but has been adapted on using the Monthly Heikin Ashi candle from the SPY asset in order to be used with correlation for US Stock/ETF/Index Markets.
The BOP acts as an oscilallator showing the power of a bull trend when its positive and a bearish trend when its in negative. At the same time we can spot reversals, based on the percentiles ( 99/1)
The rules for entry :
For long : The 99 percentile is ascending, and we are either in a positive value (>0), or we crossed the bottom place ( -0.35)
For short : the 99 and 1 percentile are descending, and we are either in a negative value(<0), or we crossed down the top place ( 0.6)
If you have any questions please let me know !
BTC Profitable Wallets StrategyBTC Profitable Wallets Strategy - plots the percentage of profitable BTC wallets and places long orders when the profitable wallet share crosses above 50%, historically a very accurate point to catch the next Bull Run early.
The only setting is a smoothing option using the Moving Average method and length of your choice.
On Chain Data is queried from IntoTheBlock.
This is a 'HODL' strategy, with no exit given. If you'd like to see the historical performance check the Open Profit or place a sell order at the current date.
Standardized Chaikin OscillatorThis strategy is mainly designed based on Chaikin Oscillator.
The problems with the Chaikin Oscillator is that it's value varies greatly depending on the symbol.
Even for the same symbol, it will vary greatly depending on the volume changed.
To solve the problem, this strategy keeps the values of the indicators consistent in a standardized way, so that entry and exit signals can be generated.
Since this strategy refers to the trading volume, it is more suitable for exchanges with large trading volume.
The default parameters are recommended to use BTCUSDT on Binance in 1hour timeframe, but you also can try the suitable parameters on your own symbol and timeframe.
Enjoy it!
BT-SAR Ema, Squeeze, Volatility
Esse script foi criado para estudo de Backtest.
Ele usa o SAR PARABÓLICO como indicador de sinal de entrada, você também pode combinar 3 indicadores para filtrar as entradas: Média Móvel, Squeeze Momentum e Volatility Oscilator .
Existe duas entradas, quando o SAR Parabólico vira ou pelo Breakout (usando o último preço) do SAR Parabólico antes dele virar.
As Os filtros podem ser usados de forma combinada ou individual.
O Script também pode ser usado com algum serviço de bot como 3commas.io, basta colocar as mensagens de entrada e saída para o bot.
This script was created for Backtest study.
It uses PARABOLIC SAR as input signal indicator, you can also combine 3 indicators to filter inputs: Moving Average, Squeeze Momentum and Volatility Oscillator .
There are two entries, when the Parabolic SAR turns or by Breakout (using the last price) of the Parabolic SAR before it turns.
The Filters can be used in combination or individually.
The Script can also be used with some bot service like 3commas.io, just put the input and output messages to the bot.
Price change scalping short and long strategyPrice change scalping Short and Long strategy uses a rate of change momentum oscillator to calculate the percent change in price between a period of time. Rate of change calculation takes the current price and compares it to a price of "n" periods while the period of time can be defined by a user. The calculated rate of change value is then compared to the upper threshold and the lower threshold values to determine if a position should be opened. If the threshold is crossed and filtering conditions are met a strategy position will be triggered. Entry, take profit, and stop loss prices are calculated and displayed on the chart as well as positions directions. Once the entry price is crossed, a long or short position is created and once the take profit price is crossed, the stop loss price will begin to trail behind the price action using the close of the previous bar. Once the trailing stop price is crossed, the position is closed. If the entry price is not crossed and the price action crosses the stop level, the trade setup is cancelled. The strategy is enhanced by DCA algorithm which allows to average entry price with safety orders. The script also allows to use Martingale coefficient to increase averaging power
Advantages of this script:
Strategy has high net profit of 293% at backtests
Backtests show high accuracy around 71%
High frequency and low duration of trades
Can be used with short-term timeframes ranging from 5 to 60 minutes
Strategy is sustainable to market slumps due to DCA implementation
Can be used for short and long positions (can be adjusted to long only, short only or both)
Can be applied to any market and quote currency
Easy to configure user interface settings
Built in detailed statistic menu
How to use?
1. Apply the strategy to a trading pair your are interested in using 5 to 60 minutes timeframe chart
2. Configure the strategy: change layer values, order size multiple and take profit/stop loss values according to current market cycle stage
3. Set up a TradingView alert to trigger when strategy conditions are met
4. Strategy will send alerts when to enter and when to exit positions which can be applied to your portfolio using external trading platforms
5. Update settings once market conditions are changed using backtests on a monthly period
QG-Trend Pullback StrategyI wanted to test the pullback strategy shown by TradePro and 5 minute scalping channels on the YT.
So here it is, worked on USDCHF pair best and not so much on other forex pairs on 15 min or 5 min charts as shown in strategy.
Entry rules for Long:
Price above EMA200 or G channel as trend filter
Donchian trend ribbon in retracement or red in color
Wavetrend cross below a threshold level below zeroline.
Opposite rules for Shorts.
The SL and TP based on the ATR multiplier and a TP as RR ratio to SL.
Attaching the equity curve on USDCHF 15 min chart where it worked best.
Andean ScalpingAndean Scalping Implementation - BETA
- Uses Andean Oscillator: alpaca.markets
- Implements a threshold moving average (SMA 1000) on the Andean Signal line at 1.1 factor to filter out small moves
- TP/SL using ATR bands at 3x multiplier
Longbithello Traders !
Inspired by the indicator Range Filter Buy and Sell 5min by guikroth , namely calculation and works price movement range filter .
And Inspired by the indicator by the indicator VuManChu Cipher B + Divergences by vumanchu namely calculation and working out divergences and convergences , i was inspired to create a strategy .
This is indicator - strategy - ( Longbit ) - aggregate and my modification indicators : Range Filter Buy and Sell 5min by guikroth , VuManChu Cipher B + Divergences by vumanchu , and diferent exponential moving average .
The strategy - ( Longbit ) works on the basis of the price movement range filter , first a smooth average price range is calculated for the basis of the filter and multiplied by a specified amount by indicator Range Filter Buy and Sell 5min by guikroth , and some calculations working out divergences and convergences by indicator VuManChu Cipher B + Divergences by vumanchu . And diferent exponential moving averages for zones Bull / Bear trend for trend trading , and using take and diferent stop loss : algo , user or percentage .
Thus, using my strategy, we get the best entry point to open trades after confirming divergences
example in the picture
or
And when these trend signals are much stronger
example in the picture
Actual Version recommended used for BTCUSDC / BTCUSDT 4 hours time frame and used default settings and stop loss - algo , take profit 6 %
example in the picture
But it can also be used on all time frame with these settings: MaxMin3 Data Sampling period 6 Range Multiplier 2 and Take profit 2.3 % , stop loss algo
DISCLAIMER: This informational planning script / strategy is strictly for individual use and educational purposes only. This is not financial or investment advice. Investments are always made at your own risk and are based on your personal judgement. I am not responsible for any losses you may incur.
Привет, Трейдеры ! Вдохновленный индикатором Range Filter Buy and Sell 5min by guikroth , а именно работой и вычеслением диапазона фильтра движения цены . А также вдохновленный индикатором VuManChu Cipher B + Divergences by vumanchu, а именно дивергенций и конвергенций , я был вдохновлен создать эту стратегию
Эта тратегия - (Longbit) - это совокупность индикаторов : Range Filter Buy and Sell 5min by guikroth , VuManChu Cipher B + Divergences by vumanchu, и разние виды экспоненциальных средних .
Стратегия - (Longbit) работает на основе фильтра диапазона изменения цен, сначала рассчитывается гладкий средней диапазон цен для базы фильтра и умножается на оговоренную сумму по индикатору Range Filter Buy and Sell 5min by guikroth модифицированой версии , а также некоторые расчеты вычислений дивергенций и конвергенции по показателю индикатора VuManChu Cipher B+ Divergences by vumanchu. И различные экспоненциальные среднее и их зон для определения тенденции либо трендов для торговли по тренду , и с использованием стоп лоса : алго, пользовательский или процентный .
Таким образом, используя мою стратегию, мы получим лучшую точку для открытия сделок после подтверждения дивергенций или конвергенций
А когда эти сигналы по тренду они намного сильнее на рисунке , примеры на картинках выше
Рекомендуемую для 4-часового тм BTCUSDC/BTCUSDT , и работать с помощью algo stop loss , и take в 6 % с настройками по умолчанию , но можно также на использовать на всех тм с такой вот настройкой :
Данные МакМин3
Sampling period 6
Range Multiplier 2
Примеры на картинках выше
Предупреждаю : Эта стратегия информационного планирования предназначен исключительно для индивидуального пользования и образовательных целей. Это не финансовая или инвестиционная консультация. Инвестиции всегда осуществляются на собственном риске и основываются на вашем личном суждении. Я не отвечаю за потери, которые вы можете понести.
Trend trader + STC [CHFIF] - CV This script is my first strategy script coupling the Trend trader (indicator developed by Andrew Abraham in the Trading the Trend article of TASC September 1998.) and Schaff Trend Cycle . The STC indicator is widely used to identify trends and their directions. It is sometimes used by traders to predict trend reversals as well. Based on the movement of the Schaff Trend Cycle , buy or sell signals are generated, which are then used by traders to initiate either long or short positions.
Around I built a user interface to help you in creating a customized strategy to your need.
My idea behind doing this was to make customizable parameters and back testing easier than manually with a lot of flexibility and options. More possibility we have, more solutions we find right? So I started this script few weeks ago to be my first script (second in reality, but first to be published.)
Strategy it self is made out of 2 simple step:
1→ STC gives a Buy/Sell signal.
2→Price is closing above the TT (Buy) or below (Sell) and the signal is the same as given by the STC .
To complete your strategy in order to reach the best result, I added few options:
→ Money management: Define the type of risk you want to take (entry risk will always risk the same percentage of your portfolio disregarding the size of the SL, Fix amount of money, fix amount of the capital (portfolio). NOTE: Margin is not coded yet, target is to show liquidation price. Please keep an eye on the releases to know when it is released.
→ Stop loss and Take profit management: Define the type of target you want to use (ATR, fixed percentage, pivots points) and even customise different take profit level or activate the trailing. Each type of target is customizable via the menu
→ Moving average: You can also complete the strategy using different moving average. To draw it tick the box on the left, to use it in the calculation of the result, tick the box "Price>MA" in front of the needed EMA . You can select different type of MA ( SMA , EMA , DEMA , TEMA , RMA, HMA , WMA , VWAP , VWMA , etc...)
→ RSI: 4 possible approach to use the RSI to complement the strategy:
• OB/OS => short position will be taken only if RSI goes under the lower limit. Long if the RSI goes above the limit. Ticking confirmation will wait to cross back the limit to validate the condition
• Rev OB/OS => Short will be taken if RSI is below lower limit and stays below. Long will be taken if RSI is above upper limit and stays above.
• MA dominance => RSI has to be above MA for long, below for short. Confirmation box ticked requires 2 bars with the RSI on a side to validate signal.
• MA Dominance + limit => It is a combination of the requirement of the provious option and also Rev. OB/OS
→ Volume confirmation => This will consider the volume MA for entry confirmation. The volume will have to be above the MA define by the value entered in the field.
→ Waddah Attar explosion indicator can also be used as a filter for entries in this way:
• Explosion line > dead zone to validate entries
• Trend > dead zone to validate entry
• Both > dead zone is a compound of both rules above to get entry confirmation
→ ADX can also be used as a filter. I added 2 Threshold in order to have a minimum level of acceptance for valid entry but also a maximum level.
When your strategy is setup, you can setup alerts and I would recommend to setup the date range before doing the alerts. Why? Simply because the script do not cover pyramiding and will give a signal only if a trade is not ongoing.
In setting up the sessions at which you would want to trade, no signal within those range can be missed. You can setup 2 sessions, the days and also the global range of backtesting.
Smoothed Heikin Ashi Trend on Chart - TraderHalai BACKTESTSmoothed Heikin Ashi Trend on chart - Backtest
This is a backtest of the Smoothed Heikin Ashi Trend indicator, which computes the reverse candle close price required to flip a Heikin Ashi trend from red to green and vice versa. The original indicator can be found in the scripts section of my profile.
This particular back test uses this indicator with a Trend following paradigm with a percentage-based stop loss.
Note, that backtesting performance is not always indicative of future performance, but it does provide some basis for further development and walk-forward / live testing.
Testing was performed on Bitcoin , as this is a primary target market for me to use this kind of strategy.
Sample Backtesting results as of 10th June 2022:
Backtesting parameters:
Position size: 10% of equity
Long stop: 1% below entry
Short stop: 1% above entry
Repainting: Off
Smoothing: SMA
Period: 10
8 Hour:
Number of Trades: 1046
Gross Return: 249.27 %
CAGR Return: 14.04 %
Max Drawdown: 7.9 %
Win percentage: 28.01 %
Profit Factor (Expectancy): 2.019
Average Loss: 0.33 %
Average Win: 1.69 %
Average Time for Loss: 1 day
Average Time for Win: 5.33 days
1 Day:
Number of Trades: 429
Gross Return: 458.4 %
CAGR Return: 15.76 %
Max Drawdown: 6.37 %
Profit Factor (Expectancy): 2.804
Average Loss: 0.8 %
Average Win: 7.2 %
Average Time for Loss: 3 days
Average Time for Win: 16 days
5 Day:
Number of Trades: 69
Gross Return: 1614.9 %
CAGR Return: 26.7 %
Max Drawdown: 5.7 %
Profit Factor (Expectancy): 10.451
Average Loss: 3.64 %
Average Win: 81.17 %
Average Time for Loss: 15 days
Average Time for Win: 85 days
Analysis:
The strategy is typical amongst trend following strategies with a less regular win rate, but where profits are more significant than losses. Most of the losses are in sideways, low volatility markets. This strategy performs better on higher timeframes, where it shows a positive expectancy of the strategy.
The average win was positively impacted by Bitcoin’s earlier smaller market cap, as the percentage wins earlier were higher.
Overall the strategy shows potential for further development and may be suitable for walk-forward testing and out of sample analysis to be considered for a demo trading account.
Note in an actual trading setup, you may wish to use this with volatility filters, combined with support resistance zones for a better setup.
As always, this post/indicator/strategy is not financial advice, and please do your due diligence before trading this live.
Original indicator links:
On chart version -
Oscillator version -
Update - 27/06/2022
Unfortunately, It appears that the original script had been taken down due to auto-moderation because of concerns with no slippage / commission. I have since adjusted the backtest, and re-uploaded to include the following to address these concerns, and show that I am genuinely trying to give back to the community and not mislead anyone:
1) Include commission of 0.1% - to match Binance's maker fees prior to moving to a fee-less model.
2) Include slippage of 10 ticks (This is a realistic slippage figure from searching online for most crypto exchanges)
3) Adjust account balance to 10,000 - since most of us are not millionaires.
The rest of the backtesting parameters are comparable to previous results:
Backtesting parameters:
Initial capital: 10000 dollars
Position size: 10% of equity
Long stop: 2% below entry
Short stop: 2% above entry
Repainting: Off
Smoothing: SMA
Period: 10
Slippage: 10 ticks
Commission: 0.1%
This script still remains to shows viability / profitablity on higher term timeframes (with slightly higher drawdown), and I have included the backtest report below to document my findings:
8 Hour:
Number of Trades: 1082
Gross Return: 233.02%
CAGR Return: 14.04 %
Max Drawdown: 7.9 %
Win percentage: 25.6%
Profit Factor (Expectancy): 1.627
Average Loss: 0.46 %
Average Win: 2.18 %
Average Time for Loss: 1.33 day
Average Time for Win: 7.33 days
Once again, please do your own research and due dillegence before trading this live. This post is for education and information purposes only, and should not be taken as financial advice.
Smart Money - Oscillator and Volume StrategyOverview
This is a no-repaint strategy that is highly optimized for BINANCE:ETHUSDTPERP 30m, normal candles. It is a long/short strategy that is based on CMF, ADX/DMI, Keltner Channels, and other oscillators to identify smart money.
The overall idea of the strategy is to effectively capture the beginnings and ends of trends in price action, and go long/short accordingly. To achieve this, potential entry points are identified with various oscillators and these are then filtered using a variety of moving averages and strength/momentum indicators.
Short and sell inflections are found when ADX, DMI, and/or CMF oscillate below a specified threshold, and Keltner Channels are also used to indicate potential trades.
The indicator will continue to be updated and optimized for current and future market conditions.
If purchased, access to the indicator will be available within 24 hours.
Backtest Results
Parameters:
- 2021-01-01 to present (19 months)
- 100% equity order size
- 0.04% commission fees
- No leverage
17,089% net profit through 296 trades with 60.47% of trades being profitable.
Profit factor of 2.862, Sharpe Ratio of 1.158
Parameters:
- 2021-01-01 to present (19 months)
- $1,000 initial capital
- $1,000 order size
- 0.04% commission fees
- No leverage
584% net profit through 296 trades with 60.47% of trades being profitable.
Parameters:
- 2021-01-01 to present (19 months)
- 500% equity order size
- 0.04% commission fees
- 5x leverage
8,587,557% net profit through 299 trades with 59.87% of trades being profitable.
Daily_Mid Term_Consulting BOLTDaily Mid Term Consulting BOLT es una estrategia a mediano y largo plazo creada para detectar los cambios tendenciales en zonas de tiempo diarias. se basa en el análisis de los cambios porcentuales que sufre el precio contra las distintas medias móviles simples definidas en la estrategia. el uso de osciladores como el MACD , RSI y EFI apoyan la decisión de entrada a la estrategia.
actualmente esta en construcción la colocación de stop losses para aumentar la eectividad de la misma.
TASC 2022.08 Trading The Fear Index█ OVERVIEW
TASC's August 2022 edition of Traders' Tips includes an article by Markos Katsanos titled "Trading The Fear Index". This script implements a trading strategy called the “daily long/short trading system for volatility ETFs” presented in this article.
█ CONCEPTS
This long-term strategy aims to capitalize on stock market volatility by using exchange-traded funds (ETFs or ETNs) linked to the VIX index.
The strategy rules (see below) are based on a combination of the movement of the Cboe VIX index, the readings of the stochastic oscillator applied to the SPY ETF relative to the VIX, and a custom indicator presented in the article and called the correlation trend . Thus, they are not based on the price movement of the traded ETF itself, but rather on the movement of the VIX and of the S&P 500 index. This allows the strategy to capture most of the spikes in volatility while profiting from the long-term time decay of the traded ETFs.
█ STRATEGY RULES
Long rules
Rising volatility: The VIX should rise by more than 50% in the last 6 days.
Trend: The correlation trend of the VIX should be 0.8 or higher and also higher than yesterday's value.
VIX-SPY relative position: The 25-day and 10-day VIX stochastics should be above the 25-day and 10-day SPY stochastics respectively. In addition, the 10-day stochastic of the VIX should be above its yesterday's value.
Long positions are closed if the 10-day stochastic of the SPY rises above the 10-day stochastic of the VIX or falls below the yesterday's value.
Short rules
Declining volatility: The VIX should drop over 20% in the last 6 days and should be down during the last 3 days.
VIX threshold: The VIX should spend less than 35% of time below 15.
VIX-SPY relative position: The 10-day VIX stochastic should be below the 10-day SPY stochastic. In addition, the 10-day SPY stochastic should be higher than the yesterday's value.
Long positions are closed if the first two Long rules are triggered (Rising volatility and Trend).
The script allows you to display the readings of the indicators used in the strategy rules in the form of oscillator time series (as in the preview chart) and/or in the form of a table.