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Moving Averages

BTC Volatility Band StrategyThis script/strategy is a pullback system designed for securities with high volatility so naturally Bitcoin is an excellent choice for trading this. This could be used both on a daily chart or on lower timeframes (I found good results on 3hr timeframe but haven't tested it on anything under 1hr). A volatility band is created by comparing the candle close price of the previous 2 candles and and it uses this change in price to create a moving average. A band is wrapped around the moving average with a standard deviation of 1 for the inner band and 2 for the outer band. If the price is above a pre-set MA (moving average filter) then it is determined we are in an uptrend so the strategy will issue a buy signal when we are in an uptrend and there is a pullback which causes the lower inner deviation band to be spiked, but if the price continues and falls through the outer deviation band then a buy signal will not issue as this detriments that the volatility spike is to great. You can see a spike "buy" event occur on the indicator where the background is coloured green. For a short/sell then there will be a spike on the upper inner band and we are below the pre-set MA filter, for this it shows with red background on the indicator. The user can change the date range they wish to test, the moving average period for the volatility tracking and the inner and outer band deviations. On BTC I left the inner deviation and outer deviation bands on standard settings but found the 3 period volatility tracking to be good for trading 1 day chart and the 5 period volatility tracking good for the 3hr chart. Since this is not a buy and hold strategy then for trading you would probably want to stick with the most liquid coins so you can get in and out very fast on any exchange. If you wanted to tray this on less volatile markets then changing the inner deviation band to ~0.75 would work okay in various futures markets likely stocks as well. The take profit and stop loss levels are based on a multiple of the trading range looking back the past 7 candles. Attached result is trading 1 BTCUSDT contract on Binance.
Pine Script™ strategy
by gary_trades
MACD ReLoaded STRATEGYSTRATEGY version of MACD ReLOADED Indicator: A different approach to Gerald Appel's classical Moving Average Convergence Divergence. Appel originaly set MACD with exponential moving averages. In this version users can apply 11 different types of moving averages which they can benefit from their smoothness and vice versa sharpnesses... Built in Moving Average type defaultly set as VAR but users can choose from 11 different Moving Average types like: SMA : Simple Moving Average EMA : Exponential Moving Average WMA : Weighted Moving Average DEMA : Double Exponential Moving Average TMA : Triangular Moving Average VAR : Variable Index Dynamic Moving Average a.k.a. VIDYA WWMA : Welles Wilder's Moving Average ZLEMA : Zero Lag Exponential Moving Average TSF : True Strength Force HULL : Hull Moving Average TILL : Tillson T3 Moving Average In shorter time frames backtest results shows us TILL, WWMA, VIDYA (VAR) could be used to overcome whipsaws because they have less numbers of signals. In longer time frames like daily charts WMA, Volume Weighted MACD V2, and MACDAS and SMA are more accurate according to backtest results. My interpretation of Buff Dormeier's Volume Weighted MACD V2: Thomas Aspray's MACD: (MACDAS)
Pine Script™ strategy
by KivancOzbilgic
34
HYE Mean Reversion VWAP [Strategy]An RSI filtered version of PJ Sutherland's Jaws Mean Reversion algorithm using volume weighted average price (VWAP) instead of simple moving average (SMA). "Long" on the close when; 1-) 2 period VWAP closes 3% or more below the 5 period VWAP , 2-) 5 period exponential average of the 2 period RSI is below 30. "Exit Long" on the close when; 1-) 2 period VWAP closes above the 5 period VWAP. "Short" on the close when; 1-) 2 period VWAP closes 3% or more above the 5 period VWAP , 2-) 5 period exponential average of the 2 period RSI is above 70. "Exit Short" on the close when; 1-) 2 period VWAP closes below the 5 period VWAP. *** You can change the needed percentage for long and short trades, periods of VWAPs and RSI levels. *** You can select the trend direction: "Long Only" , "Short Only" or "Both". Default is "Long Only". I used the "VWAP with period" indicator code of @neolao. Special thanks to @neolao. Indicator Link:
Pine Script™ strategy
by HYE0619
HYE Mean Reversion SMA [Strategy]An RSI filtered version of PJ Sutherland's Jaws Mean Reversion algorithm. "Long" on the close when; 1-) 2 period simple moving average closes 3% or more below the 5 period simple moving average, 2-) 5 period exponential average of the 2 period RSI is below 30. "Exit Long" on the close when; 1-) 2 period simple moving average closes above the 5 period moving average. "Short" on the close when; 1-) 2 period simple moving average closes 3% or more above the 5 period simple moving average, 2-) 5 period exponential average of the 2 period RSI is above 70. "Exit Short" on the close when; 1-) 2 period simple moving average closes below the 5 period moving average. *** You can change the needed percentage for long and short trades, periods of simple moving averages and RSI levels. *** You can select the trend direction: "Long Only" , "Short Only" or "Both". Default is "Long Only".
Pine Script™ strategy
by HYE0619
VWMA with kNN Machine Learning: MFI/ADXThis is an experimental strategy that uses a Volume-weighted MA (VWMA) crossing together with Machine Learning kNN filter that uses ADX and MFI to predict, whether the signal is useful. k-nearest neighbours (kNN) is one of the simplest Machine Learning classification algorithms: it puts input parameters in a multidimensional space, and then when a new set of parameters are given, it makes a prediction based on plurality vote of its k neighbours. Money Flow Index (MFI) is an oscillator similar to RSI, but with volume taken into account. Average Directional Index (ADX) is an indicator of trend strength. By putting them together on two-dimensional space and checking, whether nearby values have indicated a strong uptrend or downtrend, we hope to filter out bad signals from the MA crossing strategy. This is an experiment, so any feedback would be appreciated. It was tested on BTC/USDT pair on 5 minute timeframe. I am planning to expand this strategy in the future to include more moving averages and filters.
Pine Script™ strategy
by lastguru
9
5MA_X_LThis is a 5 day moving average crossing long strategy in 10 min. chart, used in short term momentum trading strategy. Momentum trading Strategy: When S&P 500 index is at up trend (or above 60 sma ), buy 10+ stocks in top 20% stock RS ranking at equal weight using this MA5X_L strategy. Change stocks when any stock exited by algorithm. Back test start since 2020/7/1, each long entry for condition 1 is $30000, condition 2 is $20000, with max of 2 long positions. Setup: 10 minutes chart Buy condition 1) 3 wma cross up 195 wma (5day) 2) 3wma > 78wma > 195wma UP Trend Arrangement (UTA) Exit condition 1) 3 wma cross under 195 wma 2) position profit > 20% and 3 wma cross under 6 ATRs line (green)
Pine Script™ strategy
by FinTasticTrading
PMax on Rsi w/T3 *Strategy*Profit Maximizer Indicator on RSI with Tillson T3 Moving Average: PMax uses ATR calculation inside, for this reason users couldn't manage to use PMax on RSI because RSI indicator doesn't have High and Low values in bars, but ATR needs that values. So I personally calculate RSI in a different way to have High and Low values of RSI wrt price bars. IMPORTANT: Because of the sudden movements and divergences on RSI , this indicator must firstly optimized for the charts before using. Optimization can be held by users for the meaningful parameters for each chart. 3 parameters are critical when optimizing: First: Multiplier Second: Tillson T3 Length Third: T3 Volume Factor Says, Kıvanç Özbilgiç. Here's the strategy version for you to backtest & optimize properly. Enjoy.
Pine Script™ strategy
by lucidreamer15
13
Newton theory (Bollinger Band Breakout)Initial capital 1000 USD Order size 10% Commission 0.3% with slippage Timeframe 4h This is Simple Bollinger Band Trend find out strategy. I'm using the usual trailing offset as an exit for this strategy. using 1x leverage to go long short within 3years backtest result more then 200% for all usd pair. in next version i will try to find out more optimize sma,std,sl,tp parameter by using freqtrade hyperparameter optimization. Happy Trading :)
Pine Script™ strategy
by bullbuy
5
Chandelier + BB + EMASIn this strategy I am using the Emas and bollinger bands' width to determine the entry conditions: Objetive of emas: Determine the current market trend BB: Avoid low volatility market periods Chandelier: Exit trades Long Condition: Once the fast moving average turns above the slow ma is first signal Entry into the trade if the width crosses above the threshold set up by the user Short condition: Exact opposite to long condition Current idea is using an suppose capital of 1000 USD and paying commissions of 0.2%. Educational purposes only at the time.
Pine Script™ strategy
by juanchez
1
PMA Strategy IdeaThis strategy idea uses three EMAs on HLC/3 data, know as PMA(Pivot Moving Average). This strategy is very useful in trending instruments on 1W and 1D timeframes. This is the implementation used in QuantCT app. The study version of this idea is published in public library as ACD PMA . You can set operation mode to be Long/Short or long-only. You also can set a fixed stop-loss or ignore it so that the strategy act solely based on entry and exit signals. Trade Idea When all EMAs are rising, market is considered rising (bullish) and the plotted indicator becomes green. When all EMAs are falling, market is considered falling (bearish) and the plotted indicator becomes red. Otherwise, market is considered ranging and the plotted indicator becomes orange. Entry/Exit rules Enter LONG if all EMAs are rising (i.e. when the plotted indicator becomes green). Enter SHORT if all EMAs are falling (i.e. when the plotted indicator becomes red). EXIT market if none of the above (i.e. when the plotted indicator becomes orange). CAUTION It's just a bare trading idea - a profitable one. However, you can enhance this idea and turn it into a full trading strategy with enhanced risk/money management and optimizing it, and you ABSOLUTELY should do this! DON'T insist on using Long/Short mode on all instruments! This strategy performs much better in Long-Only mode on many (NOT All) trending instruments (Like BTC , ETH, etc.).
Pine Script™ strategy
by QuantCT
Lawyers Trend Pro StrategyThis indicator basilcy has 1 line This indicator basicly using 2 different calculations average. And you can see this average as line on this script. This line has 2 functions 1. Buy and Sell Strategy -İf the line colored BLUE this means you can BUY (Long) -İf the line colored RED this means you can SELL (Short) As you can see the picture you can buy-sell and long-short with this line 2. Support and Resistance Function You can use the line as resistance and support. You can see when you can LONG and when you can SHORT with this strategy.
Pine Script™ strategy
by ErdemDemir
Stochastic Optimized Trend Tracker *Strategy*Stochastic OTT is Anıl Özekşi's latest derived version of Optimized Trend Tracker on Stochastic Oscillator. He tried to solve the fake signals of Stochastic Oscillator by adopting OTT on the indicator. He advised users to set the stochastic smoothing parameters to 500 and 200 on his latest video about SOTT. He personally uses 1 min charts on stock market so the parameters of the indicator might have to be optimized for other time frames nad markets. He exaggerated the Stochastic to 1000's to have better signals of percent values of OTT . Also hes used VIDYA in both calculations of OTT and Stochastic smoothing. Said, Kıvanç Özbilgiç. I just made a Strategy version of the script so that we lads can backtest it. The codes for that are yet again from Kıvanç Özbilgiç :) I just copy-pasted a few and did some adjustments. Hope you enjoy! #betonyetmez
Pine Script™ strategy
by lucidreamer15
13
Rainbow Strategy BacktestingRainbow Strategy Backtesting base on "Rainbow Moving Average" Strategy as below: 1.Rainbow Moving Average setup - Source: source of 1st MA - Type: SMA/EMA - Period: period of 1st MA - Displacement: period of 2nd MA to 7th MA with source is previous MA 2.Trend Define - Up Trend: Main MA moving at the top of Rainbow - Down Trend: Main MA moving at the bottom of Rainbow - Sideway: Main MA moving between the top and the bottom of Rainbow 3.Signal - Buy Signal: When Rainbow change to Up Trend. - Sell Signal: When Rainbow change to Down Trend. - Exit: When Rainbow change to Sideway. 4.RSI Filter - "Enable": Only signals have 1st RSI moving between Overbought and Oversold and 2nd RSI moving outside Middle Channel are accepted. - The filter may help trader avoid bull trap, bear trap and choppy market. 5.Backtesting Infomation - Ticker: BTCUSDT - Timeframe: H1 - Rainbow parameter: + Source: hlc3 + Type: SMA + Period: 12 + Displacement: 3 - RSI Filter parameter: + Enable + 1st RSI filter: period 12, overbought 65, oversold 35 + 2nd RSI filter: period 9, upper middle 56, lower middle 44
Pine Script™ strategy
by inno14
8
EMAC - Exponential Moving Average Cross - OptimizedEMAC - Exponential Moving Average Cross - Optimized This is the full Strategy version with the best currently known optimized inputs with the average best settings across the following 26 tickers: QQQ TQQQ SPY SPXL AAPL AMZN TSLA BYND CRWD DDOG ESTC FSLY MDB NVDA PINS PTON ROKU SHOP SQ TDOC TWLO APPS CHWY DKNG ETSY FVRR For the short Study version of EMAC that has been optimized for TradersPost alerts only please see EMAC - Exponential Moving Average Cross - Study For the original full Strategy version with many editable inputs please see EMAC - Exponential Moving Average Cross
Pine Script™ strategy
by Dustin_D_RLT
1
AZ V.3 Test ++Position Size Fix+Float Core Concept This Strategy is Base on EMA Cross But thing what make this strategy be different from original CDC Action Zone V.3 is "Position Size" Compound Profit & Not Compound Profit Strategy Position Sizing Concept Be real.Everyone know the key of survive in the Market is "Risk & Money Management" So, How can we manage our Risk and Money? Yes, The key is " Make the Risk celling " //////////////////////////////////// //// (Risk% * 100) / Stoploss % //// //////////////////////////////////// How can we make the Risk celling? 1. Define your Risk Per Trade for you. (How much % money of your portfolio are you willing to pay for this trade?) - Example - - I Have 3,000$ in my portfolio. - I think i can take the risk per trade for my trade 2.5% of my portfolio. (75$) - I calculate the Position Size of my trade to pay 2.5% of my portfolio when i need to stoploss. (75$) - And then, I have 97.5% of my fund (2,925$) for fight in next trade. - ***** So, I'll never lose a big money of my fund. And "SURVIVE" in long term. ***** 2. Mark the "Entry Point" and "Stop Loss Point" - Example - - I have a Entry Point at price 30,000 $ - I Make the "Hard Stop" at previous low 11 Bar. (Hard Stop = When the price went lower from this point, We Sell this position without any pity) - For example. I assume the previous low is 20,000$ - I Clac. the different % from Entry to Stoploss. (33%) - ***** So, If the price went low from Entry Point -33%. I'll stop this position. ***** 3. Calculate my position size. //////////////////////////////////// //// (Risk% * 100) / Stoploss % //// //////////////////////////////////// - In the past 2 Example. - We have Risk% = 2.5% - We have Stoploss% = 33% - So, We clac. >> - 7.575757 >> 7.5 % of my Portfolio - 7.5 % of my Portfolio = 225 $ - ***** When my position Dropdown I'll lose for this trade and survive to fight in next trade. ***** Compound Profit Concept We calculate the base equity from Normal People use this. Not Compound Profit Concept We calculate the base equity from If we have some profit. We use this profit for "Reserve" the loss in next trade.
Pine Script™ strategy
by FlowerSeason
5
EMAC - Exponential Moving Average CrossEMAC - Exponential Moving Average Cross This strategy is based in part on original 10ema Basic Swing Trade Strategy by Matt Delong: www.tradingview.com Link to original 10ema Basic Swing Trade Strategy: This is the Original EMAC - Exponential Moving Average Cross strategy built as a class for reallifetrading dot com and so has all the default settings and has not been optimized. I would not recommend using this strategy with the default settings and is for educational purposes only. For the fully optimized version please come back around the same time tomorrow 6/16/21 for the EMAC - Exponential Moving Average Cross - Optimized If you have any questions feel free to reach out to me with a comment and I will try to get back to you quickly with a reply.
Pine Script™ strategy
by Dustin_D_RLT
MACD Long StratFirst script I've written, but the concept is pretty simple. This uses the MACD with settings fast_SMA = 6 and slow SMA=16 and uses the distance between the 2 (histogram) to look for potential trend reversals to flag potential entries for Long trades. It waits for the confirmation looking backward 2 x timeframes (to reduce false calls slightly). You can adjust it to open / close quicker (1 timeframe instread of 2) but backtesting shows 2 timeframe delay is best to avoid false signals. The script suggests Long entry points based on this criteria and uses the converse (reducing histogram / SMA difference delayed by 2 timeframes) to suggest exit or trade close points for downward reversal. It was originally written looking at 1m scalps but backtesting shows this is even more effective on higher timeframes (1D).
Pine Script™ strategy
by TheGrindToday
1