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SAR

RePaNoCHa V4 [Alerts]Script for automatic trading with Alerts. LG --> Long (green: not confirmed) (lime: confirmed) ST --> Short (maroon: not confirmed) (red: confirmed) TS --> Trailing Stop xL --> Close Long Position xS --> Close Short Position SL --> Stop Loss The trailing stop closes the trade if the price changes direction by a specified percentage or offset. There is no ideal distance because markets and price are always changing and we know that is impossible to exit on the top or bottom. This script interpolate the trailing Stop Offset with profit, higher profit --> higher Trailing Stop Offset. Despite this, it's difficult to catch the price but not impossible. It has a TS delay too. It take a snapshot every X seconds, if the TS is activated the alert is triggered, otherwise the price keeps fluctuating until a new snapshot. It can be easily converted to Backtest. Just delete "//" on the corresponding part. Default settings for XBT:USD at 1H.
Pine Script™ indicator
by UnknownUnicorn2151907
63
Lucid SARI wrote this script after having listened to Hyperwave with Sawcruhteez and Tyler Jenks of Lucid Investments Strategies LLC on July 3, 2019. They felt that the existing built-in Parabolic SAR indicator was not doing its calculations properly, and they hoped that someone might help them correct this. So I tried my hand at it, learning Pine Script as I went. I worked on it through the early morning hours and finished it by 4 am on July 4, 2019. I've added a few bits of code since, adding the rule regarding the SAR not advancing beyond the high (low) of the prior two candles during an uptrend (downtrend), but the core script is as it was. This code is open source under the MIT license. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com For more details on the initial script, see Sawcruhteez from Lucid Investment Strategies wrote the following description of the Parabolic SAR, where the quotes are from Section II of J. Welles Wilder, Jr.'s book New Concepts in Technical Trading Systems (1978) -------------------------------------------------------------------------------------------------------------------------- Parabolic SAR "The Parabolic Time / Price System derives its name from the fact that when charted, the pattern formed by the stops resembles a parabola, or if you will, a French Curve. The system allows room for the market to react for the first few days after a trade is initiated and then the stop begins to move up more rapidly. The stop is not only a function of price but also a function of time . "The stop never backs up. It moves an incremental amount each day, only in the direction which the trade has been initiated." "The stop is also a function of price because the distance the stop moves up is relative to the favorable distance the price has moved... specifically, the most favorable price reached since the trade was initiated." A. The calculation for a bullish Parabolic SAR is: Tomorrow’s SAR = Today’s SAR + AF(EP - Today’s SAR) "Acceleration Factor (AF) is one of a progression of numbers beginning at 0.02 and ending at 0.20. The AF is increased by 0.02 each period that a new high is made" (if long) or new low is made (if short). EP is the "Extreme Price Point for the trade made so far. If Long , EP is the extreme high price for the trade; if Short , EP is the extreme low price for the trade.” Most websites will provide the above calculation for the Parabolic SAR but almost all of them leave out this crucial detail: B. "Never move the SAR into the previous day’s range or today’s range "1. If Long , never move the SAR for tomorrow above the previous day’s low or today’s low . If the SAR is calculated to be above the previous day’s low or today’s low, then use the lower low between today and the previous day as the new SAR. Make the next days calculations based upon this SAR. "2. If Short , never move the SAR for tomorrow below the previous day’s high or today’s high . If the SAR is calculated to be below the previous days’ high or today’s high, then use the higher high between today and the previous day as the new SAR. Make the next days calculations based upon this SAR." When a Bullish SAR is broken then it gets placed at the SIP (significant point) of the prior trend. In otherwords it is placed above the current candle and at the price that was the SIP. The inverse is true for the first Bullish SAR. "This system is a true reversal system; that is, every stop point is also a reverse point." If breaking through a bearish SAR (one above price) that simultaneously signals to close a short and go long.
Pine Script™ indicator
by casey_bowman
92
Casey's Parabolic SARI whipped together this script after having listened to Hyperwave with Sawcruhteez and Tyler Jenks in the evening on July 3, 2019. They felt that the existing Parabolic SAR was not doing its calculations properly, and they hoped that someone might help them correct this. So I tried my hand at it, learning Pine as I went. I don't know if this script works properly (so don't use it!), but it does show a trend change on the weekly this week as it apparently should. I'm making the script public so that Sawcruhteez and Tyler Jenks can take a look at it. MIT License Copyright (c) 2019 Casey Bowman Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
Pine Script™ indicator
by casey_bowman
8
SMA/pivot/Bollinger/MACD/RSI en pantalla gráficoMulti-indicador con los indicadores que empleo más pero sin añadir ventanas abajo. Contiene: Cruce de 3 medias móviles La idea es no tenerlas en pantalla, pero están dibujadas también. Yo las dejo ocultas salvo que las quiera mirar para algo. Lo que presento en pantalla es la media lenta con verde si el cruce de las 3 marca alcista, amarillo si no está claro y rojo si marca bajista. Pivot Normalmente los tengo ocultos pero los muestro cuando me interesa. Están todos aunque aparezcan 2 seguidos. Bandas de Bollinger No dibujo la línea central porque empleo la media como tal. Parabollic SAR Lo empleo para dibujar las ondas de Elliott como postula Matías Menéndez Larre en el capítulo 11 de su libro "Las ondas de Elliott". Así que, aunque se puede mostrar, lo mantengo oculto y lo que muestro es dónde cambia (SAR cambio). MACD No está dibujado porque necesitaría sacarlo del gráfico. Marco en la parte superior cuándo la señal sobrepasa al MACD hacia arriba o hacia abajo con un flecha indicando el sentido de esta señal. RSI Similar al MACD pero en la parte inferior. Probablemente, programe otro indicador para visualizar en una ventanita MACD, RSI y volumen todo junto. El volumen en la principal hay veces que no te permite ver bien alguna sombra y los otros 2 te quitan mucho espacio para graficar si los tienes permanentemente en 2 ventanas separadas.
Pine Script™ indicator
by ambrosthegreat
4
Sar-MA SystemThis Script uses Parabolic SAR (developed by Welles Wilder) and some Moving Averages to calculate BUY/SELL and Close Buy/Close Sell points. Additionally the script adds Stop Loss line that is calculated by using Average True Range (ATR). Basically, script checks the Parabolic SAR and gets confirmation from moving averages or parabolic sar of the higher time frame. You will not be in a position all the time because if there is no comfirmation then you need to wait for it. For example after closing BUY position, if no confirmation from MAs or higher time frame SAR then there will not be short position, or vice versa. if you use it please comment. If you find this script useful, please consider a donation BTC: 16XRqyS3Vgh1knAU1tCcruqhUrVm4QWWmR
Pine Script™ indicator
by LonesomeTheBlue
18
Parabolic SARThis is a redesign of the built-in Parabolic SAR indicator. I added a proper input system, an option to highlight initial points for both lines and an option to choose points width. So, customize it as you want. Parabolic SAR was originally developed by J. Welles Wilder and described in his book "New Concepts in Technical Trading Systems" (1978). It is a trend-following indicator that can be used as a trailing stop loss. To know which settings for PSAR are the most profitable on your instrument and timeframe you can use this tool Profitable Parabolic SAR
Pine Script™ indicator
by everget
79
Profitable Parabolic SARIntroduction As you know, Parabolic Stop and Reverse (SAR, PSAR) was originally developed by J. Welles Wilder and was described in his book "New Concepts in Technical Trading Systems" (1978). It derives its name from the fact that when charted, the pattern formed by the points resembles a parabola. Mr. Wilder described it as "one of my favorite systems because it squeezes more profit out of an intermediate move than any method I know" . Interpretation PSAR follows price and can be considered a trend following indicator. Once a downtrend reverses and starts up, PSAR follows prices like a trailing stop. Same is true for the opposite direction. Due to its nature, PSAR continuosly protects on long and short positions. Parameters One of the key components of PSAR is the Acceleration Factor (AF). The AF is one of a progression of numbers beginning at 0.02 and ending at 0.2 . The AF is increased by the increment of 0.02 each time that a new high is made until a value of 0.2 is reached. Mr. Wilder used the next parameters Start: 0.02 Increment: 0.02 Maximum: 0.2 and they are default for the built-in PSAR indicator and its strategy. But are these params really profitable? Mr. Wilder noticed that "I have tried many different acceleration factors on this system and have found that a consistent increase of 0.02 works best overall...the range for the incremental increase is between 0.018 and 0.021 " . That was then, in 1978. Other times have come. Is our grandpa still right in his recommendations? I made this tool to figure it out. What is this tool? This tool is a performance scanner that uses a decision tree-based algorithm under the hood to find the most profitable settings for PSAR. It analyzes a bunch of different Start (between 0.001 to 0.02 ) and Increment (between 0.001 to 0.03 ) parameters and backtests each combination across the entire history of an instrument. If the more profitable parameters were found, the indicator will switch its values to the found ones immediately. Instead of manually selecting parameters, just relax - the algorithm will do it for you. It doesn't touch the last parameter, Maximum , for two reasons. First, as Mr. Wilder noticed in his book, "...the number of increases it takes to reach at least 0.2 , but do not exceed 0.22 " . That is, the parameter sits in a very narrow range. Second, I tested different maximums and I came to the conclusion that this parameter has a minimal impact on net profit, compared with the more significant parameters of start and increment. Alerts It has an alert that notifies when the more profitable settings were detected. NOTE : It does not change what has already been plotted. Good luck!
Pine Script™ indicator
by everget
101
Cyatophilum SAR-MA Strategy [ALERT SETUP]An Automated Strategy based on Parabolic SAR and EMAs, also called the SARMA Strategy. Works on any timeframe and market. Read More This indicator will trigger long/short signals entries and exits. Excellent for manual or bot trading! It has a stop loss system that you can activate to reduce risk. Note: If a stop loss is reached, an exit alert is triggered. This is the Alert Setup version. That means it is used to create automatic email or SMS alerts. It has a Backtest version that you can use to find the best configuration. I will also be there to help you on my Discord channel . Sample Use cases Get the indicator today!
Pine Script™ indicator
by cyatophilum
2
FLT - Fully Loaded TacoThis is a very full indicator. NOTICE: By default, ALL indicators are turned off in the settings, except for the Bollinger Band, in order to facilitate faster load times. Features can easily be turned on/off in the settings. You can have as many or as few as you want. FEATURE LIST: 3 SMAs (Fast, Medium, Slow) 3 EMAs (Fast, Medium, Slow) Support & Resistance Lines (Lime Color) Parabolic Support & Resistance (Red dots above, Blue dots below) Keltner Channel (purple channel lines) Bollinger Band (Blue Cloud; Center & Borders hidden by default) TTM Squeeze (Purple Background Color on Chart) VWAP (Vibrant Blue Glowing Line, Intraday Only) Fibonacci Retracement (Multicolor, Intraday Only) Ichimoku Cloud (Standard Colors)
Pine Script™ indicator
by mattzab
8