Versatile Moving Average StrategyVersatile Moving Average Strategy (VMAS)
Overview:
The Versatile Moving Average Strategy (VMAS) is designed to provide traders with a flexible approach to trend-following, utilizing multiple types of moving averages. This strategy allows for customization in choosing the moving average type and length, catering to various market conditions and trading styles.
Key Features:
- Multiple Moving Average Types: Choose from SMA, EMA, SMMA (RMA), WMA, VWMA, HULL, LSMA, and ALMA to best suit your trading needs.
- Customizable Inputs: Adjust the moving average length, source of price data, and stop-loss source to fine-tune the strategy.
- Target Percent: Set the percentage difference between successive profit targets to manage your risk and rewards effectively.
- Position Management: Enable or disable long and short positions, allowing for versatility in different market conditions.
- Commission and Slippage: The strategy includes realistic commission settings to ensure accurate backtesting results.
Strategy Logic:
1. Moving Average Calculation: The selected moving average is calculated based on user-defined parameters.
2. Entry Conditions:
- A long position is entered when the entry source crosses over the moving average, if long positions are enabled.
- A short position is entered when the entry source crosses under the moving average, if short positions are enabled.
3. Stop-Loss: Positions are closed if the stop-loss source crosses the moving average in the opposite direction.
4. Profit Targets: Multiple profit targets are defined, with each target set at an incremental percentage above (for long positions) or below (for short positions) the entry price.
Default Properties:
- Account Size: $10000
- Commission: 0.01% per trade
- Risk Management: Positions are sized to risk 80% of the equity per trade, because we get very tight stoploss when position is open.
- Sample Size: Backtesting has been conducted to ensure a sufficient sample size of trades, ideally more than 100 trades.
How to Use:
1. Configure Inputs: Set your preferred moving average type, length, and other input parameters.
2. Enable Positions: Choose whether to enable long, short, or both types of positions.
3. Backtest and Analyze: Run backtests with realistic settings and analyze the results to ensure the strategy aligns with your trading goals.
4. Deploy and Monitor: Once satisfied with the backtesting results, deploy the strategy in a live environment and monitor its performance.
This strategy is suitable for traders looking to leverage moving averages in a versatile and customizable manner. Adjust the parameters to match your trading style and market conditions for optimal results.
Note: Ensure the strategy settings used for publication are the same as those described here. Always conduct thorough backtesting before deploying any strategy in a live trading environment.
Hull
Strategy Myth-Busting #4 - LSMA+HULL Crossover - [MYN]This is part of a new series we are calling "Strategy Myth-Busting" where we take open public manual trading strategies and automate them. The goal is to not only validate the authenticity of the claims but to provide an automated version for traders who wish to trade autonomously.
Our fourth one we are automating is one of the strategies from "I Found The Best 1 Minute Scalping Strategy That Actually Works! ( Beginner Friendly )" from "Trade Domination" who claims to have made 366% profit on the 1 min chart of Solona despite having a 31% win rate in just a few weeks. As you can see from the backtest results below, I was unable to substantiate anything close to that that claim on the same symbol ( SOLUSD ), timeframe (1m) with identical instrument settings that "Trade Domination" was demonstrating with. Strategy Busted.
If you know of or have a strategy you want to see myth-busted or just have an idea for one, please feel free to message me.
This strategy uses a combination of 2 open-source public indicators:
LSMA
Hull Suite by InSilico
Trading Rules
1 min candles
Stop Loss on recent swing High/Low
1:5 Risk Ratio
Enter Long
LSMA cross above Red Hull Suite line
Price has to be above Hull Suite Line
Enter Short
LSMA crosses under green Hull Suite Line
Price has to be below Hull Suite Line
Strategy Myth-Busting #20 - HalfTrend+HullButterfly - [MYN]#20 on the Myth-Busting bench, we are automating the " I Found Super Easy 1 Minute Scalping System And Backtest It 100 Times " strategy from " Jessy Trading " who claims 30.58% net profit over 100 trades in a couple of weeks with a 51% win rate and profit factor of 1.56 on EURUSD .
This one surprised us quite a bit. Despite the title of this strategy indicating this is on the 1 min timeframe, the author demonstrates the backtesting manually on the 5 minute timeframe. Given the simplicity of this strategy only incorporating a couple of indicators, it's robustness being able to be profitable in both low and high timeframes and on multiple symbols was quite refreshing.
The 3 settings which we need to pay most attention to here is the Hull Butterfly length, HalfTrend amplitude and the Max Number Of Bars Between Hull and HalfTrend Trigger. Depending on the timeframe and symbol, these settings greatly impact the performance outcomes of the strategy. I've listed a couple of these below.
And as always, If you know of or have a strategy you want to see myth-busted or just have an idea for one, please feel free to message me.
This strategy uses a combination of 3 open-source public indicators:
Hull Butterfly Oscillator by LuxAlgo
HalfTrend by Everget
Trading Rules
5 min candles but higher / lower candles work too.
Stop loss at swing high/low
Take Profit 1.5x the risk
Long
Hull Butterfly gives us green column, Wait for HalfTrend to present an up arrow and enter trade.
Short
Hull Butterfly gives us a red column , Wait for HalfTrend to present a down arrow and enter trade.
Alternative Trading Settings for different time frames
1 Minute Timeframe
Move the Hull Butterfly length from the default 11 to 9
Move the HalfTrend Amplitude from the default 2 to 1
Enabling ADX Filter with a 25 threshold
2 Hour Timeframe
Move the HalfTrend Amplitude from the default 2 to 1
Laddered Take Profits from 14.5% to 19% with an 8% SL
Hull Suite + Stoch RSI Strategy v1.1 This strategy uses Hull Suite with Stoch RSI
Uses Hull Suite as trend and only trades with the direction of the trend.
Entry conditions:
Hull Suite as a trend
Stoch RSI overbought for short entries & oversold for long entries
Current parameters works best on BINANCE:BNBBUSDPERP pair.
Hull Crossover Strategy no TP or SLWhat is it?
A simple yet effective strategy ran on the 30m chart.
This is a basic idea that can be expanded on using different indicator to either add signals or filter out certain bad signals!
The strategy consists of 1 fast moving average and 1 slow moving average.
Both of these moving averages are the Hull Moving Average
What is the Hull Moving Average?
The Hull Moving Average ( HMA ) is a directional trend indicator.
It captures the current market conditions and uses recent price action to determine if conditions are bullish or bearish relative to historical data.
The Hull is different from traditional trend indicators like the EMA and the SMA .
It is designed to reduce the lag often associated with other MAs by providing a faster signal on a smoother visual plane.
How it works?
When the fast HMA crosses over the slow HMA , we initiate a long signal, and
when the fast HMA crosses under the slow HMA , we initiate a short signal.
Conclusion
The power of simplicity is what makes this such a great core to use to build onto making something even better!
The results were optimised to suit the most common market conditions seen today.
******** Not financial advice! ********
RMI + Triple HMRSI + Double EVWRSI + TERSI + CMO StrategyThis is a strange experimental strategy WIP that I decided to upload an early version to share some of what I am working on. Just one script of a few.
It combines Chande Momentum with RMI and some weird ones I am experimenting with - Triple Hull MA RSI, Double Exponential + Volume Weighted RSI, Triple Exponential RSI. And to top it off, a final oscillator that combines the THMRSI with the RMI.
The main intention here, currently, is to test the usefulness of each on different timeframes and values. Currently it is considered to buy when all are below their threshold and sell when all are above, with the chande momentum crossing its line as the final confirmation.
For now there is no individual for each of the unique elements included. I am going to likely use this is a working house project to test other experimental indicators in the future.
It may be some of these are better suited for long term but I do think they have valid uses in checking short and long term momentum at the very least.
I copied the RMI from Everget.
Fancy Bollinger Bands Strategy [BigBitsIO]This script is for a Bollinger Band type indicator with built-in TradingView strategy including as many features as I can possibly fit into a Bollinger Band type indicator including a wide variety of options to create the most flexible Bollinger Bands strategy possible.
Features:
- A single custom moving average serving as the middle band.
- Standard MA inputs.
- MA type.
- MA period.
- MA price.
- MA resolution (time frame).
- Visibility toggle.
- MA Candle Type
- Fancy MA inputs.
- Toggle to show only candles included in the MA calculation ("Highlight inclusion") or display entire MA history.
- Toggle to show a ghost trail when Highlight inclusion is toggled on. Displays a shaded version of past MA history before the inclusion period (as seen on snapshot).
- Toggle to show forecast values for the MA.
- Other inputs related to forecasting:
- Forecast bias. (Neutral forecasts MA if the current price remains the same.)
- Forecast period.
- Forecast magnitude.
- Toggle showing details on the screen
- Toggle the visibility of the fill between the upper and lower bands.
- Toggle to use ATR instead of the standard deviation to calculate the location of the upper and lower bands.
- Custom input for the ATR period.
Strategy Features
-Strategy Window - only test during this window
-Take Profit and Stop Loss
-Open and Close conditions, including condition counts and any/all requirements
-Many conditions to choose from that can either be selected to open, close or open and close a position
-Conditions include:
-Price crossing above/below the Upper, Middle, or Lower bands
-Price being above/below the Upper, Middle, or Lower bands
-Bollinger Band width crossing or being above/below custom values
-Percent B crossing or being above/below custom values
This script may contain errors, or out of date code. Please be mindful of updates to the script.
*** DISCLAIMER: For educational and entertainment purposes only. Nothing in this content should be interpreted as financial advice or a recommendation to buy or sell any sort of security or investment including all types of crypto. DYOR, TYOB. ***
Hull Moving Average based strategyThis is a simple Hull Moving Average based strategy using a short term HMA for signal generation and a long term HMA for filtering purposes.
A long entry is generated if the short term HMA changes direction from decreasing to increasing values and if the long term HMA indicates an uptrend (i.e. previous value < current value)
A short entry is generated if the short term HMA changes direction from increasing to decreasing values and if the long term HMA indicates a downtrend (i.e. previous value > current value)
Positions are closed using an ATR based stop loss/take profit system. Stop Loss (red) and Take Profit (blue) levels are plotted on the chart.
Hull Suite StrategyConverted the hull suite into a strategy script for easy backtesting and added ability to specify a time periods to backtest over.
ATR smoothed by Hull MAThis is Average True Range indicator, but it is smoothed with Hull MA ( not WMA etc )
It is set to overlay the candles so looks different from normal ATR but i assure you it is ATR
Script open so you can see for yourself.
perhaps different settings are better,
Help me test it, and suggest improvements thankyou
HullMA Strategy--HULL 20 Hisse senedinin hull moving average gibi hızlı bir hareketli ortalamada 20 li paremetrege performansını göstermektedir. Kodu trdingwiewswn alınmıştır.
[STRATEGY] MA Cross ElevenThis script is a crossing of eleven different MA, with alerts and SL and TP.
The simplest is what works best...
SMA --> Simple
EMA --> Exponential
WMA --> Weighted
VWMA --> Volume Weighted
SMMA --> Smoothed
DEMA --> Double Exponential
TEMA --> Triple Exponential
HMA --> Hull
TMA --> Triangular
SSMA --> SuperSmoother filter
ZEMA --> Zero Lag Exponential
Using "once per bar close" repaint is 0%, but if you like risk can choose "once per bar", better profit.
Thanks to JustUncleL and his amazing sripts.
Enjoy!
www.tradingview.com
"Note: When using non-standard (Renko, Kagi, Line Break, Point and Figure, Heikin Ashi, Spread Charts) types of chart as a basis for strategy, you need to realize that the result will be different. The orders will be executed at the prices of this chart (e.g.for Heikin Ashi it’ll take Heikin Ashi prices (the average ones) not the real market prices). Therefore we highly recommend you to use standard chart type for strategies."
3 HULLs & ICHIMOKU divided by PRICEBasically just another form of moving average, for quick swings, built for testing/use with API cryptobots, simple switch from buy to sell.
Hull MA(2 candles back) times 3 plus Ichimoku divided by price(1 candle back) = value1
Hull MA(3 candles back) times 3 plus Ichimoku divided by price(1 candle back) = value2
if value1>value2 then buy else sell
calculates price from 1 candle back, and calculates signal from 2nd and 3rd candle prices, so no repainting? so best on low timeframes.
for when use in bot, would not need 1 candle lag. Lag is for TV chartists to not have to suffer repainting.
Bots do not repaint. they are not "painting" anything, they simply open or close orders, which cannot be "repainted"
but here on TV chart, when you refresh the browser page, the script recalculates, and signals may be repainted.
hopefully this will not repaint. please test. thankyou
TSI/HullMA/VWMA strategychange the settings to make it profitable.. default settings not apply to any instrument in-particular.. dont be afraid to try different settings to find profitable combo of settings on your chosen crypto/FX/stock etc.. to avoid repaint wait for next candle before confirm signal..
Ichimoku Kinko Hyo + HULL-MA_X + MacDThe Ichimoku Kinko Hyo system includes five kinds of signal, of which this strategy uses the most recent of ones i.e. Tenkan Sen / Kijun Sen Cross and price crosses the Kijun Sen. As the Chikou Span, Senkou Span A and Senkou Span B are shifted into the past/future, the trigger signals will be only be used for visual confirmation and not part of the strategy.
The Tenkan Sen, also known as the Turning or Conversion line, is a moving average of the highest high and lowest low over the last 9 periods in this strategy.
The Kijun Sen, also known as the Standard or Base line, is a moving average of the highest high and lowest low over the last 24 periods in this strategy.
The Chikou Span, also known as the Lagging line, is the closing price plotted 24 periods behind in this strategy.
The Senkou Span A, also known as the 1st leading line, is a moving average of the Tenkan Sen and Kijun Sen and is plotted 24 periods ahead in this strategy.
The Senkou Span B, also known as the 2nd leading line, is a moving average of the highest high and lowest low over the last 51 trading days is plotted 24 periods ahead in this strategy.
Moving average convergence divergence (MaCD) is a trend-following momentum indicator that shows the relationship between two moving averages of prices. The MaCD is calculated in this strategy by subtracting the 24-day exponential moving average (EMA) from the 12-day EMA. A nine-day EMA of the MACD, called the "signal line", aMaCD in this case, is then plotted on top of the MaCD. In this strategy, MaCD/ aMaCD Cross is functioning as a trigger for buy and sell signals.
As with most technical analysis methods, Ichimoku is likely to produce frequent conflicting signals in non-trending markets, So in addition to Ichimoku Kinko Hyo, the Hull MA is popular amongst some day traders, as the indicator which in combination with MaCD attempts to give an accurate signal by eliminating lags and improving the smoothness of the line.
Alan Hull, developed this moving average indicator and hence it’s called the Hull MA.
Now, let’s dissect how the Hull moving average is calculated.
The Hull MA involves the weighted moving average (WMA) in its calculation.
First, calculate the WMA with period (n / 2) and multiply this by 2. Remember ‘n’ is the time period configurable based on the trader’s requirement. The default setting is 12 periods in this strategy, fast Hull MA crossing slow Hull MA will generate a circle on charts.
Second, calculate the WMA for period “n” and subtract if from the first step. Thirdly, calculate the weighted moving average with period sqrt (n) using the data from the second step. You can take a look at the below formula:
Hull MA= WMA (2*WMA (n/2) − WMA (n)), sqrt (n))
The Hull MA Cross in combination with Tenkan Sen / Kijun Sen Cross and MaCD tries to give an accurate signal by eliminating lags and improve the smoothness of price activity. Please note that price trends can and do change often, so your readings of the charts and this trading system should be probabilistic, rather than predictive.
SS420FXTwo Moving_Average cross's & Daily_Candle cross
Based on Hull_MA
Developed by Alan Hull, it is an indicator, that solves the problem with making a moving average more reactive to current price activity. The Hull Moving Average almost eliminates lag and manages to improve smoothing.
The HMA manages to stick to rapid changes in price activity, as it has superior smoothing over a Simple Moving Average of the same period. The HMA employs Weighted Moving Averages (WMA) and dampens the smoothing effect. It can be calculated as follows:
HMA(n) = WMA(2*WMA(n/2) – WMA(n)), sqrt(n))
Ichimoku + Daily-Candle_X + HULL-MA_X + MacDIchimoku_cloud + Daily-Candle_cross(DT) + HuLL-MovingAverage_cross + MacD
any timeframe, all indicators settings adjustable for fine tuning to pair/timeframe
Target Point and Stop Loss settings
set SL low to reduce repaint
MultiCross v4.20Quad-HullMA-cross & VWMA & MacD & TSI combination
Version 4.20
added script for strategy settings to be already correct when strategy loads onto chart:
calc_on_order_fills= true, calc_on_every_tick=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0
MultiCrossQuad-HullMA-cross & VWMA & MacD & TSI combination
Made for 4H - other timeframes unkown result.
4MA StrategyUses 4 Ma cross...
Double Hull Moving Averages
Volume Weighted Moving Average
Weighted Moving Average
<<<<< by SeaSide420 >>>>>>