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Stochastic Pop and Drop by Jake Bernstein v1 [Bitduke]I found a simple strategy by Jake Bernstein, modified it a little and created a strategy with Risk Management System (SL+TP); After that I test it on the different cryptocurrency pairs. About the Indicator Basically it's the strategy of 2 indicators: Stochastic Oscillator to define the bias and Average Directional Index to confirm it. One again, It uses Stochastic Oscillator to define the trading bias. In particular, the trading bias was deemed bullish when the weekly 14-period Stochastic Oscillator was above some default value (in him paper - 50) and rising and vice versa. Once the trading bias is established, Steckler used the Average Directional Index (ADX) to define a slowdown in the trend. ADX measures the strength of the trend and a move below 20 signals a weak trend. Modifications I didn't implement Average Directional Index (ADX) and test just different sources for data, oscillator periods and different levels in relation to the crypto market. So, it shows good results with two tight thresholds at 55 and 45 level. The bar chart below the defining the bullish and bearish periods (green and red) and gives a signal to enter the trade (purple bars). Backtesting Backtested on XBTUSD , BTCPERP (FTX) pairs. You may notice it shows good results on 3h timeframe. Relatively low drawdown ~ 10% (from 2019 to date) FTX ~ 22% (4 years from 2016) Bitmex I backtested on the different altcoin pairs as well, but the results were just not good. Relatively good results were shown by some index pairs from the FTX exchange ( FTX:SHITPERP ), but I think there is a few data for backtesting to be asure in them. Bitmex 3h (2017 - 2020) : i.imgur.com FTX 3h (2019 - 2020): i.imgur.com Possible Improvements - Regarding trading algorithm it would be good to check with strategy with ADX somehow. Maybe for the better entries - As for Risk Management system, it can be improved by adding trailing stop to the strategy. Link: school.stockcharts.com
Strategi Pine Script®
oleh Bitduke
3
[GM PRO] ASH+The Absolute Strength Histogram with built in strategy tester to help you find optimum trade entries, and best parameters for your System. Includes - Backtest start date - Backtest end date - Money Managment (percent risk, stop loss and take profit distance and ratio). - Fully Featured Absolute Strength Histogram - with many MA modes and options. The indicator comes with default settings. It is up to you to fine tune and find the optimal settings for the market you trade. Coming Soon - Full fledged Algorithms - including entries, exits, and volatility/volume filters to keep you out of those choppy sideways markets. Look for the GM ELITE tag.
Strategi Pine Script®
oleh GMAN-Trading
2
Adaptive Price Zone Backtest The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors identify possible market turning points, which can be especially useful in a sideways-moving market. It was created by technical analyst Lee Leibfarth in the article “Identify the Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue of the journal Technical Analysis of Stocks and Commodities. This indicator attempts to signal significant price movements by using a set of bands based on short-term, double-smoothed exponential moving averages that lag only slightly behind price changes. It can help short-term investors and day traders profit in volatile markets by signaling price reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be implemented as part of an automated trading system and can be applied to the charts of all tradeable assets. WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
3
9KSCALPBOT 5x 15-min StrategyThis scalp bot uses low leverage to scalp small but high certainty movements on the 15-minute timeframe. Its amazing proprietary feature addresses the common problem of accumulated losses due to excessive stop-lossing -- this is done by assessing macro trends on higher timeframes when underwater, and then riding the position out until profitable again. You will get an average of about 1 entry and 1 exit per day. The core logic uses a modified combination of CCI and Schaff Trend oscillators and a proprietary pattern recognition mechanic. Leverage should be kept low (5X or less) as the algorithm could temporarily go significantly underwater as well as pyramid (stack) same direction entries up to five times before closing. Any leverage higher than 5X significantly increases risk of liquidation. This bot has been consistently backtested for 10 months with about 75-85% win rate, 100%+ 3-month profitability, very low ~5% drawdown, all after factoring typical BitMex fees (0.06% after counting affiliate self-referral). As with any automated strategy, it does not account for black swan events or disruptions in server connectivity (e.g., BitMex overload errors).
Strategi Pine Script®
oleh sell9000
18
FearsAndHopesA strategy based on the assumption that if you buy in a panic and sell on the euphoria of the crowd, then in the long run you get a profit. The strategy is symmetrical, that is, we assume that FOMO and FUD have an equal impact on the crowd. Never make different paired parameters. Do not try to get a perfect result on the backtest. The setup is symmetrical, the program does not use EMA, requests to larger timeframes, and other things that can cause repaintings. However, if you use the value 1 in the Fast Sma Length field, repaintings is possible, use with caution. This algorithm makes me profit 2600% profit per year, which, of course, does not mean that the next year will bring the same. API history on Bitmex on request in PM. Use it as an indicator with pleasure. Access to the script and help in setting up costs 0.5 btc
Strategi Pine Script®
oleh falsehopealex
4
bee ZZBreakdown trading system ( TS ) based on the ZZ indicator ( zig-zag ) using SAR (stop and reverse). The system calculates the long level and short level, depending on the direction of the breakdown - we enter the long or short position. The strategy is always in position (in the market), the strategy being in the long side reverses the position at the short level, and accordingly, on the contrary, it is in short at the long level, thereby fixing profit / loss. The strategy has proved itself to be highly volatile. Strategy tested on BitMEX exchange. It is possible to get acquainted with the results of the strategy by running the script by history.
Strategi Pine Script®
oleh beebot
1
Combo Backtest 123 Reversal & D_ELI (Ehlers Leading Indicator) This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This Indicator plots a single Daily DSP (Detrended Synthetic Price) and a Daily ELI (Ehlers Leading Indicator) using intraday data. Detrended Synthetic Price is a function that is in phase with the dominant cycle of real price data. This one is computed by subtracting a 3 pole Butterworth filter from a 2 Pole Butterworth filter. Ehlers Leading Indicator gives an advanced indication of a cyclic turning point. It is computed by subtracting the simple moving average of the detrended synthetic price from the detrended synthetic price. Buy and Sell signals arise when the ELI indicator crosses over or under the detrended synthetic price. See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70. WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
7
Backtesting on Non-Standard Charts: Caution! - PineCoders FAQMuch confusion exists in the TradingView community about backtesting on non-standard charts. This script tries to shed some light on the subject in the hope that traders make better use of those chart types. Non-standard charts are: Heikin Ashi (HA) Renko Kagi Point & Figure Range These chart types are called non-standard because they all transform market prices into synthetic views of price action. Some focus on price movement and disregard time. Others like HA use the same division of bars into fixed time intervals but calculate artificial open, high, low and close (OHLC) values. Non-standard chart types can provide traders with alternative ways of interpreting price action, but they are not designed to test strategies or run automated traded systems where results depend on the ability to enter and exit trades at precise price levels at specific times, whether orders are issued manually or algorithmically. Ironically, the same characteristics that make non-standard chart types interesting from an analytical point of view also make them ill-suited to trade execution. Why? Because of the dislocation that a synthetic view of price action creates between its non-standard chart prices and real market prices at any given point in time. Switching from a non-standard chart price point into the market always entails a translation of time/price dimensions that results in uncertainty—and uncertainty concerning the level or the time at which orders are executed is detrimental to all strategies. The delta between the chart’s price when an order is issued (which is assumed to be the expected price) and the price at which that order is filled is called slippage . When working from normal chart types, slippage can be caused by one or more of the following conditions: • Time delay between order submission and execution. During this delay the market may move normally or be subject to large orders from other traders that will cause large moves of the bid/ask levels. • Lack of bids for a market sell or lack of asks for a market buy at the current price level. • Spread taken by middlemen in the order execution process. • Any other event that changes the expected fill price. When a market order is submitted, matching engines attempt to fill at the best possible price at the exchange. TradingView strategies usually fill market orders at the opening price of the next candle. A non-standard chart type can produce misleading results because the open of the next candle may or may not correspond to the real market price at that time. This creates artificial and often beneficial slippage that would not exist on standard charts. Consider an HA chart. The open for each candle is the average of the previous HA bar’s open and close prices. The open of the HA candle is a synthetic value, but the real market open at the time the new HA candle begins on the chart is the unrelated, regular open at the chart interval. The HA open will often be lower on long entries and higher on short entries, resulting in unrealistically advantageous fills. Another example is a Renko chart. A Renko chart is a type of chart that only measures price movement. The purpose of a Renko chart is to cluster price action into regular intervals, which consequently removes the time element. Because Trading View does not provide tick data as a price source, it relies on chart interval close values to construct Renko bricks. As a consequence, a new brick is constructed only when the interval close penetrates one or more brick thresholds. When a new brick starts on the chart, it is because the previous interval’s close was above or below the next brick threshold. The open price of the next brick will likely not represent the current price at the time this new brick begins, so correctly simulating an order is impossible. Some traders have argued with us that backtesting and trading off HA charts and other non-standard charts is useful, and so we have written this script to show traders what happens when order fills from backtesting on non-standard charts are compared to real-world fills at market prices. Let’s review how TV backtesting works. TV backtesting uses a broker emulator to execute orders. When an order is executed by the broker emulator on historical bars, the price used for the fill is either the close of the order’s submission bar or, more often, the open of the next. The broker emulator only has access to the chart’s prices, and so it uses those prices to fill orders. When backtesting is run on a non-standard chart type, orders are filled at non-standard prices, and so backtesting results are non-standard—i.e., as unrealistic as the prices appearing on non-standard charts. This is not a bug; where else is the broker emulator going to fetch prices than from the chart? This script is a strategy that you can run on either standard or non-standard chart types. It is meant to help traders understand the differences between backtests run on both types of charts. For every backtest, a label at the end of the chart shows two global net profit results for the strategy: • The net profits (in currency) calculated by TV backtesting with orders filled at the chart’s prices. • The net profits (in currency) calculated from the same orders, but filled at market prices (fetched through security() calls from the underlying real market prices) instead of the chart’s prices. If you run the script on a non-standard chart, the top result in the label will be the result you would normally get from the TV backtesting results window. The bottom result will show you a more realistic result because it is calculated from real market fills. If you run the script on a normal chart type (bars, candles, hollow candles, line, area or baseline) you will see the same result for both net profit numbers since both are run on the same real market prices. You will sometimes see slight discrepancies due to occasional differences between chart prices and the corresponding information fetched through security() calls. Features • Results shown in the Data Window (third icon from the top right of your chart) are: — Cumulative results — For each order execution bar on the chart, the chart and market previous and current fills, and the trade results calculated from both chart and market fills. • You can choose between 2 different strategies, both elementary. • You can use HA prices for the calculations determining entry/exit conditions. You can use this to see how a strategy calculated from HA values can run on a normal chart. You will notice that such strategies will not produce the same results as the real market results generated from HA charts. This is due to the different environment backtesting is running on where for example, position sizes for entries on the same bar will be calculated differently because HA and standard chart close prices differ. • You can choose repainting/non-repainting signals. • You can show MAs, entry/exit markers and market fill levels. • You can show candles built from the underlying market prices. • You can color the background for occurrences where an order is filled at a different real market price than the chart’s price. Notes • On some non-standard chart types you will not obtain any results. This is sometimes due to how certain types of non-standard types work, and sometimes because the script will not emit orders if no underlying market information is detected. • The script illustrates how those who want to use HA values to calculate conditions can do so from a standard chart. They will then be getting orders emitted on HA conditions but filled at more realistic prices because their strategy can run on a standard chart. • On some non-standard chart types you will see market results surpass chart results. While this may seem interesting, our way of looking at it is that it points to how unreliable non-standard chart backtesting is, and why it should be avoided. • In order not to extend an already long description, we do not discuss the particulars of executing orders on the realtime bar when using non-standard charts. Unless you understand the minute details of what’s going on in the realtime bar on a particular non-standard chart type, we recommend staying away from this. • Some traders ask us: Why does TradingView allow backtesting on non-standard chart types if it produces unrealistic results? That’s somewhat like asking a hammer manufacturer why it makes hammers if hammers can hurt you. We believe it’s a trader’s responsibility to understand the tools he is using. Takeaways • Non-standard charts are not bad per se, but they can be badly used. • TV backtesting on non-standard charts is not broken and doesn’t require fixing. Traders asking for a fix are in dire need of learning more about trading. We recommend they stop trading until they understand why. • Stay away from—even better, report—any vendor presenting you with strategies running on non-standard charts and implying they are showing reliable results. • If you don’t understand everything we discussed, don’t use non-standard charts at all. • Study carefully how non-standard charts are built and the inevitable compromises used in calculating them so you can understand their limitations. Thanks to @allanster and @mortdiggiddy for their help in editing this description. Look first. Then leap.
Strategi Pine Script®
oleh PineCoders
49
Combo Backtest 123 Reversal & Comparative Relative Strength This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Comparative Relative Strength Strategy for ES WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
Total Trend Follow Strategy with Pyramid and DCA Introduction This is a Pine 4 trend following strategy. It has a twin study with several alerts. The design intent is to produce a commercial grade signal generator that can be adapted to any symbol and interval. Ideally, the script is reliable enough to be the basis of an automated trading system web-hooked to a server with API access to crypto, forex and stock brokerages. The strategy can be run in three different modes: long, short and bidirectional. As a trend following strategy, the behavior of the script is to buy on strength and sell on weakness. As such the trade orders maintain its directional bias according to price pressure. What you will see on the chart is long positions on the left side of the mountain and short on the right. Long and short positions are not intermingled as long as there exists a detectable trend. This is extremely beneficial feature in long running bull or bear markets. The script uses multiple setups to avoid the situation where you got in on the trend, took a small profit but couldn’t get back in because the logic is waiting for a pullback or some other intricate condition. Deep draw-downs are a characteristic of trend following systems and this system is no different. However, this script makes use of the TradingView pyramid feature accessible from the properties tab. Additional trades can be placed in the draw-down space increasing the position size and thereby increasing the profit or loss when the position finally closes. Each individual add on trade increases its order size as a multiple of its pyramid level. This makes it easy to comply with NFA FIFO Rule 2-43(b) if the trades are executed here in America. The inputs dialog box contains various settings to adjust where the add on trades show up, under what circumstances and how frequent if at all. Please be advised that pyramiding is an advanced feature and can wipe out your account capital if your not careful. During the backtest use modest setting with realistic capital until you discover what you think you can handle. In addition to pyramiding this script employs DCA which enables users to experiment with loss recovery techniques. This is another advanced feature which can increase the order size on new trades in response to stopped out or winning streak trades. The script keeps track of debt incurred from losing trades. When the debt is recovered the order size returns to the base amount specified in the TV properties tab. The inputs for this feature include a limiter to prevent your account from depleting capital during runaway markets. The main difference between DCA and pyramids is that this implementation of DCA applies to new trades while pyramids affect open positions. DCA is a popular feature in crypto trading but can leave you with large “bags” if your not careful. In other markets, especially margin trading, you’ll need a well funded account and much experience. Consecutive loss limit can be set to report a breach of the threshold value. Every stop hit beyond this limit will be reported on a version 4 label above the bar where the stop is hit. Use the location of the labels along with the summary report tally to improve the adaptability of system. Don’t simply fit the chart. A good trading system should adapt to ever changing market conditions. On the study version the consecutive loss limit can be used to halt live trading on the broker side (Managed manually). Design This script uses nine indicators on two time frames. The chart (primary) interval and one higher time frame which is based on the primary. The higher time frame identifies the trend for which the primary will trade. I’ve tried to keep the higher time frame around five times greater than the primary. The original trading algorithms are a port from a much larger program on another trading platform. I’ve converted some of the statistical functions to use standard indicators available on TradingView. The setups make heavy use of the Hull Moving Average in conjunction with EMAs that form the Bill Williams Alligator as described in his book “New Trading Dimensions” Chapter 3. Lag between the Hull and the EMAs form the basis of the entry and exit points. The alligator itself is used to identify the trend main body. The entire script is around 1700 lines of Pine code which is the maximum incidental size given the TradingView limits: local scopes, run-time duration and compile time. I’ve been working on this script for over a year and have tested it on various instruments stocks, forex and crypto. It performs well on higher liquidity markets that have at least a year of historical data. Though it can be configured to work on any interval between 5 minutes and 1 day, trend trading is generally a longer term paradigm. For day trading the 10 to 15 minute interval will allow you to catch momentum breakouts. For intraweek trades 30 minutes to 1 hour should give you a trade every other a day. Four hours and above are for seasoned deep pocket traders. Originally, this script contained both range trading and trend following logic but had to be broken into separate scripts due to the aforementioned limitations. Inputs to the script use cone centric measurements in effort to avoid exposing adjustments to the various internal indicators. The goal was to keep the inputs relevant to the actual trade entry and exit locations as opposed to a series of MA input values and the like. As a result the strategy exposes over 50 inputs grouped into long or short sections. Inputs are available for the usual minimum profit and stop-loss as well as safeguards, trade frequency, DCA, modes, presets, reports and lots of calibrations. The inputs are numerous, I’m aware. Unfortunately, at this time, TradingView does not offer any other method to get data in the script. The usual initialization files such as cnf, cfg, ini, json and xml files are currently unsupported. Example configurations for various instruments along with a detailed PDF user manual is available. Indicator Repainting And Anomalies Indicator repainting is an industry wide problem which mainly occurs when you mix backtest data with real-time data. It doesn't matter which platform you use some form of this condition will manifest itself on your chart over time. The critical aspect being whether live trades on your broker’s account continue to match your TradingView study. Since this trading system is featured as two separate scripts, indicator repainting is addressed in the study version. The strategy (this script) is intended to be used on historical data to determine the appropriate trading inputs to apply in the study. As such, the higher time frame of this strategy will indeed repaint. Please do not attempt to trade from the strategy. Please see the study version for more information. One issue that comes up when comparing the strategy with the study is that the strategy trades show on the chart one bar later than the study. This problem is due to the fact that “strategy.entry()” and “strategy_exit()” do not execute on the same bar called. The study, on the other hand, has no such limitation since there are no position routines. However, alerts that are subsequently fired off when triggered in the study are dispatched from the TradingView servers one bar later from the study plot. Therefore the alert you actually receive on your cell phone matches the strategy plot but is one bar later than the study plot. A lot can happen in four hours if you are trading off a 240 bar. Please be aware that the data source matters. Cryptocurrency has no central tick repository so each exchange supplies TradingView its feed. Even though it is the same symbol the quality of the data and subsequently the bars that are supplied to the chart varies with the exchange. This script will absolutely produce different results on different data feeds of the same symbol. Be sure to backtest this script on the same data you intend to receive alerts for. Any example settings I share with you will always have the exchange name used to generate the test results. Usage The following steps provide a very brief set of instructions that will get you started but will most certainly not produce the best backtest. A trading system that you are willing to risk your hard earned capital will require a well crafted configuration that involves time, expertise and clearly defined goals. As previously mentioned, I have several example configs that I use for my own trading that I can share with you along with a PDF which describes each input in detail. To get hands on experience in setting up your own symbol from scratch please follow the steps below. The input dialog box contains over 50 inputs separated into seven sections. Each section is identified as such with a makeshift separator input. There are three main areas that must to be configured: long side, short side and settings that apply to both. The rest of the inputs apply to pyramids, DCA, reporting and calibrations. The following steps address these three main areas only. You will need to get your backtest in the black before moving on to the more advanced features Step 1. Setup the Base currency and order size in the properties tab. Step 2. Select the calculation presets in the Instrument Type field. Step 3. Select “No Trade” in the Trading Mode field. Step 4. Select the Histogram indicator from section 3. You will be experimenting with different ones so it doesn’t matter which one you try first. Step 5. Turn on Show Markers in Section 3. Step 6. Go to the chart and checkout where the markers show up. Blue is up and red is down. Long trades show up along the blue markers and short trades on the red. Step 7. Make adjustments to Base To Vertex and Vertex To Base net change and roc in section 3. Use these fields to move the markers to where you want trades to be. Blue is long and red is short. Step 8. Try a different indicator from section 3 and repeat Step 7 until you find the best match for this instrument on this interval. This step is complete when the Vertex settings and indicator combination produce the most favorable results. Step 9. Turn off Show Markers in Section 3. Step 10. Enable the Symmetrical and Deviation calculation models at the top of section 5 and 6 (Symmetrical, Deviation). Step 11. Put in your Minimum Profit and Stop Loss in the first section. This is in pips or currency basis points (chart right side scale)
 Step 12. Return to step 3 and select a Trading Mode (Long, Short, BiDir, Flip Flop). If you are planning to trade bidirectionally its best to configure long first then short. Combine them with BiDir or Flip Flop after setting up both sides of the trade individually.
 Step 13. Trades should be showing on the chart. Step 14. Make adjustments to the Vertex fields in section 3 until the TradingView performance report is showing a profit. Step 15. Change indicators and repeat step 14. Pick the best indicator. Step 16. Use the check boxes in sections 5 and 6 to improve the performance of each side. Step 17. Try adding the Correlation calculation model to either side. This model can sometimes produce a negative result but can be improved by enabling “Adhere To Markers” or “Narrow Correlation Scope” in the sections 5 and 6. Step 18. Enable the reporting conditions in section 7. Look for long runs of consecutive losses or high debt sequences. These are indications that your trading system cannot withstand sudden changes in market sentiment. Step 19. Examine the chart and see that trades are being placed in accordance with your desired trading model. Step 20. Apply the backtest settings to the study version and perform forward testing. This script is open for beta testing. After successful beta test it will become a commercial application available by subscription only. I’ve invested quite a lot of time and effort into making this the best possible signal generator for all of the instruments I intend to trade. I certainly welcome any suggestions for improvements. Thank you all in advance.
Strategi Pine Script®
oleh tradingtudi
36
Combo Backtest 123 Reversal & EMA & Volume WeightingThis is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The related article is copyrighted material from Stocks & Commodities 2009 Oct WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
Combo Backtest 123 Reversal & DMI & Moving Average This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The related article is copyrighted material from Stocks & Commodities Aug 2009 WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
[VIP] Long/Short Strategy 79-80 Profit Percentage or even moreThis is using Toolkit buy and sell: You have 7 days trial, so you should make sure that you make a profit instead of loss We have 4 strategies named 01, 02, 03, 04 and will be added more soon Disclaimer Tested from 3 minutes to 1 Day time frame Possible repainting because I use security function I use Pinescript v4 barmerge.gaps is disabled barmerge.lookahead is enabled Configuration Intense Level: default is 6, to provide signal frequency to the chart, the lower number will return more signal, the image is 3, means more attentions or actions*] Possible repainting because I use security function Custom Timeframe: default is using chart time frame, to calculate signal based on different timeframes without change the chart time frame. Strategy: Other approaches long or short algorithm
Strategi Pine Script®
oleh deSultanTM
62
Kase Dev Stops Backtest The Kase Dev Stops system finds the optimal statistical balance between letting profits run, while cutting losses. Kase DevStop seeks an ideal stop level by accounting for volatility (risk), the variance in volatility (the change in volatility from bar to bar), and volatility skew (the propensity for volatility to occasionally spike incorrectly). Kase Dev Stops are set at points at which there is an increasing probability of reversal against the trend being statistically significant based on the log normal shape of the range curve. Setting stops will help you take as much risk as necessary to stay in a good position, but not more. WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
Combo Backtest 123 Reversal & CMOfilt This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator plots a CMO which ignores price changes which are less than a threshold value. CMO was developed by Tushar Chande. A scientist, an inventor, and a respected trading system developer, Mr. Chande developed the CMO to capture what he calls "pure momentum". For more definitive information on the CMO and other indicators we recommend the book The New Technical Trader by Tushar Chande and Stanley Kroll. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder`s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities. WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
5
CS Trading Bot Strategy - Crypto EditionWhat is this strategy about? The CS Trading Bot Strategy is for researching the most lucrative Crypto assets to be selected for in the corresponding Study (that actually generates alerts/signals). The Strategy is very profitable for a vast amount of Crypto assets and the algorithm behind is not overfitted. How to use it? As a rule of thumb, the best time-frames are the 4h, 3h, 2h and 1h (sometimes 30M and 45M). For many high profile/volume assets such as BTC, ETH and XRP the Daily is very profitable, as well. Weekly and Monthly time-frames should be avoided. It is not recommended to apply this strategy to new assets with only a few weeks of history. I recommend a history of at least 6 months and 5 trades in the Strategy stats. In the Strategy settings, you can adjust the time-span to see how the Strategy performs in certain conditions like bear-markets (see for example 4H on BTCUSDT from Jan 2018 - March 2019). What to look for on researching? If you are researching, make sure to look for these metrics in the Strategy overview: Linear equity growth (especially over a larger period of time) Low drawdown Profitability above 50% Average gain per trade of 5% A satisfying profit for your selected time-span Min. 5 trades, better 10 Min. 6 Months time-span As a head-start, I suggest to research on the following assets, so you get a feeling about what to look for based on the list above: POLONIEX:BTCUSDT POLONIEX:ETHUSDT POLONIEX:XRPUSDT Why Poloniex? Because it has a long history for these assets... Once you determined your favorite assets, you are ready to add the corresponding Study and within, set alerts for them. Here the Webhooks are very interesting as you can forward your signals to your own trading bot or simply wait until my trading bot is available (currently in development) Since I develop myself, rest assured it will be available soon. Look out for comments below as soon as it is available! The bot is a commercial package including: This Strategy for finding the best assets The Study for setting alerts based on the best assets (webhooks, emails, popups, etc) Access to our automated trading bot (separate download, as soon as available) How to access? If you are interested to get access to the complete package, please don't hesitate to send me a private message for a quote. The amount of concurrent users using the package (=licenses) is limited to max. 500 a month (more we cannot manually handle has Tradingview has no automation for this yet). Access to the bot package is based on a monthly basis. If you get access, you will asked in person at the end of the month if you want to continue or not.
Strategi Pine Script®
oleh CoinStudio
Combo Backtest 123 Reversal & CMOav This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator plots average of three different length CMO's. This indicator was developed by Tushar Chande. A scientist, an inventor, and a respected trading system developer, Mr. Chande developed the CMO to capture what he calls "pure momentum". For more definitive information on the CMO and other indicators we recommend the book The New Technical Trader by Tushar Chande and Stanley Kroll. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder?s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities. WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
Combo Backtest 123 Reversal & CMOabsThis is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator plots the absolute value of CMO. CMO was developed by Tushar Chande. A scientist, an inventor, and a respected trading system developer, Mr. Chande developed the CMO to capture what he calls "pure momentum". For more definitive information on the CMO and other indicators we recommend the book The New Technical Trader by Tushar Chande and Stanley Kroll. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder`s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities. WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
1