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COT + ema + aux tickerPurpose: Create a script for backtesting the idea that COT can steer weekly Bias on Forex Market. How does it works: the script use Commercials Delta Conctract, EMA of the selected ticker, EMA of 2 auxiliary tickers (e.g. correlated ticker) to generates buy and sell signals, it allows to include or not each of these. If you use all the indicator, The buy or sell signals are generated following that rules: (Example for buy signals on GBPCAD) 1) Commercials add net contract to GBP futures + remove net contract to CAD 2) EMA of GBPCAD is rising 3) EMA of 1st aux ticker is rising (or decline if select inv option) 4) EMA of 2nd aux ticker is rising (or decline if select inv option) The scripts set the stop at low of the week for long orders and high of the week for shorts. The exit strategy is to exit at first week of profit How could you use it: 1) Choose your FX Ticker e.g. GBPCAD and set 1W TimeFrame 2) Select ticker in the strategy setting, remember to select the currency in right order, if you want to study GBP CAD 1st currency is GBP and 2nd CAD 3) Choose if you want to use EMA (and its period of calculation) 4) Choose if you want to use a aux ticker, the direction, and the relative ema period What could be better; 1) you can just buy on begin of the week. 2) the exit strategy isn't best you can do 3) No level of delta contract is consider, its generate a buy signial also for 1 contract in the right direction For any question, suggestion of improvemet, ideas, insult:) write to me It all started from a script i find here on tradingview that extract COT data. Don't remember the name of that guy but Thanks a lot. My English isn't perfect but i hope you can understand as well.
Strategi Pine Script®
oleh Fanoooo
TheBigBangTraders BreakoutName: TheBigBangTraders Breakout Category: Trend Follower Operating mode: Spot Trades duration: Intraday Timeframe: 1H Suggested usage: the purpose of this strategy is to help to investigate if the asset is sensitive to breakout approach. Entry: Trigger point can be choose by the user between: High of the N days ago High of the N weeks ago Exit: End of Day Usage: ⁃ It can be useful to use this script to test the behaviour of a definite asset ⁃ This is a raw system that can be considered a base to realize a complete breakout strategy Configuration: - N/A Backtesting ⁃ Exchange: BINANCE ⁃ Pair: ETHUSDT ⁃ Timeframe: !H ⁃ Fee 0.075% ⁃ Slippage 0 - Start : 2020-01-03 How you or we can improve? Source code is open so share your ideas!
Strategi Pine Script®
oleh TheSocialCryptoClub
BEST Strategy Template w/ Custom SL/TP Size - EducationalHello traders I'm getting this question at least once per week: "how to define a custom exit quantity for my stop loss and a different one for my take profit" Instead of answering every day the same question in my DMs, I've decided to publish an educational strategy template script using this Features - Select to use or not the SL and/or TP - Define how many pips/USD the SL/TP should be set at from the entry - Define what quantity percentage you want to close at SL and/or at TP (lines 301 to 320 in the code) - Classical custom trailing stop where the SL is moved to breakeven once the TP is hit - Get real-time backtesting stats based on the options you've selected Update You might not know it yet but from last week (or maybe the week before), the qty/qty_percent from the strategy.exit function refers now to the initial position size (and not the remaining position size like before) For example: strategy.exit("EX1", qty_percent = 50, stop = constant) strategy.exit("EX2", qty_percent = 20, stop = constant) What happened before After "EX1" reaches SL levels, "EX2" exits 20% from the % of the remaining position size. If the initial position size = 100 contracts EX1 exits 50 contracts EX2 exits 20% of 50 contracts = 10 contracts What's happening now After "EX1" reaches SL levels, "EX2" exits 20% from the % of the original position size. If the initial position size = 100 contracts EX1 exits 50 contracts EX2 exits 20 (20% of 100 contracts) contracts I think this is an improvement and I really enjoy this new behavior. See you in a few days with another post :) ALL THE BEST Dave
Strategi Pine Script®
oleh Daveatt
7
Bjorgum Double Tap█   OVERVIEW Double Tap is a pattern recognition script aimed at detecting Double Tops and Double Bottoms. Double Tap can be applied to the broker emulator to observe historical results, run as a trading bot for live trade alerts in real time with entry signals, take profit, and stop orders, or to simply detect patterns. █   CONCEPTS How Is A Pattern Defined? Doubles are technical formations that are both reversal patterns and breakout patterns. These formations typically have a distinctive “M” or a “W” shape with price action breaking beyond the neckline formed by the center of the pattern. They can be recognized when a ​pivot fails to break when tested for a second time and the retracement that follows breaks beyond the key level opposite. This can trap entrants that were playing in the direction of the prior trend. Entries are made on the breakout with a target projected beyond the neckline equal to the height of the pattern. Pattern Recognition Patterns are recognized through the use of ​zig-zag; a method of filtering price action by connecting swing highs and lows in an alternating fashion to establish trend, ​support and resistance, or derive shapes from price action. The script looks for the highest or lowest point in a given number of bars and updates a list with the values as they form. If the levels are exceeded, the values are updated. If the direction changes and a new significant point is made, a new point is added to the list and the process starts again. Meanwhile, we scan the list of values looking for the distinctive shape to form as previously described. █   STRATEGY RESULTS Back Testing Historical back testing is the most common method to test a strategy due in part to the general ease of gathering quick results. The underlying theory is that any strategy that worked well in the past is likely to work well in the future, and conversely, any strategy that performed poorly in the past is likely to perform poorly in the future. It is easy to poke holes in this theory, however, as for one to accept it as gospel, one would have to assume that future results will match what has come to pass. The randomness of markets may see to it otherwise, so it is important to scrutinize results. Some commonly used methods are to compare to other markets or benchmarks, perform statistical analysis on the results over many iterations and on differing datasets, walk-forward testing, out-of-sample analysis, or a variety of other techniques. There are many ways to interpret the results, so it is important to do research and gain knowledge in the field prior to taking meaningful conclusions from them. 👉  In short, it would be naive to place trust in one good backtest and expect positive results to continue. For this reason, results have been omitted from this publication. Repainting Repainting is simply the difference in behaviour of a strategy in real time vs the results calculated on the historical dataset. The strategy, by default, will wait for confirmed signals and is thus designed to not repaint. Waiting for bar close for entires aligns results in the real time data feed to those calculated on historical bars, which contain far less data. By doing this we align the behaviour of the strategy on the 2 data types, which brings significance to the calculated results. To override this behaviour and introduce repainting one can select "Recalculate on every tick" from the properties tab. It is important to note that by doing this alerts may not align with results seen in the strategy tester when the chart is reloaded, and thus to do so is to forgo backtesting and restricts a strategy to forward testing only. 👉  It is possible to use this script as an indicator as opposed to a full strategy by disabling "Use Strategy" in the "Inputs" tab. Basic alerts for detection will be sent when patterns are detected as opposed to complex order syntax. For alerts mid-bar enable "Recalculate on every tick" , and for confirmed signals ensure it is disabled. █   EXIT ORDERS Limit and Stop Orders By default, the strategy will place a stop loss at the invalidation point of the pattern. This point is beyond the pattern high in the case of Double Tops, or beneath the pattern low in the case of Double Bottoms. The target or take profit point is an equal-legs measurement, or 100% of the pattern height in the direction of the pattern bias. Both the stop and the limit level can be adjusted from the user menu as a percentage of the pattern height. Trailing Stops Optional from the menu is the implementation of an ATR based trailing stop. The trailing stop is designed to begin when the target projection is reached. From there, the script looks back a user-defined number of bars for the highest or lowest point +/- the ATR value. For tighter stops the user can look back a lesser number of bars, or decrease the ATR multiple. When using either Alertatron or Trading Connector, each change in the trail value will trigger an alert to update the stop order on the exchange to reflect the new trail price. This reduces latency and slippage that can occur when relying on alerts only as real exchange orders fill faster and remain in place in the event of a disruption in communication between your strategy and the exchange, which ensures a higher level of safety. 👉  It is important to note that in the case the trailing stop is enabled, limit orders are excluded from the exit criteria. Rather, the point in time that the limit value is exceeded is the point that the trail begins. As such, this method will exit by stop loss only. █   ALERTS Five Built-in 3rd Party Destinations The following are five options for delivering alerts from Double Tap to live trade execution via third party ​API solutions or chat bots to share your trades on social media. These destinations can be selected from the input menu and alert syntax will automatically configure in alerts appropriately to manage trades. Custom JSON JSON, or JavaScript Object Notation, is a readable format for structuring data. It is used primarily to transmit data between a server and a web application. In regards to this script, this may be a custom intermediary web application designed to catch alerts and interface with an exchange ​API. The JSON message is a trade map for an application to read equipped with where its been, where its going, targets, stops, quantity; a full diagnostic of the current state and its previous state. A web application could be configured to follow the messages sent in this format and conduct trades in sync with alerts running on the TV server. Below is an example of a rendered JSON alert: { "passphrase": "1234", "time": "2022-05-01T17:50:05Z", "ticker": "ETHUSDTPERP", "plot": { "stop_price": 2600.15, "limit_price": 3100.45 }, "strategy": { "position_size": 0.1, "order_action": "buy", "market_position": "long", "market_position_size": 0, "prev_market_position": "flat", "prev_market_position_size": 0 } } Trading Connector Trading Connector is a third party fully autonomous Chrome extension designed to catch alert webhooks from TradingView and interface with MT4/MT5 to execute live trades from your machine. Alerts to Trading Connector are simple; just select the destination from the input drop down menu, set your ticker in the "TC Ticker" box in the "Alert Strings" section and enter your URL in the alert window when configuring your alert. Alertatron Alertatron is an automated algo platform for cryptocurrency trading that is designed to automate your trading strategies. Although the platform is currently restricted to crypto, it offers a versatile interface with high flexibility syntax for complex market orders and conditions. To direct alerts to Alertatron, select the platform from the 3rd party drop down, configure your ​API key in the ”Alertatron Key” box and add your URL in the alert message box when making alerts. 3 Commas 3 Commas is an easy and quick to use click-and-go third party crypto ​API solution. Alerts are simple without overly complex syntax. Messages are simply pasted into alerts and executed as alerts are triggered. There are 4 boxes at the bottom of the "Inputs" tab where the appropriate messages to be placed. These messages can be copied from 3 Commas after the bots are set up and pasted directly into the settings menu. Remember to select 3 Commas as a destination from the third party drop down and place the appropriate URL in the alert message window. Discord Some may wish to share their trades with their friends in a Discord chat via webhook chat bot. Messages are configured to notify of the pattern type with targets and stop values. A bot can be configured through the integration menu in a Discord chat to which you have appropriate access. Select Discord from the 3rd party drop down menu and place your chat bot URL in the alert message window when configuring alerts. 👉  For further information regarding alert setup, refer to the platform specific instructions given by the chosen third party provider. █   IMPORTANT NOTES Setting Alerts For alert messages to be properly delivered on order fills it is necessary to place the following placeholder in the alert message box when creating an alert. {{strategy.order.alert_message}} This placeholder will auto-populate the alert message with the appropriate syntax that is designated for the 3rd party selected in the user menu. Order Sizing and Commissions The values that are sent in alert messages are populated from live metrics calculated by the strategy. This means that the actual values in the "Properties" tab are used and must be set by the user. The initial capital, order size, commission, etc. are all used in the calculations, so it is important to set these prior to executing live trades. Be sure to set the commission to the values used by the exchange as well. 👉  It is important to understand that the calculations on the account size take place from the beginning of the price history of the strategy. This means that if historical results have inflated or depleted the account size from the beginning of trade history until now, the values sent in alerts will reflect the calculated size based on the inputs in the "Properties" tab. To start fresh, the user must set the date in the "Inputs" tab to the current date as to remove trades from the trade history. Failure to follow this instruction can result in an unexpected order size being sent in the alert. █   FOR PINECODERS  • With the recent introduction of matrices in Pine, the script utilizes a matrix to track ​pivot points with the bars they occurred on, while tracking if that ​pivot has been traded against to prevent duplicate detections after a trade is exited.  • Alert messages are populated with placeholders ; capability that previously was only possible in alertcondition() , but has recently been extended to `strategy.*()` functions for use in the `alert_message` argument. This allows delivery of live trade values to populate in strategy alert messages.  • New arguments have been added to strategy.exit() , which allow differentiated messages to be sent based on whether the exit occurred at the stop or the limit. The new arguments used in this script are `alert_profit` and `alert_loss` to send messages to Discord
Strategi Pine Script®
oleh Bjorgum
73
SuperIchi StrategyTRADE CONDITIONS Long entry: Tenkan-Sen is above Kijun-Sen (blue line above red line) Price closes above both Tenkan-Sen and Kijun-Sen (price closes above both blue and red lines) Tenkan-Sen and Kijun-Sen is above Senkou Span (both blue and red lines are above cloud) Senkou Span is green (cloud is green) Price pulled back and closed below both Tenkan-Sen and Kijun-Sen within last X (configurable in settings) candles (price pulled back below blue and red lines) Short entry: Tenkan-Sen is below Kijun-Sen (blue line below red line) Price closes below both Tenkan-Sen and Kijun-Sen (price closes below both blue and red lines) Tenkan-Sen and Kijun-Sen is below Senkou Span (both blue and red lines are below cloud) Senkou Span is red (cloud is red) Price pulled back and closed above both Tenkan-Sen and Kijun-Sen within last X (configurable in settings) candles (price pulled back above blue and red lines) Risk management: Each trade risks 2% of account (configurable in settings) SL size determined by swing low/high of previous X candles (configurable in settings) or using the ATR override (configurable in settings) where the max of swing high/low or ATR value will be used to calculate SL TP is calculated by Risk:Reward ratio (configurable in settings) TIPS Timeframe: I have found best results running on anything 5M and above CREDITS SuperIchi by LuxAlgo
Strategi Pine Script®
oleh kevinmck100
9
Smoothed Heikin Ashi Trend on Chart - TraderHalaiThis indicator is a predictive tool using Heikinashi to calculate shifts in trade direction. It works by reverse-engineering the regular candle stick closing price required, to flip the Heiken Ashi candle from Red to Green and vice-versa. Below, is an earlier indicator that I released and created. This plots this price as an oscillator, which allows traders to get a predictive indicator of a trend change. This indicator extends upon this functionality by adding a smoothing function to the reverse-engineered regular candle stick closing price, to reduce the choppiness of signals. It also plots the indicator on the chart to allow for easier visual confirmation. How to use 1) As a directional bias - Bullish or bearish 2) Volatility expansion/contraction - further distance from line means volatility expansion - am planning to release an oscillator version also 3) Trailing stop loss - once you are in a trade Other Features Select a moving average period and smoothing calculation method (e.g. SMA / EMA) Non-repaint mode for backtesting and use/integration with higher timeframes Final note - Open Source I am releasing this as open-source for the benefit of the community and to allow further development, scrutiny and criticism. Please feel free to use this indicator as you see fit. If you do use this indicator to create another script, feel free to drop me a note, as I would be highly interested in your idea. Thanks, and Enjoy!
Penunjuk Pine Script®
oleh TraderHalai
5
AMASling - All Moving Average Sling ShotThis indicator modifies the SlingShot System by Chris Moody to allow it to be based on 'any' Fast and Slow moving average pair. Open Long / Close Long / Open Short / Close Short alerts can be generated for automated bot trading based on the SlingShot strategy: • Conservative Entry = Fast MA above Slow MA, and previous bar close below Fast MA, and current price above Fast MA • Conservative Entry = Fast MA below Slow MA, and previous bar close above Fast MA, and current price below Fast MA • Aggressive Entry = Fast MA above Slow MA, and price below Fast MA • Aggressive Exit = Fast MA below Slow MA, and price above Fast MA Entries and exits can also be made based on moving average crossovers, I initially put this in to make it easy to compare to a more standard strategy, but upon backtesting combining crossovers with the SlingShot appeared to produce better results on some charts. Alerts can also be filtered to allow long deals only when the fast moving average is above the slow moving average (uptrend) and short deals only when the fast moving average is below the slow moving averages (downtrend). If you have a strategy that can buy based on External Indicators you can use the 'Backtest Signal' which plots the values set in the 'Long / Short Signals' section. The Fast, Slow and Signal Moving Averages can be set to: • Simple Moving Average (SMA) • Exponential Moving Average (EMA) • Weighted Moving Average (WMA) • Volume-Weighted Moving Average (VWMA) • Hull Moving Average (HMA) • Exponentially Weighted Moving Average (RMA) (SMMA) • Linear regression curve Moving Average (LSMA) • Double EMA (DEMA) • Double SMA (DSMA) • Double WMA (DWMA) • Double RMA (DRMA) • Triple EMA (TEMA) • Triple SMA (TSMA) • Triple WMA (TWMA) • Triple RMA (TRMA) • Symmetrically Weighted Moving Average (SWMA) ** length does not apply ** • Arnaud Legoux Moving Average (ALMA) • Variable Index Dynamic Average (VIDYA) • Fractal Adaptive Moving Average (FRAMA) 'Backtest Signal' and 'Deal State' are plotted to display.none, so change the Style Settings for the chart if you need to see them for testing. Yes I did choose the name because 'It's Amasling!'
Penunjuk Pine Script®
oleh EltAlt
1
QQE MOD + SSL Hybrid + Waddah Attar ExplosionTRADE CONDITIONS Long entry: QQE Mod changes to Blue (leading indicator) SSL Hybrid is Blue and price is above MA Channel line Waddah Attar Explosion is Green and above Explosion line Short entry: QQE Mod changes to Red (leading indicator) SSL Hybrid is Red and price is below MA Channel line Waddah Attar Explosion is Red and above Explosion line Risk management: Each trade risks 2% of account (configurable in settings) SL size determined by swing low/high of previous X candles (configurable in settings) TP is triggered on SSL Hybrid EXIT arrow signals TIPS Timeframe: Personally I've found best results running this on 1H timeframe. Note: To help visual identification of trade entries and exits you may wish to add the SSL Hybrid and Waddah Attar Explosion to the chart separately. They are being used to determine trade entry/exit within the code of this strategy but it was not possible to display them in a clear way within a single panel. Make sure you set the settings of the auxiliary indicators to match what is in the settings of this indicator if you do decide to add them. CREDITS QQE MOD byMihkel00 SSL Hybrid by Mihkel00 Waddah Attar Explosion by shayankm
Strategi Pine Script®
oleh kevinmck100
81
Scalping The Bull - Two EMA StrategyName: Scalping The Bull - Two EMA "Gianno-Nano" Strategy from the Meeting Category: Trend Follower Operating mode: Spot or Future, only long or swing trading Trades duration: Multiday Timeframe: 4H Suggested usage: Mid-term trading, when the market is in trend and it is showing high volatility. Entry: When fast EMA crosses over slow EMA. Exit: When fast EMA crosses under slow EMA then Exit Long or Entry Short (for reversal strategy). Usage: ⁃ It can be useful to use alerts or web-hooks to automate this strategy. ⁃ This is a raw system that can be improved in different ways (e.g. Stop-loss, take-profit, position sizing) or studying more the behaviour of the coin. Configuration: - N/A Backtesting ⁃ Exchange: BINANCE ⁃ Pair: NEOUSDT ⁃ Timeframe: 4H ⁃ Fee 0.075% ⁃ Slippage 0 - Start : 2017-12-03 How you or we can improve? Source code is open so share your ideas!
Strategi Pine Script®
oleh TheSocialCryptoClub
6
Combo 2/20 EMA & Bill Awesome Oscillator (AC) This is combo strategies for get a cumulative signal. First strategy This indicator plots 2/20 exponential moving average. For the Mov Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met. Second strategy This indicator plots the oscillator as a histogram where blue denotes periods suited for buying and red . for selling. If the current value of AO (Awesome Oscillator) is above previous, the period is considered suited for buying and the period is marked blue. If the AO value is not above previous, the period is considered suited for selling and the indicator marks it as red. WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
1
Volume OximeterOVERVIEW The Volume Oximeter (VOXI) is a technical indicator that gauges the amount of volume currently present in the market, relative to the historical volume that was present before. The purpose of this indicator is to filter out with-trend signals during ranging/non-trending conditions. CONCEPTS This indicator assumes that trends are more likely to start during periods of high volume, compared to during periods of low volume. This is because high volume indicates that there are bigger players currently in the market, which is necessary to begin a sustained trending move. So, to determine whether the current volume is "high", it is compared to an average volume for however number of candles back the user specifies. If the current volume is greater than the average volume, it is reasonable to assume we are in a high volume period. Thus, this is the ideal time to enter a trending trade due to the assumption that trends are more likely to start during these high volume periods. The default values in the indicator are designed for use on the daily chart but can be applied to any timeframe. The default volume lookback period is 259 since there are usually 259 daily candles in a year on Forex daily charts. This means that the average volume will represent the average volume over the past year. This would be 365 on Crypto daily charts, since the Crypto is open 24/7 instead of 24/5). This is what the current volume will be compared to. The default smoothing lookback period is 10, but this can be adjusted depending on the indicator that's giving you your with-trend signals. After my backtesting, 10 was the best value for my with-trend indicator, so you should do your own testing to see which value works best with your with-trend indicator. HOW DO I READ THIS INDICATOR? If the VOXI line is above or equal to zero (indicated by the blue color), the current volume is greater than the historical average volume. This is a good time to take with-trend signals since high volume is necessary for sustained trending moves to begin. If the VOXI line is below zero (indicated by the red color), the current volume is less than the historical average volume. This is a good time to ignore with-trend signals since an absence of volume indicates that there aren't big market participants to participate in a new trending move.
Penunjuk Pine Script®
oleh bjr117
Combo 2/20 EMA & Bill Williams Averages. 3Lines This is combo strategies for get a cumulative signal. First strategy This indicator plots 2/20 exponential moving average. For the Mov Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met. Second strategy This indicator calculates 3 Moving Averages for default values of 13, 8 and 5 days, with displacement 8, 5 and 3 days: Median Price (High+Low/2). The most popular method of interpreting a moving average is to compare the relationship between a moving average of the security's price with the security's price itself (or between several moving averages). WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
MomentumThis indicator will give you the momentum readings (rate of change) for five lookback periods (15m, 60m, 4hr, 24hr, 48hr). This is useful when backtesting or retroactively logging the readings into your trade journal (there is no way to roll back the Forex Factory momentum screener that I know of). There are lines drawing in the background which are set to 100% transparency by default, so don't be puzzled when you occasionally see the bubbles for the line plots being highlighted on your chart. Message me with any questions or suggestions.
Penunjuk Pine Script®
oleh The_Arena_Trader
Average True Range (VStop) GuppyThis script allows Volatility Stop, an average true range-based indicator, to be plotted like a "Guppy" multiple moving average indicator. Backtesting results seem pretty good when a solid majority of the lines are in agreement. Of course, as is customary with my scripts, the user can select the length, source, and multiple for any of the ATR lines plotted and customize the visuals how they want. Value added: As far as I know, there aren't any ATR-based indicators that quite do this -- setting up a "Guppy" actually seems to help quite a lot with seeing the overall big picture & capturing the meat of a trend.
Penunjuk Pine Script®
oleh animecummer
3
Combo 2/20 EMA & ADXR This is combo strategies for get a cumulative signal. First strategy This indicator plots 2/20 exponential moving average. For the Mov Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met. Second strategy The Average Directional Movement Index Rating (ADXR) measures the strength of the Average Directional Movement Index (ADX). It's calculated by taking the average of the current ADX and the ADX from one time period before (time periods can vary, but the most typical period used is 14 days). Like the ADX, the ADXR ranges from values of 0 to 100 and reflects strengthening and weakening trends. However, because it represents an average of ADX, values don't fluctuate as dramatically and some analysts believe the indicator helps better display trends in volatile markets. WARNING: - For purpose educate only - This script to change bars colors.
Strategi Pine Script®
oleh HPotter
1
CoinFlip Indicator + StrategyFlip a coin every Monday. Heads, go long. Tail, go short. Stoploss at 1 ATR, and Take profit at 1 ATR too. 1:1 risk to reward ratio. After backtesting 2018, 2019, and 2020 with 28 major currency pairs. We are getting close to a 50% win rate with an 8% standard deviation. Believe it or not, this simple performs better than lots of the popular indicators out there. Don't believe me? Test it out yourself!! Use this as a baseline for your backtest and expose all your other crappy indicators :) HOW TO USE: As an indicator: 1. Use a daily chart 2. Green arrow below chart, go long, set a stop-loss at 1 x ATR, and take profit at 1 x ATR 3. Red arrow above chart, go short, set a stop-loss at 1 x ATR, and take profit at 1 x ATR As an indicator: 1. In setting, set a year to test (default to 2020) 2. Go to the strategy tester and observe the stats P.s. You can also set the period of the ATR to another value other than 14 periods.
Strategi Pine Script®
oleh johntheshen
1
Villa Dinamic Pivot Supertrend StrategyThis strategy works better on AUD/USD in the 15 min timeframe. It uses the Pivot Supertrend to enter trades based on different filters such as: - Simple EMA filter: that the 3 EMAs should be in order - DEMA angle: you can choose the DEMA Angle threshold and the look back to check the angle to just trade trades with DEMA at a certain angle - Simple DEMA filter: just check if close is above or below DEMA - Take Every Supertrend Signal: this means to take every normal supertrend signal to not just wait for a pivot supertrend signal to enter a trade (specially on long pivot supertrend periods) - Stop Loss at Supertrend: this means that the stop loss will be at the Normal Supertrend, if false the stop loss will be placed at the ATR level selected. - 2 Steps Take Profit: this means if you want to close a percentage of position as soon as the normal supertrend crosses the entry price, you can select the % on the "2 Steps TP qty" input - Stop Loss ATR Multiplier: if Stop Loss at Supertrend is off this will be the stoploss based on the atr - Take Profit ATR Multiplier: if Stop Loss at Supertrend is off this will be the takeprofit based on the atr (you have to keep in mind that the ratio between this two will make the Risk to reward ratio of the take profit when the Stop Loss at Supertrend) - Testing: to avoid overfitting, you can select date ranges for backtesting and forwardtesting and select which testing you wanna do
Strategi Pine Script®
oleh VILIO_Trading
1