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Bot MasterSqueeze 1.1 (crypt)Countertrend strategy for correction to the average value. The strategy is designed primarily for crypto. The principle of operation is that with a rapid price change, the strategy tends to take a reverse position to return to the average value, which statistically often happens. It is enough for you to determine the percentage of the offset about the average price and the size of the averaging position as a percentage of the deposit. With the settings, you determine how to determine the average opening price. It can be MA at the price of opening, closing, etc., and DCMA. Soon I will add a few more options for determining the average opening price You can also choose the average price at which the transaction will try to close. Now there are 3 methods: - closing when returning to the average price - closing on the first correction candle - opening on an abnormally large candle in the direction of correction and closing on the first one is opposite Search for the settings by the selection method for each pair separately. It is better to trade using signals via a bot. The strategy shows itself best on volatile coins paired with the dollar for 1 hour or more. Soon I will add new options for opening and closing deals, as well as determining the average price. ATTENTION: the strategy involves averaging, so be careful with levers and overestimating the percentage of the transaction from the deposit. It is best to allocate no more than 25 percent to the risk of the transaction.
Strategi Pine Script®
oleh Profit-Pinocchio
Profit Maximizer 90%-95% IntraDayTrade Strategy WithTester Developed for Intraday and for very very Lesser Time Frame Trading. Note: Invite only Script .Request to me Access permission to test this. Strategy tester enabled .All you can test this in live market in any segment. Lesser the time frame greater the success rates as the test results. This can be used : Crypto Currency/Bitcoins ,Forex,currencies ,Index ,Commodity Gold/silver ,Oil Market and in Equity /Futures It will work for BINARY OPTION ,BINARY DIGITAL to enter and hold the position in right direction, User test it and confirm . How to Use: Three Main Zone BackGrounds: 1. Green Zone 2. LightRed Zone 3. Yellow Zone 1.Long only when Bar Color changed from Red or Black to BLUE and BackGround in Green, Hold the position until opposite color comes. 2.Short when BAR become Black and BackGround Red Exit when opposite color come. 3.Yellow Back Ground : Risk Trade Zone : When Red BARs Cautious Short , Yellow Zone LightGreen Bars (Avoid Trade) .In Yellow Zone Close the previous Entered postions. Time Frame : Lesser Time Frame and holding for longer time will give Good Result . 1min-1Hrs . This will not work >1Hr Strategy and Candle will disappear >1hr TimeFrame. Strategy Tester : Choose any Date Month Year to Current Date and check the results below in the Strategy Tester. REPAINT/NO REPAINT : No Repaint ,Previous candles and Background Color wont change. In the current candle position wait for the candle to close to see the stability.Current candle color might oscillate bit However it will not change from Blue to Black or Black to Blue or Black to Red. Note : Last Bar will be a actual Green or Red Bar by Default Do not Confuse with this.It is trading view default strategy design working way.Once Bar closes actual strategy color will appear. ALERT /AUTOVIEW capabilities : Strategy Tester does not support ALERT by default as you all know.In the Indicator version Alert will be added for all Buy Sell and cover entries. Test the strategy. SCRIPT : Access must be given by me to test this .Once access given you can test ,Request for access .Without access Study Not Auth error will come. Review and Feedback.Thank you! Refer the Release notes for any updates and my posts below and in my idea page for more details. Thank you! Any issues report to me to Fix.Thank you!
Strategi Pine Script®
oleh MarxBabu
1.2 K
Profit Wave Indicator AcessPredicts Trends and Works With Every Market. Works with all time frame charts but, better results with higher time frame charts. Use Base with buy side or sell side, don't have all indicators showing on chart. (Either Base with Buy Side or Base with Sell Side.) - Buy when Buy Side Crosses Under Base - Sell when Sell Side Crosses Above Base Best Strategy is to wait for buy side cross at support level or sell side cross at resistance level.
Strategi Pine Script®
oleh King-of-WallStreet
2
Momentum Hunter Overview: Momentum Hunter is a premium invite-only strategy script that detects powerful breakout opportunities by scanning for new highs relative to historical price action. It’s built to capitalize on high-momentum moves as soon as price breaches key resistance levels with strength. Key Features: Detects breakout signals based on extended-range high tests Applies dynamic take-profit and stop-loss management Optional filter to trade only during market hours Displays a custom stats dashboard showing trade and performance metrics Includes alert conditions for entries and trade closures How to Use: Apply Momentum Hunter to your preferred timeframe and asset. Watch for breakout signals and manage trades using your chosen settings. Suitable for intraday, swing, and momentum-based traders. Access: This script is invite-only and intended for subscribers. For access, please contact: 7899208204 📩 Email: 💬 Telegram: 🌐 Website: ⚠️ Disclaimer: This strategy is for educational and informational purposes only. Not financial advice. Always use proper risk management.
Strategi Pine Script®
oleh harishnaik1988
Qullamaggie [Modified] | FractalystWhat's the purpose of this strategy? The strategy aims to identify high-probability breakout setups in trending markets, inspired by Kristjan "Qullamaggie" Kullamägi’s approach. It focuses on capturing explosive price moves after periods of consolidation, using technical criteria like moving averages, breakouts, trailing stop-loss and momentum confirmation. Ideal for swing traders seeking to ride strong trends while managing risk. ---- How does the strategy work? The strategy follows a systematic process to capture high-momentum breakouts: Pre-Breakout Criteria: Prior Price Surge: Identifies stocks that have rallied 30-100%+ in recent month(s), signaling strong underlying momentum (per Qullamaggie’s volatility expansion principles). Consolidation Phase: Looks for a tightening price range (e.g., flag, pennant, or tight base), indicating a potential "coiling" before continuation. Trend Confirmation: Uses moving averages (e.g., 20/50/200 EMA) to ensure the stock is trading above key averages on the daily chart, confirming an uptrend. Price Break: Enters when price clears the consolidation high with conviction. Risk Management: Initial Stop Loss: Placed below the consolidation low or a recent swing point to limit downside. Break-Even Adjustment: Moves stop loss to breakeven once the trade reaches 1.5x risk-to-reward (RR), securing a "free trade" while letting winners run. Trailing Stop (Unique Edge): Market Structure Trailing: Instead of trailing via moving averages, the stop is dynamically adjusted using structural invalidation level. This adapts to price action, allowing the trade to stay open during volatile retracements while locking in gains as new structure forms. Why This Matters: Most strategies use rigid trailing stops (e.g., below the 10EMA), which often exit prematurely in choppy markets. By trailing based on structure, this strategy avoids "noise" and captures larger trends, directly boosting overall returns. ---- What markets or timeframes is this suited for? This is a long-only strategy designed for trending markets, and it performs best in: Markets: Stocks (especially high-growth, liquid equities), cryptocurrencies (major pairs with strong volatility), commodities (e.g., oil, gold), and futures (index/commodity futures). Timeframes: Primarily daily charts for swing trades (1-30 day holds), though weekly charts can help confirm broader trends. Key Advantage: The TradingView script allows instant backtesting with adjustable parameters You can: - Test historical performance across multiple markets to identify which assets align best with the strategy. - Optimize settings (e.g., trailing stop sensitivity, moving averages etc.) to match a market’s volatility profile. Build a diversified portfolio by filtering for markets that show consistent profitability in backtests. For example, you might discover cryptos require tighter trailing stops due to volatility, while stocks thrive with wider structural stops. The script automates this analysis, letting you to trade confidently. ---- What indicators or tools does the strategy use? The strategy combines customizable technical tools with strict anti-lookahead safeguards: Core Indicators: Moving Averages: Adjustable periods (e.g., 20/50/200 EMA or SMA) and timeframes (daily/weekly) to confirm trend alignment. Users can test combinations (e.g., 10EMA vs. 20EMA) to optimize for specific markets. Breakout Parameters: Consolidation Length: Adjustable window to define the "tightness" of the pre-breakout pattern. Entry Models: Flexible entry logics (Breakouts and fractals) Anti-Lookahead Design: All calculations (e.g., moving averages, consolidation ranges, volume averages) use only closed/confirmed data available at the time of the signal. ---- How do I manage risk with this strategy? The strategy prioritizes customizable risk controls to align with your trading style and account size: User-Defined Risk Inputs: Risk Per Trade: Set a % of Equity (e.g., 1-2%) to determine position size. The strategy auto-calculates shares/contracts to match your selected risk per trade. Flexibility: Choose between fixed risk or equity-based scaling. The script adjusts position sizing dynamically based on your selection. Pyramiding Feature: Customizable Entries: Adjust the number of pyramiding trades allowed (e.g., 1-3 additional positions) in the strategy settings. Each new entry is triggered only if the prior trade hits its 1.5x RR target and the trend remains intact. Risk-Scaled Additions: New positions use profits from prior trades, compounding gains without increasing initial risk. Risk-Free Trade Mechanic: Once a trade reaches 1.5x RR, the stop loss is moved to breakeven, eliminating downside risk. The strategy then opens a new position (if pyramiding is enabled) using a portion of the locked-in profit. This "snowballs" winners while keeping total capital exposure stable. Impact on Net Profit & Drawdown: Net Profit Boost: Pyramiding lets you ride multi-leg trends aggressively. For example, a 100% runner could generate 2-3x more profit vs. a single-entry approach. Controlled Drawdowns: Since new positions are funded by profits (not initial capital), max drawdown stays anchored to your original risk per trade (e.g., 1-2% of account). Even if later entries fail, the breakeven stop on prior trades protects overall equity. Why This Works: Most strategies either over-leverage (increasing drawdowns) or exit too early. By recycling profits into new positions only after securing risk-free capital, this approach mimics hedge fund "scaling in" tactics while staying retail-trader friendly. ---- How does the strategy identify market structure for its trailing stoploss? The strategy identifies market structure by utilizing an efficient logic with for loops to pinpoint the first swing candle that features a pivot of 2. This marks the beginning of the break of structure, where the market's previous trend or pattern is considered invalidated or changed. ---- What are the underlying calculations? The underlying calculations involve: Identifying Swing Points: The strategy looks for swing highs (marked with blue Xs) and swing lows (marked with red Xs). A swing high is identified when a candle's high is higher than the highs of the candles before and after it. Conversely, a swing low is when a candle's low is lower than the lows of the candles before and after it. Break of Structure (BOS): Bullish BOS: This occurs when the price breaks above the swing high level of the previous structure, indicating a potential shift to a bullish trend. Bearish BOS: This happens when the price breaks below the swing low level of the previous structure, signaling a potential shift to a bearish trend. Structural Liquidity and Invalidation: Structural Liquidity: After a break of structure, liquidity levels are updated to the first swing high in a bullish BOS or the first swing low in a bearish BOS. Structural Invalidation: If the price moves back to the level of the first swing low before the bullish BOS or the first swing high before the bearish BOS, it invalidates the break of structure, suggesting a potential reversal or continuation of the previous trend. This method provides users with a technical approach to filter market regimes, offering an advantage by minimizing the risk of overfitting to historical data, which is often a concern with traditional indicators like moving averages. By focusing on identifying pivotal swing points and the subsequent breaks of structure, the strategy maintains a balance between sensitivity to market changes and robustness against historical data anomalies, ensuring a more adaptable and potentially more reliable market analysis tool. ---- What entry criteria are used in this script? The script uses two entry models for trading decisions: BreakOut and Fractal. Underlying Calculations: Breakout: The script records the most recent swing high by storing it in a variable. When the price closes above this recorded level, and all other predefined conditions are satisfied, the script triggers a breakout entry. This approach is considered conservative because it waits for the price to confirm a breakout above the previous high before entering a trade. As shown in the image, as soon as the price closes above the new candle (first tick), the long entry gets taken. The stop-loss is initially set and then moved to break-even once the price moves in favor of the trade. Fractal: This method involves identifying a swing low with a period of 2, which means it looks for a low point where the price is lower than the two candles before and after it. Once this pattern is detected, the script executes the trade. This is an aggressive approach since it doesn't wait for further price confirmation. In the image, this is represented by the 'Fractal 2' label where the script identifies and acts on the swing low pattern. ---- What type of stop-loss identification method are used in this strategy? This strategy employs two types of stop-loss methods: Initial Stop-loss and Trailing Stop-Loss. Underlying Calculations: Initial Stop-loss: ATR Based: The strategy uses the Average True Range (ATR) to set an initial stop-loss, which helps in accounting for market volatility without predicting price direction. Calculation: - First, the True Range (TR) is calculated for each period, which is the greatest of: - Current Period High - Current Period Low - Absolute Value of Current Period High - Previous Period Close - Absolute Value of Current Period Low - Previous Period Close - The ATR is then the moving average of these TR values over a specified period, typically 14 periods by default. This ATR value can be used to set the stop-loss at a distance from the entry price that reflects the current market volatility. Swing Low Based: For this method, the stop-loss is set based on the most recent swing low identified in the market structure analysis. This approach uses the lowest point of the recent price action as a reference for setting the stop-loss. Trailing Stop-Loss: The strategy uses structural liquidity and structural invalidation levels across multiple timeframes to adjust the stop-loss once the trade is profitable. This method involves: Detecting Structural Liquidity: After a break of structure, the liquidity levels are updated to the first swing high in a bullish scenario or the first swing low in a bearish scenario. These levels serve as potential areas where the price might find support or resistance, allowing the stop-loss to trail the price movement. Detecting Structural Invalidation: If the price returns to the level of the first swing low before a bullish break of structure or the first swing high before a bearish break of structure, it suggests the trend might be reversing or invalidating, prompting the adjustment of the stop-loss to lock in profits or minimize losses. By using these methods, the strategy dynamically adjusts the initial stop-loss based on market volatility, helping to protect against adverse price movements while allowing for enough room for trades to develop. The ATR-based stop-loss adapts to the current market conditions by considering the volatility, ensuring that the stop-loss is not too tight during volatile periods, which could lead to premature exits, nor too loose during calm markets, which might result in larger losses. Similarly, the swing low based stop-loss provides a logical exit point if the market structure changes unfavorably. Each market behaves differently across various timeframes, and it is essential to test different parameters and optimizations to find out which trailing stop-loss method gives you the desired results and performance. This involves backtesting the strategy with different settings for the ATR period, the distance from the swing low, and how the trailing stop-loss reacts to structural liquidity and invalidation levels. Through this process, you can tailor the strategy to perform optimally in different market environments, ensuring that the stop-loss mechanism supports the trade's longevity while safeguarding against significant drawdowns. ---- What type of break-even method is used in this strategy? What are the underlying calculations? Moves the initial stop-loss to the entry price when the price reaches a certain RR ratio. Calculation: Break-even level = Entry Price + (Initial Risk * RR Ratio) ---- What tables are available in this script? - Summary: Provides a general overview, displaying key performance parameters such as Net Profit, Profit Factor, Max Drawdown, Average Trade, Closed Trades and more. Total Commission: Displays the cumulative commissions incurred from all trades executed within the selected backtesting window. This value is derived by summing the commission fees for each trade on your chart. Average Commission: Represents the average commission per trade, calculated by dividing the Total Commission by the total number of closed trades. This metric is crucial for assessing the impact of trading costs on overall profitability. Avg Trade: The sum of money gained or lost by the average trade generated by a strategy. Calculated by dividing the Net Profit by the overall number of closed trades. An important value since it must be large enough to cover the commission and slippage costs of trading the strategy and still bring a profit. MaxDD: Displays the largest drawdown of losses, i.e., the maximum possible loss that the strategy could have incurred among all of the trades it has made. This value is calculated separately for every bar that the strategy spends with an open position. Profit Factor: The amount of money a trading strategy made for every unit of money it lost (in the selected currency). This value is calculated by dividing gross profits by gross losses. Avg RR: This is calculated by dividing the average winning trade by the average losing trade. This field is not a very meaningful value by itself because it does not take into account the ratio of the number of winning vs losing trades, and strategies can have different approaches to profitability. A strategy may trade at every possibility in order to capture many small profits, yet have an average losing trade greater than the average winning trade. The higher this value is, the better, but it should be considered together with the percentage of winning trades and the net profit. Winrate: The percentage of winning trades generated by a strategy. Calculated by dividing the number of winning trades by the total number of closed trades generated by a strategy. Percent profitable is not a very reliable measure by itself. A strategy could have many small winning trades, making the percent profitable high with a small average winning trade, or a few big winning trades accounting for a low percent profitable and a big average winning trade. Most mean-reversion successful strategies have a percent profitability of 40-80% but are profitable due to risk management control. BE Trades: Number of break-even trades, excluding commission/slippage. Losing Trades: The total number of losing trades generated by the strategy. Winning Trades: The total number of winning trades generated by the strategy. Total Trades: Total number of taken traders visible your charts. Net Profit: The overall profit or loss (in the selected currency) achieved by the trading strategy in the test period. The value is the sum of all values from the Profit column (on the List of Trades tab), taking into account the sign. - Monthly: Displays performance data on a month-by-month basis, allowing users to analyze performance trends over each month and year. - Weekly: Displays performance data on a week-by-week basis, helping users to understand weekly performance variations. - UI Table: A user-friendly table that allows users to view and save the selected strategy parameters from user inputs. This table enables easy access to key settings and configurations, providing a straightforward solution for saving strategy parameters by simply taking a screenshot with Alt + S or ⌥ + S. User-input styles and customizations: Please note that all background colors in the style are disabled by default to enhance visualization. How to Use This Strategy to Create a Profitable Edge and Systems? Choose Your Strategy mode: - Decide whether you are creating an investing strategy or a trading strategy. Select a Market: - Choose a one-sided market such as stocks, indices, or cryptocurrencies. Historical Data: - Ensure the historical data covers at least 10 years of price action for robust backtesting. Timeframe Selection: - Choose the timeframe you are comfortable trading with. It is strongly recommended to use a timeframe above 15 minutes to minimize the impact of commissions/slippage on your profits. Set Commission and Slippage: - Properly set the commission and slippage in the strategy properties according to your broker/prop firm specifications. Parameter Optimization: - Use trial and error to test different parameters until you find the performance results you are looking for in the summary table or, preferably, through deep backtesting using the strategy tester. Trade Count: - Ensure the number of trades is 200 or more; the higher, the better for statistical significance. Positive Average Trade: - Make sure the average trade is above zero. (An important value since it must be large enough to cover the commission and slippage costs of trading the strategy and still bring a profit.) Performance Metrics: - Look for a high profit factor, and net profit with minimum drawdown. - Ideally, aim for a drawdown under 20-30%, depending on your risk tolerance. Refinement and Optimization: - Try out different markets and timeframes. - Continue working on refining your edge using the available filters and components to further optimize your strategy. What Makes This Strategy Unique? This strategy combines flexibility, smart risk management, and momentum focus in a way that’s rare and practical: 1. Adapts to Any Market Rhythm Works on daily, weekly, or intraday charts without code changes. Uses two entry types: classic breakouts (like trending stocks) or fractal patterns (to avoid false starts). 2. Smarter Stop-Loss System No rigid rules: Stops adjust based on price structure (e.g., new “higher lows”), not fixed percentages. Avoids whipsaws: Tightens stops only when the trend strengthens, not in choppy markets. 3. Safe Profit-Boosting Pyramiding Adds new positions only after prior trades are risk-free (stops moved above breakeven). Scales up using locked-in profits, not new capital, to grow gains safely. 4. Built-In Momentum Check Tracks 1/3/6-month price growth to spotlight stocks with strong, lasting momentum. Terms and Conditions | Disclaimer Our charting tools are provided for informational and educational purposes only and should not be construed as financial, investment, or trading advice. They are not intended to forecast market movements or offer specific recommendations. Users should understand that past performance does not guarantee future results and should not base financial decisions solely on historical data. Built-in components, features, and functionalities of our charting tools are the intellectual property of @Fractalyst Unauthorized use, reproduction, or distribution of these proprietary elements is prohibited. - By continuing to use our charting tools, the user acknowledges and accepts the Terms and Conditions outlined in this legal disclaimer and agrees to respect our intellectual property rights and comply with all applicable laws and regulations.
Strategi Pine Script®
oleh Fractalyst
1
Dollar Cost Averaging (DCA) | FractalystWhat's the purpose of this strategy? The purpose of dollar cost averaging (DCA) is to grow investments over time using a disciplined, methodical approach used by many top institutions like MicroStrategy and other institutions. Here's how it functions: Dollar Cost Averaging (DCA): This technique involves investing a set amount of money regularly, regardless of market conditions. It helps to mitigate the risk of investing a large sum at a peak price by spreading out your investment, thus potentially lowering your average cost per share over time. Regular Contributions: By adding money to your investments on a pre-determined frequency and dollar amount defined by the user, you take advantage of compounding. The script will remind you to contribute based on your chosen schedule, which can be weekly, bi-weekly, monthly, quarterly, or yearly. This systematic approach ensures that your returns can earn their own returns, much like interest on savings but potentially at a higher rate. Technical Analysis: The strategy employs a market trend ratio to gauge market sentiment. It calculates the ratio of bullish vs bearish breakouts across various timeframes, assigning this ratio a percentage-based score to determine the directional bias. Once this score exceeds a user-selected percentage, the strategy looks to take buy entries, signaling a favorable time for investment based on current market trends. Fundamental Analysis: This aspect looks at the health of the economy and companies within it to determine bullish market conditions. Specifically, we consider: Specifically, it considers: Interest Rate: High interest rates can affect borrowing costs, potentially slowing down economic growth or making stocks less attractive compared to fixed income. Inflation Rate: Inflation erodes purchasing power, but moderate inflation can be a sign of a healthy economy. We look for investments that might benefit from or withstand inflation. GDP Rate: GDP growth indicates the overall health of the economy; we aim to invest in sectors poised to grow with the economy. Unemployment Rate: Lower unemployment typically signals consumer confidence and spending power, which can boost certain sectors. By integrating these elements, the strategy aims to: Reduce Investment Volatility: By spreading out your investments, you're less impacted by short-term market swings. Enhance Growth Potential: Using both technical and fundamental filters helps in choosing investments that are more likely to appreciate over time. Manage Risk: The strategy aims to balance the risk of market timing by investing consistently and choosing assets wisely based on both economic data and market conditions. ---- What are Regular Contributions in this strategy? Regular Contributions involve adding money to your investments on a pre-determined frequency and dollar amount defined by the user. The script will remind you to contribute based on your chosen schedule, which can be weekly, bi-weekly, monthly, quarterly, or yearly. This systematic approach ensures that your returns can earn their own returns, much like interest on savings but potentially at a higher rate. ---- How do regular contributions enhance compounding and reduce timing risk? Enhances Compounding: Regular contributions leverage the power of compounding, where returns on investments can generate their own returns, potentially leading to exponential growth over time. Reduces Timing Risk: By investing regularly, the strategy minimizes the risk associated with trying to time the market, spreading out the investment cost over time and potentially reducing the impact of volatility. Automated Reminders: The script reminds users to make contributions based on their chosen schedule, ensuring consistency and discipline in investment practices, which is crucial for long-term success. ---- How does the strategy integrate technical and fundamental analysis for investors? A: The strategy combines technical and fundamental analysis in the following manner: Technical Analysis: It uses a market trend ratio to determine the directional bias by calculating the ratio of bullish vs bearish breakouts. Once this ratio exceeds a user-selected percentage threshold, the strategy signals to take buy entries, optimizing the timing within the given timeframe(s). Fundamental Analysis: This aspect assesses the broader economic environment to identify sectors or assets that are likely to benefit from current economic conditions. By understanding these fundamentals, the strategy ensures investments are made in assets with strong growth potential. This integration allows the strategy to select investments that are both technically favorable for entry and fundamentally sound, providing a comprehensive approach to investment decisions in the crypto, stock, and commodities markets. ---- How does the strategy identify market structure? What are the underlying calculations? Q: How does the strategy identify market structure? A: The strategy identifies market structure by utilizing an efficient logic with for loops to pinpoint the first swing candle that features a pivot of 2. This marks the beginning of the break of structure, where the market's previous trend or pattern is considered invalidated or changed. What are the underlying calculations for identifying market structure? A: The underlying calculations involve: Identifying Swing Points: The strategy looks for swing highs (marked with blue Xs) and swing lows (marked with red Xs). A swing high is identified when a candle's high is higher than the highs of the candles before and after it. Conversely, a swing low is when a candle's low is lower than the lows of the candles before and after it. Break of Structure (BOS): Bullish BOS: This occurs when the price breaks above the swing high level of the previous structure, indicating a potential shift to a bullish trend. Bearish BOS: This happens when the price breaks below the swing low level of the previous structure, signaling a potential shift to a bearish trend. Structural Liquidity and Invalidation: Structural Liquidity: After a break of structure, liquidity levels are updated to the first swing high in a bullish BOS or the first swing low in a bearish BOS. Structural Invalidation: If the price moves back to the level of the first swing low before the bullish BOS or the first swing high before the bearish BOS, it invalidates the break of structure, suggesting a potential reversal or continuation of the previous trend. This method provides users with a technical approach to filter market regimes, offering an advantage by minimizing the risk of overfitting to historical data, which is often a concern with traditional indicators like moving averages. By focusing on identifying pivotal swing points and the subsequent breaks of structure, the strategy maintains a balance between sensitivity to market changes and robustness against historical data anomalies, ensuring a more adaptable and potentially more reliable market analysis tool. What entry criteria are used in this script? The script uses two entry models for trading decisions: BreakOut and Fractal. Underlying Calculations: Breakout: The script records the most recent swing high by storing it in a variable. When the price closes above this recorded level, and all other predefined conditions are satisfied, the script triggers a breakout entry. This approach is considered conservative because it waits for the price to confirm a breakout above the previous high before entering a trade. As shown in the image, as soon as the price closes above the new candle (first tick), the long entry gets taken. The stop-loss is initially set and then moved to break-even once the price moves in favor of the trade. Fractal: This method involves identifying a swing low with a period of 2, which means it looks for a low point where the price is lower than the two candles before and after it. Once this pattern is detected, the script executes the trade. This is an aggressive approach since it doesn't wait for further price confirmation. In the image, this is represented by the 'Fractal 2' label where the script identifies and acts on the swing low pattern. ---- How does the script calculate trend score? What are the underlying calculations? Market Trend Ratio: The script calculates the ratio of bullish to bearish breakouts. This involves: Counting Bullish Breakouts: A bullish breakout is counted when the price breaks above a recent swing high (as identified in the strategy's market structure analysis). Counting Bearish Breakouts: A bearish breakout is counted when the price breaks below a recent swing low. Percentage-Based Score: This ratio is then converted into a percentage-based score: For example, if there are 10 bullish breakouts and 5 bearish breakouts in a given timeframe, the ratio would be 10:5 or 2:1. This could be translated into a score where 66.67% (10/(10+5) * 100) represents the bullish trend strength. The score might be calculated as (Number of Bullish Breakouts / Total Breakouts) * 100. User-Defined Threshold: The strategy uses this score to determine when to take buy entries. If the trend score exceeds a user-defined percentage threshold, it indicates a strong enough bullish trend to justify a buy entry. For instance, if the user sets the threshold at 60%, the script would look for a buy entry when the trend score is above this level. Timeframe Consideration: The calculations are performed across the timeframes specified by the user, ensuring the trend score reflects the market's behavior over different periods, which could be daily, weekly, or any other relevant timeframe. This method provides a quantitative measure of market trend strength, helping to make informed decisions based on the balance between bullish and bearish market movements. What type of stop-loss identification method are used in this strategy? This strategy employs two types of stop-loss methods: Initial Stop-loss and Trailing Stop-Loss. Underlying Calculations: Initial Stop-loss: ATR Based: The strategy uses the Average True Range (ATR) to set an initial stop-loss, which helps in accounting for market volatility without predicting price direction. Calculation: - First, the True Range (TR) is calculated for each period, which is the greatest of: - Current Period High - Current Period Low - Absolute Value of Current Period High - Previous Period Close - Absolute Value of Current Period Low - Previous Period Close - The ATR is then the moving average of these TR values over a specified period, typically 14 periods by default. This ATR value can be used to set the stop-loss at a distance from the entry price that reflects the current market volatility. Swing Low Based: For this method, the stop-loss is set based on the most recent swing low identified in the market structure analysis. This approach uses the lowest point of the recent price action as a reference for setting the stop-loss. Trailing Stop-Loss: The strategy uses structural liquidity and structural invalidation levels across multiple timeframes to adjust the stop-loss once the trade is profitable. This method involves: Detecting Structural Liquidity: After a break of structure, the liquidity levels are updated to the first swing high in a bullish scenario or the first swing low in a bearish scenario. These levels serve as potential areas where the price might find support or resistance, allowing the stop-loss to trail the price movement. Detecting Structural Invalidation: If the price returns to the level of the first swing low before a bullish break of structure or the first swing high before a bearish break of structure, it suggests the trend might be reversing or invalidating, prompting the adjustment of the stop-loss to lock in profits or minimize losses. By using these methods, the strategy dynamically adjusts the initial stop-loss based on market volatility, helping to protect against adverse price movements while allowing for enough room for trades to develop. The ATR-based stop-loss adapts to the current market conditions by considering the volatility, ensuring that the stop-loss is not too tight during volatile periods, which could lead to premature exits, nor too loose during calm markets, which might result in larger losses. Similarly, the swing low based stop-loss provides a logical exit point if the market structure changes unfavorably. Each market behaves differently across various timeframes, and it is essential to test different parameters and optimizations to find out which trailing stop-loss method gives you the desired results and performance. This involves backtesting the strategy with different settings for the ATR period, the distance from the swing low, and how the trailing stop-loss reacts to structural liquidity and invalidation levels. Through this process, you can tailor the strategy to perform optimally in different market environments, ensuring that the stop-loss mechanism supports the trade's longevity while safeguarding against significant drawdowns. What type of break-even and take profit identification methods are used in this strategy? What are the underlying calculations? For Break-Even: Percentage (%) Based: Moves the initial stop-loss to the entry price when the price reaches a certain percentage above the entry. Calculation: Break-even level = Entry Price * (1 + Percentage / 100) Example: If the entry price is $100 and the break-even percentage is 5%, the break-even level is $100 * 1.05 = $105. Risk-to-Reward (RR) Based: Moves the initial stop-loss to the entry price when the price reaches a certain RR ratio. Calculation: Break-even level = Entry Price + (Initial Risk * RR Ratio) For TP - You can choose to set a take profit level at which your position gets fully closed. - Similar to break-even, you can select either a percentage (%) or risk-to-reward (RR) based take profit level, allowing you to set your TP1 level as a percentage amount above the entry price or based on RR. What's the day filter Filter, what does it do? The day filter allows users to customize the session time and choose the specific days they want to include in the strategy session. This helps traders tailor their strategies to particular trading sessions or days of the week when they believe the market conditions are more favorable for their trading style. Customize Session Time: Users can define the start and end times for the trading session. This allows the strategy to only consider trades within the specified time window, focusing on periods of higher market activity or preferred trading hours. Select Days: Users can select which days of the week to include in the strategy. This feature is useful for excluding days with historically lower volatility or unfavorable trading conditions (e.g., Mondays or Fridays). Benefits: Focus on Optimal Trading Periods: By customizing session times and days, traders can focus on periods when the market is more likely to present profitable opportunities. Avoid Unfavorable Conditions: Excluding specific days or times can help avoid trading during periods of low liquidity or high unpredictability, such as major news events or holidays. What tables are available in this script? - Summary: Provides a general overview, displaying key performance parameters such as Net Profit, Profit Factor, Max Drawdown, Average Trade, Closed Trades and more. Total Commission: Displays the cumulative commissions incurred from all trades executed within the selected backtesting window. This value is derived by summing the commission fees for each trade on your chart. Average Commission: Represents the average commission per trade, calculated by dividing the Total Commission by the total number of closed trades. This metric is crucial for assessing the impact of trading costs on overall profitability. Avg Trade: The sum of money gained or lost by the average trade generated by a strategy. Calculated by dividing the Net Profit by the overall number of closed trades. An important value since it must be large enough to cover the commission and slippage costs of trading the strategy and still bring a profit. MaxDD: Displays the largest drawdown of losses, i.e., the maximum possible loss that the strategy could have incurred among all of the trades it has made. This value is calculated separately for every bar that the strategy spends with an open position. Profit Factor: The amount of money a trading strategy made for every unit of money it lost (in the selected currency). This value is calculated by dividing gross profits by gross losses. Avg RR: This is calculated by dividing the average winning trade by the average losing trade. This field is not a very meaningful value by itself because it does not take into account the ratio of the number of winning vs losing trades, and strategies can have different approaches to profitability. A strategy may trade at every possibility in order to capture many small profits, yet have an average losing trade greater than the average winning trade. The higher this value is, the better, but it should be considered together with the percentage of winning trades and the net profit. Winrate: The percentage of winning trades generated by a strategy. Calculated by dividing the number of winning trades by the total number of closed trades generated by a strategy. Percent profitable is not a very reliable measure by itself. A strategy could have many small winning trades, making the percent profitable high with a small average winning trade, or a few big winning trades accounting for a low percent profitable and a big average winning trade. Most mean-reversion successful strategies have a percent profitability of 40-80% but are profitable due to risk management control. BE Trades: Number of break-even trades, excluding commission/slippage. Losing Trades: The total number of losing trades generated by the strategy. Winning Trades: The total number of winning trades generated by the strategy. Total Trades: Total number of taken traders visible your charts. Net Profit: The overall profit or loss (in the selected currency) achieved by the trading strategy in the test period. The value is the sum of all values from the Profit column (on the List of Trades tab), taking into account the sign. - Monthly: Displays performance data on a month-by-month basis, allowing users to analyze performance trends over each month and year. - Weekly: Displays performance data on a week-by-week basis, helping users to understand weekly performance variations. - UI Table: A user-friendly table that allows users to view and save the selected strategy parameters from user inputs. This table enables easy access to key settings and configurations, providing a straightforward solution for saving strategy parameters by simply taking a screenshot with Alt + S or ⌥ + S. User-input styles and customizations: Please note that all background colors in the style are disabled by default to enhance visualization. How to Use This Strategy to Create a Profitable Edge and Systems? Choose Your Strategy mode: - Decide whether you are creating an investing strategy or a trading strategy. Select a Market: - Choose a one-sided market such as stocks, indices, or cryptocurrencies. Historical Data: - Ensure the historical data covers at least 10 years of price action for robust backtesting. Timeframe Selection: - Choose the timeframe you are comfortable trading with. It is strongly recommended to use a timeframe above 15 minutes to minimize the impact of commissions/slippage on your profits. Set Commission and Slippage: - Properly set the commission and slippage in the strategy properties according to your broker/prop firm specifications. Parameter Optimization: - Use trial and error to test different parameters until you find the performance results you are looking for in the summary table or, preferably, through deep backtesting using the strategy tester. Trade Count: - Ensure the number of trades is 200 or more; the higher, the better for statistical significance. Positive Average Trade: - Make sure the average trade is above zero. (An important value since it must be large enough to cover the commission and slippage costs of trading the strategy and still bring a profit.) Performance Metrics: - Look for a high profit factor, and net profit with minimum drawdown. - Ideally, aim for a drawdown under 20-30%, depending on your risk tolerance. Refinement and Optimization: - Try out different markets and timeframes. - Continue working on refining your edge using the available filters and components to further optimize your strategy. What makes this strategy original? Incorporation of Fundamental Analysis: This strategy integrates fundamental analysis by considering key economic indicators such as interest rates, inflation, GDP growth, and unemployment rates. These fundamentals help in assessing the broader economic health, which in turn influences sector performance and market trends. By understanding these economic conditions, the strategy can identify sectors or assets that are likely to thrive, ensuring investments are made in environments conducive to growth. This approach allows for a more informed investment decision, aligning technical entries with fundamentally strong market conditions, thus potentially enhancing the strategy's effectiveness over time. Technical Analysis Without Classical Methods: The strategy's technical analysis diverges from traditional methods like moving averages by focusing on market structure through a trend score system. Instead of using lagging indicators, it employs a real-time analysis of market trends by calculating the ratio of bullish to bearish breakouts. This provides several benefits: Immediate Market Sentiment: The trend score system reacts more dynamically to current market conditions, offering insights into the market's immediate sentiment rather than historical trends, which can often lag behind real-time changes. Reduced Overfitting: By not relying on moving averages or similar classical indicators, the strategy avoids the common pitfall of overfitting to historical data, which can lead to poor performance in new market conditions. The trend score provides a fresh perspective on market direction, potentially leading to more robust trading signals. Clear Entry Signals: With the trend score, entry decisions are based on a clear percentage threshold, making the strategy's decision-making process straightforward and less subjective than interpreting moving average crossovers or similar signals. Regular Contributions and Reminders: The strategy encourages regular investments through a system of predefined frequency and amount, which could be weekly, bi-weekly, monthly, quarterly, or yearly. This systematic approach: Enhances Compounding: Regular contributions leverage the power of compounding, where returns on investments can generate their own returns, potentially leading to exponential growth over time. Reduces Timing Risk: By investing regularly, the strategy minimizes the risk associated with trying to time the market, spreading out the investment cost over time and potentially reducing the impact of volatility. Automated Reminders: The script reminds users to make contributions based on their chosen schedule, ensuring consistency and discipline in investment practices, which is crucial for long-term success. Long-Term Wealth Building: Focused on long-term wealth accumulation, this strategy: Promotes Patience and Discipline: By emphasizing regular contributions and a disciplined approach to both entry and risk management, it aligns with the principles of long-term investing, discouraging impulsive decisions based on short-term market fluctuations. Diversification Across Asset Classes: Operating across crypto, stocks, and commodities, the strategy provides diversification, which is a key component of long-term wealth building, reducing risk through varied exposure. Growth Over Time: The strategy's design to work with the market's natural growth cycles, supported by fundamental analysis, aims for sustainable growth rather than quick profits, aligning with the goals of investors looking to build wealth over decades. This comprehensive approach, combining fundamental insights, innovative technical analysis, disciplined investment habits, and a focus on long-term growth, offers a unique and potentially effective pathway for investors seeking to build wealth steadily over time. Terms and Conditions | Disclaimer Our charting tools are provided for informational and educational purposes only and should not be construed as financial, investment, or trading advice. They are not intended to forecast market movements or offer specific recommendations. Users should understand that past performance does not guarantee future results and should not base financial decisions solely on historical data. Built-in components, features, and functionalities of our charting tools are the intellectual property of @Fractalyst Unauthorized use, reproduction, or distribution of these proprietary elements is prohibited. - By continuing to use our charting tools, the user acknowledges and accepts the Terms and Conditions outlined in this legal disclaimer and agrees to respect our intellectual property rights and comply with all applicable laws and regulations.
Strategi Pine Script®
oleh Fractalyst
AlgoBuilder [Trend-Following] | FractalystWhat's the strategy's purpose and functionality? This strategy is designed for both traders and investors looking to rely on and trade based on historical and backtested data using automation. The main goal is to build profitable trend-following strategies that outperform the underlying asset in terms of returns while minimizing drawdown. For example, as for a benchmark, if the S&P 500 (SPX) has achieved an estimated 10% annual return with a maximum drawdown of -57% over the past 20 years, using this strategy with different entry and exit techniques, users can potentially seek ways to achieve a higher Compound Annual Growth Rate (CAGR) while maintaining a lower maximum drawdown. Although the strategy can be applied to all markets and timeframes, it is most effective on stocks, indices, future markets, cryptocurrencies, and commodities and JPY currency pairs given their trending behaviors. In trending market conditions, the strategy employs a combination of moving averages and diverse entry models to identify and capitalize on upward market movements. It integrates market structure-based trailing stop-loss mechanisms across different timeframes and provides exit techniques, including percentage-based and risk-reward (RR) based take profit levels. Additionally, the strategy has also a feature that includes a built-in probability and sentiment function for traders who want to implement probabilities and market sentiment right into their trading strategies. Performance summary, weekly, and monthly tables enable quick visualization of performance metrics like net profit, maximum drawdown, compound annual growth rate (CAGR), profit factor, average trade, average risk-reward ratio (RR), and more. This aids optimization to meet specific goals and risk tolerance levels effectively. ----- How does the strategy perform for both investors and traders? The strategy has two main modes, tailored for different market participants: Traders and Investors. Trading: 1. Trading (1x): - Designed for traders looking to capitalize on bullish trending markets. - Utilizes a percentage risk per trade to manage risk and optimize returns. - Suitable for active trading with a focus on trend-following and risk management. - (1x) This mode ensures no stacking of positions, allowing for only one running position or trade at a time. ◓: Mode | %: Risk percentage per trade 2. Trading (2x): Similar to the 1x mode but allows for two pyramiding entries. This approach enables traders to increase their position size as the trade moves in their favor, potentially enhancing profits during strong bullish trends. ◓: Mode | %: Risk percentage per trade 3. Investing: - Geared towards investors who aim to capitalize on bullish trending markets without using leverage while mitigating the asset's maximum drawdown. - Utilizes 100% of the equity to buy, hold, and manage the asset. - Focuses on long-term growth and capital appreciation by fully investing in the asset during bullish conditions. - ◓: Mode | %: Risk not applied (In investing mode, the strategy uses 100% of equity to buy the asset) ----- What's the purpose of using moving averages in this strategy? What are the underlying calculations? Using moving averages is a widely-used technique to trade with the trend. The main purpose of using moving averages in this strategy is to filter out bearish price action and to only take trades when the price is trading ABOVE specified moving averages. The script uses different types of moving averages with user-adjustable timeframes and periods/lengths, allowing traders to try out different variations to maximize strategy performance and minimize drawdowns. By applying these calculations, the strategy effectively identifies bullish trends and avoids market conditions that are not conducive to profitable trades. The MA filter allows traders to choose whether they want a specific moving average above or below another one as their entry condition. This comparison filter can be turned on (>/<) or off. For example, you can set the filter so that MA#1 > MA#2, meaning the first moving average must be above the second one before the script looks for entry conditions. This adds an extra layer of trend confirmation, ensuring that trades are only taken in more favorable market conditions. MA #1: Fast MA | MA #2: Medium MA | MA #3: Slow MA ⍺: MA Period | Σ: MA Timeframe ----- What entry modes are used in this strategy? What are the underlying calculations? The strategy by default uses two different techniques for the entry criteria with user-adjustable left and right bars: Breakout and Fractal. 1. Breakout Entries : - The strategy looks for pivot high points with a default period of 3. - It stores the most recent high level in a variable. - When the price crosses above this most recent level, the strategy checks if all conditions are met and the bar is closed before taking the buy entry. ◧: Pivot high left bars period | ◨: Pivot high right bars period 2. Fractal Entries : - The strategy looks for pivot low points with a default period of 3. - When a pivot low is detected, the strategy checks if all conditions are met and the bar is closed before taking the buy entry. ◧: Pivot low left bars period | ◨: Pivot low right bars period By utilizing these entry modes, the strategy aims to capitalize on bullish price movements while ensuring that the necessary conditions are met to validate the entry points. ----- What type of stop-loss identification method are used in this strategy? What are the underlying calculations? Initial Stop-Loss: 1. ATR Based: The Average True Range (ATR) is a method used in technical analysis to measure volatility. It is not used to indicate the direction of price but to measure volatility, especially volatility caused by price gaps or limit moves. Calculation: - To calculate the ATR, the True Range (TR) first needs to be identified. The TR takes into account the most current period high/low range as well as the previous period close. The True Range is the largest of the following: - Current Period High minus Current Period Low - Absolute Value of Current Period High minus Previous Period Close - Absolute Value of Current Period Low minus Previous Period Close - The ATR is then calculated as the moving average of the TR over a specified period. (The default period is 14). Example - ATR (14) * 1.5 ⍺: ATR period | Σ: ATR Multiplier 2. ADR Based: The Average Day Range (ADR) is an indicator that measures the volatility of an asset by showing the average movement of the price between the high and the low over the last several days. Calculation: - To calculate the ADR for a particular day: - Calculate the average of the high prices over a specified number of days. - Calculate the average of the low prices over the same number of days. - Find the difference between these average values. - The default period for calculating the ADR is 14 days. A shorter period may introduce more noise, while a longer period may be slower to react to new market movements. Example - ADR (14) * 1.5 ⍺: ADR period | Σ: ADR Multiplier Application in Strategy: - The strategy calculates the current bar's ADR/ATR with a user-defined period. - It then multiplies the ADR/ATR by a user-defined multiplier to determine the initial stop-loss level. By using these methods, the strategy dynamically adjusts the initial stop-loss based on market volatility, helping to protect against adverse price movements while allowing for enough room for trades to develop. Trailing Stop-Loss: One of the key elements of this strategy is its ability to detec buyside and sellside liquidity levels across multiple timeframes to trail the stop-loss once the trade is in running profits. By utilizing this approach, the strategy allows enough room for price to run. There are two built-in trailing stop-loss (SL) options you can choose from while in a trade: 1. External Trailing Stop-Loss: - Uses sell-side liquidity to trail your stop-loss, allowing price to consolidate before continuation. This method is less aggressive and provides more room for price fluctuations. Example - External - Wick below the trailing SL - 12H trailing timeframe ⍺: Exit type | Σ: Trailing stop-loss timeframe 2. Internal Trailing Stop-Loss: - Uses the most recent swing low with a period of 2 to trail your stop-loss. This method is more aggressive compared to the external trailing stop-loss, as it tightens the stop-loss closer to the current price action. Example - Internal - Close below the trailing SL - 6H trailing timeframe ⍺: Exit type | Σ: Trailing stop-loss timeframe Each market behaves differently across various timeframes, and it is essential to test different parameters and optimizations to find out which trailing stop-loss method gives you the desired results and performance. ----- What type of break-even and take profit identification methods are used in this strategy? What are the underlying calculations? For Break-Even: - You can choose to set a break-even level at which your initial stop-loss moves to the entry price as soon as it hits, and your trailing stop-loss gets activated (if enabled). - You can select either a percentage (%) or risk-to-reward (RR) based break-even, allowing you to set your break-even level as a percentage amount above the entry price or based on RR. For TP1 (Take Profit 1): - You can choose to set a take profit level at which your position gets fully closed or 50% if the TP2 boolean is enabled. - Similar to break-even, you can select either a percentage (%) or risk-to-reward (RR) based take profit level, allowing you to set your TP1 level as a percentage amount above the entry price or based on RR. For TP2 (Take Profit 2): - You can choose to set a take profit level at which your position gets fully closed. - As with break-even and TP1, you can select either a percentage (%) or risk-to-reward (RR) based take profit level, allowing you to set your TP2 level as a percentage amount above the entry price or based on RR. The underlying calculations involve determining the price levels at which these actions are triggered. For break-even, it moves the initial stop-loss to the entry price and activate the trailing stop-loss once the break-even level is reached. For TP1 and TP2, it's specifying the price levels at which the position is partially or fully closed based on the chosen method (percentage or RR) above the entry price. These calculations are crucial for managing risk and optimizing profitability in the strategy. ⍺: BE/TP type (%/RR) | Σ: how many RR/% above the current price ----- What's the ADR filter? What does it do? What are the underlying calculations? The Average Day Range (ADR) measures the volatility of an asset by showing the average movement of the price between the high and the low over the last several days. The period of the ADR filter used in this strategy is tied to the same period you've used for your initial stop-loss. Users can define the minimum ADR they want to be met before the script looks for entry conditions. ADR Bias Filter: - Compares the current bar ADR with the ADR (Defined by user): - If the current ADR is higher, it indicates that volatility has increased compared to ADR (DbU).(⬆) - If the current ADR is lower, it indicates that volatility has decreased compared to ADR (DbU).(⬇) Calculations: 1. Calculate ADR: - Average the high prices over the specified period. - Average the low prices over the same period. - Find the difference between these average values in %. 2. Current ADR vs. ADR (DbU): - Calculate the ADR for the current bar. - Calculate the ADR (DbU). - Compare the two values to determine if volatility has increased or decreased. By using the ADR filter, the strategy ensures that trades are only taken in favorable market conditions where volatility meets the user's defined threshold, thus optimizing entry conditions and potentially improving the overall performance of the strategy. >: Minimum required ADR for entry | %: Current ADR comparison to ADR of 14 days ago. ----- What's the probability filter? What are the underlying calculations? The probability filter is designed to enhance trade entries by using buyside liquidity and probability analysis to filter out unfavorable conditions. This filter helps in identifying optimal entry points where the likelihood of a profitable trade is higher. Calculations: 1. Understanding Swing highs and Swing Lows Swing High: A Swing High is formed when there is a high with 2 lower highs to the left and right. Swing Low: A Swing Low is formed when there is a low with 2 higher lows to the left and right. 2. Understanding the purpose and the underlying calculations behind Buyside, Sellside and Equilibrium levels. 3. Understanding probability calculations 1. Upon the formation of a new range, the script waits for the price to reach and tap into equilibrium or the 50% level. Status: "⏸" - Inactive 2. Once equilibrium is tapped into, the equilibrium status becomes activated and it waits for either liquidity side to be hit. Status: "▶" - Active 3. If the buyside liquidity is hit, the script adds to the count of successful buyside liquidity occurrences. Similarly, if the sellside is tapped, it records successful sellside liquidity occurrences. 5. Finally, the number of successful occurrences for each side is divided by the overall count individually to calculate the range probabilities. Note: The calculations are performed independently for each directional range. A range is considered bearish if the previous breakout was through a sellside liquidity. Conversely, a range is considered bullish if the most recent breakout was through a buyside liquidity. Example - BSL > 50% ----- What's the sentiment Filter? What are the underlying calculations? Sentiment filter aims to calculate the percentage level of bullish or bearish fluctuations within equally divided price sections, in the latest price range. Calculations: This filter calculates the current sentiment by identifying the highest swing high and the lowest swing low, then evenly dividing the distance between them into percentage amounts. If the price is above the 50% mark, it indicates bullishness, whereas if it's below 50%, it suggests bearishness. Sentiment Bias Identification: Bullish Bias: The current price is trading above the 50% daily range. Bearish Bias: The current price is trading below the 50% daily range. Example - Sentiment Enabled | Bullish degree above 50% | Bullish sentimental bias >: Minimum required sentiment for entry | %: Current sentimental degree in a (Bullish/Bearish) sentimental bias ----- What's the range length Filter? What are the underlying calculations? The range length filter identifies the price distance between buyside and sellside liquidity levels in percentage terms. When enabled, the script only looks for entries when the minimum range length is met. This helps ensure that trades are taken in markets with sufficient price movement. Calculations: Range Length (%) = ( ( Buyside Level − Sellside Level ) / Current Price ) ×100 Range Bias Identification: Bullish Bias: The current range price has broken above the previous external swing high. Bearish Bias: The current range price has broken below the previous external swing low. Example - Range length filter is enabled | Range must be above 5% | Price must be in a bearish range >: Minimum required range length for entry | %: Current range length percentage in a (Bullish/Bearish) range ----- What's the day filter Filter, what does it do? The day filter allows users to customize the session time and choose the specific days they want to include in the strategy session. This helps traders tailor their strategies to particular trading sessions or days of the week when they believe the market conditions are more favorable for their trading style. Customize Session Time: Users can define the start and end times for the trading session. This allows the strategy to only consider trades within the specified time window, focusing on periods of higher market activity or preferred trading hours. Select Days: Users can select which days of the week to include in the strategy. This feature is useful for excluding days with historically lower volatility or unfavorable trading conditions (e.g., Mondays or Fridays). Benefits: Focus on Optimal Trading Periods: By customizing session times and days, traders can focus on periods when the market is more likely to present profitable opportunities. Avoid Unfavorable Conditions: Excluding specific days or times can help avoid trading during periods of low liquidity or high unpredictability, such as major news events or holidays. Increased Flexibility: The filter provides increased flexibility, allowing traders to adapt the strategy to their specific needs and preferences. Example - Day filter | Session Filter θ: Session time | Exchange time-zone ----- What tables are available in this script? Table Type: - Summary: Provides a general overview, displaying key performance parameters such as Net Profit, Profit Factor, Max Drawdown, Average Trade, Closed Trades, Compound Annual Growth Rate (CAGR), MAR and more. CAGR: It calculates the 'Compound Annual Growth Rate' first and last taken trades on your chart. The ​CAGR is a notional, annualized growth rate that assumes all profits are reinvested. It only takes into account the prices of the two end points — not drawdowns, so it does not calculate risk. It can be used as a yardstick to compare the performance of two strategies. Since it annualizes values, it requires a minimum 4H timeframe to display the CAGR value. annualizing returns over smaller periods of times doesn't produce very meaningful figures. MAR: Measure of return adjusted for risk: CAGR divided by Max Drawdown. Indicates how comfortable the system might be to trade. Higher than 0.5 is ideal, 1.0 and above is very good, and anything above 3.0 should be considered suspicious and you need to make sure the total number of trades are high enough by running a Deep Backtest in strategy tester. (available for TradingView Premium users.) Avg Trade: The sum of money gained or lost by the average trade generated by a strategy. Calculated by dividing the Net Profit by the overall number of closed trades. An important value since it must be large enough to cover the commission and slippage costs of trading the strategy and still bring a profit. MaxDD: Displays the largest drawdown of losses, i.e., the maximum possible loss that the strategy could have incurred among all of the trades it has made. This value is calculated separately for every bar that the strategy spends with an open position. Profit Factor: The amount of money a trading strategy made for every unit of money it lost (in the selected currency). This value is calculated by dividing gross profits by gross losses. Avg RR: This is calculated by dividing the average winning trade by the average losing trade. This field is not a very meaningful value by itself because it does not take into account the ratio of the number of winning vs losing trades, and strategies can have different approaches to profitability. A strategy may trade at every possibility in order to capture many small profits, yet have an average losing trade greater than the average winning trade. The higher this value is, the better, but it should be considered together with the percentage of winning trades and the net profit. Winrate: The percentage of winning trades generated by a strategy. Calculated by dividing the number of winning trades by the total number of closed trades generated by a strategy. Percent profitable is not a very reliable measure by itself. A strategy could have many small winning trades, making the percent profitable high with a small average winning trade, or a few big winning trades accounting for a low percent profitable and a big average winning trade. Most trend-following successful strategies have a percent profitability of 15-40% but are profitable due to risk management control. BE Trades: Number of break-even trades, excluding commission/slippage. Losing Trades: The total number of losing trades generated by the strategy. Winning Trades: The total number of winning trades generated by the strategy. Total Trades: Total number of taken traders visible your charts. Net Profit: The overall profit or loss (in the selected currency) achieved by the trading strategy in the test period. The value is the sum of all values from the Profit column (on the List of Trades tab), taking into account the sign. - Monthly: Displays performance data on a month-by-month basis, allowing users to analyze performance trends over each month. - Weekly: Displays performance data on a week-by-week basis, helping users to understand weekly performance variations. - OFF: Hides the performance table. Labels: - OFF: Hides labels in the performance table. - PnL: Shows the profit and loss of each trade individually, providing detailed insights into the performance of each trade. - Range: Shows the range length and Average Day Range (ADR), offering additional context about market conditions during each trade. Profit Color: - Allows users to set the color for representing profit in the performance table, helping to quickly distinguish profitable periods. Loss Color: - Allows users to set the color for representing loss in the performance table, helping to quickly identify loss-making periods. These customizable tables provide traders with flexible and detailed performance analysis, aiding in better strategy evaluation and optimization. ----- User-input styles and customizations: To facilitate studying historical data, all conditions and rules can be applied to your charts. By plotting background colors on your charts, you'll be able to identify what worked and what didn't in certain market conditions. Please note that all background colors in the style are disabled by default to enhance visualization. ----- How to Use This Algobuilder to Create a Profitable Edge and System: Choose Your Strategy mode: - Decide whether you are creating an investing strategy or a trading strategy. Select a Market: - Choose a one-sided market such as stocks, indices, or cryptocurrencies. Historical Data: - Ensure the historical data covers at least 10 years of price action for robust backtesting. Timeframe Selection: - Choose the timeframe you are comfortable trading with. It is strongly recommended to use a timeframe above 15 minutes to minimize the impact of commissions on your profits. Set Commission and Slippage: - Properly set the commission and slippage in the strategy properties according to your broker or prop firm specifications. Parameter Optimization: - Use trial and error to test different parameters until you find the performance results you are looking for in the summary table or, preferably, through deep backtesting using the strategy tester. Trade Count: - Ensure the number of trades is 100 or more; the higher, the better for statistical significance. Positive Average Trade: - Make sure the average trade value is above zero. (An important value since it must be large enough to cover the commission and slippage costs of trading the strategy and still bring a profit.) Performance Metrics: - Look for a high profit factor, MAR (Mar Ratio), CAGR (Compound Annual Growth Rate), and net profit with minimum drawdown. Ideally, aim for a drawdown under 20-30%, depending on your risk tolerance. Refinement and Optimization: - Try out different markets and timeframes. - Continue working on refining your edge using the available filters and components to further optimize your strategy. Automation: - Once you’re confident in your strategy, you can use the automation section to connect the algorithm to your broker or prop firm. - Trade a fully automated and backtested trading strategy, allowing for hands-free execution and management. ----- What makes this strategy original? 1. Incorporating direct integration of probabilities into the strategy. 2. Leveraging market sentiment to construct a profitable approach. 3. Utilizing built-in market structure-based trailing stop-loss mechanisms across various timeframes. 4. Offering both investing and trading strategies, facilitating optimization from different perspectives. 5. Automation for efficient execution. 6. Providing a summary table for instant access to key parameters of the strategy. ----- How to use automation? For Traders: 1. Ensure the strategy parameters are properly set based on your optimized parameters. 2. Enter your PineConnector License ID in the designated field. 3. Specify the desired risk level. 4. Provide the Metatrader symbol. 5. Check for chart updates to ensure the automation table appears on the top right corner, displaying your License ID, risk, and symbol. 6. Set up an alert with the strategy selected as Condition and the Message as {{strategy.order.alert_message}}. 7. Activate the Webhook URL in the Notifications section, setting it as the official PineConnector webhook address. 8. Double-check all settings on PineConnector to ensure the connection is successful. 9. Create the alert for entry/exit automation. For Investors: 1. Ensure the strategy parameters are properly set based on your optimized parameters. 2. Choose "Investing" in the user-input settings. 3. Create an alert with a specified name. 4. Customize the notifications tab to receive alerts via email. 5. Buying/selling alerts will be triggered instantly upon entry or exit order execution. ---- Strategy Properties This script backtest is done on 4H COINBASE:BTCUSD , using the following backtesting properties: Balance: $5000 Order Size: 10% of the equity Risk % per trade: 1% Commission: 0.04% (Default commission percentage according to TradingView competitions rules) Slippage: 75 ticks Pyramiding: 2 ----- Terms and Conditions | Disclaimer Our charting tools are provided for informational and educational purposes only and should not be construed as financial, investment, or trading advice. They are not intended to forecast market movements or offer specific recommendations. Users should understand that past performance does not guarantee future results and should not base financial decisions solely on historical data. Built-in components, features, and functionalities of our charting tools are the intellectual property of @Fractalyst Unauthorized use, reproduction, or distribution of these proprietary elements is prohibited. By continuing to use our charting tools, the user acknowledges and accepts the Terms and Conditions outlined in this legal disclaimer and agrees to respect our intellectual property rights and comply with all applicable laws and regulations.
Strategi Pine Script®
oleh Fractalyst
3
Supertrend Advance Pullback StrategyHandbook for the Supertrend Advance Strategy 1. Introduction Purpose of the Handbook: The main purpose of this handbook is to serve as a comprehensive guide for traders and investors who are looking to explore and harness the potential of the Supertrend Advance Strategy. In the rapidly changing financial market, having the right tools and strategies at one's disposal is crucial. Whether you're a beginner hoping to dive into the world of trading or a seasoned investor aiming to optimize and diversify your portfolio, this handbook offers the insights and methodologies you need. By the end of this guide, readers should have a clear understanding of how the Supertrend Advance Strategy works, its benefits, potential pitfalls, and practical application in various trading scenarios. Overview of the Supertrend Advance Pullback Strategy: At its core, the Supertrend Advance Strategy is an evolution of the popular Supertrend Indicator. Designed to generate buy and sell signals in trending markets, the Supertrend Indicator has been a favorite tool for many traders around the world. The Advance Strategy, however, builds upon this foundation by introducing enhanced mechanisms, filters, and methodologies to increase precision and reduce false signals. 1. Basic Concept: The Supertrend Advance Strategy relies on a combination of price action and volatility to determine the potential trend direction. By assessing the average true range (ATR) in conjunction with specific price points, this strategy aims to highlight the potential starting and ending points of market trends. 2. Methodology: Unlike the traditional Supertrend Indicator, which primarily focuses on closing prices and ATR, the Advance Strategy integrates other critical market variables, such as volume, momentum oscillators, and perhaps even fundamental data, to validate its signals. This multidimensional approach ensures that the generated signals are more reliable and are less prone to market noise. 3. Benefits: One of the main benefits of the Supertrend Advance Strategy is its ability to filter out false breakouts and minor price fluctuations, which can often lead to premature exits or entries in the market. By waiting for a confluence of factors to align, traders using this advanced strategy can increase their chances of entering or exiting trades at optimal points. 4. Practical Applications: The Supertrend Advance Strategy can be applied across various timeframes, from intraday trading to swing trading and even long-term investment scenarios. Furthermore, its flexible nature allows it to be tailored to different asset classes, be it stocks, commodities, forex, or cryptocurrencies. In the subsequent sections of this handbook, we will delve deeper into the intricacies of this strategy, offering step-by-step guidelines on its application, case studies, and tips for maximizing its efficacy in the volatile world of trading. As you journey through this handbook, we encourage you to approach the Supertrend Advance Strategy with an open mind, testing and tweaking it as per your personal trading style and risk appetite. The ultimate goal is not just to provide you with a new tool but to empower you with a holistic strategy that can enhance your trading endeavors. 2. Getting Started Navigating the financial markets can be a daunting task without the right tools. This section is dedicated to helping you set up the Supertrend Advance Strategy on one of the most popular charting platforms, TradingView. By following the steps below, you'll be able to integrate this strategy into your charts and start leveraging its insights in no time. Setting up on TradingView: TradingView is a web-based platform that offers a wide range of charting tools, social networking, and market data. Before you can apply the Supertrend Advance Strategy, you'll first need a TradingView account. If you haven't set one up yet, here's how: 1. Account Creation: • Visit TradingView's official website. • Click on the "Join for free" or "Sign up" button. • Follow the registration process, providing the necessary details and setting up your login credentials. 2. Navigating the Dashboard: • Once logged in, you'll be taken to your dashboard. Here, you'll see a variety of tools, including watchlists, alerts, and the main charting window. • To begin charting, type in the name or ticker of the asset you're interested in the search bar at the top. 3. Configuring Chart Settings: • Before integrating the Supertrend Advance Strategy, familiarize yourself with the chart settings. This can be accessed by clicking the 'gear' icon on the top right of the chart window. • Adjust the chart type, time intervals, and other display settings to your preference. Integrating the Strategy into a Chart: Now that you're set up on TradingView, it's time to integrate the Supertrend Advance Strategy. 1. Accessing the Pine Script Editor: • Located at the top-center of your screen, you'll find the "Pine Editor" tab. Click on it. • This is where custom strategies and indicators are scripted or imported. 2. Loading the Supertrend Advance Strategy Script: • Depending on whether you have the script or need to find it, there are two paths: • If you have the script: Copy the Supertrend Advance Strategy script, and then paste it into the Pine Editor. • If searching for the script: Click on the “Indicators” icon (looks like a flame) at the top of your screen, and then type “Supertrend Advance Strategy” in the search bar. If available, it will show up in the list. Simply click to add it to your chart. 3. Applying the Strategy: • After pasting or selecting the Supertrend Advance Strategy in the Pine Editor, click on the “Add to Chart” button located at the top of the editor. This will overlay the strategy onto your main chart window. 4. Configuring Strategy Settings: • Once the strategy is on your chart, you'll notice a small settings ('gear') icon next to its name in the top-left of the chart window. Click on this to access settings. • Here, you can adjust various parameters of the Supertrend Advance Strategy to better fit your trading style or the specific asset you're analyzing. 5. Interpreting Signals: • With the strategy applied, you'll now see buy/sell signals represented on your chart. Take time to familiarize yourself with how these look and behave over various timeframes and market conditions. 3. Strategy Overview What is the Supertrend Advance Strategy? The Supertrend Advance Strategy is a refined version of the classic Supertrend Indicator, which was developed to aid traders in spotting market trends. The strategy utilizes a combination of data points, including average true range (ATR) and price momentum, to generate buy and sell signals. In essence, the Supertrend Advance Strategy can be visualized as a line that moves with the price. When the price is above the Supertrend line, it indicates an uptrend and suggests a potential buy position. Conversely, when the price is below the Supertrend line, it hints at a downtrend, suggesting a potential selling point. Strategy Goals and Objectives: 1. Trend Identification: At the core of the Supertrend Advance Strategy is the goal to efficiently and consistently identify prevailing market trends. By recognizing these trends, traders can position themselves to capitalize on price movements in their favor. 2. Reducing Noise: Financial markets are often inundated with 'noise' - short-term price fluctuations that can mislead traders. The Supertrend Advance Strategy aims to filter out this noise, allowing for clearer decision-making. 3. Enhancing Risk Management: With clear buy and sell signals, traders can set more precise stop-loss and take-profit points. This leads to better risk management and potentially improved profitability. 4. Versatility: While primarily used for trend identification, the strategy can be integrated with other technical tools and indicators to create a comprehensive trading system. Type of Assets/Markets to Apply the Strategy: 1. Equities: The Supertrend Advance Strategy is highly popular among stock traders. Its ability to capture long-term trends makes it particularly useful for those trading individual stocks or equity indices. 2. Forex: Given the 24-hour nature of the Forex market and its propensity for trends, the Supertrend Advance Strategy is a valuable tool for currency traders. 3. Commodities: Whether it's gold, oil, or agricultural products, commodities often move in extended trends. The strategy can help in identifying and capitalizing on these movements. 4. Cryptocurrencies: The volatile nature of cryptocurrencies means they can have pronounced trends. The Supertrend Advance Strategy can aid crypto traders in navigating these often tumultuous waters. 5. Futures & Options: Traders and investors in derivative markets can utilize the strategy to make more informed decisions about contract entries and exits. It's important to note that while the Supertrend Advance Strategy can be applied across various assets and markets, its effectiveness might vary based on market conditions, timeframe, and the specific characteristics of the asset in question. As always, it's recommended to use the strategy in conjunction with other analytical tools and to backtest its effectiveness in specific scenarios before committing to trades. 4. Input Settings Understanding and correctly configuring input settings is crucial for optimizing the Supertrend Advance Strategy for any specific market or asset. These settings, when tweaked correctly, can drastically impact the strategy's performance. Grouping Inputs: Before diving into individual input settings, it's important to group similar inputs. Grouping can simplify the user interface, making it easier to adjust settings related to a specific function or indicator. Strategy Choice: This input allows traders to select from various strategies that incorporate the Supertrend indicator. Options might include "Supertrend with RSI," "Supertrend with MACD," etc. By choosing a strategy, the associated input settings for that strategy become available. Supertrend Settings: 1. Multiplier: Typically, a default value of 3 is used. This multiplier is used in the ATR calculation. Increasing it makes the Supertrend line further from prices, while decreasing it brings the line closer. 2. Period: The number of bars used in the ATR calculation. A common default is 7. EMA Settings (Exponential Moving Average): 1. Period: Defines the number of previous bars used to calculate the EMA. Common periods are 9, 21, 50, and 200. 2. Source: Allows traders to choose which price (Open, Close, High, Low) to use in the EMA calculation. RSI Settings (Relative Strength Index): 1. Length: Determines how many periods are used for RSI calculation. The standard setting is 14. 2. Overbought Level: The threshold at which the asset is considered overbought, typically set at 70. 3. Oversold Level: The threshold at which the asset is considered oversold, often at 30. MACD Settings (Moving Average Convergence Divergence): 1. Short Period: The shorter EMA, usually set to 12. 2. Long Period: The longer EMA, commonly set to 26. 3. Signal Period: Defines the EMA of the MACD line, typically set at 9. CCI Settings (Commodity Channel Index): 1. Period: The number of bars used in the CCI calculation, often set to 20. 2. Overbought Level: Typically set at +100, denoting overbought conditions. 3. Oversold Level: Usually set at -100, indicating oversold conditions. SL/TP Settings (Stop Loss/Take Profit): 1. SL Multiplier: Defines the multiplier for the average true range (ATR) to set the stop loss. 2. TP Multiplier: Defines the multiplier for the average true range (ATR) to set the take profit. Filtering Conditions: This section allows traders to set conditions to filter out certain signals. For example, one might only want to take buy signals when the RSI is below 30, ensuring they buy during oversold conditions. Trade Direction and Backtest Period: 1. Trade Direction: Allows traders to specify whether they want to take long trades, short trades, or both. 2. Backtest Period: Specifies the time range for backtesting the strategy. Traders can choose from options like 'Last 6 months,' 'Last 1 year,' etc. It's essential to remember that while default settings are provided for many of these tools, optimal settings can vary based on the market, timeframe, and trading style. Always backtest new settings on historical data to gauge their potential efficacy. 5. Understanding Strategy Conditions Developing an understanding of the conditions set within a trading strategy is essential for traders to maximize its potential. Here, we delve deep into the logic behind these conditions, using the Supertrend Advance Strategy as our focal point. Basic Logic Behind Conditions: Every strategy is built around a set of conditions that provide buy or sell signals. The conditions are based on mathematical or statistical methods and are rooted in the study of historical price data. The fundamental idea is to recognize patterns or behaviors that have been profitable in the past and might be profitable in the future. Buy and Sell Conditions: 1. Buy Conditions: Usually formulated around bullish signals or indicators suggesting upward price momentum. 2. Sell Conditions: Centered on bearish signals or indicators indicating downward price momentum. Simple Strategy: The simple strategy could involve using just the Supertrend indicator. Here: • Buy: When price closes above the Supertrend line. • Sell: When price closes below the Supertrend line. Pullback Strategy: This strategy capitalizes on price retracements: • Buy: When the price retraces to the Supertrend line after a bullish signal and is supported by another bullish indicator. • Sell: When the price retraces to the Supertrend line after a bearish signal and is confirmed by another bearish indicator. Indicators Used: EMA (Exponential Moving Average): • Logic: EMA gives more weight to recent prices, making it more responsive to current price movements. A shorter-period EMA crossing above a longer-period EMA can be a bullish sign, while the opposite is bearish. RSI (Relative Strength Index): • Logic: RSI measures the magnitude of recent price changes to analyze overbought or oversold conditions. Values above 70 are typically considered overbought, and values below 30 are considered oversold. MACD (Moving Average Convergence Divergence): • Logic: MACD assesses the relationship between two EMAs of a security’s price. The MACD line crossing above the signal line can be a bullish signal, while crossing below can be bearish. CCI (Commodity Channel Index): • Logic: CCI compares a security's average price change with its average price variation. A CCI value above +100 may mean the price is overbought, while below -100 might signify an oversold condition. And others... As the strategy expands or contracts, more indicators might be added or removed. The crucial point is to understand the core logic behind each, ensuring they align with the strategy's objectives. Logic Behind Each Indicator: 1. EMA: Emphasizes recent price movements; provides dynamic support and resistance levels. 2. RSI: Indicates overbought and oversold conditions based on recent price changes. 3. MACD: Showcases momentum and direction of a trend by comparing two EMAs. 4. CCI: Measures the difference between a security's price change and its average price change. Understanding strategy conditions is not just about knowing when to buy or sell but also about comprehending the underlying market dynamics that those conditions represent. As you familiarize yourself with each condition and indicator, you'll be better prepared to adapt and evolve with the ever-changing financial markets. 6. Trade Execution and Management Trade execution and management are crucial aspects of any trading strategy. Efficient execution can significantly impact profitability, while effective management can preserve capital during adverse market conditions. In this section, we'll explore the nuances of position entry, exit strategies, and various Stop Loss (SL) and Take Profit (TP) methodologies within the Supertrend Advance Strategy. Position Entry: Effective trade entry revolves around: 1. Timing: Enter at a point where the risk-reward ratio is favorable. This often corresponds to confirmatory signals from multiple indicators. 2. Volume Analysis: Ensure there's adequate volume to support the movement. Volume can validate the strength of a signal. 3. Confirmation: Use multiple indicators or chart patterns to confirm the entry point. For instance, a buy signal from the Supertrend indicator can be confirmed with a bullish MACD crossover. Position Exit Strategies: A successful exit strategy will lock in profits and minimize losses. Here are some strategies: 1. Fixed Time Exit: Exiting after a predetermined period. 2. Percentage-based Profit Target: Exiting after a certain percentage gain. 3. Indicator-based Exit: Exiting when an indicator gives an opposing signal. Percentage-based SL/TP: • Stop Loss (SL): Set a fixed percentage below the entry price to limit potential losses. • Example: A 2% SL on an entry at $100 would trigger a sell at $98. • Take Profit (TP): Set a fixed percentage above the entry price to lock in gains. • Example: A 5% TP on an entry at $100 would trigger a sell at $105. Supertrend-based SL/TP: • Stop Loss (SL): Position the SL at the Supertrend line. If the price breaches this line, it could indicate a trend reversal. • Take Profit (TP): One could set the TP at a point where the Supertrend line flattens or turns, indicating a possible slowdown in momentum. Swing high/low-based SL/TP: • Stop Loss (SL): For a long position, set the SL just below the recent swing low. For a short position, set it just above the recent swing high. • Take Profit (TP): For a long position, set the TP near a recent swing high or resistance. For a short position, near a swing low or support. And other methods... 1. Trailing Stop Loss: This dynamic SL adjusts with the price movement, locking in profits as the trade moves in your favor. 2. Multiple Take Profits: Divide the position into segments and set multiple TP levels, securing profits in stages. 3. Opposite Signal Exit: Exit when another reliable indicator gives an opposite signal. Trade execution and management are as much an art as they are a science. They require a blend of analytical skill, discipline, and intuition. Regularly reviewing and refining your strategies, especially in light of changing market conditions, is crucial to maintaining consistent trading performance. 7. Visual Representations Visual tools are essential for traders, as they simplify complex data into an easily interpretable format. Properly analyzing and understanding the plots on a chart can provide actionable insights and a more intuitive grasp of market conditions. In this section, we’ll delve into various visual representations used in the Supertrend Advance Strategy and their significance. Understanding Plots on the Chart: Charts are the primary visual aids for traders. The arrangement of data points, lines, and colors on them tell a story about the market's past, present, and potential future moves. 1. Data Points: These represent individual price actions over a specific timeframe. For instance, a daily chart will have data points showing the opening, closing, high, and low prices for each day. 2. Colors: Used to indicate the nature of price movement. Commonly, green is used for bullish (upward) moves and red for bearish (downward) moves. Trend Lines: Trend lines are straight lines drawn on a chart that connect a series of price points. Their significance: 1. Uptrend Line: Drawn along the lows, representing support. A break below might indicate a trend reversal. 2. Downtrend Line: Drawn along the highs, indicating resistance. A break above might suggest the start of a bullish trend. Filled Areas: These represent a range between two values on a chart, usually shaded or colored. For instance: 1. Bollinger Bands: The area between the upper and lower band is filled, giving a visual representation of volatility. 2. Volume Profile: Can show a filled area representing the amount of trading activity at different price levels. Stop Loss and Take Profit Lines: These are horizontal lines representing pre-determined exit points for trades. 1. Stop Loss Line: Indicates the level at which a trade will be automatically closed to limit losses. Positioned according to the trader's risk tolerance. 2. Take Profit Line: Denotes the target level to lock in profits. Set according to potential resistance (for long trades) or support (for short trades) or other technical factors. Trailing Stop Lines: A trailing stop is a dynamic form of stop loss that moves with the price. On a chart: 1. For Long Trades: Starts below the entry price and moves up with the price but remains static if the price falls, ensuring profits are locked in. 2. For Short Trades: Starts above the entry price and moves down with the price but remains static if the price rises. Visual representations offer traders a clear, organized view of market dynamics. Familiarity with these tools ensures that traders can quickly and accurately interpret chart data, leading to more informed decision-making. Always ensure that the visual aids used resonate with your trading style and strategy for the best results. 8. Backtesting Backtesting is a fundamental process in strategy development, enabling traders to evaluate the efficacy of their strategy using historical data. It provides a snapshot of how the strategy would have performed in past market conditions, offering insights into its potential strengths and vulnerabilities. In this section, we'll explore the intricacies of setting up and analyzing backtest results and the caveats one must be aware of. Setting Up Backtest Period: 1. Duration: Determine the timeframe for the backtest. It should be long enough to capture various market conditions (bullish, bearish, sideways). For instance, if you're testing a daily strategy, consider a period of several years. 2. Data Quality: Ensure the data source is reliable, offering high-resolution and clean data. This is vital to get accurate backtest results. 3. Segmentation: Instead of a continuous period, sometimes it's helpful to backtest over distinct market phases, like a particular bear or bull market, to see how the strategy holds up in different environments. Analyzing Backtest Results: 1. Performance Metrics: Examine metrics like the total return, annualized return, maximum drawdown, Sharpe ratio, and others to gauge the strategy's efficiency. 2. Win Rate: It's the ratio of winning trades to total trades. A high win rate doesn't always signify a good strategy; it should be evaluated in conjunction with other metrics. 3. Risk/Reward: Understand the average profit versus the average loss per trade. A strategy might have a low win rate but still be profitable if the average gain far exceeds the average loss. 4. Drawdown Analysis: Review the periods of losses the strategy could incur and how long it takes, on average, to recover. 9. Tips and Best Practices Successful trading requires more than just knowing how a strategy works. It necessitates an understanding of when to apply it, how to adjust it to varying market conditions, and the wisdom to recognize and avoid common pitfalls. This section offers insightful tips and best practices to enhance the application of the Supertrend Advance Strategy. When to Use the Strategy: 1. Market Conditions: Ideally, employ the Supertrend Advance Strategy during trending market conditions. This strategy thrives when there are clear upward or downward trends. It might be less effective during consolidative or sideways markets. 2. News Events: Be cautious around significant news events, as they can cause extreme volatility. It might be wise to avoid trading immediately before and after high-impact news. 3. Liquidity: Ensure you are trading in assets/markets with sufficient liquidity. High liquidity ensures that the price movements are more reflective of genuine market sentiment and not due to thin volume. Adjusting Settings for Different Markets/Timeframes: 1. Markets: Each market (stocks, forex, commodities) has its own characteristics. It's essential to adjust the strategy's parameters to align with the market's volatility and liquidity. 2. Timeframes: Shorter timeframes (like 1-minute or 5-minute charts) tend to have more noise. You might need to adjust the settings to filter out false signals. Conversely, for longer timeframes (like daily or weekly charts), you might need to be more responsive to genuine trend changes. 3. Customization: Regularly review and tweak the strategy's settings. Periodic adjustments can ensure the strategy remains optimized for the current market conditions. 10. Frequently Asked Questions (FAQs) Given the complexities and nuances of the Supertrend Advance Strategy, it's only natural for traders, both new and seasoned, to have questions. This section addresses some of the most commonly asked questions regarding the strategy. 1. What exactly is the Supertrend Advance Strategy? The Supertrend Advance Strategy is an evolved version of the traditional Supertrend indicator. It's designed to provide clearer buy and sell signals by incorporating additional indicators like EMA, RSI, MACD, CCI, etc. The strategy aims to capitalize on market trends while minimizing false signals. 2. Can I use the Supertrend Advance Strategy for all asset types? Yes, the strategy can be applied to various asset types like stocks, forex, commodities, and cryptocurrencies. However, it's crucial to adjust the settings accordingly to suit the specific characteristics and volatility of each asset type. 3. Is this strategy suitable for day trading? Absolutely! The Supertrend Advance Strategy can be adjusted to suit various timeframes, making it versatile for both day trading and long-term trading. Remember to fine-tune the settings to align with the timeframe you're trading on. 4. How do I deal with false signals? No strategy is immune to false signals. However, by combining the Supertrend with other indicators and adhering to strict risk management protocols, you can minimize the impact of false signals. Always use stop-loss orders and consider filtering trades with additional confirmation signals. 5. Do I need any prior trading experience to use this strategy? While the Supertrend Advance Strategy is designed to be user-friendly, having a foundational understanding of trading and market analysis can greatly enhance your ability to employ the strategy effectively. If you're a beginner, consider pairing the strategy with further education and practice on demo accounts. 6. How often should I review and adjust the strategy settings? There's no one-size-fits-all answer. Some traders adjust settings weekly, while others might do it monthly. The key is to remain responsive to changing market conditions. Regular backtesting can give insights into potential required adjustments. 7. Can the Supertrend Advance Strategy be automated? Yes, many traders use algorithmic trading platforms to automate their strategies, including the Supertrend Advance Strategy. However, always monitor automated systems regularly to ensure they're operating as intended. 8. Are there any markets or conditions where the strategy shouldn't be used? The strategy might generate more false signals in markets that are consolidative or range-bound. During significant news events or times of unexpected high volatility, it's advisable to tread with caution or stay out of the market. 9. How important is backtesting with this strategy? Backtesting is crucial as it allows traders to understand how the strategy would have performed in the past, offering insights into potential profitability and areas of improvement. Always backtest any new setting or tweak before applying it to live trades. 10. What if the strategy isn't working for me? No strategy guarantees consistent profits. If it's not working for you, consider reviewing your settings, seeking expert advice, or complementing the Supertrend Advance Strategy with other analysis methods. Remember, continuous learning and adaptation are the keys to trading success. Other comments Value of combining several indicators in this script and how they work together Diversification of Signals: Just as diversifying an investment portfolio can reduce risk, using multiple indicators can offer varied perspectives on potential price movements. Each indicator can capture a different facet of the market, ensuring that traders are not overly reliant on a single data point. Confirmation & Reduced False Signals: A common challenge with many indicators is the potential for false signals. By requiring confirmation from multiple indicators before acting, the chances of acting on a false signal can be significantly reduced. Flexibility Across Market Conditions: Different indicators might perform better under different market conditions. For example, while moving averages might excel in trending markets, oscillators like RSI might be more useful during sideways or range-bound conditions. A mashup strategy can potentially adapt better to varying market scenarios. Comprehensive Analysis: With multiple indicators, traders can gauge trend strength, momentum, volatility, and potential market reversals all at once, providing a holistic view of the market. How do the different indicators in the Supertrend Advance Strategy work together? Supertrend: This is primarily a trend-following indicator. It provides traders with buy and sell signals based on the volatility of the price. When combined with other indicators, it can filter out noise and give more weight to strong, confirmed trends. EMA (Exponential Moving Average): EMA gives more weight to recent price data. It can be used to identify the direction and strength of a trend. When the price is above the EMA, it's generally considered bullish, and vice versa. RSI (Relative Strength Index): An oscillator that measures the magnitude of recent price changes to evaluate overbought or oversold conditions. By cross-referencing with other indicators like EMA or MACD, traders can spot potential reversals or confirmations of a trend. MACD (Moving Average Convergence Divergence): This indicator identifies changes in the strength, direction, momentum, and duration of a trend in a stock's price. When the MACD line crosses above the signal line, it can be a bullish sign, and when it crosses below, it can be bearish. Pairing MACD with Supertrend can provide dual confirmation of a trend. CCI (Commodity Channel Index): Initially developed for commodities, CCI can indicate overbought or oversold conditions. It can be used in conjunction with other indicators to determine entry and exit points. In essence, the synergy of these indicators provides a balanced, comprehensive approach to trading. Each indicator offers its unique lens into market conditions, and when they align, it can be a powerful indication of a trading opportunity. This combination not only reduces the potential drawbacks of each individual indicator but leverages their strengths, aiming for more consistent and informed trading decisions. Backtesting and Default Settings • This indicator has been optimized to be applied for 1 hour-charts. However, the underlying principles of this strategy are supply and demand in the financial markets and the strategy can be applied to all timeframes. Daytraders can use the 1min- or 5min charts, swing-traders can use the daily charts. • This strategy has been designed to identify the most promising, highest probability entries and trades for each stock or other financial security. • The combination of the qualifiers results in a highly selective strategy which only considers the most promising swing-trading entries. As a result, you will normally only find a low number of trades for each stock or other financial security per year in case you apply this strategy for the daily charts. Shorter timeframes will result in a higher number of trades / year. • Consequently, traders need to apply this strategy for a full watchlist rather than just one financial security. • Default properties: RSI on (length 14, RSI buy level 50, sell level 50), EMA, RSI, MACD on, type of strategy pullback, SL/TP type: ATR (length 10, factor 3), trade direction both, quantity 5, take profit swing hl 5.1, highest / lowest lookback 2, enable ATR trail (ATR length 10, SL ATR multiplier 1.4, TP multiplier 2.1, lookback = 4, trade direction = both).
Strategi Pine Script®
oleh JS_TechTrading
1
Liquidity Trading Algorithm (LTA) The Liquidity Trading Algorithm is an algorithm designed to provide trade signals based on liquidity conditions in the market. The underlying algorithm is based on the Liquidity Dependent Price Movement (LDPM) metric and the Liquidity Dependent Price Stability (LDPS) algorithm. Together, LDPM and LDPS demonstrate statistically significant forecasting capabilities for price- action on equities, cryptocurrencies, and futures. LTA takes these liquidity measurements and translates them into actionable insights by way of entering or exiting a position based on the future outlooks, as measured by the current liquidity status. The benefit of LTA is that it can incorporate these powerful liquidity measurements into actionable insights with several features designed to help you tailor LTA's behavior and measurements to your desired vantage point. These customizable features come by the way of determining LTA's assessment style, and additional monitoring systems for avoiding bear and bull traps, along with various other quality of life features, discussed in more detail below. First, a few quick facts: - LTA is compatible on a wide array of instruments, including Equities, Futures, Cryptocurrencies, and Forex. - LTA is compatible on most intervals in so long as the data can be calculated appropriately, (be sure to do a backtest on timescales less than 1-minue to ensure the data can be computed). - LTA only measures liquidity at the end of the interval of the chart chosen, and does not respond to conditions during the candle interval, unless specified (such as with `Stops`). - LTA is interval-dependent, this means it will measure and behave differently on different intervals as the underlying algorithms are dependent on the interval chosen. - LTA can utilize fractional share sizing for cryptocurrencies. - LTA can be restricted to either bullish or bearish indications. - Additional Monitoring Systems are available for additional risk mitigation. In short, LTA is a widely applicable, unique algorithm designed to translate liquidity measurements into liquidity insights. Before getting more into the details, here is a quick list of the main features and settings available for customization: - Backtesting Start Date: Manual selection of the start date for the algorithm during backtesting. - Assessment Style: adjust how LDPM and LDPS measure and respond to changes in liquidity. - Impose Wait: force LTA to wait before entering or exiting a position to ensure conditions have remained conducive. - Trade Direction Allowance: Restrict LTA to only long or only short, if desired. - Position Sizing Method: determine how LTA calculates position sizing. - Fractional Share Sizing: allow LTA to calculate fractional share sizes for cryptocurrencies - Max Size Limit: Impose a maximum size on LTA's positions. - Initial Capital: Indicate how much capital LTA should stat with. - Portfolio Allotment: Indicate to LTA how much (in percentages) of the available balance should be considered when calculating position size. - Enact Additional Monitoring Systems: Indicate if LTA should impose additional safety criteria when monitoring liquidity. - Configure Take Profit, Stop-Loss, Trailing Stop Loss - Display Information tables on the current position, overall strategy performance, along with a text output showing LTA's processes. - Real-time text output and updates on LTA's inner workings. Let's get into some more of the details. LTA's Assessment Style LTA's assessment style determines how LTA collects and responds to changing data. In traditional terms, this is akin to (but not quite exactly the same as) the sensitivity versus specificity spectrum, whereby on one end (the sensitive end), an algorithm responds to changes in data in a reactive manner (which tends to lower its specificity, or how often it is correct in its indications), and on the other end, the opposite one, the algorithm foresakes quick changes for longevity of outlook. While this is in part true, it is not a full view of the underlying mechanisms that changing the assessment style augments. A better analogy would be that the sensitive end of the spectrum (`Aggressive`) is in a state such that the algorithm wants to changing its outlooks, and as such, with changes in data, the algorithm has to be convinced as to why that is not a good idea to change outlooks, whereas the the more specific states (`Conservative`, `Diamond`) must be convinced that their view is no longer valid and that it needs to be changed. This means the `Aggressive` and the `Diamond` settings fundamentally differ not just in their data collection, but also in the data processing such that the `Aggressive` decision tree has to be convinced that the data is the same (as its defualt is that it has changed), and the `Diamond` decision tree has to be convinced that the data is not the same, and as such, the outlook need changed. From there, the algorithm cooks through the data and determines to what the outlook should be changed to, given the current state of liquidity. `Balanced` lies in the middle of this balance, attempting to balance being open to new ideas while not removing the wisdom of the past, as it were. On a scale of most `sensitive` to most `specific`, it is as follows: `Aggressive`, `Balanced`, `Conservative`, `Diamond`. Functionally, these different modes can help in different liquidity environments, as certain environments are more conducive to an eager approach (such as found near `Aggressive`) or are more conducive to a more conservative approach, where sudden changes in liquidity are known to be short-lived and unremarkable (such as many previously identified bull or bear traps). For instance, on low interval views, it can often-times be beneficial to keep the algorithm towards the `Sensitive` end, since on the lower-timeframes, the crosswinds can change quite dramatically; whereas on the longer intervals, it may be useful to maintain a more `Specific` algorithm (such as found near `Diamond` mode) setting since longer intervals typically lend themselves to longer time-horizons, which themselves typically lend themselves to "weathering the storm", as it were. LTA's Assessment Style is also supported by the Additional Monitoring Systems which works to add sensitivity without sacrificing specificity by enacting a separate monitoring system, as described below. Additional Monitoring Systems The Additional Monitoring System (AMS) attempts to add more context to any changes in liquidity conditions as measured, such that LTA as a whole will have an expanded view into any rapidly changing liquidity conditions before these changes manifest in the traditional data streams. The ideal is that this allows for early exits or early entrances to positions "a head of time". The traditional use of this system is to indicate when liquidity is suggestive of the end of a particular run (be it a bear run or a bull run), so an early exit can be initiated (and thus, downside averted) even before the data officially showcase such changes. In such cases (when AMS becomes activated), the algorithm will signal to exit any open positions, and will restrict the opening of any new positions. When a position is exited because of AMS, it is denoted as an `Early Exit` and if a position is prevented from being entered, the text output will display `AM prevented entry...` to indicate that conditions are not meeting AMS' additional standards. The algorithm will wait to make any actions while `AMS` is `active` and will only enter into a new position once `AMS` has been `deactivated` and overall liquidity conditions are appropriate. Functionally, the benefits of AMS translate to: - Toggeling AMS on will typically see a net reduction in overall profitability, but - AMS will typically (almost always) reduce max drawdown, an increases in max runup, and increase return-over-maxdrawdown, and - AMS can provide benefit for equities that experience a lot of "traps" by navigating early entrance and early exits. So in short, AMS is way of adding an additional level of liquidity monitoring that attempts to exit positions if conditions look to be deteriorating, and to enter conditions if they look to be improving. The cost of this additional monitoring, however, is a greater number of trades indicated, and a lower overall profitability. Impose Wait Note: `Impose Wait` will not force Take Profit, Stop Loss, or Trailing Stop Loss to wait. LTA can be indicated to `wait` before entering or exiting a position if desired. This means that if conditions change, whereas without a `wait` imposed, the algorithm would immediately indicate this change via a signal to alter the strategy's position, with a `wait` imposed, the algorithm will `wait` the indicated number of bars, and then re-check conditions before proceeding. If, while waiting, conditions change to a state that is no longer compatible with the "order-in- waiting", then the order-in-waiting is removed, and the counts reset (i.e.: conditions must remain favorable to the intended positional change throughout the wait period). Since LTA works at the end-of-intervals, there is an inherently "built-in" wait of 1 bar when switching directly from long to short (i.e.: if a full switch is indicated, then it is indicated as conditions change -> exit new position -> wait until -> check conditions -> enter new position as indicated). Thus, to impose a wait of `1 bar` would be to effectively have a total of two candles' ends prior to the entrance of the new position). There are two main styles of `Impose Wait` that you can utilize: - `Wait` : this mode will cause LTA to `wait` when both entering and exiting a position (in so long as it is not an exit signaled via a Take Profit, Stop Loss or Trailing Stop Loss). - `Exit-Wait` : This mode will >not< cause LTA to `wait` if conditions require the closing of a position, but will force LTA to wait before entering into a position. Position: In addition to the availability to restrict LTA to either a long-only or short-only strategy, LTA also comprises additional flexibility when deciding on how it should navigate the markets with regards to sizing. Notably, this flexibility benefits several aspects of LTA's existence, namely the ability to determine the `Sizing Method`, or if `Fractional Share Sizing` should be employed, and more, as discussed below. Position Sizing Method There are two main ways LTA can determine the size of a position. Either via the `Fixed-Share` choice, or the `Fixed-Percentage` choice. - `Fixed-Share` will use the amount indicated in the `Max Sizing Limit` field as the position size, always. Note: With `Fixed-Share` sizing, LTA will >not< check if the balance is sufficient prior to signaling an entrance. - `Fixed-Percentage` will use the percentage amount indicated in the `Portfolio Allotment` field as the percentage of available funds to use when calculating the position size. Additionally, with the `Fixed-Percentage` choice, you can set the `Max Sizing Limit` if desired, which will ensure that no position will be entered greater than the amount indicated in the field. Fractional Share Sizing If the underlying instrument supports it (typically only cryptocurrencies), share sizing can be fractionalized. If this is done, the resulting positin size is rounded to `4 digits`. This means any position with a size less than `0.00005` will be rounded to `0.0000` Note: Ensure that the underlying instrument supports fractional share sizing prior to initiating. Max Sizing Limit As discussed above, the `Max Sizing Limit` will determine: - The position size for every position, if `Sizing Method : Fixed-Share` is utilized, or - The maximum allowed size, regardless of available capital, if `Sizing Method : Fixed-Percentage` is utilized. Note: There is an internal maximum of 100,000 units. Initial Capital Note: There are 2 `Initial Capital` settings; one in LTA's settings and one in the `Properties` tab. Ensure these two are the same when doing backtesting. The initial capital field will be used to determine the starting balanace of the strategy, and is used to calculate the internal data reporting (the data tables). Portfolio Allotment You can specify how much of the total available balance should be used when calculating the share size. The default is 100%. Stops Note: Stops over-ride `AMS` and `Impose Wait`, and are not restricted to only the end-of-candle and will occur instantaneously upon their activation. Neither `AMS` nor `Impose Wait` can over-ride a signal from a `Take-Profit`, `Stop-Loss`, or a `Trailing-Stop Loss`. LTA enhouses three stops that can be configured, a `Take-Profit`, a `Stop-Loss` and a `Trailing-Stop Loss`. The configurations can be set in the settings in percent terms. These exit signals will always over-ride AMS or any other restrictions on position exit. Their configuration is rather standard; set the percentages you want the signal to be sent at and so it will be done. Some quick notes on the `Trailing-Stop Loss`: - The activation percentage must be reached (in profits) prior to the `Traililng-Stop Loss` from activating the downside protection. For example, if the `Activation Percentage` is 10%, then unless the position reaches (at any point) a 10% profit, then it will not signal any exits on the downside, should it occur. - The downside price-point is continuously updated and is calculated from the maximum profit reached in the given position and the loss percentage placed in the appropriate field. Data Tables and Data Output LTA provides real-time data output through a variety of mechanisms: - `Position Table` The `Position Table` displays information about the current position, including: > Position Duration : how long the position has been open for. > Indicates if the side is Long or Short, depending on if it is long or short. > Entry Price: the price the position was entered at. > Current Price (% Dif): the current price of the underlying and the %-difference between the entry price and the current price. > Max Profit ($/%): the maximum profit reached in $ and % terms. > Current PnL ($/%) : the current PnL for the open position. - `Performance Table` The `Performance Table` displays information regarding the overall performance of the algorithm since its `Start Date`. These data include: > Initial Equity ($): The initial equity the algorithm started with. > Current Equity ($): The current total equity of the account (including open positions) > Net Profits ($|%) : The overall net profit in $ and % terms. > Long / Short Trade Counts: The respective trade counts for the positions entered. > Total Closed Trades: The running sum of the number of trades closed. > Profitability: The calculation of the number of profitable trades over the total number of trades. > Avg. Profit / Trade: The calculation of the average profit per trade in both $ and % terms. > Avg. Loss / Trade: The calculation of the average loss per trade in both $ and % terms. > Max Run-Up: The maximum run-up the algorithm has seen in both $ and % terms. > Max Drawdown: The maximum draw-down the algorithm has seen in both $ and % terms. > Return-Over-Max-Drawdown: the ratio of the maximum drawdown against the current net profits. - `Text Output` LTA will output, if desired, signals to the text output field every time it analysis or performs and action. These messages can include information such as: " 08:00:00 >> AM Protocol activated ... exiting position ... 08:00:00 >> Exit Order Created for qty: 2, profit: 380 (4.34%) ... 09:30:00 >> Checking conditions ... 09:30:00 >> AM protocol prevented entry ... waiting ... " This way, you can keep an eye out on what is happening "under the hood", as it were. LTA will produce a message at the end of its assessment at the end of each candle interval, as well as when a position is exited due to a `Stop` or due to `AMS` being activated. Additionally, the `Text Output` includes a initial message, but for space-constraints, this can be toggled off with the `Blank Text Output` option within LTA's configurations. For additional information, please refer to the Author's Instructions below.
Strategi Pine Script®
oleh DeepDiveStocks
2
Uhl MA System - Strategy AnalysisThe Uhl MA crossover system was specifically designed to provide an adaptive MA crossover system that didn't committed the same errors of more classical MA systems. This crossover system is based on a fast and a slow moving average, with the slow moving average being the corrected moving average (CMA) originally proposed by Andreas Uhl, and the fast moving average being the corrected trend step (CTS) which is also based on the corrected moving average design. For more information see : In this post, the performances of this system are analyzed on various markets. Setup And Rules The analysis is solely based on the indicator signals, therefore no spread is applied. Constant position sizing is used. The strategy will be backtested on the 15 minute time-frame. The mult setting is discarded, the default setting used for length is 100. Here are the rules of our strategy : long: CTS crossover CMA short: CTS crossunder CMA Results And Data EURUSD: Net Profit: $ 0.08 Total number of trades: 99 Profitability: 35.35 % Profit Factor: 1.834 Max Drawdown: $ 0.01 EURUSD behaved pretty well, and was most of time showing long term trends without exhibiting particularly tricky structures, the moving averages still did cross during ranging phases, since march 9 we can see a downtrend with more pronounced cyclical variations (retracements) that could potentially lead to loosing trades. BTCUSD: Net Profit: $ 4371.57 Total number of trades: 94 Profitability: 32.98 % Profit Factor: 1.749 Max Drawdown: $ 1409.96 The strategy didn't started well, producing its largest drawdown after only a few trades, the strategy still managed to recover. BTCUSD exhibited a strong downtrend, the strategy profited from that to recover, signals still occurred on ranging phases, and where mostly caused by a short term volatile move, unfortunately the CMA can converge toward ranging/flat price zones where false signals might occur at higher frequency. AMD: Net Profit: $ 16.09 Total number of trades: 95 Profitability: 29.47 % Profit Factor: 1.288 Max Drawdown: $ 20.11 On AMD the strategy started relatively well with a raising balance, then the balance quickly fallen, this downtrend in the balance lasted quite some time (almost 48 trades), the strategy finally recovered in Nov 2019 and the balance made a new highest high at the end of February. AMD had numerous trends during the backtesting period, yet results are poor. AAPL: Net Profit: $ -28.17 Total number of trades: 89 Profitability: 28.09 % Profit Factor: 0.894 Max Drawdown: $ 63.21 AAPL show the poorest results so far, with a stationary balance around the initial capital (in short the evolution of the balance is not showing any particular trend and oscillate around the initial capital value). AAPL had some significant retracements in its up-trend, which triggered some trades (of course), and the ranging period from Jan 24 to Feb 13 heavily damaged the strategy performance, generating 6 significant loosing trades. AAPL show the worst results so far, mostly due by ranging phases. Conclusions The Uhl MA crossover system strategy has been tested and based on the results don't show particularly interesting performances, and might even be outperformed by simpler MA systems that prove to be more robust against ranging markets. The total number of executed trades are on average 94, and the profitability is on average 31%. The strategy might prove more interesting if we can correct the behavior of the CMA, who sometimes converged toward ranging/flat markets.
Strategi Pine Script®
oleh alexgrover
7
Destroyer LifeDestroyer Life Strategy - High-Frequency Long & Short Trading Overview: The Destroyer Life strategy is an advanced cryptocurrency trading algorithm designed for high-frequency execution on the 15-second timeframe. It combines CRT (Candle Range Trend) and Turtle Soup trading logic with multi-timeframe analysis to optimize entries and exits for both long and short trades. This strategy is specifically optimized for high-volatility crypto pairs, such as SOL/USD on MEXC, ensuring precise execution with minimal drawdown. Key Features: 15-Second Timeframe Execution: Optimized for ultra-short-term trading. Long & Short Strategy: Simultaneously identifies profitable buy and sell opportunities. CRT & Turtle Soup Logic: Leverages price action patterns for enhanced trade accuracy. Higher Timeframe Analysis (HTF): Incorporates liquidity zones, fair value gaps (FVG), and breaker blocks for context-aware trading. Dynamic Position Sizing: Uses an adjustable leverage multiplier for risk-controlled trade sizing. Commission Optimization: Ensures profitability even with trading fees. Strict Risk Management: Implements exit conditions based on liquidity structure and trend reversals. Strategy Performance (Backtested on SOL/USD - MEXC): Overall Profitability: ~80% win rate in backtesting. Net Profit: $3,151.12 (6.30% ROI). Gross Profit: $3,795.68 (7.59%). Gross Loss: $644.56 (1.29%). Long Trades Profit: $1,459.05 (2.92%). Short Trades Profit: $1,692.07 (3.38%). Commission Paid: $924.82. Minimum Trade Holding Period: 1-minute cooldown between trades. Trading Logic: Entry Conditions: Long Trades: Triggered when the price enters a liquidity void and aligns with higher timeframe bullish bias. Short Trades: Triggered when price approaches a resistance level with bearish higher timeframe confluence. CRT & Turtle Soup Patterns: Identifies reversals by analyzing breakout and fake-out structures. Exit Conditions: Long Positions Close: Upon price exceeding a 3.88% profit threshold or reversing below an HTF structure. Short Positions Close: Upon reaching a similar 3.88% threshold or showing strong bullish signals. Dynamic Position Sizing: Uses a leverage-based calculation that adapts trade size based on volatility. Liquidity Awareness: Tracks Mitigation Blocks (MB), Fair Value Gaps (FVG), Buy/Sell-Side Liquidity (BSL/SSL) to determine optimal execution. Best Use Cases: Scalpers & High-Frequency Traders: Those looking for rapid trade execution with short holding periods. Crypto Traders Focused on Low Timeframes: Optimized for 15-second price action. Traders Utilizing Liquidity Concepts: Built to exploit liquidity traps and inefficiencies. Risks & Considerations: High-Frequency Execution Requires Low Latency: Ensure your broker or exchange supports fast order execution. Backtested Results May Vary: Real-time performance depends on market conditions. Commission & Fees Impact Profits: Consider exchanges with low fees to maximize strategy efficiency. Final Thoughts: The Destroyer Life Strategy is designed for serious traders looking to take advantage of high-volatility markets with a structured, liquidity-based approach. By combining price action, liquidity concepts, and adaptive risk management, it provides a solid framework for executing high-probability trades on crypto markets. 🚀 Ready to take your trading to the next level? Try Destroyer Life today and dominate the markets!
Strategi Pine Script®
oleh jdestroyerlife
6
Dskyz (DAFE) Adaptive Regime - Quant Machine ProDskyz (DAFE) Adaptive Regime - Quant Machine Pro: Buckle up for the Dskyz (DAFE) Adaptive Regime - Quant Machine Pro, is a strategy that’s your ultimate edge for conquering futures markets like ES, MES, NQ, and MNQ. This isn’t just another script—it’s a quant-grade powerhouse, crafted with precision to adapt to market regimes, deliver multi-factor signals, and protect your capital with futures-tuned risk management. With its shimmering DAFE visuals, dual dashboards, and glowing watermark, it turns your charts into a cyberpunk command center, making trading as thrilling as it is profitable. Unlike generic scripts clogging up the space, the Adaptive Regime is a DAFE original, built from the ground up to tackle the chaos of futures trading. It identifies market regimes (Trending, Range, Volatile, Quiet) using ADX, Bollinger Bands, and HTF indicators, then fires trades based on a weighted scoring system that blends candlestick patterns, RSI, MACD, and more. Add in dynamic stops, trailing exits, and a 5% drawdown circuit breaker, and you’ve got a system that’s as safe as it is aggressive. Whether you’re a newbie or a prop desk pro, this strat’s your ticket to outsmarting the markets. Let’s break down every detail and see why it’s a must-have. Why Traders Need This Strategy Futures markets are a gauntlet—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional traps that punish the unprepared. Meanwhile, platforms are flooded with low-effort scripts that recycle old ideas with zero innovation. The Adaptive Regime stands tall, offering: Adaptive Intelligence: Detects market regimes (Trending, Range, Volatile, Quiet) to optimize signals, unlike one-size-fits-all scripts. Multi-Factor Precision: Combines candlestick patterns, MA trends, RSI, MACD, volume, and HTF confirmation for high-probability trades. Futures-Optimized Risk: Calculates position sizes based on $ risk (default: $300), with ATR or fixed stops/TPs tailored for ES/MES. Bulletproof Safety: 5% daily drawdown circuit breaker and trailing stops keep your account intact, even in chaos. DAFE Visual Mastery: Pulsing Bollinger Band fills, dynamic SL/TP lines, and dual dashboards (metrics + position) make signals crystal-clear and charts a work of art. Original Craftsmanship: A DAFE creation, built with community passion, not a rehashed clone of generic code. Traders need this because it’s a complete, adaptive system that blends quant smarts, user-friendly design, and DAFE flair. It’s your edge to trade with confidence, cut through market noise, and leave the copycats in the dust. Strategy Components 1. Market Regime Detection The strategy’s brain is its ability to classify market conditions into five regimes, ensuring signals match the environment. How It Works: Trending (Regime 1): ADX > 20, fast/slow EMA spread > 0.3x ATR, HTF RSI > 50 or MACD bullish (htf_trend_bull/bear). Range (Regime 2): ADX < 25, price range < 3% of close, no HTF trend. Volatile (Regime 3): BB width > 1.5x avg, ATR > 1.2x avg, HTF RSI overbought/oversold. Quiet (Regime 4): BB width < 0.8x avg, ATR < 0.9x avg. Other (Regime 5): Default for unclear conditions. Indicators: ADX (14), BB width (20), ATR (14, 50-bar SMA), HTF RSI (14, daily default), HTF MACD (12,26,9). Why It’s Brilliant: Regime detection adapts signals to market context, boosting win rates in trending or volatile conditions. HTF RSI/MACD add a big-picture filter, rare in basic scripts. Visualized via gradient background (green for Trending, orange for Range, red for Volatile, gray for Quiet, navy for Other). 2. Multi-Factor Signal Scoring Entries are driven by a weighted scoring system that combines candlestick patterns, trend, momentum, and volume for robust signals. Candlestick Patterns: Bullish: Engulfing (0.5), hammer (0.4 in Range, 0.2 else), morning star (0.2), piercing (0.2), double bottom (0.3 in Volatile, 0.15 else). Must be near support (low ≤ 1.01x 20-bar low) with volume spike (>1.5x 20-bar avg). Bearish: Engulfing (0.5), shooting star (0.4 in Range, 0.2 else), evening star (0.2), dark cloud (0.2), double top (0.3 in Volatile, 0.15 else). Must be near resistance (high ≥ 0.99x 20-bar high) with volume spike. Logic: Patterns are weighted higher in specific regimes (e.g., hammer in Range, double bottom in Volatile). Additional Factors: Trend: Fast EMA (20) > slow EMA (50) + 0.5x ATR (trend_bull, +0.2); opposite for trend_bear. RSI: RSI (14) < 30 (rsi_bull, +0.15); > 70 (rsi_bear, +0.15). MACD: MACD line > signal (12,26,9, macd_bull, +0.15); opposite for macd_bear. Volume: ATR > 1.2x 50-bar avg (vol_expansion, +0.1). HTF Confirmation: HTF RSI < 70 and MACD bullish (htf_bull_confirm, +0.2); RSI > 30 and MACD bearish (htf_bear_confirm, +0.2). Scoring: bull_score = sum of bullish factors; bear_score = sum of bearish. Entry requires score ≥ 1.0. Example: Bullish engulfing (0.5) + trend_bull (0.2) + rsi_bull (0.15) + htf_bull_confirm (0.2) = 1.05, triggers long. Why It’s Brilliant: Multi-factor scoring ensures signals are confirmed by multiple market dynamics, reducing false positives. Regime-specific weights make patterns more relevant (e.g., hammers shine in Range markets). HTF confirmation aligns with the big picture, a quant edge over simplistic scripts. 3. Futures-Tuned Risk Management The risk system is built for futures, calculating position sizes based on $ risk and offering flexible stops/TPs. Position Sizing: Logic: Risk per trade (default: $300) ÷ (stop distance in points * point value) = contracts, capped at max_contracts (default: 5). Point value = tick value (e.g., $12.5 for ES) * ticks per point (4) * contract multiplier (1 for ES, 0.1 for MES). Example: $300 risk, 8-point stop, ES ($50/point) → 0.75 contracts, rounded to 1. Impact: Precise sizing prevents over-leverage, critical for micro contracts like MES. Stops and Take-Profits: Fixed: Default stop = 8 points, TP = 16 points (2:1 reward/risk). ATR-Based: Stop = 1.5x ATR (default), TP = 3x ATR, enabled via use_atr_for_stops. Logic: Stops set at swing low/high ± stop distance; TPs at 2x stop distance from entry. Impact: ATR stops adapt to volatility, while fixed stops suit stable markets. Trailing Stops: Logic: Activates at 50% of TP distance. Trails at close ± 1.5x ATR (atr_multiplier). Longs: max(trail_stop_long, close - ATR * 1.5); shorts: min(trail_stop_short, close + ATR * 1.5). Impact: Locks in profits during trends, a game-changer in volatile sessions. Circuit Breaker: Logic: Pauses trading if daily drawdown > 5% (daily_drawdown = (max_equity - equity) / max_equity). Impact: Protects capital during black swan events (e.g., April 27, 2025 ES slippage). Why It’s Brilliant: Futures-specific inputs (tick value, multiplier) make it plug-and-play for ES/MES. Trailing stops and circuit breaker add pro-level safety, rare in off-the-shelf scripts. Flexible stops (ATR or fixed) suit different trading styles. 4. Trade Entry and Exit Logic Entries and exits are precise, driven by bull_score/bear_score and protected by drawdown checks. Entry Conditions: Long: bull_score ≥ 1.0, no position (position_size <= 0), drawdown < 5% (not pause_trading). Calculates contracts, sets stop at swing low - stop points, TP at 2x stop distance. Short: bear_score ≥ 1.0, position_size >= 0, drawdown < 5%. Stop at swing high + stop points, TP at 2x stop distance. Logic: Tracks entry_regime for PNL arrays. Closes opposite positions before entering. Exit Conditions: Stop-Loss/Take-Profit: Hits stop or TP (strategy.exit). Trailing Stop: Activates at 50% TP, trails by ATR * 1.5. Emergency Exit: Closes if price breaches stop (close < long_stop_price or close > short_stop_price). Reset: Clears stop/TP prices when flat (position_size = 0). Why It’s Brilliant: Score-based entries ensure multi-factor confirmation, filtering out weak signals. Trailing stops maximize profits in trends, unlike static exits in basic scripts. Emergency exits add an extra safety layer, critical for futures volatility. 5. DAFE Visuals The visuals are pure DAFE magic, blending function with cyberpunk flair to make signals intuitive and charts stunning. Shimmering Bollinger Band Fill: Display: BB basis (20, white), upper/lower (green/red, 45% transparent). Fill pulses (30–50 alpha) by regime, with glow (60–95 alpha) near bands (close ≥ 0.995x upper or ≤ 1.005x lower). Purpose: Highlights volatility and key levels with a futuristic glow. Visuals make complex regimes and signals instantly clear, even for newbies. Pulsing effects and regime-specific colors add a DAFE signature, setting it apart from generic scripts. BB glow emphasizes tradeable levels, enhancing decision-making. Chart Background (Regime Heatmap): Green — Trending Market: Strong, sustained price movement in one direction. The market is in a trend phase—momentum follows through. Orange — Range-Bound: Market is consolidating or moving sideways, with no clear up/down trend. Great for mean reversion setups. Red — Volatile Regime: High volatility, heightened risk, and larger/faster price swings—trade with caution. Gray — Quiet/Low Volatility: Market is calm and inactive, with small moves—often poor conditions for most strategies. Navy — Other/Neutral: Regime is uncertain or mixed; signals may be less reliable. Bollinger Bands Glow (Dynamic Fill): Neon Red Glow — Warning!: Price is near or breaking above the upper band; momentum is overstretched, watch for overbought conditions or reversals. Bright Green Glow — Opportunity!: Price is near or breaking below the lower band; market could be oversold, prime for bounce or reversal. Trend Green Fill — Trending Regime: Fills between bands with green when the market is trending, showing clear momentum. Gold/Yellow Fill — Range Regime: Fills with gold/aqua in range conditions, showing the market is sideways/oscillating. Magenta/Red Fill — Volatility Spike: Fills with vivid magenta/red during highly volatile regimes. Blue Fill — Neutral/Quiet: A soft blue glow for other or uncertain market states. Moving Averages: Display: Blue fast EMA (20), red slow EMA (50), 2px. Purpose: Shows trend direction, with trend_dir requiring ATR-scaled spread. Dynamic SL/TP Lines: Display: Pulsing colors (red SL, green TP for Trending; yellow/orange for Range, etc.), 3px, with pulse_alpha for shimmer. Purpose: Tracks stops/TPs in real-time, color-coded by regime. 6. Dual Dashboards Two dashboards deliver real-time insights, making the strat a quant command center. Bottom-Left Metrics Dashboard (2x13): Metrics: Mode (Active/Paused), trend (Bullish/Bearish/Neutral), ATR, ATR avg, volume spike (YES/NO), RSI (value + Oversold/Overbought/Neutral), HTF RSI, HTF trend, last signal (Buy/Sell/None), regime, bull score. Display: Black (29% transparent), purple title, color-coded (green for bullish, red for bearish). Purpose: Consolidates market context and signal strength. Top-Right Position Dashboard (2x7): Metrics: Regime, position side (Long/Short/None), position PNL ($), SL, TP, daily PNL ($). Display: Black (29% transparent), purple title, color-coded (lime for Long, red for Short). Purpose: Tracks live trades and profitability. Why It’s Brilliant: Dual dashboards cover market context and trade status, a rare feature. Color-coding and concise metrics guide beginners (e.g., green “Buy” = go). Real-time PNL and SL/TP visibility empower disciplined trading. 7. Performance Tracking Logic: Arrays (regime_pnl_long/short, regime_win/loss_long/short) track PNL and win/loss by regime (1–5). Updated on trade close (barstate.isconfirmed). Purpose: Prepares for future adaptive thresholds (e.g., adjust bull_score min based on regime performance). Why It’s Brilliant: Lays the groundwork for self-optimizing logic, a quant edge over static scripts. Key Features Regime-Adaptive: Optimizes signals for Trending, Range, Volatile, Quiet markets. Futures-Optimized: Precise sizing for ES/MES with tick-based risk inputs. Multi-Factor Signals: Candlestick patterns, RSI, MACD, and HTF confirmation for robust entries. Dynamic Exits: ATR/fixed stops, 2:1 TPs, and trailing stops maximize profits. Safe and Smart: 5% drawdown breaker and emergency exits protect capital. DAFE Visuals: Shimmering BB fill, pulsing SL/TP, and dual dashboards. Backtest-Ready: Fixed qty and tick calc for accurate historical testing. How to Use Add to Chart: Load on a 5min ES/MES chart in TradingView. Configure Inputs: Set instrument (ES/MES), tick value ($12.5/$1.25), multiplier (1/0.1), risk ($300 default). Enable ATR stops for volatility. Monitor Dashboards: Bottom-left for regime/signals, top-right for position/PNL. Backtest: Run in strategy tester to compare regimes. Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Try April 28, 2025 NQ drop to see regime shifts and stops. Disclaimer Trading futures involves significant risk of loss and is not suitable for all investors. Past performance does not guarantee future results. Backtest results may differ from live trading due to slippage, fees, or market conditions. Use this strategy at your own risk, and consult a financial advisor before trading. Dskyz (DAFE) Trading Systems is not responsible for any losses incurred. Backtesting: Frame: 2023-09-20 - 2025-04-29 Slippage: 3 Fee Typical Range (per side, per contract) CME Exchange $1.14 – $1.20 Clearing $0.10 – $0.30 NFA Regulatory $0.02 Firm/Broker Commis. $0.25 – $0.80 (retail prop) TOTAL $1.60 – $2.30 per side Round Turn: (enter+exit) = $3.20 – $4.60 per contract Final Notes The Dskyz (DAFE) Adaptive Regime - Quant Machine Pro is more than a strategy—it’s a revolution. Crafted with DAFE’s signature precision, it rises above generic scripts with adaptive regimes, quant-grade signals, and visuals that make trading a thrill. Whether you’re scalping MES or swinging ES, this system empowers you to navigate markets with confidence and style. Join the DAFE crew, light up your charts, and let’s dominate the futures game! (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
Strategi Pine Script®
oleh DskyzInvestments
[Joy] Jasmine Strategy for Bitcoin and CryptoIt is my strategy I use for spot and future trading, mostly for BTCUSD Notable parameters used: INDEX:BTCUSD Data: 2017 - today Long trade margin/leverage: 8x (50/8 = 6.25) Short trade margin/leverage: 1x (50/50 = 1) Commission: 0.075% Initial Capital: $15, 000 Results: Net profit: 832.74 % Buy & Hold: 602.56 %. It beats the buy and hold. Percent profitability: 88 % . It means 8 out of 10 trades resulted in profits. Margin Calls: 0 (i.e. Never had a margin call according to backtest from 2017 till today) Total closes trades: 25 Profit factor: 8.238 Avg Winning Trade: 43.08 % Largest Winning Trade: 334.85 % Avg # Bars in Winning Trades: 44 (i.e. 88 days) Sharpe Ratio: 0.61. A Sharpe ratio under 1.0 is considered sub-optimal. Because of the big swings, I cannot make the Sharpe ratio any better at this time. Sortino Ratio: 5.153. I think a Sortino ratio of 3.0 or higher is considered excellent. Do your research. I am using 7.1% stop loss on long trades. However, you can turn off the stop loss and note the profitability remains the same. Do remember there may be other costs, such as funding costs. Description: The strategy hunts for a few market features, namely breakouts, abnormal wicks relative to the body, abnormal volume relative to the candle characteristics, and possible confirmation of all these. It also hunts for more aspects. It gives a relative score of each of the characteristics. Finally, it tries to draw a guesstimate. In the end, it is only a guesstimate. Users see the final outcome (buy/sell etc). The whole logic happens at the background. The strategy is not to be used for scalping, day trading or swing trading. In other words, it is not suitable for trading in a lower timeframe. It is to be used for Positional Trading For example, if one is trying this for BTCUSD, one may only try this for BTCUSD in a 2day timeframe and not in lower timeframes (such as 4 hours or 1 hour etc.) I am primarily interested in BTC for my research. However, it may be tested on other cryptos as well with varying degrees of results. Please remember that past performance does not be indicative of future results. Different types of investments involve varying degrees of risk. There can be no assurance that the information referred to directly or indirectly in this strategy will be profitable, equal to any corresponding historical performance level(s), or suitable for you in any form or shape. Market condition changes very fast. Moreover, it would be best if you did not assume that any discussion or information contained here serves as the receipt of, or as a substitute for, personalized investment advice. I am not a financial advisor. I have no qualifications to be a financial advisor. It is only for educational and research purposes. Readers are encouraged to consult with a professional advisor of his/her choosing. Neither I nor my indicators or strategies take any responsibility for any misuse of the information for any actual trading. Even though this strategy did 88% profitability from 2017-2021, it may do poorly and may even be NOT profitable in the future.
Strategi Pine Script®
oleh Joy_Bangla
1
Machine Learning: Donchian DCA Grid Strategy [YinYangAlgorithms]This strategy uses a Machine Learning approach on the Donchian Channels with a DCA and Grid purchase/sell Strategy. Not only that, but it uses a custom Bollinger calculation to determine its Basis which is used as a mild sell location. This strategy is a pure DCA strategy in the sense that no shorts are used and theoretically it can be used in webhooks on most exchanges as it’s only using Spot Orders. The idea behind this strategy is we utilize both the Highest Highs and Lowest Lows within a Machine Learning standpoint to create Buy and Sell zones. We then fraction these zones off into pieces to create Grids. This allows us to ‘micro’ purchase as it enters these zones and likewise ‘micro’ sell as it goes up into the upper (sell) zones. You have the option to set how many grids are used, by default we use 100 with max 1000. These grids can be ‘stacked’ together if a single bar is to go through multiple at the same time. For instance, if a bar goes through 30 grids in one bar, it will have a buy/sell power of 30x. Stacking Grid Buy and (sometimes) Sells is a very crucial part of this strategy that allows it to purchase multitudes during crashes and capitalize on sales during massive pumps. With the grids, you’ll notice there is a middle line within the upper and lower part that makes the grid. As a Purchase Type within our Settings this is identified as ‘Middle of Zone Purchase Amount In USDT’. The middle of the grid may act as the strongest grid location (aside from maybe the bottom). Therefore there is a specific purchase amount for this Grid location. This DCA Strategy also features two other purchase methods. Most importantly is its ‘Purchase More’ type. Essentially it will attempt to purchase when the Highest High or Lowest Low moves outside of the Outer band. For instance, the Lowest Low becomes Lower or the Higher High becomes Higher. When this happens may be a good time to buy as it is featuring a new High or Low over an extended period. The last but not least Purchase type within this Strategy is what we call a ‘Strong Buy’. The reason for this is its verified by the following: The outer bounds have been pushed (what causes a ‘Purchase More’) The Price has crossed over the EMA 21 It has been verified through MACD, RSI or MACD Historical (Delta) using Regular and Hidden Divergence (Note, only 1 of these verifications is required and it can be any). By default we don’t have Purchase Amount for ‘Strong Buy’ set, but that doesn’t mean it can’t be viable, it simply means we have only seen a few pairs where it actually proved more profitable allocating money there rather than just increasing the purchase amount for ‘Purchase More’ or ‘Grids’. Now that you understand where we BUY, we should discuss when we SELL. This Strategy features 3 crucial sell locations, and we will discuss each individually as they are very important. 1. ‘Sell Some At’: Here there are 4 different options, by default its set to ‘Both’ but you can change it around if you want. Your options are: ‘Both’ - You will sell some at both locations. The amount sold is the % used at ‘Sell Some %’. ‘Basis Line’ - You will sell some when the price crosses over the Basis Line. The amount sold is the % used at ‘Sell Some %’. ‘Percent’ - You will sell some when the Close is >= X% between the Lower Inner and Upper Inner Zone. ‘None’ - This simply means don’t ever Sell Some. 2. Sell Grids. Sell Grids are exactly like purchase grids and feature the same amount of grids. You also have the ability to ‘Stack Grid Sells’, which basically means if a bar moves multiple grids, it will stack the amount % wise you will sell, rather than just selling the default amount. Sell Grids use a DCA logic but for selling, which we deem may help adjust risk/reward ratio for selling, especially if there is slow but consistent bullish movement. It causes these grids to constantly push up and therefore when the close is greater than them, accrue more profit. 3. Take Profit. Take profit occurs when the close first goes above the Take Profit location (Teal Line) and then Closes below it. When Take Profit occurs, ALL POSITIONS WILL BE SOLD. What may happen is the price enters the Sell Grid, doesn’t go all the way to the top ‘Exiting it’ and then crashes back down and closes below the Take Profit. Take Profit is a strong location which generally represents a strong profit location, and that a strong momentum has changed which may cause the price to revert back to the buy grid zone. Keep in mind, if you have (by default) ‘Only Sell If Profit’ toggled, all sell locations will only create sell orders when it is profitable to do so. Just cause it may be a good time to sell, doesn’t mean based on your DCA it is. In our opinion, only selling when it is profitable to do so is a key part of the DCA purchase strategy. You likewise have the ability to ‘Only Buy If Lower than DCA’, which is likewise by default. These two help keep the Yin and Yang by balancing each other out where you’re only purchasing and selling when it makes logical sense too, even if that involves ignoring a signal and waiting for a better opportunity. Tutorial: Like most of our Strategies, we try to capitalize on lower Time Frames, generally the 15 minutes so we may find optimal entry and exit locations while still maintaining a strong correlation to trend patterns. First off, let’s discuss examples of how this Strategy works prior to applying Machine Learning (enabled by default). In this example above we have disabled the showing of ‘Potential Buy and Sell Signals’ so as to declutter the example. In here you can see where actual trades had gone through for both buying and selling and get an idea of how the strategy works. We also have disabled Machine Learning for this example so you can see the hard lines created by the Donchian Channel. You can also see how the Basis line ‘white line’ may act as a good location to ‘Sell Some’ and that it moves quite irregularly compared to the Donchian Channel. This is due to the fact that it is based on two custom Bollinger Bands to create the basis line. Here we zoomed out even further and moved back a bit to where there were dense clusters of buy and sell orders. Sometimes when the price is rather volatile you’ll see it ‘Ping Pong’ back and forth between the buy and sell zones quite quickly. This may be very good for your trades and profit as a whole, especially if ‘Only Buy If Lower Than DCA’ and ‘Only Sell If Profit’ are both enabled; as these toggles will ensure you are: Always lowering your Average when buying Always making profit when selling By default 8% commission is added to the Strategy as well, to simulate the cost effects of if these trades were taking place on an actual exchange. In this example we also turned on the visuals for our ‘Purchase More’ (orange line) and ‘Take Profit’ (teal line) locations. These are crucial locations. The Purchase More makes purchases when the bottom of the grid has been moved (may dictate strong price movement has occurred and may be potential for correction). Our Take Profit may help secure profit when a momentum change is happening and all of the Sell Grids weren’t able to be used. In the example above we’ve enabled Buy and Sell Signals so that you can see where the Take Profit and Purchase More signals have occurred. The white circle demonstrates that not all of the Position Size was sold within the Sell Grids, and therefore it was ALL CLOSED when the price closed below the Take Profit Line (Teal). Then, when the bottom of the Donchian Channel was pushed further down due to the close (within the yellow circle), a Purchase More Signal was triggered. When the close keeps pushing the bottom of the Buy Grid lower, it can cause multiple Purchase More Signals to occur. This is normal and also a crucial part of this strategy to help lower your DCA. Please note, the Purchase More won’t trigger a Buy if the Close is greater than the DCA and you have ‘Only Purchase If Lower Than DCA’ activated. By turning on Machine Learning (default settings) the Buy and Sell Grid Zones are smoothed out more. It may cause it to look quite a bit different. Machine Learning although it looks much worse, may help increase the profit this Strategy can produce. Previous results DO NOT mean future results, but in this example, prior to turning on Machine Learning it had produced 37% Profit in ~5 months and with Machine Learning activated it is now up to 57% Profit in ~5 months. Machine Learning causes the Strategy to focus less on Grids and more on Purchase More when it comes to getting its entries. However, if you likewise attempt to focus on Purchase More within non Machine Learning, the locations are different and therefore the results may not be as profitable. PLEASE NOTE: By default this strategy uses 1,000,000 as its initial capital. The amount it purchases in its Settings is relevant to this Initial capital. Considering this is a DCA Strategy, we only want to ‘Micro’ Buy and ‘Micro’ Sell whenever conditions are met. Therefore, if you increase the Initial Capital, you’ll likewise want to increase the Purchase Amounts within the Settings and Vice Versa. For instance, if you wish to set the Initial Capital to 10,000, you should likewise can the amounts in the Settings to 1% of what they are to account for this. We may change the Purchase Amounts to be based on %’s in a later update if it is requested. We will conclude this Tutorial here, hopefully you can see how a DCA Grid Purchase Model applied to Machine Learning Donchian Channels may be useful for making strategic purchases in low and high zones. Settings: Display Data: Show Potential Buy Locations: These locations are where 'Potentially' orders can be placed. Placement of orders is dependant on if you have 'Only Buy If Lower Than DCA' toggled and the Price is lower than DCA. It also is effected by if you actually have any money left to purchase with; you can't buy if you have no money left! Show Potential Sell Locations: These locations are where 'Potentially' orders will be sold. If 'Only Sell If Profit' is toggled, the sell will only happen if you'll make profit from it! Show Grid Locations: Displaying won't affect your trades but it can be useful to see where trades will be placed, as well as which have gone through and which are left to be purchased. Max 100 Grids, but visuals will only be shown if its 20 or less. Purchase Settings: Only Buy if its lower than DCA: Generally speaking, we want to lower our Average, and therefore it makes sense to only buy when the close is lower than our current DCA and a Purchase Condition is met. Compound Purchases: Compounding Purchases means reinvesting profit back into your trades right away. It drastically increases profits, but it also increases risk too. It will adjust your Purchase Amounts for the Purchase Type you have set at the same % rate of strategy initial_capital to the amounts you have set. Adjust Purchase Amount Ratio to Maintain Risk level: By adjusting purchase levels we generally help maintain a safe risk level. Basically we generally want to reserve X amount of % for each purchase type being used and relocate money when there is too much in one type. This helps balance out purchase amounts and ensure the types selected have a correct ratio to ensure they can place the right amount of orders. Stack Grid Buys: Stacking Buy Grids is when the Close crosses multiple Buy Grids within the same bar. Should we still only purchase the value of 1 Buy Grid OR stack the grid buys based on how many buy grids it went through. Purchase Type: Where do you want to make Purchases? We recommend lowering your risk by combining All purchase types, but you may also customize your trading strategy however you wish. Strong Buy Purchase Amount In USDT: How much do you want to purchase when the 'Strong Buy' signal appears? This signal only occurs after it has at least entered the Buy Zone and there have been other verifications saying it's now a good time to buy. Our Strong Buy Signal is a very strong indicator that a large price movement towards the Sell Zone will likely occur. It almost always results in it leaving the Buy Zone and usually will go to at least the White Basis line where you can 'Sell Some'. Buy More Purchase Amount In USDT: How much should you purchase when the 'Purchase More' signal appears? This 'Purchase More' signal occurs when the lowest level of the Buy Zone moves lower. This is a great time to buy as you're buying the dip and generally there is a correction that will allow you to 'Sell Some' for some profit. Amount of Grid Buy and Sells: How many Grid Purchases do you want to make? We recommend having it at the max of 10, as it will essentially get you a better Average Purchase Price, but you may adjust it to whatever you wish. This amount also only matters if your Purchase Type above incorporates Grid Purchases. Max 100 Grids, but visuals will only be shown if it's 20 or less. Each Grid Purchase Amount In USDT: How much should you purchase after closing under a grid location? Keep in mind, if you have 10 grids and it goes through each, it will be this amount * 10. Grid purchasing is a great way to get a good entry, lower risk and also lower your average. Middle Of Zone Purchase Amount In USDT: The Middle Of Zone is the strongest grid location within the Buy Zone. This is why we have a unique Purchase Amount for this Grid specifically. Please note you need to have 'Middle of Zone is a Grid' enabled for this Purchase Amount to be used. Sell: Only Sell if its Profit: There is a chance that during a dump, all your grid buys when through, and a few Purchase More Signals have appeared. You likely got a good entry. A Strong Buy may also appear before it starts to pump to the Sell Zone. The issue that may occur is your Average Purchase Price is greater than the 'Sell Some' price and/or the Grids in the Sell Zone and/or the Strong Sell Signal. When this happens, you can either take a loss and sell it, or you can hold on to it and wait for more purchase signals to therefore lower your average more so you can take profit at the next sell location. Please backtest this yourself within our YinYang Purchase Strategy on the pair and timeframe you are wanting to trade on. Please also note, that previous results will not always reflect future results. Please assess the risk yourself. Don't trade what you can't afford to lose. Sometimes it is better to strategically take a loss and continue on making profit than to stay in a bad trade for a long period of time. Stack Grid Sells: Stacking Sell Grids is when the Close crosses multiple Sell Grids within the same bar. Should we still only sell the value of 1 Sell Grid OR stack the grid sells based on how many sell grids it went through. Stop Loss Type: This is when the Close has pushed the Bottom of the Buy Grid More. Do we Stop Loss or Purchase More?? By default we recommend you stay true to the DCA part of this strategy by Purchasing More, but this is up to you. Sell Some At: Where if selected should we 'Sell Some', this may be an important way to sell a little bit at a good time before the price may correct. Also, we don't want to sell too much incase it doesn't correct though, so its a 'Sell Some' location. Basis Line refers to our Moving Basis Line created from 2 Bollinger Bands and Percent refers to a Percent difference between the Lower Inner and Upper Inner bands. Sell Some At Percent Amount: This refers to how much % between the Lower Inner and Upper Inner bands we should well at if we chose to 'Sell Some'. Sell Some Min %: This refers to the Minimum amount between the Lower Inner band and Close that qualifies a 'Sell Some'. This acts as a failsafe so we don't 'Sell Some' for too little. Sell % At Strong Sell Signal: How much do we sell at the 'Strong Sell' Signal? It may act as a strong location to sell, but likewise Grid Sells could be better. Grid and Donchian Settings: Donchian Channel Length: How far back are we looking back to determine our Donchian Channel. Extra Outer Buy Width %: How much extra should we push the Outer Buy (Low) Width by? Extra Inner Buy Width %: How much extra should we push the Inner Buy (Low) Width by? Extra Inner Sell Width %: How much extra should we push the Inner Sell (High) Width by? Extra Outer Sell Width %: How much extra should we push the Outer Sell (High) Width by? Machine Learning: Rationalized Source Type: Donchians usually use High/Low. What Source is our Rationalized Source using? Machine Learning Type: Are we using a Simple ML Average, KNN Mean Average, KNN Exponential Average or None? Machine Learning Length: How far back is our Machine Learning going to keep data for. k-Nearest Neighbour (KNN) Length: How many k-Nearest Neighbours will we account for? Fast ML Data Length: What is our Fast ML Length?? This is used with our Slow Length to create our KNN Distance. Slow ML Data Length: What is our Slow ML Length?? This is used with our Fast Length to create our KNN Distance. If you have any questions, comments, ideas or concerns please don't hesitate to contact us. HAPPY TRADING!
Strategi Pine Script®
oleh YinYangAlgorithms
Gap Filling Strategy Gaps are market prices structures that appear frequently in the stock market, and can be detected when the opening price is different from the previous closing price, this is why gaps are also called "opening price jumps". While gaps can occur frequently, some of them are more significant than others, and can be observed when looking at a long term chart. The following strategy is based on the exploitation of significant gaps occurring during a new session, and posses various options that can return a wide variety of results. Type Of Gaps And Occurence I'am not a professional when it comes to gaps, but as you know the stock market close for the day, however it is still possible to place orders, your broker will hold them until the market open back. Once the market reopen the broker execute the pending orders, and when many orders where pending the market register really high volume and the price might differ from the precedent close. Gaps are generally broken down into four types: Common : Gaps occurring within a certain price range, mostly occurs during ranging markets. Break Away : Gaps breaking a support and resistance, making a new higher high/lower low. Runaway : Gaps occurring within a trend, followed by a continuation of the trend. Exhaustion : Gaps occurring at the end of a trend, followed by a reversal. As said before, some gaps are more significant than others, the significance of a gap can be determined by comparing the opening price with the previous high/low price and by looking at volume. Significant up gaps will have an opening price greater than the previous high, while significant down gap will have an opening price lower than the previous low with both high volume accompanying them. After a gap, when the price go back to the point previous to the gap we say that it has been "filled", this characteristic is what will be exploited in this strategy. Strategy Rules & Logic In this strategy, the significance of a gap is determined by the position of the opening price relative to the previous high/low and make sure the bar following the gap don't fill it. When the setting invert is set to false the strategy interpret the detected gaps as being exhaustion gaps, therefore when an up gap occur a short position is opened, when a down gap occur a long position is opened. When invert is set to true gaps are considered to be runaway or break away gaps, therefore the contrary positions are opened. Positions are exited when the gap has been filled, which in the chart is show'n when the price cross the red level who act as either a take profit (invert = false) or as a stop loss (invert = true). There are various closing conditions available that the user can select from the "close when" setting. New Session : This option close all previous positions when the market is in a new session. New Gap : This option close all previous position when a new gap has been detected. Reverse Position : This option close all previous position when a contrary position to the current one is opened. This option would reduce the number of trades. Testing On Some Stocks The analysis will be tested in different tech stocks with a main TF of 15 minutes with no spread and commissions applied. Default settings will be used. We'll be making our first analysis using AMD, who has recently formed a full reverse HS pattern, where the neckline has been crossed by the price. (by the way i have a bad feeling about it, hey ! feeling filling ! Lame jokes!) Profit: $ -12.22 Trades: 272 Profitability: 65.07 % We can see negative results, with an heavily decreasing balance. Using invert would return positive results. We will now test the strategy on NVDA, the company is one of the biggest when it comes to the Gpu market. Profit: $ -215.54 Trades: 297 Profitability: 60.27 % Not better, using invert would of course create better results. Like AMD the balance is heavily decreasing. Finally we will test the strategy on Seagate technology, a company mostly known for their mechanical hard drives. Profit: $ -4.32 Trades: 261 Profitability: 65.9 % Here the balance does not appear so heavily decreasing and even managed to reach back the initial balance before going down again. Summary A strategy based on gap filling has been briefly introduced and tested with 3 tech stocks. The results show that using invert option might be better. The advantage of this strategy against ones using technical indicators is that this one does not heavily depend on user settings, which make it way more efficient, this a big advantage of patterns based strategies. Thx to LucF for helping with the "process_orders_on_close" element, since i had to use closing price i had to remove it tho, was afraid results would differ even more from a more realistic backtest. And thx for those who continuously support me, more cool stuff is coming up. Thx for reading and i hope you'll have learned something new today !
Strategi Pine Script®
oleh alexgrover
11
Strategy Builder Pro [ChartPrime]ChartPrime Strategy Creator Overview The ChartPrime Strategy Builder offers traders an innovative, structured approach to building and testing strategies. The Strategy Creator allows users to combine, test, and automate complex strategies with many parameters. Key Features of the ChartPrime Strategy Builder 1. Customizable Buy and Sell Conditions The Strategy Creator provides flexibility in establishing entry and exit rules, with separate sections for long and short strategies. Traders can combine multiple conditions in each section to fine-tune when positions are opened or closed. For instance, they might choose to only buy when the indicator signals a buy and the Dynamic Reactor (a low lag filter) indicator shows a bullish trend. Users are able to pick, mix and match the following list of features: Signal Mode: Select the type of assistive signals you are requiring. Provided are both trend following signals with self optimization using backtest results as well as reversal signals, aiming to provide real time tops and bottoms in markets. Both these signal modes can be fine tuned using the tuning input to refine signals to a trader's liking. ChartPrime Trend Signals leverage audio engineering inspired techniques and low-pass filters in order to achieve and attempt to produce lower lag response times and therefore are designed to have a uniqueness when compared to more classical trend following approaches. The Dynamic Reactor: provides a simple band passing through the chart. This can provide assistance in support and resistance locations as well as identifying the trend direction expressed via green and red colors. Taking a moving average and applying unique adaptivity calculations gives this plot a unique and fast behavior. Candlestick structures: analyze candlestick formation putting a spin on classical candlestick patterns and provide the most relevant formations on the chart. These are not classical and are filtered by further analyzing market activity. A trader's classic with a spin. The Prime Trend Assistant: provides a trend following dynamic support and resistance level. This makes it perfect to use in confluence or as a filter for other supporting indicators. This is an adaptive trend following system designed to handle volatility leveraging filter kernels as opposed to low pass filters. Money Flow: with further filters applied for early response to money flow changes in the market. This can be a great filter in trends. Oscillator reversals: are built in leveraging an oscillator focusing on market momentum allowing users to enter based on market shifts and trends along with reversals. Volume-Inspired Signals: determine overbought and oversold conditions, adding another layer of analysis to the oscillator. These appear as orange labels, providing a simple reading into a possible reversal. The Volume Matrix: is a volume oscillator that shows whether money is flowing into or out of the market. Green suggests an uptrend with buyers in control, while red indicates a majority of sellers. By incorporating smoothed volume analysis, it distinguishes between bullish and bearish volumes, offering an early indication of potential trend reversals. The True 7: is a middle-ranking system that evaluates the strength of a move and the overall trend, offering a numeric or visual representation of trend strength. It can also indicate when a trend is starting to reverse, providing leading signals for potential market shifts. Rather than using an oscillator, this offers the unique edge of falling into set categories, making understanding it simple. This can be a great confluence point when designing a strategy. Take profits: These offer real-time suggestions from our algorithm on when it might be a good time to take profit. Using these as part of a strategy allows for great entries at bottoms and tops of trends. Using features such as the Dynamic reactor have dual purposes. Traders can use this as both a filter and an entry condition. This allows for true interoperability when using the Strategy Builder. The above conditions are duplicated for short entries too allowing for symmetrical trading systems. By disabling all of the entry conditions on either long or short areas of the settings will create a strategy that only takes a single type of position. For example; a trader that just wants to take longs can disable all short options. 2. Layered Entries Layered entries, a feature to enhance the uniqueness in the tool. It allows traders to average into positions as the market moves, rather than committing all capital at once. This feature is particularly useful for volatile markets where prices may fluctuate substantially. The Strategy Builder lets users adjust the number of layered entries, which can help in managing risk and optimizing entry points as well as the aggressiveness of the safety orders. With each safety order placed the system will automatically and dynamically scale into positions reducing the average entry price and hence dynamically adjust the potential take profits. Due to the potential complexities of exiting during multiple orders, a smart system is employed to automatically take profits on the layered system aiming to take profits at peaks of trends. Users are able to override this smart TP system at the bottom of the settings instead targeting percentage profits for both short and long positions. Entries lowering average buy price The ability to adjust how quickly the system layers into positions can also be adjusted via the layered entries drop down between fast and slow mode where the slow mode will be more cautious when producing new orders. 3. Flexible Take Profit (TP) and Stop Loss (SL) Options Traders can set their TP and SL levels according to various parameters, including ATR (Average True Range), risk-reward ratio, trailing stops, or specific price changes. If layered entries are active, an automatic TP method is applied by default, though traders can manually specify TP values if they prefer. This setup allows for precise control over trade exits, tailored to the strategy’s risk profile. Provided options The ability to use external take profits and stop losses is also provided. By loading an indicator of your choice the plots will be added to the chart. By navigating to the external sources area of the settings, users can select this plot and use it as part of a wider trading system. Example: Let’s say a user has entries based on the inbuilt trend signals and wishes to exit whenever the RSI crosses above 70, they can add RSI to the chart, select crossing up and enter the value of 70. 4. Integrated Reinvestment for Compounding Gains The reinvestment option allows traders to reinvest a portion of their gains into future trades, increasing trade size over time and benefiting from compounding. For example, a user might set 30% of each trade's profit to reinvest, with the remaining 70% allocated for risk management or additional safety orders. This approach can enhance long-term growth while balancing risk. Generally in trading it can be a good approach to take profits so we suggest a healthy balance. This setting is generally best used for slow steady strategies with the long term aim of accumulating as much of the asset as possible. 5. Leverage and Position Sizing Users can configure leverage and position sizing to simulate varying risk levels and capital allocations. A dashboard on the interface displays margin requirements based on the selected leverage, allowing traders to estimate trade sizes relative to their available capital. Whenever using leverage especially with layered entries it’s important to keep a close eye on the position sizes to avoid potential liquidations. 6. Pre-Configured Strategies for Immediate Testing For users seeking a starting point, ChartPrime includes a range of preset strategies. These were developed and backtested by ChartPrime’s team. This allows traders to start with a stable base and adapt it to their own preferences. It is vital to understand that historical performance doesn't guarantee future success, and traders should be mindful of overfitting. These pre-built configurations offer a structured way and base to design strategies off of. These are also subject to changing results as new price action arrives and they become outdated. They serve the purpose of simply being example use cases. 7. In-Depth Specific Backtesting Ranges The Strategy Builder includes backtesting capabilities, providing a clear view of how different setups would have performed over specified time periods. Traders can select date ranges to target specific market conditions, then review results on TradingView to see how their strategies perform across different market trends. Example Use Case: Developing a Strategy Consider a trader who is focused on long positions only and prefers a lower-risk strategy (note these tools can be used for all assets; we are using an undisclosed asset as an example). Using the Strategy Builder, they could: - Disable short conditions. - Set long entry rules to trigger when both the ChartPrime oscillator and Quantum Reactor indicators show bullish signals. - Enable layered entries to improve average entry prices by adding to positions during market dips. - Run a backtest over a two-year period to see historical performance trends, making adjustments as needed. The backtest will show where entries and exits would have occurred and how layered entries may have impacted profitability. 8. Iterative design Strategy builders and creating a strategy is often an iterative process. By experimenting and using logic; a trader can arrive at a more sustainable system. Analyzing the shortcomings of your strategy and iteratively designing and filtering them out is the goal. For example; let’s say a strategy has high drawdown, a user would want to tighten stop losses for example to reduce this and find a balance point between optimizing winning trades and reducing the drawdown. When designing a strategy there are generally tradeoffs and optimizing taking into consideration a wide range of factors is key. This also applies to filtering techniques, entries and exits and every variable in the strategy. Let’s say a strategy was taking too many long positions in a downtrend and after you’ve analyzed the data, you come to the conclusion this needs to be solved. Filtering these using built in trend following tools can be a great approach and refining with logic is a great approach. The Strategy Builder also takes into consideration those who seek to automate especially via reinvesting and leverage features. Considerations The ChartPrime Strategy Builder aims to help traders build clear, rule-based strategies without excessive complexity. As with all backtesting tools, it's crucial to understand that historical performance doesn't guarantee future success, and traders should be mindful of overfitting. This tool offers a structured way to test strategies against various market conditions, helping traders refine their approaches with data-driven insights. Traders should also ensure they enter the correct fees when designing strategies and ensure usage on standard candle types.
Strategi Pine Script®
oleh ChartPrime
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Titan Investments|Quantitative THEMIS|Pro|BINANCE:BTCUSDTP:4hInvestment Strategy (Quantitative Trading) | 🛑 | Watch "LIVE" and 'COPY' this strategy in real time:           🔗 Link: www.tradingview.com Hello, welcome, feel free 🌹💐 Since the stone age to the most technological age, one thing has not changed, that which continues impress human beings the most, is the other human being! Deep down, it's all very simple or very complicated, depends on how you look at it. I believe that everyone was born to do something very well in life. But few are those who have, let's use the word 'luck' . Few are those who have the 'luck' to discover this thing. That is why few are happy and successful in their jobs and professions. Thank God I had this 'luck' , and discovered what I was born to do well. And I was born to program. 👨‍💻 📋 Summary : Project Titan 0️⃣     : 🦄 Project Titan 1️⃣     : ⚖️ Quantitative THEMIS 2️⃣     : 🏛️ Titan Community 3️⃣     : 👨‍💻 Who am I ❔ 4️⃣     : ❓ What is Statistical/Probabilistic Trading ❓ 5️⃣     : ❓ How Statistical/Probabilistic Trading works ❓ 6️⃣     : ❓ Why use a Statistical/Probabilistic system ❓ 7️⃣     : ❓ Why the human brain is not prepared to do Trading ❓ 8️⃣     : ❓ What is Backtest ❓ 9️⃣     : ❓ How to build a Consistent system ❓ 🔟     : ❓ What is a Quantitative Trading system ❓ 1️⃣1️⃣ : ❓ How to build a Quantitative Trading system ❓ 1️⃣2️⃣ : ❓ How to Exploit Market Anomalies ❓ 1️⃣3️⃣ : ❓ What Defines a Robust, Profitable and Consistent System ❓ 1️⃣4️⃣ : 🔧 Fixed Technical 1️⃣5️⃣ : ❌ Fixed Outputs : 🎯 TP(%) & 🛑SL(%) 1️⃣6️⃣ : ⚠️ Risk Profile 1️⃣7️⃣ : ⭕ Moving Exits : (Indicators) 1️⃣8️⃣ : 💸 Initial Capital 1️⃣9️⃣ : ⚙️ Entry Options 2️⃣0️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Third-Party Services' 2️⃣1️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Exchanges 2️⃣2️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Messaging Services' 2️⃣3️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : '🧲🤖Copy-Trading' 2️⃣4️⃣ : ❔ Why be a Titan Pro 👽❔ 2️⃣5️⃣ : ❔ Why be a Titan Aff 🛸❔ 2️⃣6️⃣ : 📋 Summary : ⚖️ Strategy: Titan Investments|Quantitative THEMIS|Pro|BINANCE:BTCUSDTP:4h 2️⃣7️⃣ : 📊 PERFORMANCE : 🆑 Conservative 2️⃣8️⃣ : 📊 PERFORMANCE : Ⓜ️ Moderate 2️⃣9️⃣ : 📊 PERFORMANCE : 🅰 Aggressive 3️⃣0️⃣ : 🛠️ Roadmap 3️⃣1️⃣ : 🧻 Notes ❕ 3️⃣2️⃣ : 🚨 Disclaimer ❕❗ 3️⃣3️⃣ : ♻️ ® No Repaint 3️⃣4️⃣ : 🔒 Copyright ©️ 3️⃣5️⃣ : 👏 Acknowledgments 3️⃣6️⃣ : 👮 House Rules : 📺 TradingView 3️⃣7️⃣ : 🏛️ Become a Titan Pro member 👽 3️⃣8️⃣ : 🏛️ Be a member Titan Aff 🛸 0️⃣ : 🦄 Project Titan This is the first real, 100% automated Quantitative Strategy made available to the public and the pinescript community for TradingView. You will be able to automate all signals of this strategy for your broker , centralized or decentralized and also for messaging services : Discord, Telegram or Twitter . This is the first strategy of a larger project, in 2023, I will provide a total of 6 100% automated 'Quantitative' strategies to the pinescript community for TradingView. The future strategies to be shared here will also be unique , never before seen, real 'Quantitative' bots with real, validated results in real operation. Just like the 'Quantitative THEMIS' strategy, it will be something out of the loop throughout the pinescript/tradingview community, truly unique tools for building mutual wealth consistently and continuously for our community. 1️⃣ : ⚖️ Quantitative THEMIS : Titan Investments|Quantitative THEMIS|Pro|BINANCE:BTCUSDTP:4h This is a truly unique and out of the curve strategy for BTC /USD . A truly real strategy, with real, validated results and in real operation. A unique tool for building mutual wealth, consistently and continuously for the members of the Titan community. Initially we will operate on a monthly, quarterly, annual or biennial subscription service. Our goal here is to build a great community, in exchange for an extremely fair value for the use of our truly unique tools, which bring and will bring real results to our community members. With this business model it will be possible to provide all Titan users and community members with the purest and highest degree of sophistication in the market with pinescript for tradingview, providing unique and truly profitable strategies. My goal here is to offer the best to our members! The best 'pinescript' tradingview service in the world! We are the only Start-Up in the world that will decentralize real and full access to truly real 'quantitative' tools that bring and will bring real results for mutual and ongoing wealth building for our community. 2️⃣ : 🏛️ Titan Community : 👽 Pro 🔁 Aff 🛸 Become a Titan Pro 👽 To get access to the strategy: "Quantitative THEMIS" , and future Titan strategies in a 100% automated way, along with all tutorials for automation. Pro Plans: 30 Days, 90 Days, 12 Months, 24 Months. 👽 Pro 🅼 Monthly 👽 Pro 🆀 Quarterly 👽 Pro🅰 Annual 👽 Pro👾Two Years You will have access to a truly unique system that is out of the curve . A 100% real, 100% automated, tested, validated, profitable, and in real operation strategy. Become a Titan Affiliate 🛸 By becoming a Titan Affiliate 🛸, you will automatically receive 50% of the value of each new subscription you refer . You will receive 50% for any of the above plans that you refer . This way we will encourage our community to grow in a fair and healthy way, because we know what we have in our hands and what we deliver real value to our users. We are at the highest level of sophistication in the market, the consistency here and the results here speak for themselves. So growing our community means growing mutual wealth and raising collective conscience. Wealth must be created not divided. And here we are creating mutual wealth on all ends and in all ways. A non-zero sum system, where everybody wins. 3️⃣ : 👨‍💻 Who am I ❔ My name is FilipeSoh I am 26 years old, Technical Analyst, Trader, Computer Engineer, pinescript Specialist, with extensive experience in several languages and technologies. For the last 4 years I have been focusing on developing, editing and creating pinescript indicators and strategies for Tradingview for people and myself. Full-time passionate workaholic pinescript developer with over 10,000 hours of pinescript development. • Pinescript expert ▬Tradingview. • Specialist in Automated Trading • Specialist in Quantitative Trading. • Statistical/Probabilistic Trading Specialist - Mark Douglas Scholl. • Inventor of the 'Classic Forecast' Indicators. • Inventor of the 'Backtest Table'. 4️⃣ : ❓ What is Statistical/Probabilistic Trading ❓ Statistical/probabilistic trading is the only way to get a positive mathematical expectation regarding the market and consequently that is the only way to make money consistently from it. I will present below some more details about the Quantitative THEMIS strategy, it is a real strategy, tested, validated and in real operation, 'Skin in the Game' , a consistent way to make money with statistical/probabilistic trading in a 100% automated. I am a Technical Analyst , I used to be a Discretionary Trader , today I am 100% a Statistical Trader . I've gotten rich and made a lot of money, and I've also lost a lot with 'leverage'. That was a few years ago. The book that changed everything for me was "Trading in The Zone" by Mark Douglas. That's when I understood that the market is just a game of statistics and probability, like a casino! It was then that I understood that the human brain is not prepared for trading, because it involves triggers and mental emotions. And emotions in trading and in making trading decisions do not go well together, not in the long run, because you always have the burden of being wrong with the outcome of that particular position. But remembering that the market is just a statistical game! 5️⃣ : ❓ How Statistical/Probabilistic Trading works ❓ Let's use a 'coin' as an example: If we toss a 'coin' up 10 times. Do you agree that it is impossible for us to know exactly the result of the 'plays' before they actually happen? As in the example above, would you agree, that we cannot "guess" the outcome of a position before it actually happens? As much as we cannot "guess" whether the coin will drop heads or tails on each flip. We can analyze the "backtest" of the 10 moves made with that coin: If we analyze the 10 moves and count the number of times the coin fell heads or tails in a specific sequence, we then have a percentage of times the coin fell heads or tails, so we have a 'backtest' of those moves. Then on the next flip we can now assume a point or a favorable position for one side, the side with the highest probability . In a nutshell, this is more or less how probabilistic statistical trading works. As Statistical Traders we can never say whether such a Trader/Position we take will be a winner or a loser. But still we can have a positive and consistent result in a "sequence" of trades, because before we even open a position, backtests have already been performed so we identify an anomaly and build a system that will have a positive statistical advantage in our favor over the market. The advantage will not be in one trade itself, but in the "sequence" of trades as a whole! Because our system will work like a casino, having a positive mathematical expectation relative to the players/market. Design, develop, test models and systems that can take advantage of market anomalies, until they change. Be the casino! - Mark Douglas 6️⃣ : ❓ Why use a Statistical/Probabilistic system ❓ In recent years I have focused and specialized in developing 100% automated trading systems, essentially for the cryptocurrency market. I have developed many extremely robust and efficient systems, with positive mathematical expectation towards the market. These are not complex systems per se , because here we want to avoid 'over-optimization' as much as possible. As Da Vinci said: "Simplicity is the highest degree of sophistication". I say this because I have tested, tried and developed hundreds of systems/strategies. I believe I have programmed more than 10,000 unique indicators/strategies, because this is my passion and purpose in life. I am passionate about what I do, completely! I love statistical trading because it is the only way to get consistency in the long run! This is why I have studied, applied, developed, and specialized in 100% automated cryptocurrency trading systems. The reason why our systems are extremely "simple" is because, as I mentioned before, in statistical trading we want to exploit the market anomaly to the maximum, that is, this anomaly will change from time to time, usually we can exploit a trading system efficiently for about 6 to 12 months, or for a few years, that is; for fixed 'scalpers' systems. Because at some point these anomalies will be identified , and from the moment they are identified they will be exploited and will stop being anomalies . With the system presented here; you can even copy the indicators and input values shared here; However; what I have to offer you is: it is me , our team , and our community ! That is, we will constantly monitor this system, for life , because our goal here is to create a unique , perpetual , profitable , and consistent system for our community. Myself , our team and our community will keep this script periodically updated , to ensure the positive mathematical expectation of it. So we don't mind sharing the current parameters and values , because the real value is also in the future updates that this system will receive from me and our team , guided by our culture and our community of real users ! As we are hosted on 'tradingview', all future updates for this strategy, will be implemented and updated automatically on your tradingview account. What we want here is: to make sure you get gains from our system, because if you get gains , our ecosystem will grow as a whole in a healthy and scalable way, so we will be generating continuous mutual wealth and raising the collective consciousness . People Need People: 3️⃣🅿 7️⃣ : ❓ Why the human brain is not prepared to do Trading ❓ Today my greatest skill is to develop statistically profitable and 100% automated strategies for 'pinescript' tradingview. Note that I said: 'profitable' because in fact statistical trading is the only way to make money in a 'consistent' way from the market. And consequently have a positive wealth curve every cycle, because we will be based on mathematics, not on feelings and news. Because the human brain is not prepared to do trading. Because trading is connected to the decision making of the cerebral cortex. And the decision making is automatically linked to emotions, and emotions don't match with trading decision making, because in those moments, we can feel the best and also the worst sensations and emotions, and this certainly affects us and makes us commit grotesque mistakes! That's why the human brain is not prepared to do trading. If you want to participate in a fully automated, profitable and consistent trading system; be a Titan Pro 👽 I believe we are walking an extremely enriching path here, not only in terms of financial returns for our community, but also in terms of knowledge about probabilistic and automated statistical trading. You will have access to an extremely robust system, which was built upon very strong concepts and foundations, and upon the world's main asset in a few years: Bitcoin . We are the tip of the best that exists in the cryptocurrency market when it comes to probabilistic and automated statistical trading. Result is result! Me being dressed or naked. This is just the beginning! But there is a way to consistently make money from the market. Being the Casino! - Mark Douglas 8️⃣ : ❓ What is Backtest ❓ Imagine the market as a purely random system, but even in 'randomness' there are patterns. So now imagine the market and statistical trading as follows: Repeating the above 'coin' example, let's think of it as follows: If we toss a coin up 10 times again. It is impossible to know which flips will have heads or tails, correct? But if we analyze these 10 tosses, then we will have a mathematical statistic of the past result, for example, 70 % of the tosses fell 'heads'. That is: 7 moves fell on "heads" . 3 moves fell on "tails" . So based on these conditions and on the generic backtest presented here, we could adopt " heads " as our system of moves, to have a statistical and probabilistic advantage in relation to the next move to be performed. That is, if you define a system, based on backtests , that has a robust positive mathematical expectation in relation to the market you will have a profitable system. For every move you make you will have a positive statistical advantage in your favor over the market before you even make the move. Like a casino in relation to all its players! The casino does not have an advantage over one specific player, but over all players, because it has a positive mathematical expectation about all the moves that night. The casino will always have a positive statistical advantage over its players. Note that there will always be real players who will make real, million-dollar bankrolls that night, but this condition is already built into the casino's 'strategy', which has a pre-determined positive statistical advantage of that night as a whole. Statistical trading is the same thing, as long as you don't understand this you will keep losing money and consistently. 9️⃣ : ❓ How to build a Consistent system ❓ See most traders around the world perform trades believing that that specific position taken will make them filthy rich, because they simply believe faithfully that the position taken will be an undoubted winner, based on a trader's methodology: 'trading a trade' without analyzing the whole context, just using 'empirical' aspects in their system. But if you think of trading, as a sequence of moves. You see, 'a sequence' ! When we think statistically, it doesn't matter your result for this , or for the next specific trade , but the final sequence of trades as a whole. As the market has a random system of results distribution , if your system has a positive statistical advantage in relation to the market, at the end of that sequence you'll have the biggest probability of having a winning bank. That's how you do real trading! And with consistency! Trading is a long term game, but when you change the key you realize that it is a simple game to make money in a consistent way from the market, all you need is patience. Even more when we are based on Bitcoin, which has its 'Halving' effect where, in theory, we will never lose money in 3 to 4 years intervals, due to its scarcity and the fact that Bitcoin is the 'discovery of digital scarcity' which makes it the digital gold, we believe in this thesis and we follow Satoshi's legacy. So align Bitcoin with a probabilistic statistical trading system with a positive mathematical expectation of the market and 100% automated with the long term, and all you need is patience, and you will become rich. In fact Bitcoin by itself is already a path, buy, wait for each halving and your wealth will be maintained. No inflation, unlike fiat currencies. This is a complete and extremely robust strategy, with the most current possible and 'not possible' techniques involved and applied here. Today I am at another level in developing 100% automated 'quantitative' strategies. I was born for this! 🔟 : ❓ What is a Quantitative Trading system ❓ In addition to having access to a revolutionary strategy you will have access to disruptive 100% multifunctional tables with the ability to perform 'backtests' for better tracking and monitoring of your system on a customized basis. I would like to emphasize one thing, and that is that you keep this in mind. Today my greatest skill in 'pinescript' is to build indicators, but mainly strategies, based on statistical and probabilistic trading, with a postive mathematical expectation in relation to the market, in a 100% automated way. This with the goal of building a consistent and continuous positive equity curve through mathematics using data, converting it into statistical / probabilistic parameters and applying them to a Quantitative model. Before becoming a Quantitative Trader , I was a Technical Analyst and a Discretionary Trader . First as a position trader and then as a day trader. Before becoming a Trader, I trained myself as a Technical Analyst , to masterly understand the shape and workings of the market in theory. But everything changed when I met 'Mark Douglas' , when I got to know his works, that's when my head exploded 🤯, and I started to understand the market for good! The market is nothing more than a 'random' system of distributing results. See that I said: 'random' . Do yourself a mental exercise. Is there really such a thing as random ? I believe not, as far as we know maybe the 'singularity'. So thinking this way, to translate, the market is nothing more than a game of probability, statistics and pure mathematics. Like a casino! What happens is that most traders, whenever they take a position, take it with all the empirical certainty that such position will win or lose, and do not take into consideration the total sequence of results to understand their place in the market. Understanding your place in the market gives you the ability to create and design systems that can exploit the present market anomaly, and thus make money statistically, consistently, and 100% automated. Thinking of it this way, it is easy to make money from the market. There are many ways to make money from the market, but the only consistent way I know of is through 'probabilistic and automated statistical trading'. 1️⃣1️⃣ : ❓ How to build a Quantitative Trading system ❓ There are some fundamental points that must be addressed here in order to understand what makes up a system based on statistics and probability applied to a quantitative model. When we talk about 'discretionary' trading, it is a trading system based on human decisions after the defined 'empirical' conditions are met. It is quite another thing to build a fully automated system without any human interference/interaction . That said: Building a statistically profitable system is perfectly possible, but this is a high level task , but with possible high rewards and consistent gains. Here you will find a real "Skin In The Game" strategy. With all due respect, but the vast majority of traders who post strategies on TradingView do not understand what they are doing. Most of them do not understand the minimum complexity involved in the main variable for the construction of a real strategy, the mother variable: "strategy". I say this by my own experience, because I have analyzed practically all the existing publications of TradingView + 200,000 indicators and strategies. I breathe pinescript, I eat pinescript, I sleep pinescript, I bathe pinescript, I live TradingView. But the main advantage for the TradingView users, is that all entry and exit orders made by this strategy can be checked and analyzed thoroughly, to validate and prove the veracity of this strategy, because this is a 100% real strategy. Here there is a huge world of possibilities, but only one way to build a 'pinescript strategy' that will work correctly aligned to the real world with real results . There are some fundamental points to take into consideration when building a profitable trading system: The most important of these for me is: 'DrawDown' . Followed by: 'Hit Rate' . And only after that we use the parameter: 'Profit'. See, this is because here, we are dealing with the 'imponderable' , and anything can happen in this scenario. But there is one thing that makes us sleep peacefully at night, and that is: controlling losses . That is, in other words: controlling the DrawDown . The amateur is concerned with 'winning', the professional is concerned with conserving capital. If we have the losses under control, then we can move on to the other two parameters: hit rate and profit. See, the second most important factor in building a system is the hit rate. I say this from my own experience. I have worked with many systems with a 'low hit rate', but extremely profitable. For example: systems with hit rates of 40 to 50%. But as much as statistically and mathematically the profit is rewarding, operating systems with a low hit rate is always very stressful psychologically. That's why there are two big reasons why when I build an automated trading system, I focus on the high hit rate of the system, they are 1 - To reduce psychological damage as much as possible . 2 - And more important , when we create a system with a 'high hit rate' , there is a huge intrinsic advantage here, that most statistic traders don't take in consideration. That is: knowing more quickly when the system stops being functional. The main advantage of a system with a high hit rate is: to identify when the system stops being functional and stop exploiting the market's anomaly. Look: When we are talking about trading and random distribution of results on the market, do you agree that when we create a trading system, we are focused on exploring some anomaly of that market? When that anomaly is verified by the market, it will stop being functional with time. That's why trading systems, 'scalpers', especially for cryptocurrencies, need constant monitoring, quarterly, semi-annually or annually. Because market movements change from time to time. Because we go through different cycles from time to time, such as congestion cycles, accumulation , distribution , volatility , uptrends and downtrends . 1️⃣2️⃣ : ❓ How to Exploit Market Anomalies ❓ You see there is a very important point that must be stressed here. As we are always trying to exploit an 'anomaly' in the market. So the 'number' of indicators/tools that will integrate the system is of paramount importance. But most traders do not take this into consideration. To build a professional, robust, consistent, and profitable system, you don't need to use hundreds of indicators to build your setup. This will actually make it harder to read when the setup stops working and needs some adjustment. So focusing on a high hit rate is very important here, this is a fundamental principle that is widely ignored , and with a high hit rate, we can know much more accurately when the system is no longer functional much faster. As Darwin said: "It is not the strongest or the most intelligent that wins the game of life, it is the most adapted. So simple systems, as contradictory as it may seem, are more efficient, because they help to identify inflection points in the market much more quickly. 1️⃣3️⃣ : ❓ What Defines a Robust, Profitable and Consistent System ❓ See I have built, hundreds of thousands of indicators and 'pinescript' strategies, hundreds of thousands. This is an extremely professional, robust and profitable system. Based on the currency pairs: BTC /USDT There are many ways and avenues to build a profitable trading setup/system. And actually this is not a difficult task, taking in consideration, as the main factor here, that our trading and investment plan is for the long term, so consequently we will face scenarios with less noise. He who is in a hurry eats raw. As mentioned before. Defining trends in pinescript is technically a simple task, the hardest task is to determine congestion zones with low volume and volatility, it's in these moments that many false signals are generated, and consequently is where most setups face their maximum DrawDown. That's why this strategy was strictly and thoroughly planned, built on a very solid foundation, to avoid as much noise as possible, for a positive and consistent equity curve in each market cycle, 'Consistency' is our 'Mantra' around here. 1️⃣4️⃣ : 🔧 Fixed Technical • Strategy:      Titan Investments|Quantitative THEMIS|Pro|BINANCE:BTCUSDTP:4h • Pair:             BTC/USDTP • Time Frame: 4 hours • Broker:         Binance (Recommended) For a more conservative scenario, we have built the Quantitative THEMIS for the 4h time frame, with the main focus on consistency. So we can avoid noise as much as possible! 1️⃣5️⃣ : ❌ Fixed Outputs : 🎯 TP(%) & 🛑SL(%) In order to build a 'perpetual' system specific to BTC/USDT, it took a lot of testing, and more testing, and a lot of investment and research. There is one initial and fundamental point that we can address to justify the incredible consistency presented here. That fundamental point is our exit via Take Profit or Stop Loss percentage (%). 🎯 Take Profit (%) 🛑 Stop Loss (%) See, today I have been testing some more advanced backtesting models for some cryptocurrency systems. In which I perform 'backtest of backtest', i.e. we use a set of strategies each focused on a principle, operating individually, but they are part of something unique, i.e. we do 'backtests' of 'backtests' together. What I mean is that we do a lot of backtesting around here. I can assure you, that always the best output for a trading system is to set fixed output values! In other words: 🎯 Take Profit (%) 🛑 Stop Loss (%) This happens because statistically setting fixed exit structures in the vast majority of times, presents a superior result on the capital/equity curve, throughout history and for the vast majority of setups compared to other exit methods. This is due to a mathematical principle of simplicity, 'avoiding more noise'. Thus whenever the Quantitative THEMIS strategy takes a position it has a target and a defined maximum stop percentage. 1️⃣6️⃣ : ⚠️ Risk Profile The strategy, currently has 3 risk profiles ⚠️ patterns for 'fixed percentage exits': Take Profit (%) and Stop Loss (%) . They are: ⚠️ Rich's Profiles ✔️🆑 Conservative: 🎯 TP=2.7 % 🛑 SL=2.7 % ❌Ⓜ️ Moderate:     🎯 TP=2.8 % 🛑 SL=2.7 % ❌🅰 Aggressive:    🎯 TP=1.6 % 🛑 SL=6.9 % You will be able to select and switch between the above options and profiles through the 'input' menu of the strategy by navigating to the "⚠️ Risk Profile" menu. You can then select, test and apply the Risk Profile above that best suits your risk management, expectations and reality , as well as customize all the 'fixed exit' values through the TP and SL menus below. 1️⃣7️⃣ : ⭕ Moving Exits : (Indicators) The strategy currently also has 'Moving Exits' based on indicator signals. These are Moving Exits (Indicators) 📈 LONG : (EXIT) 🧃 (MAO) Short : true 📉 SHORT : (EXIT) 🧃 (MAO) Long: false You can select and toggle between the above options through the 'input' menu of the strategy by navigating to the "LONG : Exit" and "SHORT : Exit" menu. 1️⃣8️⃣ : 💸 Initial Capital By default the "Initial Capital" set for entries and backtests of this strategy is: 10000 $ You can set another value for the 'Starting Capital' through the tradingview menu under "properties" , and edit the value of the "Initial Capital" field. This way you can set and test other 'Entry Values' for your trades, tests and backtests. 1️⃣9️⃣ : ⚙️ Entry Options By default the 'order size' set for this strategy is 100 % of the 'initial capital' on each new trade. You can set and test other entry options like : contracts , cash , % of equity You should make these changes directly in the input menu of the strategy by navigating to the menu "⚙️ Properties : TradingView" below. ⚙️ Properties : (TradingView) 📊 Strategy Type:   strategy.position_size != 1 📝💲 % Order Type: % of equity 📝💲 % Order Size: 100 Leverage:             1 So you can define and test other 'Entry Options' for your trades, tests and backtests. 2️⃣0️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Third-Party Services' It is possible to automate the signals of this strategy for any centralized or decentralized broker, as well as for messaging services: Discord, Telegram and Twitter. All in an extremely simple and uncomplicated way through the tutorials available in PDF /VIDEO for our Titan Pro 👽 subscriber community. With our tutorials in PDF and Video it will be possible to automate the signals of this strategy for the chosen service in an extremely simple way with less than 10 steps only. Tradingview naturally doesn't count with native integration between brokers and tradingview. But it is possible to use 'third party services' to do the integration and automation between Tradingview and your centralized or decentralized broker. Here are the standard, available and recommended 'third party services' to automate the signals from the 'Quantitative THEMIS' strategy on the tradingview for your broker: 1) Wundertrading (Recommended): 2) 3commas:                                3) Zignaly:                                   4) Aleeert.com    (Recommended): 5) Alertatron:                               Note! 'Third party services' cannot perform 'withdrawals' via their key 'API', they can only open positions, so your funds will always be 'safe' in your brokerage firm, being traded via the 'API', when they receive an entry and exit signal from this strategy. 2️⃣1️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Exchanges You can automate this strategy for any of the brokers below, through your broker's 'API' by connecting it to the 'third party automation services' for tradingview available and mentioned in the menu above: 1) Binance (Recommended) 2) Bitmex 3) Bybit 4) KuCoin 5) Deribit 6) OKX 7) Coinbase 8) Huobi 9) Bitfinex 10) Bitget 11) Bittrex 12) Bitstamp 13) Gate. io 14) Kraken 15) Gemini 16) Ascendex 17) VCCE 2️⃣2️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Messaging Services' You can also automate and monitor the signals of this strategy much more efficiently by sending them to the following popular messaging services: 1) Discord 2) Telegram 3) Twitter 2️⃣3️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : '🧲🤖Copy-Trading' It will also be possible to copy/replicate the entries and exits of this strategy to your broker in an extremely simple and agile way, through the available copy-trader services. This way it will be possible to replicate the signals of this strategy at each entry and exit to your broker through the API connecting it to the integrated copy-trader services available through the tradingview automation services below: 1) Wundetrading: 2) Zignaly:           2️⃣4️⃣ : ❔ Why be a Titan Pro 👽❔ I believe that today I am at another level in 'pinescript' development. I consider myself today a true unicorn as a pinescript developer, someone unique and very rare. If you choose another tool or another pinescript service, this tool will be just another one, with no real results. But if you join our Titan community, you will have access to a unique tool! And you will get real results! I already earn money consistently with statistical and automated trading and as an expert pinescript developer. I am here to evolve my skills as much as possible, and one day become a pinescript 'Wizard'. So excellence, quality and professionalism will always be my north here. You will never find a developer like me, and who will take so seriously such a revolutionary project as this one. A Maverick! ▬ The man never stops! Here you will find the highest degree of sophistication and development in the market for 'pinescript'. You will get the best of me and the best of pinescript possible. Let me show you how a professional in my field does it. Become a Titan Pro Member 👽 and get Full Access to this strategy and all the Automation Tutorials. Be the Titan in your life! 2️⃣5️⃣ : ❔ Why be a Titan Aff 🛸❔ Get financial return for your referrals, Decentralize the World, and raise the collective consciousness. 2️⃣6️⃣ : 📋 Summary : ⚖️ Strategy: Titan Investments|Quantitative THEMIS|Pro|BINANCE:BTCUSDTP:4h ® Titan Investimentos | Quantitative THEMIS ⚖️ | Pro 👽 2.6 | Dev: © FilipeSoh 🧙 | 🤖 100% Automated : Discord, Telegram, Twitter, Wundertrading, 3commas, Zignaly, Aleeert, Alertatron, Uniswap-v3 | BINANCE:BTCUSDTPERP 4h 🛒 Subscribe this strategy  ❗️  Be a Titan Member 🏛️ 🛒 Titan Pro        👽   🏛️ Titan Pro        👽 Version with ✔️100% Integrated Automation 🤖 and 📚 Automation Tutorials ✔️100% available at: (PDF/VIDEO) 🛒 Titan Affiliate 🛸  🏛️ Titan Affiliate 🛸 (Subscription Sale) 🔥 Receive 50% commission 📋 Summary : QT THEMIS ⚖️ 🕵️‍♂️ Check This Strategy..................................................................0 🦄 ® Titan Investimentos...............................................................1 👨‍💻 © Developer..........................................................................2 📚 Signal Automation Tutorials : (PDF/VIDEO).......................................3 👨‍🔧 Revision...............................................................................4 📊 Table : (BACKTEST)..................................................................5 📊 Table : (INFORMATIONS).............................................................6 ⚙️ Properties : (TRADINGVIEW)........................................................7 📆 Backtest : (TRADINGVIEW)..........................................................8 ⚠️ Risk Profile...........................................................................9 🟢 On 🔴 Off : (LONG/SHORT).......................................................10 📈 LONG : (ENTRY)....................................................................11 📉 SHORT : (ENTRY)...................................................................12 📈 LONG : (EXIT).......................................................................13 📉 SHORT : (EXIT)......................................................................14 🧩 (EI) External Indicator.............................................................15 📡 (QT) Quantitative...................................................................16 🎠 (FF) Forecast......................................................................17 🅱 (BB) Bollinger Bands................................................................18 🧃 (MAP) Moving Average Primary......................................................19 🧃 (MAP) Labels.........................................................................20 🍔 (MAQ) Moving Average Quaternary.................................................21 🍟 (MACD) Moving Average Convergence Divergence...............................22 📣 (VWAP) Volume Weighted Average Price........................................23 🪀 (HL) HILO..........................................................................24 🅾 (OBV) On Balance Volume.........................................................25 🥊 (SAR) Stop and Reverse...........................................................26 🛡️ (DSR) Dynamic Support and Resistance..........................................27 🔊 (VD) Volume Directional..........................................................28 🧰 (RSI) Relative Momentum Index.................................................29 🎯 (TP) Take Profit %..................................................................30 🛑 (SL) Stop Loss %....................................................................31 🤖 Automation Selected...............................................................32 📱💻 Discord............................................................................33 📱💻 Telegram..........................................................................34 📱💻 Twitter...........................................................................35 🤖 Wundertrading......................................................................36 🤖 3commas............................................................................37 🤖 Zignaly...............................................................................38 🤖 Aleeert...............................................................................39 🤖 Alertatron...........................................................................40 🤖 Uniswap-v3..........................................................................41 🧲🤖 Copy-Trading....................................................................42 ♻️ ® No Repaint........................................................................43 🔒 Copyright ©️..........................................................................44 🏛️ Be a Titan Member..................................................................45 Nº Active Users..........................................................................46 ⏱ Time Left............................................................................47 | 0 | 🕵️‍♂️ Check This Strategy         🕵️‍♂️ Version Demo: 🐄 Version with ❌non-integrated automation 🤖 and 📚 Tutorials for automation ❌not available         🕵️‍♂️ Version Pro: 👽 Version with ✔️100% Integrated Automation 🤖 and 📚 Automation Tutorials ✔️100% available at: (PDF/VIDEO) | 1 | 🦄 ® Titan Investimentos         Decentralizing the World 🗺         Raising the Collective Conscience 🗺                 🦄Site:                      🦄TradingView: www.tradingview.com         🦄Discord:                 🦄Telegram:              🦄Youtube:                🦄Twitter:                 🦄Instagram:             🦄TikTok:                 🦄Linkedin:               🦄E-mail:          | 2 | 👨‍💻 © Developer         🧠 Developer:    @FilipeSoh🧙         📺 TradingView: www.tradingview.com         ☑️ Linkedin:               ✅ Fiverr:                  ✅ Upwork:                🎥 YouTube:               🐤 Twitter:                🤳 Instagram:    | 3 | 📚 Signal Automation Tutorials : (PDF/VIDEO)         📚 Discord:           🔗 Link: 🔒Titan Pro👽         📚 Telegram:        🔗 Link: 🔒Titan Pro👽         📚 Twitter:           🔗 Link: 🔒Titan Pro👽         📚 Wundertrading: 🔗 Link: 🔒Titan Pro👽         📚 3comnas:         🔗 Link: 🔒Titan Pro👽         📚 Zignaly:           🔗 Link: 🔒Titan Pro👽         📚 Aleeert:           🔗 Link: 🔒Titan Pro👽         📚 Alertatron:       🔗 Link: 🔒Titan Pro👽         📚 Uniswap-v3:     🔗 Link: 🔒Titan Pro👽         📚 Copy-Trading:   🔗 Link: 🔒Titan Pro👽 | 4 | 👨‍🔧 Revision         👨‍🔧 Start Of Operations: 01 Jan 2019 21:00 -0300 💡 Start Of Operations (Skin in the game) : Revision 1.0         👨‍🔧 Previous Review:      01 Jan 2022 21:00 -0300 💡 Previous Review : Revision 2.0         👨‍🔧 Current Revision:     01 Jan 2023 21:00 -0300 💡 Current Revision : Revision 2.6         👨‍🔧 Next Revision:         28 May 2023 21:00 -0300 💡 Next Revision : Revision 2.7 | 5 | 📊 Table : (BACKTEST)         📊 Table: true         🖌️ Style:  label.style_label_left         📐 Size:   size_small         📏 Line:  defval         🎨 Color: #131722 | 6 | 📊 Table : (INFORMATIONS)         📊 Table: false         🖌️ Style:  label.style_label_right         📐 Size:   size_small         📏 Line:  defval         🎨 Color: #131722 | 7 | ⚙️ Properties : (TradingView)         📊 Strategy Type:  strategy.position_size != 1         📝💲 % Order Type: % of equity         📝💲 % Order Size: 100 %         🚀 Leverage:        1 | 8 | 📆 Backtest : (TradingView)         🗓️ Mon:     true         🗓️ Tue:      true         🗓️ Wed:     true         🗓️ Thu:      true         🗓️ Fri:       true         🗓️ Sat:       true         🗓️ Sun:      true         📆 Range:  custom         📆 Start:    UTC 31 Oct 2008 00:00         📆 End:      UTC 31 Oct 2030 23:45         📆 Session: 0000-0000         📆 UTC:     UTC | 9 | ⚠️ Risk Profile         ✔️🆑 Conservative: 🎯 TP=2.7 % 🛑 SL=2.7 %         ❌Ⓜ️ Moderate:     🎯 TP=2.8 % 🛑 SL=2.7 %         ❌🅰 Aggressive:    🎯 TP=1.6 % 🛑 SL=6.9 % | 10 | 🟢 On 🔴 Off : (LONG/SHORT)          🟢📈 LONG:  true          🟢📉 SHORT: true | 11 | 📈 LONG : (ENTRY)          📡 (QT) Long:       true          🧃 (MAP) Long:      false          🅱 (BB) Long:       false          🍟 (MACD) Long: false          🅾 (OBV) Long:     false | 12 | 📉 SHORT : (ENTRY)          📡 (QT) Short:       true          🧃 (MAP) Short:      false          🅱 (BB) Short:       false          🍟 (MACD) Short: false          🅾 (OBV) Short:     false | 13 | 📈 LONG : (EXIT)          🧃 (MAP) Short: true | 14 | 📉 SHORT : (EXIT)          🧃 (MAP) Long: false | 15 | 🧩 (EI) External Indicator          🧩 (EI) Connect your external indicator/filter:             false          🧩 (EI) Connect your indicator here (Study mode only): close          🧩 (EI) Connect your indicator here (Study mode only): close | 16 | 📡 (QT) Quantitative          📡 (QT) Quantitative: true          📡 (QT) Market:        BINANCE:BTCUSDTPERP          📡 (QT) Dice:            openai | 17 | 🎠 (FF) Forecast          🎠 (FF) Include current unclosed current candle:  true          🎠 (FF) Forecast Type:                                    flat          🎠 (FF) Nº of candles to use in linear regression: 3 | 18 | 🅱 (BB) Bollinger Bands          🅱 (BB) Bollinger Bands: true          🅱 (BB) Type:               EMA          🅱 (BB) Period:             20          🅱 (BB) Source:            close          🅱 (BB) Multiplier:         2          🅱 (BB) Linewidth:        0          🅱 (BB) Color:              #131722 | 19 | 🧃 (MAP) Moving Average Primary          🧃 (MAP) Moving Average Primary: true          🧃 (MAP) BarColor:                      false          🧃 (MAP) Background:                  false          🧃 (MAP) Type:                           SMA          🧃 (MAP) Source:                        open          🧃 (MAP) Period:                         100          🧃 (MAP) Multiplier:                     2.0          🧃 (MAP) Linewidth:                    2          🧃 (MAP) Color P:                        #42bda8          🧃 (MAP) Color N:                       #801922 | 20 | 🧃 (MAP) Labels          🧃 (MAP) Labels:               true          🧃 (MAP) Style BUY ZONE:  shape.labelup          🧃 (MAP) Color BUY ZONE: #42bda8          🧃 (MAP) Style SELL ZONE: shape.labeldown          🧃 (MAP) Color SELL ZONE: #801922 | 21 | 🍔 (MAQ) Moving Average Quaternary          🍔 (MAQ) Moving Average Quaternary: true          🍔 (MAQ) BarColor:                          false          🍔 (MAQ) Background:                      false          🍔 (MAQ) Type:                                SMA          🍔 (MAQ) Source:                             close          🍔 (MAQ) Primary:                           14          🍔 (MAQ) Secondary:                        22          🍔 (MAQ) Tertiary:                           44          🍔 (MAQ) Quaternary:                      16          🍔 (MAQ) Linewidth:                         0          🍔 (MAQ) Color P:                            #42bda8          🍔 (MAQ) Color N:                            #801922 | 22 | 🍟 (MACD) Moving Average Convergence Divergence          🍟 (MACD) Macd Type:  EMA          🍟 (MACD) Signal Type: EMA          🍟 (MACD) Source:       close          🍟 (MACD) Fast:          12          🍟 (MACD) Slow:          26          🍟 (MACD) Smoothing:  9 | 23 | 📣 (VWAP) Volume Weighted Average Price          📣 (VWAP) Source:             close          📣 (VWAP) Period:              340          📣 (VWAP) Momentum A:     84          📣 (VWAP) Momentum B:    150          📣 (VWAP) Average Volume: 1          📣 (VWAP) Multiplier:          1          📣 (VWAP) Diviser:             2 | 24 | 🪀 (HL) HILO          🪀 (HL) Type:          SMA          🪀 (HL) Function:     Maverick🧙          🪀 (HL) Source H:    high          🪀 (HL) Source L:     low          🪀 (HL) Period:        20          🪀 (HL) Momentum: 26          🪀 (HL) Diviser:        2          🪀 (HL) Multiplier:    1 | 25 | 🅾 (OBV) On Balance Volume          🅾 (OBV) Type:        EMA          🅾 (OBV) Source:     close          🅾 (OBV) Period:     16          🅾 (OBV) Diviser:     2          🅾 (OBV) Multiplier: 1 | 26 | 🥊 (SAR) Stop and Reverse          🥊 (SAR) Source:     close          🥊 (SAR) High:        1.8          🥊 (SAR) Mid:         1.6          🥊 (SAR) Low:        1.6          🥊 (SAR) Diviser:     2          🥊 (SAR) Multiplier: 1 | 27 | 🛡️ (DSR) Dynamic Support and Resistance          🛡️ (DSR) Source D:       close          🛡️ (DSR) Source R:       high          🛡️ (DSR) Source S:       low          🛡️ (DSR) Momentum R: 0          🛡️ (DSR) Momentum S: 2          🛡️ (DSR) Diviser:          2          🛡️ (DSR) Multiplier:      1 | 28 | 🔊 (VD) Volume Directional          🔊 (VD) Type:          SMA          🔊 (VD) Period:        68          🔊 (VD) Momentum: 3.8          🔊 (VD) Diviser:       2          🔊 (VD) Multiplier:    1 | 29 | 🧰 (RSI) Relative Momentum Index          🧰 (RSI) Type UP:        EMA          🧰 (RSI) Type DOWN:   EMA          🧰 (RSI) Source:          close          🧰 (RSI) Period:           29          🧰 (RSI) Smoothing:     22          🧰 (RSI) Momentum R: 64          🧰 (RSI) Momentum S: 142          🧰 (RSI) Diviser:          2          🧰 (RSI) Multiplier:      1 | 30 | 🎯 (TP) Take Profit %          🎯 (TP) Take Profit: false          🎯 (TP) %:              2.2          🎯 (TP) Color:         #42bda8          🎯 (TP) Linewidth:  1 | 31 | 🛑 (SL) Stop Loss %          🛑 (SL) Stop Loss:  false          🛑 (SL) %:             2.7          🛑 (SL) Color:        #801922          🛑 (SL) Linewidth: 1 | 32 | 🤖 Automation : Discord | Telegram | Twitter | Wundertrading | 3commas | Zignaly | Aleeert | Alertatron | Uniswap-v3          🤖 Automation Selected : Discord | 33 | 🤖 Discord          🔗 Link Discord:            discord.com          🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Discord ▬ Enter Long:  🔒Titan Pro👽          📱💻 Discord ▬ Exit Long:    🔒Titan Pro👽          📱💻 Discord ▬ Enter Short: 🔒Titan Pro👽          📱💻 Discord ▬ Exit Short:   🔒Titan Pro👽 | 34 | 🤖 Telegram          🔗 Link Telegram:          telegram.org          🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Telegram ▬ Enter Long:  🔒Titan Pro👽          📱💻 Telegram ▬ Exit Long:    🔒Titan Pro👽          📱💻 Telegram ▬ Enter Short: 🔒Titan Pro👽          📱💻 Telegram ▬ Exit Short:   🔒Titan Pro👽 | 35 | 🤖 Twitter          🔗 Link Twitter:            twitter.com          🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Twitter ▬ Enter Long:  🔒Titan Pro👽          📱💻 Twitter ▬ Exit Long:    🔒Titan Pro👽          📱💻 Twitter ▬ Enter Short: 🔒Titan Pro👽          📱💻 Twitter ▬ Exit Short:   🔒Titan Pro👽 | 36 | 🤖 Wundertrading : Binance | Bitmex | Bybit | KuCoin | Deribit | OKX | Coinbase | Huobi | Bitfinex | Bitget          🔗 Link Wundertrading:  wundertrading.com          🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Wundertrading ▬ Enter Long:  🔒Titan Pro👽          📱💻 Wundertrading ▬ Exit Long:    🔒Titan Pro👽          📱💻 Wundertrading ▬ Enter Short: 🔒Titan Pro👽          📱💻 Wundertrading ▬ Exit Short:   🔒Titan Pro👽 | 37 | 🤖 3commas : Binance | Bybit | OKX | Bitfinex | Coinbase | Deribit | Bitmex | Bittrex | Bitstamp | Gate.io | Kraken | Gemini | Huobi | KuCoin          🔗 Link 3commas:          3commas.io          🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 3commas ▬ Enter Long:  🔒Titan Pro👽          📱💻 3commas ▬ Exit Long:    🔒Titan Pro👽          📱💻 3commas ▬ Enter Short: 🔒Titan Pro👽          📱💻 3commas ▬ Exit Short:   🔒Titan Pro👽 | 38 | 🤖 Zignaly : Binance | Ascendex | Bitmex | Kucoin | VCCE          🔗 Link Zignaly:             zignaly.com          🔗 Link 📚 Automation: 🔒Titan Pro👽          🤖 Type Automation:        Profit Sharing          🤖 Type Provider:             Webook          🔑 Key:                         🔒Titan Pro👽          🤖 pair:                         BTCUSDTP          🤖 exchange:                  binance          🤖 exchangeAccountType: futures          🤖 orderType:                 market          🚀 leverage:                   1x           % positionSizePercentage: 100 %          💸 positionSizeQuote:       10000 $          🆔 signalId:                     @Signal1234 | 39 | 🤖 Aleeert : Binance          🔗 Link Aleeert:             aleeert.com          🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Aleeert ▬ Enter Long:  🔒Titan Pro👽          📱💻 Aleeert ▬ Exit Long:    🔒Titan Pro👽          📱💻 Aleeert ▬ Enter Short: 🔒Titan Pro👽          📱💻 Aleeert ▬ Exit Short:   🔒Titan Pro👽 | 40 | 🤖 Alertatron : Binance | Bybit | Deribit | Bitmex          🔗 Link Alertatron:         alertatron.com          🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Alertatron ▬ Enter Long:  🔒Titan Pro👽          📱💻 Alertatron ▬ Exit Long:    🔒Titan Pro👽          📱💻 Alertatron ▬ Enter Short: 🔒Titan Pro👽          📱💻 Alertatron ▬ Exit Short:   🔒Titan Pro👽 | 41 | 🤖 Uniswap-v3          🔗 Link Alertatron:         uniswap.org          🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Uniswap-v3 ▬ Enter Long:  🔒Titan Pro👽          📱💻 Uniswap-v3 ▬ Exit Long:    🔒Titan Pro👽          📱💻 Uniswap-v3 ▬ Enter Short: 🔒Titan Pro👽          📱💻 Uniswap-v3 ▬ Exit Short:   🔒Titan Pro👽 | 42 | 🧲🤖 Copy-Trading : Zignaly | Wundertrading          🔗 Link 📚 Copy-Trading:                  🔒Titan Pro👽          🧲🤖 Copy-Trading ▬ Zignaly:           🔒Titan Pro👽          🧲🤖 Copy-Trading ▬ Wundertrading: 🔒Titan Pro👽 | 43 | ♻️ ® Don't Repaint!          ♻️ This Strategy does not Repaint!:                  ® Signs Do not repaint❕          ♻️ This is a Real Strategy!:                              Quality : ® Titan Investimentos          📋️️ Get more information about Repainting here: | 44 | 🔒 Copyright ©️          🔒 Copyright ©️: Copyright © 2023-2024 All rights reserved, ® Titan Investimentos          🔒 Copyright ©️: ® Titan Investimentos          🔒 Copyright ©️: Unique and Exclusive Strategy. All rights reserved | 45 | 🏛️ Be a Titan Members          🏛️ Titan Pro        👽 Version with ✔️100% Integrated Automation 🤖 and 📚 Automation Tutorials ✔️100% available at: (PDF/VIDEO)           🏛️ Titan Affiliate 🛸 (Subscription Sale) 🔥 Receive 50% commission                                                                                             | 46 | ⏱ Time Left          Time Left Titan Demo 🐄: ⏱♾            | ⏱ : ♾ Titan Demo 🐄 Version with ❌non-integrated automation 🤖 and 📚 Tutorials for automation ❌not available          Time Left Titan Pro     👽: 🔒Titan Pro👽 | ⏱ : Pro Plans: 30 Days, 90 Days, 12 Months, 24 Months. (👽 Pro 🅼 Monthly, 👽 Pro 🆀 Quarterly, 👽 Pro🅰 Annual, 👽 Pro👾Two Years) | 47 | Nº Active Users          Nº Active Subscribers Titan Pro 👽: 5️⃣6️⃣ | 1✔️ 5✔️ 10✔️ 100❌ 1K❌ 10K❌ 50K❌ 100K❌ 1M❌ 10M❌ 100M❌ : ⏱ Active Users is updated every 24 hours (Check on indicator)          Nº Active Affiliates    Titan Aff 🛸: 6️⃣     | 1✔️ 5✔️ 10❌ 100❌ 1K❌ 10K❌ 50K❌ 100K❌ 1M❌ 10M❌ 100M❌ : ⏱ Active Users is updated every 24 hours (Check on indicator) 2️⃣7️⃣ : 📊 PERFORMANCE : 🆑 Conservative 📊 Exchange:         Binance 📊 Pair:                BINANCE:  BTCUSDTPERP 📊 TimeFrame:      4h 📊 Initial Capital:   10000 $ 📊 Order Type:       % equity 📊 Size Per Order: 100 % 📊 Commission:     0.03 % 📊 Pyramid:          1 • ⚠️ Risk Profile: 🆑 Conservative: 🎯 TP=2.7 % | 🛑 SL=2.7 % • 📆All years: 🆑 Conservative: 🚀 Leverage 1️⃣x 📆 Start: September 23, 2019 📆 End: January 11, 2023 📅 Days: 1221 📅 Bars:  7325 Net Profit: 🟢 + 1669.89 % 💲   + 166989.43 USD Total Close Trades: ⚪️ 369 Percent Profitable: 🟡 64.77 % Profit Factor: 🟢 2.314 DrawDrown Maximum: 🔴 -24.82 % 💲   -10221.43 USD Avg Trade: 💲   + 452.55 USD ✔️ Trades Winning: 239 ❌ Trades Losing:   130 ✔️ Average Gross Win: + 12.31 % ❌ Average Gross Loss: - 9.78 % ✔️ Maximum Consecutive Wins:   9 ❌ Maximum Consecutive Losses: 6 %  Average Gain Annual:   499.33 % %  Average Gain Monthly: 41.61 % %  Average Gain Weekly:  9.6 % %  Average Gain Day:      1.37 % 💲  Average Gain Annual:   49933 $ 💲  Average Gain Monthly: 4161 $ 💲  Average Gain Weekly:  960 $ 💲  Average Gain Day:      137 $ • 📆 Year: 2020: 🆑 Conservative: 🚀 Leverage 1️⃣x • 📆 Year: 2021: 🆑 Conservative: 🚀 Leverage 1️⃣x • 📆 Year: 2022: 🆑 Conservative: 🚀 Leverage 1️⃣x 2️⃣8️⃣ : 📊 PERFORMANCE : Ⓜ️ Moderate 📊 Exchange:         Binance 📊 Pair:                BINANCE:  BTCUSDTPERP 📊 TimeFrame:      4h 📊 Initial Capital:   10000 $ 📊 Order Type:       % equity 📊 Size Per Order: 100 % 📊 Commission:     0.03 % 📊 Pyramid:          1 • ⚠️ Risk Profile: Ⓜ️ Moderate: 🎯 TP=2.8 % | 🛑 SL=2.7 % • 📆 All years: Ⓜ️ Moderate: 🚀 Leverage 1️⃣x 📆 Start: September 23, 2019 📆 End: January 11, 2023 📅 Days: 1221 📅 Bars:  7325 Net Profit: 🟢 + 1472.04 % 💲   + 147199.89 USD Total Close Trades: ⚪️ 362 Percent Profitable: 🟡 63.26 % Profit Factor: 🟢 2.192 DrawDrown Maximum: 🔴 -22.69 % 💲   -9269.33 USD Avg Trade: 💲   + 406.63 USD ✔️ Trades Winning: 229 ❌ Trades Losing  : 133 ✔️ Average Gross Win: + 11.82 % ❌ Average Gross Loss: - 9.29 % ✔️ Maximum Consecutive Wins:   9 ❌ Maximum Consecutive Losses: 8 %  Average Gain Annual:  440.15 % %  Average Gain Monthly: 36.68 % %  Average Gain Weekly:  8.46 % %  Average Gain Day:      1.21 % 💲  Average Gain Annual:  44015 $ 💲  Average Gain Monthly: 3668 $ 💲  Average Gain Weekly:  846 $ 💲  Average Gain Day:      121 $ • 📆 Year: 2020: Ⓜ️ Moderate: 🚀 Leverage 1️⃣x • 📆 Year: 2021: Ⓜ️ Moderate: 🚀 Leverage 1️⃣x • 📆 Year: 2022: Ⓜ️ Moderate: 🚀 Leverage 1️⃣x 2️⃣9️⃣ : 📊 PERFORMANCE : 🅰 Aggressive 📊 Exchange:         Binance 📊 Pair:                BINANCE:  BTCUSDTPERP 📊 TimeFrame:      4h 📊 Initial Capital:   10000 $ 📊 Order Type:       % equity 📊 Size Per Order: 100 % 📊 Commission:     0.03 % 📊 Pyramid:          1 • ⚠️ Risk Profile: 🅰 Aggressive: 🎯 TP=1.6 % | 🛑 SL=6.9 % • 📆 All years: 🅰 Aggressive: 🚀 Leverage 1️⃣x 📆 Start: September 23, 2019 📆 End: January 11, 2023 📅 Days: 1221 📅 Bars:  7325 Net Profit: 🟢 + 989.38 % 💲   + 98938.38 USD Total Close Trades: ⚪️ 380 Percent Profitable: 🟢 84.47 % Profit Factor: 🟢 2.156 DrawDrown Maximum: 🔴 -17.88 % 💲   -9182.84 USD Avg Trade: 💲   + 260.36 USD ✔️ Trades Winning: 321 ❌ Trades Losing:   59 ✔️ Average Gross Win: + 5.75 % ❌ Average Gross Loss: - 14.51 % ✔️ Maximum Consecutive Wins:   21 ❌ Maximum Consecutive Losses: 6 %  Average Gain Annual:  295.84 % %  Average Gain Monthly: 24.65 % %  Average Gain Weekly:  5.69 % %  Average Gain Day:      0.81 % 💲  Average Gain Annual:  29584 $ 💲  Average Gain Monthly: 2465 $ 💲  Average Gain Weekly:  569 $ 💲  Average Gain Day:      81 $ • 📆 Year: 2020: 🅰 Aggressive: 🚀 Leverage 1️⃣x • 📆 Year: 2021: 🅰 Aggressive: 🚀 Leverage 1️⃣x • 📆 Year: 2022: 🅰 Aggressive: 🚀 Leverage 1️⃣x 3️⃣0️⃣ : 🛠️ Roadmap 🛠️• 14/ 01 /2023 : Titan THEMIS Launch 🛠️• Updates January/2023 :     • 📚 Tutorials for Automation 🤖 already Available : ✔️     • ✔️ Discord     • ✔️ Wundertrading     • ✔️ Zignaly     • 📚 Tutorials for Automation 🤖 In Preparation : ⭕     • ⭕ Telegram     • ⭕ Twitter     • ⭕ 3comnas     • ⭕ Aleeert     • ⭕ Alertatron     • ⭕ Uniswap-v3     • ⭕ Copy-Trading 🛠️• Updates February/2023 :     • 📰 Launch of advertising material for Titan Affiliates 🛸     • 🛍️🎥🖼️📊 (Sales Page/VSL/Videos/Creative/Infographics) 🛠️• 28/05/2023 : Titan THEMIS update ▬ Version 2.7 🛠️• 28/05/2023 : BOT BOB release ▬ Version 1.0     • (Native Titan THEMIS Automation - Through BOT BOB, a bot for automation of signals, indicators and strategies of TradingView, of own code ▬ in validation.     • BOT BOB        Automation/Connection :     • API - For Centralized Brokers.     • Smart Contracts - Wallet Web - For Decentralized Brokers.     • This way users can automate any indicator or strategy of TradingView and Titan in a decentralized, secure and simplified way.     • Without having the need to use 'third party services' for automating TradingView indicators and strategies like the ones available above. 🛠️• 28/05/2023 : Release ▬ Titan Culture Guide 📝 3️⃣1️⃣ : 🧻 Notes ❕ 🧻 • Note ❕ The "Demo 🐄" version, ❌does not have 'integrated automation', to automate the signals of this strategy and enjoy a fully automated system, you need to have access to the Pro version with '100% integrated automation' and all the tutorials for automation available. Become a Titan Pro 👽 🧻 • Note ❕ You will also need to be a "Pro User or higher on Tradingview", to be able to use the webhook feature available only for 'paid' profiles on the platform. With the webhook feature it is possible to send the signals of this strategy to almost anywhere, in our case to centralized or decentralized brokerages, also to popular messaging services such as: Discord, Telegram or Twiter. 3️⃣2️⃣ : 🚨 Disclaimer ❕❗ 🚨 • Disclaimer ❕❕ Past positive result and performance of a system does not guarantee its positive result and performance for the future! 🚨 • Disclaimer ❗❗❗ When using this strategy: Titan Investments is totally Exempt from any claim of liability for losses. The responsibility on the management of your funds is solely yours. This is a very high risk/volatility market! Understand your place in the market. 3️⃣3️⃣ : ♻️ ® No Repaint This Strategy does not Repaint! This is a real strategy! 3️⃣4️⃣ : 🔒 Copyright ©️ Copyright © 2022-2023 All rights reserved, ® Titan Investimentos 3️⃣5️⃣ : 👏 Acknowledgments I want to start this message in thanks to TradingView and all the Pinescript community for all the 'magic' created here, a unique ecosystem! rich and healthy, a fertile soil, a 'new world' of possibilities, for a complete deepening and improvement of our best personal skills. I leave here my immense thanks to the whole community: Tradingview, Pinecoders, Wizards and Moderators. I was not born Rich . Thanks to TradingView and pinescript and all its transformation. I could develop myself and the best of me and the best of my skills. And consequently build wealth and patrimony. Gratitude. One more story for the infinite book ! If you were born poor you were born to be rich ! Raising🔼 the level and raising🔼 the ruler! 📏 My work is my 'debauchery'! Do better! 💐🌹 Soul of a first-timer! Creativity Exudes! 🦄 This is the manifestation of God's magic in me. This is the best of me. 🧙 You will copy me, I know. So you owe me. 💋 My mission here is to raise the consciousness and self-esteem of all Titans and Titanids! Welcome! 🧘 🏛️ The only way to accomplish great work is to do what you love ! Before I learned to program I was wasting my life! Death is the best creation of life . Now you are the new , but in the not so distant future you will gradually become the old . Here I stay forever! Playing the game like an Athlete! 🖼️ Enjoy and Enjoy 🍷 🗿 In honor of: BOB ☆ 1 name, 3 letters, 3 possibilities, and if read backwards it's the same thing, a palindrome. ☘ Gratitude to the oracles that have enabled me the 'luck' to get this far: Dal&Ni&Fer 3️⃣6️⃣ : 👮 House Rules : 📺 TradingView House Rules : This publication and strategy follows all TradingView house guidelines and rules: 📺 TradingView House Rules: www.tradingview.com 📺 Script publication rules:    www.tradingview.com 📺 Vendor requirements:      www.tradingview.com 📺 Links/References rules:    www.tradingview.com 3️⃣7️⃣ : 🏛️ Become a Titan Pro member 👽 🟩 Titan Pro 👽 🟩          3️⃣8️⃣ : 🏛️ Be a member Titan Aff 🛸 🟥 Titan Affiliate 🛸 🟥  
Strategi Pine Script®
oleh DiFlip
1
Titan Investments|Quantitative THEMIS|Demo|BINANCE:BTCUSDTP:4hInvestment Strategy (Quantitative Trading) | 🛑 | Watch "LIVE" and 'COPY' this strategy in real time:           🔗 Link: www.tradingview.com Hello, welcome, feel free 🌹💐 Since the stone age to the most technological age, one thing has not changed, that which continues impress human beings the most, is the other human being! Deep down, it's all very simple or very complicated, depends on how you look at it. I believe that everyone was born to do something very well in life. But few are those who have, let's use the word 'luck' . Few are those who have the 'luck' to discover this thing. That is why few are happy and successful in their jobs and professions. Thank God I had this 'luck' , and discovered what I was born to do well. And I was born to program. 👨‍💻 📋 Summary : Project Titan 0️⃣     : 🦄 Project Titan 1️⃣     : ⚖️ Quantitative THEMIS 2️⃣     : 🏛️ Titan Community 3️⃣     : 👨‍💻 Who am I ❔ 4️⃣     : ❓ What is Statistical/Probabilistic Trading ❓ 5️⃣     : ❓ How Statistical/Probabilistic Trading works ❓ 6️⃣     : ❓ Why use a Statistical/Probabilistic system ❓ 7️⃣     : ❓ Why the human brain is not prepared to do Trading ❓ 8️⃣     : ❓ What is Backtest ❓ 9️⃣     : ❓ How to build a Consistent system ❓ 🔟     : ❓ What is a Quantitative Trading system ❓ 1️⃣1️⃣ : ❓ How to build a Quantitative Trading system ❓ 1️⃣2️⃣ : ❓ How to Exploit Market Anomalies ❓ 1️⃣3️⃣ : ❓ What Defines a Robust, Profitable and Consistent System ❓ 1️⃣4️⃣ : 🔧 Fixed Technical 1️⃣5️⃣ : ❌ Fixed Outputs : 🎯 TP(%) & 🛑SL(%) 1️⃣6️⃣ : ⚠️ Risk Profile 1️⃣7️⃣ : ⭕ Moving Exits : (Indicators) 1️⃣8️⃣ : 💸 Initial Capital 1️⃣9️⃣ : ⚙️ Entry Options 2️⃣0️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Third-Party Services' 2️⃣1️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Exchanges 2️⃣2️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Messaging Services' 2️⃣3️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : '🧲🤖Copy-Trading' 2️⃣4️⃣ : ❔ Why be a Titan Pro 👽❔ 2️⃣5️⃣ : ❔ Why be a Titan Aff 🛸❔ 2️⃣6️⃣ : 📋 Summary : ⚖️ Strategy: Titan Investments|Quantitative THEMIS|Demo|BINANCE:BTCUSDTP:4h 2️⃣7️⃣ : 📊 PERFORMANCE : 🆑 Conservative 2️⃣8️⃣ : 📊 PERFORMANCE : Ⓜ️ Moderate 2️⃣9️⃣ : 📊 PERFORMANCE : 🅰 Aggressive 3️⃣0️⃣ : 🛠️ Roadmap 3️⃣1️⃣ : 🧻 Notes ❕ 3️⃣2️⃣ : 🚨 Disclaimer ❕❗ 3️⃣3️⃣ : ♻️ ® No Repaint 3️⃣4️⃣ : 🔒 Copyright ©️ 3️⃣5️⃣ : 👏 Acknowledgments 3️⃣6️⃣ : 👮 House Rules : 📺 TradingView 3️⃣7️⃣ : 🏛️ Become a Titan Pro member 👽 3️⃣8️⃣ : 🏛️ Be a member Titan Aff 🛸 0️⃣ : 🦄 Project Titan This is the first real, 100% automated Quantitative Strategy made available to the public and the pinescript community for TradingView. You will be able to automate all signals of this strategy for your broker , centralized or decentralized and also for messaging services : Discord, Telegram or Twitter . This is the first strategy of a larger project, in 2023, I will provide a total of 6 100% automated 'Quantitative' strategies to the pinescript community for TradingView. The future strategies to be shared here will also be unique , never before seen, real 'Quantitative' bots with real, validated results in real operation. Just like the 'Quantitative THEMIS' strategy, it will be something out of the loop throughout the pinescript/tradingview community, truly unique tools for building mutual wealth consistently and continuously for our community. 1️⃣ : ⚖️ Quantitative THEMIS : Titan Investments|Quantitative THEMIS|Demo|BINANCE:BTCUSDTP:4h This is a truly unique and out of the curve strategy for BTC /USD . A truly real strategy, with real, validated results and in real operation. A unique tool for building mutual wealth, consistently and continuously for the members of the Titan community. Initially we will operate on a monthly, quarterly, annual or biennial subscription service. Our goal here is to build a great community, in exchange for an extremely fair value for the use of our truly unique tools, which bring and will bring real results to our community members. With this business model it will be possible to provide all Titan users and community members with the purest and highest degree of sophistication in the market with pinescript for tradingview, providing unique and truly profitable strategies. My goal here is to offer the best to our members! The best 'pinescript' tradingview service in the world! We are the only Start-Up in the world that will decentralize real and full access to truly real 'quantitative' tools that bring and will bring real results for mutual and ongoing wealth building for our community. 2️⃣ : 🏛️ Titan Community : 👽 Pro 🔁 Aff 🛸 Become a Titan Pro 👽 To get access to the strategy: "Quantitative THEMIS" , and future Titan strategies in a 100% automated way, along with all tutorials for automation. Pro Plans: 30 Days, 90 Days, 12 Months, 24 Months. 👽 Pro 🅼 Monthly 👽 Pro 🆀 Quarterly 👽 Pro🅰 Annual 👽 Pro👾Two Years You will have access to a truly unique system that is out of the curve . A 100% real, 100% automated, tested, validated, profitable, and in real operation strategy. Become a Titan Affiliate 🛸 By becoming a Titan Affiliate 🛸, you will automatically receive 50% of the value of each new subscription you refer . You will receive 50% for any of the above plans that you refer . This way we will encourage our community to grow in a fair and healthy way, because we know what we have in our hands and what we deliver real value to our users. We are at the highest level of sophistication in the market, the consistency here and the results here speak for themselves. So growing our community means growing mutual wealth and raising collective conscience. Wealth must be created not divided. And here we are creating mutual wealth on all ends and in all ways. A non-zero sum system, where everybody wins. 3️⃣ : 👨‍💻 Who am I ❔ My name is FilipeSoh I am 26 years old, Technical Analyst, Trader, Computer Engineer, pinescript Specialist, with extensive experience in several languages and technologies. For the last 4 years I have been focusing on developing, editing and creating pinescript indicators and strategies for Tradingview for people and myself. Full-time passionate workaholic pinescript developer with over 10,000 hours of pinescript development. • Pinescript expert ▬Tradingview. • Specialist in Automated Trading • Specialist in Quantitative Trading. • Statistical/Probabilistic Trading Specialist - Mark Douglas Scholl. • Inventor of the 'Classic Forecast' Indicators. • Inventor of the 'Backtest Table'. 4️⃣ : ❓ What is Statistical/Probabilistic Trading ❓ Statistical/probabilistic trading is the only way to get a positive mathematical expectation regarding the market and consequently that is the only way to make money consistently from it. I will present below some more details about the Quantitative THEMIS strategy, it is a real strategy, tested, validated and in real operation, 'Skin in the Game' , a consistent way to make money with statistical/probabilistic trading in a 100% automated. I am a Technical Analyst , I used to be a Discretionary Trader , today I am 100% a Statistical Trader . I've gotten rich and made a lot of money, and I've also lost a lot with 'leverage'. That was a few years ago. The book that changed everything for me was "Trading in The Zone" by Mark Douglas. That's when I understood that the market is just a game of statistics and probability, like a casino! It was then that I understood that the human brain is not prepared for trading, because it involves triggers and mental emotions. And emotions in trading and in making trading decisions do not go well together, not in the long run, because you always have the burden of being wrong with the outcome of that particular position. But remembering that the market is just a statistical game! 5️⃣ : ❓ How Statistical/Probabilistic Trading works ❓ Let's use a 'coin' as an example: If we toss a 'coin' up 10 times. Do you agree that it is impossible for us to know exactly the result of the 'plays' before they actually happen? As in the example above, would you agree, that we cannot "guess" the outcome of a position before it actually happens? As much as we cannot "guess" whether the coin will drop heads or tails on each flip. We can analyze the "backtest" of the 10 moves made with that coin: If we analyze the 10 moves and count the number of times the coin fell heads or tails in a specific sequence, we then have a percentage of times the coin fell heads or tails, so we have a 'backtest' of those moves. Then on the next flip we can now assume a point or a favorable position for one side, the side with the highest probability . In a nutshell, this is more or less how probabilistic statistical trading works. As Statistical Traders we can never say whether such a Trader/Position we take will be a winner or a loser. But still we can have a positive and consistent result in a "sequence" of trades, because before we even open a position, backtests have already been performed so we identify an anomaly and build a system that will have a positive statistical advantage in our favor over the market. The advantage will not be in one trade itself, but in the "sequence" of trades as a whole! Because our system will work like a casino, having a positive mathematical expectation relative to the players/market. Design, develop, test models and systems that can take advantage of market anomalies, until they change. Be the casino! - Mark Douglas 6️⃣ : ❓ Why use a Statistical/Probabilistic system ❓ In recent years I have focused and specialized in developing 100% automated trading systems, essentially for the cryptocurrency market. I have developed many extremely robust and efficient systems, with positive mathematical expectation towards the market. These are not complex systems per se , because here we want to avoid 'over-optimization' as much as possible. As Da Vinci said: "Simplicity is the highest degree of sophistication". I say this because I have tested, tried and developed hundreds of systems/strategies. I believe I have programmed more than 10,000 unique indicators/strategies, because this is my passion and purpose in life. I am passionate about what I do, completely! I love statistical trading because it is the only way to get consistency in the long run! This is why I have studied, applied, developed, and specialized in 100% automated cryptocurrency trading systems. The reason why our systems are extremely "simple" is because, as I mentioned before, in statistical trading we want to exploit the market anomaly to the maximum, that is, this anomaly will change from time to time, usually we can exploit a trading system efficiently for about 6 to 12 months, or for a few years, that is; for fixed 'scalpers' systems. Because at some point these anomalies will be identified , and from the moment they are identified they will be exploited and will stop being anomalies . With the system presented here; you can even copy the indicators and input values shared here; However; what I have to offer you is: it is me , our team , and our community ! That is, we will constantly monitor this system, for life , because our goal here is to create a unique , perpetual , profitable , and consistent system for our community. Myself , our team and our community will keep this script periodically updated , to ensure the positive mathematical expectation of it. So we don't mind sharing the current parameters and values , because the real value is also in the future updates that this system will receive from me and our team , guided by our culture and our community of real users ! As we are hosted on 'tradingview', all future updates for this strategy, will be implemented and updated automatically on your tradingview account. What we want here is: to make sure you get gains from our system, because if you get gains , our ecosystem will grow as a whole in a healthy and scalable way, so we will be generating continuous mutual wealth and raising the collective consciousness . People Need People: 3️⃣🅿 7️⃣ : ❓ Why the human brain is not prepared to do Trading ❓ Today my greatest skill is to develop statistically profitable and 100% automated strategies for 'pinescript' tradingview. Note that I said: 'profitable' because in fact statistical trading is the only way to make money in a 'consistent' way from the market. And consequently have a positive wealth curve every cycle, because we will be based on mathematics, not on feelings and news. Because the human brain is not prepared to do trading. Because trading is connected to the decision making of the cerebral cortex. And the decision making is automatically linked to emotions, and emotions don't match with trading decision making, because in those moments, we can feel the best and also the worst sensations and emotions, and this certainly affects us and makes us commit grotesque mistakes! That's why the human brain is not prepared to do trading. If you want to participate in a fully automated, profitable and consistent trading system; be a Titan Pro 👽 I believe we are walking an extremely enriching path here, not only in terms of financial returns for our community, but also in terms of knowledge about probabilistic and automated statistical trading. You will have access to an extremely robust system, which was built upon very strong concepts and foundations, and upon the world's main asset in a few years: Bitcoin . We are the tip of the best that exists in the cryptocurrency market when it comes to probabilistic and automated statistical trading. Result is result! Me being dressed or naked. This is just the beginning! But there is a way to consistently make money from the market. Being the Casino! - Mark Douglas 8️⃣ : ❓ What is Backtest ❓ Imagine the market as a purely random system, but even in 'randomness' there are patterns. So now imagine the market and statistical trading as follows: Repeating the above 'coin' example, let's think of it as follows: If we toss a coin up 10 times again. It is impossible to know which flips will have heads or tails, correct? But if we analyze these 10 tosses, then we will have a mathematical statistic of the past result, for example, 70 % of the tosses fell 'heads'. That is: 7 moves fell on "heads" . 3 moves fell on "tails" . So based on these conditions and on the generic backtest presented here, we could adopt " heads " as our system of moves, to have a statistical and probabilistic advantage in relation to the next move to be performed. That is, if you define a system, based on backtests , that has a robust positive mathematical expectation in relation to the market you will have a profitable system. For every move you make you will have a positive statistical advantage in your favor over the market before you even make the move. Like a casino in relation to all its players! The casino does not have an advantage over one specific player, but over all players, because it has a positive mathematical expectation about all the moves that night. The casino will always have a positive statistical advantage over its players. Note that there will always be real players who will make real, million-dollar bankrolls that night, but this condition is already built into the casino's 'strategy', which has a pre-determined positive statistical advantage of that night as a whole. Statistical trading is the same thing, as long as you don't understand this you will keep losing money and consistently. 9️⃣ : ❓ How to build a Consistent system ❓ See most traders around the world perform trades believing that that specific position taken will make them filthy rich, because they simply believe faithfully that the position taken will be an undoubted winner, based on a trader's methodology: 'trading a trade' without analyzing the whole context, just using 'empirical' aspects in their system. But if you think of trading, as a sequence of moves. You see, 'a sequence' ! When we think statistically, it doesn't matter your result for this , or for the next specific trade , but the final sequence of trades as a whole. As the market has a random system of results distribution , if your system has a positive statistical advantage in relation to the market, at the end of that sequence you'll have the biggest probability of having a winning bank. That's how you do real trading! And with consistency! Trading is a long term game, but when you change the key you realize that it is a simple game to make money in a consistent way from the market, all you need is patience. Even more when we are based on Bitcoin, which has its 'Halving' effect where, in theory, we will never lose money in 3 to 4 years intervals, due to its scarcity and the fact that Bitcoin is the 'discovery of digital scarcity' which makes it the digital gold, we believe in this thesis and we follow Satoshi's legacy. So align Bitcoin with a probabilistic statistical trading system with a positive mathematical expectation of the market and 100% automated with the long term, and all you need is patience, and you will become rich. In fact Bitcoin by itself is already a path, buy, wait for each halving and your wealth will be maintained. No inflation, unlike fiat currencies. This is a complete and extremely robust strategy, with the most current possible and 'not possible' techniques involved and applied here. Today I am at another level in developing 100% automated 'quantitative' strategies. I was born for this! 🔟 : ❓ What is a Quantitative Trading system ❓ In addition to having access to a revolutionary strategy you will have access to disruptive 100% multifunctional tables with the ability to perform 'backtests' for better tracking and monitoring of your system on a customized basis. I would like to emphasize one thing, and that is that you keep this in mind. Today my greatest skill in 'pinescript' is to build indicators, but mainly strategies, based on statistical and probabilistic trading, with a postive mathematical expectation in relation to the market, in a 100% automated way. This with the goal of building a consistent and continuous positive equity curve through mathematics using data, converting it into statistical / probabilistic parameters and applying them to a Quantitative model. Before becoming a Quantitative Trader , I was a Technical Analyst and a Discretionary Trader . First as a position trader and then as a day trader. Before becoming a Trader, I trained myself as a Technical Analyst , to masterly understand the shape and workings of the market in theory. But everything changed when I met 'Mark Douglas' , when I got to know his works, that's when my head exploded 🤯, and I started to understand the market for good! The market is nothing more than a 'random' system of distributing results. See that I said: 'random' . Do yourself a mental exercise. Is there really such a thing as random ? I believe not, as far as we know maybe the 'singularity'. So thinking this way, to translate, the market is nothing more than a game of probability, statistics and pure mathematics. Like a casino! What happens is that most traders, whenever they take a position, take it with all the empirical certainty that such position will win or lose, and do not take into consideration the total sequence of results to understand their place in the market. Understanding your place in the market gives you the ability to create and design systems that can exploit the present market anomaly, and thus make money statistically, consistently, and 100% automated. Thinking of it this way, it is easy to make money from the market. There are many ways to make money from the market, but the only consistent way I know of is through 'probabilistic and automated statistical trading'. 1️⃣1️⃣ : ❓ How to build a Quantitative Trading system ❓ There are some fundamental points that must be addressed here in order to understand what makes up a system based on statistics and probability applied to a quantitative model. When we talk about 'discretionary' trading, it is a trading system based on human decisions after the defined 'empirical' conditions are met. It is quite another thing to build a fully automated system without any human interference/interaction . That said: Building a statistically profitable system is perfectly possible, but this is a high level task , but with possible high rewards and consistent gains. Here you will find a real "Skin In The Game" strategy. With all due respect, but the vast majority of traders who post strategies on TradingView do not understand what they are doing. Most of them do not understand the minimum complexity involved in the main variable for the construction of a real strategy, the mother variable: "strategy". I say this by my own experience, because I have analyzed practically all the existing publications of TradingView + 200,000 indicators and strategies. I breathe pinescript, I eat pinescript, I sleep pinescript, I bathe pinescript, I live TradingView. But the main advantage for the TradingView users, is that all entry and exit orders made by this strategy can be checked and analyzed thoroughly, to validate and prove the veracity of this strategy, because this is a 100% real strategy. Here there is a huge world of possibilities, but only one way to build a 'pinescript strategy' that will work correctly aligned to the real world with real results . There are some fundamental points to take into consideration when building a profitable trading system: The most important of these for me is: 'DrawDown' . Followed by: 'Hit Rate' . And only after that we use the parameter: 'Profit'. See, this is because here, we are dealing with the 'imponderable' , and anything can happen in this scenario. But there is one thing that makes us sleep peacefully at night, and that is: controlling losses . That is, in other words: controlling the DrawDown . The amateur is concerned with 'winning', the professional is concerned with conserving capital. If we have the losses under control, then we can move on to the other two parameters: hit rate and profit. See, the second most important factor in building a system is the hit rate. I say this from my own experience. I have worked with many systems with a 'low hit rate', but extremely profitable. For example: systems with hit rates of 40 to 50%. But as much as statistically and mathematically the profit is rewarding, operating systems with a low hit rate is always very stressful psychologically. That's why there are two big reasons why when I build an automated trading system, I focus on the high hit rate of the system, they are 1 - To reduce psychological damage as much as possible . 2 - And more important , when we create a system with a 'high hit rate' , there is a huge intrinsic advantage here, that most statistic traders don't take in consideration. That is: knowing more quickly when the system stops being functional. The main advantage of a system with a high hit rate is: to identify when the system stops being functional and stop exploiting the market's anomaly. Look: When we are talking about trading and random distribution of results on the market, do you agree that when we create a trading system, we are focused on exploring some anomaly of that market? When that anomaly is verified by the market, it will stop being functional with time. That's why trading systems, 'scalpers', especially for cryptocurrencies, need constant monitoring, quarterly, semi-annually or annually. Because market movements change from time to time. Because we go through different cycles from time to time, such as congestion cycles, accumulation , distribution , volatility , uptrends and downtrends . 1️⃣2️⃣ : ❓ How to Exploit Market Anomalies ❓ You see there is a very important point that must be stressed here. As we are always trying to exploit an 'anomaly' in the market. So the 'number' of indicators/tools that will integrate the system is of paramount importance. But most traders do not take this into consideration. To build a professional, robust, consistent, and profitable system, you don't need to use hundreds of indicators to build your setup. This will actually make it harder to read when the setup stops working and needs some adjustment. So focusing on a high hit rate is very important here, this is a fundamental principle that is widely ignored , and with a high hit rate, we can know much more accurately when the system is no longer functional much faster. As Darwin said: "It is not the strongest or the most intelligent that wins the game of life, it is the most adapted. So simple systems, as contradictory as it may seem, are more efficient, because they help to identify inflection points in the market much more quickly. 1️⃣3️⃣ : ❓ What Defines a Robust, Profitable and Consistent System ❓ See I have built, hundreds of thousands of indicators and 'pinescript' strategies, hundreds of thousands. This is an extremely professional, robust and profitable system. Based on the currency pairs: BTC /USDT There are many ways and avenues to build a profitable trading setup/system. And actually this is not a difficult task, taking in consideration, as the main factor here, that our trading and investment plan is for the long term, so consequently we will face scenarios with less noise. He who is in a hurry eats raw. As mentioned before. Defining trends in pinescript is technically a simple task, the hardest task is to determine congestion zones with low volume and volatility, it's in these moments that many false signals are generated, and consequently is where most setups face their maximum DrawDown. That's why this strategy was strictly and thoroughly planned, built on a very solid foundation, to avoid as much noise as possible, for a positive and consistent equity curve in each market cycle, 'Consistency' is our 'Mantra' around here. 1️⃣4️⃣ : 🔧 Fixed Technical • Strategy:      Titan Investments|Quantitative THEMIS|Demo|BINANCE:BTCUSDTP:4h • Pair:             BTC/USDTP • Time Frame: 4 hours • Broker:         Binance (Recommended) For a more conservative scenario, we have built the Quantitative THEMIS for the 4h time frame, with the main focus on consistency. So we can avoid noise as much as possible! 1️⃣5️⃣ : ❌ Fixed Outputs : 🎯 TP(%) & 🛑SL(%) In order to build a 'perpetual' system specific to BTC/USDT, it took a lot of testing, and more testing, and a lot of investment and research. There is one initial and fundamental point that we can address to justify the incredible consistency presented here. That fundamental point is our exit via Take Profit or Stop Loss percentage (%). 🎯 Take Profit (%) 🛑 Stop Loss (%) See, today I have been testing some more advanced backtesting models for some cryptocurrency systems. In which I perform 'backtest of backtest', i.e. we use a set of strategies each focused on a principle, operating individually, but they are part of something unique, i.e. we do 'backtests' of 'backtests' together. What I mean is that we do a lot of backtesting around here. I can assure you, that always the best output for a trading system is to set fixed output values! In other words: 🎯 Take Profit (%) 🛑 Stop Loss (%) This happens because statistically setting fixed exit structures in the vast majority of times, presents a superior result on the capital/equity curve, throughout history and for the vast majority of setups compared to other exit methods. This is due to a mathematical principle of simplicity, 'avoiding more noise'. Thus whenever the Quantitative THEMIS strategy takes a position it has a target and a defined maximum stop percentage. 1️⃣6️⃣ : ⚠️ Risk Profile The strategy, currently has 3 risk profiles ⚠️ patterns for 'fixed percentage exits': Take Profit (%) and Stop Loss (%) . They are: ⚠️ Rich's Profiles ✔️🆑 Conservative: 🎯 TP=2.7 % 🛑 SL=2.7 % ❌Ⓜ️ Moderate:     🎯 TP=2.8 % 🛑 SL=2.7 % ❌🅰 Aggressive:    🎯 TP=1.6 % 🛑 SL=6.9 % You will be able to select and switch between the above options and profiles through the 'input' menu of the strategy by navigating to the "⚠️ Risk Profile" menu. You can then select, test and apply the Risk Profile above that best suits your risk management, expectations and reality , as well as customize all the 'fixed exit' values through the TP and SL menus below. 1️⃣7️⃣ : ⭕ Moving Exits : (Indicators) The strategy currently also has 'Moving Exits' based on indicator signals. These are Moving Exits (Indicators) 📈 LONG : (EXIT) 🧃 (MAO) Short : true 📉 SHORT : (EXIT) 🧃 (MAO) Long: false You can select and toggle between the above options through the 'input' menu of the strategy by navigating to the "LONG : Exit" and "SHORT : Exit" menu. 1️⃣8️⃣ : 💸 Initial Capital By default the "Initial Capital" set for entries and backtests of this strategy is: 10000 $ You can set another value for the 'Starting Capital' through the tradingview menu under "properties" , and edit the value of the "Initial Capital" field. This way you can set and test other 'Entry Values' for your trades, tests and backtests. 1️⃣9️⃣ : ⚙️ Entry Options By default the 'order size' set for this strategy is 100 % of the 'initial capital' on each new trade. You can set and test other entry options like : contracts , cash , % of equity You should make these changes directly in the input menu of the strategy by navigating to the menu "⚙️ Properties : TradingView" below. ⚙️ Properties : (TradingView) 📊 Strategy Type:   strategy.position_size != 1 📝💲 % Order Type: % of equity 📝💲 % Order Size: 100 Leverage:             1 So you can define and test other 'Entry Options' for your trades, tests and backtests. 2️⃣0️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Third-Party Services' It is possible to automate the signals of this strategy for any centralized or decentralized broker, as well as for messaging services: Discord, Telegram and Twitter. All in an extremely simple and uncomplicated way through the tutorials available in PDF /VIDEO for our Titan Pro 👽 subscriber community. With our tutorials in PDF and Video it will be possible to automate the signals of this strategy for the chosen service in an extremely simple way with less than 10 steps only. Tradingview naturally doesn't count with native integration between brokers and tradingview. But it is possible to use 'third party services' to do the integration and automation between Tradingview and your centralized or decentralized broker. Here are the standard, available and recommended 'third party services' to automate the signals from the 'Quantitative THEMIS' strategy on the tradingview for your broker: 1) Wundertrading (Recommended): 2) 3commas:                                3) Zignaly:                                   4) Aleeert.com    (Recommended): 5) Alertatron:                               Note! 'Third party services' cannot perform 'withdrawals' via their key 'API', they can only open positions, so your funds will always be 'safe' in your brokerage firm, being traded via the 'API', when they receive an entry and exit signal from this strategy. 2️⃣1️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Exchanges You can automate this strategy for any of the brokers below, through your broker's 'API' by connecting it to the 'third party automation services' for tradingview available and mentioned in the menu above: 1) Binance (Recommended) 2) Bitmex 3) Bybit 4) KuCoin 5) Deribit 6) OKX 7) Coinbase 8) Huobi 9) Bitfinex 10) Bitget 11) Bittrex 12) Bitstamp 13) Gate. io 14) Kraken 15) Gemini 16) Ascendex 17) VCCE 2️⃣2️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : 'Messaging Services' You can also automate and monitor the signals of this strategy much more efficiently by sending them to the following popular messaging services: 1) Discord 2) Telegram 3) Twitter 2️⃣3️⃣ : ❓ How to Automate this Strategy ❓ : 🤖 Automation : '🧲🤖Copy-Trading' It will also be possible to copy/replicate the entries and exits of this strategy to your broker in an extremely simple and agile way, through the available copy-trader services. This way it will be possible to replicate the signals of this strategy at each entry and exit to your broker through the API connecting it to the integrated copy-trader services available through the tradingview automation services below: 1) Wundetrading: 2) Zignaly:           2️⃣4️⃣ : ❔ Why be a Titan Pro 👽❔ I believe that today I am at another level in 'pinescript' development. I consider myself today a true unicorn as a pinescript developer, someone unique and very rare. If you choose another tool or another pinescript service, this tool will be just another one, with no real results. But if you join our Titan community, you will have access to a unique tool! And you will get real results! I already earn money consistently with statistical and automated trading and as an expert pinescript developer. I am here to evolve my skills as much as possible, and one day become a pinescript 'Wizard'. So excellence, quality and professionalism will always be my north here. You will never find a developer like me, and who will take so seriously such a revolutionary project as this one. A Maverick! ▬ The man never stops! Here you will find the highest degree of sophistication and development in the market for 'pinescript'. You will get the best of me and the best of pinescript possible. Let me show you how a professional in my field does it. Become a Titan Pro Member 👽 and get Full Access to this strategy and all the Automation Tutorials. Be the Titan in your life! 2️⃣5️⃣ : ❔ Why be a Titan Aff 🛸❔ Get financial return for your referrals, Decentralize the World, and raise the collective consciousness. 2️⃣6️⃣ : 📋 Summary : ⚖️ Strategy: Titan Investments|Quantitative THEMIS|Demo|BINANCE:BTCUSDTP:4h ® Titan Investimentos | Quantitative THEMIS ⚖️ | Demo 🐄 2.6 | Dev: © FilipeSoh 🧙 | 🤖 100% Automated : Discord, Telegram, Twitter, Wundertrading, 3commas, Zignaly, Aleeert, Alertatron, Uniswap-v3 | BINANCE:BTCUSDTPERP 4h 🛒 Subscribe this strategy  ❗️  Be a Titan Member 🏛️ 🛒 Titan Pro        👽  🔗 🏛️ Titan Pro        👽 Version with ✔️100% Integrated Automation 🤖 and 📚 Automation Tutorials ✔️100% available at: (PDF/VIDEO) 🛒 Titan Affiliate 🛸  🔗 🏛️ Titan Affiliate 🛸 (Subscription Sale) 🔥 Receive 50% commission 📋 Summary : QT THEMIS ⚖️ 🕵️‍♂️ Check This Strategy..................................................................0 🦄 ® Titan Investimentos...............................................................1 👨‍💻 © Developer..........................................................................2 📚 Signal Automation Tutorials : (PDF/VIDEO).......................................3 👨‍🔧 Revision...............................................................................4 📊 Table : (BACKTEST)..................................................................5 📊 Table : (INFORMATIONS).............................................................6 ⚙️ Properties : (TRADINGVIEW)........................................................7 📆 Backtest : (TRADINGVIEW)..........................................................8 ⚠️ Risk Profile...........................................................................9 🟢 On 🔴 Off : (LONG/SHORT).......................................................10 📈 LONG : (ENTRY)....................................................................11 📉 SHORT : (ENTRY)...................................................................12 📈 LONG : (EXIT).......................................................................13 📉 SHORT : (EXIT)......................................................................14 🧩 (EI) External Indicator.............................................................15 📡 (QT) Quantitative...................................................................16 🎠 (FF) Forecast......................................................................17 🅱 (BB) Bollinger Bands................................................................18 🧃 (MAP) Moving Average Primary......................................................19 🧃 (MAP) Labels.........................................................................20 🍔 (MAQ) Moving Average Quaternary.................................................21 🍟 (MACD) Moving Average Convergence Divergence...............................22 📣 (VWAP) Volume Weighted Average Price........................................23 🪀 (HL) HILO..........................................................................24 🅾 (OBV) On Balance Volume.........................................................25 🥊 (SAR) Stop and Reverse...........................................................26 🛡️ (DSR) Dynamic Support and Resistance..........................................27 🔊 (VD) Volume Directional..........................................................28 🧰 (RSI) Relative Momentum Index.................................................29 🎯 (TP) Take Profit %..................................................................30 🛑 (SL) Stop Loss %....................................................................31 🤖 Automation Selected...............................................................32 📱💻 Discord............................................................................33 📱💻 Telegram..........................................................................34 📱💻 Twitter...........................................................................35 🤖 Wundertrading......................................................................36 🤖 3commas............................................................................37 🤖 Zignaly...............................................................................38 🤖 Aleeert...............................................................................39 🤖 Alertatron...........................................................................40 🤖 Uniswap-v3..........................................................................41 🧲🤖 Copy-Trading....................................................................42 ♻️ ® No Repaint........................................................................43 🔒 Copyright ©️..........................................................................44 🏛️ Be a Titan Member..................................................................45 Nº Active Users..........................................................................46 ⏱ Time Left............................................................................47 | 0 | 🕵️‍♂️ Check This Strategy         🕵️‍♂️ Version Demo: 🐄 Version with ❌non-integrated automation 🤖 and 📚 Tutorials for automation ❌not available         🕵️‍♂️ Version Pro: 👽 Version with ✔️100% Integrated Automation 🤖 and 📚 Automation Tutorials ✔️100% available at: (PDF/VIDEO) | 1 | 🦄 ® Titan Investimentos         Decentralizing the World 🗺         Raising the Collective Conscience 🗺                 🦄Site:                      🦄TradingView: www.tradingview.com         🦄Discord:                 🦄Telegram:              🦄Youtube:                🦄Twitter:                 🦄Instagram:             🦄TikTok:                 🦄Linkedin:               🦄E-mail:          | 2 | 👨‍💻 © Developer         🧠 Developer:    @FilipeSoh🧙         📺 TradingView: www.tradingview.com         ☑️ Linkedin:               ✅ Fiverr:                  ✅ Upwork:                🎥 YouTube:               🐤 Twitter:                🤳 Instagram:    | 3 | 📚 Signal Automation Tutorials : (PDF/VIDEO)         📚 Discord:           🔗 Link: 🔒Titan Pro👽         📚 Telegram:        🔗 Link: 🔒Titan Pro👽         📚 Twitter:           🔗 Link: 🔒Titan Pro👽         📚 Wundertrading: 🔗 Link: 🔒Titan Pro👽         📚 3comnas:         🔗 Link: 🔒Titan Pro👽         📚 Zignaly:           🔗 Link: 🔒Titan Pro👽         📚 Aleeert:           🔗 Link: 🔒Titan Pro👽         📚 Alertatron:       🔗 Link: 🔒Titan Pro👽         📚 Uniswap-v3:     🔗 Link: 🔒Titan Pro👽         📚 Copy-Trading:   🔗 Link: 🔒Titan Pro👽 | 4 | 👨‍🔧 Revision         👨‍🔧 Start Of Operations: 01 Jan 2019 21:00 -0300 💡 Start Of Operations (Skin in the game) : Revision 1.0         👨‍🔧 Previous Review:      01 Jan 2022 21:00 -0300 💡 Previous Review : Revision 2.0         👨‍🔧 Current Revision:     01 Jan 2023 21:00 -0300 💡 Current Revision : Revision 2.6         👨‍🔧 Next Revision:         28 May 2023 21:00 -0300 💡 Next Revision : Revision 2.7 | 5 | 📊 Table : (BACKTEST)         📊 Table: true         🖌️ Style:  label.style_label_left         📐 Size:   size_small         📏 Line:  defval         🎨 Color: #131722 | 6 | 📊 Table : (INFORMATIONS)         📊 Table: false         🖌️ Style:  label.style_label_right         📐 Size:   size_small         📏 Line:  defval         🎨 Color: #131722 | 7 | ⚙️ Properties : (TradingView)         📊 Strategy Type:  strategy.position_size != 1         📝💲 % Order Type: % of equity         📝💲 % Order Size: 100 %         🚀 Leverage:        1 | 8 | 📆 Backtest : (TradingView)         🗓️ Mon:     true         🗓️ Tue:      true         🗓️ Wed:     true         🗓️ Thu:      true         🗓️ Fri:       true         🗓️ Sat:       true         🗓️ Sun:      true         📆 Range:  custom         📆 Start:    UTC 31 Oct 2008 00:00         📆 End:      UTC 31 Oct 2030 23:45         📆 Session: 0000-0000         📆 UTC:     UTC | 9 | ⚠️ Risk Profile         ✔️🆑 Conservative: 🎯 TP=2.7 % 🛑 SL=2.7 %         ❌Ⓜ️ Moderate:     🎯 TP=2.8 % 🛑 SL=2.7 %         ❌🅰 Aggressive:    🎯 TP=1.6 % 🛑 SL=6.9 % | 10 | 🟢 On 🔴 Off : (LONG/SHORT)          🟢📈 LONG:  true          🟢📉 SHORT: true | 11 | 📈 LONG : (ENTRY)          📡 (QT) Long:       true          🧃 (MAP) Long:      false          🅱 (BB) Long:       false          🍟 (MACD) Long: false          🅾 (OBV) Long:     false | 12 | 📉 SHORT : (ENTRY)          📡 (QT) Short:       true          🧃 (MAP) Short:      false          🅱 (BB) Short:       false          🍟 (MACD) Short: false          🅾 (OBV) Short:     false | 13 | 📈 LONG : (EXIT)          🧃 (MAP) Short: true | 14 | 📉 SHORT : (EXIT)          🧃 (MAP) Long: false | 15 | 🧩 (EI) External Indicator          🧩 (EI) Connect your external indicator/filter:             false          🧩 (EI) Connect your indicator here (Study mode only): close          🧩 (EI) Connect your indicator here (Study mode only): close | 16 | 📡 (QT) Quantitative          📡 (QT) Quantitative: true          📡 (QT) Market:        BINANCE:BTCUSDTPERP          📡 (QT) Dice:            openai | 17 | 🎠 (FF) Forecast          🎠 (FF) Include current unclosed current candle:  true          🎠 (FF) Forecast Type:                                    flat          🎠 (FF) Nº of candles to use in linear regression: 3 | 18 | 🅱 (BB) Bollinger Bands          🅱 (BB) Bollinger Bands: true          🅱 (BB) Type:               EMA          🅱 (BB) Period:             20          🅱 (BB) Source:            close          🅱 (BB) Multiplier:         2          🅱 (BB) Linewidth:        0          🅱 (BB) Color:              #131722 | 19 | 🧃 (MAP) Moving Average Primary          🧃 (MAP) Moving Average Primary: true          🧃 (MAP) BarColor:                      false          🧃 (MAP) Background:                  false          🧃 (MAP) Type:                           SMA          🧃 (MAP) Source:                        open          🧃 (MAP) Period:                         100          🧃 (MAP) Multiplier:                     2.0          🧃 (MAP) Linewidth:                    2          🧃 (MAP) Color P:                        #42bda8          🧃 (MAP) Color N:                       #801922 | 20 | 🧃 (MAP) Labels          🧃 (MAP) Labels:               true          🧃 (MAP) Style BUY ZONE:  shape.labelup          🧃 (MAP) Color BUY ZONE: #42bda8          🧃 (MAP) Style SELL ZONE: shape.labeldown          🧃 (MAP) Color SELL ZONE: #801922 | 21 | 🍔 (MAQ) Moving Average Quaternary          🍔 (MAQ) Moving Average Quaternary: true          🍔 (MAQ) BarColor:                          false          🍔 (MAQ) Background:                      false          🍔 (MAQ) Type:                                SMA          🍔 (MAQ) Source:                             close          🍔 (MAQ) Primary:                           14          🍔 (MAQ) Secondary:                        22          🍔 (MAQ) Tertiary:                           44          🍔 (MAQ) Quaternary:                      16          🍔 (MAQ) Linewidth:                         0          🍔 (MAQ) Color P:                            #42bda8          🍔 (MAQ) Color N:                            #801922 | 22 | 🍟 (MACD) Moving Average Convergence Divergence          🍟 (MACD) Macd Type:  EMA          🍟 (MACD) Signal Type: EMA          🍟 (MACD) Source:       close          🍟 (MACD) Fast:          12          🍟 (MACD) Slow:          26          🍟 (MACD) Smoothing:  9 | 23 | 📣 (VWAP) Volume Weighted Average Price          📣 (VWAP) Source:             close          📣 (VWAP) Period:              340          📣 (VWAP) Momentum A:     84          📣 (VWAP) Momentum B:    150          📣 (VWAP) Average Volume: 1          📣 (VWAP) Multiplier:          1          📣 (VWAP) Diviser:             2 | 24 | 🪀 (HL) HILO          🪀 (HL) Type:          SMA          🪀 (HL) Function:     Maverick🧙          🪀 (HL) Source H:    high          🪀 (HL) Source L:     low          🪀 (HL) Period:        20          🪀 (HL) Momentum: 26          🪀 (HL) Diviser:        2          🪀 (HL) Multiplier:    1 | 25 | 🅾 (OBV) On Balance Volume          🅾 (OBV) Type:        EMA          🅾 (OBV) Source:     close          🅾 (OBV) Period:     16          🅾 (OBV) Diviser:     2          🅾 (OBV) Multiplier: 1 | 26 | 🥊 (SAR) Stop and Reverse          🥊 (SAR) Source:     close          🥊 (SAR) High:        1.8          🥊 (SAR) Mid:         1.6          🥊 (SAR) Low:        1.6          🥊 (SAR) Diviser:     2          🥊 (SAR) Multiplier: 1 | 27 | 🛡️ (DSR) Dynamic Support and Resistance          🛡️ (DSR) Source D:       close          🛡️ (DSR) Source R:       high          🛡️ (DSR) Source S:       low          🛡️ (DSR) Momentum R: 0          🛡️ (DSR) Momentum S: 2          🛡️ (DSR) Diviser:          2          🛡️ (DSR) Multiplier:      1 | 28 | 🔊 (VD) Volume Directional          🔊 (VD) Type:          SMA          🔊 (VD) Period:        68          🔊 (VD) Momentum: 3.8          🔊 (VD) Diviser:       2          🔊 (VD) Multiplier:    1 | 29 | 🧰 (RSI) Relative Momentum Index          🧰 (RSI) Type UP:        EMA          🧰 (RSI) Type DOWN:   EMA          🧰 (RSI) Source:          close          🧰 (RSI) Period:           29          🧰 (RSI) Smoothing:     22          🧰 (RSI) Momentum R: 64          🧰 (RSI) Momentum S: 142          🧰 (RSI) Diviser:          2          🧰 (RSI) Multiplier:      1 | 30 | 🎯 (TP) Take Profit %          🎯 (TP) Take Profit: false          🎯 (TP) %:              2.2          🎯 (TP) Color:         #42bda8          🎯 (TP) Linewidth:  1 | 31 | 🛑 (SL) Stop Loss %          🛑 (SL) Stop Loss:  false          🛑 (SL) %:             2.7          🛑 (SL) Color:        #801922          🛑 (SL) Linewidth: 1 | 32 | 🤖 Automation : Discord | Telegram | Twitter | Wundertrading | 3commas | Zignaly | Aleeert | Alertatron | Uniswap-v3          🤖 Automation Selected : Discord | 33 | 🤖 Discord          🔗 Link Discord:                      🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Discord ▬ Enter Long:  🔒Titan Pro👽          📱💻 Discord ▬ Exit Long:    🔒Titan Pro👽          📱💻 Discord ▬ Enter Short: 🔒Titan Pro👽          📱💻 Discord ▬ Exit Short:   🔒Titan Pro👽 | 34 | 🤖 Telegram          🔗 Link Telegram:                    🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Telegram ▬ Enter Long:  🔒Titan Pro👽          📱💻 Telegram ▬ Exit Long:    🔒Titan Pro👽          📱💻 Telegram ▬ Enter Short: 🔒Titan Pro👽          📱💻 Telegram ▬ Exit Short:   🔒Titan Pro👽 | 35 | 🤖 Twitter          🔗 Link Twitter:                      🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Twitter ▬ Enter Long:  🔒Titan Pro👽          📱💻 Twitter ▬ Exit Long:    🔒Titan Pro👽          📱💻 Twitter ▬ Enter Short: 🔒Titan Pro👽          📱💻 Twitter ▬ Exit Short:   🔒Titan Pro👽 | 36 | 🤖 Wundertrading : Binance | Bitmex | Bybit | KuCoin | Deribit | OKX | Coinbase | Huobi | Bitfinex | Bitget          🔗 Link Wundertrading:            🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Wundertrading ▬ Enter Long:  🔒Titan Pro👽          📱💻 Wundertrading ▬ Exit Long:    🔒Titan Pro👽          📱💻 Wundertrading ▬ Enter Short: 🔒Titan Pro👽          📱💻 Wundertrading ▬ Exit Short:   🔒Titan Pro👽 | 37 | 🤖 3commas : Binance | Bybit | OKX | Bitfinex | Coinbase | Deribit | Bitmex | Bittrex | Bitstamp | Gate.io | Kraken | Gemini | Huobi | KuCoin          🔗 Link 3commas:                    🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 3commas ▬ Enter Long:  🔒Titan Pro👽          📱💻 3commas ▬ Exit Long:    🔒Titan Pro👽          📱💻 3commas ▬ Enter Short: 🔒Titan Pro👽          📱💻 3commas ▬ Exit Short:   🔒Titan Pro👽 | 38 | 🤖 Zignaly : Binance | Ascendex | Bitmex | Kucoin | VCCE          🔗 Link Zignaly:                       🔗 Link 📚 Automation: 🔒Titan Pro👽          🤖 Type Automation:        Profit Sharing          🤖 Type Provider:             Webook          🔑 Key:                         🔒Titan Pro👽          🤖 pair:                         BTCUSDTP          🤖 exchange:                  binance          🤖 exchangeAccountType: futures          🤖 orderType:                 market          🚀 leverage:                   1x           % positionSizePercentage: 100 %          💸 positionSizeQuote:       10000 $          🆔 signalId:                     @Signal1234 | 39 | 🤖 Aleeert : Binance          🔗 Link Aleeert:                       🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Aleeert ▬ Enter Long:  🔒Titan Pro👽          📱💻 Aleeert ▬ Exit Long:    🔒Titan Pro👽          📱💻 Aleeert ▬ Enter Short: 🔒Titan Pro👽          📱💻 Aleeert ▬ Exit Short:   🔒Titan Pro👽 | 40 | 🤖 Alertatron : Binance | Bybit | Deribit | Bitmex          🔗 Link Alertatron:                   🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Alertatron ▬ Enter Long:  🔒Titan Pro👽          📱💻 Alertatron ▬ Exit Long:    🔒Titan Pro👽          📱💻 Alertatron ▬ Enter Short: 🔒Titan Pro👽          📱💻 Alertatron ▬ Exit Short:   🔒Titan Pro👽 | 41 | 🤖 Uniswap-v3          🔗 Link Alertatron:                   🔗 Link 📚 Automation: 🔒Titan Pro👽          📱💻 Uniswap-v3 ▬ Enter Long:  🔒Titan Pro👽          📱💻 Uniswap-v3 ▬ Exit Long:    🔒Titan Pro👽          📱💻 Uniswap-v3 ▬ Enter Short: 🔒Titan Pro👽          📱💻 Uniswap-v3 ▬ Exit Short:   🔒Titan Pro👽 | 42 | 🧲🤖 Copy-Trading : Zignaly | Wundertrading          🔗 Link 📚 Copy-Trading:                  🔒Titan Pro👽          🧲🤖 Copy-Trading ▬ Zignaly:           🔒Titan Pro👽          🧲🤖 Copy-Trading ▬ Wundertrading: 🔒Titan Pro👽 | 43 | ♻️ ® Don't Repaint!          ♻️ This Strategy does not Repaint!:                  ® Signs Do not repaint❕          ♻️ This is a Real Strategy!:                              Quality : ® Titan Investimentos          📋️️ Get more information about Repainting here: | 44 | 🔒 Copyright ©️          🔒 Copyright ©️: Copyright © 2023-2024 All rights reserved, ® Titan Investimentos          🔒 Copyright ©️: ® Titan Investimentos          🔒 Copyright ©️: Unique and Exclusive Strategy. All rights reserved | 45 | 🏛️ Be a Titan Members          🏛️ Titan Pro        👽 Version with ✔️100% Integrated Automation 🤖 and 📚 Automation Tutorials ✔️100% available at: (PDF/VIDEO)           🏛️ Titan Affiliate 🛸 (Subscription Sale) 🔥 Receive 50% commission                                                                                             | 46 | ⏱ Time Left          Time Left Titan Demo 🐄: ⏱♾            | ⏱ : ♾ Titan Demo 🐄 Version with ❌non-integrated automation 🤖 and 📚 Tutorials for automation ❌not available          Time Left Titan Pro     👽: 🔒Titan Pro👽 | ⏱ : Pro Plans: 30 Days, 90 Days, 12 Months, 24 Months. (👽 Pro 🅼 Monthly, 👽 Pro 🆀 Quarterly, 👽 Pro🅰 Annual, 👽 Pro👾Two Years) | 47 | Nº Active Users          Nº Active Subscribers Titan Pro 👽: 5️⃣6️⃣ | 1✔️ 5✔️ 10✔️ 100❌ 1K❌ 10K❌ 50K❌ 100K❌ 1M❌ 10M❌ 100M❌ : ⏱ Active Users is updated every 24 hours (Check on indicator)          Nº Active Affiliates    Titan Aff 🛸: 6️⃣     | 1✔️ 5✔️ 10❌ 100❌ 1K❌ 10K❌ 50K❌ 100K❌ 1M❌ 10M❌ 100M❌ : ⏱ Active Users is updated every 24 hours (Check on indicator) 2️⃣7️⃣ : 📊 PERFORMANCE : 🆑 Conservative 📊 Exchange:         Binance 📊 Pair:                BINANCE:  BTCUSDTPERP 📊 TimeFrame:      4h 📊 Initial Capital:   10000 $ 📊 Order Type:       % equity 📊 Size Per Order: 100 % 📊 Commission:     0.03 % 📊 Pyramid:          1 • ⚠️ Risk Profile: 🆑 Conservative: 🎯 TP=2.7 % | 🛑 SL=2.7 % • 📆All years: 🆑 Conservative: 🚀 Leverage 1️⃣x 📆 Start: September 23, 2019 📆 End: January 11, 2023 📅 Days: 1221 📅 Bars:  7325 Net Profit: 🟢 + 1669.89 % 💲   + 166989.43 USD Total Close Trades: ⚪️ 369 Percent Profitable: 🟡 64.77 % Profit Factor: 🟢 2.314 DrawDrown Maximum: 🔴 -24.82 % 💲   -10221.43 USD Avg Trade: 💲   + 452.55 USD ✔️ Trades Winning: 239 ❌ Trades Losing:   130 ✔️ Average Gross Win: + 12.31 % ❌ Average Gross Loss: - 9.78 % ✔️ Maximum Consecutive Wins:   9 ❌ Maximum Consecutive Losses: 6 %  Average Gain Annual:   499.33 % %  Average Gain Monthly: 41.61 % %  Average Gain Weekly:  9.6 % %  Average Gain Day:      1.37 % 💲  Average Gain Annual:   49933 $ 💲  Average Gain Monthly: 4161 $ 💲  Average Gain Weekly:  960 $ 💲  Average Gain Day:      137 $ • 📆 Year: 2020: 🆑 Conservative: 🚀 Leverage 1️⃣x • 📆 Year: 2021: 🆑 Conservative: 🚀 Leverage 1️⃣x • 📆 Year: 2022: 🆑 Conservative: 🚀 Leverage 1️⃣x 2️⃣8️⃣ : 📊 PERFORMANCE : Ⓜ️ Moderate 📊 Exchange:         Binance 📊 Pair:                BINANCE:  BTCUSDTPERP 📊 TimeFrame:      4h 📊 Initial Capital:   10000 $ 📊 Order Type:       % equity 📊 Size Per Order: 100 % 📊 Commission:     0.03 % 📊 Pyramid:          1 • ⚠️ Risk Profile: Ⓜ️ Moderate: 🎯 TP=2.8 % | 🛑 SL=2.7 % • 📆 All years: Ⓜ️ Moderate: 🚀 Leverage 1️⃣x 📆 Start: September 23, 2019 📆 End: January 11, 2023 📅 Days: 1221 📅 Bars:  7325 Net Profit: 🟢 + 1472.04 % 💲   + 147199.89 USD Total Close Trades: ⚪️ 362 Percent Profitable: 🟡 63.26 % Profit Factor: 🟢 2.192 DrawDrown Maximum: 🔴 -22.69 % 💲   -9269.33 USD Avg Trade: 💲   + 406.63 USD ✔️ Trades Winning: 229 ❌ Trades Losing  : 133 ✔️ Average Gross Win: + 11.82 % ❌ Average Gross Loss: - 9.29 % ✔️ Maximum Consecutive Wins:   9 ❌ Maximum Consecutive Losses: 8 %  Average Gain Annual:  440.15 % %  Average Gain Monthly: 36.68 % %  Average Gain Weekly:  8.46 % %  Average Gain Day:      1.21 % 💲  Average Gain Annual:  44015 $ 💲  Average Gain Monthly: 3668 $ 💲  Average Gain Weekly:  846 $ 💲  Average Gain Day:      121 $ • 📆 Year: 2020: Ⓜ️ Moderate: 🚀 Leverage 1️⃣x • 📆 Year: 2021: Ⓜ️ Moderate: 🚀 Leverage 1️⃣x • 📆 Year: 2022: Ⓜ️ Moderate: 🚀 Leverage 1️⃣x 2️⃣9️⃣ : 📊 PERFORMANCE : 🅰 Aggressive 📊 Exchange:         Binance 📊 Pair:                BINANCE:  BTCUSDTPERP 📊 TimeFrame:      4h 📊 Initial Capital:   10000 $ 📊 Order Type:       % equity 📊 Size Per Order: 100 % 📊 Commission:     0.03 % 📊 Pyramid:          1 • ⚠️ Risk Profile: 🅰 Aggressive: 🎯 TP=1.6 % | 🛑 SL=6.9 % • 📆 All years: 🅰 Aggressive: 🚀 Leverage 1️⃣x 📆 Start: September 23, 2019 📆 End: January 11, 2023 📅 Days: 1221 📅 Bars:  7325 Net Profit: 🟢 + 989.38 % 💲   + 98938.38 USD Total Close Trades: ⚪️ 380 Percent Profitable: 🟢 84.47 % Profit Factor: 🟢 2.156 DrawDrown Maximum: 🔴 -17.88 % 💲   -9182.84 USD Avg Trade: 💲   + 260.36 USD ✔️ Trades Winning: 321 ❌ Trades Losing:   59 ✔️ Average Gross Win: + 5.75 % ❌ Average Gross Loss: - 14.51 % ✔️ Maximum Consecutive Wins:   21 ❌ Maximum Consecutive Losses: 6 %  Average Gain Annual:  295.84 % %  Average Gain Monthly: 24.65 % %  Average Gain Weekly:  5.69 % %  Average Gain Day:      0.81 % 💲  Average Gain Annual:  29584 $ 💲  Average Gain Monthly: 2465 $ 💲  Average Gain Weekly:  569 $ 💲  Average Gain Day:      81 $ • 📆 Year: 2020: 🅰 Aggressive: 🚀 Leverage 1️⃣x • 📆 Year: 2021: 🅰 Aggressive: 🚀 Leverage 1️⃣x • 📆 Year: 2022: 🅰 Aggressive: 🚀 Leverage 1️⃣x 3️⃣0️⃣ : 🛠️ Roadmap 🛠️• 14/ 01 /2023 : Titan THEMIS Launch 🛠️• Updates January/2023 :     • 📚 Tutorials for Automation 🤖 already Available : ✔️     • ✔️ Discord     • ✔️ Wundertrading     • ✔️ Zignaly     • 📚 Tutorials for Automation 🤖 In Preparation : ⭕     • ⭕ Telegram     • ⭕ Twitter     • ⭕ 3comnas     • ⭕ Aleeert     • ⭕ Alertatron     • ⭕ Uniswap-v3     • ⭕ Copy-Trading 🛠️• Updates February/2023 :     • 📰 Launch of advertising material for Titan Affiliates 🛸     • 🛍️🎥🖼️📊 (Sales Page/VSL/Videos/Creative/Infographics) 🛠️• 28/05/2023 : Titan THEMIS update ▬ Version 2.7 🛠️• 28/05/2023 : BOT BOB release ▬ Version 1.0     • (Native Titan THEMIS Automation - Through BOT BOB, a bot for automation of signals, indicators and strategies of TradingView, of own code ▬ in validation.     • BOT BOB        Automation/Connection :     • API - For Centralized Brokers.     • Smart Contracts - Wallet Web - For Decentralized Brokers.     • This way users can automate any indicator or strategy of TradingView and Titan in a decentralized, secure and simplified way.     • Without having the need to use 'third party services' for automating TradingView indicators and strategies like the ones available above. 🛠️• 28/05/2023 : Release ▬ Titan Culture Guide 📝 3️⃣1️⃣ : 🧻 Notes ❕ 🧻 • Note ❕ The "Demo 🐄" version, ❌does not have 'integrated automation', to automate the signals of this strategy and enjoy a fully automated system, you need to have access to the Pro version with '100% integrated automation' and all the tutorials for automation available. Become a Titan Pro 👽 🧻 • Note ❕ You will also need to be a "Pro User or higher on Tradingview", to be able to use the webhook feature available only for 'paid' profiles on the platform. With the webhook feature it is possible to send the signals of this strategy to almost anywhere, in our case to centralized or decentralized brokerages, also to popular messaging services such as: Discord, Telegram or Twiter. 3️⃣2️⃣ : 🚨 Disclaimer ❕❗ 🚨 • Disclaimer ❕❕ Past positive result and performance of a system does not guarantee its positive result and performance for the future! 🚨 • Disclaimer ❗❗❗ When using this strategy: Titan Investments is totally Exempt from any claim of liability for losses. The responsibility on the management of your funds is solely yours. This is a very high risk/volatility market! Understand your place in the market. 3️⃣3️⃣ : ♻️ ® No Repaint This Strategy does not Repaint! This is a real strategy! 3️⃣4️⃣ : 🔒 Copyright ©️ Copyright © 2022-2023 All rights reserved, ® Titan Investimentos 3️⃣5️⃣ : 👏 Acknowledgments I want to start this message in thanks to TradingView and all the Pinescript community for all the 'magic' created here, a unique ecosystem! rich and healthy, a fertile soil, a 'new world' of possibilities, for a complete deepening and improvement of our best personal skills. I leave here my immense thanks to the whole community: Tradingview, Pinecoders, Wizards and Moderators. I was not born Rich . Thanks to TradingView and pinescript and all its transformation. I could develop myself and the best of me and the best of my skills. And consequently build wealth and patrimony. Gratitude. One more story for the infinite book ! If you were born poor you were born to be rich ! Raising🔼 the level and raising🔼 the ruler! 📏 My work is my 'debauchery'! Do better! 💐🌹 Soul of a first-timer! Creativity Exudes! 🦄 This is the manifestation of God's magic in me. This is the best of me. 🧙 You will copy me, I know. So you owe me. 💋 My mission here is to raise the consciousness and self-esteem of all Titans and Titanids! Welcome! 🧘 🏛️ The only way to accomplish great work is to do what you love ! Before I learned to program I was wasting my life! Death is the best creation of life . Now you are the new , but in the not so distant future you will gradually become the old . Here I stay forever! Playing the game like an Athlete! 🖼️ Enjoy and Enjoy 🍷 🗿 In honor of: BOB ☆ 1 name, 3 letters, 3 possibilities, and if read backwards it's the same thing, a palindrome. ☘ Gratitude to the oracles that have enabled me the 'luck' to get this far: Dal&Ni&Fer 3️⃣6️⃣ : 👮 House Rules : 📺 TradingView House Rules : This publication and strategy follows all TradingView house guidelines and rules: 📺 TradingView House Rules: www.tradingview.com 📺 Script publication rules:    www.tradingview.com 📺 Vendor requirements:      www.tradingview.com 📺 Links/References rules:    www.tradingview.com 3️⃣7️⃣ : 🏛️ Become a Titan Pro member 👽 🟩 Titan Pro 👽 🟩          3️⃣8️⃣ : 🏛️ Be a member Titan Aff 🛸 🟥 Titan Affiliate 🛸 🟥  
Strategi Pine Script®
oleh DiFlip
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