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Volume Weighted Average Range Bands [DW]This is an experimental study designed to identify the underlying trend bias and volatility of an instrument over any custom interval TradingView supports. First, reset points are established at points where the opening price of the interval changes. Next, Volume Weighted Average Price (VWAP) is calculated. It is the cumulative sum of typical price times volume divided by the cumulative volume. The cumulation starts over upon each reset point. After that, Volume Weighted Average Range (VWAR) is calculated. The formula structure is the same as VWAP, except using range rather than typical price. Lastly, the bands are calculated by multiplying the VWAR by the specified multiplier (approximate Golden Ratio by default) and by 1 through 5, then adding to and subtracting from the VWAP. Custom Bar Colors are included.
Penunjuk Pine Script®
oleh DonovanWall
7
MTF Previous Open/Close/RangeThis indicator will simply plot on your chart the Daily/Weekly/Monthly previous candle levels. The "Auto" mode will allow automatic adjustment of timeframe displayed according to your chart. Otherwise you can select manually. Indicator plots the open/close and colors the high-low range area in the background. Hope this simple indicator will help you ! You can check my indicators via my TradingView's Profile : @PRO_Indicators
Penunjuk Pine Script®
oleh PRO_Indicators
6
Narrow Range + Inside Day, Long Only Strategy (by ChartArt)This long only strategy determines when there is both a NR7 (narrow range 7, a trading day in which the range is narrower than any of the previous six days), plus a inside day (high of the current day is lower than the high of the previous day and the low of the current day is higher than the low of the previous day) both on the same trading day and enters a long trade when the close is larger than the open and the slope of the simple moving average is upwards, too. The strategy closes the long trade next time the daily close is larger than the open in any of the next trading days. In addition the NR7ID can be colored (the color is green when the close is larger that day than the open, else the color is red) and the SMA can be drawn with a color based on the direction of the SMA slope. To fine-tune the strategy it is highly recommended to change the period length of the SMA, which determines if the measured SMA slope is upwards or not. Inspiration: How to trade NR7 and Inside Day Pattern paststat.com Code credit: NR7 indicator script from Tradingview user Lazybear: pastebin.com
Strategi Pine Script®
oleh ChartArt
2
[RS][ALPHA]Predictive Range Analysis V0this code is untested use at your own risk... applying timed price change over the square to predict price expansion or contraction of the range, it is not predicting the future price only the range that is possible for the price to be in within a margin of error of possibility, with that said i think its very unlikely for price to fall outside the range, due to virtual constraint applied by the auto corrective/cyclical nature of price action.
Penunjuk Pine Script®
oleh RicardoSantos
21
Range Projections [TFO]The purpose of this indicator is to see how often price reached certain standard deviations from a selected time range. The inspiration for this was to study ICT (Inner Circle Trader) concepts regarding the Central Bank Dealer’s Range (CBDR), which is 2:00 pm - 8:00 pm New York local time according to ICT Core Content. However, the idea and data collection could certainly be applied to any range of time. The main settings of this indicator are session time, range type, and the standard deviation filter. The session time is the window of price that will be utilized for range projections. The range type can be either body or wick (on the current timeframe). The standard deviation filter is used to eliminate sessions whose ranges (from high to low) are greater than the desired/input number of standard deviations from all available session ranges. In this example, the time range is set to 16:00 - 20:00, or the time between the New York session close and the Asia session open. Our standard deviations are set to 1, 2, 2.5, and 4. Now, by taking this session’s price range and extrapolating these extensions from the initial range, we can use these levels to see if and how price interacts with them before the next 16:00 - 20:00 session. Furthermore, we can enable the Data Table to analyze how often price trades to these levels for the sessions that are deemed valid (determined by the standard deviation filter). This time our standard deviations are set to 1, 2, 3, and 4. This concept can theoretically be applied to any window of time. ICT has mentioned that, in instances where the CBDR is too large, the Asia range may be used instead. We can observe that the indicator behaves the same way when we change the session to the Asia range, 20:00 - 00:00.
Penunjuk Pine Script®
oleh tradeforopp
23
Ranged Volume DCA Strategy - R3c0nTraderUpdate: Republishing this as Public Open-Source script. Credits: Thank you "EvoCrypto" for granting me permission to use "Ranged Volume" to create this strategy. Thank you "junyou0424" for granting me permission to use "DCA Bot with SuperTrend Emulator" which I used for adding bot inputs, calculations, and strategy What does this do? This script is mainly used for backtesting a Ranged Volume strategy to see how a 3Commas bot would perform. I created this script out of necessity and I wanted a way to test a 3Commas DCA bot with a strategy based on “Volume.” I came across "EvoCrypto’s" "Ranged Volume" study and strategy in TradingView and I liked it. I wanted to configure it so it can be used for DCA bot backtesting. I used parts from "junyou0424’s" "DCA Bot with SuperTrend Emulator" to add the following: 1. The Start Time and End Time 2. Price deviation to open safety orders (%) 3. Target Take Profit (%) 4. Trailing deviation 5. Base Order and Safety Order 6. Safety order volume scale 7. Safety order step scale 8. Max safety orders In addition to the above, I also added chart indicators for "Take Profit" as well as "Safety Order" Pre-requisites: You can use this script without a 3Commas account and see how 3Commas DCA Bot and Ranged Volume strategy would perform vs. a non-DCA strategy. However, I highly recommend signing up for their free account and going through their training. This would give you a base understanding on the settings you will see in this strategy and why you will need to know them. That said these are the pre-requisites I suggest you have: 1. Base Knowledge of 3Commas DCA bots 2. Base knowledge of settings such as “Max safety trades count”, “safety order volume scale” and “safety order step scale”. If these are alien to you, I suggest you read up on these. 3. Knowledge of setting up a Single-pair 3Commas bot for receiving custom TradingView signal. 4. A paper-bot to test your ideas. (Do not use a real money bot until you have tested it sufficiently with a paper-bot. You alone are responsible for your results!) 5. Add the study I created called "R3c0nTrader’s Ranged Volume Study” which adds a separate chart in its own pane showing the volume spikes. It will also generate the “buy” signals for your bot. NOTE: The study also has the same color scheme as this strategy and having the colors in both the strategy and the study will make things easier to see. If you use EvoCrypto’s Ranged Volume Study instead, just keep in mind that the colors won’t match, and you will have to manually match them. 6. Make your buy signals from your strategy are the same as in your study! To do this, use the same “Volume Range Length” you entered in the STRATEGY and enter that value for the “Volume Range Length” in the STUDY. Also ensure you have the same settings for “Heikin Ashi” (On or Off). Comparisons of Ranged Volume Strategy vs Ranged Volume DCA Strategy BTCUSD Beware of Strategies that claim super high profits. This can easily be done by lowering the initial capital to something unrealistic. If I did that with this strategy and set the initial capital $100 and base order size to $100, I get a net profit of 2,864% which is not realistic. How to Use 1. On the “Inputs” tab: a. Set your Start and End Time to backtest against. b. Set your “Volume Range Length” (number of bars to look back) c. “Heikin Ashi Colors” – Usually I leave this enabled d. “Show Bar Colors” – Leave enabled e. “Show Break-Out” – Leave enabled f. “Show Range” – Leave enabled g. Set your other inputs which are those settings you would find in your 3Commas bot that you want to test (e.g., Price deviation to open safety orders, Target Take Profit, Base order, Safety order, etc.). h. Quick Example for BTCUSD on 2hr chart: i. Price deviation to open safety orders (%) = 6 ii. Target Take Profit (%) = 14 iii. Trailing deviation = 0 iv. Base order = 100 v. Safety order = 200 vi. Safety order volume scale = 2 vii. Safety order step scale = 1.4 viii. Max safety order = 5 2. On the “Properties” tab, set your initial capital, base currency, etc. a. Initial capital – Default is 10,000 (Please use realistic values here. The amount here should be able to cover ALL your safety orders if they were triggered. Ideally, you should have funds left over and not use all trade capital.) b. Base currency – Select your currency c. Order Size - Not used. Use the “Inputs” tab to change your base order size. d. Leave “Pyramiding” set to 999. This acts as a ceiling to the “Max safety orders” on the “Inputs” tab. It must always be higher than your “Max safety orders.” For example, if you set your “Max safety orders” to “4” and “Pyramiding” to “4” then it effectively means you have “3” “Max safety orders” and not “4” because it is counting each successive entry including the initial order. e. “Commission” - Optional f. “Verify price for limit orders” – Leave at zero. This does not change anything that I can tell. g. Optional - Enter a value for “Commission” h. Slippage – Optional. Slippage does not occur in backtesting but does occur in real trading but it can be simulated. Example use case for tracking performance of a real money bot: You enter the start date and time of your bot’s trade into this strategy and you notice some values are a little off due to slippage (average price, take profit, safety orders are not lining up) then you would go back here and increase the slippage until those lines up close enough with your actuals. i. Margin for long positions – I don’t use this honestly. j. Margin for short positions – I don’t use this honestly. k. Recalculate “After order is filled” and “On every tick” – I don’t use this honestly. 3. “Style” tab a. Ranged Volume Bar Coloring - You must disable bar coloring in any studies you added or this may not work properly i. Color 0 – Default Yellow; appears when a volume breakout occurs ii. Color 1 – Default Red; appears when a volume breakdown occurs iii. Color 2 – Light Blue; appears when Close is higher than the Open iv. Color 3 – Dark Blue; appears when the Close is lower than the Open b. Take profit – Default Green; take profit line c. Safety order – Default Light Blue; safety order line d. No Safety Orders left – Default Red; when a trade runs out of safety orders, the line turns red and there is no safety orders left underneath to catch any further falling price movements. e. Avg Position Price – Default Orange; your average position price for any given trade. f. Take Profit Plot Area – Default Green; creates a highlighted area for your take profit g. SO Plot Area – Default Light Blue; creates a highlighted area for your safety orders h. Trades on chart – Show or hide your trades on the chart i. Signal labels – Show or hide the trade signal labels on the chart j. Quantity – Show or hide the trade quantity on the chart Explanation of Chart lines and colors on chart
Strategi Pine Script®
oleh R3c0nTrader
7