Muka Surat 8 | Statistics — Penunjuk dan Strategi

iCryptoScalper Hi everyone! In this post I would like to present my personal indicator for short-term strategies on cryptocurrencies called iCryptoScalper , but let me first introduce myself: I am a theoretical physicist with a deep passion for trading and mathematical modelling of the financial markets. I started trading cryptocurrencies more than 4 years ago and, throughout this period, I got more and more involved in trying to describe the mechanisms governing the price action at lower timeframes like 1, 5 and 15 minutes. As a beginner, I started with the usual "buy and hold" strategy, the safest but also boring option. Afterthat, I tried to get more involved on speed trading and scalping and, as it happens to all the beginners, I went through many mistakes. At the beginning, trying to find the best scalping strategy, was a very difficult task and I barely managed to perform well, mostly because every trade were overwhelmed by my emotional approach and the fear of missing the right entry point and/or exit point. However, thanks to these difficulties, I understood that I needed an algorithmic procedure to improve my performances and overtake the emotional approach, with a more technical approach: a mathematical guide that precisely tells me how to behave in the best way possible to be profitable. To achieve this goal, I put all my efforts in trying to write a consistent mathematical model able to give me all the statistical informations I needed to reach the best performances and, of course, the best possible profits. The iCryptoScalper is an explicit mathematical tool to be used for scalping strategies and optimized for different cryptocurrency pairs on 15/30 min timeframes. The script gives you many useful informations and details regarding the current and subsequent trade, accompanied with a detailed overview on both the last 20 short and long trade results. Let us have a look to all the detailed informations the script shows to you: CHART - Lines: The script plots for you the Entry price (yellow line), the Stop Loss price (red line) and a series of 8 Take Profit levels (green lines). - Background: The green background color indicates that the script is in a long position, viceversa, the red background color indicates that the script is in a short position. - Labels: The blue labels indicate the maximum achieved profit for each trade. - Alerts: The script shows two types of alerts, the "prepare to #" one and the true entry one. The prepare alert is very useful to understand when the strategy is going to enter a specific trade, thus giving you the possibility to set up all the necessary Entry/SL/TP levels on your favorite trading platform. - Crosses: The green and red crosses are precisely located at the corresponding long and short entry price for the next trade, thus giving you a preview on the target price that has to be reached for the indicator to enter. They are computed thanks to a mathematical model I set up and optimized for each cryptocurrency pair. PANEL - Overview: This part shows you two probability tables for the last 20 long and short trades each. The first table indicates the set of probabilities of reaching the corresponding TP level, whereas the second table shows the conditional probability , namely the probability of reaching a certain profit level once the previous one has been achieved. Below the tables you can find three quantities again referring to the last 20 long and short trades: the Average Maximum Profit , the Average Maximum Drawdown and the Average Risk/Reward Ratio . Last but not least, the correlation between the current asset and BTC is displayed together with the current BTC status. - Active Trade: This part collects all the data related to the current trade status. - Next Trade: This part collects all the data related to the next trade status. ATTENTION! Please notice that the equity line you see in the "Strategy Tester" section of TradingView is unreliable compared to the real performances of the script. This is due to the fact that the TradingView engine is designed for backtesting automatic trading strategies and not real-time trading bots. An example is the following: Bob buys 1 BTC-PERP contract at 10000$, setting the Stop Loss at 9000$. The price of the perpetual then goes to 12000$ and then go back hitting the Stop Loss. For the TradingView Engine this is a trade with a permanent loss of 1000$. However, for the iCryptoScalper users, the trade is perfectly fine thanks to the numerous TP levels (and corresponding probabilities) given by the script within the trade window.

Co-relation and St-deviation Strategy - BNB/USDT 15min This indicator based on statistical analysis. it uses standard deviation and its co-relation to price action to generate signals. and following indicators has been used to calculate standard deviation and its co-relation values. finally it is capable to identify market changes in bottoms to pic most suitable points. 1. Parabolic SAR (parabolic stop and reverse) 2. Supertrend 3. Relative strength index (RSI) 4. Money flow index (MFI) 5. Balance of Power 6. Chande Momentum Oscillator 7. Center of Gravity (COG) 8. Directional Movement Index (DMI) 9. Stochastic 10. Symmetrically weighted moving average with fixed length 11. True strength index (TSI) 12. Williams %R 13. Accumulation/distribution index 14. Intraday Intensity Index 15. Negative Volume Index 16. Positive Volume Index 17. On Balance Volume 18. Price-Volume Trend 19. True range 20. Volume-weighted average price 21. Williams Accumulation/Distribution 22. Williams Variable Accumulation/Distribution 23. Simple Moving Average 24. Exponential Moving Average 25. CCI (commodity channel index) 26. Chop Zone 27. Ease of Movement 28. Detrended Price Oscillator 29. Advance Decline Line 30. Bull Bear Power

Compound Indicator Strategy - BTC/USDT 3h This is an Strategy finds and utilise end points of short term market trends and this is a combination of many indicators such as 1. Volume change oscillator 2. Money flow index ( MFI ) 3. Momentum Oscillator (MOM) 4. Stochastic Indicator 6. Relative Strength Indicator ( RSI ) 7. Relative volatility index (RVI) 8. Balance of power (BOP) 9. Small moving average ( SMA ) 10. Exponential moving average ( EMA ) 11. Parabolic SAR 12. Super trend indicator this script forms a compound indicator after analysing movements of those indicators through different time frames and measure its co-relation and variance with the price action. buy doing that, indicator in a position to identify short term market reversals and presented. after generating a common indicator, it evaluates standard deviation and standard variance with currant market price action and generates a buy and sell signals. you can determine your own trading method based on available options.

Btcusdt - 4hr Trendreversal algoritme In this strategy we use a combination of differents indicators to catch the highs and lows and follow the right direction at all times. The conditions of this 4hr algo are based on Ema's and WMA's that rise or fall: Momentum; Price Action Volume RSI BB I have backtested the algo for 2 years before i ran it live. I ran the algo live for 1 year now and ( October 2020) as for now the algo indicates a trend reversal 70-80% correctly. The backtest result shown started from 01-10-2017and is simulated using 15% of the capital on BINANCE:BTCUSDT I have varies Algo's on different Timeframes. If you're interested sent me a message. Please be aware that past results are no guarantee for future performance!

Aphrodite // v4 // continuation of prime number checker with strat commands and normal distribution theory put in //pump/dump trend following strategy idea added. //Pseudo Random Number Generator Box Muller Normal Distribution Method - code from Function - Functions to generate Random values by RicardoSantos. Dots are calculated by an adaptation of the ideas //in this script. // volume accumulates when dots are green for buys, red for sells. This setup is just looking for buys but this is very easy to change //just go to trading day and swap all strategy.long commands for strategy.short commands // Exits on minutes where OHLC all return 'primeness' //Reinforced dots (with black) when last three dots are all of same colour

3Commas DCA Bot Strategy v1.0 Introduction The strategy attempts to implement a majority all of the settings found on the 3Commas DCA Bot setting page that can be implemented within a TradingView indicator. Specifically, it will implement the "Open new trade ASAP" and "Trading View Custom Signal" deal start conditions. In this way, you can leverage the power of TradingView's backtester to model your settings and analysis past performance as well as leverage TradingView's alert notification subsystem to send Deal Start and Close signals to 3Commas using almost any of the thousands of scripts found in the Public Library (see "What does it do and how does it do it?" section below for more information on how to do this using the RSI indicator as an example). How is it original and useful? This strategy is unique in that it's the only one (as of the initial publications) that can handle 28 out of 32 bot settings (88% coverage) that are found on the 3Commas bot settings page. In addition, because it is a TradingView script, you will benefit from the following: Model your bot's configuration using the backtester on any timeframe and evaluate its performance using the chart's history. View a table of detailed statistics pertaining to deals started and completed, win/loss rates, daily P&L, true max drawdown, and detailed statistics on bars in deal along with safety orders filled. View a table of "Used amount for each step" as presented in 3Commas as well. Ability to link to almost any TradingView chart indicator that provides a single data point for buy/sell signals. Make use of the 3Commas TA Start Conditions indicator to emulate the 3Commas built-in indicators for further performance evaluation with the backtester. How does it compare to other scripts in the Public Library? This strategy offers a very detailed, comprehensive settings and maybe the only one (as of the initial publication) that can handle 28 out of the 32 bot settings that are found on the 3Commas bot settings page (that can be handled within TradingView, because some cannot be modeled due to chart and language constraints). Specifically, the following 3Commas bot settings and inputs are addressed with asterisks denoting specific limitation due to TradingView's platform architecture and/or constraints: Main settings ✅ Name ❌ Exchange* (Not handled since it is inherited from chart) ⚠ Bot type* (Only Single-pair because you simply apply the indicator to as many pairs you desire in separate charts to simulate a Multi-pair setting) Pairs ❌ Pairs* (Not handled since it is inheriting the symbol from the chart) Strategy ✅ Strategy ❌ Profit currency* (Not handled since there is no equivalence in TradingView) ✅ Base order size / unit ✅ Safety order size / unit ✅ Start order type Deal start condition ⚠ TradingView* (You can modify the "Technical Rating" indicator by TradingView to output a signal yourself like @TheTradingParrot has done in the TV signal for DCA backtest script) ⚠ QFL* (See Quickfingers Luc's Base Breaking Strategy v2.5 - 3Commas Edition for an alternative) ❌ Manually/API* (Not handled since there is no equivalence in TradingView) ✅ Trading View custom signal ✅ Open new trade asap Take profit ✅ Take profit (%) ✅ Take profit type ✅ Trailing ⚠ Trailing deviation* (modified to handle TradingView's broker emulator properly) Stop loss ✅ Stop Loss (%) ✅ Stop Loss action ⚠ Stop Loss timeout* (modified to use "bars" as the unit of measure) Safety orders ✅ Max safety trades count (a total of 100 safety orders are supported!) ⚠ Max active safety trades count* (Not handled since there is no equivalence in TradingView) ✅ Price deviation to open safety orders (% from initial order) ✅ Safety order volume scale ✅ Safety order step scale Advanced settings ✅ Don't start deal(s) if the daily volume is less than ✅ Minimum price to open deal ✅ Maximum price to open deal ⚠ Deal start delay (QFL and standard TV signals only)* (modified to use "bars" as the unit of measure) ✅ Cooldown between deals ✅ Open deals & stop Close deal after timeout ⚠ The time after which, deal will be closed automatically* (modified to use "bars" as the unit of measure) In addition to the above inputs, the script will also support the same output data points that are found on the bot settings page, which are: Assistant ✅ Balance ✅ Max amount for bot usage (Based on current rate) ✅ Max safety order price deviation ✅ % of available balance to be used by the bot Table (Used amount for each step) ✅ Order No. ✅ Deviation % ✅ Order Size (Base currency) ✅ Order Volume (Quote currency) ✅ Price ✅ Average price ✅ Required price ✅ Required change ✅ Total Size (Base currency) ✅ Total Volume (Quote currency) What does it do and how does it do it? When applied to the chart for the first time, the default settings will work to execute the "Open new trade asap" deal start condition using a take profit of 4%, a base order size of 1.335% of equity (initial capital + net profit), a safety order size of 2.003% of equity (initial capital + net profit), a safety order volume scale of 1.5, a safety order step scale of 1.21, and a max safety trades count of 8. With these settings, as you scroll through the chart's history you should see price action crossing the DCA layers (denoted with blue triangles), and a green take-profit price line will render (with green triangle denoting the crossings). Lastly, in the upper-right corner of the chart the table of DCA statistics will render showing you all the gathered data that took place since the chart's starting history until the current time. Using the "TV Custom Signal" section will allow you to "link" other chart indicators to supply "Start" and "Close" signals for the script. For example, here's how you can use the standard RSI indicator to generate an entry signal: 1) Add the stock RSI indicator and configure it to your desire. 2) Select the "RSI" indicator in the "Chart/Indicator Data Point" input. 3) Select "Chart/Indicator Data Point" in the "Start Deal When" input. 4) Select "Less Than" in the "Is" input. 5) Select "Custom Value(s)" in the "The Value Of" input. 6) Enter "25" in the "Custom Value 1 (Single or Lower Bound)" input. 7) Select "Trading View Custom Signal" in the "Open new trade" input (in the DEAL START CONDITION section). 8) Lastly, check the checkbox with a horizontal straight line above the "Start Deal When" input. This means that the indicator will start a deal when the "RSI indicator" is "Less Than" the value of "25". Strategy Results The default settings are designed to ensure that the indicator will render chart elements when first loaded as well as to allow the backtester to gather order executions and display performance summary. The chart above is is using $10,000 initial capital, a commission rate of 0.1% for both entries and exits, and a 1 tick slippage setting. It is also using 3.22581% of the equity for the Base Order Size, 6.45161% of equity for the first Safety Order Size. The Maximum Safety Trade Count is 4 with a Safety Order Volume Scale of 2, a Safety Order Step Scale of 1.53, Price Deviation To Option Safety Orders at 5.3, and a take profit of 4.5% with Trailing turned on at a deviation of 1.5%. All other settings are defaults. It is recommended that the indicator be "tuned" for your specific market in order to best implement the strategy and obtain better desirable results. You do so by using the backtester and statistics table and observe the output values and learn how the indicator is performing in the chart history. Using this information, you can adjust the settings accordingly until you find the settings acceptable to your trading goals and risk tolerance. Always keep in mind that past performance may not be indicative of future results. Settings that seem favorable for one market may be found to be disastrous in another. Therefore, do take the time needed to understand how the settings will behave with the given chart symbol. Enjoy! 😊👍 How to obtain access to the script? You have two choices: Use the "Website" link below to obtain access to this indicator, or Send us a private message (PM) in TradingView itself.

Quickfingers Luc's Base Breaking Strategy v2.5 Introduction The strategy attempts to implement a popular price action strategy by Luc Thomas (a.k.a. Quickfingers Luc) typically referred to as a QFL base-breaking strategy. The strategy revolves around price action movements that reveal “bases”, which are price levels of support that have a significant, rapid price surges called “bounces”. Once a base is revealed, the base price level is used as reference to implement multiple entries below the base using a layering technique of dollar-cost averaging to place multiple limit orders at various price levels below the base price. As price action breaks below the base price, the limit orders will be filled, and the take profit, breakeven and stop loss prices will be recalculated. How is it original and useful? This strategy is unique in that the strategy version fully supports the TradingView backtester, which will enable you to perform experiments with various settings to evaluate performance using the historical chart data. The study version implements numerous custom alerts for you to build TradingView notifications around specific price action events and stay informed with market activity in real-time. Both script versions will provide the same configuration abilities where you can define: Base confirmation settings, including volume analysis. Your preferred layering strategy of either Dollar-cost averaging (DCA) or grid-like layers along with precise layer placement. Your trading parameters like take profit and stop loss offsets, exchange commission rates, trading start time, and position size multiplication for each layer. Flexible trade eligibility rules that can use other chart indicators, like RSI or EMA, to exclude the selection of base prices for trading. The visibility of detailed statistics from the chart history pertaining to trading sessions started and closed, session durations, win rate, price action drops and bounces, as well as layer utilization. How does it compare to other scripts in the Public Library? The strategy offers a very detailed, comprehensive settings to address all types of markets found on TradingView where you can implement the QFL base-breaking strategy. The strategy version can be considered the first of its kind on TradingView to leverage the backtester to provide informative, detailed performance measurements surrounding this unique trading strategy. The study version will contain numerous custom alerts to aid in your notification preferences and stay informed on the indicator's activities: Base Created Base Cracked Base Respected Any Layer Cracked Layer 1 Cracked Layer 2 Cracked Layer 3 Cracked Layer 4 Cracked Layer 5 Cracked Layer 6 Cracked Layer 7 Cracked Layer 8 Cracked Layer 9 Cracked Layer 1 Respected Layer 2 Respected Layer 3 Respected Layer 4 Respected Layer 5 Respected Layer 6 Respected Layer 7 Respected Layer 8 Respected Take Profit Crossed Stop Loss Crossed What does it do and how does it do it? It is recommended that you start with a chart that is on an hourly timeframe with the "Scale Price Chart Only" chart setting enabled. When applied to the chart for the first time, the default settings will work to render base price levels in orange and 8 DCA layers in blue using a Fibonacci-like sequence for the deviation offset relative to the base price. As you scroll through the chart's history you should see price action crossing the DCA layers, denoted with blue triangles, and a green take-profit line will render with green triangle denoting the crossing. Lastly, when a trade session begins upon the crossing of the first layer, the indicator will continue to identify base price levels, but the color of the price lines will be gray. When the trade session concludes upon the crossing of the take profit line, the indicator will switch the most recent base price line from gray to orange to make it active and eligible for trading. As price action develops, the indicator will use the "Base Confirmation Settings" to look back by counting the number of bars to the left and right of a pivot low point, measure the price drops and bounces, and volume amounts to validate that they are within the specified values. If so, the indicator will draw an orange triangle beneath the candle bar to denote it as the pivot low point and begin rendering the orange line as the base price. The DCA layers will be calculated and offset relative to the base price using thin blue lines. Optionally, the breakeven price line will be drawn to help visualize the true breakeven price which takes into consideration the exchange fees being applied. Base line, take profit, stop loss and DCA layer crossings will be denoted with colorful shapes to help visually recognize the events on the chart. The volume is validated only at the pivot low candle. It will measure the volume against the moving average to determine base confirmation. A volume factor of 1 will mean that the volume must be at least the same value as the moving average value. A volume factor of 2 means it must be twice the moving average value. Lastly, the very last bar will render a table of statistics that summarize all the events that have taken place since the indicator began simulating trading sessions from the chart's history. Strategy Results The default settings are designed to define a "weak" QFL base to ensure that the indicator will render chart elements when first loaded as well as to allow the backtester to gather order executions and display performance summary. The strategy version is using $10,000 initial capital, a commission rate of 0.1% for both entries and exits, and a 1 tick slippage setting. It is also using 3.4887% of the equity with a Position Size Multiplier of 1.35, using 8 total DCA layers, and a take profit of 5% with no stop loss. All other settings are defaults. It is recommended that the indicator be "tuned" for your specific market in order to best implement the QFL trading strategy and obtain better desirable results. You do so by using the statistics table and observe the Mean Price Drop and Bounce values to learn what the indicator is detecting when it measures from the pivot low points. Using this information, you can adjust the Base Confirmation Settings accordingly, along with any volume specifications you require, to configure the indicator for the chart. Always keep in mind that past performance may not be indicative of future results. Settings that seem favorable for one market may be found to be disastrous in another. Therefore, do take the time needed to understand how the settings will behave with the given chart symbol. Enjoy! 😊👍 How to obtain access to the script? You have two choices: Use the "Website" link below to obtain access to this indicator, or Send us a private message (PM) in TradingView itself.

xGhozt Consecutive Candle Count - Backtest xGhozt Consecutive Candle Count with Backtest simply counts consecutive positive or negative candles, and allows you to get the live statistics of how many times this consecutive candle series occurred in the past, with the probabilities of the next candle to be a reversal, and the average past gains from that reversal. You can select the number of consecutive candles you're tracking, and select a start and end date. When your desired pattern is met by the indicator, it will indicate you on the chart if it's worth shorting or longing the next candle. You also have the possibility to set up alerts when your consecutive candles patterns are met. To do so, go into the indicator's settings, select your time frame, the consecutive number of candles you are tracking, your success rate, and the number this pattern occurred in the past. Once it's done, open the alerts box, and set up your alerts accordingly. You will have 2 options: - Green Candles Followed by Red = short next candle. - Red Candles Followed by Green = long next candle Now that the backtest is added, you can try different combinations and figure the best outcome to get the best returns! One thing to note with the backtest: you cannot run the backtest with take profits / stop loss AND candle closing, it has to be one of the two.