MadriEsta estrategia fue creada por mi, basándose en el indicador bollinger bands+rsi y una ema , forexstrategiesresources me lo pasó a codigo y despues fue publicado en ChartArt y en la pagina web de forexstrategiesresources.
Ahora este script lo he modificado para optimizarlo para BTC /USDT en la temporalidad de 1 hora, os invito a ir cambiando temporalidades y valores para conseguir la mayor rentabilidad y, al igual que yo lo publico en codigo abierto os invito a que pongáis vuestros ajustes en los comentarios.
Los ajustes que se pueden cambiar para buscar mayor rentabilidad son en primer lugar "lo que se puede cambiar desde el mismo grafico" los valores "A" y "B".
Además, en el codigo el valor "RSIoverSold" y el "RSIoverBought" por mi experencia con menos de 30 no suele ir bien y con mas de 70 tampoco, el rango adecuado es de 29 a 49, incluidos.
Yo no he trasteado mucho pero también os invito a cambiar la fuente de entrada de "close" a "high", "open", "low"...
Recomiendo para la configuración ACTUAL mismo símbolo, mismos valores operar las señales Short cuando el precio este por debajo de la EMA de 900 y operar las Long cuando este por encima.
En otros símbolos la cosa cambia, hay que adaptarlo a cada cosa.
Ketidakstabilan
Strategy Rsi-Long Short by SebasVentuIt is the popular RSI indicator with VWAP as the source instead of the close.
What is Volume Weighted Average Price (VWAP)?
The VWAP is calculated by adding the dollars traded for each trade (price multiplied by the number of shares traded) and then dividing it by the total shares traded. That is, volume.
Es el popular indicador RSI con VWAP como fuente en lugar de cierre.
¿Qué es el Precio Promedio Ponderado por Volumen (VWAP)?
El VWAP se calcula sumando los dólares negociados por cada transacción (precio multiplicado por el número de acciones negociadas) y luego dividiéndolo por el total de acciones negociadas. Es decir, volumen.
Triple ThreatThis indicator provides buy and sell signals for Bitcoin based on confluence from well-known momentum, volatility, and trend indicators. It has successfully captured the major directional trends on Bitcoin's daily chart since 2018, and the settings are currently optimized for this chart in particular. This indicator implements RSI to gauge momentum, BBWP to gauge volatility, and an EMA to gauge trend. Maximum confluence signals are represented by horizontal bars in the indicator's pane, where the tallest green bar is a confirmed buy signal, and the tallest red bar is a confirmed sell signal. The shortest bar represents a momentum-only signal, and the second-shortest bar represents a volatility signal in confluence with the previously given momentum signal.
To track momentum, the RSI is plotted to the indicator plane against a moving average of the RSI. A momentum signal is generated when the RSI crosses over its moving average, retests/approaches the moving average, and then continues in the crossover direction (i.e., it fails to cross the moving average to the opposite side, creating a successful retest). The settings that affect this trigger are the "Crossover Threshold," which specifies how much the RSI should exceed the moving average to be considered a crossover, and the "Retest threshold," which specifies how closely the RSI should approach the moving average to be considered a retest. A momentum signal is ALSO generated if the RSI or its moving average exceed their counterpart by a certain threshold. For example, if the threshold was set at 10, a BUY signal would be generated when the RSI exceeds the moving average by 10, or a SELL signal would be generated when the moving average exceeds the RSI by 10. This threshold can be set using the "Instant Signal Threshold" setting. Either type of momentum signal will be plotted on the pane as the shortest horizontal bar, with its color indicating the signal's direction.
Volatility is primarily measured using the Bollinger Band Width Percentile (BBWP) indicator, which was created by The_Caretaker. BBWP plots the volatility of the asset's price, given by Bollinger Band width, relative to past volatility by assigning the volatility readings into percentiles. The indicator also includes a moving average of the BBWP itself, where a crossover to the upside represents expanding volatility and a crossover to the downside represents contracting volatility. This indicator is used to confirm a signal given by the momentum indicators - a momentum signal that is given during a period of expanding volatility has a greater likelihood of success. Therefore, when the BBWP crosses above its moving average by a given threshold, a previously triggered momentum signal is considered to be "confirmed." The threshold for this crossover can be set using the "BBWP Confirmation Threshold" setting. However, it is also relevant that periods of extreme volatility often accompany an extremity in price action (a "top" or "bottom"), in which case the BBWP is likely to contract after price reaches such an extremity. This phenomenon is captured by also using "extreme reads" on the momentum indicator to signal that there has already been enough volatility to confirm a momentum signal. If the RSI gives an "extreme read" before triggering a signal, the momentum signal is also considered to be confirmed. For example, if the RSI is above 80, breaks below 80, and then gives a SELL signal, this sell signal is considered to be confirmed without requiring the BBWP to crossover its moving average to the upside. The threshold that would confirm a SELL signal can be set with the "Overbought" setting, and the threshold that would confirm a BUY signal can be set with the "Oversold" setting. Whenever a volatility signal confirms a momentum signal, a medium-sized horizontal bar will be plotted on the pane in the same directional color as the momentum signal. Note that a momentum signal may trigger at the exact same time as the volatility signal which confirms it; in this case, only the medium-sized bar will be visible on the pane, but its direction can still be identified by its color.
Lastly, to reduce the likelihood of "false signals," a trend indicator is used to confirm the direction of the signal. This is typically an exponential moving average. If a confirmed volatility SELL signal is given, and the closing price is below the moving average, then the SELL signal is also confirmed by the trend. Likewise, if a confirmed volatility BUY signal is given, and the closing price is above the moving average, then the BUY signal is confirmed by the trend. The type and length of the moving average used to verify the trend can be set using the "Moving Average Type" and "Moving Average Length" settings found below the momentum/volatility settings. A trend signal is plotted on the pane as a tall horizontal bar, and is more deeply colored than the momentum and volatility signals.
For maximum confluence, it is recommended that the trend signal, given by the tallest bar, is the one that forms the basis of trades executed while using the Triple Threat indicator. It is possible to enter more aggressive trades with better entries by using only the volatility signal, given by the medium-sized bar, however this entails greater risk and should only be done in confluence with an additional trading strategy of your own discretion. Backtesting has shown that using the volatility signal alone underperforms using the volatility signal in confluence with the trend signal.
Please also be advised that the default setting are optimized for Bitcoin's daily chart only. The indicator is still applicable to other timeframes and asset classes, but the settings may need to be modified. I have a list of settings for other Bitcoin timeframes, and I would be happy to share them upon request.
I hope you can find this indicator to be of some use to your trading strategies. I'd be happy to hear any feedback from the community, so please don't hesitate to reach out. Stay safe, and happy trading.
TASC 2022.04 S&P500 Hybrid Seasonal System█ OVERVIEW
TASC's April 2022 edition of Traders' Tips includes the "Sell In May? Stock Market Seasonality" article authored by Markos Katsanos. This is the code implementing the "Hybrid Seasonal System" from the article.
█ CONCEPTS
In his article, Markos Katsanos takes an updated look at the "Sell in May" adage by reviewing recent historical data for seasonal equity market tendencies. The author explores the development of a trading strategy (a set of buy and sell rules) based on this research.
He starts from the enhanced buy & hold system featured in his July 2021 TASC article, and adds additional technical conditions. These include volatility conditions ( VIX and ATR ) plus the "Volume Flow Indicator" (VFI), which is a custom money flow indicator that Katsanos introduced in his June 2004 TASC article. He provides an example of a trading system that others can test for themselves and modify as they see fit. The author notes that the system could likely be improved further by adding money management conditions (such as a stop-loss), or by adding more technical conditions not considered in the scope of this article.
█ CALCULATIONS
The entry and exit rules that constitute the trading system are defined below. The critical values of VIX, ATR and VFI (specified below) used in the calculations were determined by optimization for a daily chart of the SPY ETF . By default, the strategy only allows long entries. However, the script offers the possibility to initiate short entries upon exiting long trades through the "Long Only" toggle in the script's inputs.
Long Entry Rules
• Seasonal: The seasonal trade is initiated on the first business day October at the open.
• Volatility: In case of high volatility, that is if the VIX is above 60% or the 15-day ATR was above 90% over the past 25 days, the seasonal trade is deferred until later in the month or year, when the volatility subsides.
Exit/Short Entry Rules
• Seasonal: The exit/short signal is triggered on the first business day of August at the open.
• Volatility: The exit/short signal is triggered if VIX is above 120 % (i.e. 2 times the corresponding threshold parameter).
• Money flow (VFI): The exit/short signal is triggered if the VFI crosses under a critical value (-20) while its 10-day moving average is pointing down.
Join TradingView!
Market structure intraday ES futures strategy - BuySell ZonesThis market structure strategy for ES Mini Futures optimized for intraday market analysis ( RTH ).
Entry condition identified by bearish and bullish market structure.
Support level (Green Lines) is identified based on different variations of price fluctuations followed by the close above the range.
Resistance level (Red Lines) is identified based on different variations of price fluctuations followed by the close below the range.
The idea is to spot areas where market players were fighting for the best price and one side finally won.
Bullish trend is identified by consecutive series of support levels developing in upside direction.
Bearish trend is identified by consecutive series of resistance levels developing in downside direction.
When market develops bullish trend , strategy sets LONG limit order at fresh support level .
When market develops bearish trend , strategy sets SHORT limit order at fresh resistance level .
If there is an open position no new entries are performed.
For longs initial stop is set at previous support level adjusted by ATR.
For shorts stop is set at previous resistance level adjusted by ATR.
Stop trailing is also based on market structure.
If new support level is identified, stop moves to previous support level .
If new resistance level is identified, stop moves to previous resistance level .
There are no target. Strategy either gets stopped at current stop level or exits at session end.
Strategy calculates position size based on the previous market structure and ATR.
Strategy performs compounding position sizing so as account amount increases so does amount of traded contracts.
Usage:
Add script to your favorites and apply it on ES1! 1 minute time frame setting regular trading hours.
Script will print the limit order as well as stop levels according to the rules described above. As trade will progress, script will print levels to move the stop to.
Settings:
I added an option to disable the support and resistance lines printing if you prefer to have clean charts.
You can also change risk % to best fit your trading style.
If you just want to use the support and resistance levels as indicator you can also disable the strategy execution.
Support and Resistance indicator itself is universal and can be used on any market or timeframe.
If you want the strategy to be optimized for other markets or timeframes or have other rule set in mind feel free PM me, we will create the solution that best fits your needs and styles.
Real life trading is not get rich scheme. It is continuous process that involves various steps and dedication. If you are willing to take this path please PM me to enable the strategy for you.
Enjoy!
Pro Divergence [regular + hidden] by TradingClue█ Pro Divergence is my new divergence-based toolkit that will help you to spot lucrative opportunities in all kinds of markets.
I've developed toolkits and strategies that use divergences for many years, e.g. AutoDivergence and CCIDivergence . Pro Divergence is my latest development and benefits from those yearlong experiences.
The main algorithm to detect divergences has changed from using linear regressions and moving averages to algorithmic trendline detection like I've been using in TD Lines .
This new approach supports the detection of regular divergences but also hidden divergences can be identified.
Before going more into the details of the mechanics of Pro Divergence, let's recap, what divergences are all about when it comes to trading.
█ Regular Divergence
The basic idea is pretty simple: If price goes in the opposite direction than some other technical indicator - in most cases an oscillator - we speak of a divergence. A regular divergence might be a signal for a trend reversal. That's it.
For example, if the price is currently rising, while at the same time Momentum is falling - it might be time for a reversal and the price of an asset is about to fall soon. If there are additional indications to confirm the signal, e.g. if RSI is in the overbought area, it might be a good idea to go short on that specific asset.
Regular bullish divergences are indicated when price is forming lower lows while an oscillator shows higher lows.
Regular bearish divergences are indicated when price is forming higher highs while an oscillator shows lower highs.
█ Hidden Divergence
While regular divergences indicate trend reversals, hidden divergences indicate a trend continuation.
When the price is making higher lows and the oscillator is showing lower lows, we speak of a bullish hidden divergence. When the price is making lower highs and the oscillator shows higher highs, it's a bearish hidden divergence.
These rules for identifying divergences are pretty simple and straightforward. And they are also confusing at times. But that's what Pro Divergence is helping you with: trade based on customizable signals to identify all kinds of divergences.
You could either use the strategy settings of the toolkit to optimize the properties to show winning backtesting results. Or you use the signals as an extra confirmation to some other kind of signal/ strategy you are working with.
█ Summary of all current features
• Oscillator: choose between CCI, Momentum, MACD, or RSI. All oscillators-settings are customizable.
• RSI-filter: in some cases, the quality of the signals can be improved by an RSI filter, e.g. a bullish signal would only be valid if RSI is in the oversold area. Set the RSI period and the oversold/ overbought levels to your preferred values.
• You can display all divergences on the chart to get an idea of the current price action. Or you can pick any combination of signals you would like to include in a backtest. Possible signals are: regular bullish divergence, regular bearish divergence, hidden bullish divergence, hidden bearish divergence
• Exits: there are many ways to get exit signals - combinations of the below options are possible:
• fixed profit targets/ stop losses based on ticks
• Exit when momentum reverses
• Exit when price touches the opposite Bollinger Band (e.g. a long position will be closed when price touches the upper Bollinger Band). The settings for the Bollinger Bands are customizable.
• Entry: you can choose only to enter a trade if momentum is going in the same direction as the direction of your trade (e.g. only go long if momentum is rising)
• time and date filer
• Do a backtest only in a given time range (maybe you're not interested in the whole range of historical data when trading in a higher timeframe. Or you would like to do some kind of walk forward analysis)
• Only trade during special times of a day, e.g. only trade during the first hours of a trading session
Since this strategy is making heavy use of math and technical indicators, it is not tied to a certain asset class or timeframe. It was tested successfully on a large number of financial instruments like stocks, crypto, forex, and others.
Strength ATR ADX v2This strategy looks for strong price movements with a high chance of a reversal on the difference in the rates of 6 currency pairs. A combination of ADX DI- and ATR is used for confirmation.
Added the ability to close trades by TP and SL to the strategy. (off by default)
Built-in martingale and reverse martingale (off by default)
The lot size is set in the strategy settings themselves!!!
The best results were obtained on XAUUSD 5M and on 1M cryptocurrency pairs.
boonam17_ALERT이용 관련 문의는 이메일 boonam17@naver.com 통해 해주시기 바랍니다.
백테스트 결과와 실제 투자 결과는 개인 블로그를 통해 업데이트할 계획입니다.
Octopus_AlgoGram_IndicatorHello traders!
I have been developing Octopus trading indicator over the last year. This algorithm indicator is based on a set of different strategies, each with its own weight (weighted strategy). The set of strategies that I currently use are 5:
Volume
ADX
MA crossover
Macd
Chaikin Oscillator
Moreover, this indicator includes STOP losses criteria and a taking profit strategy. this indicator must be optimized for the desired asset to achieves its full potential.
Best Time-Frame :
The 10 & 23 Minutes Time frame give good results. The algo has been tested for several asset (same dataframe, different optimization values).
When to Buy & Sell :
Buy Entry & Exit : Take entry when Green Arrow or Buy Trigger on screen & Exit when Purple Arrow or exit trigger on screen
Sell Exit & Exit : Take entry when Red Arrow or Sell Trigger on screen & Exit when Purple Arrow or exit trigger on screen
Important note:
Backtest the algorithm with different data stamps to avoid overfitting results
How it works:
The algorithm is based on a combination of well-documented indicators. First, the algorithm calculated the weight_strategy, which represents a value from 0 to 5 of the number of strategies that are fulfilled (in case the weight of each strategy is the same). To open a position, the value of weight_strategy must be greater than the value of weight_signal, by default 2. Modify the indicator parameters for the desired asset and data frame. Set stop-loss and take profit criteria.
Features:
* The algorithm allows to trade with long, short or both positions.
* Backtest the algorithm over a defined interval (data stamp), e.g., from 2022
* stop loss (SL) orders based on movement of the previous candle source, e.g., close or candle volatility . Only close the position after the candle is close!
* It can moves the stop loss when this indicator takes profit (TP)
* Take profit based on market movement and once all condition true they push exit order
* Define delays to evaluate the strategies of more previous candles:
+ Candle delay Exit is the number of candles the algorithm waits to open a new position.
* Choose if you want to use the weighted strategy or just some of them.
* Choose the weight (relevance) of each strategy.
* Customize the well documented MA cross strategy.
Disclaimer :
AlgoGram Script,Indicator,Strategy,Trading Idea & presentations are only for educational & Research purposes and are not intended as investment advice. I cannot guarantee the accuracy of any information provided above , please take trade with help of your Financial adviser or on your own risk
Cheers! & Best Of Luck
By AlgoGram
Inside Breakout PerQuantumCoin Premium Indicator (strategy)HOW IT WORKS:
- The Inside Breakout gives signals on the chart on the breakout of inside bar chart pattern;
- It allows to trade trend or counter-trend signals;
- Computes intrinsic values to access the strength of the Buy/Sell signal;
- Allows users to adjust their own settings, adapting the signals produced;
- These signals can be also set up as Alerts;
- The indicator has a few custom features that allows users to filter out signals using multi-timeframe trend indicator and to keep tracking positions so that one can only get new signals when they reserve position;
This Strategy version is meant to be a companion to the main indicator in order to backtest your SLT/TP settings with different instruments and adapt results.
Please NOTE:
Results may vary depending on TP/SL settings. Also, previous performance is not a indicator for future results.
Bias Master SystemName: Bias Master System
Category: Bias (Template/Master).
Operating mode: enters and exits at specific times of the day
Trades duration: a few hours, usually intra-day.
Timeframe: 1H.
Suggested usage: in markets where hourly biases are present.
Entry: enters long and short in predefined times, with possibility to manage trend or volatility filters.
Exit: exits in predefined times.
Usage: It can be used in a variety of ways:
- Together with the Bias Analyzer to quickly check the Bias found by the tool. This allows you to create profitable strategies in less than an hour, as an example the starting point with the Analyzer
- The strategy itself can be used to study the market for interesting biases.
- The strategy can be used as a starting code for the development of one's own strategies.
A tutorial with working examples on BTC and ETH is also available and will be provided with the access.
Configuration:
- Long Trades: possibility to specify two long trades configuration and filter them by day of the week, trend or volatility.
- Short Trades: possibility to specify two short trades configuration and filter then by day of the week, trend or volatility.
- Backtest dates: for splitting the available data in develop, test and validation.
- Results table: possibility to specify decimal precision and Dark Mode
Credits:
- QuantNomad for Results Table
Backtesting:
⁃ Exchange: BINANCE
⁃ Pair: ETHUSDTPERP
⁃ Timeframe: 1H
⁃ Fee 0.025%
Long Term Heat/Volatility - Accumulation/Distribution v1This is a strategy specifically made for 1D BTC/USD with the aim of capturing cycle tops and bottoms. It's mainly based on two indicators: 21d average of ATR (volatility) and (BTC.price - 180d sma)/BTC.price (heat). The strategy only signals buys or sells after occurrences of high volatility, followed by extremely high or low heat values. It's optimized for utilizing accumulation and distribution at lower and higher prices respectively with respect to last 14 days. 2nd version will include dynamic dollar cost averaging during the accumulation and distribution periods.
Volatility Breakout StrategyThis is a strategy used by Larry R. Williams called Volatility Breakout.
By identifying a strong uptrend that exceeds 'a certain level' on a daily basis as a breakout signal, enter long position, take advantage of long at the the next day's open.
'a certain level (Entry Price)' is calculated by { close + 'k' * high -low }, and applied logarithmic calculation.
Stop loss level is calculated by half of the previous day's Low and Entry Price.
Strategy exit always at UTC+0.
And expressed day session with the background color.
Thanks and hope this helps you.
(kor)
이건 Larry R. Williams가 사용하는 변동성 돌파 전략입니다.
특정 수준을 넘는 강한 상승세를 돌파 신호로 파악하여 매수하고, 장시간이 종료될때에 빠르게 수익을 실현하는 전략입니다.
"특정 레벨(진입가)"은 close + 'k' * high -low 로 계산되며 로그 계산을 적용했습니다.
손절 레벨은 전일 저가 및 진입 가격의 절반으로 계산됩니다.
전략은 항상 UTC+0에서 종료합니다. ( 한국 기준 오전 9시 )
그리고 배경색으로 일일세션을 표현했습니다.
트뷰에 오픈소스의 래리윌리엄스 변동성전략이 없는것 같아 간단하게나마 만들어 보았습니다. 도움이 되었으면 좋겟워요..
ReversionStrategyThis strategy aims to identify condition of exhaustion to trade market reversal. It uses multiple indicators to enter a position. It uses following indicator:
1. RSI
2. ATR
Functionality of the Multi-Indicator:
1. RSI:
If RSI value is more then 70(input parameter) then market is over-brought. When less than 30 (input parameter) then market is over sold. Over brought or over sold market are good to play reversal.
2. ATR:
If current bar atr is more than 20 period (input) atr then it indicates over extended move.
3. Candle structure:
If a big candle closes near (within 10%) to its high then it indicates exhaustion. Same when big candle closes near to lows.
The combination of above 3 identifies buy or sell condition. Stop loss is 1.5 times atr. These parameter are input.
Sell condition:
1. RSI is more than 70
2. Current bar ATR is more than 20 perios ATR
3. Candle closes within 10% of its high.
If above 3 conditions are met on a candle then it indicates exhaustion of up move and sell order should be opened on next candle.
Buy condition:
1. RSI is less than 30
2. Current bar ATR is more than 20 perios ATR
3. Candle closes within 10% of its lows.
If above 3 conditions are met on a candle then it indicates exhaustion of down move and buy order should be opened on next candle.
Btcusdt - 4hr Trendreversal algoritmeIn 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!
Chandelier Exit - StrategyI created a strategy version for the Chandelier Exit indicator, originally owned by @everget . With the strategy I prepared, you can try both short-long and stop loss - trailing stop and take profit rates. I have also added a date filter feature so that you can test the strategy in the date range you want.
Orjinali @everget 'e ait olan Chandelier Exit indicator için strateji versiyonu oluşturdum. Hazırladığım strateji ile hem short-long deneyebilir hem de zarar durdur - takip eden stop ve kar al oranları denemeleri yapabilirsiniz. İstediğiniz tarih aralığında strateji testi yapabilmeniz için tarih filtre özelliği de ekledim.
CryptoGraph Multi Algo StrategyThis is a summary of how this strategy works.
CryptoGraph Multi Algo Strategy is the second profitable real-time trading strategy by the CryptoGraph team, that generates trade signal with exact entires, exits and risk management. The strategy is intended to work nearly every crypto coin pair, stock or index.
Principles behind the strategy
Entry:
Detection of trend direction with the use of an EMA . Default setting is a length of 550.
Detection of shorter term trend direction with the use of multiple Supertrend Indicators.
Detection of an even shorter term direction with the use of a crossover of the Stochastic RSI , below or above certain levels. This would be the final condition for an entry signal.
Exit:
Once an entry signal has fired, the script will look at the current ATR Value. In the script settings there will be an option to adjust the ATR factor. While ATR factor is equal to 1, it means it will use the default ATR value distance from the candle close. When ATR factor is for example 2, it will use two times the ATR distance from the candle close.
This is a simple representation of how this strategy works, in reality there are more underlying factors.
To find the best settings for the crypto coin pair or stock you want the strategy to trade with, simply switch up the EMA , ATR Profit Multiplier and ATR Stop Multiplier and experiment which settings would fit your style best.
What to look for when testing coins or stocks?
EMA, default exponential moving average is set to 550. When above the line, it will only look for longs, when below it will only look for shorts.
The Take Profit and Stop Loss are based on ATR multiplications, adjust these in the inputs interface and you will see the exits change.
Default parameters of the strategy
This is only an example of a profitable combination of all parameters. This would be the 30 minute timeframe Bybit chart on Bitcoin.
ATR take profit at x2, ATR stop loss at x4.1.
In this example we are using an initial capital of $1.000,- while each trade 100% of this capital is used and compounds over time. Meaning every profit or loss will be added to the next trade. Also there is a 0.05% commission used based on Bybit, since we expect most trades to market in and limit out.
Kitti-Playbook HHV LLV Simulation R0 Feb 4 2022
Objective : Visualization the result of price movement cross Higher High - Lower Low to generate Long Short Signal
Study The change of Equity curve when Changes
1) Look back for Higher High - Lower Low
2) Number of Position size
3) Type of Suorce
4) Effected when use EMA 12-26 filter
5) Effected form equity adjustment
6) Effected form margin adjustment
Conditions :
Long Conditions
If EMA 12-26 filter off
1)Source cross over Higher High value of price look back ' x ' bars
2) Addition 1 position when Source cross over Higher High value of price look back ' x ' bars again
3) Maximum Number of Long position not more than set up from input
If EMA 12-26 filter on
1)Source cross over Higher High value of price look back ' x ' bars and EMA 12 > EMA26
2) Addition 1 position when Source cross over Higher High value of price look back ' x ' bars again and EMA 12 > EMA 26
3) Maximum Number of Long position not more than set up from input
Exit long Condition
Exit all positions when Source cross under Lower Low value of price look back ' x ' bars
Short Conditions
If EMA 12-26 filter off
1)Source cross under Lower Low value of price look back ' x ' bars
2) Addition 1 position when Source cross under Lower Lower value of price look back ' x ' bars again
3) Maximum Number of Long position not more than set up from input
If EMA 12-26 filter on
1)Source cross under Lower Lower value of price look back ' x ' bars and EMA 12 < EMA26
2) Addition 1 position when Source cross under lower Low value of price look back ' x ' bars again and EMA 12 < EMA 26
3) Maximum Number of Short position not more than set up from input
Exit Short Condition
Exit all positions when Source cross Over Higher High value of price look back ' x ' bars
Program flow :
1) Initial Strategy Setting
2) Initial Input Setting
3) Data Processing
4) STRATEGY Entry And Exit
5) Information of System selection
6) Dashboard for result
adx efi 50 ema channel, trend pullbackHi so this strategy is based off 50 ema channel and the 15 ma crossing it to generate signals. But with my adjusted strategy it's a 10 rma crossing 50 ema channels and a 5 and 9 wma to help see pullbacks. 50 period bollinger bands to gage volatility a0nd help during range markets. The strategy signals are generated when longer period efi is above 0 and shorter period efi is below zero and price has pulled back near 50 ema to buy long. And the reverse for shorts, I made this to help me trade more mechanically and to trade 1 minute time frame, that's where the strategy seems to Excell the most, I developed it on eur usd but a brief check seems like it still is profitable on gbp usd aud usd usd jpy I only trade the forex market so not sure about stocks and crypto. If you get signals I would place buy stops and sell stops above high and low of respective signal candle and let price take you into trade. Also adx 20 has to be greater than 20 to take trades. Let me know if this is helpful. I've only been coding for a month so it might look sloppy the way it's coded also there are a few other buy and sell conditions left in the source code if you want to switch between different buy and sell triggers, they all produce good results on 1 min timeframe
Hourly Bias on BTC in Bullish USA Session “Green Eagle”Name: Hourly Bias on BTC in Bullish USA Session
Category: Hourly Bias
Operating mode: Spot, only long
Trades duration: Intraday, 11 bars
Timeframe: 1H
Suggested usage: When the market is compressed, USA session has a bullish bias.
Entry: enter Long at 15:00 on specific days of the week. There is a volatility filter based on ATR which identifies compression.
Exit: exit at a pre-defined time at 01:00
Usage:
⁃ It can be useful to use alerts or webhooks to automate this strategy.
⁃ This is a core system that can be improved in different ways (e.g. Stop-loss, take-profit, position sizing) or studying more the behaviour in the specific days of the week or short when is red.
Configuration:
- N/A
Backtesting
⁃ Exchange: BINANCE
⁃ Pair: BTCUSDT
⁃ Timeframe: 1H
⁃ Fee 0.075%
⁃ Slippage 2
- Start : 2019-01-06
We decided to release this free BTC strategy.
How you or we can improve? Source code is open so share your ideas!
[Crypto] Autotrade 2.0* Auto quantity & commission = 0.06 (Binance future fee)
1. H4 timeframe: Supertrend indicator
- Long when the closes candles is above the green line.
- Short when the closes candles is below the red line.
2. H1 timeframe: Supertrend indicator
- Long when the closes candles is above the green line.
- Short when the closes candles is below the red line.
3. How signals work?
a. Short position:
- Supertrend 4h: Short, main trend.
- Wait for a corrective waves (long)
- Breakout the long corrective waves to sell (Short) follow the main trend (H4)
a. Long position:
- Supertrend 4h: Long, main trend.
- Wait for a corrective waves (short)
- Breakout the short corrective waves to buy (Long) follow the main trend (H4)
4. Backtest result (49 pairs) from Binance broker.
- 8 pairs is winrate > 60%.
- 23 pairs is winrate > 55%.
- 13 pairs is winrate > 52%
- 5 pairs is winrate
Trends_2022Hello everyone,
we are developing a strategy which is suited for people that likes to trade in small time frames.
Our strategy uses many indications for entries. These indicators can be used individually or better solution we combined them together for best prediction.
These indications like True Range, Average True Range , moving averages also previous bars highs, lows and closes values and finally mathematical equations to decide close price wave movement. Most of the work is in scaling price data and comparing them with the indicators to decide trend
The strategy is planned to go only long direction..
now we will discuss how each indicator is used to decide trend
* According to ATR trend prediction ...
it is up when the scaled bar price greater than ATR value
it turns down when the scaled bar price is less than ATR value
* According to MAs trend prediction ...
we use SMA and previous bar data averages then apply linReg ( Linear regression curve) this result in curve up and down zero
it is up when the value is up zero
it turns down when the value is down zero
* According to close price wave movement ...
we applied cos function on previous bars close data to get the sloping wave of close movement
If the slope is increasing ... this means the current wave value is greater than the previous value
If the slope is decreasing ... this means the current wave value is less than the previous value
Now as we mentioned before... The strategy goes only long direction.
LONG ENTRY Conditions (ANDing condition not ORing):
we can use any one of these indicators individually, or mix any two of them or use them all simultaneously
So... LONG ENTRY Conditions are as below:
if ATR trend is used .. it should be UP.
if MAs trend used .. it should be > 0.
if close wave slope is used .. it should be increasing.
On the other side… the Exit conditions are also (ANDing condition not ORing):
So... LONG Exit Conditions are as below:
if ATR trend is used .. it should be down.
if MAs trend used .. it should be < 0.
if close wave slope is used .. it should be decreasing.
Please send me private message for script authorization.
Happy trading everyone!
v1 Automatic Trading Bot | BacktestHello Friends.
We have been working on this script for a long time. Briefly, our scenario works as follows.
This test data includes results as of January 1, 2022 using a balance of $1000 and 10%.
WORKİNG LOGİC :
Relative Strength Index
Directional Movement Index
Relative Momentum Index
Indicators are Blended.
1 conditions are met in the overbought and oversold zone.
If the Directional Movement Index Signal is in the same direction, If all signals are in the same decision, it will be position.
We can set the take profit and stop loss levels on the algorithm as % over the entry price.
HOW TO ADJUST :
Formula a and formula b values are adjusted by increments or decrements of 1 each. these adjustments should be changed according to the time frame and chart layout.
You do not need to intervene in overbought and oversold zones. The Best Values were thus deemed appropriate.
If you still want to intervene, you need to know; When you change the overbought and oversold values, the entry time and risk will increase.
Together with the backtest script we are able to adjust the algorithm to all timeframes.
For example, while these settings are ideal for 5 minutes, it is necessary to change the strenght and formul values for a 15-minute period. This provides a user-specific adjustable strategy.
There are 6 different triggers in total on the alarm version.
Enter a long position.
Long position take profit
Long position stop loss
Enter a Short position.
Short position take profit
Short position stop loss
Currently, one platform is also connected to the binance exchange via an API .
The maximum leverage is set to 5 and a maximum of 5 trades are ordered to enter.
I will post the alarm version soon.
Good Luck Everyone !
