OPEN-SOURCE SCRIPT
Обновлено DCA, Support and Resistance with RSI and Trend Filter
This script is based on
tradingview.com/v/8avMvSbe/ script from Kieranj with added pyramiding and DCA
The buy condition (buyCondition) is triggered when the RSI crosses above the oversold threshold (ta.crossover(rsi, oversoldThreshold)), the trend filter confirms an uptrend (isUptrend is true), and the close price is greater than or equal to the support level (close >= supportLevel).
The partial sell condition (sellCondition) is triggered when the RSI crosses below the overbought threshold (ta.crossunder(rsi, overboughtThreshold)) and profit goal is reached, the trend filter confirms a downtrend (isUptrend is false), and the close price is less than or equal to the resistance level (close <= resistanceLevel).
Full sell will be triggered if trend is broken and profit goal is reached
With this implementation, the signals will only be generated in the direction of the trend on the 4-hour timeframe. The trend is considered up when the 50-period SMA is below the 200-period SMA (ta.sma(trendFilterSource, 50) < ta.sma(trendFilterSource, 200)).
Pyramiding should be activated, values like 100, so every DCA step should be around 1%
i have best results on 5 min charts
tradingview.com/v/8avMvSbe/ script from Kieranj with added pyramiding and DCA
The buy condition (buyCondition) is triggered when the RSI crosses above the oversold threshold (ta.crossover(rsi, oversoldThreshold)), the trend filter confirms an uptrend (isUptrend is true), and the close price is greater than or equal to the support level (close >= supportLevel).
The partial sell condition (sellCondition) is triggered when the RSI crosses below the overbought threshold (ta.crossunder(rsi, overboughtThreshold)) and profit goal is reached, the trend filter confirms a downtrend (isUptrend is false), and the close price is less than or equal to the resistance level (close <= resistanceLevel).
Full sell will be triggered if trend is broken and profit goal is reached
With this implementation, the signals will only be generated in the direction of the trend on the 4-hour timeframe. The trend is considered up when the 50-period SMA is below the 200-period SMA (ta.sma(trendFilterSource, 50) < ta.sma(trendFilterSource, 200)).
Pyramiding should be activated, values like 100, so every DCA step should be around 1%
i have best results on 5 min charts
Информация о релизе
-Added Wavetrend as additional indicator for buying/selling-Set all default parameters same as i doing backtests.
-other small fixes
Информация о релизе
Added new option:Using g trend as trend filter module:
tradingview.com/v/utIrJYJS/
thanks LUIS_GANDARA_G_TREND
Информация о релизе
- Added MCAD as trend indicator- Reworked multi time frames :
The strategy working now on 3 time frames
1. Time frame where buy/sell signals on base of Wavetrend(default is on) and RSI are triggered. I'm using 5 min.
2-3. Slow and fast trend time frames. Signals from time frame 1 are ignored if on this time frames RSI or Trend (MCAD or G trend) conditions are not meet. I'm using 15 min and 4 hours.
Информация о релизе
- in previous post index was of course MACD, cant edit anymore- Added new option for cooldown between orders
- fixed several bugs, specially on short side trading
Информация о релизе
- added new option: based on ATR partial sells can be deactivated- updated default values
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- Fixed repainting, needed to remove all indicators except MACD for it for now, but MACD has the best performance anywayИнформация о релизе
-- other repainting fixИнформация о релизе
- fix, negative numbers in % profit goals working now, maybe good in some situations.Информация о релизе
- new options on fast and slow filters for full sells if wrong direction, it was hard coded till now- new options for threshold entries on slow trend filter, filter is not activated till threshold amount of entries is reached
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--Added new parameter for slow trend:"Threshold profit %", slow trend filter will be disabled if current profit bigger then this value, default -2.
Информация о релизе
-- fixed bug: profit and profit outside trend made exactly opposite-- added new parameter: profit on high ATR (was the same as profit outside trend before)
-- added new parameter: source, was hard coded to close before, default close
-- added better comments to chart
Информация о релизе
-- Added ichimoku cloud as trend filter (default will stay MACD)-- Changed default MACD source from SMA to EMA
-- Bugfix: heikinashi and MACD
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-- added Volatility Gaussian Bands [BigBeluga] ![Volatility Gaussian Bands [BigBeluga]](https://s3.tradingview.com/z/ZRD7xSGy_mid.png)
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-- bugfix: fixed wrong executed part. sells in today releaseИнформация о релизе
--Added additional full sell signals on fast and slow trendsИнформация о релизе
-- bugfix full sell repainting in rare casesИнформация о релизе
-- other bugfixИнформация о релизе
--bugfix: cooldown periodИнформация о релизе
-- Fixed small bug in "Threshold entries" on slow trend, changed default value to 3Информация о релизе
-- bugfix: buy and sell signal on same candle(very rare case)Информация о релизе
-- added new option:Additional entry signal on fast trend filter, if wave trend triggered(default true)
Информация о релизе
-- added Schaff Trend Cycle als option-- fixed several bugs
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--other bugfixИнформация о релизе
-- added new panic sell mode: it reducing position on a smart way depends of settings-- changed default part. sell to 10
-- fixed bugs
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-- small bugfixes-- changed default part sell to 20%
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-- bugfix: multiple trend filters simultaneously possibleИнформация о релизе
-- New Option: disable entry or close position-- Bugfix
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-- added new option: start position size and price-- bugfix
Информация о релизе
-- added separated profit(full sell) setting for slow and fast trend-- added separated wavetrend settings for slow and full trend
Информация о релизе
-- added ADX index-- bugfixes
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Скрипт с открытым кодом
В истинном духе TradingView автор этого скрипта опубликовал его с открытым исходным кодом, чтобы трейдеры могли понять, как он работает, и проверить на практике. Вы можете воспользоваться им бесплатно, но повторное использование этого кода в публикации регулируется Правилами поведения.
Отказ от ответственности
Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.