ELLIPSE: Bidirectional Swing Trading Strategy (Strategy Version)The eternal question that has occupied humanity since its early existence is what is the meaning of life and why am I here? On a daily basis this quest for meaning is distilled into a somewhat simpler question: What is the reason for getting up every morning?
For many of us, these thoughts arise even more as autumn arrives and it gets dark, bleak and cold outside. I guess it is easier to forget about the meaning of your life, while swimming on a sandy beach, enjoying a cocktail. Than you are living you life and you don’t need to rationalize it. Everything makes perfect sense!
In winter however, you need to get more “creative”. I, for example, would always try to change my perspective of things by doing something that makes my heart beat faster, like drinking a bottle of Heineken on a Friday evening or having endless conversations with my mates about stupid things, or kicking a ball against BALLONTHEROOF 7 on a Saturday morning. During the week, I would take out my frustrations on the fitness equipment at the local gym.
But what if all of this is canceled by CORONA? All that’s left is to work for the boss and run your 10km lap twice a week. The question is, what do you do now, with this huge amount of ”free” time than any old person would give anything for. When you are young time is never ending, when you are older it is never enough. Time has reached a different dimension in these days.
However, you can still do 2 things. You can slowly let the walls come to you and give up or you can actually do something useful with your time and find something that you are good at.
For us this choice was easy. After the success of our positioning trading strategy the MATRIX, at the time of the corona lockdown, we started making a swing trading strategy for the 4H timeframe, called ELLIPSE. We have included all feedback and any improvements we received about the positioning strategy and integrated it into the 4H script.
The main requirements of the script that we had set ourselves were:
Bidirectional
Low max drawdown
High profit factor
Works on all main crypto coins
By fully focusing ourselves on the script over the past few months, I can’t help but (unhumbly) say that we have not only succeeded in our mission, but that we have absolutely surpassed ourselves!
The only bright spot in this heavy corona time is, if a drug becomes available, there is extra money in the bank!
***The script is invite-only, message us to get script access***
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User Guidelines:
The trading strategy was designed and optimized for trading cryptocurrencies only; furthermore it works best on established cryptocurrencies that have a clear historical trend such as:
BTCUSD
ETHUSD
LTCUSD
XRPUSD
ADAUSD
The trading strategy is based on swing trading methodology. The script must therefore be used on 4h candles only .
Use USD trading pairs only (e.g. use ETHUSD instead of the ETHBTC) since the individual trend is captured more effectively and therefore gives better results.
The trading strategy is bidirectional , both long and short entries are generated.
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Indicators used in this strategy:
Ichimoku Cloud ; acts as the leading indicator.
Volume ; without strong volume , a market move is not valid.
MACD and Vortex ; both being used as confirmation indicators.
Choppiness index ; avoids trading in choppy markets.
Simple and Exponential Moving Averages ; prevents trading against the trend.
The trading strategy is easy to use, bidirectional, trend based and without repainting, meaning once a signal has been made it is permanent and that no future data is used in the decision making. It detects the trend and filters out market noise based on more than 10 technical indicators. ONLY when all indicators align with each other the algorithm prints a LONG or SHORT signal. The trading strategy provides high probability trading signals and minimizes risk! This script aims to capture the profit from short to medium trending moves and by doing so filters out non-substantial trends and avoids the associated risks with these trades.
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Features:
NO Repaint once candle is closed.
Stop loss feature ; set your own stop loss to manage your risks.
Customizable Display for the Ichimoku cloud indicator display.
Bidirectional ; both long and short trading positions can be enabled.
Full backtest feature ; Easily generate your own backtest results for each asset (Strategy Version Script).
Alerts ; Get notified via email / pop-up / sms / app once a signal is given! (Alert Version Script).
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Backtest results
Below are the back test results. Only well established cryptocurrencies are displayed with a clear historical trend:
Long and short trading positions,
Signal to signal trading (no multiple orders),
Initial Capital: 10 000 USD,
Order size: 10% of equity per trade,
commission fee 0.1%, period: start of chart,
Exchange-----Asset------Timeframe---Percent Profitable----Profit Factor---Total Trades----Max Drawdown----------Net Profit------
Bínance------BTCUSDT------4H-----------------54.4---------------5.32-----------------57----------------1.58%------------40.34%-(4034 USD)
Bínance------ETHUSD-------4H-----------------50.9---------------5.01---------------- 57----------------2.96%------------54.93%-(5493 USD)
Bínance------LTCUSD--------4H-----------------61.0---------------5.08-----------------59----------------2.09%------------57.06%-(5706 USD)
Bínance------XRPUSD-------4H-----------------43.13--------------3.52-----------------51----------------2.42%------------43.13%-(4313 USD)
Bínance------ADAUSD-------4H-----------------57.5---------------3.36-----------------47----------------3.46%------------40.82%-(4082 USD)
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Reminder: Use this trading strategy at your own risk and trade responsibly. We are not responsible for any financial loss using this strategy.
***The script is invite-only, message us to get script access***
Биткоин (Криптовалюта)
Engulfing strategy with DMI confirmationThe strategy contains Bearish and Bullish Engulfing trend reverse alerts with entry and closure notifications. Entries are enforced by Directional Movement Index (DMI) indicator levels combination. The strategy can be applied to spot, futures and marginal trading exchanges. It is suitable for both long and short positions and works accurately with BTC, USDT, ETH and BNB quote currencies. Best to use with 1H timeframe charts
Strategy elements can be configured at your own desire with user interface settings, no programming skills required:
1. Choose signals type: Long, Short or Both
2. Choose trend detection pattern rule:
SMA50 - provides a higher number of positions
SMA50 + SMA200 provides a higher accuracy
3. Change risk management settings to make the most accurate and efficient configuration. You can set up unique stop loss, take profit and trailing offset for different assets
4. Configure strategy periods
DMI and ADX lengths
ADX Smoothing
Key level
EMA and SMA lengths
5. Configure backtest dates
6. Show or hide RSI support and resistance bands
Engulfing strategy provides information for traders to enter the market in anticipation of a possible reversal in trend. Engulfing candles tend to signal a reversal of the current trend in the market. This specific pattern involves two candles with the latter candle "engulfing" the entire body of the candle before it. The engulfing candle can be bullish or bearish depending on where it forms in relation to the existing trend. The script calculates and compares values of the price action candles to define is there an engulfing and what type it is: bullish or bearish
If there is a bullish engulfing the indicator fills price action candle with yellow color
If there is a bearish engulfing the indicator fills price action candle with purple color
Advantages of the script:
1. The script detects presence of both types of engulfing: Bullish and Bearish
2. Weak engulfment signals and market noises are filtered by RSI bands and DMI confirmations. This allows to receive only strong and confirmed engulfment signals
3. This script has configurable risk management settings (order size, commission, take profit, stop loss and trailing). This provides you opportunity of direct broker connection and allows to conduct backtests before applying the strategy to real account. You also can set up strategy actions alerts
At the chart you can see the historical price action of ADAUSDT at Binance exchange from the January 1st 2019 till current date. The strategy is set up to receive only long signals because it is a spot market. Moments when the strategy triggered to enter a position are shown as L label while position entries are shown as "Long" messages. Moments when a certain position should be closed are shown as "Exitlong" messages
The strategy demonstrate high backtest results:
Mathematical expectation of risk management settings is positive = 1.34%
Percent profitable = 93.33%
Profit factor = 3.253
Quantity of entries = 75
Net profit = 15.22%
How to use?
Long signals:
1. Apply indicator to a trading pair your are interested in.
2. Click Settings button and select Alert Positions Type Long
3. Once bullish engulfing and confirmation conditions are met price action candle will be colored yellow and script strategy will enter a position.
4. Check Strategy Tester to set up optimal Risk management settings: stop loss, trailing profit activation point, trailing offset
5. Set up the strategy alert to be notified when a position should be opened or closed
Short signals:
1. Apply indicator to a trading pair your are interested in.
2. Click Settings button and select Alert Positions Type Short
3. Once bearish engulfing and confirmation conditions are met price action candle will be colored purple and script strategy will enter a position.
4. Check Strategy Tester to set up optimal Risk management settings: stop loss, trailing profit activation point, trailing offset
5. Set up the strategy alert to be notified when a position should be opened or closed
Best regards,
SkyRock Signals team
If you want to receive access to the strategy please contact us in personal message!
Strategy Super Trend v0.4This strategy is written for trading cryptocurrencies using the super trend indicator. The main parameters of the strategies include the super trend indicator settings, as well as the testing period. An important advantage of strategies is the use of a martingale to close positions, which increases profitability!
VGrego - Triple Regression StrategyI developed this strategy with perpetual contracts like the ones offered by Bitmex and FTX for Bitcoin.
This script uses complex regressions to analyze past, present and future to place long calls.
The script performs well on 1H charts on most perpetual contracts scenario.
New Secret Strat V56156After years of resserch and development, I finally finished created the best strategy ever made.
It works on every security you can think of: futures, forex, bitcoin, and so on.
It will adapt the pattern of every chart to make the most money possible.
This is the masterpieace I was hopping to produce one day, and now it is.
Right before you.
Enjoy the best strategy that has ever been created.
Good luck !
Primus V1 - BybitHey everyone,
The current version its a scalping strategy for Bybit but for those that prefers swing trading algo I can do a different version as well for different exchanges.
This is the first version on my algo Primus, expect updates on the months to come.
A Physicist's Bitcoin Trading Strategy
1. Summary
This strategy and indicator were designed for, and intended to be used to guide trading activity in, crypto markets, particularly Bitcoin. This strategy uses a custom indicator to determine the state of the market (bullish vs bearish) and allocates funds accordingly. This particular variation also uses the custom indicator to determine when the market is significantly oversold and takes advantage of the opportunity (it buys the dip). The specific mathematical formula that is used to calculate the underlying custom indicator allows the trader to get in before, or near the start of, the bull trends, and get out before the bear trends. The strategy's properties dialogue box includes many display settings and parameters for optimization and customization to meet the user's needs and risk tolerance; this is both a tool to gauge the market, as well as a trading strategy to beat the market. Guidelines for parameter settings are provided. A sample dataset of backtest results using randomized parameters, both within the guidelines and outside the guidelines, is available upon request; notably, all trials outperformed the intended market (Bitcoin) during the 9-year backtest period.
2. The Indicator and Strategy
2.1. The Indicator
A mathematical formula is used to determine the state of the market according to three different "frequencies", which, for lack of better terminology, are called fast, moderate, and slow indicators. There are two parameters for each of the three indicators, one called response time and the other is a simple look-back period. Finally, four exponential moving averages are used to smooth each indicator. In total, there are 18 different levels of bullishness/bearishness. The purpose of using three indicators, rather than one, is to capture the full character of the market, from a macro/global scope down to a micro/local scope. I.e. the full indicator looks at the forest, the trees, and the branches, simultaneously.
2.2. The Strategy
The trend-trading strategy is very simple; there are only four types of orders: 1) The entire position (e.g. all bitcoins held) is sold (if it hasn't already been totally sold) when the indicator becomes maximally bearish, 2) When the movement of the indicator is in the bullish direction, the strategy dollar-cost-average (DCA) buys at an exponentially decreasing rate, i.e. it buys more in the early stages of the transition from bear->bull. 3) When the indicator is maximally bullish, it goes "all-in" † (if it hasn't already gone all-in), i.e. it converts all available cash into the underlying security/token. And, 4) when the movement of the indicator is in the bearish direction, the strategy DCA sells (again, exponentially decreasing) to get out quickly. No leverage is used in this strategy. The strategy never takes a short position.
A second "buy-the-dip" strategy is also used, and it is the synergy of these two strategies, together, that is responsible for most of the outperformance in the backtests (this strategy handily beats the non-dip-buying variation in backtests). To do this, the custom indicator is used to determine when the market is significantly oversold on a short-term basis, and the strategy responds by DCA buying. However, unlike the DCA buying during bull/bear transitions, the buy-the-dip DCA buying increases with time. Specifically, within each candle that is short-term oversold, the strategy converts 10% x # of candles since becoming oversold (up to a max of 6 candles) of available cash into the underlying security/token. I.e. the first buy is 10% of available cash and occurs in the first oversold candle, the second buy is 20% of available cash and occurs in the second oversold candle, etc. up to six consecutive oversold candles. Lastly, to ensure no conflicting orders and no leverage (buying more than what is affordable with the available cash in the fund), buy-the-dip orders take precedence over the trend-trading orders enumerated in the previous paragraph.
† Technically the strategy goes 99.5% in when it goes "all-in". This is to ensure no leverage is used given that there may be a commission of 0.5%.
3. Backtest Results
Backtest results demonstrate significant outperformance over buy-and-hold. The default parameters of the strategy/indicator have been set by the author to achieve maximum (or, close to maximum) outperformance on backtests executed on the BTCUSD (Bitcoin) chart. However, significant outperformance over buy-and-hold is still easily achievable using non-default parameters. Basically, as long as the parameters are set to adequately capture the full character of the market, significant outperformance on backtests is achievable and is quite easy. In fact, after some experimentation, it seems as if underperformance hardly achievable and requires deliberately setting the parameters illogically (e.g. setting one parameter of the slow indicator faster than the fast indicator). In the interest of providing a quality product to the user, suggestions and guidelines for parameter settings are provided in section (6). Finally, some metrics of the strategy's outperformance on the BTCUSD chart are listed below, both for the default (optimal) parameters as well as for a random sample of parameter settings that adhere to the guidelines set forth in section (6).
Using the default parameters, relative to buy-and-hold strategy, backtested from August 2011 to August 2020,
Total cumulative outperformance (total return of strategy minus total return of buy-n-hold): 13,000,000%.
Rolling 1-year outperformance: mean 318%, median 84%, 1st quartile 55%, 3rd quartile, 430%.
Rolling 1-month outperformance: mean 2.8% (annualized, 39%), median -2.1%, 1st quartile -7.7%, 3rd quartile 13.2%, 10th percentile -13.9%, 90th percentile 24.5%.
Using the default parameters, relative to buy-and-hold strategy, during specific periods,
Cumulative outperformance during the past year (August 2019-August 2020): 37%.
12/17/2016 - 12/17/2017 (2017 bull market) absolute performance of 2563% vs buy-n-hold absolute performance of 2385%
11/29/2012 - 11/29/2013 (2013 bull market) absolute performance of 14033% vs buy-n-hold absolute performance of 9247%
Using a random sample (n=20) of combinations of parameter settings that adhere to the guidelines outlined in section (6), relative to buy-and-hold strategy, backtested from August 2011 to August 2020,
Average total cumulative outperformance, from August 2011 to August 2020: 2,000,000%.
Median total cumulative outperformance, from August 2011 to August 2020: 1,000,000%.
4. Limitations
This strategy is basically a DCA-swing trading strategy, and as such it is intended to be used on the 6-hr chart. Similar performance is expected on daily chart, 12-hr chart, and 4-hr chart, but performance is likely to be limited when used on charts of shorter time-frames. However, due to the flexibility afforded by the large quantity of parameters, as well as the tools included, it may be possible to tweak the indicator settings to get some outperformance on smaller time-frames. Admittedly, the author did not spend much time investigating this.
As is apparent in the backtests, this strategy has very limited absolute performance during large bear markets, such as Bitcoin's 2018 bear market. As described, it does outperform the underlying security by a large amount in backtests, but a large absolute return is unlikely during large and prolonged declines (unless, of course, your unit of account is the underlying token, in which case an outperformance of the underlying is, by definition, an absolute positive return).
This strategy is likely to underperform if used to trade ETFs of broad equity markets. This strategy may produce a small amount of outperformance when used to trade precious metals ETFs, given that the parameters are set optimally by the user.
5. Use
The default parameters have already been set for highly optimal backtest results on the chart of BTCUSD (Bitcoin / US Dollar BITSTAMP), (although, a different combination of parameter settings may yet produce better results). Still, there is a great number of combinations that can be explored, so the user is free to tweak the settings to meet his/her/their needs. Some display options are provided to give the user a visual aid while tweaking the parameters. These include a blue/red background display of the custom indicator, a calibration system, and options to display information about the backtest results. The background pattern represents the various levels of bullishness/bearishness as semi-transparent layers of blue and red, with blue corresponding with bullish and red corresponding with bearish.
The parameters that affect the indicator are the response times, the periods, and some EMA lengths. The parameters that affect the quantity of contracts (tokens/shares/bitcoins/etc) to be bought/sold are the transitionary buy/sell rates. There are also two sets of date parameters.
The response time and period parameters are direct inputs into the underlying math formula and are used to create the base-level indicators (fast, moderate, and slow). The response times control the speed of each of the three indicators (shorter is fast, longer is slower) and the period controls how much historical data is used in computation. Information about how these should be set are included in section (6). Another set of parameters control EMA look-back periods that serve to smooth the base-level indicators. Increasing these EMA lengths makes the overall indicator less sensitive to short-term price action, while reducing them does the opposite. The effect of these parameters are obvious when the background blue/red visualization is displayed. Another EMA length is an EMA for the entire indicator. Increasing this parameter reduces the responsiveness of the trading strategy (buy/sell orders) to quick/small changes of the overall level of the indicator, so as to avoid unnecessary buying and selling in times of relatively small and balanced price perturbations. Note, changing this parameter does not have an effect on the overall indicator itself, and thus will not affect the blue/red background representation.
The transitionary buy/sell rates control the portion of the available asset to be converted to the other. E.g. if the buy rate is set to 90%, then 90% of the available cash will be used to buy contracts/tokens/shares/bitcoins during transitions bullish transitions, e.g. if the available cash at the start of the bullish transition is $10,000 and the parameter is set to 90%, then $9,000 will be used to buy in the first candle during which the transition is bullish, then $900 will be used to buy in the second candle, then $90 in the third candle, etc.
There are two dates that can be set. The first is the date at which the strategy goes all in. This is included because the buy-and-hold strategy is the benchmark against which this strategy is compared, so setting this date to some time before the strategy starts to make trades will show, very clearly, the outperformance of the strategy, especially when the initial capital parameter in the Properties tab is equal to the price of one unit of the underlying security on the date that is set, e.g. all-in on Bitcoin on 8/20/2011 and set initial capital to the BTCUSD price on that date, which was $11.70. The second date is a date to control when the strategy can begin to place trades.
Finally (actually, firstly in the Inputs dialogue box), a set of checkbox inputs controls whether or not the backtest is on or off, and what is displayed. The display options are the blue/red (bull/bear) background layers †, a set of calibrators, a plot of the total strategy equity, a plot of the cash position of the strategy, a plot of the size of the position of the strategy in contracts/shares/units (labeled as BTC position), and a plot of the rolling 1-year performances of buy-and-hold and the strategy.
About the calibrators: The calibration system allows the user to quickly assess and calibrate how well the indicator... indicates. Quite simply, the system has two parts: one plot that is the cumulative sum of the product of the indicator level and the change in the underlying price, i.e. sum of ‡, over all candles. The second part is a similar plot that is reduced according to the quickness with which the indicator changes, i.e. sum of . Maximizing the first plot at the expense of the second will cause the indicator to match the price action very well but therefore it will change very rapidly, from bullish to bearish, which is visualized by a background pattern that changes frequently from blue to red to blue. Ignoring the first plot and maximizing the second will also cause the indicator to more closely match the price action, but the transitions will be slower and less frequent, and will therefore focus on identifying the major trends of the market.
† The blue/red background has many layers and will make the chart lag as the user interacts with it.
‡ Bearish states are coded as negative quantities, so a bearish state x negative price action = positive number, and bullish state x positive price action = positive number.
6. Suggestions and Guidelines
As described in section (2.1), the indicator used in this strategy was designed to determine the state of the market--whether it is bullish or bearish--as well as the change in the state of the market--whether it is increasingly bullish or increasingly bearish. As such, the following suggestions are provided based on the principles of the indicator's design,
1. Response Time 1 should be less than (<) Response Time 2 which should be < Response Time 3
2. Fast Period < Moderate Period < Slow Period
3. In terms of the period of a full market cycle (e.g. ~ 4 years for BTC, ~ 5.5 years for equities, etc.), response times 1, 2, and 3 should be about 0.3% to 1%, 3% to 20%, and 20% to 50% of a full market cycle period, respectively. However, this is a loose guideline.
4. In terms of the period of a full market cycle, periods 1, 2, and 3 should all be about 25% to 75% of a full cycle period. Again, this is a loose guideline.
4. EMA 1 Length < EMA 2 Length < EMA 3 Length < EMA 4 Length
5. EMA Lengths 1, 2, 3, and 4 should be limited to about 1/4th the length of a full market cycle. Note, EMA lengths are measured in bars (candles), not in days. 1/4th of 1000 days is 250 days which is 250 x 4 = 1000 6-hr candles.
The following guidelines are provided based on results of over 100 backtests on the BTCUSD chart using randomized parameters †,
1. 9 days < Response Time 1 < 14 days
2. 5 days < EMA 1 Length < 100 days
3. 600 days < EMA 4 length < 1000 days
4. The ratio of the EMA range (EMA 4 len - EMA 1 len) to the sum of EMA lengths (EMA 1 len + EMA 2 len + ...) be greater than 0.4
5. The ratio of the sum of EMA 1 and EMA 2 lengths to the sum of EMA 3 and EMA 4 lengths be less than 0.3.
A suggestion from the author: Given that backtests show a high degree of outperformance using the guidelines enumerated above, a good trading strategy may be to not rely on any one particular combination of parameters. Rather, a random set of combinations of parameter settings that adhere to the guidelines above could be used to create multiple instances of the strategy in a TradingView chart, each of which varies by a small amount due to their unique parameter settings. The proportion of the entire set of strategy instances that agree about the current state of the market could indicate to the trader the level of confidence of the indicator, in aggregate.
† A sample dataset of backtest results using randomized parameters is available upon request; notably, all trials outperformed the intended market (Bitcoin).
7. General Remarks About the Indicator
Other than some exponential moving averages, no traditional technical indicators or technical analysis tools are employed in this strategy. No MACD, no RSI, no CMF, no Bollinger bands, parabolic SARs, Ichimoku clouds, hoosawatsits, XYZs, ABCs, whatarethese. No tea leaves can be found in this strategy, only mathematics. It is in the nature of the underlying math formula, from which the indicator is produced, to quickly identify trend changes.
8. Remarks About Expectations of Future Results and About Backtesting
8.1. In General
As it's been stated in many prospectuses and marketing literature, "past performance is no guarantee of future results." Backtest results are retrospective, and hindsight is 20/20. Therefore, no guarantee can, nor should, be expressed by me or anybody else who is selling a financial product (unless you have a money printer, like the Federal Reserve does).
8.2. Regarding This Strategy
No guarantee of future results using this strategy is expressed by the author, not now nor at any time in the future.
With that written, the author is free to express his own expectations and opinions based on his intimate knowledge of how the indicator works, and the author will take that liberty by writing the following: As described in section (7), this trading strategy does not include any traditional technical indicators or TA tools (other than smoothing EMAs). Instead, this strategy is based on a principle that does not change, it employs a complex indicator that is based on a math formula that does not change, and it places trades based on five simple rules that do not change. And, as described in section (2.1), the indicator is designed to capture the full character of the market, from a macro/global scope down to a micro/local scope. Additionally, as described in section (3), outperformance of the market for which this strategy was intended during backtesting does not depend on luckily setting the parameters "just right." In fact, all random combinations of parameter settings that followed the guidelines outperformed the intended market in backtests. Additionally, no parameters are included within the underlying math formula from which the indicator is produced; it is not as if the formula contains a "5" and future outperformance would depend on that "5" being a "6" instead. And, again as described, it is in the nature of the formula to quickly identify trend changes. Therefore, it is the opinion of the author that the outperformance of this strategy in backtesting is directly attributable to the fundamental nature of the math formula from which the indicator is produced. As such, it is also the opinion of the author that continued outperformance by using this strategy, applied to the crypto (Bitcoin) market, is likely, given that the parameter settings are set reasonably and in accordance with the guidelines. The author does not, however, expect future outperformance of this strategy to match or exceed the outperformance observed in backtests using the default parameters, i.e. it probably won't outperform by anything close to 13,000,000% during the next 9 years.
Additionally, based on the rolling 1-month outperformance data listed in section (3), expectations of short-term outperformance should be kept low; the median 1-month outperformance was -2%, so it's basically a 50/50 chance that any significant outperformance is seen in any given month. The true strength of this strategy is to be out of the market during large, sharp declines and capitalizing on the opportunities presented at the bottom of those declines by buying the dip. Given that such price action does not happen every month, outperformance in the initial months of use is approximately as likely as underperformance.
9. Access
Those who are interested in using this strategy may send a personal message to inquire about how to gain access. Those who are interested in acquiring the sample dataset of backtest results may send a personal message to request a copy of the data.
Rogue Profit Trend SystemThis system can be used for all assets. This script identifies trends and when to enter and exit. There is also built in risk management in the form of a take profit target or a reduction of risk to limit a losing trade. Inputs are variable and can be changed to better suit the asset and time frame you are trading. Since the risk management (take profit or limit loss) is calculated by 50% of your position, this system is designed to trade in multiples of two's. For example, you enter into a position with $100 at risk, when your risk management signal fires, it will reduce your position by 50% to either snag some profit or limit a loser leaving you with $50 in the position. Close the trade completely when the trend reverses for either a profit or loss.
Nothing about trading is easy. You will have losing trades. Managing your risk is the key to success which is why this system is so powerful. Markets are fluid and random so you will have to put some time and effort into adjusting the system inputs for each asset and the respective time frame you are trading and continue to adjust as time passes. This system will make you money if you manage it correctly and systematically.
Message me for two day trial access. Happy trading!
Channel Break [for free bot]I present to you a script for testing the channel breakout strategy for the Bitmex exchange.
Cryptocurrency itself is a trending tool, which is why breakout strategies generate the largest profits, and the channel breakout strategy is one of the most effective trend strategies.
The optimization result shows the result of trading on a volume of 20% of the deposit. But since Bitmex trades in futures contracts, you can use 50%, 100% and even much more, depending on your attitude to risk.
At the time of publication on the Bitmex exchange there are 12 different contracts, i.e. You can diversify your trading well (by pre-optimizing the settings for each contract).
In the script, you can set up many trading options - timeframe, periods for buying and selling, method of exiting a trade, stop loss, take profit, risk management, etc.
Thus, you create a strategy "for yourself".
Представляю Вам скрипт для тестирования стратегии пробоя канала для биржи Битмекс.
Криптовалюта, сама по себе является трендовым инструментом, именно поэтому, пробойные стратегии генерируют самую большую прибыль, а стратегия пробоя канала – является одной из самых эффективных трендовых стратегий.
На результате оптимизации показан результат торговли на объеме в 20% от депозита. Но так как на Битмекс торговля идет фьючерсными контрактами, Вы можете использовать 50%, 100% и даже намного больше, в зависимости от Вашего отношения к риску.
На момент публикации на бирже Битмекс есть 12 разных контрактов, т.е. Вы можете хороши диверсифицировать свою торговлю (предварительно оптимизируя настройки по каждый контракт).
В скрипте Вы можете настроить множество вариантов торговли - таймфрейм, периоды для покупки и продажи, метод выхода из сделки, стоп-лосс, тейк-профит, рискменеджмент и т.п.
Таким образом Вы создаете стратегию "под себя".
CROSSOVER LONG N SHORTThis is a algo bot which identifies the trend with the help of ema and give buy signals..
It is backtested personaly by me and has shown good results
This script is intended to educational purpose only ...
Btc Short StrategyBINANCE:BTCUSDTPERP
Developed for the btc perpetual future contract on Binance Futures .
How to Use:
It's based on a complex strategy for short positions that involves volume analysis, trend analysis, moving averages, supports and resistances and more.
Concretely this indicator opens a short position when there is a bearish trend and a breakout of a support zone and uses fear and volatility to take an edge on the market.
It runs on the 5 min chart for the entry , and it analyses higher timeframes.
It opens and close sell positions and automatically draws SL and TP. The R/R is 1:1.
It's possible to enable alerts of the strategy in order to be notified whenever the indicator opens or closes a position . You can use it in addiction of your strategy or for educational purposes .
(This indicator will be updated when/if there will be a change in the bias of the market)
Access must be given by me to test this. Once access given you can test.
PM me or use the links below to obtain access to this indicator.
Backtesting Results:
Initial Capital= 10000
Order Size= 3 contracts (max loss 2.15% of the capital)
Commission= 0.075% (same of VIP0 of binance)
Slippage=10 ticks
Reviews and Feedback are welcome.
Refer the Release notes for any updates and my posts below and in my idea page for more details.
Report any issues or ideas to me, I'll fix them !
Thank you !
DISCLAIMER:
All trading involves high risk: past performance is not necessarily indicative of future results. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact , if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
[astropark] ALGO Trading V1.2 [strategy]Dear Followers,
today another awesome Swing and Scalping Trading Strategy indicator : the upgraded version of ALGO Trading V1 for Binance Bitcoin PERP on 15m timeframe!
It is runnable on a bot , just write me in order to help you do it.
If you are a scalper or you are a swing trader, you will love suggested entries for fast and long-lasting profit.
Keep in mind that a proper trailing stop strategy and risk management and money management strategies are very important (DM me if you need any clarification on these points).
This strategy has the following options:
enable/disable signals on chart
enable/disable bars and background coloring based on trend
enable/disable a Filter Noise option, which reduces overtrading
enable/disable a Trailing Stop option
enable/disable/config a Take Profit option, with Re-Entry
enable/disable a secret Smart Close Option which may improve profit on your chart (again, check it on you chart if it helps or not)
This strategy only trigger 1 buy (where to start a long trade) or 1 sell (for short trade). If you enable Take Profit / Stop Loss option, consider that many TP can be triggered before trend reversal, so take partial profit on every TP an eventually buy/sell back lower/higher on RE-ENTRY signal to maximize your profit.
Strategy results are calculated on the time window from December 2019 to now, so on more than 7 months, using 1000$ as initial capital and working at 1x leverage (so no leverage at all! If you like to use leverage, be sure to use a safe option, like 3x or 5x at most in order to have liquidation price very far).
This is not the "Holy Grail", so use proper money and risk management strategies.
In order to get notified when a signal is triggered, you need to use the "alarms" version of this indicator (just search for astropark's "ALGO Trading V1.2" indicator and choose the one with "alarms" suffix).
You can check out previous ALGO Trading V1 indicator here below:
This is a premium indicator , so send me a private message in order to get access to this script.
HFT Fibonacci Bands BacktesterDefault Settings are meant to be used in XBT/USD chart on 15 min time frame. If you want to use for another asset on another time frame YOU MUST CHANGE THE SETTINGS
This is a Fibonacci bands based trading strategy developed by HFT Research. It is a highly customizable strategy and provides endless opportunities to find profitable trades in the market.
Use Fib BB
This is the main decision maker of the strategy. Tuning the settings of this portion of the strategy will change the outcome the most. We have provided default settings. However, they are only good for 15min chart on Bitcoin . Please adjust accordingly.
Fib BB Length: This setting adjusts the middle line of your Fibonacci Bands. It is the moving average that you take it as base for your Fibonacci bands. Default value is currently 20.
Fib Level to Use for Entry: Here, you adjust which one of the Fibonacci Ratio levels you would like to use for your entry. You can only choose one of the following options.
Fibonacci Ratio 1
This is your Fib ratio level 1 and you can put any number here you would like
Fibonacci Ratio 2
This is your Fib ratio level 2 and you can put any number here you would like
Fibonacci Ratio 3
This is your Fib ratio level 3 and you can put any number here you would like
Please keep in mind that Ratio 1 should be higher than Ratio 2 and Ratio 2 should be higher than Ratio 3.
Use RSI
You can also turn on and off the RSI as well. Alternatively, there is an option to use RSI on a different time frame than you are currently on. For example, if you are looking at the 5min chart to use Bollinger bands but you would like to look at the RSI value on the 15min chart. You can do so by selecting the custom RSI timeframe as well as adjusting the Oversold and Overbought value.
Use CCI
Commodity Channel Index is an indicator developed by Donald Lambert. It is a momentum-based oscillator used to help determine when an investment vehicle is reaching conditions of being overbought or oversold. It also used to asses price trend direction and strength. Default settings are usually the safest and the best fit.
Use VWAP
VWAP stands for volume weighted average price . It is an extremely useful indicator when trading intra-day. It does reset every trading session which is at 00:00 UTC . Instead of looking at x number of candles and providing an average price, it will take into consideration volume that’s traded at a certain price and weigh it accordingly.
Use ADX
ADX stands for average directional index . It is an indicator that measures volatility in the market. Unfortunately, the worst market condition for this strategy is sideways market. ADX becomes a useful tool since it can detect trend. If the volatility is low and there is no real price movement, ADX will pick that up and will not let you get in trades during a sideways market. It will allow you to enter trades only when the market is trending.
Use MA Filters
Lookback: It is an option to look back x number of candles to validate the price crossing. If the market is choppy and the price keeps crossing up and down the moving average you have chosen, it will generate a lot of “noisy” signals. This option allows you to confirm the cross by selecting how many candles the price needs to stay above or below the moving average. Setting it 0 will turn it off.
MA Filter Type: There is a selection of moving averages that is available on TradingView currently. You can choose from 14 different moving average types to detect the trend as accurate as possible.
Filter Length: You can select the length of your moving average. Most commonly used length being 50,100 and 200.
Filter Type: This is our propriety smoothing method in order to make the moving averages lag less and influence the way they are calculated slightly. Type 1 being the normal calculation and type 2 being the secret sauce
Reverse MA Filter: This option allows you to use the moving average in reverse. For example, the strategy will go long when the price is above the moving average. However, if you use the reserve MA Filter, you will go short when the price is above the moving average. This method works best in sideways market where price usually retraces back to the moving average. So, in an anticipation of price reverting back to the moving average, it is a useful piece of option to use during sideway markets.
The backtester assumes the following;
- 1000$ capital
- 0.06% commission based on binance
- 1% risk meaning 100% equity on cross leverage
- Backtest results are starting from 2020
If you want to get access to this indicator please DM me or visit our website.
mark strategy1 band+rsi filter for xbtusdHi first of all thanks for read this.
This is my first strategy for make trading, I optimized it for xbtusd and 15 min or 30 min charts.
You can personalize some setting for reach a better result then me, these are the setting:
1) trend bars
U can change this value for trade after a prefix number of candle who confirm signals
2) time frame
U can change this value for use a different number of candle for take signals
3) date setting:
U can change this value for test strategy in a specific period
4) rsi period
U can change this value for use a differt rsi timeframe for rsi filter
5) rsi up
U can change this value for enter a trade after rsi is > of value
6) rsi low
U can change this value for enter a trade after rsi is < of value
7) take profit
U can change this value for exit trade after a prefix $ price change
8) stop loss
U can change this value for stop trade after a prefix $ price change
9) trailing stop
U can change this value for use trailing stop option, u can follow the price with this setting
10) trailing stop offset
U can change this value for a retard of trailing stop option this can help to understand the real earning with stop loss because sometimes broker's stop loss is not perfect
Have nice day and send me a message if u will earn with my strategy.
If u want my code send me a message
Tradespot Horizon - Strategy & AlertsTradespot - Horizon is a long term trading algorithm that is run at Tradespot to generate consistent performance in all market conditions. Backtests show performance remains consistent in both bull and bear markets dated back to 2015 and has the capabilities to be utilitised in both spot trading or using low leverage (e.g. 3X).
The default settings are built for BTCUSD 8H. Just plug and play, no configuration needed to achieve the exact backtest displayed above.
Features:
Trade following signals generated via our bespoke algorithm
Full customisation to allow a deeper use of the indicator across different assets
Full risk management with take profit and stop loss levels (configurable) built in
Preset for BTCUSD on the 8H timeframes avaliable instantly for your use.
Cornix compatible alerts - with the easiest of configurations you can automate this execution of this strategy.
More features being added all the time, we have great ideas and our only limitation is how fast we can program it.
Can I get a free trial?
Yes! Get in touch for a complimentary 24 hour free trial to the indicator, no strings attached.
Who are you?
Tradespot has been creating scripts for years on TradingView that we use to leverage our social trading and signal group offerings. We currently have over $200K in assets trading with our strategies across over 300 users.
You can learn more about us on our website or DM me directly. Please reach out to me or see the link on our profile.
Tradespot Quant - Strategy & AlertsTradespot - Quant is an extensive trading algorithm, signal generator and technicals screener packed into one beautifully designed, functional indicator. The script is very customisable to not limit the trader using it but does have some very respectable default settings for BTCUSD on the 4H and 15M charts that we run in an automated fashion here a Tradespot round the clock on Binance Futures.
What does Tradespot Quant do?
Trade following signals generated via our bespoke algorithm
Full customisation to allow a deeper use of the indicator across different assets
Full risk management with take profit and stop loss levels (configurable) built in
Presets for BTCUSD & ETHUSD on the 4H/15M timeframes avaliable instantly for your use.
Innovative trade panel that illustrates key information such as what trade the algorithm is looking for next
More features being added all the time, we have great ideas and our only limitation is how fast we can program it!
Cornix compatible alerts - with the easiest of configurations you can automate this execution of this strategy.
Do you do a free trial?
Yes! Get in touch for a complimentary 48 hour free trial to the indicator, no strings attached.
Who are you?
Tradespot has been creating scripts for years on TradingView that we use to leverage our social trading and signal group offerings. We currently have over $200K in assets trading with our strategies across over 300 users.
You can learn more about us on our website. Please reach out to me or see the link on our profile.
Trend-following Strategy E v2.7 4HHi All,
Welcome to my third published Trend-following strategy for bitcoin , designed specifically for BITMEX:XBTUSD on 4H.
This is an improvement of my second script (v2.6) to try and reduce 'chop' in consolidating ranges.
In order to set up Alerts for this strategy, I've created a second script called Trend-following Alert E v2.7 4H which you can find here:
Here you will find the "active_long" and "active_long" variables (red and blue lines) that show which positions are being taken by the strategy script.
You can set 'Once per bar close' alerts for this to get your alerts on TV.
For instance, I use 'crossing up @ 0.1' on "active_long" to set an 'Open Long" alert and a 'crossing down @ 0.9' to set a 'Close Long' alert.
The same holds for the 'Open Short' and the 'Close Short' alerts but then for the 'active_short' variable.
As you can see from the backtest I've done my best to create a decent ROI with limited DD.
Compared to the previous version (v2.6), the following has been improved:
- Accuracy has been increased from 49 to 63%
- Max. DD. has been reduced by 40%
- ROI/DD has been increased by 77%
You can also run this backtest/strategy with '100% of equity' but I would advise against trading this as your risk will fundamentally increase.
With a constant order size this strategy should be quite safe to use.
Going from the results it's clear that this strategy excels during clear bull/bear trends but might suffer a little bit during market chop (hopefully less with this update)
There are two inputs that can be modified on this strategy, however I think the current settings are optimal for this market on the 4H candle.
I've also added start and end dates to test specific time periods.
Please let me know if you have any questions.
Trend reversal strategy "muxie2" with safety SL, about 2x PFThis is a modified version of my script muxie1.
The muxie1 is more profitable in backtesting but is more risky as the stop loss is only triggered when a reversal happens and orders 2x more in reverse direction.
The current script works the same but if loss is substancial and reaches the safety stop loss then the trade is closed.
This uses 2 EMA and Stop Loss and Take Profit,
The soft stops don't fire at the precise value but only when the trend reverses
it is actually good for 1D timeframe since 2019, it was however optimised for 1min but I am not able to share scripts for 1m.
Have equivalent code for quantum zone Ftx.
Note the stops are in dollars of btc price, so this makes sense for bitcoin only.
Crypto Trend Following StrategyThis is the strategy script indicator of Crypto Trend Following Strategy which can be used for back testing. With study script indicator, strategy can be easily automated.
To set alerts, see Crypto Trend Following Study indicator.
Script is using several moving averages to keep you on the right side of the trend. Signals are also filtered based on other indicators to prevent buying already overbought or selling already oversold coins and avoid ranging markets.
MAIN GOAL
Main goal of the strategy is long-term stable profit. No strategy has 100% accuracy therefore there always will be some false signals. But patience pays, with Trend Following Strategy, you will get couple of small loses while waiting to get big wins when coin is trending strongly. As you never know the right time you must sustain and be in all trades to make sure that you will not miss the big move.
BACKTEST
This script is for free to play with so you can back test and see for yourself how the strategy performs on any of your favourite coins.
Strategy is optimized and back tested for USDT and BTC pairs on 6h timeframe but it can be used on any pair and any timeframe.
RISK & REWARD
Strategy does not use safety orders as DCAs usually leads to bag holding sooner or later. It does not use take profit either as strategy will tell you when to buy and when to sell based on the actual market condition.
You should always use stop loss to protect your account from drawdown or even being liquidated.
You can change stop loss or take profit as you like or even back test the strategy with your preferred settings to find what suits you best.
STRATEGY SETTINGS
You can use the strategy script for fine tuning and find best settings for yourself.
If you need any help with settings do not hesitate to ask. I would also appreciate any feedback and ideas how to improve the script.
==== Indicators settings ====
RSI Long < and StochRSI Long <
• used to filter out buy signals of already overbought coins - ( stoch ) RSI must be under set value to fire a BUY signal
RSI Short > and StochRSI Short >
• used to filter out sell signals of already oversold coins - ( stoch ) RSI must be over set value to fire a SELL signal
ADX >
• used to filter out buy or sell signals in ranging markets - ADX must be over set value to fire a BUY or SELL signal
MA Fast and Slow Length
• Two moving averages to indicate an actual short-term trend
Baseline Length & Type
• Baseline is a moving average which confirms the longer-term trend. You can set length and type of the moving average
==== Test period settings ====
• You can set the back tested window
==== Strategy settings =====
• Target Take profit and Stop loss in %
• Only LONG trades – tick if you do not want to calculate SHORT trades in the back test
• Plot key levels on chart – if you use stop loss and/or take profit, you can turn on levels of price to reach (yellow – bought price, red – stop loss – green - take profit)
Back test calculates with commission and fixed order size. You can change these settings on Properties Tab
EMA Slope Cross Trend Follower StrategyThis strategy uses the cross of the slopes of two EMAs having different lengths to generate trend follower signals. By default, I use 130 and 400, which behave very well.
The conditions which make the strat enter the market are:
- Fast Slope > Slow Slope and price > EMA 200 : go Long
- Fast Slope < Slow Slope and price < EMA200 : go Short
The simple slopes cross in the opposite direction, closes the position.
The strategy performs best on Bitcoin and the most liquid and capitalized Altcoins, but works greatly on volatile assets as well, in particular if they often go trending.
Works best on 4h time frame.
There's also an optional Volatility filter, which opens the position only if the difference between the two slopes is more than a specific value, which can be set in the strategy inputs. The purpose is not opening positions if price is going sideways and the noise is way > than the signal.
Enjoy it!
BTC Dip & Top Strategy By BensonApply BTC D&T Index by Benson into trading strategy.
Change strategy factors to simulate the trading results. The default setting of the strategy achieves nearly 3000% ROI from 2018/1/1 to 2020/6/5 with 2X leverage at maximum.
Factors you can tweak:
0. initial capital
1. backtest start date
2. pyramiding orders
3. order size
4. trading fee (commission fee)
MAPS - Chaos MTFSearches for a probable trend and sets a position. Ideally, we'd set a stop loss at an opposite fractal two positions away from the entry.
Use the link below to obtain access to this indicator
EMA Slope Trend Follower StrategyThis strategy is based on the slope of the EMA130.
Over that slope, the script calculates two EMAs (9,21) which are used to generate the main entry and exit signal.
In particular, the strategy enters a LONG position when EMA9 > EMA21. On the contrary, it closes the LONG and opens a SHORT when EMA9 < EMA21.
When the slope of the EMA130 is rising, it means that the price is accelerating upwards, fueling an uptrend. Conversely, when the slope is falling, it means that the price is slowing down, falling into a possible downtrend.
Calculating and analyzing two EMAs (fast and slow) over the slope of a medium length EMA instead of the price anticipates a lot the signal. In this way, the strategy never miss a trend.
In order to minimize false positives (entering useless positions), I included two filters, which can be optionally turned on:
- Trend Filter: When the price is above EMA200, the strategy opens ONLY LONG positions. If price < EMA200, only shorts allowed. If the slope gives a long signal and price is below EMA200, for example, the eventual SHORT position is closed, but the LONG entry is postponed to the moment when both conditions (slope uptrending and price > ema200) are met.
I recommend always turning on this filter, as it dramatically decreases drawdown.
- Volatility Filter: When the standard deviation of the last 20 candles is below its 50 samples moving average, no positions are opened, as market is going sideways. The purpose of this filter is to prevent false positives (positions which open and close in a matter of candles due to false signals in sideways market).
I recommend turning on this filter only on low time frames.
This strategy works great on medium time frames (like 4h, 6h, daily), since it spends way less in fees, opening less positions.
It works good on low TFs too (up to 1h, didn't test lower ones), provided Volatility filter is turned on and parameters are set according to the asset.
Commission included in calculations: 0.06% (it's the taker commission on BitMEX with the 10% discount obtainable with any referral link)
Slippage included in calculations: 2 ticks (BitMEX has very liquid order books, and slippage doesn't happen very often unless a huge position size is used).
