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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".
Стратегия Pine Script®
от AlgoTrading_CC
2
Donchian Strat EXMOThis is simple test of Turtle Trading strategy by Richard Dennis. The script meant to place orders on Donchian Channel borders. It's best to test and use on mid-term charts like 1H and more. I've chosen Kraken XBT/USDT chart because this market opened in december 2019. The main problem of crypto trading strategy testing is the bullish market of 2017 year. That enormous growth gives unrealisting expectations to all trend-following strategies tested.
Стратегия Pine Script®
от pskoroplas
1
50% fibbonacci strategy (Lirshah)50% Fibonacci is driven from long term average price action in combined with pivot point. the strategy trigger buy signal when its on uptrend long term and buy on pivots. the similar scenario for sell signals. the strategy has good results on indices and some forex pairs. the parameter are as below: 1)last bar calculation 2)pivot point 3)take profit 4)stop-loss the below is results of 1 contract wall street index on 5sec time frame without calculation of commission. in order to access scripts contact me directly.
Стратегия Pine Script®
от Lirshah
1
TMA+ docchian channel (lirshah)this strategy is based on combination of donchian channel and TMA moving average. buy signals triggers when TMA crosses average line of donchian channel and similar for selling position. the standard parameters are a below: donchian channel length: 55 Tma length: 20 the results of overview on germany index (1 contract+ 2$ commissions per order) is as below. in order to access scripts contact me directly
Стратегия Pine Script®
от Lirshah
1
Donchian Trend RibbonHello Traders, I think you all know Donchian Channels. so I am not going to write about it. With this indicator I tried to create Donchian Trend Ribbon by using Donchian Channels. How it works ? - it calculates main trend direction by using the length that is user-defined. so you can change it as you wish - then it calculates trend direction for each 9 lower lengths. if you set the length = 20 then the lengths are 19, 18,...11 - and it checks if the trend directions that came from lower lengths is same or not with main trend direction. - it changes the trend color of the ribbon. - Warning: Entry points may also represents trend reversal. So you should use stoploss line if you decide to take buy/sell positions. P.S. I didn't backtest it, it's non-repainting, it should be used educational purposes only. Published by user request. You may want to see following one: Enjoy!
Индикатор Pine Script®
от LonesomeTheBlue
73
Donchian TrendHello All, I think all of you knows Donchian Channels . so I am not going to write about it. With this indicator I tried to create Trend Lines by using Donchian Channel upper/lower bands. I tried add possible entry levels as well. How it works ? - it calculates main trend direction by using the length that is user-defined. so you can change it as you wish - then it calculates trend direction for 9 lower lengths. if you set the length = 20 then the lengths are 19, 18,...11 - and it checks if the trend directions that came from lower lengths is same or not with main trend direction. - it changes the trendline color. lighter trend line means stonger trend, darker trend lines means entry points or possible trend reversal. - it puts entry points by using trend directions that were created by using lower lengths. it gets entry points if high/low touches main trend line as well. Warning: Arrows are entry points but it may also represents trend reversal. So you should use stoploss line if you decide to take buy/sell positions. P.S. I didn't backtest it, it's non-repainting, it should be used educational purposes only . I believe it can be improved, so I am open for new ideas to improve it ;) Enjoy!
Индикатор Pine Script®
от LonesomeTheBlue
17
Donchian Channels with Auto Fibonacci RetracementRichard Donchian created Donchian Channels, which is a type of moving average indicator and a look-alike of other support and resistance trading indicators like Bollinger Bands. Donchian Channels has a simple plotting of highest high and lowest low of the last “n” periods. The “n” periods is based on the trader’s choice, who can select the period according to their requirements ranging from a day, hour and minutes etc. Traders use Donchian Channels to understand the support and resistance levels. Donchian Channels is a popular indicator for determining volatility in market prices. The channels are wider when there are heavy price fluctuations and narrow when prices are relatively flat. Generally, investors use 20-periods with the Donchian Channels as the default trading setting, but this value can be tweaked based on your trading style. Donchian channels are mainly used to identify the breakout of a stock or any traded entity enabling traders to take either long or short positions. Traders can take a long position, if the stock is trading higher than the Donchian channels “n” period and book their profits/short the stock if it is trading below the DC channels “n” period. The middle band is the average of the upper and lower bands. The middle band in Donchian channels could also be used as a breakout indicator. If the stock rises above the middle band of the Donchian channels, then you can open a long position. On the contrary, if the stock is trading below the middle band of the Donchian channel, then a trader can open a short position. Combining Donchian Channel trading strategies with other trading strategies might decrease the false entry/exit signals and give a clearer picture of trading opportunities. If you start to trade a choppy market on an intraday basis, you will be overloaded with false signals. So, what I noticed is that in order for things to become clearer, we just need to increase the time frame. Where Donchian Channels Can Fail You It’s likely not the indicator but more likely our misinterpretation of the signals. Few areas where the Donchian channel may be tough to read. Low float stocks are not bound by any indicator, especially Donchian channels. The challenge with the Donchian channels is that it does not factor in the most recent market volatility. The indicators provide an equal weighting to all data points. Therefore when a low float stock picks up and goes on a run, the lower bounds not capture the price movements quickly enough, thus risking giving back more profits than necessary.
Индикатор Pine Script®
от DarkSideTrader
1
BlackPika X1 Algo StrategyBlackPika X1 Algo is a successor to the original BlackPika Algo. It uses the following main elements: RSI ATR ADX Volume Chopiness Filter Trailing Profit Fixed Profit Trailing Stop loss Fixed Stop Loss Donchian channels and some more... The backtest you see includes a commision of 1% and slippage of 1 tick. and the start date is from 2015 All the above mentioned settings are customisable, and can be adapted to your liking, timeframe and Asset. Hit me up if you have any questions. This is only a backtest version. All the best in your trading.
Стратегия Pine Script®
от pikachuventures
3
[Zekis]Opening Range Higher High Lower Low Forex SessionsOpening Range Higher High Lower Low Forex Sessions Very useful for session trading, the opening range will reset when new session is start and will plot new higher highs and new lower lows until the end of the session. Ability to change between 3 opening sessions: * London - opens at 3:00 am EST * New York - opens at 8:00 am EST * Tokyo - opens at 7:00 pm EST * New day - GMT +0 Green arrow - new higher high Red arrow - new lower low Green background - the strength of the bullish trend Red background - the strength of the bearish trend (the lighter the color, the stronger the trend) Enjoy! @zekis
Индикатор Pine Script®
от edward_Z
2
[Zekis]Turtle Trading Donchian Price Channels StrategyOne of the most famous strategy in the history of trading, #Turtle strategy have numerous legends, one of them is using Donchian Price Channels with 55 period for entries and 20 period for exits. Can be used with any time frame Added alerts I added re-entries and re-exits for more scalps or for laddering trading. Also you can modify parameters for entries and exits for your market needs. Trade safe! @Zekis
Индикатор Pine Script®
от edward_Z
13
[Zekis]Donchian Price Channels Strategy with AlertsClassic Donchian(Price) Channels, I added alerts for entries and re-entries and labels for upper and lower bands of the channel. # Investopedia " What are Donchian Channels? Donchian Channels are three lines generated by moving average calculations that comprise an indicator formed by upper and lower bands around a mid-range or median band. The upper band marks the highest price of a security over N periods while the lower band marks the lowest price of a security over N periods. The area between the upper and lower bands represents the Donchian Channel. The indicator seeks to identify bullish and bearish extremes that favor reversals as well as breakouts, breakdowns and emerging trends, higher and lower. The Formula for Donchian Channels Is: UC = Highest High in Last N Periods Middle Channel=((UC−LC)/2) LC = Lowest Low in Last N periods where: UC = Upper channel N = Number of minutes, hours, days, weeks, months... Period = Minutes, hours, days, weeks, months... LC=Lower channel What Do Donchian Channels Tell You? Donchian Channels identify comparative relationships between current price and trading ranges over predetermined periods. Three values build a visual map of price over time, similar to Bollinger Bands, indicating the extent of bullishness and bearishness for the chosen period. The top line identifies the extent of bullish energy, highlighting the highest price achieved for the period through the bull-bear conflict. The center line identifies the median or mean reversion price for the period, highlighting the middle ground achieved for the period through the bull-bear conflict. The bottom line identifies the extent of bearish energy, highlighting the lowest price achieved for the period through the bull-bear conflict. Limitations of Using Donchian Channels Markets move according to many cycles of activity. An arbitrary or commonly used N period value for Donchian Channels may not reflect current market conditions, generating false signals that can undermine trading and investment performance ​ "
Индикатор Pine Script®
от edward_Z
8
Combo Backtest 123 Reversal & Donchian Channel Width This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Donchian Channel was developed by Richard Donchian and it could be compared to the Bollinger Bands. When it comes to volatility analysis, the Donchian Channel Width was created in the same way as the Bollinger Bandwidth technical indicator was. As was mentioned above the Donchian Channel Width is used in technical analysis to measure volatility. Volatility is one of the most important parameters in technical analysis. A price trend is not just about a price change. It is also about volume traded during this price change and volatility of a this price change. When a technical analyst focuses his/her attention solely on price analysis by ignoring volume and volatility, he/she only sees a part of a complete picture only. This could lead to a situation when a trader may miss something and lose money. Lets take a look at a simple example how volatility may help a trader: Most of the price based technical indicators are lagging indicators. When price moves on low volatility, it takes time for a price trend to change its direction and it could be ok to have some lag in an indicator. When price moves on high volatility, a price trend changes its direction faster and stronger. An indicator's lag acceptable under low volatility could be financially suicidal now - Buy/Sell signals could be generated when it is already too late. Another use of volatility - very popular one - it is to adapt a stop loss strategy to it: Smaller stop-loss recommended in low volatility periods. If it is not done, a stop-loss could be generated when it is too late. Bigger stop-loss recommended in high volatility periods. If it is not done, a stop-loss could be triggered too often and you may miss good trades. WARNING: - For purpose educate only - This script to change bars colors.
Стратегия Pine Script®
от HPotter
Ichimoku Kinkō hyō Keizen 改MTF善The script is not finnished yet and show's an other interpretation of how it could be scripted Step -1 is complete... Basic Ichimoku with asjutable length and editable lines colors and visibilities. Step -2 in progress... Adding ability to une multiple Spans, sens and Kumo on higher and lower timeframe. Your Step : Like and Share ;) have a good year 2020 ! 2020-01-06 /--------/ -R.V. Jan 06 Release Notes: The script is not finnished yet and show's an other interpretation of how it could be scripted Step -1 is complete... Basic Ichimoku with asjutable length and editable lines colors and visibilities. Step -2 in progress... Adding ability to une multiple Spans, sens and Kumo on higher and lower timeframe. Your Step : Like and Share ;) have a good year 2020 ! 2020-01-06 /--------/ -R.V. Jan 07 Jan 13 Release Notes: MTF Ichimoku is on it's way !! Jan 17 Release Notes: The script is not finnished yet and show's an interpretation of how it could be scripted Step -1 is complete... Basic Ichimoku with asjutable length and editable lines colors and visibilities. Step -2 in complete... Adding ability to use multiple Spans, sens and Kumo on higher timeframe. Step -3 in progress... Creating a UNIX based function to framgments actual chart periods in subcandles or "Subprices/periods" to plot multiple Spans, sens and Kumo on LOWER timeframe. Your Step : Like and Share ;) have a good year 2020 ! /--------Coder--------/ -R.V.
Индикатор Pine Script®
от RVD-Projects
ATR-ranged Donch on 15min// This is a simple Mean Reversion & Breakout Indicator. // A Donchian Channel is plotted. A threshold equal to 0.25 of Daily ATR. // If price reverses from this threshold, then it can be taken as possible Mean Reversion. // If price crosses the previous Donchian levels, it can be taken as a possible breakout. // Typical of such strategy is the whipsaw effect when price movement is just flat. // I have marked the region where the lower and higher thresholds are closer to be an indicative of whipsaw. // But it is not really effective to avoid whipsaw.
Индикатор Pine Script®
от Masa_1234
4