Trend following with HAThis is my first script and it is basically a MA crossover/under strategy that uses heikin ashi closing prices. I've also used limit orders based on HA opening prices of the previous day for entry which improves the performance. However, this impose a restriction when prices are moving too fast and the algo is unable to enter the trade, resulting in a bad position for a long period, which I believe is preventing this strategy from performing better. Will appreciate any comments/ suggestions to improve this (such as enter market prices the next day when failed to enter on HA price - not sure if this is possible) as I'm still starting out and will be more than happy to learn from the community here. Cheers!
M-oscillator
CMARSI Strategy (on ETHUSD) Seems working goodthere it is, it's using the Connor RSI with little variations.
C onnor M oving A verage RSI
TFS: Volume Oscillator Backtest This is the second part of TFS trading strategy. The concept of this
indicator is similar to that of On-Balance Volume indicator (OBV). It
is calculated according to these rules:
If Close > Open, Volume is positive
If Close < Open, Volume is negative
If Close = Open, Volume is neutral
Then you take the 7-day MA of the results.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Stochastic RSI Backtest This strategy used to calculate the Stochastic RSI
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Smoothed RSI Backtest ver.2 This is new version of RSI oscillator indicator, developed by John Ehlers.
The main advantage of his way of enhancing the RSI indicator is smoothing
with minimum of lag penalty.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Smoothed RSI Backtest This is new version of RSI oscillator indicator, developed by John Ehlers.
The main advantage of his way of enhancing the RSI indicator is smoothing
with minimum of lag penalty.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
SMI Ergodic Oscillator Backtest ver.2 The SMI Ergodic Indicator is the same as the True Strength Index (TSI) developed by
William Blau, except the SMI includes a signal line. The SMI uses double moving averages
of price minus previous price over 2 time frames. The signal line, which is an EMA of the
SMI, is plotted to help trigger trading signals. Adjustable guides are also given to fine
tune these signals. The user may change the input (close), method (EMA), period lengths
and guide values.
You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect...
WARNING:
- For purpose educate only
SMI Ergodic Oscillator Strategy ver.2 The SMI Ergodic Indicator is the same as the True Strength Index (TSI) developed by
William Blau, except the SMI includes a signal line. The SMI uses double moving averages
of price minus previous price over 2 time frames. The signal line, which is an EMA of the
SMI, is plotted to help trigger trading signals. Adjustable guides are also given to fine
tune these signals. The user may change the input (close), method (EMA), period lengths
and guide values.
You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect...
WARNING:
- For purpose educate only
SMI Ergodic Oscillator Backtest The SMI Ergodic Indicator is the same as the True Strength Index (TSI) developed by
William Blau, except the SMI includes a signal line. The SMI uses double moving averages
of price minus previous price over 2 time frames. The signal line, which is an EMA of the
SMI, is plotted to help trigger trading signals. Adjustable guides are also given to fine
tune these signals. The user may change the input (close), method (EMA), period lengths
and guide values.
You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect...
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
RSI based on ROC Backtest This is the new-age indicator which is version of RSI calculated upon
the Rate-of-change indicator.
The name "Relative Strength Index" is slightly misleading as the RSI
does not compare the relative strength of two securities, but rather
the internal strength of a single security. A more appropriate name
might be "Internal Strength Index." Relative strength charts that compare
two market indices, which are often referred to as Comparative Relative Strength.
And in its turn, the Rate-of-Change ("ROC") indicator displays the difference
between the current price and the price x-time periods ago. The difference can
be displayed in either points or as a percentage. The Momentum indicator displays
the same information, but expresses it as a ratio.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Relative Volatility Index Backtest The RVI is a modified form of the relative strength index (RSI).
The original RSI calculation separates one-day net changes into
positive closes and negative closes, then smoothes the data and
normalizes the ratio on a scale of zero to 100 as the basis for the
formula. The RVI uses the same basic formula but substitutes the
10-day standard deviation of the closing prices for either the up
close or the down close. The goal is to create an indicator that
measures the general direction of volatility. The volatility is
being measured by the 10-days standard deviation of the closing prices.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Relative Momentum Index Backtest The Relative Momentum Index (RMI) was developed by Roger Altman. Impressed
with the Relative Strength Index's sensitivity to the number of look-back
periods, yet frustrated with it's inconsistent oscillation between defined
overbought and oversold levels, Mr. Altman added a momentum component to the RSI.
As mentioned, the RMI is a variation of the RSI indicator. Instead of counting
up and down days from close to close as the RSI does, the RMI counts up and down
days from the close relative to the close x-days ago where x is not necessarily
1 as required by the RSI). So as the name of the indicator reflects, "momentum" is
substituted for "strength".
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Simply Stochastic Backtest This back testing strategy generates a long trade at the Open of the following
bar when the %K line crosses up UpBand line.
It generates a short trade at the Open of the following bar when the %K line
crosses down DownBand line.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
The Pivot Detector Oscillator Backtest The Pivot Detector Oscillator, by Giorgos E. Siligardos
The related article is copyrighted material from Stocks & Commodities 2009 Sep
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
PFE (Polarized Fractal Efficiency) Backtest The Polarized Fractal Efficiency (PFE) indicator measures the efficiency
of price movements by drawing on concepts from fractal geometry and chaos
theory. The more linear and efficient the price movement, the shorter the
distance the prices must travel between two points and thus the more efficient
the price movement.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
MACD Strategy- Script Example how to use % SL in your script ** Tired of Script showing a trade that you stopped out on but is still long on your script? Not any more**
I used Pine script to create realistic trading scenarios for SL users. Now your scripts will reflect what you see on the order book.
a=0.0
a := (*Insert buy condition*)? close: nz(a )
plot(0.98*a, color= green) //2%SL for BUY
b=0.0
b:= (*Insert Short condition*) ? close: nz(b )
plot(1.02*b, color= red) //2% SL for Short
Please check the script on how to implement this :)
Percentage Volume Oscillator (PVO) Backtest The Percentage Volume Oscillator (PVO) is a momentum oscillator for volume.
PVO measures the difference between two volume-based moving averages as a
percentage of the larger moving average. As with MACD and the Percentage Price
Oscillator (PPO), it is shown with a signal line, a histogram and a centerline.
PVO is positive when the shorter volume EMA is above the longer volume EMA and
negative when the shorter volume EMA is below. This indicator can be used to define
the ups and downs for volume, which can then be use to confirm or refute other signals.
Typically, a breakout or support break is validated when PVO is rising or positive.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Overbought/Oversold Simple Overbought/Oversold indicator
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Bat MACDWorks on Bullish divergence indicators and is identical to MACD during an uptrend, works best on 2H or higher timeframes.
Incorporates a SL which can be changed at will. SL is also used as a buy signal on lower timeframe crossovers.
Uses 6H MACD to differentiate between up and downtrends.
Recommend to take profits at pivots, trendlines instead of strategy's position which is delayed.
Signals on downtrend best used when SL is flat.
WavefinderI made this script to incorporate Stochastic RSI with EMA crossovers and VMACD, it is only to buy and sell (Users can modify it create shorts)
I personally recommend only using this when a downtrend reversal is imminent as it finds the bottom well. Signals generated on a downward moving StochRSI must be ignored. Used best with StochRSI and VMACD indicators.
Thanks to VMACD indicator by Lazy bear.
Use at your own discretion.
The strategy has not been tested in realtime trading, feel free to provide feedback upon use or tracking signals.
Strategy is timeframe dependent (Best at 30min, 2H and 4H) and incorporates risk management.
Modify it according to your wish, I'm just floating an idea which others can improve on.
Current equity usage is 10k and number of contracts is a quotient of the equity and price (adjusted so that all cryptos can be equally compared)
P.S - Also publishing this to make up for the repainting let down on the previous strategies, tried my best on this one.
*version3 used no repaints
Laguerre-based RSI Backtest This is RSI indicator which is more sesitive to price changes.
It is based upon a modern math tool - Laguerre transform filter.
With help of Laguerre filter one becomes able to create superior
indicators using very short data lengths as well. The use of shorter
data lengths means you can make the indicators more responsive to
changes in the price.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
