A strategy built upon Parabolic Stop And Reverse. This new version includes my whole Trend Detector / Stop Loss / Takeprofit / Trailing System.
Simple reversal strategy based on 'Parabolic Stop and Reverse' and 'Relative Stength Index' indicators.
Standard Parabolic SAR Strategy with SAR level plotted and backtesting range option.
In the first short signal example, after price closes below the ALMA and the parabolic SAR plots above the price high, sell signal is opened with the stops trailed to the PSAR values until the trade is stopped out. Similarly, you can see a long position where price cuts above the ALMA and the Parabolic SAR plots below the price low. Using these values as the...
This is my first script. Please don't use because I was just testing.
An Automated Strategy based on Parabolic SAR and EMAs. Works on any timeframe and market. Backtest is done using the largest period TradingView has to offer for 1H. Net profit is calculated using the Strategy Tester, with only long entries at Green triangles and exits at red triangles. Profit can be greater if you short Sell signals (red triangles). Commission...
This is a backtest script for an advanced version of my MASAR indicator. I could find a (local) optimum for 1h time frame on Coinbase:BTCUSD which yields 176k% profit when the position size is set to 100% of total equity (going all-in in each trade). Other trade settings are set to default. You can probably find better settings if you play around with the settings...
Backtest result of Nameless Sweet-Sugar-Spot: N-SSS From 2018-05-01 to 2018-09-10, this strategy wins every month. (It's better but not optimal settings.) TODO: More accurate signal detection Twitter: @tonacoin --- noteで公開している N-SSS インジのバックテスト結果です。ZeroCrossとSaucerはとりあえず消してあります。 5月〜9月10日現在、毎月勝っているようです。(15分足で取得できる最大範囲) 概ねnoteに書いた結果と同じ傾向でした。 note: ...
PSAR Strategy with time window for backtest purpose
Based on the trading strategy described at stockcharts.com See Also: - Backtesting and forwardtesting (of TradingView Strategies) - 9 Mistakes Quants Make that Cause Backtests to Lie - When Backtests Meet Reality - Why MT4 backtesting does not work
PPSAR Signal is a parabolic stop and reverse indicator tuned for currencies.
Parabolic SAR strategy with a couple of extra features. Developed as a professional service and published for customer verification/approval. Please visit the backtest-rookies (.com) website if you are interested in development services Features Parabolic SAR stop entry strategy. Backtesting Ranges and dates for testing over specific regimes/periods ...
Up to date in all my scripts, this is the best strategy so far. Previously, there was profit in the mid 100s in % over 3 months. Now, that is 224% net profit over 3 months - granted, this is slightly more because this one has been testing for a week longer than the last one. Instead of a 30% success rate, that is now 55%. Instead of a 16.5% drawdown, that is...