08-18 EMA Watson [BACKTEST][STRATEGY] BTC/USDTHello, it has been a while since I published something, I have been working on webdev in the last months but Here I Am again with a brand new strategy, I called it EMA Watson lol (no I'm not a fan)!
Recently Bitcoin has been outperforming almost all altcoins so I made a script for trading Bitcoin against USDT. This script should be used on a pair that is in an uptrend, just like BTC/USDT today. The script is coded in such a way that it won't make any trade if the trend goes bearish.
This is a simple buy and sell strategy, that can be used for manual trading or for a trading bot. The strategy is based upon the Exponential Moving Average trading rules, and I added my personnal touch of course.
I give access for free, just leave a comment.
More info about the script, such as inputs description, how to configure the script, strategy explanation, alert configuration can be found here : blockchainfiesta.com
The Alert Setup (indicator) script should be uploaded soon on my profile.
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Commission Work: TradingView development, Reverse Engineering, Pine Script. contact@blockchainfiesta.com. You can also send me a message in TradingView or Discord
If you have too much crypto and want to help me out:
BTC address: 19sVQvCDmVfEACq7BiMnWSMqFPZ8qfSQ2K
ETH address: 0xc8a5d3a63a05db0c2363ea1c08b37a01cce9ebfb
Поиск скриптов по запросу "backtest"
[STRATEGY]Kagi Emulator OCC & SLTP V3It is a Kagi candle emulator without resolution multiplier.
Also with take profit and stop loss.
Modify the value of "reversal" according to current symbol.
It's the backtest, coming soon, same script but with no-repainting alerts
Enjoy!
Pivot Reversal Strategy with backtest date rangeThis is standard Pivot Reversal Strategy with backtest date range added.
In parameters you can select from/to date for backtesting range.
MACD Crossover Backtest MACD – Moving Average Convergence Divergence. The MACD is calculated
by subtracting a 26-day moving average of a security's price from a
12-day moving average of its price. The result is an indicator that
oscillates above and below zero. When the MACD is above zero, it means
the 12-day moving average is higher than the 26-day moving average.
This is bullish as it shows that current expectations (i.e., the 12-day
moving average) are more bullish than previous expectations (i.e., the
26-day average). This implies a bullish, or upward, shift in the supply/demand
lines. When the MACD falls below zero, it means that the 12-day moving average
is less than the 26-day moving average, implying a bearish shift in the
supply/demand lines.
A 9-day moving average of the MACD (not of the security's price) is usually
plotted on top of the MACD indicator. This line is referred to as the "signal"
line. The signal line anticipates the convergence of the two moving averages
(i.e., the movement of the MACD toward the zero line).
Let's consider the rational behind this technique. The MACD is the difference
between two moving averages of price. When the shorter-term moving average rises
above the longer-term moving average (i.e., the MACD rises above zero), it means
that investor expectations are becoming more bullish (i.e., there has been an
upward shift in the supply/demand lines). By plotting a 9-day moving average of
the MACD, we can see the changing of expectations (i.e., the shifting of the
supply/demand lines) as they occur.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Kaufman Moving Average Adaptive (KAMA) Backtest Everyone wants a short-term, fast trading trend that works without large
losses. That combination does not exist. But it is possible to have fast
trading trends in which one must get in or out of the market quickly, but
these have the distinct disadvantage of being whipsawed by market noise
when the market is volatile in a sideways trending market. During these
periods, the trader is jumping in and out of positions with no profit-making
trend in sight. In an attempt to overcome the problem of noise and still be
able to get closer to the actual change of the trend, Kaufman developed an
indicator that adapts to market movement. This indicator, an adaptive moving
average (AMA), moves very slowly when markets are moving sideways but moves
swiftly when the markets also move swiftly, change directions or break out of
a trading range.
You can change long to short in the Input Settings
Please, use it only for learning or paper trading. Do not for real trading.
Empirical Mode Decomposition Strategy Backtest The related article is copyrighted material from Stocks & Commodities Mar 2010
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
Please, use it only for learning or paper trading. Do not for real trading.
TradersAI_UTBotCREDITS to @HPotter for the orginal code.
CREDITS to @Yo_adriiiiaan for recently publishing the UT Bot study based on the original code -
I just added some simple code to turn it into a strategy. Now, anyone can simply add the strategy to their chart to see the backtesting results!
While @Yo_adriiiiaan mentions it works best on a 4-hour timeframe or above, I am happy to share that this seems to be working on a 15-minute chart on e-mini S&P 500 Index (using the KeyValue setting at 10)! You can play around with the different settings, and may be you might discover even better settings.
Hope this helps. Btw, if any of you play with different settings and discover great settings for a specific instrument, please share them with the community here - it will be rewarded back multiple times!
[M10] Ichimoku Keltner Channel Scalper [Backtest]Hey all,
This script combines a couple of popular indicators to create a reliable yet versatile opportunity to automate trades based on the Ichimoku Cloud. The idea is to use bullish/bearish Ichimoku crossovers to enter positions whilst taking advantage of a modified Keltner Channel to exit these positions at maximum profit.
The script has been backtested on various timeframes and proves effective in both trending and ranging markets.
I have also added the ability to limit your positions to only long, or short, if this is of preference.
An alerts version of this script is also available at no cost on my page - enjoy!
Any questions? Let me know!
Any Strategy BacktestA simple script for backtesting your strategies with TP and SL settings. For this to work, your indicators must have sources for long and short conditions.
CDC BACKTEST (MACD) FIX AMOUNT $200k per trade This strategy implements an Exponential Moving Average (EMA) Crossover System designed for backtesting and performance evaluation. EMA 12,26 (MACD)
The trading logic is based on the crossover between two EMAs — a short-term EMA (12) and a long-term EMA (26) — which serves as a momentum-based signal for trend identification.
Buy Condition:
A long (buy) position is entered when the 12-period EMA crosses above the 26-period EMA, indicating a potential upward trend or bullish momentum.
Sell Condition:
A position is closed, or a short (sell) position is opened, when the 12-period EMA crosses below the 26-period EMA, signaling a potential downward trend or bearish momentum.
Position Sizing:
Each trade with a fixed position size of 200,000 USD (default), while the starting account balance is set at 400,000 (USD).
Both the fixed trade amount and the initial balance are user-adjustable parameters, allowing flexibility for different risk preferences and portfolio sizes.
3Commas Multicoin Scalper LITE [SwissAlgo]
Introduction
Are you tired of tracking cryptocurrency charts and placing orders manually on your Exchange?
The 3Commas Multicoin Scalper LITE is an automated trading system designed to identify and execute potential trading setups on multiple cryptocurrencies ( simultaneously ) on your preferred Exchange (Binance, Bybit, OKX, Gate.io, Bitget) via 3Commas integration.
It analyzes price action, volume, momentum, volatility, and trend patterns across two categories of USDT Perpetual coins: the 'Top Major Coins' category (11 established cryptocurrencies) and your Custom Category (up to 10 coins of your choice).
The indicator sends real-time trading signals directly to your 3Commas bots for automated execution, identifying both trend-following and contrarian trading opportunities in all market conditions.
Trade automatically all coins of one or more selected categories:
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What it Does
The 3Commas Multicoin Scalper LITE is a technical analysis tool that monitors multiple cryptocurrency pairs simultaneously and connects with 3Commas for signal delivery and execution.
Here's how the strategy works:
🔶 Technical Analysis : Analyzes price action, volume, momentum, volatility, and trend patterns across USDT Perpetual Futures contracts simultaneously.
🔶 Pattern Detection : Identifies specific candle patterns and technical confluences that suggest potential trading setups across USDT.P contracts of the selected category.
🔶 Signal Generation : When technical criteria are met at bar close, the indicator creates deal-start signals for the relevant pairs.
🔶 3Commas Integration : Packages these signals and delivers them to 3Commas through TradingView alerts, allowing 3Commas bots to receive specific pair information ('Deal-Start' signals).
🔶 Category Management : Each TradingView alert monitors an entire category, allowing selective activation of different crypto categories.
🔶 Visual Feedback : Provides color-coded candles and backgrounds to visualize technical conditions, with optional pivot points and trend visualization.
Candle types
Signals
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Quick Start Guide
1. Setup 3Commas Bots : Configure two DCA bots in 3Commas (All USDT pairs) - one for LONG positions and one for SHORT positions.
2. Define Trading Parameters : Set your budget for each trade and adjust your preferred sensitivity within the indicator settings.
3. Create Category Alerts : Set up one TradingView alert for each crypto category you want to trade.
That's it! Once configured, the system automatically sends signals to your 3Commas bots when predefined trading setups are detected across coins in your selected/activated categories. The indicator scans all coins at bar close (for example, every hour on the 1H timeframe) and triggers trade execution only for those showing technical confluences.
Important : Consider your total capital when enabling categories. More details about the setup process are provided below (see paragraph "Detailed Setup & Configuration").
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Built-in Backtesting
The 3Commas Multicoin Scalper LITE includes backtesting visualization for each coin. When viewing any USDT Perpetual pair on your chart, you can visualize how the strategy would have performed historically on that specific asset.
Color-coded candles and signal markers show past trading setups, helping you evaluate which coins responded best to the strategy. This built-in backtesting capability can support your selection of assets/categories to trade before deploying real capital.
As backtesting results are hypothetical and do not guarantee future performance, your research and analysis are essential for selecting the crypto categories/coins to trade.
The default strategy settings are: Start Capital 1,000$, leverage 10X, Commissions 0.1% (average Taker Fee on Exchanges for average users), Order Amount 200$ for Longs/Shorts, Slippage 4
Example of backtesting view
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Key Features
🔶 Multi-Exchange Support : Compatible with BINANCE, BYBIT, BITGET, GATEIO, and OKX USDT Perpetual markets (USDT.P)
🔶 Category Options : Analyze cryptocurrencies in the Top Major Coins category or create your custom watchlist
🔶 Custom Category Option : Create your watchlist with up to 10 custom USDT Perpetual pairs
🔶 3Commas Integration : Seamlessly connects with 3Commas bots to automate trade entries and exits
🔶 Dual Strategy Approach : Identifies both "trend following" and "contrarian" potential setups
🔶 Confluence-Based Signals : Uses a combination of multiple technical factors - price spikes, price momentum, volume spikes, volume momentum, trend analysis, and volatility spikes - to generate potential trading setups
🔶 Risk Management : Adjustable sensitivity/risk levels, leverage settings, and budget allocation for each trade
🔶 Visual Indicators : Color-coded candles and trading signals provide visual feedback on market conditions
🔶 Trend Indication : Background colors showing ongoing uptrends/downtrends
🔶 Pivot Points & Daily Open : Optional display of pivot points and daily open price for additional context
🔶 Liquidity Analysis : Optional display of high/low liquidity timeframes throughout the trading week
🔶 Trade Control : Configurable limit for the maximum number of signals sent to 3Commas for execution (per bar close and category)
5 Available Exchanges
Pick coins/tokens and defined your Custom Category
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Methodology
The 3Commas Multicoin Scalper LITE utilizes a multi-faceted approach to identify potential trading setups:
1. Price Action Analysis : Detects abnormal price movements by comparing the current candle's range to historical averages and standard deviations, helping identify potential "pump and dump" scenarios or new-trends start
2. Price Momentum : Evaluates the relative strength of bullish vs. bearish price movements over time, indicating the build-up of buying or selling pressure.
3. Volume Analysis: Identifies unusual volume spikes by comparing current volume to historical averages, signaling strong market interest in a particular direction.
4. Volume Momentum : Measures the ratio of bullish to bearish volume, revealing the dominance of buyers or sellers over time.
5. Trend Analysis : Combines EMA slopes, RSI, and Stochastic RSI to determine overall trend direction and strength.
6. Volatility : Monitors the ATR (Average True Range) to detect periods of increased market volatility, which may indicate potential breakouts or reversals
7. Candle Wick Analysis : Evaluates upper and lower wick percentages to detect potential rejection patterns and reversals.
8. Pivot Point Analysis : Uses pivot points (PP, R1-R3, S1-S3) for identifying key support/resistance areas and potential breakout/breakdown levels.
9. Daily Open Reference: Analyzes price action relative to the daily open for potential setups related to price movement vs. the opening price
10. Market Timing/Liquidity : Evaluates high/low liquidity periods, specific days/times of heightened risk, and potential market manipulation timeframes.
11. Boost Factors : Applies additional weight to certain confluence patterns to adjust global scores
These factors are combined into a "Global Score" ranging from -1 to +1 , applied at bar close to the newly formed candles.
Scores above predefined thresholds (configurable via the Sensitivity Settings) indicate strong bullish or bearish conditions and trigger signals based on predefined patterns. The indicator then applies additional filters to generate specific "Trend Following" and "Contrarian" trading signals. The identified signals are packaged and sent to 3Commas for execution.
Pivot Points
Trend Background
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Who This Strategy Is For
The 3Commas Multicoin Scalper LITE may benefit:
Crypto Traders seeking to automate their trading across multiple coins simultaneously
3Commas Users looking to enhance their bot performance with technical signals
Busy Traders who want to monitor market opportunities without constant chart-watching
Multi-strategy traders interested in both trend-following and reversal trading approaches
Traders of Various Experience Levels from intermediate traders wanting to save time to advanced traders seeking to optimize their operations
Perpetual Futures Traders on major exchanges (Binance, Bybit, OKX, Gate.io, Bitget)
Swing and Scalp Traders seeking to identify short to medium-term profit opportunities
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Visual Indicators
The indicator provides visual feedback through:
1. Candlestick Colors :
* Lime: Strong bullish candle (High positive score)
* Blue: Moderate bullish candle (Medium positive score)
* Red: Strong bearish candle (High negative score)
* Purple: Moderate bearish candle (Medium negative score)
* Pale Green/Red: Mild bullish/bearish candle
2. Signal Markers :
* ↗: Trend following Long signal
* ↘: Trend following Short signal
* ⤴: Contrarian Long signal
* ⤵: Contrarian Short signal
3. Optional Elements :
* Pivot Points: Daily support/resistance levels (R1-R3, S1-S3, PP)
* Daily Open: Reference price level for the current trading day
* Trend Background: Color-coded background suggesting potential ongoing uptrend/downtrend
* Liquidity Highlighting: Background colors indicating typical high/low market liquidity periods
4. TradingView Strategy Plots and Backtesting Data : Standard performance metrics showing entry/exit points, equity curves, and trade statistics, based on the signals generated by the script.
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Detailed Setup & Configuration
The indicator features a user-friendly input panel organized in sequential steps to guide you through the complete setup process. Tooltips for each step provide additional information to help you understand the actions required to get the strategy running.
Informative tables provide additional details and instructions for critical setup steps such as 3Commas bot configuration and TradingView alert creation (to activate trading on specific categories).
1. Choose Exchange, Crypto Category & Sensitivity
* Select your USDT Perpetual Exchange (BINANCE, BYBIT, BITGET, GATEIO, or OKX) - i.e. the same Exchange connected in your 3Commas account
* Choose your preferred crypto category, or define your watchlist
* Choose from three sensitivity levels: Default, Aggressive, or Test Mode (test mode is designed to generate more signals, a potentially helpful feature when you are testing the indicator and alerts)
2. Setup 3Commas Bots and integrate them with the algo
* Create both LONG and SHORT DCA Bots in 3Commas
* Configure bots to accept signals for 'All USDT Pairs' with "TradingView Custom Signal" as deal start condition
* Enter your Bot IDs and Email Token in the indicator settings
* Set a maximum budget for LONG and SHORT trades
* Choose whether to allow LONG trades, SHORT trades, or both, according to your preference and market analysis
* Set maximum trades per bar/category (i.e. the max. number of simultaneous signals that the algo may send to your 3Commas bots for execution at every bar close - every hour if you set the 1H timeframe)
* Access the detailed setup guide table for step-by-step 3Commas configuration instructions
3Commas integration
3. Choose Visuals
* Toggle various optional visual elements to add to the chart: category metrics, fired alerts, coin metrics, daily open, pivot points
* Select a color theme: Dark or Light
4. Activate Trading via Alerts
* Create TradingView alerts for each category you want to trade
* Set alert condition to "3Commas Multicoin Scalper" with "Any alert() function call"
* Set the content of the message field to: {{Message}}, deleting the default content shown in this text field, to enable proper 3Commas integration (any other text than {{Message}}, would break the delivery trading signals from Tradingview to 3Commas)
* View the alerts setup instruction table for visual guidance on this critical step
Alerts
Fired Alerts (example at a single bar)
Fired Alerts (frequency)
Important Configuration Notes
Ensure that the TradingView chart's exchange matches your selected exchange in the indicator settings and your 3Commas bot settings.
You must configure the same leverage in both the script and your 3Commas bots
Your 3Commas bots must be configured for All USDT pairs
You must enter the exact Bot IDs and Email Token from 3Commas (these remain confidential - no one, including us, has access to them)
If you activate multiple categories without sufficient capital, 3Commas will display " insufficient funds " errors - align your available capital with the number of categories you activate (each deal will use the budget amount specified in user inputs)
You are free to set your Take Profit % / trailing on 3Commas
We recommend not to use DCA orders (i.e. set the number of DCA orders at zero)
Legend of symbols and plots on the chart
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FAQs
General Questions
❓ Q: What features are included in this indicator? A: This indicator provides access to the "Top Major Coins" category and a custom category option where you can define up to 10 pairs of your choice. It includes multi-exchange support, 3Commas integration, a dual strategy approach, visual indicators, trade controls, and comprehensive backtesting capabilities. The indicator is optimized to manage up to 2 trades per hour/category with leverage up to 10x and trade sizes up to 500 USDT - everything needed for traders looking to automate their crypto trading across multiple pairs simultaneously.
❓ Q: What is Global Score? A: The Global Score serves as a foundation for signal generation. When a candle's score exceeds certain thresholds (defined by your Risk Level setting), it becomes a candidate for signal generation. However, not all high-scoring candles generate trading signals - the indicator applies additional pattern recognition and contextual filters. For example, a strongly positive score (lime candle) in an established uptrend may trigger a "Trend Following" signal, while a strongly negative score (red candle) in a downtrend might generate a "Trend following Short" signal. Similarly, contrarian signals are generated when specific reversal patterns occur alongside appropriate Global Score values, often involving wick analysis and pivot point interactions. This multi-layer approach helps filter out false positives and identify higher-probability trading setups.
❓ Q: What's the difference between "Trend following" and "Contrarian" signals in the script? A: "Trend Following" signals follow the identified trends while "Contrarian" signals anticipate potential trend reversals.
❓ Q: Why don't I see any signals on my chart? A: Make sure you're viewing a USDT Perpetual pair from your selected exchange that belongs to the crypto category you've chosen to analyze. For example, if you've selected the "Top Major Coins" category with Binance as your exchange, you need to view a chart of one of those specific pairs (like BINANCE:BTCUSDT.P) to see signals. If you switch exchanges, for example from Binance to Bybit, you need to pull a Bybit pair on the chart to see backtesting data and signals.
❓ Q: Does this indicator guarantee profits? A: No. Trading cryptocurrencies involves significant risk, and past performance is not indicative of future results. This indicator is a tool to help you identify potential trading setups, but it does not and cannot guarantee profits.
❓ Q: Does this indicator repaint or use lookahead bias? A: No. All trading signals generated by this indicator are based only on completed price data and do not repaint. The system is designed to ensure that backtesting results reflect as closely as possible what you should experience in live trading.
While reference levels like pivot points are kept stable throughout the day using lookahead on, the actual buy and sell signals are calculated using only historical data (lookahead off) that would have been available at that moment in time. This ensures reliability and consistency between backtesting and real-time trading performance.
Technical Setup
❓ Q: What exchanges are supported? A: The strategy supports BINANCE, BYBIT, BITGET, GATEIO, and OKX USDT Perpetual markets (i.e. all the Exchanges you can connect to your 3Commas account for USDT Perpetual trading, excluding Coinbase Perpetual that offers USDC pairs, instead of USDT).
❓ Q: What timeframe should I use? A: The indicator is optimized for the 1-hour (1H) timeframe but may run on any timeframe.
❓ Q: How many coins can I trade at once? A: You can trade all coins within the selected category. You can activate categories by setting up alerts.
❓ Q: How many alerts do I need to set up? A: You need to set up one alert for each crypto category you want to trade. We recommend starting with one category, testing the results carefully, monitoring performance daily, and perhaps activating additional categories in a second stage.
❓ Q: Are there any specific risk management features built into the indicator? A: Yes, the indicator includes risk management features: adjustable maximum trades per hour/category, the ability to enable/disable long or short signals depending on market conditions, customizable trade size for both long and short positions, and different sensitivity/risk level settings.
❓ Q: What happens if 3Commas can't execute a signal? A: If 3Commas cannot execute a signal (due to insufficient funds, bot offline, etc.), the trade will be skipped. The indicator will continue sending signals for other valid setups, but it doesn't retry failed signals.
❓ Q: Can I run this indicator on multiple charts at once? A: Yes, but it's not necessary. The indicator analyzes all coins in your selected categories regardless of which chart you apply it to. For optimal resource usage, apply it to a single chart of a USDT Perpetual pair from your selected exchange. To stop trading a category, simply delete the alert created for that category.
❓ Q: How frequently does the indicator scan for new signals? A: The indicator scans all coins in your selected categories at the close of each bar (every hour if you selected the 1H timeframe).
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Disclaimer
This indicator is for informational and educational purposes only and does not constitute financial advice. Trading cryptocurrencies involves significant risk, including the potential loss of all invested capital, and past performance is not indicative of future results.
Always conduct your own thorough research (DYOR) and understand the risks involved before making any trading decisions. Trading with leverage significantly amplifies both potential profits and losses - exercise extreme caution when using leverage and never risk more than you can afford to lose.
The Bot ID and Email Token information are transmitted directly from TradingView to 3Commas via secure connections. No third party or entity will ever have access to this data (including the Author). Do not share your 3Commas credentials with anyone.
This indicator is not affiliated with, endorsed by, or sponsored by TradingView or 3Commas.
Chandelier Exit ZLSMA StrategyIntroducing a Powerful Trading Indicator: Chandelier Exit with ZLSMA
If you're a trader, you know the importance of having the right tools and indicators to make informed decisions. That's why we're excited to introduce a powerful new trading indicator that combines the Chandelier Exit and ZLSMA: two widely-used and effective indicators for technical analysis.
The Chandelier Exit (CE) is a popular trailing stop-loss indicator developed by Chuck LeBeau. It's designed to follow the price trend of a security and provide an exit signal when the price crosses below the CE line. The CE line is based on the Average True Range (ATR), which is a measure of volatility. This means that the CE line adjusts to the volatility of the security, making it a reliable indicator for trailing stop-losses.
The ZLEMA (Zero Lag Exponential Moving Average) is a type of exponential moving average that's designed to reduce lag and improve signal accuracy. The ZLSMA takes into account not only the current price but also past prices, using a weighted formula to calculate the moving average. This makes it a smoother indicator than traditional moving averages, and less prone to giving false signals.
When combined, the CE and ZLSMA create a powerful indicator that can help traders identify trend changes and make more informed trading decisions. The CE provides the trailing stop-loss signal, while the ZLSMA provides a smoother trend line to help identify potential entry and exit points.
In our indicator, the CE and ZLSMA are plotted together on the chart, making it easy to see both the trailing stop-loss and the trend line at the same time. The CE line is displayed as a dotted line, while the ZLSMA line is displayed as a solid line.
Using this indicator, traders can set their stop-loss levels based on the CE line, while also using the ZLSMA line to identify potential entry and exit points. The combination of these two indicators can help traders reduce their risk and improve their trading performance.
In conclusion, the Chandelier Exit with ZLSMA is a powerful trading indicator that combines two effective technical analysis tools. By using this indicator, traders can identify trend changes, set stop-loss levels, and make more informed trading decisions. Try it out for yourself and see how it can improve your trading performance.
Warning: The results in the backtest are from a repainting strategy. Don't take them seriously. You need to do a dry live test in order to test it for its useability.
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Here is a description of each input field in the provided source code:
length: An integer input used as the period for the ATR (Average True Range) calculation. Default value is 1.
mult: A float input used as a multiplier for the ATR value. Default value is 2.
showLabels: A boolean input that determines whether to display buy/sell labels on the chart. Default value is false.
isSignalLabelEnabled: A boolean input that determines whether to display signal labels on the chart. Default value is true.
useClose: A boolean input that determines whether to use the close price for extrema calculations. Default value is true.
zcolorchange: A boolean input that determines whether to enable rising/decreasing highlighting for the ZLSMA (Zero-Lag Exponential Moving Average) line. Default value is false.
zlsmaLength: An integer input used as the length for the ZLSMA calculation. Default value is 50.
offset: An integer input used as an offset for the ZLSMA calculation. Default value is 0.
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Ty for checking this out and good luck on your trading journey! Likes and comments are appreciated. 👍
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Credits to:
▪ @everget – Chandelier Exit (CE)
▪ @netweaver2022 – ZLSMA
TTP AbsolutnoAbsolutno is a pine script strategy for backtesting DCA bots with a different approach for placing both safety orders and take profit levels.
Motivation
Using DCA bots with safety orders most of the time is great during bull markets but in bear markets and strong downtrends it can be really challenging to close your deals only relying on safety orders placed based on percentages: price scale and volume scale.
In the past we introduced a script called "add funds simulator" that people used for sending alerts to bots to add funds and help closing deals in red.
We want to cross the use of TA with the safety orders with the intention of getting better results than statically placed safety orders.
What does Absolutno do?
Absolutno uses TA for safety orders, both for opening new safety orders and also to define how low they should be placed based on the volatility of the asset.
Main features
- ATR SO mode: Safety orders can be placed dynamically based on the general volatility of the asset plus the current volatility.
- TA based SO entries: Safety orders are only placed when the deal start condition is true not only when the price pulls back below the next safety order price level. This acts like a hybrid between "add funds simulator" and a traditional DCA bot. Once a safety order is filled, the next SO level gets active waiting for a DSC to trigger below the new entry level.
- Take profit scale: Traditional DCA bots offer a percentage or TA based exit conditions. Absolutno offers a new mode when you can decide to increase or decrease the TP level with each SO getting filled. For example a value of 1.1 TP scale will cause that each SO getting filled makes the TP% grow 10%. A value of 0.9% will reduce each SO by 10%. The lower the price goes you can "lower your expectation", or if you are filling bullish you can actually increase it.
External signal
It comes with a built-in deal start condition that uses RSI cross over 30 which is used only for illustration purposes since Absolutno is designed to be used with external signals.
Use any external signal to enter a new deal and for adding new safety orders.
You can also activate external take profit signal.
When external TP is enabled, all TP features from the bot are disabled to only react to what the external signal instructs the bot.
Bot integration and alerts
Three type of alerts will be sent to the bot: open deal, add funds and close deal.
You will need to enter your bot id and email token in the settings.
Since this strategy uses add funds: you must be aware that the alerts sent from this strategy will contain the amount of funds to add and therefore the bot receiving these alerts will respect them EVEN if the bot was defined with different SO sizes.
Please make sure you fully understand this before using this signal.
The base order alerts don't contain funds information so the bot will always use the base order size as defined in its own settings.
3C Reversal Filter v1In essence, this strategy is a heavily smoothed range filter.
This strategy includes a backtester and ability to connect it with your 3 commas bot(See adviced settings below)
The calculation steps below gives an example on how signals are made:
1. Calculating the price movement using ATR, % change, standard deviation etc..
2. Obtaining the smoothed price using SMA.
3. Obtaining the absolute value of the bar-to-bar change.
4. Applying EMA, twice, to the values in step 3.
5. Obtaining the slow trailing line by multiplying the result of step 4 by 1.618.
Think of it as a heavily smoothed price range
If the 1.618 value looks familiar, that’s because it’s used in Fibonacci sequences. You can of course experiment with other values. I’ve seen good results with both 2.618 and 4.236
What does the strategy do?
1. Determine Trend Detection
2. Detect Short-Term Momentum
3commas settings:
-For now you can only use simple bots.
-Create LONG and SHORT bots for the coins you like to trade and set up alerts(You can send long and short signal from the same alert)
-Set TP to 50% the strategy will handle buys and exits based on your inputs.
-Set safety orders to 0. I might add DCA to the strategy if testing proves that to be a good solution.
-When you have made the bots input the bot ID and token adress in the settings of the strategy.
-When creating the alert use this webhook :https://3commas.io/trade_signal/trading_view
-In the message field you use {{strategy.order.alert_message}} as the placeholder.
Acrypto - Weighted StrategyHello traders!
I have been developing a fully customizable algo over the last year. The algorithm is based on a set of different strategies, each with its own weight (weighted strategy). The set of strategies that I currently use are 5:
MACD
Stochastic RSI
RSI
Supertrend
MA crossover
Moreover, the algo includes STOP losses criteria and a taking profit strategy. The algo must be optimized for the desired asset to achieves its full potential. The 1H and 4H dataframe give good results. The algo has been tested for several asset (same dataframe, different optimization values).
Important note:
Backtest the algorithm with different data stamps to avoid overfitting results
Best,
Alberto
Zendog V3 backtest DCA bot 3commasMAJOR UPDATE:
- Update to Pinescript v5
- MAJOR refactor for the logic of how orders are placed. BO order is placed when the condition is first encountered and we are not in a deal.
The extra SO orders (if based on price movement) are all placed on the next candle after BO order, instead of each being placed one after another.
Take profit (if percentage) and Stop loss are placed on the first candle after BO order because if BO and TP are on the same candle TV does not execute properly.
These changes should improve strategy accuracy when multiple prices are hit by the same candle.
- NEW FEATURE: Support to Stop deal using an external indicator (i.e. stop long deal when RSI > 80)
- NEW FEATURE: Support to trigger Safety orders using an external indicator (i.e. trigger each additional SO when RSI < 10, regardless of price movement)
The price movement logic may be implemented in the indicator that plots start / end signals. The SO size is calculated using the configuration of steps.
- NEW FEATURE: Safety order command for 3commas bot. This is implemented using Add funds in the quote currency (for pair BTCUSDT the quote currency is USDT)
The SO size is calculated using the configuration of steps, for exact order size (and price) use the built-in Steps table.
- NEW FEATURE: Addition of extra columns to the steps table: Required price for TP, Required % change for TP, Required % change for BEP (Breakeven point)
- Update to steps table to remove prices when Safety orders are not based on % price change
- The code is opensource. I will not be able to sustain merges for the script, but feel free to use and develop your own version and ping me on discord to review them
and maybe include in the original script
Combo Backtest 123 Reversal & TEMA1This 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
This study plots the TEMA1 indicator. TEMA1 ia s triple MA (Moving Average),
and is calculated as 3*MA - (3*MA(MA)) + (MA(MA(MA)))
WARNING:
- For purpose educate only
- This script to change bars colors.
CryptoNite - Machine Learning Strategy (15Min Timeframe)Greeting Traders! I am back with another ML strategy. :D I kept my word with combining my machine learning algorithms from Python and integrating them into Tradingview. Thanks to Tradingview's new release of Pinescript v5 it is now possible. This strategy respects the Sortino Ratio and was created using 2 years of data for 50 different cryptocurrencies. That is a total of 100 years of data and 44,849 trades to create this strategy. Now let me tell you, my computer and I are exhausted. We both been at it non-stop for about two months everyday. I refine the strategy, and the computer runs 24/7 for a few days to spit out the best results into the terminal. It's been a good run so my computer will finally get some sleep tonight.
So let's talk a little about the features of the strategy. In the settings window, you'll see the Stoploss, Take Profit Parameters, and Date Range. You can change the Date Range, but I recommend to leave the SL/TP parameters how they are because the machine learning algo chose those input. If you wish to change them you are always welcome to do so but backtest results will change. For the Take Profit parameters you'll see on the left side you something labeled time duration(displayed in minutes) and on the right side you'll see take profit values. Let's talk a little bit how they work.
TP_values = {
"0": 0.102,
"133": 0.051,
"431": 0.039,
"963": 0
}
In python, the table looks like this but it is quite easy to understand in Tradingview.
From 0-133 minutes, the strategy is looking to the reach target point 1 at 10.2% profit.
From 133-431 minutes, the strategy is looking to the reach target point 2 at 5.1% profit.
From 431-963 minutes, the strategy is looking to the reach target point 3 at 3.9% profit.
From 963+ minutes, the strategy is looking to break even at 0% profit on target point 4.
Through each target point a sell trigger is active. It will look for the best time to sell even if TP has not been reached.
This helps the trade not stay open too long.
The last thing I need to mention is the textbox displayed on the right side of your chart. This textbox displays the current Take Profit value in dollar amount. So when you're in a trade you'll know what TP target has to be reached when the open trade is active. Throughout time, the target price changes depending how long the trade has been open. If you have any questions feel free to comment down below, and enjoy this strategy!
Combo Backtest 123 Reversal & T3 Averages 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
This indicator plots the moving average described in the January, 1998 issue
of S&C, p.57, "Smoothing Techniques for More Accurate Signals", by Tim Tillson.
This indicator plots T3 moving average presented in Figure 4 in the article.
T3 indicator is a moving average which is calculated according to formula:
T3(n) = GD(GD(GD(n))),
where GD - generalized DEMA (Double EMA) and calculating according to this:
GD(n,v) = EMA(n) * (1+v)-EMA(EMA(n)) * v,
where "v" is volume factor, which determines how hot the moving average’s response
to linear trends will be. The author advises to use v=0.7.
When v = 0, GD = EMA, and when v = 1, GD = DEMA. In between, GD is a less aggressive
version of DEMA. By using a value for v less than1, trader cure the multiple DEMA
overshoot problem but at the cost of accepting some additional phase delay.
In filter theory terminology, T3 is a six-pole nonlinear Kalman filter. Kalman
filters are ones that use the error — in this case, (time series - EMA(n)) —
to correct themselves. In the realm of technical analysis, these are called adaptive
moving averages; they track the time series more aggres-sively when it is making large
moves. Tim Tillson is a software project manager at Hewlett-Packard, with degrees in
mathematics and computer science. He has privately traded options and equities for 15 years.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Stochastic Crossover 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
This back testing strategy generates a long trade at the Open of the following
bar when the %K line crosses below the %D line and both are above the Overbought level.
It generates a short trade at the Open of the following bar when the %K line
crosses above the %D line and both values are below the Oversold level.
WARNING:
- For purpose educate only
- This script to change bars colors.
Long only EMA CROSS 8/50/200 BacktestImprove EMA CROSS 8/50/200 with adjustable Exit EMA Level, and can open trade only when above EMA200
Combo Backtest 123 Reversal & RSIThis 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 RSI is a very popular indicator that follows price activity.
It calculates an average of the positive net changes, and an average
of the negative net changes in the most recent bars, and it determines
the ratio between these averages. The result is expressed as a number
between 0 and 100. Commonly it is said that if the RSI has a low value,
for example 30 or under, the symbol is oversold. And if the RSI has a
high value, 70 for example, the symbol is overbought.
WARNING:
- For purpose educate only
- This script to change bars colors.
