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Поиск скриптов по запросу "crossover债券是什么"

Combo Backtest 123 Reversal & MACD Crossover with Trail and Stop This is a modification of @HPotter "Combo Backtest 123 Reversal & MACD Crossover" script. I've added a trail stop, basic leverage simulation and stop loss. Below is HPotter's explanation of the script principals. 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 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. WARNING: - For purpose educate only - This script to change bars colors.
Стратегия Pine Script®
от CoinDigger
2
Combo Backtest 123 Reversal & MACD 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 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. WARNING: - For purpose educate only - This script to change bars colors.
Стратегия Pine Script®
от HPotter
5
Cross impro test by Canundo Crossover Crossunder Tick valuesThis is a script where I tried to check the following things: Even thought the tick of an asset is, for example 0.5, there are calculated prices, like SMA's that have even more decimals. Leading to crosses happening that for example happen at the same price. Consequently triggering totally useless in side markets. What happens if SMA values are restricted to the tick resolution? (Option works on it's own or with a combination of the others.) What happens if I set my own tick value, like 0.8 instead of 0.5, what will be the effect for calculated values that are used for crossings? Will tick sizes improve the success rate? (This option will work only when the first option is active.) Can success rate, especially for sideway markets be improved when adding a spread between MA's, so that it triggers less in sideway markets? (Option works on it's own or with a combination of the others.) First of all, I had a hard time to round prices properly when it needs to be dynamic and working for different assets with different amounts of decimal values in the tick. The solution is that abs(floor(syminfo.mintick)) will give you the amount of decimals a tick has. It works for all ticks that are at least lower than 10. I'm not sure how huge ticks are out there. I did not implement this solution at the end since I found another way to test it. Findings: The first option, when activated, takes out half the trades and raises the percent profitability by 8% so there is some effect. However, all of the tested options have less advantage than I hoped for but are nevertheless something worthy for sideway markets. The first option just forces the MA's from the example to use the tick resolution. See these two images. One when the first option is off, the second when it's active. The lines are the MA's with adjusted values, the crosses are the places of the MA's when left as is. Here a screenshot of the third option set to the value 2 on the 1 minute XBTUSD chart. The advantage is that less trades trigger that have a low change in price and so less trading fees will happen. The disadvantage is that all options can implement some delay for a crossing since the crossing will trigger once a slightly bigger move into the direction was taken. This test environment was not meant to be profitable but to test the effects. Maybe someone finds it interesting or wanted to test the same, so here you can save some work.
Стратегия Pine Script®
от Canundo
1
EMA crossover - BTC/USD 4hrThis is my first strategy script, and looking at other EMA crossover strategies, there wasn't anything that I have seen which allowed different EMAs to be used for each Enter/Exit signal This uses a long term trend ling (one for Longs, one for shorts) to decide if we are in a bull bear market • If in a bull market, then it will allow for the longs to be opened • If in a bear market, then it will allow for the shorts to be opened Comments and criticisms welcome
Стратегия Pine Script®
от str1nger
MultiType Shifting Predictive Moving Averages (MA) CrossoverJust 2 Moving Averages with adjustable settings and shifting capability, plus signals and predicting continuations. At the time of publish these different types of MAs are supported: - SMA (Simple) - EMA (Exponential) - DEMA (Double Exponential) - TEMA (Triple Exponential) - RMA (Adjusted Exponential) - WMA (Weighted) - VWMA (Volume Weighted) - SWMA (Symmetrically Weighted) - HMA (Hull) I'm looking forward to any idea about filtering the signals. Thanks.
Индикатор Pine Script®
от informanerd
26
Donchian Channel CloudsFor this indicator, I got inspired by this paragraph in an article on Investopedia: "Donchian channels also make natural partners with another moving average indicator for a crossover strategy. The Donchian moving average middle line is likely to form the short-term average in these situations, although some have used a 20-day Donchian channel in conjunction with a five- or 10-day channel to exit a position before a consolidation eats into short-term profits." The default is a 20-period Donchian channel with the middle line from a 10-period channel superimposed on it. Red for 20, green for 10. When 10 is over 20, the cloud between them is green; the cloud is red when 20 is over 10.
Индикатор Pine Script®
от stvch
ALMA Crossover [FXPDM] I created this new version of EMA crossing by replacing it with ALMA, Please take into consideration that the cross signal may occur during the candle. I advise waiting until the candle is close. I used EMA crossing signals to adapt this code and turn it into an ( Arnaud Legoux Moving Average) ALMA Cross. I expect it to bring a better signal that an EMA cross, let me know your comments and use under your own risk. this is just an experimental idea. Long: Get into a long trade when the short moving average crosses up the long moving average. Short: Get into a short trade when the short moving average crosses down the long moving average. I recommend using it alongside a volume indicator to avoid sideways trends. Exit at your own convenience or when the trend direction changes. I recommend using it in 4H and 1D charts.
Индикатор Pine Script®
от FXPDM
4
GMS: Moving Average Crossover StrategyThis is a moving average crossover system built the way I would want it to be. - The moving averages included are SMA, EMA, WMA, VWMA. - You can select either for the first moving average or the second moving average. - You can also select to see the Long trades, Short trades, or both at the same time. - There is also a simple moving average trend filter. When this is selected, it only applies to the entries of a trade and not the exit. There are situations where the entry is above the trend filter and the exit is below. The source code should be open so feel free to adapt it, make it more efficient, or take some part for your own project! I hope it helps, Andre
Стратегия Pine Script®
от GlobalMarketSignals
3
Jurik Moving Average Crossover Strategy [ChuckBanger]The classic moving average crossover strategy does not work well in markets that, instead of trending, tend to frequently reverse within a trading range. The lag between the actual time the market has reversed direction and when the moving average is signalling a trade, the trend is already over and the market is about to go against your position. In this environment, a more appropriate trading strategy is suggested here using an JMA Keltner Channel. The idea is to create a channel based of support and resistance. When the market breaks out of the channel, and fails to maintain momentum. It is likely the price will fall back toward the center of the channel. This tendency can be exploited in the following manner. In the chart above, The aqua and maroon (center line) and the blue lines are part of a channel. The middle line is a slow running JMA of the closing prices, with Length = 30 and phase = 0. The upper blue band is constructed by adding 1.5 times of 30-bar ATR (average true range) to the center JMA line and the lower blue band by deducting the same amount. There is a grey line running through the data- That is a fast running JMA with length = 5 and phase = 100 representing the price. The red dots indicate that the the price is going back in the channel and the market is retracting from a failed upward breakout, and the green dots mark when price is retracting from a failed downward breakout. These are places where one might want to enter the trade. The orange dots indicate where price crosses the center line, a reasonable place to take profit from or even exit the trade. The center line also shows the up or down movements if the setting is ticked. This feature is useful to use when exit a trade. For example, you enter a long position on a green dot signal and the color is maroon. You can wait for 3-5 candles (depending of markets). And if the color doesn’t change it can be an indication that the price is going lower. Here it is possible to switch to a short possible or the opposite apply if you enter on a red dot. The parameter use in this study is for demonstrating purposes only. This is to show how you can use JMA. Do not trade with real money without thoroughly test the strategy. And always use stop-losses.
Индикатор Pine Script®
от ChuckBanger
11
EMA X BF 🚀EMA Crossover Strategy A simple EMA cross is a useful indication of a change in direction of a trend and is a very popular tool in trading. It can also be useful to judge price action momentum or severity by looking at the angle of the 2 EMAs, or the distance between them. There are 2 Exponential Moving Averages, one fast and one slow. When the fast EMA crosses above the slow EMA, this can be considered bullish and may signal an upside move. Conversely, a cross to the downside of the fast EMA under the slow EMA can be considered bearish. This strategy uses the same principle but uses different sources for the 2 EMAs; instead of using close values, we use ohlc4 values for the fast EMA and hlc3 values for the slow EMA. The idea is that a trader might enter a long position upon a cross up and reverse position and go short upon the next cross down. We use a simple 6% stop loss for both long and short positions. This strategy is tuned to a 6hr chart for Bitcoin USD pairs. INSTRUCTIONS Go Long when the background is green Go short when the background is red White background means sideways market: a no trade zone
Стратегия Pine Script®
от bennef
VWAP/MVWAP/EMA CROSSOVEROnly difference in this one is that a EMA is used which should give quicker signals but theres a chance for more false signals as per usual use TA and other indicators to confirm positions. So far I've been liking the Vortex Indicator When the VWAP (Thick Yellow) AND the two EMA (Orange and thin Yellow) cross above the MVWAP (Purple) then you will be in a uptrend that could possibly continue upwards. The opposite is true if you are looking a short opportunity, wait for the three other lines to cross under the MVWAP and you should be in a downtrend that could possibly continue downwards Of course as with all indicators not every signal will be 100% accurate there is no way to predict human emotions when it comes to trading but based on the VWAP strategy used in other markets this is the closest I could get. Note: Don't relay completely on this indicator to think for you. Use other forms of TA to confirm all positions before entering. And if the candles start trending the opposite direction after a lets say a mini pump/dump then the signal was false. Finally this was made according to the 15 minute chart. I did not plan on remaking it for any other timeframes as I have left the code open for you to tweak and the setting are free to adjust aswell. Q/A Q: Does it repaint? A: No, this is based on moving averages as far as I know they don't repaint. Q: How did you come up with this indicator? A: Went on youtube looking for trading strategies other and the usual EMA crosses and found a VWAP & EMA strat. I added the MVWAP and played with the numbers until I found something that I liked. Q: How long have you been trading/learning pinescript? A: Been trading less than a two months and pinescript about a month and a half.
Индикатор Pine Script®
от derricklaflame
52
VWAP/MVWAP/SMA CROSSOVERTo use this indicator is simple. When the VWAP (Thick Yellow) AND the two SMA (Orange and thin Yellow) cross above the MVWAP (Purple) then you will be in a uptrend that could possibly continue upwards. The opposite is true if you are looking a short opportunity, wait for the three other lines to cross under the MVWAP and you should be in a downtrend that could possibly continue downwards Of course as with all indicators not every signal will be 100% accurate there is no way to predict human emotions when it comes to trading but based on the VWAP strategy used in other markets this is the closest I could get. Note: Don't relay completely on this indicator to think for you. Use other forms of TA to confirm all positions before entering. And if the candles start trending the opposite direction after a lets say a mini pump/dump then the signal was false. Finally this was made according to the 15 minute chart. I did not plan on remaking it for any other timeframes as I have left the code open for you to tweak and the setting are free to adjust aswell. Q/A Q: Does it repaint? A: No, this is based on moving averages as far as I know they don't repaint. Q: How did you come up with this indicator? A: Went on youtube looking for trading strategies other and the usual EMA crosses and found a VWAP & EMA strat. I added the MVWAP and played with the numbers until I found something that I liked. Q: How long have you been trading/learning pinescript? A: Been trading less than a two months and pinescript about a month and a half.
Индикатор Pine Script®
от derricklaflame
1