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Strategy

4 JMA Crossover Strategy (ps4)This is a PS4 update to my previous 4 JMA strategy that received many likes. In this and several recent strategies I use a simplified strategy setup, featuring trailing stops with very tiny increments. This is done intentionally in order to boost performance to the limit, so that to pinpoint that limit. Strategies with performance of about 90% or above are regarded as viable. Incorporating various overhead factors such as transaction costs, broker's spread, slippage, etc. at this stage creates too much 'noise' with the end result of losing the sight of the forest behind the trees.)) In practice, I disable the 'Use Strategy Setup' option and fine-tune parameters the way I want. Tested security: EURUSD . Tested TF: 3m
Стратегия Pine Script™
от capissimo
1
Multifactor Inverse Fisher Strategy (ps4)Best for higher time frames - 30m, 1H, 2H, 3H, 4H, D this strategy uses several factors that are pushed through an Inverse Fisher Transform (IFT). The higher the TF, the better the performance, up to 98%, but the number of deals tends to drop). Middle time frames (5m, 15m) look viable with Scaled Price (Scaled %P) and MFI factors. The factor list can be extended to include cci, stoch, rsi_stoch, emo, macd, cog, dpo, roc, accdist, cctbb, mom, awesome, tva, etc. Some of them need to be rescaled to a 0..100 interval. The IFT produces a value in the -1..1 interval (see: www.mesasoftware.com). This indicator does NOT repaint.
Стратегия Pine Script™
от capissimo
4
Combo Strategy 123 Reversal & CMO & WMA 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 Chandre Momentum Oscillator and its WMA on the same chart. This indicator plots the absolute value of CMO. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder?s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities.
Индикатор Pine Script™
от HPotter
Combo Strategy 123 Reversal & Chande Momentum OscillatorThis 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 Chande Momentum Oscillator. This indicator was developed by Tushar Chande. A scientist, an inventor, and a respected trading system developer, Mr. Chande developed the CMO to capture what he calls "pure momentum". For more definitive information on the CMO and other indicators we recommend the book The New Technical Trader by Tushar Chande and Stanley Kroll. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder`s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities. WARNING: - For purpose educate only - This script to change bars colors.
Индикатор Pine Script™
от HPotter
4
Scaled Normalized Vector StrategyThis is a scaled Normalized Vector Strategy with a Karobein Oscillator Original: Drkhodakarami (www.tradingview.com) Repainting: in general there two types of repainting: * when the last candle is constantly being redrawn * when the indicator draws a different configuration after it has been deactivated/reactivated, i.e. refreshed. The former is a natural behaviour, which presents a constant source of frustration, when a signal directly depends on the current market situation and can be overcome with various indirect techniques like divergence. The latter suggests a flaw in the indicator design. Unfortunately, the Normalized Vector Strategy is repainting in the latter sense, although being really promising. Would be nice if our community suggests a solution to this problem )) As it is this strat should be refreshed each time a decision is being taken. This strat consistently performs with high accuracy, showing up to 96% scores. Here are some of the best parameters: TF Lookback Performance (ca.) 1m 13 92% 3m 34 92% 5m 85 92% 15m 210 90% 30m 360 89% 1H 1440, 720 94%, 87% The Karobein Oscillator has an intrinsic sinusoidal behaviour that helps in determining direction and timing. It does not repaint. Original: alexgrover (www.tradingview.com)
Стратегия Pine Script™
от capissimo
19
Combo Strategy 123 Reversal & Chande Forecast Oscillator 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 Chande Forecast Oscillator developed by Tushar Chande The Forecast Oscillator plots the percentage difference between the closing price and the n-period linear regression forecasted price. The oscillator is above zero when the forecast price is greater than the closing price and less than zero if it is below. WARNING: - For purpose educate only - This script to change bars colors.
Индикатор Pine Script™
от HPotter
Bilateral Stochastic Oscillator StrategyIntroduction Strategy based on the bilateral stochastic oscillator, this oscillator aim to detect trends and possible reversal points of the current trend. The oscillator is composed of 1 bull line in blue and 1 bear line in red as well as a signal line in orange, the strategy have many options such as two different strategy framework and a martingale mode. If you require more information about the indicator go check it into my uploaded indicators. Strategy Frameworks There are two frameworks available that can be selected from the strategy settings window. Both have the same closing conditions, the "Bull/Bear Cross" entry conditions are : Buy : when the bull line cross over the bear line Sell : when the bear line cross over the bull line The "Signal Cross" entry conditions are : Buy : when the bull line cross over the signal line Sell : when the bear line cross over the signal line Both have the same close conditions that is : close when bull/bear cross under the signal line. Introduction To Martingale The martingale money management system consist to double the order size after a loosing trade and can be described as a 2^x where x is the current number of loosing trades since the last win trade, when we win a trade the order size return to the default order size. Therefore our order size function is based on exponential growth. This system enable the trader to win back his previous losses plus a potential profit, martingales must always be used with stops and sometimes take profits in order to get control in a strategy. It must always be taken into account that in a series of losses the balance can exponentially decay thus ending to 0 in a matter of trades, this is why it is not recommended to use such system. The strategy allow you to select a martingale multiplier that can be inferior to 2 thus limiting risks, a multiplied of 1 disable the martingale. Results Those are the some statistics of the strategy applied to some forex majors by using the default settings in a time frames of 15 minutes. //------------------------------------------------------- EURUSD - Order Size 1000 - Spread 0.0002 Profit : $ 21.08 Trades : 19 PP : 57.89 % Profit Factor : 3.228 Max Drawdown : -$ 3.81 Average Trade : $ 1.11 //------------------------------------------------------- GBPUSD - Order Size 1000 - Spread 0.0002 Profit : $ 2.31 Trades : 20 PP : 55 % Profit Factor : 0.938 Max Drawdown : -$ 20.29 Average Trade : $ 0.12 //------------------------------------------------------- EURAUD - Order Size 1000 - Spread 0.0002 Profit : -$ 9.22 Trades : 20 PP : 40 % Profit Factor : 0.698 Max Drawdown : -$ 23.44 Average Trade : $ 0.46 //------------------------------------------------------- EURCHF - Order Size 1000 - Spread 0.0002 Profit : $ 1.58 Trades : 24 PP : 54.17 % Profit Factor : 1.103 Max Drawdown : -$ 7.23 Average Trade : $ 0.07 //------------------------------------------------------- Conclusions Based on the results the strategy does not posses the sufficient performance in order to apply a martingale or any other growth systems as order size. Parameters might be subject to drastic changes depending on the market/time-frame in order to return long-term positive results. I let you draw your conclusions.
Стратегия Pine Script™
от alexgrover
3
Combo Strategy 123 Reversal & Chaikin Volatility 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 Chaikin's Volatility indicator compares the spread between a security's high and low prices. It quantifies volatility as a widening of the range between the high and the low price. You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... WARNING: - For purpose educate only - This script to change bars colors.
Индикатор Pine Script™
от HPotter
3
Combo Strategy 123 Reversal & Center Of Gravity 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 indicator is based on moving averages. On the basis of these, the "center" of the price is calculated, and price channels are also constructed, which act as corridors for the asset quotations. WARNING: - For purpose educate only - This script to change bars colors.
Индикатор Pine Script™
от HPotter
2