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[KL] Double Bollinger Bands Strategy (for Crypto/FOREX)This strategy uses a setup consisting of two Bollinger Bands based on the 20 period 20-SMA +/- (a) upper/lower bands of two standard deviations apart, and (b) upper/lower bands of one standard deviation apart. We consider price at +/- one standard deviation apart from 20-SMA as the "Neutral Zone". If price closes above Neutral Zone after a period of consolidation, then it's an opportunity for entry. Strategy will long, anticipating for breakout. The illustration below shows price closing above the Neutral Zone after a period of consolidation. a.c-dn.net Position is exited when prices closes at Neutral Zone (being lower than prior bars)
Стратегия Pine Script®
от DojiEmoji
SQZ Multiframe StrategyThis is a first attempt to automate what my current strategy when trading is. It uses 2 timeframes: the one you are currently using to see the chart and an "anchor trend" which is a higher order frame. Supported timeframes are: 1m, 5m, 15m, 30m, 1H, 4H, 1D, 1W The Strategy relies on two indicators: Squeeze Momentum Indicator CMF How does it works? It looks for a moment when the following conditions are met. For Long: Positive directionality in SQZM monitor in anchor timeframe Positive directionality in SQZM monitor in current timeframe Recent minimum in CMF For Short: Negative directionality in SQZM monitor in anchor timeframe Negative directionality in SQZM monitor in current timeframe Recent maximum in CMF After a BUY or SELL order is executed the plot will start showing two lines: A TP line, and a SL line. The TP and SL move dynamically based on a greedy algorithm based on 3 input parameters. Min Profit to Start Moving SL (%): Sets an initial target for the trade. Maximum Possible of SL (%): This is the maximum amount possible for SL. If volatility is not too high, a shorter SL will be chosen based on Kaufman's Stops method Take profit factor: Is how much portion of the target I am taking as profit once the target is reached Example for 5% Min profit: When the first target is reached (+5%), the SL will be updated to 2.5% over the enter price. When the second target is reached (+10%), the SL will be updated to 5% over the enter price. Note: The strategy might abandon the position prematurely if a contrary signal is received while the trade is opened, and will change direction. The Strategy has been backtested mostly for crypto. It might be good for stocks too, but the parameters mentioned might need some adjustments since price moves at a different rate. Recommended timeframe is 4H for BTC , and 30min/1H for alts. Comments and ideas are more than welcome!
Стратегия Pine Script®
от SayMyNameWW
10
Qullamaggie Breakout V2After publishing the Qullamaggie Breakout script and seeing that it had some decent results, I wanted to explore it a bit further. There were a few things I didn't like about that methodology that didn't really jive with the way I like to trade. So what I did was combined the Breakout Trend Follower strategy I had been using for entries with the Qullamaggie strategy for trailing stops once in profit. The results seem pretty good to me and an approach that fits my personality and something I can actually trade. Typically better profit than the Breakout Trend Follower by giving more room for your winners to run, while still protecting your entries by moving up the trailing stop until you are in profit, all while taking less trades, so that's great. Everything is done with stop orders. So you set your buy stop at the recent swing high point and wait for a breakout. Once in a position you set your sell stop at the recent swing low point. The most recent swing high and low are shown on the chart for easy reference with the blue and orange horizontal lines. Once in a trade, trail your sell stop after a new swing low is registered (shown by the thicker orange stop line). Once you are in profit, leave that hard stop level there (the orange line will stay there helping you). Now, you wait for price to cross a Moving Average of your choosing (default is Daily 10 MA). Once the bar crosses that moving average, you move your stop to the low of that candle (shown by the blue stop line) and trail your stop along every crossing of the moving average until the trend changes and takes out your stop. So managing this trade is pretty easy...just wait for the stop lines to move and move your stop with them. It's a great way to trade when you can't be at your computer all the time because the stop orders take care of execution on both buy and sell side. If you use a daily timeframe for your moving averages (the default), you really only need to move stops around about once a day, so is a good part time trader's strategy in my opinion. The best opportunities will come by scanning for stocks in the longer term timeframe of your moving averages. Wait for a consolidation on that timeframe so the anticipated breakout has some room to run. Once you've identified a good candidate, zoom in to your lower timeframe where the swing highs/lows will act as your entry and exit points, all while keeping the moving averages consistent between timeframes. Hope you guys find it useful. A few options available: - Choose any timeframe for your moving averages, while using swing high/low points on intraday charts. - Choose one of two moving averages shown for your trailing stops (default 10 and 20 MA). - Choose to use the third moving average as a filter for keeping you out of trades that are below it (trading with the trend). - Use the charts resolution candle or the moving average resolution candle for the moving average trailing stop. - Only take trades where your buy level minus stop level is below a % of the Average Daily Range (ADR). This allows you to potentially have better risk/reward. I added a little table that shows the ADR of the stock/ticker as well as the range between the recent buy and sell levels (shown by the orange and blue horizontal lines) for easy reference.
Стратегия Pine Script®
от millerrh
52
RebalancingThis script gives you an approximation of the APR you can get when using the technique of Rebalancing. Further discription are embeded in the script. HOW TO USE: - Start date: Choose start date - Settings: Change settings to your own needs - Base currency: Select Base currency - Portfolio: Select the coins (MAX 9 pcs.) you want to use in your portfolio for the rebalancing algoritm - Click "Data Window" to see the APR (appr.) Markets: It can be used to all markets. NOTE: Some Exchanges don't go very far back in the past and for this reason this may have impact on this Indicator. Make sure the coins you selected are available at the Exchange you select in the settings section. If you dont do this, the script generates an error.
Стратегия Pine Script®
от Wilson-IV
9
Strategy Template - V2This is an educational script created to demonstrate few basic building blocks of a trend based strategy and how to achieve different entry and exit types. My initial intention was to create a comprehensive strategy template which covers all the aspects of strategy. But, ended up creating fully fledged strategy based on trend following. This is an enhancement on Strategy-Template But this script is comparitively more complex. Hence I decided to create new version instead of updating the existing one. Lets dive deep. SIMPLE COMPONENTS OF TREND FOLLOWING STRATEGY TREND BIAS - This defines the direction of trend. Idea is not to trade against the trend direction. If the bias is bullish, look for long opportunities and if bias is bearish, look for short opportunities. Stay out of the market when the bias is neutral. Often, trend bias is determined based on longer timeframe conditions. Example - 200 Moving Average, Higher timeframe moving averages, Higher timeframe high-lows etc. can be used for determining the trend bias. In this script, I am using Weekly donchian channels combined with daily donchian channels to define trend bias. Long Bias - 40 Day donchian channel sits completely in upper portion of 40 Week dochnial channel. Short Bias - 40 Day donchian channel sits completely in lower portion of 40 Week donchian channel. ENTRY CONDITION - Entry signals are generated only in the direction of bias. Hence, when in LongBias, we only get Long signals and when in short bias, we only get short signals. In our case, when in Long Bias - if price hits 40 day high for the first time, this creates our long entry signal. Similarly when in Short Bias , price hitting 40 day low will create signal for going short. Since we do not take trades opposite to trend, no entry conditions are formed when price hits 40 day high in Short Bias or 40 day low in Long Bias. EXIT CONDITION - Exit conditions are formed when we get signals of trend failure. In our case, when in long trade, price hitting 40 day low creates exit signal. Similarly when in short trade price hitting 40 day high creates exit signal for short trade. DIFFERENT TYPES OF ENTRY AND EXIT In this script, I have tried to demonstrate different entry and exit types. Entry types Market - Enter immediately when entry signal is received. That is, in this case when price crossover over high in long bias and crosses under low in short bias Stop - This method includes estimating at what level new highs are made and creating a stop buy order at that level. This way, we do not miss if the break out is stronger. But, susciptible to fail during fakeouts. Limit - This method includes executing a limit order to buy at lower price or sell at higher price. In trend following methods, downside of limit order is when there is genuine breakout, these limit orders may not hit and during trend failures the limit orders are likely to hit and go straight to stop. Stop-Limit - this is same as stop order but will also place a limit condition to avoid buying on overextended breakout or with lots of slippage. Exit types Market - whether to keep the existing trade running or whether to close it is determined after close of each bar and exit orders are executed manually upon receiving exit signal. Stop - We place stop loss orders beforehand when there is a trade in place. This can help in avoiding big movements against trade within bar. But, this may also stop on false signals or fakeouts. Take profit Stop - No take profits are configured. Target - 30% of the positions are closed when take profit levels are hit. Take profit levels are defined by risk reward. USING THE CODE AS TEMPLATE As mentioned earlier, I intended to create a fully fledged strategy template. But, ended up creating a fully fledged stratgy. However, you can take some part of this code and use it to start your own strategy. Will explain what all things can be adopted without worrying about the strategy implementation within Strategy definition : This can be copied as is and just change the title of strategy. This defines some of the commonly used parameters of strategy which can help with close to realistic backtesting results for your coded strategy and comparison with buy and hold. Generic Strategy Parameters : The parameter which defines controlling alllowed trade direction and trading window are present here. This again can be copied as is and variable inDateRange can be directly used in entry conditions. Generic Methods : f_getMovingAverage and f_secureSecurity are handy and can be used as is. atr method provideded by pine gives you ATR based on RMA. If you want SMA or any other moving average based ATR, you can use the method f_getCustomAtr Trade Statements : This section has all types of trading instructions which includes market/stop/limit/stop-limit type of entries and exits and take profit statements. You can adopt the type of entry you are interested in and change when condition to suit your strategy. Trade conditions and levels : This section is required. But, cannot be copied. All the trade logic goes here which also sets parameters which are used in when of Trade Statements. Hope this helps.
Стратегия Pine Script®
от Trendoscope
14
Forex Scalping 1min Bollinger Bands, RSI and ADX Trading SystemThis is a Forex Scalping Trading Sytem based on the Bollinger Bands. Its suited for major pairs, with lowest possible comission (below 1 pip) and with timeframes ranging between 1-15 min. Indicators: Bollinger bands ADX RSI Rules for entry: Long Entry: price to move below the upper Bollinger Bands RSI raise above the 30 line and ADX<32 at the same time. Short Entry: price to move above the upper Bollinger Bands, RSI raise below the 70 line and ADX<32 at the same time. Rules for exit Profit Exit: 3 options: 1, exit position when the price touches the middle band, 2) when the price touches the opposite band, X pips target profit. Loss Exit: X pips loss
Стратегия Pine Script®
от exlux
9
Keltner Channel - Trend Based StrategyThis strategy is based on 3 main indicators. 1st indicator is a trend indicator, which consists of SMA and EMA 2nd is Keltner Channel 3rd is DM indicator. The conditions for the entry of this strategy are following: First of all the assets need to be in an upward trend, this will occur when the EMA will cross SMA. The next condition for the entry is the opening and the closure of the candle. The open price of the candle should be in the upper part of the Keltner Channel and the close price should be above the Keltner channel. The third condition for the DM indicator is to be above a certain benchmakr. This benchmark can be set in the settings of the strategy. The strategy has two potential Take Profit levels and single stop-loss levels. For the more efficient way you may try an use the trailing stop or extend the number of take-profit levels.
Стратегия Pine Script®
от Wunderbit
9
Improved Bollinger Swing Strategy Stock NasdaqThis is an improved bollinger band strategy adapted to Nasdaq Index/Stocks. The new update include a multiple logic calculation BB adapted for long and short, together with a risk management using movement in %. Rules for entry For long we have a crossover between the close and the lower band from the bb For long we have a crossover between the close and the upper band from the bb Rules for exit We exit when we either find a reverse condition, or if we hit the take profit/stop loss levels. If you have any questions, let me know !
Стратегия Pine Script®
от exlux
3
Bagheri IG EtherThis is a technical trading strategy for Ethereum ( BINANCE:ETHUSDT ). We built and developed it on MetaEditor and optimized it with MetaTrader optimizer. The main indicators are Donchian Channel, Oscillator of ROC, Bears Power, Balance of Power, and Simple Moving Average (SMA). Default values in the input panel are the best combination of these indicators, but you can change any of them and try it for better results. Please notice that this strategy has been optimized on the 1-minute chart of Ethereum. For each position, you can see the Take Profit (TP) and Stop Loss (SL) levels. Also, you can find the values of mentioned TP and SL in points from the input panel of the script. Attention: The price of Ethereum has 2 decimal places. Therefore, 3000 points for TP means 30 USDT for trading 1 BINANCE:ETHUSDT .
Стратегия Pine Script®
от Bagheri_IG
[KL] Relative Volume + ATR StrategyThis strategy will enter into long position when (a) current volume is above the average volume, and when (b) volatility of prices (based on ATR) is relatively low. Backtested on hourly timeframes, win rates range between 35% to 50% on stocks with positive drifts (i.e. tendency to move upwards). Default setups are as follows: - Average volume is computed using simple moving average (sma) of 14 periods. By default, 1.4x ratio seems to work well on most large cap stocks. If it's too high, then amount of potential points for entry will decrease. But if it's too low, then this indicator becomes meaningless. - ATR (for determining volatility), look back period is 14 (following conventions). I have noticed that the profits could change drastically when changed to different values for each individually security. Feel free to experiment around with this parameter. Other information: This strategy is based off of one of my previous scripts; a script called "Relatively Volume Strategy". The objective of this new script is to simplify the process of determining periods of low volatility. In this new script, we assume prices are consolidating when current ATR is within its moving average value by +/- one standard deviation.
Стратегия Pine Script®
от DojiEmoji
3
3Commas BotBjorgum 3Commas Bot A strategy in a box to get you started today With 3rd party API providers growing in popularity, many are turning to automating their strategies on their favorite assets. With so many options and layers of customization possible, TradingView offers a place no better for young or even experienced coders to build a platform from to meet these needs. 3Commas has offered easy access with straight forward TradingView compatibility. Before long many have their brokers hooked up and are ready to send their alerts (or perhaps they have been trying with mixed success for some time now) only they realize there might just be a little bit more to building a strategy that they are comfortable letting out of their sight to trade their money while they eat, sleep, etc. Many may have ideas for entry criteria they are excited to try, but further questions arise... "What about risk mitigation?" "How can I set stop or limit orders?" "Is there not some basic shell of a strategy that has laid some of this out for me to get me going?" Well now there is just that. This strategy is meant for those that have begun to delve into the world of algorithmic trading providing a template that offers risk defined positions complete with stops, limit orders, and even trailing stops should one so choose to employ any of these criteria. It provides a framework that is easily manipulated (with some basic working knowledge of pine coding) to encompass ones own ideas and entry criteria, while also providing an already functioning strategy. The default settings have a basic 1:1 risk to reward ratio, which sets a limit and a stop equal distance from the entry. The entry is a simple MA cross (up for long, down for short). There a variety of MA's to choose from and the user can define the lengths of the averages. The ratio can be adjusted from the menu along with a volatility based adder (ATR) that helps to distance a stop from support or resistance. These values are calculated off the swing low/high of the user defined lookback period. Risk is calculated from position entry to stop, and projected upwards to the limit as a function of the desired risk to reward ratio. Of note: the default settings include 0.05% commissions. Competitive commissions of the leading cryptocurrency exchanges are .1% round trip (one buy and one sell) for market orders. There is also some slippage to allow time for alerts to be sent and orders to fill giving the back test results a more accurate representation of real time conditions. Its recommended to research the going rates for your exchange and set them to default for the strategy you use or build. To get started a user would: 1) Make a copy of the code and paste in their bot keys in the area provided under the "3Comma Keys" section - eg. Long bot "start deal" copied from 3commas in to define "Long" etc. (code is commented) 2) Place alert on desired asset with desired settings ensuring to select "Order fills and alert() function calls" 3) Paste webhook into the webhook box and select webhook URL alerts (3rd party provided webhook) 3) Delete contents of alert message box and replace with {{strategy.order.alert_message}} and nothing else - the codes will be sent to the webhook appropriately as the strategy enters and exits positions. Only 1 alert is needed settings used for the display image: 1hr chart on BTCUSD -ATR stop -Risk adjustment 1.2 -ATR multiplier 1.3 -RnR 0.6 -MAs HEMA/SMA -MA Length 50/100 -Order size percent of equity -Trail trigger 60% of target Experiment with your own settings on your crypto of choice or implement your own code! Implementing your trailing stop (optional) Among the options for possible settings is a trailing stop. This stop will ratchet higher once triggered as a function of the Average True Range (ATR). There is a variable level to choose where the user would like to begin trailing the stop during the trade. The level can be assigned with a decimal between 0 and 1 (eg. 0.5 = 50% of the distance between entry and the target which must be exceeded before the trail triggers to begin). This can allow for some dips to occur during the trade possibly keeping you in the trade for longer, while potentially reducing risk of drawdown over time. The default for this setting is 0 meaning unless adjusted, the trail will trigger on entry if the trailing stop exit method is selected. An example can be seen below: Again, optional as well is the choice to implement a limit order. If one were to select a trailing stop they could choose not to set a limit, which could allow a trail to run further until hit. Drawdowns of this strategy would be foregoing locking gains at highs on target on other trades. This is a trade-off the user can decide on and test. An example of this working in favor can be observed below: Conclusion Although a simple strategy is implemented here, the benefits of this script allow a user a starting platform to build their strategies from with built in risk mitigation. This allows the user to sidestep some of the potential difficulties' that can arise while learning Pine and taking on the endeavor of automating their trading strategies. It is meant as an aid, a structure, and an educational piece that can be seen as a "pick-up-and-go" strategy with easy 3Commas compatibility. Additionally, this can help users become more comfortable with strategy alert messages and sending strings in the form of alerts from Pine. As well, FAQs are often littered with questions regarding "strategy.exit" calls, how to implement stops. how to properly set a trailing stop based on ATR, and more. The time this can save an individual to get started is likely of the best "take-aways" here. Happy trading
Стратегия Pine Script®
от Bjorgum
190
Crypto Scalper Divergence Macd Psar Ema 200This is a very efficient crypto scalper adapted to very short timeframes, however it can be optimized for other timeframes and assests as well. Its components are MACD P SAR EMA 200 Risk management Rules for entry: For short : we have an uptrend on PSAR , histogram is positive (divergence MACD) and close of a candle is below EMA 200 For long : we dont have an uptrend on PSAR, histogram is negative(divergence MACD) and close of a candle is above EMA 200 Rules for exit: We exit when we either find a reverse condition than the entry one, or based on stop loss/take profit that are calculated on % movements of the price. If you have any questions, let me know !
Стратегия Pine Script®
от exlux
26
[VJ]Phoenix Force of PSAR +MACD +RSIThis is a simple intraday strategy for working on Stocks or commodities based out on PSAR, MACD , RSI and chop index . You can modify the start time and end time based on your timezones. Session value should be from market start to the time you want to square-off Important: The end time should be at least 2 minutes before the intraday square-off time set by your broker Comment below if you get good returns Strategy: Entry Exits using PSAR and momentum and trend using MACD and RSI. A chop index is used as filtering Indicators used : Parabolic SAR is a technical indicator that is used to determine the price direction of stocks and it also draws attention to the traders when the price is changing PSAR helps you: Identify when a certain price trend is going to change direction Indicate the most effective level at which to enter into the trade Indicate the most effective exit point for the trade Moving average convergence divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security's price. ... Traders may buy the security when the MACD crosses above its signal line and sell—or short—the security when the MACD crosses below the signal line RSI is intended to chart the current and historical strength or weakness of a stock or market based on the closing prices of a recent trading period. Buying/Selling When trading with the parabolic SAR, you would buy a market when the dots move below the current asset price and are green in colour. Alternatively, you would sell a market when the dots move above the current asset price and are red in colour. We use MACD , RSI to ensure that a right trade is picked when PSAR gives an indication. CI is used to stay away from the range bound market as much as possible. Usage & Best setting : Choose a good volatile stock and a time frame - 5m. MA length : 200 RSI threshold : 50 MACD: 12,26,9 There is stop loss and take profit that can be used to optimise your trade The template also includes daily square off based on your time.
Стратегия Pine Script®
от vikris
ROC_PA_Strategy (A3Sh)Hi there, An experiment with rate of price change in combination with price averaging. The strategy is inspired by Price Change Scalping Strategy developed by Prosum Solutions and Scalping Dips On Trend Strategy developed by Coinrule. Both strategies look at the percentage of price change to open orders. When the price drops beyond a specified percentage, a order entry threshold (yellow line) is setup. The order entry threshold is only active for a specified number of bars and will de-activate when not crossed within the specified number of bars. When the price drops further and crosses the entry threshold with a minimum of a specified percentage, a long position is entered. The same reverse logic (white line) used to close the long position. I first ran the strategy without stop loss and take profit and that worked very well in a bullish market. I later added stop loss and take profit and that seems to work better in a side ways or bearisch market. There are a lot of tweaking possibilities in the settings. In the settings you can specify the percentage of portfolio to use for each trade to spread the risk and for each order a trading fee of 0.075% is calculated.
Стратегия Pine Script®
от A3Sh
10
Strategy TemplateTrying to include few basic things which is needed for strategy which can be used as template. Few important components Strategy parameters Few important parameters include - initial_capital, default_qty_type, default_qty_value, commission_type, pyramiding and commission_value. All my strategies will have similar settings with initial captial set to 20000 to 100000. 100% of equity per trade with no pyramiding (set to 1) and minimal commission. margin_long and margin_short can be used for leveraged trading. But, since we are not using pyramiding, it will make no effect. Trade Limiting parameters Two types of limiting is available in the scripts Limiting trading direction : this is done through method strategy.risk.allow_entry_in and input parameter tradeDirection Limiting trades to particular time window : This is achieved through adding start time and end time parameters of type input.time and check whether time is within this window Custom Methods customized security method to get higher timeframe data customized moving average method to get moving average of any type Custom Parameters Moving average Type option list which I use quite often. Any strategy where there is need to use moving average, I try to scan through different moving average types and lengths to see which one is more appropriate for the given strategy. Hence, keeping this parameter in template to make it readily available when I start with new strategy waitForCloseBeforeExit - this is used if trailing stop need to activated as soon as price hits the stop or only on close price. This is again something I switch quite often based on strategy. Hence, keeping this as part of the template. Entry and Exit statements for long and short These statements from line (57 to 62) can remain as is even with new strategy. Only thing to be set are variables - buyCondition, sellCondition, closeBuyCondition and closeSellCondition Last but not the least In pinescript, a long and short position cannot coexist in a strategy at any point of time. Any short positions created will automatically stop long positions and vice versa. Hence, it is important make short and long trades mutually exclusive. In this example, I have used 200 weekly moving average as trend bias. No short positions are taken when price is trading above 200 weekly moving average low/close and no long positions are taken when price is less than 200 weekly moving average high/close. Any rule built on top of this (In this case a simple supertrend rules) ensures that there are no conflicting signals and hence avoids confusing trades on the stratgy.
Стратегия Pine Script®
от Trendoscope
MACandles-LinearRegression-StrategyThis is combination of multiple indicators and strategies. Mainly useful for indexes and to time the entry and exits of indexes. No stoploss used - makes it less desirable for leveraged trades or trading individual stocks. Let us rewind and look back at some of the indicators/strategies published earlier. 1. Moving Average Candles - this is one of my favourite tool for general trend filtering. Applying supertrend on moving average candles is one of the easiest ways to find reversal in trending market without exiting positions too early. Few scripts published on this basis are: MA Candles Supertrend MA Candles Supertrend Strategy 2. VixFix and Linear Regression - this itself is combination of two indicators. Williams-Vix-Fix-Finds-Market-Bottoms - by @ChrisMoody Squeeze-Momentum-Indicator - by @LazyBear I have combined these two indicators to derive VIX-Fix linear regression to find absolute market bottoms. More description here: VixFixLinReg-Strategy VixFixLinReg-Indicator Now, in this strategy, we combine all these together. Derive moving average candles Derive momentum of moving average candles Derive Linear regression on momentum Optionally, also calculate VIX Fix and Linear regression on VixFix momentum To find market bottom: There are two options 1. Use when momentum of MA candles hit bottom (red) and slowly turn up (orange). In aggressiveLong mode, signals are also generated when momentum starts going positive from negative. 2. Use Vix Fix linear regression of MA candles as described in the original script of VixFixLinReg-Strategy To find market top Here only Ma candles momentum decreasing is used as signal. If looking for longTrades , exit signal is generated only when momentum is turning negative extreme(orange). Or else, exit signal is generated when momentum has turned neutral. At this stage, it is very much experimental - use it with caution :)
Стратегия Pine Script®
от Trendoscope
10
Crypto RSI with RVI StrategyThis is a long only strategy adapted for crypto market. Its idea is to take the most juice out of a long trend and cut the losses as soon as possible. For this , its components are RSI with a very big length - 100 or 200 preferably and RVI. Rules for entry If RVI is in the buy zone and we have a crossover from RSI with the overbought level. Rules for exit With change condition : If RVI is in the sell zone and we have a cross under from RSI with the oversold level. With stop loss : we have a SL based on movement in % of the price, recommendable between 5-10%. If you have any questions let me know !
Стратегия Pine Script®
от exlux
2
Forex bot full strategy with risk managementThis is a full strategy designed for forex major pairs, specially EUR/USD using 1h time frame chart. Its components are 200 EMA MACD OBV PSAR RIsk management with tp and sl movements Rules for entry For long = Previous histogram from MACD was below 0 and current one is above 0. CLose of a candle is above EMA 200 , OBV oscillator is negative and we have an uptrend from PSAR For short = Previous histogram from MACD was above 0 and current one is below 0. CLose of a candle is below EMA 200 , OBV oscillator is positive and we have an downtrend from PSAR Rules for exit For tp and sl values we calculate the distance from the close of candle until the psar values. If you have any questions, let me know !
Стратегия Pine Script®
от exlux
1
HYE Combo Market [Strategy] (Vwap Mean Reversion + Trend Hunter)In this strategy, I used a combination of trend hunter and vwap mean reversion strategies that I published before. Trend Hunter Strategy: Mean Reversion Vwap Strategy: The results are quite impressive, especially for bitcoin. While the hodl return for bitcoin was 13419%, the strategy's return in the same period was about 5 times (65000%) of this. s3.tradingview.com In this combo strategy, I made some changes to the original settings of the strategies used together and added some more new features. Trend Hunter Strategy Settings: (Original / Combo) - Slow Tenkansen Period : 9 / 9 - Slow Kijunsen Period : 26 / 13 - Fast Tenkansen Period : 5 / 3 - Fast Kijunsen Period : 13 / 7 - BB Length : 20 / 20 - BB Stdev : 2 / 2 - TSV Length : 13 / 20 - TSV Ema Length : 7 / 7 * I also added a "vidya moving average" to be used as a confirmation tool to open a long position. (Candle close must be above the vidya line.) Vwap Mean Reversion Strategy Settings: (Original / Combo) - Small Vwap : 2 / 8 - Big Vwap : 5 / 10 - Percent Below to Buy : 3 / 2 - RSI Period : 2 / 2 - RSI Ema Period : 5 / 5 - Maximum RSI Level for Buy : 30 * I also added a "mean vwap line" to be used for exits in this part of the strategy. In the original version, when small vwap crossovers big vwap, we close the position, but in this strategy we will wait for the close above the mean vwap. TIPS AND WARNINGS 1-) The standard settings of this combo strategy is designed and tested with daily timeframe. For lower timeframes, you should change the strategy settings and find the best value for yourself. 2-) Only the mean vwap line is displayed on the graph. For a detailed view, you can delete the "//" marks from the plot codes in the strategy code. 3-) This is a strategy for educational and experimental purposes. It cannot be considered as investment advice. You should be careful and make your own risk assessment when opening real market trades using this strategy. ________________________________________________________ Bu stratejide, daha önce yayınladığım trend avcısı ve vwap ortalamaya geri dönüş stratejilerinin bir kombinasyonunu kullandım. Sonuçlar özellikle bitcoin için oldukça etkileyici. Bitcoin için hodl getirisi %13419 iken, stratejinin aynı dönemdeki getirisi bunun yaklaşık 5 katı (%65000) idi. Bu kombo stratejide, birlikte kullanılan stratejilerin orijinal ayarlarında bazı değişiklikler yaptım ve bazı yeni özellikler ekledim. Trend Avcısı Strateji Ayarları: (Orijinal / Combo) - Yavaş Tenkansen Periyodu : 9 / 9 - Yavaş Kijunsen Periyodu : 26 / 13 - Hızlı Tenkansen Periyodu : 5 / 3 - Hızlı Kijunsen Periyodu : 13 / 7 - BB Uzunluğu : 20 / 20 - BB Standart Sapması : 2 / 2 - TSV Uzunluğu : 13 / 20 - TSV Ema Uzunluğu : 7 / 7 * Ayrıca long pozisyon açmak için onay aracı olarak kullanılmak üzere "vidya hareketli ortalama" ekledim. (Mum kapanışı vidya çizgisinin üzerinde olmalıdır.) Vwap Ortalamaya Dönüş Stratejisi Ayarları: (Orijinal / Combo) - Küçük Vwap : 2 / 8 - Büyük Vwap : 5 / 10 - Alış İçin Gerekli Fark Oranı : 3 / 2 - RSI Periyodu : 2 / 2 - RSI Ema Periyodu: 5 / 5 - Alış için gerekli maksimum RSI seviyesi : 30 * Stratejinin bu bölümünde pozisyondan çıkışlar için kullanılacak bir "ortalama vwap çizgisi" de ekledim. Orijinal versiyonda, küçük vwap, büyük vwap'ı yukarı kestiğinde pozisyonu kapatıyoruz, ancak bu stratejide, ortalama vwap'ın üzerindeki kapanışı bekleyeceğiz. İPUÇLARI VE UYARILAR 1-) Bu birleşik stratejinin standart ayarları, günlük zaman dilimi ile tasarlanmış ve test edilmiştir. Daha düşük zaman dilimleri için strateji ayarlarını değiştirmeli ve kendiniz için en iyi değeri bulmalısınız. 2-) Grafikte sadece ortalama vwap çizgisi görüntülenir. Ayrıntılı bir görünüm için strateji kodundaki "plot" ile başlayan satırlarda grafikte görünmesini istediğiniz özelliğin önündeki "//" işaretlerini silebilirsiniz. 3-) Eğitim ve deneysel amaçlı bir stratejidir. Yatırım tavsiyesi olarak değerlendirilemez. Bu stratejiyi kullanarak gerçek piyasa işlem açarken dikkatli olmalı ve kendi risk değerlendirmenizi yapmalısınız.
Стратегия Pine Script®
от HYE0619
Combo Backtest 123 Reversal & Statistical 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 This indicator used to calculate the statistical volatility, sometime called historical volatility, based on the Extreme Value Method. Please use this link to get more information about Volatility. WARNING: - For purpose educate only - This script to change bars colors.
Стратегия Pine Script®
от HPotter
11
HYE Trend Hunter [Strategy]*** Stratejinin Türkçe ve İngilizce açıklaması aşağıya eklenmiştir. HYE Trend Hunter In this strategy, two of the most basic data (price and volume) necessary for detecting trends as early as possible and entering the trade on time are used. In this context, the approaches of some classical and new generation indicators using price and volume have been taken into account. The strategy is prepared to generate buy signals only. The following steps were followed to generate the buy and exit signals. 1-) First of all, the two most basic data of the strategy, “slow leading line” and “fast leading line” need to be calculated. For this, we use the formula of the “senkou span A” line of the indicator known as the Ichimoku Cloud. We also need to calculate lines known as tenkan sen and kijun sen in ichimoku because they are used in the calculation of this formula. The high and low values of the candles are taken into account when calculating the Tenkansen, Kijunsen and Senkou Span A lines in the Ichimoku cloud. In this strategy, the highest and lowest values of the periodic VWAP are taken into account when calculating the "slow leading line" and "fast leading line". (The periodic vwap formula was coded and made available by @neolao on tradingviev). Also, in the ichimoku cloud, while the Senkou Span A line is plotted 26 periods into the future, we consider the values of the fast and slow leading lines in the last candle in this strategy. ORIGINAL ICHIMOKU SPAN A FORMULA Tenkansen = (Highest high of the last 9 candles + Lowest low of the last 9 candles) / 2 Kijunsen = (Highest high of the last 26 candles + Lowest low of the last 26 candles) / 2 Senkou Span A = Tenkansen + Kijunsen / 2 HYE TREND HUNTER SPAN A FORMULA* Tenkansen = (Highest VWAP of the last 9 candles + Lowest VWAP of the last 9 candles) / 2 Kijunsen = (Highest VWAP of the last 26 candles + Lowest VWAP of the last 26 candles) / 2 Senkou Span A = Tenkansen + Kijunsen / 2 * We use the original ichimoku values 9 and 26 for the slow line, and 5 and 13 for the fast line. These settings can be changed from the strategy settings. 2-) At this stage, we have 2 lines that we obtained by using the formula of the ichimoku cloud, one of the most classical trend indicators, and by including the volume-weighted average price. a-) Fast Leading Line (5-13) b-) Slow Leading Line (9-26) For the calculation we will do soon, we get a new value by taking the average of these two lines. Using this value, which is the average of the fast and slow leading lines, we plot the Bollinger Bands indicator, which is known as one of the most classic volatility indicators of technical analysis. Thus, we are trying to understand whether there is a volatility change in the market, which may mean the presence of a trend start. We will use this data in the calculation of buy-sell signals. In the classical Bollinger Bands calculation, the standard deviation is calculated by applying a multiplier at the rate determined by the user (2 is used in the original settings) to the moving average calculated with the “closing price”, and this value is added or subtracted from the moving average and upper band and lower band lines are drawn. In the HYE Trend Hunter Strategy, instead of the moving average calculated with the closing price in the Bollinger Band calculation, we consider the average of the fast and slow leading lines calculated in the 1st step and draw the Bollinger upper and lower bands accordingly. We use the values of 2 and 20 as the standard deviation and period, as in the original settings. These settings can also be changed from the strategy settings. 3-) At this stage, we have fast and slow leading lines trying to understand the trend direction using VWAP, and Bollinger lower and upper bands calculated by the average of these lines. In this step, we will use another tool that will help us understand whether the invested market (forex, crypto, stocks) is gaining momentum in volume. The Time Segmented Volume indicator was created by the Worden Brothers Inc. and coded by @liw0 and @vitelot on tradingview. The TSV indicator segments the price and volume of an investment instrument according to certain time periods and makes calculations on comparing these price and volume data to reveal the buying and selling periods. To trade in the buy direction on the HYE Trend Hunter Strategy, we look for the TSV indicator to be above 0 and above its exponential moving average value. TSV period and exponential moving average period settings (13 and 7) can also be changed in the strategy settings. BUY SIGNAL 1-) Fast Leading Line value should be higher than the Fast Leading Line value in the previous candle. 2-) Slow Leading Line value should be higher than the Slow Leading Line value in the previous candle. 3-) Candle Closing value must be higher than the Upper Bollinger Band. 4-) TSV value must be greater than 0. 5-) TSV value must be greater than TSVEMA value. EXIT SIGNAL 1-) Fast Leading Line value should be lower than the Fast Leading Line value in the previous candle. 2-) Slow Leading Line value should be lower than the Slow Leading Line value in the previous candle. TIPS AND WARNINGS 1-) The standard settings of the strategy work better in higher timeframes (4-hour, daily, etc.). For lower timeframes, you should change the strategy settings and find the best value for yourself. 2-) All lines (fast and slow leading lines and Bollinger bands) except TSV are displayed on the strategy. For a simpler view, you can hide these lines in the strategy settings. 3-) You can see the color changes of the fast and slow leading lines as well as you can specify a single color for these lines in the strategy settings. 4-) It is an strategy for educational and experimental purposes. It cannot be considered as investment advice. You should be careful and make your own risk assessment when opening real market trades using this strategy. _______________________________________________ HYE Trend Avcısı Bu stratejide, trendlerin olabildiğince erken tespit edilebilmesi ve zamanında işleme girilebilmesi için gerekli olan en temel iki veriden (fiyat ve hacim) yararlanılmaktadır. Bu kapsamda, fiyat ve hacim kullanan bazı klasik ve yeni nesil indikatörlerin yaklaşımları dikkate alınmıştır. Strateji yalnızca alış yönlü sinyaller üretecek şekilde hazırlanmıştır. Alış ve çıkış sinyallerinin üretilmesi için aşağıdaki adımlar izlenmiştir. 1-) Öncelikle, stratejinin en temel iki verisi olan “yavaş öncü çizgi” ve “hızlı öncü çizgi” hesaplamasının yapılması gerekiyor. Bunun için de Ichimoku Bulutu olarak bilinen indikatörün “senkou span A” çizgisinin formülünü kullanıyoruz. Bu formülün hesaplamasında kullanılmaları nedeniyle ichimoku’da tenkan sen ve kijun sen olarak bilinen çizgileri de hesaplamamız gerekiyor. Ichimoku bulutunda Tenkansen, Kijunsen ve Senkou Span A çizgileri hesaplanırken mumların yüksek ve düşük değerleri dikkate alınıyor. Bu stratejide ise “yavaş öncü çizgi” ve “hızlı öncü çizgi” hesaplanırken periyodik VWAP’ın en yüksek ve en düşük değerleri dikkate alınıyor. (Periyodik vwap formülü, tradingviev’de @neolao tarafından kodlanmış ve kullanıma açılmış). Ayrıca, ichimoku bulutunda Senkou Span A çizgisi geleceğe yönelik çizilirken (26 mum ileriye dönük) biz bu stratejide öncü çizgilerin son mumdaki değerlerini dikkate alıyoruz. ORJİNAL ICHIMOKU SPAN A FORMÜLÜ Tenkansen = (Son 9 mumun en yüksek değeri + Son 9 mumun en düşük değeri) / 2 Kijunsen = (Son 26 mumun en yüksek değeri + Son 26 mumun en düşük değeri) / 2 Senkou Span A = Tenkansen + Kijunsen / 2 HYE TREND HUNTER SPAN A FORMÜLÜ* Tenkansen = (Son 9 mumun en yüksek VWAP değeri + Son 9 mumun en düşük VWAP değeri) / 2 Kijunsen = (Son 26 mumun en yüksek VWAP değeri + Son 26 mumun en düşük VWAP değeri) / 2 Senkou Span A = Tenkansen + Kijunsen / 2 * Yavaş çizgi için orijinal ichimoku değerleri olan 9 ve 26’yı kullanırken, hızlı çizgi için 5 ve 13’ü kullanıyoruz. Bu ayarlar, strateji ayarlarından değiştirilebiliyor. 2-) Bu aşamada, elimizde en klasik trend indikatörlerinden birisi olan ichimoku bulutunun formülünden faydalanarak, işin içinde hacim ağırlıklı ortalama fiyatı da sokmak suretiyle elde ettiğimiz 2 çizgimiz var. a-) Hızlı Öncü Çizgi (5-13) b-) Yavaş Öncü Çizgi (9-26) Birazdan yapacağımız hesaplama için bu iki çizginin de ortalamasını alarak yeni bir değer elde ediyoruz. Hızlı ve yavaş öncü çizgilerin ortalaması olan bu değeri kullanarak, teknik analizin en klasik volatilite indikatörlerinden birisi olarak bilinen Bollinger Bantları indikatörünü çizdiriyoruz. Böylelikle piyasada bir trend başlangıcının varlığı anlamına gelebilecek volatilite değişikliği var mı yok mu anlamaya çalışıyoruz. Bu veriyi al-sat sinyallerinin hesaplamasında kullanacağız. Klasik Bollinger Bantları hesaplamasında, “kapanış fiyatıyla” hesaplanan hareketli ortalamaya, kullanıcı olarak belirlenen oranda (orijinal ayarlarında 2 kullanılır) bir çarpan uygulanarak standart sapma hesaplanıyor ve bu değer hareketli ortalamaya eklenip çıkartılarak üst bant ve alt bant çizgileri çiziliyor. HYE Trend Avcısı stratejisinde, Bollinger Bandı hesaplamasında kapanış fiyatıyla hesaplanan hareketli ortalama yerine, 1. adımda hesapladığımız hızlı ve yavaş öncü çizgilerin ortalamasını dikkate alıyoruz ve buna göre bollinger üst ve alt bantlarını çizdiriyoruz. Standart sapma ve periyot olarak yine orijinal ayarlarında olduğu gibi 2 ve 20 değerlerini kullanıyoruz. Bu ayarlar da strateji ayarlarından değiştirilebiliyor. 3-) Bu aşamada, elimizde VWAP kullanarak trend yönünü anlamaya çalışan hızlı ve yavaş öncü çizgilerimiz ile bu çizgilerin ortalaması ile hesaplanan bollinger alt ve üst bantlarımız var. Bu adımda, yatırım yapılan piyasanın (forex, kripto, hisse senedi) hacimsel olarak ivme kazanıp kazanmadığını anlamamıza yarayacak bir araç daha kullanacağız. Time Segmented Volume indikatörü, Worden Kardeşler şirketi tarafından oluşturulmuş ve tradingview’de @liw0 ve @vitelot tarafından kodlanarak kullanıma açılmış. TSV indikatörü, bir yatırım aracının fiyatını ve hacmini belirli zaman aralıklarına göre bölümlere ayırarak, bu fiyat ve hacim verilerini, alış ve satış dönemlerini ortaya çıkarmak için karşılaştırmak üzerine hesaplamalar yapar. HYE Trend Avcısı stratejisinde alış yönünde işlem yapmak için, TSV indikatörünün 0’ın üzerinde olmasını ve kendi üstel hareketli ortalama değerinin üzerinde olmasını arıyoruz. TSV periyodu ve üstel hareketli ortalama periyodu ayarları da (13 ve 7) strateji ayarlarından değiştirilebiliyor. ALIŞ SİNYALİ 1-) Hızlı Öncü Çizgi değeri bir önceki mumdaki Hızlı Öncü Çizgi değerinden yüksek olmalı. 2-) Yavaş Öncü Çizgi değeri bir önceki mumdaki Yavaş Öncü Çizgi değerinden yüksek olmalı. 3-) Kapanış Değeri, Üst Bollinger Bandı değerinden yüksek olmalı. 4-) TSV değeri 0’dan büyük olmalı. 5-) TSV değeri TSVEMA değerinden büyük olmalı. ÇIKIŞ SİNYALİ 1-) Hızlı Öncü Çizgi değeri bir önceki mumdaki Hızlı Öncü Çizgi değerinden düşük olmalı. 2-) Yavaş Öncü Çizgi değeri bir önceki mumdaki Yavaş Öncü Çizgi değerinden düşük olmalı. İPUÇLARI VE UYARILAR 1-) Stratejinin standart ayarları, yüksek zaman dilimlerinde (4 saatlik, günlük vs.) daha iyi çalışıyor. Düşük zaman dilimleri için strateji ayarlarını değiştirmeli ve kendiniz için en iyi değeri bulmalısınız. 2-) Stratejide tüm çizgiler (hızlı ve yavaş öncü çizgiler ile bollinger bantları) -TSV dışında- açık olarak gelmektedir. Daha sade bir görüntü için bu çizgilerin görünürlüğünü strateji ayarlarından gizleyebilirsiniz. 3-) Hızlı ve yavaş öncü çizgilerin renk değişimlerini görebileceğiniz gibi bu çizgiler için tek bir renk olarak da strateji ayarlarında belirleme yapabilirsiniz. 4-) Eğitim ve deneysel amaçlı bir stratejidir. Yatırım tavsiyesi olarak değerlendirilemez. Bu stratejiyi kullanarak gerçek piyasa işlem açarken dikkatli olmalı ve kendi risk değerlendirmenizi yapmalısınız.
Стратегия Pine Script®
от HYE0619
3