Cyatophilum Strategy Builder

2021년 3월 13일

An indicator to create strategies, backtest and setup alerts.
The user can choose one or multiple TA entry conditions, if more than one the conditions are combined with a logical AND.
The entries will open up a trade, which is then handled by a risk management system including Trailing Stop, Take Profit and up to 100 Safety Orders.
This indicator can be used to backtest 3commas DCA bots who are using TA presets, RSI or ULT.
Its main goal is to create strategies by combining indicators.

Let's dive into the details of what's included:

Entry Condition: MACD

Triggers an entry when macd crosses with the signal line.
Configure the fast, slow length, signal smoothing and timeframe to trigger the condition.

Entry Condition: RSI

Triggers an entry when the RSI is higher or lower than the long/short threshold.
Configure the length, timeframe, long and short threshold to trigger the condition.

Entry Condition: ULT (Ultimate Oscillator)

Triggers an entry when the ULT is higher or lower than the long/short threshold.
Configure the 3 lengths, timeframe, long and short threshold to trigger the condition.

Entry Condition: Bollinger Bands

Triggers an entry when the price is above the upper band for long and below the lower band for short.
Configure the length, standard deviation and timeframe to trigger the condition.

Entry Condition: MFI (Money Flow Index)

Similar to RSI, it triggers an entry when the MFI is higher or lower than the long/short threshold.
Configure the length, timeframe, long and short threshold to trigger the condition.

Entry Condition: CCI (Commodity Channel Index)

Another oscillator that triggers an entry when its value is higher or lower than the long/short threshold.
Configure the length, timeframe, long and short threshold to trigger the condition.

Trend Filters
Use one or two trendlines to filter your trades: go only long/short when the trendline is bullish/bearish.
Choose between the several trendlines: ema, sma, wma, hull ma, kama, alma, rma, swma, vwma, Tilson T3, and the unique Adaptive T3 and Adaptive Hull MA.
If this is not enough, you can use the external trendline feature to plug in any other indicator for your trendline.
The second trendline can be MTF and come from another symbol if needed.

Combining Indicators
Most of the time we will not be using a single indicator at a time, but instead, combine them in order to get stronger entries.
The entry conditions are combined using a AND logical gate, meaning all conditions must be true for the entry to trigger.

Here is an example using a combination of 2 indicators: Bollinger Bands and RSI.

We can see less entries are being triggered on the bottom chart than on the top chart because the bottom chart is combining the 2 indicators while the top chart is only using Bollinger Bands.

You can combine up to all 6 indicators if you want, but keep in mind that combining too many may lead to triggering no entry at all.

Risk Management and Trade system
The indicator will not trigger more than one long or short entry in a row.
To start a new trade, the indicator will wait for either take profit, stop loss or an opposite entry if no SL and TP is set.

Stop Loss and Take Profit

Configure your stop loss and take profit for long and short trades.
You can also make a trailing stoploss and a trailing take profit.

Safety Orders

Just like 3commas bots, you can create a strategy with up to 100 safety orders.
Configure their placement and order size using the price deviation, step scale, take profit type (from base order or total volume), and volume scale settings.
Note: only the 20 first safety order steps or so will be plotted due to graphic limiations. The steps after that still trigger alerts and backtest results.


Creating Alerts
The indicator is using the newest alert system:
1. Write your alert messages in the indicator settings (alert section at the bottom)
2. Click "Create Alert" as usual, but choose "alert() function calls only"


Data Window
Since the indicator is applied on top of the price chart, the oscillator indicators cannot be plotted. You can always add them on another pane but if you want to just see their values, you can use the Data Window to see the value of each oscillator on each bar.

Backtest settings
Used to get the results below:
Initial Capital: 100 000$
Base Order Size: 0.1 contract (BTC)
Safety Order Size: 0.1 contract (BTC)
Commission: 0.1%
Slippage: 100 ticks
pyramiding: 6
The indicator settings are plotted in the main chart panel.

2021년 3월 21일

릴리즈 노트

Inputs:
- Added a checkbox for each alert. Uncheck if you don't want the alert to trigger.
- Added tooltips

Configuration panel:
- Added open trades number

2021년 4월 6일

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"Recalculate: On every Tick" set to true by default. Required for Once Per Bar alerts.

2021년 4월 8일

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Added MTF ADX Filter

2021년 5월 9일

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Improved Trailing Take Profit behavior. Sometimes it would exit too early.

2021년 5월 9일

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BugFix DCA volume scale: the scaling now starts at 2nd DCA

2021년 5월 9일

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It is now possible to retrieve the DCA order size in the alert message.
In your DCA long or short alert message, writing {order_size} will be replaced by the DCA order size.

Example:
"Order size is {order_size} contracts"
will be replaced by:
"Order size is 5 contracts"
Given the current safety order size is 5.

2021년 5월 24일

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Added Exit Timer feature.

2021년 5월 26일

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DCA / Safety Orders
Both base and safety order size no longer is in contracts but in either fixed currency amount or % of Equity.

2021년 6월 20일

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Added a secondary Take Profit option & alert
- Configure your 2nd target in % (should be bigger than the 1rst)
- Configure the % quantity to exit on the 1rst Take Profit, between 0 and 100. The remaining % will be exit on the 2nd TP.

-> A useful feature to improve your strategies risk management!

Added new Backtest Results panel
You can disable it by going in the style tab -> tables, or by clicking the indicator setting "Backtest Results Table".
You can also change its size if you want to make it bigger or smaller.

2021년 9월 2일

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Added an option to show the backtest table in replay mode.

2021년 10월 21일

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Added 2 filters features:
- Supertrend
- Chaikin Money Flow

2021년 10월 21일

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Added an option for the MACD entry
"Require Macd > 0 for long, < 0 for short"

2021년 11월 5일

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Fixed a bug when using "reverse order on stoploss" option and DCA not calculating.
Added a "Contracts" option for safety orders' size. Useful for stock and futures.
Safety orders now properly get placed when using "once per bar" option.

2021년 11월 11일

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Converted to pine V5
Added information in the backtest panel: required initial capital, amount of SO used, max days in a deal.

2021년 11월 15일

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Bug fixes: dca not closing on take profit

2022년 1월 31일

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Fix supertrend bg transparency

2022년 2월 2일

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Added an option to make the backtest start date also impact trades (and not only the backtest results).

2022년 2월 2일

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Backtest result behavior improvement: DCA take profits now close intra bar when using take profit type = "once per bar".
Added a source option to the RSI feature.

2022년 2월 3일

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Smalls fixes to yesterday's update

2022년 2월 28일

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bugfixes: once per bar backtest short take profit order

2022년 3월 4일

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Updated backtest panel "required inital capital" when using DCA. Now shows base and quote currency amount.

2022년 3월 7일

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Fix typo in alert group inputs

2022년 4월 6일

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When converting to pine v5, the style tab got altered. This update brings back the color and background customisation.

2022년 4월 6일

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2022년 4월 28일

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Added new TA presets to allow for 3commas DCA bots backtesting:

• BB%
  
• TA Presets BB, MFI, CCI, MACD, Parabolic SAR, SMA crosses and Heikin Ashi 1-3-5 candles
  

Updated RSI conditions
Updated config panel
Reversal strategy option moved to the "advanced settings" section

2022년 5월 12일

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Added "Both" as strategy direction

2022년 6월 2일

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Added "timeframe" setting the SuperTrend filter

2022년 6월 3일

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Added multiple RSI entries conditions with multiple timeframes.

2022년 7월 6일

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Added placeholders for long and short alerts:
{TP},{price},{TP2},{SL}

2022년 8월 12일

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Alert text inputs are bigger and now allows line returns!

2022년 9월 23일

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Updated Trend Line Filters
- Code refactoring, the script should load a bit faster
- Added 'SMMA', 'VIDYA', 'FRAMA' and 'DEMA' trend lines

1월 15일

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Updated inputs
Added multiple take profit options (you can now use any amount of profit targets)
Added stop loss options, trailing stop
Updated core, faster loading time
Updated graphics and backtest panel

1월 15일

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Backtest panel dca stats fix

1월 15일

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Added ATR inputs settings for stop loss