Cyatophilum Intraday Breakouts [BACKTEST]

2020년 2월 11일

Private indicator. Access can be unlocked by purchasing a subscription on my website which link is in my profile signature.

Here is the backtest version of the Triple Screen Strategy

Recap of the strategy:

The goal of this indicator is to be able to automate and backtest the strategy, all while staying on a single chart and without repainting.
Features:

• Market Tide MACD configuration
  
• Market Wave choice between 3 oscillator: Elder Force Index, Stochastic and William Percent Range
  
• Automated Long and Short entries alerts
  
• Integrated Trailing Stop Loss system fully configurable with automated exit alerts
  
• Integrated Trailing Take profit system fully configurable with automated exit alerts
  

Indicator samples







Backtest

Strategy time period can be choosen in the parameters of the indicator.
Be aware that the chart is limited to 10 000 candles of the current timeframe for the backtest calculation.
Default initial capital: 10 000$
Default order size: 100% of equity
Default commission fees: 0.1% per transaction
Backtest results below.

Alerts
Entry Long: Triggers on green long labels.
Take Profit Long: Triggers on the "TAKE PROFIT" green flag if the long target is reached.
Stop Loss Long: Triggers on the "STOP LOSS" or "TSSL" label if the stop loss line has been crossed.
Exit Long: Triggers on either of Take Profit Long or Stop loss long.

Entry Short: Triggers on red short labels.
Take Profit Short: Triggers on the "TAKE PROFIT" green flag if the short target is reached.
Stop Loss Short: Triggers on the "STOP LOSS" or "TSSL" label if the stop loss line has been crossed.
Exit Short: Triggers on either of Take Profit Short or Stop Loss Short.

You can get access to this indicator by purchasing a subscription using the link below.

Thanks for reading!

2020년 2월 13일

릴리즈 노트

Updated default settings for BTCUSD: 10m (best results)
+ small fixes to the SL/TP system

2020년 2월 13일

릴리즈 노트

Added info panel

2020년 2월 14일

릴리즈 노트

Graphic update!

2020년 2월 17일

릴리즈 노트

info panel update

2020년 2월 20일

릴리즈 노트

Added the option to turn on/off long or short trades

2020년 9월 19일

릴리즈 노트

Triple Screen strategy: colors updated so that your eyes won't bleed after 1 minute of using it.

NEW STRATEGY ADDED: Pivot Consolidation Breakouts

This strategy uses pivot points and a price consolidation condition to trigger its entries.



Settings:

• Pivot Points Timeframe : choose the resolution for the pivot points.
  For example, when set on 1D (1 day), the pivots will be the previous day's high and low. These pivots levels will be used for the breakout. They are represented by the upper and lower orange/blue lines.
  
• Consolidation Band Width: choose how much the price should be consolidated.
  The required consolidation is represented by the blue/orange colored band. The actual price consolidation is represented by the small cross dots line. The price is considered as consolidated when the cross dots line is inside the colored band. The color will then change to blue. Orange means the price hasn't consolidated enough.
  

NEW STRATEGY ADDED: Forex Sessions Breakouts

This strategies uses a user-defined data session to calculate a breakout zone, as well as a volume condition.
The data session will often be placed right before the most volatile market hours.



Settings:

• Data session : data session to calculate the breakout zone. Works like this: <Starting hour> - <Ending hour> and hours are formated "hhmm" so 0315 = 3am 15 minutes. The timezone used is the one of the exchange (chart). Make sure in your chart settings that the timezone is also set to "exchange".
  
• Volume Condition : Drop-down menu with "NONE", "SMALL", "STRONG" options.
  
• Limit trades to 1 per day : option that can be turned on/off.
  

BACKTEST SETTINGS
Backtest parameters used for this update.
Inital Capital: 10 000€
Order size: 5 000 € (this is to avoid compounding)
Commission: 0.1 € per order
Slippage: 2 ticks

Usually on forex a huge leverage is used to make up for the small price movements. However in this backtest none is used.

To replicate the indicator settings used in this snapshot, use the live chart info panel above.

You can get access to this indicator by purchasing a subscription using the link below.

2020년 9월 20일

릴리즈 노트

Forex Sessions Strategy: new option to exit trades at the end of the day or not.

2020년 9월 25일

릴리즈 노트

Update info panel: "enable long/short" setting was missing.

2020년 12월 7일

릴리즈 노트

In this update:

Bugfix: DCA system behavior

New:
- Strategy Alerts
How to use:
Write your alert messages for EXIT, LONG and SHORT orders in the settings (Backtest section).
Then click add alert, and in the placeholder, write the following:
{{strategy.order.alert_message}}

2021년 1월 27일

릴리즈 노트

"Forex Sessions" Strategy renamed to "Sessions breakouts" (yes, it's not only meant for Forex!)
"Sessions breakouts" Strategy behavior updated. The breakouts will now trigger earlier and more logicaly.
Improvements on MTF features when using a resolution that is the same as the chart. This should improve the overal results.

Configuration panel udpated: smaller and better placement.

Added new alert system!
To use it:
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"

That's all! You will receive alerts for every event.

2021년 1월 27일

릴리즈 노트

Added alert message for DCA.

2021년 2월 26일

릴리즈 노트

- Max number of safety orders increase to 100, but only the first 18 will be plotted due to graphic limitations.
- Trailing Take profit using "once per bar" behavior improved.
- Pivot strategy update to prevent the entry to trigger more than once during the session.

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 backtest period and open trades number

2021년 5월 3일

릴리즈 노트

Trailing Take Profit graphic update

2021년 5월 6일

릴리즈 노트

Recalculate On Every Tick set to true by default.
Added fix for the multiple buys issue that used to happen with the option.

2021년 5월 9일

릴리즈 노트

Improved Trailing Take Profit behavior. Sometimes it would exit too early.
A bug when a long and short entry could happen on the same bar has been fixed.

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 26일

릴리즈 노트

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 19일

릴리즈 노트

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 6월 19일

릴리즈 노트

update chart

2021년 6월 19일

릴리즈 노트

Added alerts for 2nd TPs

2021년 7월 15일

릴리즈 노트

Added {position_size} placeholders in the alert message to get the current order size in contracts.
Also, writing "\n" in alert messages now creates a newline.

2021년 8월 6일

릴리즈 노트

Added placeholders {price}, {SL}, {TP} and {TP2} for entry alert messages

2021년 8월 8일

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Removed 2 digits rounding to the alert placeholders.

2021년 11월 5일

릴리즈 노트

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

릴리즈 노트

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

릴리즈 노트

Bug fixes: dca not closing on take profit

2022년 8월 16일

릴리즈 노트

Added RSI/Stoch and ADX filter
Updated alert inputs fields

2023년 4월 12일

릴리즈 노트

Updated inputs, added stop loss types, added alert placeholders, added new filters, updated backtest panel, updated graphics.

2023년 9월 9일

릴리즈 노트

For the Triple Screen strategy, added the possibility to add any external oscillator for the market wave.

2023년 9월 17일

릴리즈 노트

Updated Stop loss, Take Profit and Alert Settings,
Code optimisation for faster loading times of the indicator,
Updated graphics.

2023년 9월 17일

릴리즈 노트

Fixed a bug with % equity order size.

2023년 9월 18일

릴리즈 노트

Small bug fix regarding exit trades at the end of day option

2024년 3월 24일

릴리즈 노트

Added Trend Filters and "Auto" mode to Take profit and Stop loss