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PpSignal01
2020년 7월 5일 오후 8시 49분

PpSignal Algorithmic trading system  

Bitcoin / DollarBitfinex

설명

this strategy uses
1) trend
2) volatility
3) volume

Also, you can find in additional tools, rsi wilders on the chart and its standard deviation.
CFB composite fractal behavior and smoothed atr.
Candle converter MTF.

The strategy uses these four indicators to generate inputs and outputs.

Basically buy when cfb, rsi and atr go in the same direction upwards and the movement is accompanied by a rising volume (cfb green color and rsi Aqua ATR).
Idem in reverse for sell, when cfb, atra and rsi are giving a sell signal (Red color) and the volume is descending.

It is important that you also use other trading systems that you consider convenient. Support and resistance and also fibonacci levels all help to better trading.
Not all assets have or use the same configuration, for this, you must find the appropriate parameters with the variables, long length, short length, source, and period.
for example for btcusd the optimal parameters for me are:

long length = 2
short length = 2
signal length = 2
source = ohlc4
period = 9

It also has a take profit and stops loss tool in percentage.
remember to use parameters according to your tolerance as a trader or investor.

enjoy it

PD: you can write to me privately I have many optimizations and settings already done

este estrategia usa
1) trend
2)volatilidad
3)volumen

Tambien usted podrá encontrar en herramientas adicionales, rsi wilder on the chart y su desviación estándar.
CFB composite fractal behavior y atr suavizado.
Candle converter MTF.

La estrategia usa estos cuatro indicadores para generar entradas y salidas.

Básicamente buy cuándo cfb, rsi y atr van en la misma dirección hacia arriba y el movimiento está acompañado por un volumen ascendente (color verde cfb y rsi Aqua ATR).
Idem a la inversa para el sell, cuando cfb, atra y rsi están dando señal de venta (color Rojo) y el volumen es descendente.

Es importante que también use otros sistemas de trading que usted crea conveniente. Soporte y resistencia y también niveles fibonacci todo ayuda a un mejor trading.
No todos los activos tienen o usan la misma configuración para esto usted deberá encontrar los parámetros adecuado con las variables, long length, short length, source y period.
por ejemplo para btcusd los parámetros óptimos para mi son:

long length = 2
short length = 2
signal length = 2
source = ohlc4
period = 9

También posee una herramienta de take profit y stop lose en porcentaje.
recuerde usar parámetros acorde a su tolerancia como trader o inversor.

disfrutelo

릴리즈 노트

we change internally calculation

릴리즈 노트

we added tp sell

릴리즈 노트

We changed internal calculation for open-close bar.

릴리즈 노트

We added sl sell and tp sell

릴리즈 노트

We added alarm

Parameter for btcusd 4h

Long Short: 59
Signal: 50
Source: open
Period: 21
SLBuy %: 20
TP Buy%: 10
TP sell %: 20
SL Sell%: 1

릴리즈 노트

We added Laguerre filter move average

릴리즈 노트

we added the long or sell the option if you want pick up only long or buy signal chose to GO LONG if you want only sell signal chose to GO SHORT

릴리즈 노트

We have added the option that the robot gives us a signal if we only want to buy or sell or both.

릴리즈 노트

We added impulse wave Elliot filter

릴리즈 노트

We added more money management toolbox, trailing stop trailing step and time, year and date backtest

릴리즈 노트

we changed trailing stop calculation

릴리즈 노트

so for at the request of Argentine investors, we have left the default configuration in the Argentine ggal stock, it is important that you use the system within 3H.
For other assets, you must optimize the system according to the following combination of variables.
TIME FRAME SL BUY TP BUY T.S. BUY T.S.S BUY TP SELL SL SELL T.S. SELL T.S.S BUY LONG LENGTH SHORT LENGTH SIGNAL SOURCE PERIOD RSI LENGHT STD. OF RSI DEVIATION CMA LENGTH CMA MULT. TF CANDLE TYPE CANDLE

릴리즈 노트

We have removed the bbqz moving average and the trailing stops
the bbqz moving average made the system very slow instead we add the slope moving average that will give you better information.
the formula of the trailing stops is not working as expected.

Espanol
hemos removido el media móvil bbqz y los trailing stop
las media movil bbqz hacia que el sistema muy lento en su lugar adicionamos las media móvil slope que os dara mejor información.
la fórmula de los trailing stop no están funcionando como esperábamos.

릴리즈 노트

we fixed slope calc

릴리즈 노트

we changed comments in buy and sell signals.
hemos cambiado algunos mensaje internos de la señales compra y venta.

릴리즈 노트

we changed tp and sl calculation for BTCUSDTPERP

릴리즈 노트

we changed internal sl and to calculation

릴리즈 노트

we extend the validation period

릴리즈 노트

we extend the date of expire

릴리즈 노트

We did optimization backtest in GGAL use GGAL Byma only in 3h
코멘트
cabierman
No puedo creer que este script funcione tan bien en un mercado tan volátil. Desearía que hubiera una manera de automatizar. Buen trabajo!
longdt
it repain
Sepz2020
@longdt, ...t
agus_262
Hey @PpSignal01, awesome. Do you happen to have the source code opened somewhere? Cheers
PpSignal01
@agus_262, te you can do in my twitter I posted some set twitter.com/oaperuchena
gfbypxmgyd
Hello my friend, I love your scripts. I just want to make sure with regards to your PP signal algorithm strategy, can you check to make sure that the commission code structure and calculations are included in the code and is correct please. The reason why I ask this is because when I back test and I enter in different values for the Commission, it doesn't seem to change the percentage or the total values for the strategy. I would think that if i entered a 0.10 percent commission or a 0.05 percent commission, that it should change the total trade dollar amounts, correct? If you could please review and check the codes as soon as you have some available time please and correct the calculations that would be greatly appreciated. This way we can have more of an accurate testing analysis before testing on a live market. THANK YOU SIR!!

Thanks again for publishing great scripts and strategies. God bless!
saldungarayjoaquin
Hola Ale! Espero te encuentres bien. Me podrías dar acceso al script? Excelente desarrollo. Abrazo grande
OsMar21
Hello @PpSignal01 Do you have a good strategy for crypto?
leo_css
Hola, gracia por los aportes! Encontré un problema, no sé si es del algo o de tradingview: activé las alertas para que me lleguen al email y app, y ya vi un par de veces que recibo la alerta a un cierto día y hora, y en gráfico luego se grafican las señales en otro día distinto a un precio distinto. No hay en absoluto coincidencia. Un caso concreto, recibí al email una alerta de compra (estaba short previamente) el día 25, y cuando entro al gráfico el día 27 veo una señal de "close short" el 26 y una de "buy" el 27. Esto me resulta sumamente desconcertante, y me sucedió en varias oportunidades. Saludos!
PpSignal01
@leo_css, leo gracias por el back, la verdad es que no se lo que me comentas es un clásico repinte que se da por dos motivos, usar precios close, low y high, son precios variables y en este caso el sistema no usa esos precios, solo usa precios open o precio de apertura que es único en espacio y tiempo, chequea que el sistema no este usando estos precios los ves en las pestanas price o source. el otro motivo es que se esta usando un mtf superior esto tampoco usa el algoritmo usa el current time frame. He visto en estos dias en otro algoritmo que estoy desarrollando este problema de las alarmas quizás también es algo de tv...esperemos que no. De igual manera fíjate de que el algoritmo no este usando ningún precio close, high, low hl2 o holc4 que son los que repintan algo. Abrazo.... si el tema sigue déjamelo saber.
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