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Stocktrading

AlgoBuilder [Trend-Following] | FractalystWhat's the strategy's purpose and functionality? This strategy is designed for both traders and investors looking to rely on and trade based on historical and backtested data using automation. The main goal is to build profitable trend-following strategies that outperform the underlying asset in terms of returns while minimizing drawdown. For example, as for a benchmark, if the S&P 500 (SPX) has achieved an estimated 10% annual return with a maximum drawdown of -57% over the past 20 years, using this strategy with different entry and exit techniques, users can potentially seek ways to achieve a higher Compound Annual Growth Rate (CAGR) while maintaining a lower maximum drawdown. Although the strategy can be applied to all markets and timeframes, it is most effective on stocks, indices, future markets, cryptocurrencies, and commodities and JPY currency pairs given their trending behaviors. In trending market conditions, the strategy employs a combination of moving averages and diverse entry models to identify and capitalize on upward market movements. It integrates market structure-based trailing stop-loss mechanisms across different timeframes and provides exit techniques, including percentage-based and risk-reward (RR) based take profit levels. Additionally, the strategy has also a feature that includes a built-in probability and sentiment function for traders who want to implement probabilities and market sentiment right into their trading strategies. Performance summary, weekly, and monthly tables enable quick visualization of performance metrics like net profit, maximum drawdown, compound annual growth rate (CAGR), profit factor, average trade, average risk-reward ratio (RR), and more. This aids optimization to meet specific goals and risk tolerance levels effectively. ----- How does the strategy perform for both investors and traders? The strategy has two main modes, tailored for different market participants: Traders and Investors. Trading: 1. Trading (1x): - Designed for traders looking to capitalize on bullish trending markets. - Utilizes a percentage risk per trade to manage risk and optimize returns. - Suitable for active trading with a focus on trend-following and risk management. - (1x) This mode ensures no stacking of positions, allowing for only one running position or trade at a time. ◓: Mode | %: Risk percentage per trade 2. Trading (2x): Similar to the 1x mode but allows for two pyramiding entries. This approach enables traders to increase their position size as the trade moves in their favor, potentially enhancing profits during strong bullish trends. ◓: Mode | %: Risk percentage per trade 3. Investing: - Geared towards investors who aim to capitalize on bullish trending markets without using leverage while mitigating the asset's maximum drawdown. - Utilizes 100% of the equity to buy, hold, and manage the asset. - Focuses on long-term growth and capital appreciation by fully investing in the asset during bullish conditions. - ◓: Mode | %: Risk not applied (In investing mode, the strategy uses 100% of equity to buy the asset) ----- What's the purpose of using moving averages in this strategy? What are the underlying calculations? Using moving averages is a widely-used technique to trade with the trend. The main purpose of using moving averages in this strategy is to filter out bearish price action and to only take trades when the price is trading ABOVE specified moving averages. The script uses different types of moving averages with user-adjustable timeframes and periods/lengths, allowing traders to try out different variations to maximize strategy performance and minimize drawdowns. By applying these calculations, the strategy effectively identifies bullish trends and avoids market conditions that are not conducive to profitable trades. The MA filter allows traders to choose whether they want a specific moving average above or below another one as their entry condition. This comparison filter can be turned on (>/<) or off. For example, you can set the filter so that MA#1 > MA#2, meaning the first moving average must be above the second one before the script looks for entry conditions. This adds an extra layer of trend confirmation, ensuring that trades are only taken in more favorable market conditions. MA #1: Fast MA | MA #2: Medium MA | MA #3: Slow MA ⍺: MA Period | Σ: MA Timeframe ----- What entry modes are used in this strategy? What are the underlying calculations? The strategy by default uses two different techniques for the entry criteria with user-adjustable left and right bars: Breakout and Fractal. 1. Breakout Entries : - The strategy looks for pivot high points with a default period of 3. - It stores the most recent high level in a variable. - When the price crosses above this most recent level, the strategy checks if all conditions are met and the bar is closed before taking the buy entry. ◧: Pivot high left bars period | ◨: Pivot high right bars period 2. Fractal Entries : - The strategy looks for pivot low points with a default period of 3. - When a pivot low is detected, the strategy checks if all conditions are met and the bar is closed before taking the buy entry. ◧: Pivot low left bars period | ◨: Pivot low right bars period By utilizing these entry modes, the strategy aims to capitalize on bullish price movements while ensuring that the necessary conditions are met to validate the entry points. ----- What type of stop-loss identification method are used in this strategy? What are the underlying calculations? Initial Stop-Loss: 1. ATR Based: The Average True Range (ATR) is a method used in technical analysis to measure volatility. It is not used to indicate the direction of price but to measure volatility, especially volatility caused by price gaps or limit moves. Calculation: - To calculate the ATR, the True Range (TR) first needs to be identified. The TR takes into account the most current period high/low range as well as the previous period close. The True Range is the largest of the following: - Current Period High minus Current Period Low - Absolute Value of Current Period High minus Previous Period Close - Absolute Value of Current Period Low minus Previous Period Close - The ATR is then calculated as the moving average of the TR over a specified period. (The default period is 14). Example - ATR (14) * 1.5 ⍺: ATR period | Σ: ATR Multiplier 2. ADR Based: The Average Day Range (ADR) is an indicator that measures the volatility of an asset by showing the average movement of the price between the high and the low over the last several days. Calculation: - To calculate the ADR for a particular day: - Calculate the average of the high prices over a specified number of days. - Calculate the average of the low prices over the same number of days. - Find the difference between these average values. - The default period for calculating the ADR is 14 days. A shorter period may introduce more noise, while a longer period may be slower to react to new market movements. Example - ADR (14) * 1.5 ⍺: ADR period | Σ: ADR Multiplier Application in Strategy: - The strategy calculates the current bar's ADR/ATR with a user-defined period. - It then multiplies the ADR/ATR by a user-defined multiplier to determine the initial stop-loss level. By using these methods, the strategy dynamically adjusts the initial stop-loss based on market volatility, helping to protect against adverse price movements while allowing for enough room for trades to develop. Trailing Stop-Loss: One of the key elements of this strategy is its ability to detec buyside and sellside liquidity levels across multiple timeframes to trail the stop-loss once the trade is in running profits. By utilizing this approach, the strategy allows enough room for price to run. There are two built-in trailing stop-loss (SL) options you can choose from while in a trade: 1. External Trailing Stop-Loss: - Uses sell-side liquidity to trail your stop-loss, allowing price to consolidate before continuation. This method is less aggressive and provides more room for price fluctuations. Example - External - Wick below the trailing SL - 12H trailing timeframe ⍺: Exit type | Σ: Trailing stop-loss timeframe 2. Internal Trailing Stop-Loss: - Uses the most recent swing low with a period of 2 to trail your stop-loss. This method is more aggressive compared to the external trailing stop-loss, as it tightens the stop-loss closer to the current price action. Example - Internal - Close below the trailing SL - 6H trailing timeframe ⍺: Exit type | Σ: Trailing stop-loss timeframe Each market behaves differently across various timeframes, and it is essential to test different parameters and optimizations to find out which trailing stop-loss method gives you the desired results and performance. ----- What type of break-even and take profit identification methods are used in this strategy? What are the underlying calculations? For Break-Even: - You can choose to set a break-even level at which your initial stop-loss moves to the entry price as soon as it hits, and your trailing stop-loss gets activated (if enabled). - You can select either a percentage (%) or risk-to-reward (RR) based break-even, allowing you to set your break-even level as a percentage amount above the entry price or based on RR. For TP1 (Take Profit 1): - You can choose to set a take profit level at which your position gets fully closed or 50% if the TP2 boolean is enabled. - Similar to break-even, you can select either a percentage (%) or risk-to-reward (RR) based take profit level, allowing you to set your TP1 level as a percentage amount above the entry price or based on RR. For TP2 (Take Profit 2): - You can choose to set a take profit level at which your position gets fully closed. - As with break-even and TP1, you can select either a percentage (%) or risk-to-reward (RR) based take profit level, allowing you to set your TP2 level as a percentage amount above the entry price or based on RR. The underlying calculations involve determining the price levels at which these actions are triggered. For break-even, it moves the initial stop-loss to the entry price and activate the trailing stop-loss once the break-even level is reached. For TP1 and TP2, it's specifying the price levels at which the position is partially or fully closed based on the chosen method (percentage or RR) above the entry price. These calculations are crucial for managing risk and optimizing profitability in the strategy. ⍺: BE/TP type (%/RR) | Σ: how many RR/% above the current price ----- What's the ADR filter? What does it do? What are the underlying calculations? The Average Day Range (ADR) measures the volatility of an asset by showing the average movement of the price between the high and the low over the last several days. The period of the ADR filter used in this strategy is tied to the same period you've used for your initial stop-loss. Users can define the minimum ADR they want to be met before the script looks for entry conditions. ADR Bias Filter: - Compares the current bar ADR with the ADR (Defined by user): - If the current ADR is higher, it indicates that volatility has increased compared to ADR (DbU).(⬆) - If the current ADR is lower, it indicates that volatility has decreased compared to ADR (DbU).(⬇) Calculations: 1. Calculate ADR: - Average the high prices over the specified period. - Average the low prices over the same period. - Find the difference between these average values in %. 2. Current ADR vs. ADR (DbU): - Calculate the ADR for the current bar. - Calculate the ADR (DbU). - Compare the two values to determine if volatility has increased or decreased. By using the ADR filter, the strategy ensures that trades are only taken in favorable market conditions where volatility meets the user's defined threshold, thus optimizing entry conditions and potentially improving the overall performance of the strategy. >: Minimum required ADR for entry | %: Current ADR comparison to ADR of 14 days ago. ----- What's the probability filter? What are the underlying calculations? The probability filter is designed to enhance trade entries by using buyside liquidity and probability analysis to filter out unfavorable conditions. This filter helps in identifying optimal entry points where the likelihood of a profitable trade is higher. Calculations: 1. Understanding Swing highs and Swing Lows Swing High: A Swing High is formed when there is a high with 2 lower highs to the left and right. Swing Low: A Swing Low is formed when there is a low with 2 higher lows to the left and right. 2. Understanding the purpose and the underlying calculations behind Buyside, Sellside and Equilibrium levels. 3. Understanding probability calculations 1. Upon the formation of a new range, the script waits for the price to reach and tap into equilibrium or the 50% level. Status: "⏸" - Inactive 2. Once equilibrium is tapped into, the equilibrium status becomes activated and it waits for either liquidity side to be hit. Status: "▶" - Active 3. If the buyside liquidity is hit, the script adds to the count of successful buyside liquidity occurrences. Similarly, if the sellside is tapped, it records successful sellside liquidity occurrences. 5. Finally, the number of successful occurrences for each side is divided by the overall count individually to calculate the range probabilities. Note: The calculations are performed independently for each directional range. A range is considered bearish if the previous breakout was through a sellside liquidity. Conversely, a range is considered bullish if the most recent breakout was through a buyside liquidity. Example - BSL > 50% ----- What's the sentiment Filter? What are the underlying calculations? Sentiment filter aims to calculate the percentage level of bullish or bearish fluctuations within equally divided price sections, in the latest price range. Calculations: This filter calculates the current sentiment by identifying the highest swing high and the lowest swing low, then evenly dividing the distance between them into percentage amounts. If the price is above the 50% mark, it indicates bullishness, whereas if it's below 50%, it suggests bearishness. Sentiment Bias Identification: Bullish Bias: The current price is trading above the 50% daily range. Bearish Bias: The current price is trading below the 50% daily range. Example - Sentiment Enabled | Bullish degree above 50% | Bullish sentimental bias >: Minimum required sentiment for entry | %: Current sentimental degree in a (Bullish/Bearish) sentimental bias ----- What's the range length Filter? What are the underlying calculations? The range length filter identifies the price distance between buyside and sellside liquidity levels in percentage terms. When enabled, the script only looks for entries when the minimum range length is met. This helps ensure that trades are taken in markets with sufficient price movement. Calculations: Range Length (%) = ( ( Buyside Level − Sellside Level ) / Current Price ) ×100 Range Bias Identification: Bullish Bias: The current range price has broken above the previous external swing high. Bearish Bias: The current range price has broken below the previous external swing low. Example - Range length filter is enabled | Range must be above 5% | Price must be in a bearish range >: Minimum required range length for entry | %: Current range length percentage in a (Bullish/Bearish) range ----- What's the day filter Filter, what does it do? The day filter allows users to customize the session time and choose the specific days they want to include in the strategy session. This helps traders tailor their strategies to particular trading sessions or days of the week when they believe the market conditions are more favorable for their trading style. Customize Session Time: Users can define the start and end times for the trading session. This allows the strategy to only consider trades within the specified time window, focusing on periods of higher market activity or preferred trading hours. Select Days: Users can select which days of the week to include in the strategy. This feature is useful for excluding days with historically lower volatility or unfavorable trading conditions (e.g., Mondays or Fridays). Benefits: Focus on Optimal Trading Periods: By customizing session times and days, traders can focus on periods when the market is more likely to present profitable opportunities. Avoid Unfavorable Conditions: Excluding specific days or times can help avoid trading during periods of low liquidity or high unpredictability, such as major news events or holidays. Increased Flexibility: The filter provides increased flexibility, allowing traders to adapt the strategy to their specific needs and preferences. Example - Day filter | Session Filter θ: Session time | Exchange time-zone ----- What tables are available in this script? Table Type: - Summary: Provides a general overview, displaying key performance parameters such as Net Profit, Profit Factor, Max Drawdown, Average Trade, Closed Trades, Compound Annual Growth Rate (CAGR), MAR and more. CAGR: It calculates the 'Compound Annual Growth Rate' first and last taken trades on your chart. The ​CAGR is a notional, annualized growth rate that assumes all profits are reinvested. It only takes into account the prices of the two end points — not drawdowns, so it does not calculate risk. It can be used as a yardstick to compare the performance of two strategies. Since it annualizes values, it requires a minimum 4H timeframe to display the CAGR value. annualizing returns over smaller periods of times doesn't produce very meaningful figures. MAR: Measure of return adjusted for risk: CAGR divided by Max Drawdown. Indicates how comfortable the system might be to trade. Higher than 0.5 is ideal, 1.0 and above is very good, and anything above 3.0 should be considered suspicious and you need to make sure the total number of trades are high enough by running a Deep Backtest in strategy tester. (available for TradingView Premium users.) Avg Trade: The sum of money gained or lost by the average trade generated by a strategy. Calculated by dividing the Net Profit by the overall number of closed trades. An important value since it must be large enough to cover the commission and slippage costs of trading the strategy and still bring a profit. MaxDD: Displays the largest drawdown of losses, i.e., the maximum possible loss that the strategy could have incurred among all of the trades it has made. This value is calculated separately for every bar that the strategy spends with an open position. Profit Factor: The amount of money a trading strategy made for every unit of money it lost (in the selected currency). This value is calculated by dividing gross profits by gross losses. Avg RR: This is calculated by dividing the average winning trade by the average losing trade. This field is not a very meaningful value by itself because it does not take into account the ratio of the number of winning vs losing trades, and strategies can have different approaches to profitability. A strategy may trade at every possibility in order to capture many small profits, yet have an average losing trade greater than the average winning trade. The higher this value is, the better, but it should be considered together with the percentage of winning trades and the net profit. Winrate: The percentage of winning trades generated by a strategy. Calculated by dividing the number of winning trades by the total number of closed trades generated by a strategy. Percent profitable is not a very reliable measure by itself. A strategy could have many small winning trades, making the percent profitable high with a small average winning trade, or a few big winning trades accounting for a low percent profitable and a big average winning trade. Most trend-following successful strategies have a percent profitability of 15-40% but are profitable due to risk management control. BE Trades: Number of break-even trades, excluding commission/slippage. Losing Trades: The total number of losing trades generated by the strategy. Winning Trades: The total number of winning trades generated by the strategy. Total Trades: Total number of taken traders visible your charts. Net Profit: The overall profit or loss (in the selected currency) achieved by the trading strategy in the test period. The value is the sum of all values from the Profit column (on the List of Trades tab), taking into account the sign. - Monthly: Displays performance data on a month-by-month basis, allowing users to analyze performance trends over each month. - Weekly: Displays performance data on a week-by-week basis, helping users to understand weekly performance variations. - OFF: Hides the performance table. Labels: - OFF: Hides labels in the performance table. - PnL: Shows the profit and loss of each trade individually, providing detailed insights into the performance of each trade. - Range: Shows the range length and Average Day Range (ADR), offering additional context about market conditions during each trade. Profit Color: - Allows users to set the color for representing profit in the performance table, helping to quickly distinguish profitable periods. Loss Color: - Allows users to set the color for representing loss in the performance table, helping to quickly identify loss-making periods. These customizable tables provide traders with flexible and detailed performance analysis, aiding in better strategy evaluation and optimization. ----- User-input styles and customizations: To facilitate studying historical data, all conditions and rules can be applied to your charts. By plotting background colors on your charts, you'll be able to identify what worked and what didn't in certain market conditions. Please note that all background colors in the style are disabled by default to enhance visualization. ----- How to Use This Algobuilder to Create a Profitable Edge and System: Choose Your Strategy mode: - Decide whether you are creating an investing strategy or a trading strategy. Select a Market: - Choose a one-sided market such as stocks, indices, or cryptocurrencies. Historical Data: - Ensure the historical data covers at least 10 years of price action for robust backtesting. Timeframe Selection: - Choose the timeframe you are comfortable trading with. It is strongly recommended to use a timeframe above 15 minutes to minimize the impact of commissions on your profits. Set Commission and Slippage: - Properly set the commission and slippage in the strategy properties according to your broker or prop firm specifications. Parameter Optimization: - Use trial and error to test different parameters until you find the performance results you are looking for in the summary table or, preferably, through deep backtesting using the strategy tester. Trade Count: - Ensure the number of trades is 100 or more; the higher, the better for statistical significance. Positive Average Trade: - Make sure the average trade value is above zero. (An important value since it must be large enough to cover the commission and slippage costs of trading the strategy and still bring a profit.) Performance Metrics: - Look for a high profit factor, MAR (Mar Ratio), CAGR (Compound Annual Growth Rate), and net profit with minimum drawdown. Ideally, aim for a drawdown under 20-30%, depending on your risk tolerance. Refinement and Optimization: - Try out different markets and timeframes. - Continue working on refining your edge using the available filters and components to further optimize your strategy. Automation: - Once you’re confident in your strategy, you can use the automation section to connect the algorithm to your broker or prop firm. - Trade a fully automated and backtested trading strategy, allowing for hands-free execution and management. ----- What makes this strategy original? 1. Incorporating direct integration of probabilities into the strategy. 2. Leveraging market sentiment to construct a profitable approach. 3. Utilizing built-in market structure-based trailing stop-loss mechanisms across various timeframes. 4. Offering both investing and trading strategies, facilitating optimization from different perspectives. 5. Automation for efficient execution. 6. Providing a summary table for instant access to key parameters of the strategy. ----- How to use automation? For Traders: 1. Ensure the strategy parameters are properly set based on your optimized parameters. 2. Enter your PineConnector License ID in the designated field. 3. Specify the desired risk level. 4. Provide the Metatrader symbol. 5. Check for chart updates to ensure the automation table appears on the top right corner, displaying your License ID, risk, and symbol. 6. Set up an alert with the strategy selected as Condition and the Message as {{strategy.order.alert_message}}. 7. Activate the Webhook URL in the Notifications section, setting it as the official PineConnector webhook address. 8. Double-check all settings on PineConnector to ensure the connection is successful. 9. Create the alert for entry/exit automation. For Investors: 1. Ensure the strategy parameters are properly set based on your optimized parameters. 2. Choose "Investing" in the user-input settings. 3. Create an alert with a specified name. 4. Customize the notifications tab to receive alerts via email. 5. Buying/selling alerts will be triggered instantly upon entry or exit order execution. ---- Strategy Properties This script backtest is done on 4H COINBASE:BTCUSD , using the following backtesting properties: Balance: $5000 Order Size: 10% of the equity Risk % per trade: 1% Commission: 0.04% (Default commission percentage according to TradingView competitions rules) Slippage: 75 ticks Pyramiding: 2 ----- Terms and Conditions | Disclaimer Our charting tools are provided for informational and educational purposes only and should not be construed as financial, investment, or trading advice. They are not intended to forecast market movements or offer specific recommendations. Users should understand that past performance does not guarantee future results and should not base financial decisions solely on historical data. Built-in components, features, and functionalities of our charting tools are the intellectual property of @Fractalyst Unauthorized use, reproduction, or distribution of these proprietary elements is prohibited. By continuing to use our charting tools, the user acknowledges and accepts the Terms and Conditions outlined in this legal disclaimer and agrees to respect our intellectual property rights and comply with all applicable laws and regulations.
Pine Script™ 스트래티지
Fractalyst의
3
Rocket Grid Algorithm - The Quant ScienceThe Rocket Grid Algorithm is a trading strategy that enables traders to engage in both long and short selling strategies. The script allows traders to backtest their strategies with a date range of their choice, in addition to selecting the desired strategy - either SMA Based Crossunder or SMA Based Crossover. The script is a combination of trend following and short-term mean reversing strategies. Trend following involves identifying the current market trend and riding it for as long as possible until it changes direction. This type of strategy can be used over a medium- to long-term time horizon, typically several months to a few years. Short-term mean reversing, on the other hand, involves taking advantage of short-term price movements that deviate from the average price. This type of strategy is usually applied over a much shorter time horizon, such as a few days to a few weeks. By rapidly entering and exiting positions, the strategy seeks to capture small, quick gains in volatile market conditions. Overall, the script blends the best of both worlds by combining the long-term stability of trend following with the quick gains of short-term mean reversing, allowing traders to potentially benefit from both short-term and long-term market trends. Traders can configure the start and end dates, months, and years, and choose the length of the data they want to work with. Additionally, they can set the percentage grid and the upper and lower destroyers to manage their trades effectively. The script also calculates the Simple Moving Average of the chosen data length and plots it on the chart. The trigger for entering a trade is defined as a crossunder or crossover of the close price with the Simple Moving Average. Once the trigger is activated, the script calculates the total percentage of the side and creates a grid range. The grid range is then divided into ten equal parts, with each part representing a unique grid level. The script keeps track of each grid level, and once the close price reaches the grid level, it opens a trade in the specified direction. The equity management strategy in the script involves a dynamic allocation of equity to each trade. The first order placed uses 10% of the available equity, while each subsequent order uses 1% less of the available equity. This results in the allocation of 9% for the second order, 8% for the third order, and so on, until a maximum of 10 open trades. This approach allows for risk management and can help to limit potential losses. Overall, the Rocket Grid Algorithm is a flexible and powerful trading strategy that can be customized to meet the specific needs of individual traders. Its user-friendly interface and robust backtesting capabilities make it an excellent tool for traders looking to enhance their trading experience.
Pine Script™ 스트래티지
thequantscience의
12
CONSOLIDATION BAND BREAKOUT [5MIN TF]CONSOLIDTION BREAKOUT STRATEGY for 5 minute Time-Frame , that has the time condition adjustable for Indian Markets. // ══════════════════════════════════════════════════════════════════════════ // Unlike the Free Scripts - Risk Management , Position Sizing , Partial Exit etc. are also included . Message to know more about the strategy. // ══════════════════════════════════════════════════════════════════════════ // The Timing can be changed to fit other markets, scroll down to "TIME CONDITION" to know more. The commission is also included in the strategy . The basic idea is when , 1) Price crosses above upper Level ,indicated by Red Line, is a Long condition . 2) Price crosses below lower Level ,indicated by Green Line , is a Short condition . 3) Candle close crosses above ema1 , is a part of the Long condition . 4) Candle close crosses below ema1 , is a part of the Short condition . 5) Allowed hours specifies the trade entry timing. 6) ATR STOP is the stop-loss value on chart , can be adjusted in INPUTS. 7) Target 1 is the 1st target value on chart , can be adjusted in INPUTS. 8) RISK is Maximum Risk per trade for the intraday trade can be changed . 9) Total Capital used can be adjusted under INPUTS. 10) ATR TRAIL is used for trailing after entry, as mentioned in the inputs below. 11) Check trades under the list of trades . 12) Trade only in liquid stocks . 13) Risk only 1-5% of total capital. 14) Inputs can be changed for better back-test results, but also manually check the trades before setting alerts 15) SQUARE OFF TIME - As you change the time frame , also change the square-off time to that candle's closing time. Eg: For 3min Time-frame , Hour = 2Hrs | Minute = 57min 16) Strategy stops for the day if you have a loss . *The input values and the results are mentioned under "BACKTEST RESULTS" below* // ══════════════════════════════ // // ————————> RISK MANAGEMENT <——————— // // ══════════════════════════════ // Risk management is done based on max loss per trade and can be adjusted in the INPUTS. // ═══════════════════════════ // // ————————> POSITION SIZE <——————— // // ═══════════════════════════ // Quantity of each trade is different based on the loss // ═════════════════════════ // // ————————> PROPERTIES <——————— // // ═════════════════════════ // COMMISSION , SLIPPAGE ,RECALCULATE is already mentioned . COMMISSION can be charges , based on the broker charges. // ═══════════════════════════════// // ————————> TIME CONDITION <————————— // // ═══════════════════════════════// The time can be changed in the INPUT. The Indian Markets open at 9:15am and closes at 3:30pm. The 'Allowed hours' under Inputs specifies the time at which Entries should happen . "Close All" function closes all the trades before 3pm , at the open of the next candle. To change the time to close all trades , check INPUT. All open trades get closed at 3pm , because some brokers don't allow you to place fresh intraday orders after 3pm . // ═══════════════════════════════════════════════ // // ————————> BACKTEST RESULTS ( 123 CLOSED TRADES )<————————— // // ═══════════════════════════════════════════════ // INPUTS can be changed for better Back-Test results. The strategy applied to NSE:TCS (5 min Time-Frame and with a capital of 1,00,000 ) gives us 77% profitability , as shown below It was tested for a period a 1 year with a Profit Factor of 2.143 ,net Profit of 10,886 Rs . The Initial Capital and Risk can be increased for better results. The graph has a Linear Curve with Consistent Profits. The INPUTS are as follows, 1) LENGTH ——————————————> 79 2) MUT_STDEV ————————————> 2.3 3) ALLOWED HRS ———————————> 9:25 TO 14:30 4) ATR STOP ——————————————> 2.2 5) RISK ——————————————————> 400 6) ATR TRAIL ———————————————> 2.6 7) TARGET 1 ————————————————> 2.1 8) MAX POSITION VALUE ——————————> 1,00,000 8) MAX DRAWDOWN —————————————> 2,000 8) SQUARE-OFF ————————————————> 14:55 NSE:TCS Apply it to your charts Now !! Send us a message to know more about this strategy Thank You ☺ NSE:TCS
Pine Script™ 스트래티지
The_Algo_Engineer의
4
Stock trending strategy This is a long only strategy designed maily for stock markets and futures. In general it works best with 1h, however it can be optimized with other timeframes as well. Components: VWAP MACD histogram EMA 9 Rules for entry Long : For VWAP: close is above the vwap daily EMA: close is above the moving average MACD histogram is above 0 Short: For VWAP: close is belowthe vwap daily EMA: close is below the moving average MACD histogram is below 0 Rules for exit This strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry. If you have any questions let me know !
Pine Script™ 스트래티지
exlux의
Crypto Fox ANN Strategy No RepaintHello traders This is (( sirolf's ANN Strategy )) i updated it to (( No Repaint Version )) and it still have very good results The new in strategy : - 1 - The strategy is no repaint now in any time frame 2- Now Strategy have two time frames which make you control strategy in entry and exit positions and you can change it as you want . 3 - Added Back Test range to check Back test results 4 - Strategy is working in 10 % of equity and you can change it as you want . 5- I recommended so much working in 5 min time frame and 15 min time frame to get the best results but in the same time the strategy is working in all time frames this just my advice for traders 6- I recommend so much using take profit and stop loss to avoid huge movements in markets
Pine Script™ 스트래티지
CRYPTOOOFOX의
6
CRYPTOOOFOX (Scalping System)---DESCRIPTION--- How Strategy Work : --This strategy is for scalping and also using confirmation when higher > highest time frame . --The main indicator in this strategy is built on movement high and low so this indicator is belong to the chart price and movement and you can make profit in any chart as you want --Strategy is working on higher time frame so i use two high time frames . the higher is ( 8 H ) and the highest is ( Daily ) Time frame . -- When the higher time frame cross over the Daily time frame( the Highest ) this mean the TREND and the PRICE also going UP this strategy is going to start working between the high and low buy in low . -- When the higher time frame cross under Daily time frame( the Highest ) this mean the TREND and the PRICE also going down and it will sell in high ( close position ) . --Strategy is working only in Long position i am not recommend to use it in short positions . --THIS IS NO REPAINT STRATEGY . --This strategy is working in 10 % of equity and you can change it as you want . --I recommend so mush to use 5 min time frame for low draw down --I recommend so mush to use take profit and stop loss although the low draw down but some time the market have a huge movements . --This strategy have setting of movement for every chart and every price and movement so i will comment the settings for every chart in forex and crypto and also stock markets
Pine Script™ 스트래티지
CRYPTOOOFOX의
Long only strategy VWAP with BB and Golden Cross EMA50/200 This is strategy, mainly designed for stock markets It makes uses of the EMA 50/ 200 ( Golden cross) and VWAP and Bollinger bands. It only takes long positions. It can be adapted to all time frames, but preferably to be used with longer timeframes 1h + The rules for entry are the next ones : 1. EMA50 > EMA 200 2. if current close > vwap session value 3. check if price dipped BB lower band for any of last 10 candles EXIT RULE 1. price closes above BB upper STOP LOSS EXIT 1. As configured --- default is set to 1%
Pine Script™ 스트래티지
SoftKill21의
2
HFT The Ultimate Trend BacktesterThis is a trend following based strategy developed by HFT Research. It works on Stocks, Forex and Cryptocurrency markets This indicator comes fine tuned out of the box. It works on best on 15min, 1 hour and 4 hour time frames. It provides 3 separate entries for each of the time frames, providing you 12 different entry options. Each time frame has the following options to choose from You can use 1 hour settings on 15min chart however, it may not work the best. Moderate entry will give you the modest amount of trades with modest amount of risk Aggressive entry will give you wild entries and lots of action, if you are willing to babysit the trades, it might be an option for you Conservative entry are best for those who want to automate the strategy or for those that don't have the time to trade the alerts actively The backtester assumes the following; - 1000$ capital - 0.06% commission based on binance - 1% risk meaning 100% equity on cross leverage - Backtest results are starting from 2020
Pine Script™ 스트래티지
HFTResearch의
6
PpSignal Algorithmic trading system 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
Pine Script™ 스트래티지
PpSignal01의
27
MACD Bull Crossover and RSI Oversold 5 Candles Ago-Long StrategyHello everyone, I've been having a great time perfecting this strategy for a few weeks now. I finally feel like it's time to release it to the public and share what I have been working on. This strategy only enters a long trade when the MACD crosses over the signal line and the RSI was oversold looking back 5 candles ago. The logic behind this is to wait for RSI to enter the oversold territory, and then when the market starts to recovery the MACD will crossover telling us the sell off is over. This strategy will close once these 2 conditions are met. 1. MACD Histogram is above 0 and MACD crosses under the signal line. 2. RSI was overbought 5 previous candles ago. In the strategies settings, you'll be able to enable visual stop-loss and profit levels and change those levels to what you like, enable up to 5 EMA'S, ADDONS That Affect Strategy: * Enable visual stop-loss and profit levels as soon as a buy signal is triggered. * Modify stop-loss and profit levels. * Modify RSI oversold and RSI overbought levels. * Modify MACD Fast and Slow moving average. ADDONS That Do Not Affect Strategy: * Enable up to 5 EMA's. (This will not affect strategy, and is the only purpose is for people who like following EMA's.) Thank you for taking the time to try my strategy. I hope you have the best success. I will be making a short strategy, and alerts for this strategy soon. Follow me for updates!
Pine Script™ 스트래티지
Trebor_Namor의
177
NINJA SCALPERNinja Scalper is the next evolution of the Trade Trend Indicator. I have been trading for over 23 years now and these indicators are based on my trading style risk verse reward. The change in this is to make it more responsive and to integrate with Sword. The background of this indicator is: The original Trade Trend Indicator (indicator) has been the brain child of 23 years of trading experience rolled into a simple to understand all market setup alert system based solely on 5 high probability trade set ups with a 6th high risk. The hope is to provide something that is can assist traders in building confidence in their trades with a little assistance from the indicator. This like any and all indicators is not a be all and end to trading, yes while back tested the indicator has produced fantastic profitable results; past performance is not a guarantee of future but which with human intervention can increase the return result exponentially. You need to be able to chart simple candle sticks and you need to have an understanding of support and resistance areas to make sense of what you are doing in trading otherwise even this indicator won't help you. While this may alert buy or sell / long or short entrance these are to be taken as educational points of reference and if you wish to trade you are understanding that you enter and exit at your own risk. Not many indicators will alert you to the possibility of a rogue wave spike / dump or both, this will but everything is perspective of the time frame you are on. The indicator is designed for the 4hour time frame with trade entry on the 15min and managed on the 30min time frame. Alot can happen within these time frame but as we know not every trader can sit in front of a screen for hours at a time and this let's one trade for swings. Once you have your entry you place your exits and you set your stops. If you wait for the alert to exit you are in a draw down this should never reach that point pay yourself for being right. The some set ups are simple: 1. Trend change from bearish to bullish buys are dip interim support entries. 2. Trend change from bullish to bearish sells are top interim resistance exits. 3. Blue buy is an entry position for a trade. 4. Blue long is an add position for a trade. 5. Red short is just that a short trade idea. (this is advanced and requires a manual cover target), 6. Green buy is a break out over the next candle to print above (highest risk) All trades are based on a 5% to 10% of capital entry with no more than 40% ever in 1 trade goal is many consistent trade wins while limiting the losses and size. Certain set ups such as longs over the Moving Averages but below the cloud can lead to strong rally returns as well as short in a bearish trend just above the Moving Averages can give prolonged selling pressure. Pay attention to the golden dump line as it rises the closer to the candle it gets the higher the risk of the trade lacking continuation. None of this is to be taken as investment advice but rather Edutainment and infotainment #TradeSocially
Pine Script™ 스트래티지
Osirustwits의
3
PerPro V3 We have agreed PerPro Strategy and PerPro Indicator. Remember to use other indicators, oscillators, fibonacci levels, support, resistances, etc. to confirm entries. THIS IS NOT THE HOLY GRAIL . We adde EMA 64 /200 and Ppsignal Nuke too. Recommendations. Forex: - Graphics 5 minutes TF 60 to 240 - Graphics 60 Minutes D - Graphics 240 D or W. Stock -Graphics 5 minutes Tf 120 to D -Graphics 1 H TF D or W -Graphics 1D W Or M You can look for the best combination. Remember that stocks or currencies do not all move the same.
Pine Script™ 스트래티지
PpSignal01의
3