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Média Móvel de Mínimos Quadrados (MMMQ)

Versatile Moving Average StrategyVersatile Moving Average Strategy (VMAS) Overview: The Versatile Moving Average Strategy (VMAS) is designed to provide traders with a flexible approach to trend-following, utilizing multiple types of moving averages. This strategy allows for customization in choosing the moving average type and length, catering to various market conditions and trading styles. Key Features: - Multiple Moving Average Types: Choose from SMA, EMA, SMMA (RMA), WMA, VWMA, HULL, LSMA, and ALMA to best suit your trading needs. - Customizable Inputs: Adjust the moving average length, source of price data, and stop-loss source to fine-tune the strategy. - Target Percent: Set the percentage difference between successive profit targets to manage your risk and rewards effectively. - Position Management: Enable or disable long and short positions, allowing for versatility in different market conditions. - Commission and Slippage: The strategy includes realistic commission settings to ensure accurate backtesting results. Strategy Logic: 1. Moving Average Calculation: The selected moving average is calculated based on user-defined parameters. 2. Entry Conditions: - A long position is entered when the entry source crosses over the moving average, if long positions are enabled. - A short position is entered when the entry source crosses under the moving average, if short positions are enabled. 3. Stop-Loss: Positions are closed if the stop-loss source crosses the moving average in the opposite direction. 4. Profit Targets: Multiple profit targets are defined, with each target set at an incremental percentage above (for long positions) or below (for short positions) the entry price. Default Properties: - Account Size: $10000 - Commission: 0.01% per trade - Risk Management: Positions are sized to risk 80% of the equity per trade, because we get very tight stoploss when position is open. - Sample Size: Backtesting has been conducted to ensure a sufficient sample size of trades, ideally more than 100 trades. How to Use: 1. Configure Inputs: Set your preferred moving average type, length, and other input parameters. 2. Enable Positions: Choose whether to enable long, short, or both types of positions. 3. Backtest and Analyze: Run backtests with realistic settings and analyze the results to ensure the strategy aligns with your trading goals. 4. Deploy and Monitor: Once satisfied with the backtesting results, deploy the strategy in a live environment and monitor its performance. This strategy is suitable for traders looking to leverage moving averages in a versatile and customizable manner. Adjust the parameters to match your trading style and market conditions for optimal results. Note: Ensure the strategy settings used for publication are the same as those described here. Always conduct thorough backtesting before deploying any strategy in a live trading environment.
Estratégia Pine Script™
por JavadisHere
3
Strategy Myth-Busting #9 - HullSuite+LSMA - [MYN]This is part of a new series we are calling "Strategy Myth-Busting" where we take open public manual trading strategies and automate them. The goal is to not only validate the authenticity of the claims but to provide an automated version for traders who wish to trade autonomously. Our 9th one is an automated version of the "I Tested The Best 1 Minute Scalping Strategy That Will Blow Your Mind 100 Times" strategy from "Profit Now" who claims to have achieved 36.7% profit scalping XRPUSDT on the 1 minute timeframe in only 15 days. As you can see from the backtest results below, I was unable to substantiate anything remotely close to that that claim on any timeframe or symbol. Myth 10000% busted. This strategy uses a combination of 2 open-source public indicators: Hull Suite by InSilico and Least Squares Moving Average (LSMA) The Hull Moving Average (HMA) is a faster version of the traditional moving average and is designed to reduce lag and improve the responsiveness of the average to price changes. In this strategy the HMA is used as a trend-following indicator, When the HMA is rising it is indicative of an upwards trend and when its falling its indicative of a downtrend. The Least Squares Moving Average (LSMA) used in this strategy is similar to the HMA in that it is designed to reduce lag and improve the responsiveness of the average to price changes. In this strategy the LSMA is used to also not only identify trends but also confirm signals, it also is used to identify possible changes in the trend and market conditions. When we use these together, the Hull Suite and LSMA indicators provide a complimentary confirmation of trend direction and trend swings. The Hull Suite helps to identify and confirm trends, while the LSMA aids to confirm signals and identify potential changes in market conditions. The way this strategy is designed is when the Hull Suite HMA is trending up and the LSMA crosses above the HMA, we enter a long condition. When the Hull Suite is trending down and the LSMA crosses below the HMA we take a short position. Because of the low latency of these two indicators this strategy can be used on lower time frames down to 1 minute. On high volatility crypto on the lowest time frames, a 1:4 Risk Ratio should be used. A lower less risk ratio should be used on less volatile archetypes of securities. If you know of or have a strategy you want to see myth-busted or just have an idea for one, please feel free to message me
Estratégia Pine Script™
por myncrypto
6
Bilateral Stochastic Oscillator StrategyIntroduction Strategy based on the bilateral stochastic oscillator, this oscillator aim to detect trends and possible reversal points of the current trend. The oscillator is composed of 1 bull line in blue and 1 bear line in red as well as a signal line in orange, the strategy have many options such as two different strategy framework and a martingale mode. If you require more information about the indicator go check it into my uploaded indicators. Strategy Frameworks There are two frameworks available that can be selected from the strategy settings window. Both have the same closing conditions, the "Bull/Bear Cross" entry conditions are : Buy : when the bull line cross over the bear line Sell : when the bear line cross over the bull line The "Signal Cross" entry conditions are : Buy : when the bull line cross over the signal line Sell : when the bear line cross over the signal line Both have the same close conditions that is : close when bull/bear cross under the signal line. Introduction To Martingale The martingale money management system consist to double the order size after a loosing trade and can be described as a 2^x where x is the current number of loosing trades since the last win trade, when we win a trade the order size return to the default order size. Therefore our order size function is based on exponential growth. This system enable the trader to win back his previous losses plus a potential profit, martingales must always be used with stops and sometimes take profits in order to get control in a strategy. It must always be taken into account that in a series of losses the balance can exponentially decay thus ending to 0 in a matter of trades, this is why it is not recommended to use such system. The strategy allow you to select a martingale multiplier that can be inferior to 2 thus limiting risks, a multiplied of 1 disable the martingale. Results Those are the some statistics of the strategy applied to some forex majors by using the default settings in a time frames of 15 minutes. //------------------------------------------------------- EURUSD - Order Size 1000 - Spread 0.0002 Profit : $ 21.08 Trades : 19 PP : 57.89 % Profit Factor : 3.228 Max Drawdown : -$ 3.81 Average Trade : $ 1.11 //------------------------------------------------------- GBPUSD - Order Size 1000 - Spread 0.0002 Profit : $ 2.31 Trades : 20 PP : 55 % Profit Factor : 0.938 Max Drawdown : -$ 20.29 Average Trade : $ 0.12 //------------------------------------------------------- EURAUD - Order Size 1000 - Spread 0.0002 Profit : -$ 9.22 Trades : 20 PP : 40 % Profit Factor : 0.698 Max Drawdown : -$ 23.44 Average Trade : $ 0.46 //------------------------------------------------------- EURCHF - Order Size 1000 - Spread 0.0002 Profit : $ 1.58 Trades : 24 PP : 54.17 % Profit Factor : 1.103 Max Drawdown : -$ 7.23 Average Trade : $ 0.07 //------------------------------------------------------- Conclusions Based on the results the strategy does not posses the sufficient performance in order to apply a martingale or any other growth systems as order size. Parameters might be subject to drastic changes depending on the market/time-frame in order to return long-term positive results. I let you draw your conclusions.
Estratégia Pine Script™
por alexgrover
3