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Pesquisar nos scripts por "adx"

Mossy ADX and DI with Buy/Sell SignalsBasic ADX DI with colored bars to show buy and sell signals , made for 1min but shows general signals of strong or weak buy and sell signals. Dark Red = Heavy Signal Light Red = weak signal Green = buy signal Dark Green = Heavy Signal Colors are to confirm or warn, Buy/Sell points are where to enter and exit. Mossy ADX DI colored bars for quick scalping, works best with Heikin Ashi, confirm with other indicators, Mossy Pop is one shown and works well to confirm.
Estratégia Pine Script®
por mossystump
2
Ichimoku Cloud & ADX & DMI & MACD [tg1]Hi There! Sharing my strategy that is mainly build on Ichimoku Kinko Hyo and its Tenkan and Kijun crosses. In addition, I added a few other indicators to have less false breakout signals. See more details below: Long conditions : 1) Tenkan crosses over Kijun 2) Tenkan & Kijun > Kumo 3) Close > Kumo 4) Chikou > Kumo (-n periods) 5) ADX > Custom value 6) DI+ > DI- 7) MACD > Signal 8) SMA > 200 Short conditions are simply the other way around. This indicator has been mainly tested and tuned for BTCUSDT.
Estratégia Pine Script®
por tg1crypto
PARSEC Bitcoin strategy for testing: SMA + ADX + Fisher transfStrategy using SMA, ADX and modified Fisher transform (I've made linear transformation on original Ehler's Fisher transform) and implemented into Bitcoin trading perspective. Current strategy is optimized for Bitcoin. General objectives is to add, remove indicators: - to further improve the strategy for Bitcoin - adjust the strategy to be feasible for wider range of cryptocurrencies (preferably for the top 2-5 or top 2-10 ones), without significantly decreasing the current profit factor and profit rates Experienced technical analysts feel free to PM me if you want to test the strategy (at this stage up to 5 people's participation would be appreciated). For those ones who significantly contribute, I will give life-long access to both the improved strategy and alerts.
Estratégia Pine Script®
por BeginnerLuckJulianuska
Directional Movement IndexADX is an oscillating indicator, displayed as a single line, ranging from 0 to 100, it only indicates the strength of the trend and does not indicate its direction. In other words, the ADX is non-directional, meaning that it measures the strength of a trend, but doesn’t distinguish between uptrend and downtrends. So, during a strong uptrend, the ADX rises and during a strong downtrend, the ADX also rises. Here is how you correctly read what ADX is saying about the market. Here are 5 aspects regarding the interpretation of the ADX: 1- When ADX is above 25, trend strength is strong. Usually, once the ADX gets above 25 this signals the beginning of a trend. Big moves (upwards or downwards) tend to happen when ADX is right around this number. You can experiment with this number, some traders that want faster signals, tend to use a 20 threshold when trading with the ADX. 2- When ADX is below 25, traders must avoid trend trading strategies as the market is in accumulation or distribution phase. So, when we see the ADX line below 20 or 25 level, we forget about trend following strategies and we apply strategies suitable for a ranging market. 3- When ADX is above 25 and Positive Directional Movement Indicator (+DMI) is above the Negative Directional Movement Indicator (-DMI). ADX measures the strength of an uptrend. The crossover between the 2 Directional Movement Indicator, as the ADX line is well above 25 can result in an excellent bullish move. 4- The Positive Directional Movement Indicator (+DMI) should be above the Negative Directional Movement and the ADX should be above 25 signals for a strong upward trend for long opportunities. When ADX is above 25 and Positive Directional Movement Indicator is below the Negative Directional Movement Indicator, ADX measures the strength of a downtrend and short opportunities. 5- Values over 50 of the ADX indicate a very strong trend There are pros and cons of ADX. So, why is the ADX useful for traders: First, is excellent at quantifying trend strength. Also, it allows traders to see the strength of bulls and bears at the same time. It is good at filtering out trades, during accumulation periods and is good at identifying trending conditions. But the ADX also has its limitations. The most important disadvantage is the fact that ADX is a lagging indicator that follows the price, so we must be very careful when we apply this indicator, because we might miss the inception of the trend and join it when it’s nearly over. Also, it offers many false signals when used on shorter time frames, so it’s advisable to trade it on higher time frames Also, the ADX does not contain all of the data necessary a for proper analysis of price action, so it must be used in combination with other tools or indicators. Now that we fully covered the good and the bad regarding ADX, let’s see how it is used in a trading strategy. The trading strategy involves a DMI crossover, confirmed by ADX above consolidation threshold. If +DMI crossover, we take long position and if -DMI crosses over, we take a short position. Candles are re-colored for easy demonstration of uptrend, downtrend and consolidation periods. Green candles – ADX > Consolidation Threshold and +DMI > -DMI Red candles – ADX > Consolidation Threshold and +DMI < -DMI Black candles – ADX < Consolidation Threshold Repaint – This is a non-repainting strategy - All the signals are generated at candle closing. All the calculations are made on previous candle’s open, high, low, close. No request security function is used. No data is being used from higher time frame. Trade exit uses close function instead of exit to avoid limit orders. Only one long trade at a time (no pyramiding) is allowed. Strategy Time frame – D (To filter out false signals, higher time frame is recommended) Strategy For – Swing Traders Assets – Cryptocurrencies + Stocks
Estratégia Pine Script®
por wojak_bogdanoff
10
NADY 45M ADX-RSI StrategyADX-RSI Scalping Strategy for Gold (XAUUSD) – Pine Script v5 This script is a powerful scalping & swing trading strategy that combines the strength of ADX (Average Directional Index) and RSI (Relative Strength Index), along with a Moving Average trend filter, designed specifically for XAUUSD (Gold/USD) but can be adapted to other assets. Core Logic: 🔹 Trend Strength Filter (ADX): Trades are allowed only when ADX > 20, ensuring signals occur during strong trends. Custom-coded ADX calculation for precision (no lagging built-in functions). 🔹 RSI Overbought/Oversold Signals: Buy when RSI is deeply oversold (<20). Sell when RSI is overbought (>85). Exit conditions are also governed by RSI reversals (RSI > 75 for closing longs, RSI < 25 for closing shorts). 🔹 Trend Confirmation with Moving Average (MA): A 300-period SMA ensures only trades in the direction of the larger trend. Avoids false signals during sideways markets. 🔹 Risk Filters: No overtrading: Trades are allowed only when all three conditions (ADX, RSI, MA) align. Session visual filter (background color highlights signal bars). Features Included: ✅ Precise ADX Calculation ✅ Configurable RSI & MA lengths ✅ Clean Buy/Sell Entry & Exit logic ✅ Alerts Ready (Webhook-compatible for bots) ✅ Visuals: MA line, background highlights, ADX Threshold line. Best Timeframes: 45M Recommended Pairing: XAUUSD (Gold/USD) Works well with trending assets, can adapt to Forex Majors with slight tweaks. Customization Parameters: MA Length (default 300) RSI Length (default 2) ADX Length (default 14) ADX Threshold (default 20) Backtest Insights: High accuracy during strong trends. Works best during London & US sessions. Filters out sideways, low-volatility zones effectively.
Estratégia Pine Script®
por nadeem0014
ADX + CCI + MA - Uncle SamStrategy Name: ADX + CCI + MA - Uncle Sam Overview This strategy aims to capitalize on trending markets by combining the Average Directional Index (ADX), Commodity Channel Index (CCI), and a customizable Moving Average (MA). It's designed for traders seeking a balanced approach to both long (buy) and short (sell) opportunities. Special thanks to the creators of the ADX and CCI indicators for their invaluable contributions to technical analysis. Strategy Concept The core idea is to identify strong trends with the ADX, confirm potential entry points with the CCI, and use the MA to filter trades in the direction of the broader trend. This approach seeks to avoid entering positions during periods of consolidation or when the trend is weak. Indicator Logic ADX (Average Directional Index): The ADX measures the strength of a trend, regardless of its direction. A value above the customizable adx_threshold (default 20) signals a strong trend, making it a prime environment for this strategy. CCI (Commodity Channel Index): The CCI is a momentum oscillator that helps identify overbought (above 100) and oversold (below -100) conditions. We use CCI crossovers to time entries in the direction of the prevailing trend. MA (Moving Average): The MA acts as a trend filter, ensuring we only enter trades aligned with the overall market direction. You have flexibility in choosing the MA type (SMA, EMA, etc.) and its length to suit your trading style and timeframe. Entry Conditions Long (Buy): ADX is above the adx_threshold. CCI crosses above 100. Price is above the chosen Moving Average (if MA trend filtering is enabled). Short (Sell): ADX is above the adx_threshold. CCI crosses below -100. Price is below the chosen Moving Average (if MA trend filtering is enabled). Exit Conditions Stop Loss (SL): Each position has a customizable stop-loss percentage to manage risk. The default setting is 1%. Take Profit (TP): Each position has a customizable take-profit percentage to secure gains. The default setting is 5%. MA-Based Risk Management (Optional): This feature allows for early exits if the price closes against the MA trend for a specified number of candles. The default setting is 2 candles. Default Settings CCI Period: 15 ADX Length: 10 ADX Threshold: 20 MA Type: HMA MA Length: 200 MA Source: Close Commission Fee: $0.0 A commission fee is not added, add your trading/platform commission for realistic trading costs. Backtest Results The strategy has been backtested on with the default settings and a starting capital of $1000, with 0.0% commission fee. It shows promising results. Disclaimer: Backtesting is hypothetical and does not guarantee future performance. Important Considerations: Customization: The strategy offers extensive customization to tailor it to your preferences. Experiment with different parameters and settings to find what works best for your trading style. Risk Management: Always use proper risk management techniques, including position sizing and stop losses, to protect your capital.
Estratégia Pine Script®
por UncleSamTrading
1
ADX Breakout Strategy█  OVERVIEW The ADX Breakout strategy leverages the Average Directional Index (ADX) to identify and execute breakout trades within specified trading sessions. Designed for the NQ and ES 30-minute charts, this strategy aims to capture significant price movements while managing risk through predefined stop losses and trade limits. This strategy was taken from a strategy that was posted on YouTube. I would link the video, but I believe is is "against house rules". █  CONCEPTS The strategy is built upon the following key concepts: ADX Indicator: Utilizes the ADX to gauge the strength of a trend. Trades are initiated when the ADX value is below a certain threshold, indicating potential for trend development. Trade Session Management: Limits trading to specific hours to align with optimal market activity periods. Risk Management: Implements a fixed dollar stop loss and restricts the number of trades per session to control exposure. █  FEATURES Customizable Stop Loss: Set your preferred stop loss amount to manage risk effectively. Trade Session Configuration: Define the trading hours to focus on the most active market periods. Entry Conditions: Enter long positions when the price breaks above the highest close in the lookback window and the ADX indicates potential trend strength. Trade Limits: Restrict the number of trades per session to maintain disciplined trading. Automated Exit: Automatically closes all positions at the end of the trading session to avoid overnight risk. █  HOW TO USE Configure Inputs : Stop Loss ($): Set the maximum loss per trade. Trade Session: Define the active trading hours. Highest Lookback Window: Specify the number of bars to consider for the highest close. Apply the Strategy : Add the ADX Breakout strategy to your chart on TradingView. Ensure you are using a 30-minute timeframe for optimal performance. █  LIMITATIONS Market Conditions: The strategy is optimized for trending markets and may underperform in sideways or highly volatile conditions. Timeframe Specific: Designed specifically for 30-minute charts; performance may vary on different timeframes. Single Asset Focus: Primarily tested on NQ and ES instruments; effectiveness on other symbols is not guaranteed. █  DISCLAIMER This ADX Breakout strategy is provided for educational and informational purposes only. It is not financial advice and should not be construed as such. Trading involves significant risk, and you may incur substantial losses. Always perform your own analysis and consider your financial situation before using this or any other trading strategy. The source material for this strategy is publicly available in the comments at the beginning of the code script. This strategy has been published openly for anyone to review and verify its methodology and performance.
Estratégia Pine Script®
por HuntGatherTrade
ADX + BB %B + AO + EMA [Luca Massuda]This trading strategy combines different indicators: 1) ADX, Average Directional Movement: to spot the trend 2) BB %B Bollinger Band %B: to spost relative price position to Bollinger Bands 3) AO Awesome Oscillator: to spot momentum 4) ema 5,ema21, ema50, ema200: to decide long or short position You can configure: Take profit % : at which % gains to take profit from the entry price Stop loss % : at which % stop loss from the entry price BB %B Overbought: At which level you consider Overbought respect to Bollinger Bands (values 0 to 100) BB %B Oversold: At which level you consider Oversold respect to Bollinger Bands (values 0 to 100) Awesome Oscillator: AO level to consider a long or short position +/- 2 ADX: ADX value to consider a long or short position Start Date, Month, Year: Starting point for a backtesting strategy Lenght , Source , Standard Deviation: Bollinger Bands values ADX smoothing, DI Lenght: ADX values Green and purple zones indicate when the strategy can go long or short. Default Long conditions: ema5>ema21 and ema50>ema200 and bb>75% and ao>2 and adx>15 Default Short conditions: ema515
Estratégia Pine Script®
por luca.massuda
2
ADX-RSI RainorThis is a strategy based on the RSI and ADX indicators, used together to output an input and output signal from the trade. Within the parameters we can identify the length and tolerance of each indicator separately, the length is due to the basic parameter in each of the indicators, on the other hand the tolerance is a threshold where it is determined when it is overbought / oversold in RSI and in ADX is the minimum value for the strategy to consider strength in the trend the entry strategy is when it is above the thresholds in the 2 indicators and the exit with profit is when the force is less than the ADX threshold As a note on the RSI threshold, it is considered as follows: oversold is from 0 to the threshold and overbought is from 100 to 100-threshold. Therefore if we take the default value (42) the neutral zone is from 42 to 58 I hope you liked it, if so you can support me with some observation or a like
Estratégia Pine Script®
por RainorGamer
adx efi 50 ema channel, trend pullbackHi so this strategy is based off 50 ema channel and the 15 ma crossing it to generate signals. But with my adjusted strategy it's a 10 rma crossing 50 ema channels and a 5 and 9 wma to help see pullbacks. 50 period bollinger bands to gage volatility a0nd help during range markets. The strategy signals are generated when longer period efi is above 0 and shorter period efi is below zero and price has pulled back near 50 ema to buy long. And the reverse for shorts, I made this to help me trade more mechanically and to trade 1 minute time frame, that's where the strategy seems to Excell the most, I developed it on eur usd but a brief check seems like it still is profitable on gbp usd aud usd usd jpy I only trade the forex market so not sure about stocks and crypto. If you get signals I would place buy stops and sell stops above high and low of respective signal candle and let price take you into trade. Also adx 20 has to be greater than 20 to take trades. Let me know if this is helpful. I've only been coding for a month so it might look sloppy the way it's coded also there are a few other buy and sell conditions left in the source code if you want to switch between different buy and sell triggers, they all produce good results on 1 min timeframe
Estratégia Pine Script®
por trent777brown
1
Trend Following ADX + Parabolic SAR### Strategy Description: Trend Following using **ADX** and **Parabolic SAR** This strategy is designed to follow market trends using two popular indicators: **Average Directional Index (ADX)** and **Parabolic SAR**. The strategy attempts to enter trades when the market shows a strong trend (using ADX) and confirms the trend direction using the Parabolic SAR. Here's a breakdown: ### Key Indicators: 1. **ADX (Average Directional Index)**: - **Purpose**: ADX measures the strength of a trend, regardless of direction. - **Usage**: The strategy uses ADX to confirm that the market is trending. When ADX is above a certain threshold (e.g., 25), it indicates a strong trend. - **Directional Indicators**: - **DI+ (Directional Indicator Plus)**: Indicates upward movement strength. - **DI- (Directional Indicator Minus)**: Indicates downward movement strength. 2. **Parabolic SAR**: - **Purpose**: Parabolic SAR is a trend-following indicator used to identify potential reversals in the price direction. - **Usage**: It provides specific price points above or below which the strategy confirms buy or sell signals. ### Strategy Logic: #### **Entry Conditions**: 1. **Long Position** (Buy): - **ADX** is above the threshold (default: 25), indicating a strong trend. - **DI+ > DI-**, indicating the upward trend is stronger than the downward. - The price is above the **Parabolic SAR** level, confirming the upward trend. 2. **Short Position** (Sell): - **ADX** is above the threshold (default: 25), indicating a strong trend. - **DI- > DI+**, indicating the downward trend is stronger than the upward. - The price is below the **Parabolic SAR** level, confirming the downward trend. #### **Exit Conditions**: - Positions are closed when an opposite signal is detected. - For example, if a long position is open and the conditions for a short position are met, the long position is closed, and a short position is opened. ### Parameters: 1. **ADX Period**: Defines the length of the period for the ADX calculation (default: 14). 2. **ADX Threshold**: The minimum value of ADX to confirm a strong trend (default: 25). 3. **Parabolic SAR Start**: The initial step for the SAR (default: 0.02). 4. **Parabolic SAR Increment**: The step increment for SAR (default: 0.02). 5. **Parabolic SAR Max**: The maximum step for SAR (default: 0.2). ### Example Trade Flow: #### **Long Trade**: 1. ADX > 25, confirming a strong trend. 2. DI+ > DI-, indicating the market is trending upward. 3. The price is above the Parabolic SAR, confirming the upward direction. 4. **Action**: Enter a long (buy) position. 5. Exit the long position when a short signal is triggered (i.e., DI- > DI+, price below Parabolic SAR). #### **Short Trade**: 1. ADX > 25, confirming a strong trend. 2. DI- > DI+, indicating the market is trending downward. 3. The price is below the Parabolic SAR, confirming the downward direction. 4. **Action**: Enter a short (sell) position. 5. Exit the short position when a long signal is triggered (i.e., DI+ > DI-, price above Parabolic SAR). ### Strengths of the Strategy: - **Trend-Following**: It performs well in markets with strong trends, whether upward or downward. - **Dual Confirmation**: The combination of ADX and Parabolic SAR reduces false signals by ensuring both trend strength and direction are considered before entering a trade. ### Weaknesses: - **Range-Bound Markets**: This strategy may perform poorly in choppy, non-trending markets because both ADX and SAR are trend-following indicators. - **Lagging Nature**: Since both ADX and SAR are lagging indicators, the strategy may enter trades after the trend has already started, potentially missing early profits. ### Customization: - **ADX Threshold**: You can increase the threshold if you only want to trade in very strong trends, or lower it to capture more moderate trends. - **SAR Parameters**: Adjusting the SAR `start`, `increment`, and `max` values will make the Parabolic SAR more or less sensitive to price changes. ### Summary: This strategy combines the ADX and Parabolic SAR to take advantage of strong market trends. By confirming both trend strength (ADX) and trend direction (Parabolic SAR), it aims to enter high-probability trades in trending markets while minimizing false signals. However, it may struggle in sideways or non-trending markets. For Educational purposes only !!!
Estratégia Pine Script®
por traderhub
EMA Cross + RSI + ADX - Autotrade Strategy V2Overview A versatile trend-following strategy combining EMA 9/21 crossovers with RSI momentum filtering and optional ADX trend strength confirmation. Designed for both cryptocurrency and traditional futures/options markets with built-in stop loss management and automated position reversals. Key Features Multi-Market Compatibility: Works on both crypto futures (Bitcoin, Ethereum) and traditional markets (NIFTY, Bank NIFTY, S&P 500 futures, equity options) Triple Confirmation System: EMA crossover + RSI filter + ADX strength (optional) Automated Risk Management: 2% stop loss with wick-touch detection Position Auto-Reversal: Opposite signals automatically close and reverse positions Webhook Ready: Six distinct alert messages for automation (Entry Buy/Sell, Close Long/Short, SL Hit Long/Short) Performance Metrics NIFTY Futures (15min): 50%+ win rate with ADX filter OFF Crypto Markets: Requires extensive backtesting before live deployment Optimal Timeframes: 15-minute to 1-hour charts (patience required for higher timeframes) Strategy Logic Entry Signals: LONG: EMA 9 crosses above EMA 21 + RSI > 55 + ADX > 20 (if enabled) SHORT: EMA 9 crosses below EMA 21 + RSI < 45 + ADX > 20 (if enabled) Exit Signals: Opposite EMA crossover (auto-closes current position) Stop loss hit at 2% from entry price (tracks candle wicks) Technical Indicators: Fast EMA: 9-period (short-term trend) Slow EMA: 21-period (primary trend) RSI: 14-period with 55/45 thresholds (momentum confirmation) ADX: 14-period with 20 threshold (trend strength filter - optional) Market-Specific Settings Traditional Markets (NIFTY, Bank NIFTY, S&P Futures, Options) Recommended Settings: ADX Filter: Turn OFF (less choppy, cleaner trends) Timeframe: 15-minute chart Win Rate: 50%+ on NIFTY Futures Why No ADX: Traditional markets have more institutional participation and smoother price action, making ADX unnecessary Cryptocurrency Markets (BTC, ETH, Altcoins) Recommended Settings: ADX Filter: Turn ON (ADX > 20) Timeframe: 15-minute to 1-hour Extensive backtesting required before live trading Why ADX: Crypto markets are highly volatile and prone to false breakouts; ADX filters low-quality chop Best Practices ✅ Backtest thoroughly on your specific instrument and timeframe ✅ Use larger timeframes (1H, 4H) for higher quality signals and better risk/reward ✅ Adjust RSI thresholds based on market volatility (try 52/48 for more signals, 60/40 for fewer but stronger) ✅ Monitor ADX effectiveness - disable for traditional markets, enable for crypto ✅ Proper position sizing - adjust default_qty_value based on your capital and instrument price ✅ Paper trade first - test for 2-4 weeks before risking real capital Risk Management Fixed 2% stop loss per trade (adjustable) Stop loss tracks candle wicks for accurate execution Positions auto-reverse on opposite signals (no manual intervention needed) 0.075% commission built into backtest (adjust for your broker) Customization Options All parameters are adjustable via inputs: EMA periods (default: 9/21) RSI length and thresholds (default: 14-period, 55/45 levels) ADX length and threshold (default: 14-period, 20 threshold) Stop loss percentage (default: 2%) Webhook Automation This strategy includes six distinct alert messages for automated trading: "Entry Buy" - Long position opened "Entry Sell" - Short position opened "Close Long" - Long position closed on opposite crossover "Close Short" - Short position closed on opposite crossover "SL Hit Long" - Long stop loss triggered "SL Hit Short" - Short stop loss triggered Compatible with Delta Exchange, Binance Futures, 3Commas, Alertatron, and other webhook platforms. Important Notes ⚠️ Crypto markets require extensive backtesting - volatility patterns differ significantly from traditional markets ⚠️ Higher timeframes = better results - 15min works but 1H/4H provide cleaner signals ⚠️ ADX toggle is critical - OFF for traditional markets, ON for crypto ⚠️ Not financial advice - always conduct your own research and use proper risk management ⚠️ Past performance ≠ future results - backtest results may not reflect live trading conditions Disclaimer This strategy is for educational and informational purposes only. Trading futures and options involves substantial risk of loss. Always backtest thoroughly, start with paper trading, and never risk more than you can afford to lose. The author assumes no responsibility for any trading losses incurred using this strategy.
Estratégia Pine Script®
por varuns_back
5
SwingTrade VWAP Strategy[TiamatCrypto]V1.1This Pine Script® code creates a trading strategy called "SwingTrade VWAP Strategy V1.1." This strategy incorporates various trading tools, such as VWAP (Volume Weighted Average Price), ADX (Average Directional Index), and volume signals. Below is an explanation of the components and logic within the script: ### Overview of Features - **VWAP:** A volume-weighted moving average that assesses price trends relative to the VWAP level. - **ADX:** A trend strength indicator that helps confirm the strength of bullish or bearish trends. - **Volume Analysis:** Leverages volume data to gauge momentum and identify volume-weighted buy/sell conditions. - **Dynamic Entry/Exit Signals:** Combines the above indicators to produce actionable buy/sell or exit signals. - **Customizable Inputs:** Inputs for tuning parameters like VWAP period, ADX thresholds, and volume sensitivity. --- ### **Code Breakdown** #### **Input Parameters** The script begins by defining several user-configurable variables under groups. These include indicators' on/off switches (`showVWAP`, `enableADX`, `enableVolume`) and input parameters for VWAP, ADX thresholds, and volume sensitivity: - **VWAP Period and Threshold:** Controls sensitivity for VWAP signal generation. - **ADX Settings:** Allows users to configure the ADX period and strength threshold. - **Volume Ratio:** Detects bullish/bearish conditions based on relative volume patterns. --- #### **VWAP Calculation** The script calculates VWAP using the formula: \ Where `P` is the typical price (`(high + low + close)/3`) and `V` is the volume. - It resets cumulative values (`sumPV` and `sumV`) at the start of each day. - Delta percentage (`deltaPercent`) is calculated as the percentage difference between the close price and the VWAP. --- #### **Indicators and Signals** 1. **VWAP Trend Signals:** - Identifies bullish/bearish conditions based on price movement (`aboveVWAP`, `belowVWAP`) and whether the price is crossing the VWAP level (`crossingUp`, `crossingDown`). - Also detects rising/falling delta changes based on the VWAP threshold. 2. **ADX Calculation:** - Calculates the directional movement (`PlusDM`, `MinusDM`) and smoothed values for `PlusDI`, `MinusDI`, and `ADX`. - Confirms strong bullish/bearish trends when ADX crosses the defined threshold. 3. **Volume-Based Signals:** - Evaluates the ratio of bullish volume (when `close > VWAP`) to bearish volume (when `close < VWAP`) over a specified lookback period. --- #### **Trade Signals** The buy and sell signals are determined by combining conditions from the VWAP, ADX, and volume signals: - **Buy Signal:** Triggered when price upward crossover VWAP, delta rises above the threshold, ADX indicates a strong bullish trend, and volume confirms bullish momentum. - **Sell Signal:** Triggered under inverse conditions. - Additionally, exit conditions (`exitLong` and `exitShort`) are based on VWAP crossovers combined with the reversal of delta values. --- #### **Plotting and Display** The strategy plots VWAP on the chart and adds signal markers for: - **Buy/Long Entry:** Green triangle below bars. - **Sell/Short Entry:** Red triangle above bars. - **Exit Signals:** Lime or orange "X" shapes for exits from long/short positions. - Additionally, optional text labels are displayed to indicate the type of signal. --- #### **Trading Logic** The script's trading logic executes as follows: - **Entries:** - Executes long trades when the `buySignal` condition is true. - Executes short trades when the `sellSignal` condition is true. - **Exits:** - Closes long positions upon `exitLong` conditions. - Closes short positions upon `exitShort` conditions. - The strategy calculates profits and visualizes the trade entry, exit, and running profit within the chart. --- #### **Alerts** Alerts are set up to notify traders via custom signals for buy and sell trades. --- ### **Use Case** This script is suitable for day traders, swing traders, or algorithmic traders who rely on confluence signals from VWAP, ADX, and volume momentum. Its modular structure (e.g., the ability to enable/disable specific indicators) makes it highly customizable for various trading styles and financial instruments. #### **Customizability** - Adjust VWAP, ADX, and volume sensitivity levels to fit unique market conditions or asset classes. - Turn off specific criteria to focus only on VWAP or ADX signals if desired. #### **Caution** As with all trading strategies, this script should be used for backtesting and analysis before live implementation. It's essential to validate its performance on historical data while considering factors like slippage and transaction costs.
Estratégia Pine Script®
por TiamatCrypto
GM-8 and ADX Strategy with Second EMADescription: This TradingView script implements a trading strategy based on the Moving Average (GM-8), the Average Directional Index (ADX), and the second Exponential Moving Average (EMA). The strategy utilizes these indicators to identify potential buy and sell signals on the chart. Indicators: GM-8 (Moving Average 8): This indicator calculates the average price of the last 8 periods and is used to identify trends. ADX (Average Directional Index): The ADX measures the strength of a trend and is used to determine whether the market is moving in a particular direction or not. Second EMA (Exponential Moving Average): This is an additional EMA line with a period of 59, which is used to provide additional confirmation signals for the trend. Trading Conditions: Buy Condition: A buy signal is generated when the closing price is above the GM-8 and the second EMA, and the ADX value is above the specified threshold. Sell Condition: A sell signal is generated when the closing price is below the GM-8 and the second EMA, and the ADX value is above the specified threshold. Trading Logic: If a buy condition is met, a long position is opened with a user-defined lot size. If a sell condition is met, a short position is opened with the same user-defined lot size. Positions are closed when the opposite conditions are met. User Parameters: Users can adjust the periods for the GM-8, the second EMA, and the ADX, as well as the threshold for the ADX and the lot size according to their preferences. Note: This script has been developed for use on a $100,000 account with FTMO, therefore the account size is set to $100,000. Please ensure that the strategy parameters and settings meet the requirements of your trading strategy and carefully review the results before committing real capital. -------------------------------------------------------------------------------------------------------------- Beschreibung: Dieses TradingView-Skript implementiert eine Handelsstrategie, die auf dem gleitenden Mittelwert (GM-8), dem Average Directional Index (ADX) und der zweiten exponentiellen gleitenden Durchschnittslinie (EMA) basiert. Die Strategie verwendet diese Indikatoren, um potenzielle Kauf- und Verkaufssignale auf dem Chart zu identifizieren. Indikatoren: GM-8 (Gleitender Mittelwert 8): Dieser Indikator berechnet den Durchschnittspreis der letzten 8 Perioden und wird verwendet, um Trends zu identifizieren. ADX (Average Directional Index): Der ADX misst die Stärke eines Trends und wird verwendet, um festzustellen, ob sich der Markt in eine bestimmte Richtung bewegt oder nicht. Zweite EMA (Exponential Moving Average): Dies ist eine zusätzliche EMA-Linie mit einer Periode von 59, die verwendet wird, um zusätzliche Bestätigungssignale für den Trend zu liefern. Handelsbedingungen: Kaufbedingung: Es wird ein Kaufsignal generiert, wenn der Schlusskurs über dem GM-8 und der zweiten EMA liegt und der ADX-Wert über dem angegebenen Schwellenwert liegt. Verkaufsbedingung: Es wird ein Verkaufssignal generiert, wenn der Schlusskurs unter dem GM-8 und der zweiten EMA liegt und der ADX-Wert über dem angegebenen Schwellenwert liegt. Handelslogik: Wenn eine Kaufbedingung erfüllt ist, wird eine Long-Position mit einer benutzerdefinierten Losgröße eröffnet. Wenn eine Verkaufsbedingung erfüllt ist, wird eine Short-Position mit derselben benutzerdefinierten Losgröße eröffnet. Positionen werden geschlossen, wenn die Gegenbedingungen erfüllt sind. Benutzerparameter: Benutzer können die Perioden für den GM-8, die zweite EMA und den ADX sowie den Schwellenwert für den ADX und die Losgröße nach ihren eigenen Präferenzen anpassen. Hinweis: Dieses Skript wurde für die Verwendung auf einem $100.000-Konto bei FTMO entwickelt, daher ist die Kontogröße auf $100.000 festgelegt. Bitte stellen Sie sicher, dass die Strategieparameter und -einstellungen den Anforderungen Ihrer Handelsstrategie entsprechen und dass Sie die Ergebnisse sorgfältig überprüfen, bevor Sie echtes Kapital einsetzen.
Estratégia Pine Script®
por Spacemelody777
888 BOT #backtest█ 888 BOT #backtest This is an Expert Advisor 'EA' or Automated trading script for ‘longs’ and ‘shorts’, which uses only a Take Profit or, in the worst case, a Stop Loss to close the trade. It's a much improved version of the previous ‘Repanocha’. It doesn`t use 'Trailing Stop' or 'security()' functions (although using a security function doesn`t mean that the script repaints) and all signals are confirmed, therefore the script doesn`t repaint in alert mode and is accurate in backtest mode. Apart from the previous indicators, some more and other functions have been added for Stop-Loss, re-entry and leverage. It uses 8 indicators, (many of you already know what they are, but in case there is someone new), these are the following: 1. Jurik Moving Average It's a moving average created by Mark Jurik for professionals which eliminates the 'lag' or delay of the signal. It's better than other moving averages like EMA, DEMA, AMA or T3. There are two ways to decrease noise using JMA. Increasing the 'LENGTH' parameter will cause JMA to move more slowly and therefore reduce noise at the expense of adding 'lag' The 'JMA LENGTH', 'PHASE' and 'POWER' parameters offer a way to select the optimal balance between 'lag' and over boost. Green: Bullish, Red: Bearish. 2. Range filter Created by Donovan Wall, its function is to filter or eliminate noise and to better determine the price trend in the short term. First, a uniform average price range 'SAMPLING PERIOD' is calculated for the filter base and multiplied by a specific quantity 'RANGE MULTIPLIER'. The filter is then calculated by adjusting price movements that do not exceed the specified range. Finally, the target ranges are plotted to show the prices that will trigger the filter movement. Green: Bullish, Red: Bearish. 3. Average Directional Index (ADX Classic) and (ADX Masanakamura) It's an indicator designed by Welles Wilder to measure the strength and direction of the market trend. The price movement is strong when the ADX has a positive slope and is above a certain minimum level 'ADX THRESHOLD' and for a given period 'ADX LENGTH'. The green color of the bars indicates that the trend is bullish and that the ADX is above the level established by the threshold. The red color of the bars indicates that the trend is down and that the ADX is above the threshold level. The orange color of the bars indicates that the price is not strong and will surely lateralize. You can choose between the classic option and the one created by a certain 'Masanakamura'. The main difference between the two is that in the first it uses RMA () and in the second SMA () in its calculation. 4. Parabolic SAR This indicator, also created by Welles Wilder, places points that help define a trend. The Parabolic SAR can follow the price above or below, the peculiarity that it offers is that when the price touches the indicator, it jumps to the other side of the price (if the Parabolic SAR was below the price it jumps up and vice versa) to a distance predetermined by the indicator. At this time the indicator continues to follow the price, reducing the distance with each candle until it is finally touched again by the price and the process starts again. This procedure explains the name of the indicator: the Parabolic SAR follows the price generating a characteristic parabolic shape, when the price touches it, stops and turns (SAR is the acronym for 'stop and reverse'), giving rise to a new cycle. When the points are below the price, the trend is up, while the points above the price indicate a downward trend. 5. RSI with Volume This indicator was created by LazyBear from the popular RSI. The RSI is an oscillator-type indicator used in technical analysis and also created by Welles Wilder that shows the strength of the price by comparing individual movements up or down in successive closing prices. LazyBear added a volume parameter that makes it more accurate to the market movement. A good way to use RSI is by considering the 50 'RSI CENTER LINE' centerline. When the oscillator is above, the trend is bullish and when it is below, the trend is bearish. 6. Moving Average Convergence Divergence (MACD) and (MAC-Z) It was created by Gerald Appel. Subsequently, the histogram was added to anticipate the crossing of MA. Broadly speaking, we can say that the MACD is an oscillator consisting of two moving averages that rotate around the zero line. The MACD line is the difference between a short moving average 'MACD FAST MA LENGTH' and a long moving average 'MACD SLOW MA LENGTH'. It's an indicator that allows us to have a reference on the trend of the asset on which it is operating, thus generating market entry and exit signals. We can talk about a bull market when the MACD histogram is above the zero line, along with the signal line, while we are talking about a bear market when the MACD histogram is below the zero line. There is the option of using the MAC-Z indicator created by LazyBear, which according to its author is more effective, by using the parameter VWAP (volume weighted average price) 'Z-VWAP LENGTH' together with a standard deviation 'STDEV LENGTH' in its calculation. 7. Volume Condition Volume indicates the number of participants in this war between bulls and bears, the more volume the more likely the price will move in favor of the trend. A low trading volume indicates a lower number of participants and interest in the instrument in question. Low volumes may reveal weakness behind a price movement. With this condition, those signals whose volume is less than the volume SMA for a period 'SMA VOLUME LENGTH' multiplied by a factor 'VOLUME FACTOR' are filtered. In addition, it determines the leverage used, the more volume, the more participants, the more probability that the price will move in our favor, that is, we can use more leverage. The leverage in this script is determined by how many times the volume is above the SMA line. The maximum leverage is 8. 8. Bollinger Bands This indicator was created by John Bollinger and consists of three bands that are drawn superimposed on the price evolution graph. The central band is a moving average, normally a simple moving average calculated with 20 periods is used. ('BB LENGTH' Number of periods of the moving average) The upper band is calculated by adding the value of the simple moving average X times the standard deviation of the moving average. ('BB MULTIPLIER' Number of times the standard deviation of the moving average) The lower band is calculated by subtracting the simple moving average X times the standard deviation of the moving average. the band between the upper and lower bands contains, statistically, almost 90% of the possible price variations, which means that any movement of the price outside the bands has special relevance. In practical terms, Bollinger bands behave as if they were an elastic band so that, if the price touches them, it has a high probability of bouncing. Sometimes, after the entry order is filled, the price is returned to the opposite side. If price touch the Bollinger band in the same previous conditions, another order is filled in the same direction of the position to improve the average entry price, (% MINIMUM BETTER PRICE ': Minimum price for the re-entry to be executed and that is better than the price of the previous position in a given %) in this way we give the trade a chance that the Take Profit is executed before. The downside is that the position is doubled in size. 'ACTIVATE DIVIDE TP': Divide the size of the TP in half. More probability of the trade closing but less profit. █ STOP LOSS and RISK MANAGEMENT. A good risk management is what can make your equity go up or be liquidated. The % risk is the percentage of our capital that we are willing to lose by operation. This is recommended to be between 1-5%. % Risk: (% Stop Loss x % Equity per trade x Leverage) / 100 First the strategy is calculated with Stop Loss, then the risk per operation is determined and from there, the amount per operation is calculated and not vice versa. In this script you can use a normal Stop Loss or one according to the ATR. Also activate the option to trigger it earlier if the risk percentage is reached. '% RISK ALLOWED' 'STOP LOSS CONFIRMED': The Stop Loss is only activated if the closing of the previous bar is in the loss limit condition. It's useful to prevent the SL from triggering when they do a ‘pump’ to sweep Stops and then return the price to the previous state. █ BACKTEST The objective of the Backtest is to evaluate the effectiveness of our strategy. A good Backtest is determined by some parameters such as: - RECOVERY FACTOR: It consists of dividing the 'net profit' by the 'drawdown’. An excellent trading system has a recovery factor of 10 or more; that is, it generates 10 times more net profit than drawdown. - PROFIT FACTOR: The ‘Profit Factor’ is another popular measure of system performance. It's as simple as dividing what win trades earn by what loser trades lose. If the strategy is profitable then by definition the 'Profit Factor' is going to be greater than 1. Strategies that are not profitable produce profit factors less than one. A good system has a profit factor of 2 or more. The good thing about the ‘Profit Factor’ is that it tells us what we are going to earn for each dollar we lose. A profit factor of 2.5 tells us that for every dollar we lose operating we will earn 2.5. - SHARPE: (Return system - Return without risk) / Deviation of returns. When the variations of gains and losses are very high, the deviation is very high and that leads to a very poor ‘Sharpe’ ratio. If the operations are very close to the average (little deviation) the result is a fairly high 'Sharpe' ratio. If a strategy has a 'Sharpe' ratio greater than 1 it is a good strategy. If it has a 'Sharpe' ratio greater than 2, it is excellent. If it has a ‘Sharpe’ ratio less than 1 then we don't know if it is good or bad, we have to look at other parameters. - MATHEMATICAL EXPECTATION: (% winning trades X average profit) + (% losing trades X average loss). To earn money with a Trading system, it is not necessary to win all the operations, what is really important is the final result of the operation. A Trading system has to have positive mathematical expectation as is the case with this script: ME = (0.87 x 30.74$) - (0.13 x 56.16$) = (26.74 - 7.30) = 19.44$ > 0 The game of roulette, for example, has negative mathematical expectation for the player, it can have positive winning streaks, but in the long term, if you continue playing you will end up losing, and casinos know this very well. PARAMETERS 'BACKTEST DAYS': Number of days back of historical data for the calculation of the Backtest. 'ENTRY TYPE': For '% EQUITY' if you have $ 10,000 of capital and select 7.5%, for example, your entry would be $ 750 without leverage. If you select CONTRACTS for the 'BTCUSDT' pair, for example, it would be the amount in 'Bitcoins' and if you select 'CASH' it would be the amount in $ dollars. 'QUANTITY (LEVERAGE 1X)': The amount for an entry with X1 leverage according to the previous section. 'MAXIMUM LEVERAGE': It's the maximum allowed multiplier of the quantity entered in the previous section according to the volume condition. The settings are for Bitcoin at Binance Futures (BTC: USDTPERP) in 30 minutes. For other pairs and other timeframes, the settings have to be adjusted again. And within a month, the settings will be different because we all know the market and the trend are changing. █ 888 BOT (SPANISH) Este es un Expert Advisor 'EA' o script de trading automatizado para ‘longs’ y ‘shorts’, el cual, utiliza solo un Take Profit o, en el peor de los casos, un Stop Loss para cerrar el trade. Es una versión muy mejorada del anterior ‘Repanocha’. No utiliza ‘Trailing Stop’, ni funciones ‘security()’ (aunque usar una función security no significa que el script repinte) y todas las señales son confirmadas, por consiguiente, el script no repinta en modo alertas y es preciso en en el modo backtest. Aparte de los anteriores indicadores se han añadido algunos más y otras funciones para Stop-Loss, de re-entrada y apalancamiento. Utiliza 8 indicadores, (muchos ya sabéis sobradamente lo que son, pero por si hay alguien nuevo), son los siguientes: 1. Jurik Moving Average Es una media móvil creada por Mark Jurik para profesionales la cual elimina el ‘lag’ o retardo de la señal. Es mejor que otras medias móviles como la EMA, DEMA, AMA o T3. Hay dos formas de disminuir el ruido utilizando JMA. El aumento del parámetro 'LENGTH' hará que JMA se mueva más lentamente y, por lo tanto, reducirá el ruido a expensas de añadir ‘lag’ Los parámetros 'JMA LENGTH', 'PHASE' y 'POWER' ofrecen una forma de seleccionar el equilibrio óptimo entre ‘lag’ y sobre impulso. Verde : Alcista, Rojo: Bajista. 2. Range filter Creado por Donovan Wall, su función es la de filtrar o eliminar el ruido y poder determinar mejor la tendencia del precio a corto plazo. Primero, se calcula un rango de precio promedio uniforme 'SAMPLING PERIOD' para la base del filtro y se multiplica por una cantidad específica 'RANGE MULTIPLIER'. A continuación, el filtro se calcula ajustando los movimientos de precios que no exceden el rango especificado. Por último, los rangos objetivo se trazan para mostrar los precios que activarán el movimiento del filtro. Verde : Alcista, Rojo: Bajista. 3. Average Directional Index (ADX Classic) y (ADX Masanakamura) Es un indicador diseñado por Welles Wilder para medir la fuerza y dirección de la tendencia del mercado. El movimiento del precio tiene fuerza cuando el ADX tiene pendiente positiva y está por encima de cierto nivel mínimo 'ADX THRESHOLD' y para un periodo dado 'ADX LENGTH'. El color verde de las barras indica que la tendencia es alcista y que el ADX está por encima del nivel establecido por el threshold. El color Rojo de las barras indica que la tendencia es bajista y que el ADX está por encima del nivel de threshold. El color naranja de las barras indica que el precio no tiene fuerza y seguramente lateralizará. Se puede elegir entre la opción clásica y la creada por un tal 'Masanakamura'. La diferencia principal entre los dos es que en el primero utiliza RMA() y en el segundo SMA() en su cálculo. 4. Parabolic SAR Este indicador, creado también por Welles Wilder, coloca puntos que ayudan a definir una tendencia. El Parabolic SAR puede seguir al precio por encima o por debajo, la particularidad que ofrece es que cuando el precio toca al indicador, este salta al otro lado del precio (si el Parabolic SAR estaba por debajo del precio salta arriba y viceversa) a una distancia predeterminada por el indicador. En este momento el indicador vuelve a seguir al precio, reduciendo la distancia con cada vela hasta que finalmente es tocado otra vez por el precio y se vuelve a iniciar el proceso. Este procedimiento explica el nombre del indicador: el Parabolic SAR va siguiendo al precio generando una característica forma parabólica, cuando el precio lo toca, se para y da la vuelta (SAR son las siglas en inglés de ‘stop and reverse’), dando lugar a un nuevo ciclo. Cuando los puntos están por debajo del precio, la tendencia es alcista, mientras que los puntos por encima del precio indica una tendencia bajista. 5. RSI with Volume Este indicador lo creo un tal LazyBear de TV a partir del popular RSI. El RSI es un indicador tipo oscilador utilizado en análisis técnico y creado también por Welles Wilder que muestra la fuerza del precio mediante la comparación de los movimientos individuales al alza o a la baja de los sucesivos precios de cierre. LazyBear le añadió un parámetro de volumen que lo hace más preciso al movimiento del mercado. Una buena forma de usar el RSI es teniendo en cuenta la línea central de 50 'RSI CENTER LINE'. Cuando el oscilador está por encima, la tendencia es alcista y cuando está por debajo la tendencia es bajista. 6. Moving Average Convergence Divergence (MACD) y (MAC-Z) Fue creado por Gerald Appel. Posteriormente se añadió el histograma para anticipar el cruce de medias. A grandes rasgos podemos decir que el MACD es un oscilador consistente en dos medias móviles que van girando en torno a la línea de cero. La línea del MACD no es más que la diferencia entre una media móvil corta 'MACD FAST MA LENGTH' y una media móvil larga 'MACD SLOW MA LENGTH'. Es un indicador que nos permite tener una referencia sobre la tendencia del activo sobre el cual se está operando, generando de este modo señales de entrada y salida del mercado. Podemos hablar de mercado alcista cuando el histograma del MACD se sitúe por encima de la línea cero, junto con la línea de señal, mientras que hablaremos de mercado bajista cuando el histograma MACD se situará por debajo de la línea cero. Está la opción de utilizar el indicador MAC-Z creado por LazyBear que según su autor es más eficaz, por utilizar el parámetro VWAP (precio medio ponderado por volumen) 'Z-VWAP LENGTH' junto con una desviación standard 'STDEV LENGTH' en su cálculo. 7. Volume Condition El volumen indica el número de participantes en esta guerra entre toros y osos, cuanto más volumen más probabilidad de que se mueva el precio a favor de la tendencia. Un volumen bajo de negociación indica un menor número de participantes e interés por el instrumento en cuestión. Los bajos volúmenes pueden revelar debilidad detrás de un movimiento de precios. Con esta condición se filtran aquellas señales cuyo volumen es inferior a la SMA de volumen para un periodo 'SMA VOLUME LENGTH' multiplicado por un factor 'VOLUME FACTOR'. Además, determina el apalancamiento utilizado, a más volumen, más participantes, más probabilidad de que se mueva el precio a nuestro favor, es decir, podemos utilizar más apalancamiento. El apalancamiento en este script lo determina las veces que está el volumen por encima de la línea de la SMA. El apalancamiento máximo es de 8. 8. Bollinger Bands Este indicador fue creado por John Bollinger y consiste en tres bandas que se dibujan superpuestas al gráfico de evolución del precio. La banda central es una media móvil, normalmente se emplea una media móvil simple calculada con 20 períodos. ('BB LENGTH' Número de periodos de la media móvil) La banda superior se calcula sumando al valor de la media móvil simple X veces la desviación típica de la media móvil. ('BB MULTIPLIER' Número de veces la desviación típica de la media móvil) La banda inferior de calcula restando a la media móvil simple X veces la desviación típica de la media móvil. la franja comprendida entre las bandas superior e inferior contiene, estadísticamente, casi un 90% de las posibles variaciones del precio, lo que significa que cualquier movimiento del precio fuera de las bandas tiene especial relevancia. En términos prácticos, las bandas de Bollinger se comporta como si de una banda elástica se tratara de manera que, si el precio las toca, éste tiene mucha probabilidad de rebotar. En ocasiones, después de rellenarse la orden de entrada, el precio se devuelve hacia el lado contrario. Si toca la banda de Bollinger se rellena otra orden en la misma dirección de la posición para mejorar el precio medio de entrada, (% MINIMUM BETTER PRICE': Precio mínimo para que se ejecute la re-entrada y que sea mejor que el precio de la posición anterior en un % dado) de esta manera damos una oportunidad al trade de que el Take Profit se ejecute antes. La desventaja es que se dobla el tamaño de la posición. 'ACTIVATE DIVIDE TP': Divide el tamaño del TP a la mitad. Más probabilidad de que se cierre el trade pero menos ganancias. █ STOP LOSS y RISK MANAGEMENT. Una buena gestión de las pérdidas o gestión del riesgo es lo que puede hacer que tu cuenta suba o se liquide en poco tiempo. El % de riesgo es el porcentaje de nuestro capital que estamos dispuestos a perder por operación. Este se aconseja que debe estar comprendido entre un 1-5%. % Risk = (% Stop Loss x % Equity per trade x Leverage) / 100 Primero se calcula la estrategia con Stop Loss, después se determina el riesgo por operación y a partir de ahí se calcula el monto por operación y no al revés. En este script puedes usar un Stop Loss normal o uno según el ATR. También activar la opción de que salte antes si se alcanza el porcentaje de riesgo. '% RISK ALLOWED' 'STOP LOSS CONFIRMED': Solamente se activa el Stop Loss si el cierre de la barra anterior se encuentra en la condición de límite de pérdidas. Es útil para evitar que se dispare el SL cuando hacen un ‘pump’ para barrer Stops y luego se devuelve el precio a la normalidad. █ BACKTEST El objetivo del Backtest es evaluar la eficacia de nuestra estrategia. Un buen Backtest lo determinan algunos parámetros como son: - RECOVERY FACTOR: Consiste en dividir el ‘beneficio neto’ entre el ‘drawdown’. Un excelente sistema de trading tiene un recovery factor de 10 o más; es decir, genera 10 veces más beneficio neto que drawdown. - PROFIT FACTOR: El ‘Profit Factor’ es otra medida popular del rendimiento de un sistema. Es algo tan simple como dividir lo que ganan las operaciones con ganancias entre lo que pierden las operaciones con pérdidas. Si la estrategia es rentable entonces por definición el ‘Profit Factor’ va a ser mayor que 1. Las estrategias que no son rentables producen factores de beneficio menores que uno. Un buen sistema tiene un profit factor de 2 o más. Lo bueno del ‘Profit Factor’ es que nos dice lo que vamos a ganar por cada dolar que perdemos. Un profit factor de 2.5 nos dice que por cada dolar que perdamos operando vamos a ganar 2.5. - SHARPE: (Retorno sistema – Retorno sin riesgo) / Desviación de los retornos. Cuando las variaciones de ganancias y pérdidas son muy altas, la desviación es muy elevada y eso conlleva un ratio de ‘Sharpe’ muy pobre. Si las operaciones están muy cerca de la media (poca desviación) el resultado es un ratio de ‘Sharpe’ bastante elevado. Si una estrategia tiene un ratio de ‘Sharpe’ mayor que 1 es una buena estrategia. Si tiene un ratio de ‘Sharpe’ mayor que 2, es excelente. Si tiene un ratio de ‘Sharpe’ menor que 1 entonces no sabemos si es buena o mala, hay que mirar otros parámetros. - MATHEMATICAL EXPECTATION:(% operaciones ganadoras X ganancia media) + (% operaciones perdedoras X pérdida media). Para ganar dinero con un sistema de Trading, no es necesario ganar todas las operaciones, lo verdaderamente importante es el resultado final de la operativa. Un sistema de Trading tiene que tener esperanza matemática positiva como es el caso de este script. El juego de la ruleta, por ejemplo, tiene esperanza matemática negativa para el jugador, puede tener rachas positivas de ganancias, pero a la larga, si se sigue jugando se acabará perdiendo, y esto los casinos lo saben muy bien. PARAMETROS 'BACKTEST DAYS': Número de días atrás de datos históricos para el calculo del Backtest. 'ENTRY TYPE': Para % EQUITY si tienes 10000$ de capital y seleccionas 7.5% tu entrada sería de 750$ sin apalancamiento. Si seleccionas CONTRACTS para el par BTCUSDT sería la cantidad en Bitcoins y si seleccionas CASH sería la cantidad en dólares. 'QUANTITY (LEVERAGE 1X)': La cantidad para una entrada con apalancamiento X! según el apartado anterior. 'MAXIMUM LEVERAGE': Es el máximo multiplicador permitido de la cantidad introducida en el apartado anterior según la condición de volumen. Los settings son para Bitcoin en Binance Futures (BTC:USDTPERP) en 30 minutos. Para otro pares y otras temporalidades se tienen que ajustar las opciones de nuevo. Además para dentro de un mes, los ajustes serán otros distintos ya que el mercado y la tendencia es cambiante.
Estratégia Pine Script®
por UnknownUnicorn2151907
12