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Market Facilitation Index (MFI) Backtest The Market Facilitation Index is an indicator that relates price range to volume and measures the efficency of price movement. Use the indicator to determine if the market is trending. If the Market Facilitation Index increased, then the market is facilitating trade and is more efficient, implying that the market is trending. If the Market Facilitation Index decreased, then the market is becoming less efficient, which may indicate a trading range is developing that may be a trend reversal. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
Finite Volume Elements (FVE) Backtest The FVE is a pure volume indicator. Unlike most of the other indicators (except OBV), price change doesn?t come into the equation for the FVE (price is not multiplied by volume), but is only used to determine whether money is flowing in or out of the stock. This is contrary to the current trend in the design of modern money flow indicators. The author decided against a price-volume indicator for the following reasons: - A pure volume indicator has more power to contradict. - The number of buyers or sellers (which is assessed by volume) will be the same, regardless of the price fluctuation. - Price-volume indicators tend to spike excessively at breakouts or breakdowns. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
Ergodic CSI Backtest This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. This indicator plots Ergotic CSI and smoothed Ergotic CSI to filter out noise. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
2
Ease of Movement (EOM) Backtest This indicator gauges the magnitude of price and volume movement. The indicator returns both positive and negative values where a positive value means the market has moved up from yesterday's value and a negative value means the market has moved down. A large positive or large negative value indicates a large move in price and/or lighter volume. A small positive or small negative value indicates a small move in price and/or heavier volume. A positive or negative numeric value. A positive value means the market has moved up from yesterday's value, whereas, a negative value means the market has moved down. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
Dynamic Momentum Index (DMI) Backtest This indicator plots Dynamic Momentum Index indicator. The Dynamic Momentum Index (DMI) was developed by Tushar Chande and Stanley Kroll. The indicator is covered in detail in their book The New Technical Trader. The DMI is identical to Welles Wilder`s Relative Strength Index except the number of periods is variable rather than fixed. The variability of the time periods used in the DMI is controlled by the recent volatility of prices. The more volatile the prices, the more sensitive the DMI is to price changes. In other words, the DMI will use more time periods during quiet markets, and less during active markets. The maximum time periods the DMI can reach is 30 and the minimum is 3. This calculation method is similar to the Variable Moving Average, also developed by Tushar Chande. The advantage of using a variable length time period when calculating the RSI is that it overcomes the negative effects of smoothing, which often obscure short-term moves. The volatility index used in controlling the time periods in the DMI is based on a calculation using a five period standard deviation and a ten period average of the standard deviation. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
3
[Autoview][BackTest] Blank R0.13BThis is a fork of JustUncleL's Dual MA Ribbons R0.13 It is now a blank template for making new strategies / alerts for autoview The changes are as follows: Removed actual algo Establish functions for long Signal, long Close Signal and short Signal, short Close Signal to minimize the places code must be edited to update / replace algos Make allow Long and allow short and invert trade directions independent options Added support for alternate candle types Added autoset backtest period feature, and optional coloring Moved strategy calls in to functions so they can all be commented out or activated / disabled in a single block at the top of the script
Estratégia Pine Script®
por yatrader2
1
[Autoview][BackTest]Dual MA Ribbons R0.12 by JustUncleLThis is an implementation of a strategy based on two MA Ribbons, a Fast Ribbon and a Slow Ribbon. This strategy can be used on Normal candlestick charts or Renko charts (if you are familiar with them). The strategy revolves around a pair of scripts: One to generate alerts signals for Autoview and one for Backtesting, to tune your settings. The risk management options are performed within the script to set SL(StopLoss), TP(TargetProfit), TSL(Trailing Stop Loss) and TTP (Trailing Target Profit). The only requirement for Autoview is to Buy and Sell as directed by this script, no complicated syntax is required. The Dual Ribbons are designed to capture the inferred behavior of traders and investors by using two groups of averages: > Traders MA Ribbon: Lower MA and Upper MA (Aqua=Uptrend, Blue=downtrend, Gray=Neutral), with center line Avg MA (Orange dotted line). > Investors MAs Ribbon: Lower MA and Upper MA (Green=Uptrend, Red=downtrend, Gray=Neutral), with center line Avg MA (Fuchsia dotted line). > Anchor time frame (0=current). This is the time frame that the MAs are calculated for. This way 60m MA Ribbons can be viewed on a 15 min chart to establish tighter Stop Loss conditions. Trade Management options: Option to specify Backtest start and end time. Trailing Stop, with Activate Level (as % of price) and Trailing Stop (as % of price) Target Profit Level, (as % of price) Stop Loss Level, (as % of price) BUY green triangles and SELL dark red triangles Trade Order closed colour coded Label: >> Dark Red = Stop Loss Hit >> Green = Target Profit Hit >> Purple = Trailing Stop Hit >> Orange = Opposite (Sell) Order Close Trade Management Indication: Trailing Stop Activate Price = Blue dotted line Trailing Stop Price = Fuschia solid stepping line Target Profit Price = Lime '+' line Stop Loss Price = Red '+' line Dealing With Renko Charts: If you choose to use Renko charts, make sure you have enabled the "IS This a RENKO Chart" option, (I have not so far found a way to Detect the type of chart that is running). If you want non-repainting Renko charts you MUST use TRADITIONAL Renko Bricks. This type of brick is fixed and will not change size. Also use Renko bricks with WICKS DISABLED. Wicks are not part of Renko, the whole idea of using Renko bricks is not to see the wick noise. Set you chart Time Frame to the lowest possible one that will build enough bricks to give a reasonable history, start at 1min TimeFrame. Renko bricks are not dependent on time, they represent a movement in price. But the chart candlestick data is used to create the bricks, so lower TF gives more accurate Brick creation. You want to size your bricks to 2/1000 of the pair price, so for ETHBTC the price is say 0.0805 then your Renko Brick size should be about 2*0.0805/1000 = 0.0002 (round up). You may find there is some slippage in value, but this can be accounted for in the Backtest by setting your commission a bit higher, for Binance for example I use 0.2% Special thanks goes to @CryptoRox for providing the initial Risk management Framework in his "How to automate this strategy for free using a chrome extension" example.
Estratégia Pine Script®
por JustUncleL
14
MASelect Crossover StratBasic Crossover Strategy for backtesting purposes, to use with the study+alert script. Use "Format" to change your settings. Both Moving Averages can be changed individually to swap between EMA (Exponential Moving Average), SMA (Simple Moving Average), WMA (Weighted Moving Average), DEMA (Double Exponential Moving Average) and VWMA (Volume Weighted Moving Average). "Active Length" should be shorter than "Base Length". As usual with crossover strategies, candle resolution will affect results greatly. Longer=better. Strategy options are "Long+Short" or "Long Only". Entries/Exits are based on crossovers/crossunders only, but I encourage you to add further exit conditions and play around with the code. I made this for beginners on Autoview discord to have something to play with, and added some unnecessary visual changes just to give code examples (changing things like background color, candle color, line color, plotting shapes, different plot styles). Play around combining different types of Moving Averages of different lengths.
Estratégia Pine Script®
por HayeTrading
5
ATR Trailing Stops StrategyUpdate of Average True Range Trailing Stops Strategy by HPotter to include backtesting support Opens longs when price crosses over trailing stop line, closes when price crosses below Option to open/close shorts when longs are closed/opened Option to specify a time range to test over. For example, set Max Days Back to 360 and Min Days Back to 180 to test from 1 year ago to 6 months ago. To test the entire range of data, set both to 0.
Estratégia Pine Script®
por okadoke
6
Average Directional Movement Index Rating Backtest The Average Directional Movement Index Rating (ADXR) measures the strength of the Average Directional Movement Index (ADX). It's calculated by taking the average of the current ADX and the ADX from one time period before (time periods can vary, but the most typical period used is 14 days). Like the ADX, the ADXR ranges from values of 0 to 100 and reflects strengthening and weakening trends. However, because it represents an average of ADX, values don't fluctuate as dramatically and some analysts believe the indicator helps better display trends in volatile markets. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
Vertical Horizontal Filter BacktestVertical Horizontal Filter was initiated by Adam White. It was first published in a magazine called “Issues of Futures” in August, 1991. The Vertical Horizontal Filter (VHF) is a very common Indicator used by traders to find out the Phase of a Price Trend. Normally, a price trend can be in a Trending Phase or a Congestion Phase/Choppy Movement Phase. Adam White created this particular Technical Indicator to determine whether prices are trending in a particular direction or are they going through a transitional period. He used it to measure the range of Futures available in the market. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
1