Peak Valley Estimation StrategyIntroduction
Its the first strategy that i post here, so don't expect ground breaking stuff, when testing my indicators i always used prorealtime and not tradingview. This strategy use signals generated by the peak/valley estimator indicator i posted long ago, i think the signals generated where sometimes quite accurate in some markets thus providing potential material for a profitable strategy.
The indicator use 3 parameters, therefore the optimisation process is not easy, but i selected what i judged good parameters values at first glance. The strategy is in its more simple form without stop or anything, the detection of peaks and valley can allow for tighter stops since we expect the price to reverse, but take into account that sops and take profits are parameters subject to optimization process except if selected with strict money management rules and not profit optimization.
Of course trading the strategy in this form is far from being great, if we take into account the market non stationarity then we might expect loss during trending markets. Trend strength indicators could help switch from a reversal to breakout strategy thus maybe providing more control.
I really hope you find an use for the strategy.
Notes
Its been three long years since i started tradingview, and i put more efforts in my indicators than in my studies and life overall, this have created complicated situations and i can't afford to follow up with this, therefore i announce that in the end of june i will leave tradingview for quite a long time, at least until i have my degree. I announce it in advance in case some of you want helps of any kind. I will post all the indicators, both in progress and finished i have made during those three years. I hope you can all understand.
Thanks for reading !
Pesquisar nos scripts por "profit"
Cyatophilum Bands Pro Trader V4 [BACKTEST]This version includes a new feature, engineered to increase profitability.
About the backtest below:
Short + Long Strategy
0.05% Commission
10% of 10 000% equity per trade. Net Profit can be increased with a bigger % of equity.
Strategy data from 01/11/2019 to 30/04/2019
The Cyatophilum Bands, Trailing Stop Loss and Take Profit System are explained in the last version:
The access to this indicator and its Alert Setup version are included in the Cyatophilum Indicators pack available on my website blockchainfiesta.com
To get a free trial, leave a comment, thank you.
Trend Trader (by JamieSteele)This strategy uses a multi-time-frame approach to trading.
A longer-term set of moving averages represents the Weekly (long-term) Trend.
The current trend represents the intermediate-term trend.
A 10 period exponential moving average represents the short-term trend.
The system trades in the direction of the long-term and intermediate term trend,
and enters trades on pullbacks counter to these trends.
The daily bars are colored based upon their intermediate term trend.
Red=Down Trend, Green=Up Trend.
For short-side trades, we look to capture small, consistent profits. This is necessary
given the extreme manipulation by governments' central banks in an effort to prop-up their
stock markets to give an appearance of an economy that is better than actually exists.
These governments look to limit all downside moves, so we capture small profits and then
re-short after the market resets.
For long-side trades the system stays in the trade until the trend is proven to be over.
Given the extreme valuations present in world markets today, extreme caution should be taken
on all trades, especially long-side trades. Use of derivatives are preferred (e.g. options,
which can be used to limit downside risk.) Naked put selling should be avoided, since huge
losses are possible selling naked puts in a market that is very overdue for a crash/large
price decline.)
StdTrend (by JamieSteele)This strategy uses a multi-time-frame approach to trading.
The system trades in the direction of the long-term and intermediate term trend,
and enters trades on pullbacks counter to these trends.
The daily bars are colored based upon their intermediate term trend.
Red=Down Trend, Green=Up Trend.
For short-side trades, we look to capture small, consistent profits. This is necessary
given the extreme manipulation by governments' central banks in an effort to prop-up their
stock markets to give an appearance of an economy that is better than actually exists.
These governments look to limit all downside moves, so we capture small profits and then
re-short after the market resets.
For long-side trades the system stays in the trade until the trend is proven to be over.
Given the extreme valuations present in world markets today, extreme caution should be taken
on all trades, especially long-side trades. Use of derivatives are preferred (e.g. options,
which can be used to limit downside risk.) Naked put selling should be avoided, since huge
losses are possible selling naked puts in a market that is very overdue for a crash/large
price decline.)
Cryptocurrency trend following EMA Ribbon LONG only strategyThis strategy is based on EMA Ribbon and uses multiple indicators to find optimal time to enter/exit the trade and filter out false signals. The script with default setting is developed mainly for trading altcoins/stable coin pair such as ADA/USDT etc on 4h timeframe but it can be applied to any pair/any timeframe with some settings adjustments.
For plot on chart features make sure that you have both study and strategy scripts on chart with same settings.
Strategy settings description:
1. Signal EMA Length - Value for exponencial moving average (slowest from EMA Ribbon)
1a. Buy price toleration (%) - Price deviation for filtering bounces of EMA - price must close defined percents above EMA to open long trade
1b. Sell price toleration (%) - Price deviation for filtering bounces of EMA - price must close defined percents bellow EMA to close long trade
1c. EMA deelay - EMA id delayed by defined bars for smoothening
2. Filter by Fast EMA - Strategy filters signals to prevent buy while coin is dropping
2a. Fast EMA Length - Value for fast exponencial moving average
3. Filter by SMA - Strategy filters signals to confirm trend change
3a. SMA Length - Value for simple moving average
4. Filter by RSI - Strategy filters signals to prevent buing/selling overbought/oversold coins
4a. RSI Length - Length of RSI identificator
4b. RSI Source candle - What price of candle is used for RSI calculation (open, close, high, low)
4c. RSI Long condition - When buy, RSI indicator must be below this value to prevent of buying already overbought coin
4d. RSI Short condition - When sell, RSI indicator must be above this value to prevent of selling already oversold coin
5. RSI Close Trade Condition - Strategy sell coin once RSI reach defined value
5a. RSI close trade condition - Sell once RSI indicator acquires defined value
6. Close trade by Take Profit or Stop Loss Condition (STRATEGY ONLY) - Strategy sell coin once defined take profit / stoploss level is reached
6a. Take Profit (%) - Take profit value in percent
6b. Stop Loss (%) - Stop loss value in percent
6c. Plot targets on chart - defined targets will be plotted as lines on chart
7. Date range from
7a From Year - To run strategy in interval
7b From Month - To run strategy in interval
7c From Day - To run strategy in interval
8. Date range to
8a To Year - To run strategy in interval
8b To Month - To run strategy in interval
8c To Day - To run strategy in interval
9. Wait to confirm the signal
9a Wait candless to buy - strategy will wait defined candless to confirm the signal before buy
9b Wait candless to sell - strategy will wait defined candless to confirm the signal before sell
10. Plotting on chart (STUDY ONLY)
10a Plot signal line channel with bows on chart
10b Plot simple moving average on chart
10c Plot EMA Ribbon on chart
10d Plot recent support and resistance levels on chart
11. Show Every signal (STUDY ONLY) - Unchecked shows only first signal based on strategy. But if you use take profit/stoploss settings within your bot, you might want to rebuy on next signal. Checked shows signal on each candle.
Throw on chart also buld-in RSI indicator and set the same as strategy
Notice that there might be false signals, especially when the coin is not trending or is strongly manipulated. Overall strategy is profitable though. You just take some minor loses and wont miss the big move.
You may also consider to compare buy&hold return vs profit from trading this strategy. In downtrend as we have seen recently, profit may not be as high as you expect but it is still much better than just hold and hope.
You can use the strategy script for fine tunning settings and find best settings for yourself.
Study script helps you to automate trading with use of alerts perharps with 3commas bot or even trade manually based on email/sms notification setted by tradingview
Notice that study script does not handle takeprofit/stoploss order. That is why sell arrows could be plotted by study script later than strategy script. To rebuy after takeprofit/stop-loss use "11. Show Every signal (STUDY ONLY)" setting
Make sure that you keep same settings for strategy and study scripts.
If you need any help with settings do not hesitate to ask. I would also appriciate any feedback and ideas how to improve this script.
Here is backtest result from 1. Nov 2018 using constant 100USD Buy ammount:
Cryptocurrency trend following LONG only strategyThis strategy uses multiple indicators to find optimal time to enter/exit the trade. The default setting is mainly for trading bitcoin/stable coin pair such as USDT etc on 1h timeframe but it can be applied to any pair/any timeframe with some settings adjustments.
Strategy settings description:
ID Name Descrption
1 FastMA - Value for fast exponencial moving average
2 SlowEMA - Value for slow exponencial moving average
3 SMA - Value for simple moving average
4 RSI Length - Length of RSI identificator
5 RSI Source candle - What price of candle is used for RSI calculation (open, close, high, low)
6 RSI Long condition - When buy, RSI indicator must be below this value to prevent of buying already overbought coin
7 RSI Short condition - When sell, RSI indicator must be above this value to prevent of selling already oversold coin
8 RSI close trade condition - Sell once RSI indicator acquires defined value
9 Take Profit (%) - Take profit value in percent
10 Stop Loss (%) - Stop loss value in percent
11 Long price toleration (%) - Price deviation for filtering bounces of simple moving average - price must close defined percents above SMA to open long trade
12 Short price toleration (%) - Price deviation for filtering bounces of simple moving average - price must close defined percents bellow SMA to close long trade
13 From Year - To run strategy in interval
14 From Month - To run strategy in interval
15 From Day - To run strategy in interval
16 To Year - To run strategy in interval
17 To Month - To run strategy in interval
18 To Day - To run strategy in interval
19 Show every signal? - (Study only) Unchecked shows only first signal based on strategy. But if you use take profit/stoploss settings within your bot, you might want to rebuy on next signal. Checked shows signal on each candle.
Notice that there are also false signals, especially when the coin is not trending or is strongly manipulated. Overall strategy is profitable though. You just take some minor loses and wont miss the big move.
You may also consider to compare buy&hold return vs profit from trading this strategy. In downtrend as we have seen recently, profit may not be as high as you expect but it is still much better than just hold and hope.
You can use the strategy script for fine tunning settings and find best settings for yourself
Study script helps you to automate trading with use of alerts perharps with 3commas bot or even trade manually based on email/sms notification setted by tradingview
Make sure that you keep same settings for strategy and study scripts.
If you need any help with settings do not hesitate to ask. I would also appriciate any feedback and ideas how to improve this script.
Here is backtest result from 23.08.2017:
Bitgox_Premium_Indicator_PRO!--- ENGLISH ---
Indicator for cryptocurrencies
Can you use the indicator in other currencies? Of course, but we recommend cryptocurrencies because they are more volatile and you can obtain better results.
The way to use it is very simple, simply follow these steps:
First set the minimum candles in 1h, we recommend using 4h or 1d to get higher results and percentages.
1) Add the indicator to the currency you want to analyze
2) Verify that the currency is volatile, this will give you better results to obtain more percentages.
3) You can also see that the buy and sell indicators have an acceptable% profitability in the previous signals to have an idea of what to expect in said signal.
4) Wait until a buy signal appears and perform the action in your exchange, do not forget to adjust your stop loss!
5) Wait until the sign to sell appears, do not worry you do not have to be all day in the computer, you can buy your positions in the morning and review them in the afternoon.
6) You can also use the indicator in any asset, but we recommend in cryptocurrency since it is more volatile and you can obtain better income.
7) Take control of your trades in a notebook or excel sheet, use a daily risk limit and diversify your capital in 10 or more parts.
Good luck and that the profits come to you in quantity!
---- ESPAÑOL ----
Indicador para criptomonedas
Puede usar el indicador en otras divisas? Claro que si, pero recomendamos criptomonedas porque son más volátiles y se puede obtener mejores resultados.
La forma de utilizarlo es muy sencilla, simplemente siga estos pasos:
Primero configure las velas mínimo en 1h, recomendamos usar 4h o 1d para obtener mayores resultados y porcentajes.
1) Añada el indicador a la moneda que desea analizar
2) Verifique que la moneda sea volatil, esto le dará mejores resultados para obtener más porcentajes.
3) Tambien puede ver que los indicadores de compra y vendan tengan un % aceptable de rentabilidad en las anteriores señales para tener una idea de qué puede esperar en dicha señal.
4) Espere a que aparezca una señal de compra y realice la acción en su exchange, no olvide ajustar su stop loss!
5) Espere a que aparezca la señal para vender, no se preocupe no tiene que estar todo el día en el computador, puede comprar sus posiciones en la mañana y revisarlas en la tarde.
6) Tambien puede usar el indicador en cualquier activo, pero recomendamos en criptomoneda ya que es más volátil y se pueden obtener mejores ingresos.
7) Lleve el control de sus trades en un cuaderno u hoja de excel, use un límite de riesgo diario y diversifique su capital en 10 o más partes.
Buena suerte y que las ganancias vengan hacia usted en cantidad!
SecretSauceForLife X1SecretSauceForLife X1 Is Finally here!
Finally after so much trial and error we have it! Our 3% DD indicator.
This indicator gives 'long' 'short' 'close short' and 'close long' calls, we made this indicator based of the original GODMODE indicator credits to the original author for that!
It was pretty complicated to understand the calls that the indicator gave so we made it easy for you guys. THIS IS STILL AN INDICATOR so not a get rich quick method.
This indicator works best on USD forex pairs, and on BTC, ETH and XRP. It is optimized for scalps and daytrades.
If you don't manage your risk well your account will still be blown.
BUT if you use this indicator next to your own knowledge about charts you should see a significant increase in profitable trades. If there are enough people interested we will make a Chat group where we will add all the people that get this indicator and keep updating you guys on the newest updates and share our own trades taken with this indicator.
We are not advertising this indicator as an flawless signal provider, it does have losing trades but at the end its always in a net profit. We made this to add value to your trading experience so if you think that this is something you want to use send me a PM and we will see if you are committed enough. FYI this is NOT a FREE indicator, but ask yourself this: is it a matter of money or a matter of value? if you need to invest a couple hundred or even a couple thousands
into something that will help you for the rest of your tradinglife does it even matter to pay that price?
So again, we want to help people that take trading seriously and KNOW that trading isn't a get rich quick scheme (if you do it the right way :)). If you can relate to that and you are interested in investing in yourself don't hesitate to shoot me a PM!
Have a nice start of 2019 and don't forget that you are the only one that can make a change to your life, so get up and start today!
***EDIT****
The indicator summary is based of a certain timeframe. Wider and more accurate info PM!
Inside Bar FailureYou can check edge profitability by adjusting the forward looking input, eg. how profitable is this signal after X bars.
Bedrock Bot - BTCUSD 30m Scalper BotBedrock Bot trades on BTCUSD charts and is a high frequency scalper bot - for those that like a little more action.
The strategy was developed for use on more recent market conditions - smaller trends within larger sideways ranges. It will work in trends as well. It is made for quick take profits and tight stop losses to maximize overall profit and minimize losses (check out the win ratio and downdraw results). It does not trade on the weekends as much of the volume is now weekday based.
Backtest results look great and we have been running this bot on live markets as well in forward testing with profit results.
These live tests were done exclusively on BitMex and by using automation on Crypto Bots Hub . Monthly returns have been around 8% - you may think this doesn't sound amazing but understand compound interest and do check out the win percentage and downdraw. In these sideways markets, this can keep building your profits slow and steady with minimal risk.
The bot controls entries, stop losses, and take profits as part of the code.
Message me on information to get free access.
All-in-One Solutions - Long/Short StrategyHello,
I always had in mind that a single strategy cannot be profitable on multiple symbols or commodities ...
This is why I created this strategy where different settings can be applied for each of the symbol you use to trade.
For each symbol you trade, the strategy will ask you for 9 parameters to play with. I already filled the settings for several symbol but it is up to you to find the best 9 parameters for the symbol you like to trade and the time frame you usually use (I often use it in 1H).
The script does not allow any repaint and the Trading view back-testing system is reliable.
For exemple if you like to trade ETH/USD, you have to play with the 9 parameters and find the best net profitability calculated by the back-testing of Trading View.
Here is a screenshot of the setting page of the strategy :
imgur.com
You can find also below the link to all the previous scripts I published :
fr.tradingview.com
PS: please do not ask me to add in this strategy an alert system as Trading View does not allow to implement alerts in strategies script (because strategies scripts run on you computer, where alerts are located on TV servers).
Nevertheless if there is a demand, I can develop an indicator where you can implement the best settings found by you in this strategy and use it as an alerts script.
Please ask me for access, I grant free 1 week full access to all my indicators.
Have fun !
Last Update:
- I added the bar color in order to see on the chart the Long and Short positions
- I added the panels Open and Close positions to be visible on the chart
- I added an horizontal line on the chart when a position is open in order to see on the chart if position is positive or negative
- I modified the parameters description in order to make it more clear
I filled nice settings for 5 cryptos. If you find suitable settings for other commodities, please share the parameters into the comment in order to share with the community.
All-in-One Solutions - Long/Short StrategyHello,
I always had in mind that a single strategy cannot be profitable on multiple symbols or commodities...
This is why I created this strategy where different settings can be applied for each of the symbol you use to trade.
For each symbol you trade, the strategy will ask you for 9 parameters to play with. I already filled the settings for several symbol but it is up to you to find the best 9 parameters for the symbol you like to trade and the time frame you usually use (I often use it in 1H).
The script does not allow any repaint and the Trading view back-testing system is reliable.
For exemple if you like to trade ETH/USD, you have to play with the 9 parameters and find the best net profitability calculated by the back-testing of Trading View.
Here is a screenshot of the setting page of the strategy :
imgur.com
You can find also below the link to all the previous scripts I published :
fr.tradingview.com
PS: please do not ask me to add in this strategy an alert system as Trading View does not allow to implement alerts in strategies script (because strategies scripts run on you computer, where alerts are located on TV servers).
Nevertheless if there is a demand, I can develop an indicator where you can implement the best settings found by you in this strategy and use it as an alerts script.
Please ask me for access, I grant free 1 week full access to all my indicators.
Have fun !
TrendMaster, v. 5.1TrendMaster (ver 5.0, a.k.a. "Mr. T") is a trend-anticipating system which shows eye-popping results. Rather than a simple "trend-rider" which continually lags, TrendMaster uses pattern recognition to anticipate trend changes. It hunts for turns in market cycles using a proprietary decision matrix of 27 "trade triggers" (variants of classic technical indicators). In backtesting the annualized return (July 2017-July2018) of the top 100 largest capitalized equities, not only did its results beat the indexes, but it outstripped a buy-and-hold strategy by a whopping 700%: i.e., while the 100 largest equities had an average annual yield of 17%, the strategy produced a 129% return across the entire range of stocks.* Even more staggering results can be seen when using the system in strongly-trending markets like cryptos. (See, for instance, the particularly stunning results for Bitcoin Cash in the screen shot at the end). [ ]
The following charts give you some sample tests of best performing (top chart) and worst performing (bottom chart) equities, ETFs, and cryptos (July 2017-July2018 time range).
TrendMaster / "Mr T" 5.1, Example Annualized returns
>>> Higher Performing Instruments (best performing interval between 15min - 1 day) <<<
Symbol Description Interval % Return Trades % Profitable Profit Factor Max Drawdown Sharpe Ratio Buy & Hold
DUST 3x Short Gold miners 30 min 3050% 421 43% 1.5 ( -17% ) 1.8 ( - 27 % )
NUGT 3x Long Gold miners 15 min 3300% 423 44 1.2 ( -11% ) 1.2 ( - 10 % )
APPL Apple, Inc 1 hour 118% 354 46 2.2 ( -6% ) 1.3 32%
GOOG Alphabet, Inc 30 min 128% 660 44 1.9 ( -5% ) 1 27%
BABA Alibaba Group 30 min 389% 642 46 2.3 ( -3% ) 1.6 37%
BTC/USDT Bitcoin 1 hour 1000000% 1573 53 3.1 ( -8% ) 1 57%
ETH/USDT Ethereum 1 hour 13000000% 1533 55 3.2 ( -12% ) 1.2 56%
LTC/ USDT Litecoin 30 min 5000000% 1946 54 2.8 ( -12% ) 1.2 ( - 71% )
>>> Lower Performing Instruments and/or Lower Performing Market Settings (worst performing interval between 15 min - 1 day) <<<
Symbol Description Interval % Return Trades % Profitable Profit Factor Max Drawdown Sharpe Ratio Buy & Hold
PSQ Short Nasdaq ETF 5 min ( - 14% ) 1894 28% ( - 0.9 % ) ( -20% ) ( -0.3 ) ( - 20 % )
SH Short S&P ETF 1 day 20% 35 51% 2.8 ( -7% ) 0.5 ( - 12 % )
MSFT Microsoft 1 hour 37% 249 37% 1.4 ( -4% ) 0.5 45%
AZN Astrazeneca, PLC 1 day 22% 32 50% 1.9 ( -6% ) 0.3 ( - 4 % )
MUFG Mitsubishi UFJ 1 day 296% 1255 39% ( - 0.6 ) ( -27% ) ( - 0.3 ) ( - 16 % )
BTC/USDT Bitcoin 1 min ( - 33 % ) 1349 25% ( - 0.5 ) ( - 33% ) ( - 1.1 ) 5%
ETH/USDT Ethereum 1 min ( - 40 % ) 1595 24% ( - 0.6 ) ( -40% ) ( - 1.1 ) 6%
LTC/USDT Litecoin 1 day 123 14 57% 4.8 ( - 5% ) 1.1 ( - 48% )
Note, of course, that any trend-anticipating bot has limitations. The Lower Performing results above show that because the system seeks gains in trends, it can underperform in choppy, aimless markets. Similarly, very short time frames (i.e. 1 - 5 minutes) can provide too many gaps and too few runs for it to reliably track. Backtesting is therefore essential to make sure this system is suitable for your (a) market, (b) time frame, and (c) trading mindset. On the other hand, a broad range of data show that almost any trending market, in almost any time frame, can be very productive.
Contact us if you would like to experience this bot.
NGRN MACD-X & RSI v4 STRATEGYMACD-X, RSI & Volume Indicator Strategy - Version 4
Overview
This strategy and it's associated study were modeled after the famous Philakone described algorithms on his now defunct instructional video series.
This indicator allows for full customisation of parameters and interaction between three indicators that allow users to shape their trading methods to their desired goals. This associated strategy also allows users to backtest the study alerts script and find the best settings towards that end.
MACD + RSI + VOLUME - are of the most powerful and widely usded indicators, MACD/Histogram crosses, coupled with RSI & Volume increases/decreases will detects areas of deeply oversold / overbought and buys/sells on the reversal
Features
Full customisation - All parameters are open for customising to allow the trader to build their own strategy and adapt from market to market.
Clean/Simple UI - Facilitating ease of use.
Enable Buying OR Selling, - or have them both active at the same time.
Toggle off and on ALTERNATING Buy and Sell feature (pyramiding) - to allow for consecutive DCA style buys or SCALING out of an entry (partial sell).
Customizable Stop-Loss plot - to enable users to create a STOP-LOSS alert option or other alert(s) based on the plot location.
Toggle Auto Stop-Loss sell option - to enable users choose whether or not to automatically issue a sell signal when close crosses stop loss plot, or choose to toggle off if not profitable.
Customizable Take-Profit plot - to enable users to create a TAKE-PROFIT alert option or other alert(s) based on the plot location.
Study and associated Strategy - to use the TradingView ‘Strategy Tester’ back-testing features to find the best alert settings for specific coins in bear, bull and sideways markets.
Changes Version 4
Improved STOP-LOSS plot draw.
Added the option to automatically sell when stop-loss cross triggered or have the option disabled, in the event a better profit can be achieved.
Added new TAKE-PROFIT plot (aqua line) to visually guide users where to place the TAKE-PROFIT parameter as well as give users options to create alerts based on the TAKE-PROFIT plot.
Access
Full Access is 0.1 ETH , one time fee for LIFETIME access to the STUDY indicator, STRATEGY and future updates as well as support and SETTINGS for various markets on the Binance Exchange.
Settings
SCREENSHOT LINKS:
BUY SETTINGS: prntscr.com
SELL SETTINGS: prntscr.com
EMA Mega Cross StrategyBased on Anvamsi's script which uses 12/26 EMA crosses for entry/exit signals. I also add the following features:
* Optimized default parameters for ETH 4hr chart
* Use EMA 55/200 relationship to filter out signals
* Use RSI vs EMA of RSI to filter out signals
* Use 26/55 EMA relationship to filter out signals
* Use volume climax technique as an additional exit strategy
* Uses bull/bear RSI divs as an additional exit strategy
* Adds bull RSI div quick flip plays when nothing else is going on for extra $$
This very experimental and my first major script. I've kept it invite only because the only people using this should have a direct line of communication open with me at this point.
NOTE #1:
You can get 2018 ETH trade profitability to reach 100% if you change line 97 from:
if (shortEMA and (rsi1 <= ema(rsi1,RSIEMALength)) and shorttrend and (ema(close,26) < ema(close,55)))
to:
if (shortEMA and (rsi1 <= ema(rsi1,RSIEMALength)) and shorttrend)
Basically, you remove an extra filter from the short strategy. It's novel to see profitability hit 100% but if you look at performance from 2017, it increases the max draw down by a lot!
NOTE #2:
I couldn't get RSI bear div quick flips to work so they are disabled. The remaining short strategy is in effect.
NOTE #3:
The profitability is good for long-only, if you check Strategy Tester->Performance Summary.
NOTE #4:
I am not an expert trader (mainly due to psychological factors i think) but i can program and have a good understanding of signal processing from working with analog synthesizers. Use this at your own risk. I am not liable if you lose all of your money!
NOTE #5:
Code is really messy. Old code commented out everywhere. :/
