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MTF C Strategy A The Pearson coefficient is a type of correlation coefficient that represents the relationship between two variables that are measured on the same interval or ratio scale. It's a measure of the strength of the association between two continuous variables. This script allows you to choose one or more sources as a curve, if several sources are chosen, their average is taken into account in an EMA or SMA of your choice. It is possible to have the average of all the curves and to add one or more other curves for an influence on the calculated average. Then, on the basis of this curve a correlation is calculated from 8 time ranges which give 4 curves, it is on this basis that the conditions of entries in the trade and / or exits are based with the possibility of adding an RSI condition. For some entries, it is possible to try the symmetrically opposite condition, ie the one that is used in shorts. To make entry short work, you must activate an exit short option. However, exit conditions are more flexible than entry conditions because they allow the inverse entry condition used and / or to use statistical indices such as CCI / RSI / ROC / BB as exit condition independently or combined way. It should be noted that if a condition among those chosen is executed substantially first, it will predominate over the others (same for long / short entries). In addition, it is possible to choose a stop loss as an exit condition, however, it is not possible to combine the other exit conditions with the stoploss at the same time. Credits to adolgov for the base of the stoploss script part. You can combine several curves, just as it is possible to combine several types of trade entries / exits. The strategy uses 100% of equity, it has not been configured in such a way that there is an order pyramid and the closings are done on a total equity basis. You can configure a daily session interval, a limit of the number of daily trades, a limit of drawdown. You can add comments for each execution of an opening / closing order respectively to the direction (long or short). Each step of the configuration has a tip, a button that must be hovered over in order to have the information relating to the configuration.
Estratégia Pine Script®
por FriedChickenWing
[VJ]Phoenix Force of PSAR +MACD +RSIThis is a simple intraday strategy for working on Stocks or commodities based out on PSAR, MACD , RSI and chop index . You can modify the start time and end time based on your timezones. Session value should be from market start to the time you want to square-off Important: The end time should be at least 2 minutes before the intraday square-off time set by your broker Comment below if you get good returns Strategy: Entry Exits using PSAR and momentum and trend using MACD and RSI. A chop index is used as filtering Indicators used : Parabolic SAR is a technical indicator that is used to determine the price direction of stocks and it also draws attention to the traders when the price is changing PSAR helps you: Identify when a certain price trend is going to change direction Indicate the most effective level at which to enter into the trade Indicate the most effective exit point for the trade Moving average convergence divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of a security's price. ... Traders may buy the security when the MACD crosses above its signal line and sell—or short—the security when the MACD crosses below the signal line RSI is intended to chart the current and historical strength or weakness of a stock or market based on the closing prices of a recent trading period. Buying/Selling When trading with the parabolic SAR, you would buy a market when the dots move below the current asset price and are green in colour. Alternatively, you would sell a market when the dots move above the current asset price and are red in colour. We use MACD , RSI to ensure that a right trade is picked when PSAR gives an indication. CI is used to stay away from the range bound market as much as possible. Usage & Best setting : Choose a good volatile stock and a time frame - 5m. MA length : 200 RSI threshold : 50 MACD: 12,26,9 There is stop loss and take profit that can be used to optimise your trade The template also includes daily square off based on your time.
Estratégia Pine Script®
por vikris
[VJ] Mega Supertrend for IntradayThis is a simple intraday strategy for working on Stocks or commodities based out on Super Trend and intraday's best friend - VWAP . You can modify the start time and end time based on your timezones. Session value should be from market start to the time you want to square-off Important: The end time should be at least 2 minutes before the intraday square-off time set by your broker Comment below if you get good returns Strategy: Tweaked Super trend with VWAP Indicators used : Super trend is simple and easy to use indicator and gives a precise reading about an on going trend.It is built with two parameters, namely period and multiplier.The Buy and Sell signal modifies once the indicator tosses over the closing price. When the Super trend closes above the Price, a Buy signal is generated, and when the Super trend closes below the Price, a Sell signal is generated. In this case we use it only for direction . Multiplier is a vital input for Super trend. If the multiplier value is too high, then lesser number of signals is made. Volume is important as we don’t want to get stuck with a stock which has few takers, even if you think it is priced attractively. Thus, the VWAP was created to take into account both volume as well as Price so that the potential trader would make the trading decision or not. In simple terms, the Volume Weighted Average price is the cumulative average price with respect to the volume Buying/Selling when the closing price starts moving up/down and farther from the VWAP, there is pressure among the traders to sell/buy, a general belief kicks in that it might be that the stock is overvalued/undervalued .This is the time when we couple the Super trend to take our entries Usage & Best setting : Choose a good volatile stock and a time frame - 5m. ST multiplier : 3 There is stop loss and take profit that can be used to optimise your trade The template also includes daily square off based on your time.
Estratégia Pine Script®
por vikris
2
[VJ] Hulk Smash IntraThis is a simple intraday strategy for working on Stocks or commodities based out on Super Trend and ever reliable ADX . You can modify the start time and end time based on your timezones. Session value should be from market start to the time you want to square-off Important: The end time should be at least 2 minutes before the intraday square-off time set by your broker Comment below if you get good returns Strategy: Supertrend and ADX strength (Hulk Smash) Indicators used : Super trend is simple and easy to use indicator and gives a precise reading about an on going trend.It is built with two parameters, namely period and multiplier.The Buy and Sell signal modifies once the indicator tosses over the closing price. When the Super trend closes above the Price, a Buy signal is generated, and when the Super trend closes below the Price, a Sell signal is generated. In this case we use it only for direction . ADX informs a trader when the market is trending.It filters out anti trend trades to help trend chasing indicators from frequent whipsaws Multiplier is a vital input for Super trend. If the multiplier value is too high, then lesser number of signals is made. Buying/Selling • If the price is going UP, and the ADX indicator is also going UP, then we have the case for a bullish trend. • The same is true if the price is going down and the ADX indicator is going UP. Then we have the case for a bearish trend. • Value of ADX below 20 is called trading zone which implies non-trending market • Trade with Strength only if the Super trend is validating ADX Values 0 - 20 : Non Trending (Range bound market, phase of Accumulation/Distribution) 20-45 : Strong Signal (helpful for traders) 45-60 : Very strong trend (occur rarely, indicate exhaustion) 60 - 100 : Extremely strong trend (very rare, unsustainable trends, be ready for reversals) Usage & Best setting : Choose a good volatile stock and a time frame - 5m. ADX Factor : vary as per info above ST multiplier : 3 There is stop loss and take profit that can be used to optimise your trade The template also includes daily square off based on your time.
Estratégia Pine Script®
por vikris
[VJ]Thor for MFIThis is a simple intraday strategy for working on Stocks or commodities . You can modify the start time and end time based on your timezones. Session value should be from market start to the time you want to square-off Important: The end time should be at least 2 minutes before the intraday square-off time set by your broker Comment below if you get good returns Strategy: Indicators used : Moving average (MA) is a widely used technical indicator that smooths out price trends by filtering out the “noise” from random short-term price fluctuations. Here moving averages are used to identify trend direction and to determine support and resistance levels. Overbought and oversold regions are also taken into consideration The Money Flow Index ( MFI ) is a momentum indicator that measures the flow of money into and out of a security over a specified period of time. It is related to the Relative Strength Index ( RSI ) but incorporates volume , whereas the RSI only considers price. The MFI is calculated by accumulating positive and negative Money Flow values (see Money Flow ), then creating a Money Ratio. The Money Ratio is then normalized into the MFI oscillator form. Using the combination of Overbought and Oversold values and varying MFI and using the MA filter to ensure the direction , we can buy/sell when conditions are met Buying with MFI 1. MFI drops below 20 and enters inside oversold zone. 2. MFI bounces back above 20. 3. MFI pulls back but remains above 20. 4. A MFI break out above its previous high is a good buy signal. Selling with MFI 1. MFI rises above 80 and enters inside overbought zone. 2. MFI drops back below 80. 3. MFI rises slightly but remains below 80. 4. MFI drops lower than its previous low is a signal to short sell or profit booking Usage & Best setting : Choose a good volatile stock and a time frame - 5m. MFI factor : 3 Moving Average : 80 Overbought & Oversold - can be varied as per user There is stop loss and take profit that can be used to optimise your trade The template also includes daily square off based on your time.
Estratégia Pine Script®
por vikris
1
SSP + VWMAInput menu allows you to set long / short entries using, Net volume change from above or below zero., Net volume changes of positive to negative values, VWAP rising or falling. VWMA rising or falling Stop loss and take profit are built in to test the most profitable strategy. uncheck net volume in menu bar to remove background colours on chart Uncheck VWAP and VWMAto test long and short entries ( using net volume change ) note session look back is available to edit, if use take profit is unchecked then this will simulate net volume change from positive to negative. Check VWMA or VWAP to simulate long or short entries With VWAP checked this will simulate VWAP entries with rising / falling VWAP with previous take profit and stop losses that we’re profitable.
Estratégia Pine Script®
por knowlze
Zeta Bank Nifty & Nifty50The Problems of Day Trading Lot many indicators are made by thousands of traders all over the world, which give good or not so good signals. Despite good signals, many times we end up in loss because we could not take entry or could not exit at appropriate time-point. Sometimes even winning position also comes into loss if market takes back whatever you gained till a certain point. Also, there are professional, office going people who can not take trades on their own during office-hours. To solve all these problems, you need an automated strategy which could take trades, trail your stop loss up and exit when stop loss gets hit. Strategy also lets you know how a certain formula performed over a period of time. How this strategy works? The strategy generates trades with 02 type of formulas: 1. It seeks price breaking away from support/resistance (up or down) which is calculated with the help of automatically detected pivot points. 2. It seeks reversal based upon RSI and Price Action. If there are no open positions right now and a Buy/Sell signal comes, 1 lot is bought or sold. This position is closed when either Stop Loss gets hit or when opposite signal comes. What are other features of the strategy 1. You can set the session time when you want the strategy to take trades. For example, if you want to take trades only between 10:00 hrs and 14:00 hrs, that can be set in settings. 2. You can set up your own Stop Loss percentage, but the optimum value, as we found fit in backtesting, is set at 0.5% 3. There is a max. daily loss safeguard also which by default is set at 5%. It means if a series of losses happen during the day and your capital loss reaches this maximum loss value set by you, the strategy stops trading for that day. 4. There is an option to close all positions by End of Day. By default, this feature is disabled, but you can enable it if you don't want to carry forward your positions. 5. A label displayed at the last bar gives you cumulative profit or loss and daily profit/loss statistics.
Estratégia Pine Script®
por jellygill
6
Ak for Banknifty intradayHi friends this is Ak for Banknifty Intraday It analyse price action when price makes higher high or higher low and it scalps and take profit ..its occur in moment of time so for that algo trading require..it automatically take profit and stoploss and close trade near session end. u can also change time for close trade...it automatically calculate previous candles high and low and when it breaks it generate buy and sell signal...
Estratégia Pine Script®
por Aakashparikh787
15
RSI of VWAP [SHORT selling]This is SHORT selling version of RSIofVWAP strategy. Settings and Logic are totally different from LONG side version , hence I am publishing it as a new strategy. Settings ============ VWAP of RSI Length 15 Slow EMA Length 200 Short entry level 25 Cover short level 70 stop loss 5 SHORT Entry ============ condition1 : When RSIofVWAP crossdown below 25 and VWAP is below ema200 condition2: When weekly RSIofVWAP crossdown 70 and VWAP (note : session vwap , not weekly vwap) is below ema200 condition3: Use VIX value , if you want to short when the price is above ema200 vwap RSI crossing down 70 and VIX RSI is cossing up 70 enter short ... This is like falling knife :-) I need to add the code -- later if any of above condition is TRUE , SHORT entry will be taken Take Profit ============ When close less than short entry price and RSIofVWAp is crossing up 25 , take profit ...close 1/3 of the position Exit ============ When RSIofVWAP crossing up 70 level Stop Loss ============ Stop Loss is set to 5% Note: 1. When strategy is in SHORT position , background and bar color changes to gray 2. When strategy is already in short position , possible entries are shown in yellow background 3. RSI Length 15 is working most of the equities on hourly chart. ( RSI length 9 and 14 also works good , but not for all ... You may want to try which setting works for your symbol) 4. weekly VWAP (blue color) is also plotted by default ... you can disable it if you dont want to see it. But there is advantage keeping it on the chart , you can notice whenever weekly VWAP crosses above 70 line , trend is UP ... if you have LONG position you can hold on it ... Hurray :-) Warning ============ For the educational purposes only
Estratégia Pine Script®
por eemani123
9
Long only strategy VWAP with BB and Golden Cross EMA50/200 This is strategy, mainly designed for stock markets It makes uses of the EMA 50/ 200 ( Golden cross) and VWAP and Bollinger bands. It only takes long positions. It can be adapted to all time frames, but preferably to be used with longer timeframes 1h + The rules for entry are the next ones : 1. EMA50 > EMA 200 2. if current close > vwap session value 3. check if price dipped BB lower band for any of last 10 candles EXIT RULE 1. price closes above BB upper STOP LOSS EXIT 1. As configured --- default is set to 1%
Estratégia Pine Script®
por SoftKill21
2
MTF HTMultiTime Frame - HT ( Harmonic Trades) How does it work ? The code uses two two models built on the theory of Harmonics to determine trade calls. Model 1 (Default) Uses a low risk model and Model 2 (Optional) Uses an aggressive model How to Deploy / Use As part of the Indicator there are 1 Choices that the user can opt for Box Resolution - The resolution of the checks , typically set at 60 , can be customized by the users. Use Model 2 - This would add trades based on Model 2 Algorithm for the users The Plot level display in three colored lines that are plotted by the code. Black: Low end of the setup / Stop Loss Red : Entry Point for the Setup Teal: Target Point for the setup Visual Checks - The user could manually initiate the trade at the colored lines mentioned above are placed and the trade is that same direction , The system would only initiate the trade when the appropriate harmonic pattern is identified Usage/Markets : Index Trading / Equities and also well with Commodities and Currencies Time Frame : works well between 3 and 30 , keep the Box resolution to at least 45 for 3 mins TF and you could move upto 120 (2 hrs ) for a 30 mins TF. Strategy Settings Used/Assumed : All of this values are provided in the Properties Tab of the Indicator Settings and the users can customize it to suit the broker or the product they are charting it against Initial Capital : 200 000 Order Size : 1 Lot for Model 1 , and If you are optionally selecting Model 2 : 1 more lot would be used as and when applicable Commission : is set at 0.025% Slippage : 100 ticks Recalculate Option : After the Order is filled is selected by default Disclaimer : There could be scenarios when the breakout/breakdown candle is rejected , especially when it is long one so it is always recommended to have a confirmation candle that open-closes above the breakout candle / open-closes below the breakdown candle If you like it and find it useful or if you find a defect or bug , Please let us know in the comments .. that would encouraging !! for us to develop it further Thank you and have a beautiful and Profitable trading session !
Estratégia Pine Script®
por PortfolioBuddy
1
Simple and efficient 1h strategyThis strategy is made from a crossover of 2 ema : 4 and 8 in this case, together with a RSI of lenght 10 applied to hl2 The strategy is simple : we enter when we have a cross between the 2 ma's and rsi at the same time is in ascending or descending position crossing the middle line of 50. For exit we have : at the end of a session( we trade only between london and newyork in this case, so we exit newyork), or through a tp/sl pip point system. Hope you enjoy it.
Estratégia Pine Script®
por SoftKill21
Full strategy AllinOne with risk management MACD RSI PSAR ATR MAHey, I am glad to present you one of the strategies where I put a lot of time in it. This strategy can be adapted to all type of timecharts like scalping, daytrading or swing. The context is the next one : First we have the ATR to calculate our TP/SL points. At the same time we have another rule once we enter(we enter based on % risk from total equity, in this example 1%, at the same time, lowest ammount for this example is 0.1 lots, but can be modified to 0.01), so we can exit both by tp/sl points, or by losing 1% of our equity or winning 1% of our total equity. It's dinamic. The strategy is made from Trend direction : PSAR First confirmation point : Crossover between 10EMA and Bollinger bands middle point Second confirmation MACD histogram Third confirmation RSI overbought/oversold levels For entries : we check trend with psar, then once ema cross bb middle point, we confirm together with rsi level for overbought/oversold and macd histogram ( > 0 or <0). We exit, when we have opposite sign, like from buy to sell or sell to buy, or when we reach tp/sl points, or when we reach % basaed equity points. It can be changed to be fixed lots, or fixed tp/sl , you just have to uncomment the size from entries, and tp/sl lines. At the same time, it has the possibility if one desires, to trade only concrete forex session like european, asian and so on for intraday trading. Hope you enjoy it. Let me know how it goes.
Estratégia Pine Script®
por SoftKill21
30
ATR STRATEGYHere is ATR strategy Here you will identifie 2 ATR lines Here is the Intraday Strategy for Indian stockmarket (NSE) one is higher timeframe and second is for current timeframe chart Here is the details of all property ////////////// Resolution ///////////// For higher timeframe ATR to compare with current timeframe ATR Resolution is for higher timeframe ATR /////////////// MARKET TRADING TIME //////////////// for intraday time session here if you want to trade after 10 am than you can modified that and buy sell will start from that /////////////// MARKET CLOSE TIME ////////////////// for end of intraday trading time put square off intraday position here timesession selected for close active position /////////////// MAX LOSS INTRADAY ///////////////// intraday maximum loss limit your loss in intraday /////////////// OPTIONAL --- FOR USE STOP-LOSS IN % ---- /////////////////////// here if you want to fix stop-loss from active position here input value calculate in percentage(%) /////////////// OPTIONAL --- FOR USE TARGET IN % ---- /////////////////////// here if you want to fix target from active position here input value calculate in percentage(%) /////////////// TRAIL LONG LOSS % ---- /////////////////////// for Active Long position put trailing stop-loss here input value calculate in percentage(%) /////////////// TRAIL SHORT LOSS % ---- /////////////////////// for Active Short position put trailing stop-loss here input value calculate in percentage(%) ///////////////------ Share Qty ---- /////////////////////// Here your qty to trade ///////////////------ Book Qty ---- /////////////////////// Here your trading position size you want to book half or full that you will book ///////////////------ ATR ---- /////////////////////// Here your intraday ATR value that you can change and set as per your requirement ///////////////------ Start Year ---- /////////////////////// Here strategy result required year from you can set ///////////////------ End Year ---- /////////////////////// Here strategy result required End year from you can set ///////////////------ Start Month ---- /////////////////////// Here strategy result required start month from you can set
Estratégia Pine Script®
por lazytraders9
2
HFT Divergence Hunter BacktesterDefault Settings are meant to be used in BTC /USDT chart on 5 min time frame on Binance Futures . If you want to use for another asset on another time frame YOU MUST CHANGE THE SETTINGS This is a divergence finding strategy developed by HFT Research. It is a highly customizable strategy and provides endless opportunities to find profitable trades in the market. Default Settings are meant to be used in BTC /USDT chart on 5 min time frame on Binance Futures . If you want to use for another asset on another time frame YOU MUST CHANGE THE SETTINGS This is a divergence finding indicator developed by HFT Research. It is a highly customizable indicator and provides endless opportunities to find profitable trades in the market. Use Envelope , this is the main decision maker in this strategy. The idea behind is that you choose the length of the moving average and set an offset % to create an upper and lower band. If you click on “display envelope” you will be able to visually see the band you have created. This way, you get to scalp the market as the price is diverging and moving away from the moving average. As the famous saying goes, moving averages act like magnets and prices always visits them back. Using this ideology, we aim to capitilize on the price swings that move away from the chosen moving average by x%. STARC Bands ; These are two bands that are applied above and below a simple moving average of an asset’s price. The upper band is created by adding the value of the average true range (ATR) or a multiple of i. The lower band is created by subtracting the value of the ATR from the SMA . The channel can provide traders with ideas on when to buy or sell. During an overall uptrend, buying near the lower band and selling near the top band is favorable. However, from our testing results it does fairly poorly in crypto markets while it does pretty well in traditional markets. Use RSI ; One of the most commonly used indicators in the trading world. The idea is simple, buy when its oversold and sell when its overbought. You can use RSI as a secondary confirmation of the dips. It can be turned on and off. Use MFI MFI stands for Money Flow Index and it is an oscillator like RSI . However, it does track the price in a different fashion than RSI providing a reliable option. It uses the price and volume data for identifying overbought and oversold signals in an asset. Use Fisher Transform Even though, it has a funny name, Fisher is actually a very decent and reliable indicator. It converts the prices into a Gaussian normal distribution channel. Therefore, the indicator detects when the prices have moved to an extreme, based on recent price action. Use VWAP VWAP stands for volume weighted average price . It is an extremely useful indicator when trading intra-day. It does reset every trading session which is at 00:00 UTC . Instead of looking at x number of candles and providing an average price, it will take into consideration the volume that’s traded at a certain price and weigh it accordingly. It will NOT give entry signals but act as a filter. If the price is above VWAP will filter out the shorts and other way around for longs. Use ADX Average directional index is a powerful indicator when one is assessing the strength of a trend as well as measuring the volatility in the market. Unfortunately, the worst market condition for this strategy is sideways market. ADX becomes a useful tool since it can detect trend. If the volatility is low and there is no real price movement, ADX will pick that up and will not let you get in trades during a sideways market. It will allow you to enter trades only when the market is trending. Use Super trend Filter The indicator works well in a trending market but can give false signals when a market is trading in a range. It uses the ATR ( average true range ) as part of its calculation which takes into account the volatility of the market. The ATR is adjusted using the multiplier setting which determines how sensitive the indicator is. Use MA Filter Lookback: It is an option to look back x number of candles to validate the price crossing. If the market is choppy and the price keeps crossing up and down the moving average you have chosen, it will generate a lot of “noisy” signals. This option allows you to confirm the cross by selecting how many candles the price needs to stay above or below the moving average. Setting it 0 will turn it off. MA Filter Type: There is a selection of moving averages that is available on TradingView currently. You can choose from 14 different moving average types to detect the trend as accurate as possible. Filter Length: You can select the length of your moving average. Most commonly used length being 50,100 and 200. Filter Type: This is our propriety smoothing method in order to make the moving averages lag less and influence the way they are calculated slightly. Type 1 being the normal calculation and type 2 being the secret sauce . Reverse MA Filter: This option allows you to use the moving average in reverse. For example, the strategy will go long when the price is above the moving average. However, if you use the reserve MA Filter, you will go short when the price is above the moving average. This method works best in sideways market where price usually retraces back to the moving average. So, in an anticipation of price reverting back to the moving average, it is a useful piece of option to use during sideway markets. Use MACD Filter MACD here will act as a filter rather than an entry signal generator. There are a few different ways to use this MACD filter. You can click on the Use MACD filter and it will use filter out the shorts generated in a bullish territory and longs generated in the bearish territory. It will greatly reduce the number of trades the strategy will trade because MACD is a lagging indicator. By the time MACD turns bullish or bearish , most of the other indicators will have already generated the signals. Therefore, resulting in less trades. You can use MACD filter as MA oscillator meaning that it will only look at the MA lines in MACD to filter out trades. Alternatively, you can use it with the histogram (Signal lines) meaning that it will only look at the histogram whether its below or above the zero line in order to filter out the trades. TP (%) Place your desired take profit percentage here. Default is 1.5% Move SL At Entry x% Profit This is when the strategy will move your SL to the entry point if the position reaches x% profit. It can also generate a signal which can be automated to adjust the SL on the exchange. SL (%) Place your desired stop loss percentage here. Default is 1% The backtester assumes the following; - 1000$ capital - 0.06% commission based on binance - 1% risk meaning 100% equity on cross leverage - Backtest results are starting from 2020 If you want to get access to this indicator please DM me or visit our website.
Estratégia Pine Script®
por HFTResearch
11
HFT Fibonacci Bands BacktesterDefault Settings are meant to be used in XBT/USD chart on 15 min time frame. If you want to use for another asset on another time frame YOU MUST CHANGE THE SETTINGS This is a Fibonacci bands based trading strategy developed by HFT Research. It is a highly customizable strategy and provides endless opportunities to find profitable trades in the market. Use Fib BB This is the main decision maker of the strategy. Tuning the settings of this portion of the strategy will change the outcome the most. We have provided default settings. However, they are only good for 15min chart on Bitcoin . Please adjust accordingly. Fib BB Length: This setting adjusts the middle line of your Fibonacci Bands. It is the moving average that you take it as base for your Fibonacci bands. Default value is currently 20. Fib Level to Use for Entry: Here, you adjust which one of the Fibonacci Ratio levels you would like to use for your entry. You can only choose one of the following options. Fibonacci Ratio 1 This is your Fib ratio level 1 and you can put any number here you would like Fibonacci Ratio 2 This is your Fib ratio level 2 and you can put any number here you would like Fibonacci Ratio 3 This is your Fib ratio level 3 and you can put any number here you would like Please keep in mind that Ratio 1 should be higher than Ratio 2 and Ratio 2 should be higher than Ratio 3. Use RSI You can also turn on and off the RSI as well. Alternatively, there is an option to use RSI on a different time frame than you are currently on. For example, if you are looking at the 5min chart to use Bollinger bands but you would like to look at the RSI value on the 15min chart. You can do so by selecting the custom RSI timeframe as well as adjusting the Oversold and Overbought value. Use CCI Commodity Channel Index is an indicator developed by Donald Lambert. It is a momentum-based oscillator used to help determine when an investment vehicle is reaching conditions of being overbought or oversold. It also used to asses price trend direction and strength. Default settings are usually the safest and the best fit. Use VWAP VWAP stands for volume weighted average price . It is an extremely useful indicator when trading intra-day. It does reset every trading session which is at 00:00 UTC . Instead of looking at x number of candles and providing an average price, it will take into consideration volume that’s traded at a certain price and weigh it accordingly. Use ADX ADX stands for average directional index . It is an indicator that measures volatility in the market. Unfortunately, the worst market condition for this strategy is sideways market. ADX becomes a useful tool since it can detect trend. If the volatility is low and there is no real price movement, ADX will pick that up and will not let you get in trades during a sideways market. It will allow you to enter trades only when the market is trending. Use MA Filters Lookback: It is an option to look back x number of candles to validate the price crossing. If the market is choppy and the price keeps crossing up and down the moving average you have chosen, it will generate a lot of “noisy” signals. This option allows you to confirm the cross by selecting how many candles the price needs to stay above or below the moving average. Setting it 0 will turn it off. MA Filter Type: There is a selection of moving averages that is available on TradingView currently. You can choose from 14 different moving average types to detect the trend as accurate as possible. Filter Length: You can select the length of your moving average. Most commonly used length being 50,100 and 200. Filter Type: This is our propriety smoothing method in order to make the moving averages lag less and influence the way they are calculated slightly. Type 1 being the normal calculation and type 2 being the secret sauce Reverse MA Filter: This option allows you to use the moving average in reverse. For example, the strategy will go long when the price is above the moving average. However, if you use the reserve MA Filter, you will go short when the price is above the moving average. This method works best in sideways market where price usually retraces back to the moving average. So, in an anticipation of price reverting back to the moving average, it is a useful piece of option to use during sideway markets. The backtester assumes the following; - 1000$ capital - 0.06% commission based on binance - 1% risk meaning 100% equity on cross leverage - Backtest results are starting from 2020 If you want to get access to this indicator please DM me or visit our website.
Estratégia Pine Script®
por HFTResearch
4
Test MeWarning: this strategy is my way to convert repainting model to non repainting one. So I put it for you to test if it work or not. test can be done as forward test =live running it signal or to use bar repaly which show you how did this model actualy put signal .never put money on something if you did not test it properly So before we get to minute detail I give you some theory : there is real time and there is repaint time. the repaint time take it data from future and once you do a back test hop you are so rich and happy . but when you run live session you find it bullshit as signals have no logic and are just random. So we all try our best to correct and to avoid repainting as much we can. to create realible data. the problem is when we do it the strategy that we build lose it efective power and the end result is a poor lame duck. that do not make mistakes buy biy and sell at wrong positions. I belive the truth lie in the middle between repaint time and real time. the model that i run in this strategy is rsi buy and sell power that i put you to all to see. as free - find it here:https://www.tradingview.com/script/Et8ou2hJ-RSI-buy-sell-force/ if i run this model according to non repaint rule that we all know as MTF it would barely win anything at best . does not matter what way i try to fix it it still lame duck. if i make it to repaint it wonderfull but still stupid repaint:) so how I try to solve the issue? 1. the rsi i change to more smooth one (in the menue you will see (fast,slow,curve set to 1,2,4) 2. i use two source one based on close. the other based on open. if you put close in MTF without restriction it would repaint the open postion is more stable but the model will buy at wrong places. but it can be great as a filter to the close source model. by this removing stupid signal. this move make now our model to be stable. so it still severly repaint but since it stable and the repaint is not random anymore but is found in good buy and sell postions only problem is that we can see this only by back repaly . and when the chart is refresh the security will put false buy point chart so no solution but still better then random repaint:) 3. we want further to reduce too much buy and sell points . so now the strategy need to avoid pyramiding. this is crucial for the nest step which is how to make the stable buy point to be on the chart and not the repaint point ? we cannot fix the security but we can trick TV buy very easy way and by this we can get the real buy point how? 4. if your buy point let say send signal at 1pm , the security will make to look on chart on 7am. and this is very frustrating as we never know if the signal we get is real or hoax? so how i trick TV to give me only the signal that was sent to as alert and not the one that the false chart in the repaint show at 7am? easy pizy :) you do not need complex code for it. just use simple trick: make a false buy point that is very close the alert that send at 13pm. for example : the alert on btc was a buy at 9200 at 1pm . the false buy point will be 0.1% or higher above it. so the false buy point now is our buy point. and this is one that send the alert. TV will accept the false buy point as real and not the the point at 1pm and nither the point at 7am. so by this way we are get in betwen situation between the repaint time and the real time.but this keep the strength of the model live and it no longer lame duck model. in the menue you see factor and this is the distance from the alert that was actualy sended (i set it to 0.8% but it can be what ever you want) so how to operate this system? length -is set to 1 . if yo do 2.3,4 etc this will make the buy and sell point much less becouse this depend on the mtf that we use in the setting i put repaint control on 720 (minute dustance) - this is becouse if i put 60 as on 1 hour chart it will look great but will have more buy and sell point that I do not want so it will be prone to repaint so 240-1440 on 1 hour chart seems fine but 720 i thnk is better one. if you on 4 hour cahrt then try 1440 if you are on 15min chart try less then 720 let say 120-240 range to see if no reapint. if not working you can increase length to 2 and try again until no repaint. the equaty is set to 25% -the higher you put the higher profit will look but up to 50 is max .10 -30 is the real one you can set the take profit and stop loss to anything you want but this is just safety mesure. so I hope you understand and try to see if my setting repaint or not before you even try to use it in real life
Estratégia Pine Script®
por RafaelZioni
23
HFT Scalper BacktesterThis strategy is a scalper strategy developed by HFT Research. Scalper is highly customizable and provides endless opportunities to find profitable setups in the market. Use Bollinger Bands This piece of the settings will turn and off Bollinger band’s input in the decision making. BB Length will determine the Moving average you are using to take the standard deviation off of which is named as BB Multiplier. Default settings will use 20 moving average and take standard deviation of 2 to create lower and upper bands. Increasing the Multiplier will give you fewer but safer entries. Use Bollinger Bands % This setting will allow the user to determine at what Bollinger band width %, he wants to take start looking to take trades. It is known that when prices are stable and moving sideways, Bollinger bands contract and it becomes more reactive to small moves in the market. Using this setting, you can ignore the signals that would be generated while Bollinger bands are contracted. This setting will allow the user to weed out the noise in the market and really allow them to make the most out of Bollinger bands . Use RSI You can also turn on and off the RSI as well. Alternatively, there is an option to use RSI on a different time frame than you are currently on. For example, if you are looking at the 5min chart to use Bollinger bands but you would like to look at the RSI value on the 15min chart. You can do so by selecting the custom RSI timeframe as well as adjusting the Oversold and Overbought value. Use STOCH For those who want extra protection on their entry can throw STOCH into their decision making. STOCH acts like RSI but it is more prone to small moves. It will help the users to get a better entry if used correctly. Stoch may not be in the buy zone when RSI is at say 35, however, if price dips a little more and STOCH might be in the buy zone when RSI is at say 20. This way it will help you have better entries than just using RSI . In a way, you can use STOCH to scalp RSI . Use VWAP VWAP stands for volume weighted average price . It is an extremely useful indicator when trading intra-day. It does reset every trading session which is at 00:00 UTC . Instead of looking at x number of candles and providing an average price, it will take into consideration volume that’s traded at a certain price and weigh it accordingly. Use ADX ADX stands for average directional index . It is an indicator that measures volatility in the market. Unfortunately, the worst market condition for this strategy is sideways market. ADX becomes a useful tool since it can detect trend. If the volatility is low and there is no real price movement, ADX will pick that up and will not let you get in trades during a sideways market. It will allow you to enter trades only when the market is trending. Use MA Filters Lookback: It is an option to look back x number of candles to validate the price crossing. If the market is choppy and the price keeps crossing up and down the moving average you have chosen, it will generate a lot of “noisy” signals. This option allows you to confirm the cross by selecting how many candles the price needs to stay above or below the moving average. Setting it 0 will turn it off. MA Filter Type: There is a selection of moving averages that is available on TradingView currently. You can choose from 14 different moving average types to detect the trend as accurate as possible. Filter Length: You can select the length of your moving average. Most commonly used length being 50,100 and 200. Filter Type: This is our propriety smoothing method in order to make the moving averages lag less and influence the way they are calculated slightly. Type 1 being the normal calculation and type 2 being the secret sauce . Reverse MA Filter: This option allows you to use the moving average in reverse. For example, the strategy will go long when the price is above the moving average. However, if you use the reserve MA Filter, you will go short when the price is above the moving average. This method works best in sideways market where price usually retraces back to the moving average. So in an anticipation of price reverting back to the moving average, it is a useful piece of option to use during sideway markets which is the worst market condition for scalper. Please visit our website for more information
Estratégia Pine Script®
por HFTResearch
15
Sandy_ATPMAfter 2 PM Breakout or Breakdown Intraday This takes high and low of the session up to 2 PM IST and decides the Long or Short. #Let the index/stock trade for the first 285 minutes and then use the high and low of this "285-minute range" as support and resistance levels. #A buy signal is given when price exceeds the high of the 285-minute range after an up gap. #A sell signal is given when price moves below the low of the 285-minute range after a down gap. #It's a simple technique that works like a charm in many cases with proper risk management >If you use this technique, though, a few caveats are in order to avoid whipsaws and other market traps. >You will be Completely out from morning noise >A breakout that extends only a tick or two can be easily reversed and trap you in a sudden loss. >So let others take the bait at these levels, while you find pullbacks and narrow range bars for trade execution.
Estratégia Pine Script®
por iamskrv
2