Combo Strategy 123 Reversal & CMOfilt This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots a CMO which ignores price changes which are less
than a threshold value. CMO was developed by Tushar Chande. A scientist,
an inventor, and a respected trading system developer, Mr. Chande developed
the CMO to capture what he calls "pure momentum". For more definitive
information on the CMO and other indicators we recommend the book The New
Technical Trader by Tushar Chande and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc.
It is most closely related to Welles Wilder`s RSI, yet it differs in several ways:
- It uses data for both up days and down days in the numerator, thereby directly
measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term extreme
movements in price are not hidden. Once calculated, smoothing can be applied to the
CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly see
changes in net momentum using the 0 level. The bounded scale also allows you to
conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Pesquisar nos scripts por "the strat"
Combo Backtest 123 Reversal & CMOav This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots average of three different length CMO's. This indicator
was developed by Tushar Chande. A scientist, an inventor, and a respected
trading system developer, Mr. Chande developed the CMO to capture what he
calls "pure momentum". For more definitive information on the CMO and other
indicators we recommend the book The New Technical Trader by Tushar Chande
and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc.
It is most closely related to Welles Wilder?s RSI, yet it differs in several ways:
- It uses data for both up days and down days in the numerator, thereby directly
measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term extreme
movements in price are not hidden. Once calculated, smoothing can be applied to
the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly see
changes in net momentum using the 0 level. The bounded scale also allows you to
conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & CMOavThis is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots average of three different length CMO's. This indicator
was developed by Tushar Chande. A scientist, an inventor, and a respected
trading system developer, Mr. Chande developed the CMO to capture what he
calls "pure momentum". For more definitive information on the CMO and other
indicators we recommend the book The New Technical Trader by Tushar Chande
and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc.
It is most closely related to Welles Wilder?s RSI, yet it differs in several ways:
- It uses data for both up days and down days in the numerator, thereby directly
measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term extreme
movements in price are not hidden. Once calculated, smoothing can be applied to
the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly see
changes in net momentum using the 0 level. The bounded scale also allows you to
conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & CMOabsThis is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots the absolute value of CMO. CMO was developed by Tushar
Chande. A scientist, an inventor, and a respected trading system developer,
Mr. Chande developed the CMO to capture what he calls "pure momentum". For
more definitive information on the CMO and other indicators we recommend the
book The New Technical Trader by Tushar Chande and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented indicators
such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely
related to Welles Wilder`s RSI, yet it differs in several ways:
- It uses data for both up days and down days in the numerator, thereby directly
measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term extreme
movements in price are not hidden. Once calculated, smoothing can be applied to
the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly see
changes in net momentum using the 0 level. The bounded scale also allows you to
conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & CMOabs This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots the absolute value of CMO. CMO was developed by Tushar
Chande. A scientist, an inventor, and a respected trading system developer,
Mr. Chande developed the CMO to capture what he calls "pure momentum". For
more definitive information on the CMO and other indicators we recommend the
book The New Technical Trader by Tushar Chande and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented indicators
such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely
related to Welles Wilder`s RSI, yet it differs in several ways:
- It uses data for both up days and down days in the numerator, thereby directly
measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term extreme
movements in price are not hidden. Once calculated, smoothing can be applied to
the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly see
changes in net momentum using the 0 level. The bounded scale also allows you to
conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
QuantCat Chande Swinger StrategyQuantCat Chande Swinger
This strategy is designed to be used on the 1 minute with mainly bitcoin, and cryptocurrencies. But parameters can be adjusted to ANY pair.
After some long research about chande momentum oscillator, I decided to create a strategy using normal distribution percentage levels to snipe entries. This in turn on the 1 minute can create a nice profit over a consecutive amount of days, the end goal is to get a stronger version of this strategy running on a bot and print some money. This strategy is tightly defined, and can be loosened up to make more trades too- giving a higher sample size and better sharpe ratio.
The strategy checks to see if the Chande value is in an extreme percentile based on the last few hundred chande values- if it is it will open a position.
No stoploss or take profit implemented into the swinger yet, but this will be the next addition to really minimise loss and amplify potential profits.
Any liquid crypto pair on the low timesframes will net a good result with this strategy.
We also have a free 15M and 1H strategy available too.
You can join our discord server to get live alerts for the strategies as well as speak to our devs! Link in signature below!!!
QuantCat Mom Finder Strategy (1H)QuantCat Momentum Finder Strategy
This strategy is designed to be used on the 1 hour time frame, on all x/btc pairs.
The beautiful thing is it plots the take profit, and stoploss for you for each entry- where I would say use the stoploss for sure and feel with water with how the price action is looking when in profit.
In this strategy, I actually implemented my own trading style into building the strategy. Having to replicate my own trading strategy into an algorithm, I can't make it exactly perfect to how I would trade, but what I can do is try and program the parameters that give it the absolute best chance of making a big move with a small drawdown- which replicates part of my momentum trading style. Here I am using RSI, MACD, EMA and trend filtering values to find moments where there has been a momentum change to play the rest of the move. It only picks the best entries.
There is always a 3-4 R/R move on average with with these trades, meaning 1 in 4 only need to hit to be a break even trader- where most of these strategies have about 35% hit rate.
The stoploss is so crucial to minimise any damage from huge unexpected candles, the strategies can just be used for entries as well, you don't have to stick to the exact formula- of the long and short system, but this by itself is profitable.
The system nets positive results on
-ETH/BTC
-LTC/BTC
-XRP/BTC
-ADA/BTC
-NEO/BTC etc.
We also have a free 15M strategy available too.
You can join our discord server to get live alerts for the strategy as well as speak to our devs! Link in signature below!!!
Combo Backtest 123 Reversal & CMO & WMA This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots Chande Momentum Oscillator and its WMA on the
same chart. This indicator plots the absolute value of CMO.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change,
etc. It is most closely related to Welles Wilder?s RSI, yet it differs
in several ways:
- It uses data for both up days and down days in the numerator, thereby
directly measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term
extreme movements in price are not hidden. Once calculated, smoothing
can be applied to the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly
see changes in net momentum using the 0 level. The bounded scale also allows
you to conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & CMO & WMA This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots Chandre Momentum Oscillator and its WMA on the
same chart. This indicator plots the absolute value of CMO.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change,
etc. It is most closely related to Welles Wilder?s RSI, yet it differs
in several ways:
- It uses data for both up days and down days in the numerator, thereby
directly measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term
extreme movements in price are not hidden. Once calculated, smoothing
can be applied to the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly
see changes in net momentum using the 0 level. The bounded scale also allows
you to conveniently compare values across different securities.
Combo Backtest 123 Reversal & Chande Momentum Oscillator This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots Chande Momentum Oscillator. This indicator was
developed by Tushar Chande. A scientist, an inventor, and a respected
trading system developer, Mr. Chande developed the CMO to capture what
he calls "pure momentum". For more definitive information on the CMO and
other indicators we recommend the book The New Technical Trader by Tushar
Chande and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change,
etc. It is most closely related to Welles Wilder`s RSI, yet it differs
in several ways:
- It uses data for both up days and down days in the numerator, thereby
directly measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term
extreme movements in price are not hidden. Once calculated, smoothing
can be applied to the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to
clearly see changes in net momentum using the 0 level. The bounded scale
also allows you to conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors
Combo Strategy 123 Reversal & Chande Momentum OscillatorThis is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator plots Chande Momentum Oscillator. This indicator was
developed by Tushar Chande. A scientist, an inventor, and a respected
trading system developer, Mr. Chande developed the CMO to capture what
he calls "pure momentum". For more definitive information on the CMO and
other indicators we recommend the book The New Technical Trader by Tushar
Chande and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change,
etc. It is most closely related to Welles Wilder`s RSI, yet it differs
in several ways:
- It uses data for both up days and down days in the numerator, thereby
directly measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term
extreme movements in price are not hidden. Once calculated, smoothing
can be applied to the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to
clearly see changes in net momentum using the 0 level. The bounded scale
also allows you to conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Chande Forecast Oscillator This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
The Chande Forecast Oscillator developed by Tushar Chande The Forecast
Oscillator plots the percentage difference between the closing price and
the n-period linear regression forecasted price. The oscillator is above
zero when the forecast price is greater than the closing price and less
than zero if it is below.
WARNING:
- For purpose educate only
- This script to change bars colors.
SUPERTREND ATR WITH TRAILING STOP LOSS## THIS SCRIPT IS ON GITHUB
## MORE BACKTEST
SuperTrend is a moving stop and reversal line based on the volatility (ATR).
The strategy will ride up your stop loss when price moviment 1%.
The strategy will close your operation when the market price crossed the stop loss.
The strategy will close operation when the line based on the volatility will crossed
The strategy has the following parameters:
+ **ATR PERIOD** - To select number of bars back to execute calculation
+ **ATR MULTPLIER** - To add a multplier factor on volatility
+ **INITIAL STOP LOSS** - Where can isert the value to first stop.
+ **POSITION TYPE** - Where can to select trade position.
+ **BACKTEST PERIOD** - To select range.
## DISCLAIMER
1. I am not licensed financial advisors or broker dealers. I do not tell you when or what to buy or sell. I developed this software which enables you execute manual or automated trades multiple trades using TradingView. The software allows you to set the criteria you want for entering and exiting trades.
2. Do not trade with money you cannot afford to lose.
3. I do not guarantee consistent profits or that anyone can make money with no effort. And I am not selling the holy grail.
4. Every system can have winning and losing streaks.
5. Money management plays a large role in the results of your trading. For example: lot size, account size, broker leverage, and broker margin call rules all have an effect on results. Also, your Take Profit and Stop Loss settings for individual pair trades and for overall account equity have a major impact on results. If you are new to trading and do not understand these items, then I recommend you seek education materials to further your knowledge.
**YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR TRADING TOLERANCE.**
**I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.**
## NOTE
I accept suggestions to improve the script.
If you encounter any problems i will be happy to share with me.
+ Authors: @exit490
+ Revision: v1.0.0
+ Date: 5-Aug-2019
+ Pinescript version: 4
## LICENSE
Copyright 2019 Mauricio Pimenta / exit490
SuperTrend with Trailing Stop Loss script may be freely distributed under the (../LICENSE).
Combo Strategy 123 Reversal & Chande Forecast Oscillator This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
The Chande Forecast Oscillator developed by Tushar Chande The Forecast
Oscillator plots the percentage difference between the closing price and
the n-period linear regression forecasted price. The oscillator is above
zero when the forecast price is greater than the closing price and less
than zero if it is below.
WARNING:
- For purpose educate only
- This script to change bars colors.
TRAILING STOP LOSS TO LONG AND SHORT##THIS SCRIPT IS ON GITHUB
This TradingView strategy it is designed to integrate with other strategies with indicators.
It performs a trailing stop loss from entry and exit conditions.
In this strategy you can add conditions for long and short positions.
The strategy will ride up your stop loss when price moviment 1%.
The strategy will close your operation when the market price crossed the stop loss.
Also is possible to select the period that strategy will execute the backtest.
The strategy has the following parameters:
+ **INITIAL STOP LOSS** - Where can isert the value to first stop.
+ **POSITION TYPE** - Where can to select trade position.
+ **BACKTEST PERIOD** - To select range.
## DISCLAIMER
1. I am not licensed financial advisors or broker dealers. I do not tell you when or what to buy or sell. I developed this software which enables you execute manual or automated trades multiple trades using TradingView. The software allows you to set the criteria you want for entering and exiting trades.
2. Do not trade with money you cannot afford to lose.
3. I do not guarantee consistent profits or that anyone can make money with no effort. And I am not selling the holy grail.
4. Every system can have winning and losing streaks.
5. Money management plays a large role in the results of your trading. For example: lot size, account size, broker leverage, and broker margin call rules all have an effect on results. Also, your Take Profit and Stop Loss settings for individual pair trades and for overall account equity have a major impact on results. If you are new to trading and do not understand these items, then I recommend you seek education materials to further your knowledge.
**YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR TRADING TOLERANCE.**
**I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.**
## NOTE
I accept suggestions to improve the script.
If you encounter any problems I will be happy to share with me.
+ Authors: @exit490
+ Revision: v1.0.0
+ Date: 03-Aug-2019
+ Pinescript version: 4
## LICENSE
Copyright 2019 Mauricio Pimenta / exit490
Trailing Stop Loss script may be freely distributed under the MIT license .
Combo Backtest 123 Reversal & Chaikin Volatility This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
Chaikin's Volatility indicator compares the spread between a security's
high and low prices. It quantifies volatility as a widening of the range
between the high and the low price.
You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2,
HLC3, OHLC4 and ect...
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & Chaikin Volatility This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
Chaikin's Volatility indicator compares the spread between a security's
high and low prices. It quantifies volatility as a widening of the range
between the high and the low price.
You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2,
HLC3, OHLC4 and ect...
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Center Of Gravity This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
The indicator is based on moving averages. On the basis of these, the
"center" of the price is calculated, and price channels are also constructed,
which act as corridors for the asset quotations.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & Center Of Gravity This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
The indicator is based on moving averages. On the basis of these, the
"center" of the price is calculated, and price channels are also constructed,
which act as corridors for the asset quotations.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & CCI This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
The Commodity Channel Index (CCI) is best used with markets that display cyclical or
seasonal characteristics, and is formulated to detect the beginning and ending of these
cycles by incorporating a moving average together with a divisor that reflects both possible
and actual trading ranges. The final index measures the deviation from normal, which indicates
major changes in market trend.
To put it simply, the Commodity Channel Index (CCI) value shows how the instrument is trading
relative to its mean (average) price. When the CCI value is high, it means that the prices are
high compared to the average price; when the CCI value is down, it means that the prices are low
compared to the average price. The CCI value usually does not fall outside the -300 to 300 range
and, in fact, is usually in the -100 to 100 range.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & CCI This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
The Commodity Channel Index (CCI) is best used with markets that display cyclical or
seasonal characteristics, and is formulated to detect the beginning and ending of these
cycles by incorporating a moving average together with a divisor that reflects both possible
and actual trading ranges. The final index measures the deviation from normal, which indicates
major changes in market trend.
To put it simply, the Commodity Channel Index (CCI) value shows how the instrument is trading
relative to its mean (average) price. When the CCI value is high, it means that the prices are
high compared to the average price; when the CCI value is down, it means that the prices are low
compared to the average price. The CCI value usually does not fall outside the -300 to 300 range
and, in fact, is usually in the -100 to 100 range.
WARNING:
- For purpose educate only
- This script to change bars colors.
Double 7's StrategyStrategy described in the book "Short Term Trading Strategies that Work", written by Larry Connors and Cesar Alvarez.
It is the simplest strategy I know and has only 3 rules:
- Price must be above the arithmetic moving average of 200 periods.
- Buy when the price closes below the closing of the last 7 days.
- Sale when the price closes above the closing of the last 7 days.
Simple as it may seem, this strategy works very well in some stocks and/or graphical times (in some stocks it overcomes many RSI 2 strategies). It was developed for the daily chart and does not usually work well on weekly or monthly charts, but can be used for day trades if the back-test proves to be favorable.
If you want, you can change the input and output rules by setting other values for the input or output period and thus find more positive results for specific stocks.
There is no stop loss because in tests the stop loss usually reduces the gains of the strategy.
Good luck and good trades.
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Estrategia descrita no livro "Short Term Trading Strategies that Work", escrito por Larry Connors e Cesar Alvarez.
É a estratégia mais simples que eu conheço e tem apenas 3 regras:
- Preço deve estar acima da média móvel aritmética de 200 períodos.
- Compre quando o preço fechar abaixo do fechamento dos ultimos 7 dias.
- Venda quando o preço fechar acima do fechamento dos ultimos 7 dias.
Por mais simples que pareça, esta estratégia funciona muito bem em alguns papeis e/ou tempos gráficos (em alguns papeis a mesma supera muitas estratégias pelo IFR2). A mesma foi desenvolvida para o gráfico diário e normalmente não funciona muito bem em gráficos semanais ou mensais, mas pode ser utilizado no intraday caso o backtest se mostre favorável.
Caso você queira, é possível alterar a regra de entrada e saída definindo outros valores para o período de entrada ou saída e assim encontrar resultados mais positivos para cada papel.
Não existe stop loss pois nos testes normalmente o stop loss reduz os ganhos da estratégia.
Boa sorte e bons trades.
Combo Backtest 123 Reversal & Bull Power This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
Bull Power Indicator
To get more information please see "Bull And Bear Balance Indicator"
by Vadim Gimelfarb.
WARNING:
- For purpose educate only
- This script to change bars colors.
