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Combo Backtest 123 Reversal & Ergodic CSI 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 is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. This indicator plots Ergotic CSI and smoothed Ergotic CSI to filter out noise. WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
6
CCI-RSI MR Indicators: Bollinger Bands (20 period, 2σ) RSI (14 period) and Simple moving average of RSI (5 period) CCI (20 period) SMA (5 period) Entry Conditions: Buy when: Swing low (5) should be lower than the highest of lower BB (3 periods) Both RSI crossover RSI_5 and CCI crossover -100 should have happened within last 3 candles (including the current candle) Once all the above conditions are met, the close should be higher than SMA (5) within the next 3 candles After condition 3 is satisfied, we enter the trade at next candle’s open Stop loss will be at 1 tick lower than previous swing low Sell when: Swing high (5) should be higher than the lowest of upper BB (3 periods) Both RSI crossunder RSI_5 and CCI crossunder 100 should have happened within last 3 candles (including the current candle) Once all the above conditions are met, the close should be lower than SMA (5) within the next 3 candles After condition 3 is satisfied, we enter the trade at next candle’s open Stop loss will be at 1 tick higher than previous swing high Exit Conditions: Since it’s mean reversion strategy we’ll be having only 2 target exits with a trailing stop loss after target price 1 is achieved. Target exit price 1 & 2 are decided based on the risk ‘R’ for each trade Depending on the instrument and time frame a trailing stop loss of 0.5R or 1R has opted. A stop limit is placed @Entry_price +- 2*ATR(20) to offset the risk of losing significantly more than 1xR in a trade
Estratégia Pine Script®
por monikabhay
1
Optimized Trend Tracker - Strategy VersionA brand new indicator from the developer of MOST (Moving Stop Loss) indicator Anıl Özekşi. Optimized Trend Tracker OTT is an indicator that provides traders to find an existing trend or in another words to ser which side of the current trend we are on. The original indicator was coded and published by Kıvanç Özbilgiç. You can access it from this link: I transformed the indicator into a strategy and made some changes: - You can run two different strategies. In the Settings section, you can test two different strategies, "Support Line Crossing Signals" and "Price / OTT Crossing Signals". - Fixed the issue where BUY/SELL labels from the indicator script would hang in the air. - I added a setting where you can hide BUY/SELL labels if you want. - I painted the bars for BUY/SELL states, you can open and close in the settings section. - As I do with every strategy script, I added a start and end date for the strategy test. You can specify the range you want to see working in the Settings section. In addition, there were cases when the OTT line was reduced to zero in non-voluminous symbols; I changed this situation by making a small change in the code. I asked Kıvanç about the subject, I can update according to his answer. Note : Strategy BUY / SELL tags and indicator BUY / SELL tags do not operate in the same bar because indicator tags are added when the next bar occurs. If you replay bars, you can observe label formations. TÜRKÇE AÇIKLAMA Orjinal indikatör Kıvanç Özbilgiç tarafından kodlanmış ve yayımlanmıştır. Bu linkten erişebilirsiniz: İndikatörü strateji dönüştürdüm ve bazı değişiklikler yaptım: - İki farklı strateji çalıştırabilirsiniz. Ayarlar kısmında Condition bölümünde "Support Line Crossing Signals" ve "Price/OTT Crossing Signals" olarak iki farklı stratejiyi test edebilirsiniz. - İndikatör scriptinden gelen BUY/SELL etiketlerinin havada durması sorununu düzelttim. - İsterseniz BUY/SELL etiketleri gizleyebileceğiniz bir ayar ekledim. - BUY/SELL durumları için barları boyadım, ayarlar bölümünden açıp kapatabilirsiniz. - Her strateji scriptinde yaptığım gibi, strateji testi için başlangıç ve bitiş tarihi ekledim. Ayarlar bölümünden çalışmasını görmek istediğiniz aralığı belirleyebilirsiniz. - Ek olarak hacimsiz sembollerde OTT çizgisinin sıfıra indiği durumlar mevcuttu; kodda ufak bir değişiklik yaparak bu durumu değiştirdim. Kıvanç Bey'e konu ile ilgili soru sordum, cevabına göre güncelleme yapabilirim. Not : Strateji BUY/SELL etiketleri ile indikatör BUY/SELL etiketleri aynı barda işlem yapmamaktadır çünkü indikatör etiketleri kendisinden sonraki bar oluşunca eklenmektedir. Barları replay yaptırırsanız oluşumlarını gözlemleyebilirsiniz.
Estratégia Pine Script®
por melihtuna
7
Noro's RiskChannel StrategyIndicator The Donchian price channel is used. There are 2 methods available to close the position. The user can choose a method. Wikipedia: en.wikipedia.org Strategy #1 (stop-loss type = channel) Old classic trading strategy, using breakouts of the Donchan price channel. If the price is above the price channel top line, open the long position (and close the short position) If the price is below the lower line of the price channel, open the short position (and close the long position) It is recommended that you all use market stop orders. Strategy #2 (stop-loss type = center) This metod is better. This method is recommended. The central line (red) is the middle of the Donchian price channel. Used to close any positions. If the price is higher than the price channel top line, open the long position. If the price is lower than the lower line of the price channel, open the short position. If the price has crossed the central line of the channel, close any position. It is recommended that you all use market stop orders. Risk There are 2 options. Risk for long positions and risk for short positions. This is the size of the possible loss. Order size depends on the possible loss and is calculated for each position. For BTC/USD, BTC/USDT, XBT/USD, ETH/USD, ETH/USD (need USD!) Timeframes: 1h and length of price channel = 50 bars or 4h and length of price channel = 12
Estratégia Pine Script®
por ROBO_Trading
7
Noro's RiskDonchian StrategyThe strategy uses Donchian price channel . The channel is shown in blue lines. All other lines use Donchian channel too. The red line is the center line between the channel lines. The lime line is a few percent further away. The percentage is set by the user in the strategy settings. Lines Blue line - to open position using market stop order Lime line - take-profit (limit order) Red line - stop-loss (market stop order, trailing-stop) For - BTC /USD, XBT/USD, ETH/USD (need USD) - timeframe: 1h or 4h
Estratégia Pine Script®
por ROBO_Trading
2
Combo Backtest 123 Reversal & Empirical Mode Decomposition 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 related article is copyrighted material from Stocks & Commodities Mar 2010 WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
7
Noro's RiskTurtle StrategyThe idea of ​ this strategy script was taken here: (PDF-Book, English) bigpicture.typepad.com Strategy 2 Donchian price channels are being created. Fast and slow. The number of candles for the channels is selected by the user. By default, 20 bars for fast and 50 bars for slow. Blue lines show a slow price channel . And used to enter positions. Using market stop orders. A fast price channel is needed to find out the price for stop-loss. This is the center line of the fast channel. Shown by a red line. The background shows when the positions were opened. Lime background for long positions, and red background for short positions. There is no background if there are no positions. Risk size Stop Placement The Turtles placed their stops based on position risk. No trade could incur more than 2% risk. Since 1N of price movement represented 1% of Account Equity, the maximum stop that would allow 2% risk would be 2N of price movement. Turtle stops were set at 2N below the entry for long positions, and 2N above the entry for short positions. For - XBT/USD, BTC /USD, BTC /USDT, ETH/USD, ETH/USDT, etc - need ***/(T)USD(T) - Timeframes 1h, 2h, 3h, 4h
Estratégia Pine Script®
por ROBO_Trading
7
Noro's SimpleTurtle StrategyThis is a highly simplified version of the Turtle strategy. It is very different from the original Turtle strategy. Lines 2 Donchian price channels are being created. Fast and slow. The number of candles for the channels is selected by the user. By default, 20 bars for fast and 50 bars for slow. Blue lines show a slow price channel. And used to enter positions. Using market stop orders. A fast price channel is needed to find out the price for stop-loss. This is the center line of the fast channel. Shown by a red line. The background shows when the positions were opened. Lime background for long positions, and red background for short positions. There is no background if there are no positions. For - XBT/USD, BTC/USD, BTC/USDT, ETH/USD, ETH/USDT, etc - need ***/(T)USD(T) - Timeframes 1h, 2h, 3h, 4h
Estratégia Pine Script®
por ROBO_Trading
1
Noro's Turtles StrategyOriginal idea from book «Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary Traders» (2007, CURTIS FAITH, ISBN: 9780071486644) Strategy 2 positions types are used. Fast and slow. The period for fast and slow user specifies separately. For example for quick: if the price is higher than the highest price in the last 10 candles, then open a long position using a stop order. If the price is below the lowest price in the last 20 candles, then close the long position. In the same way for a short position and also for slow positions.
Estratégia Pine Script®
por ROBO_Trading
4
Combo Backtest 123 Reversal & EMA & MA Crossover 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 Moving Average Crossover trading strategy is possibly the most popular trading strategy in the world of trading. First of them were written in the middle of XX century, when commodities trading strategies became popular. This strategy is a good example of so-called traditional strategies. Traditional strategies are always long or short. That means they are never out of the market. The concept of having a strategy that is always long or short may be scary, particularly in today’s market where you don’t know what is going to happen as far as risk on any one market. But a lot of traders believe that the concept is still valid, especially for those of traders who do their own research or their own discretionary trading. This version uses crossover of moving average and its exponential moving average. WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
4
[LunaOwl] Support Resistance Strategy V4作品: 支撐壓力策略 A simple Support Resistance Breakthrough Strategy, the only difference is that it is PineScript @version=4. interested parties can use it as a reference. Its logic is simple, wish your all the best. 一個簡單的支撐阻力突破策略，唯一的差異，在於它是PineScript第四版。有興趣的可以拿來當作參考，簡易的指標。祝你們順心。 Support level refers to the support price that the exchange rate may encounter when it falls, so as to stop falling and stabilize the price. The corresponding concept is the resistance level, that is, the pressure that the exchange rate may encounter when it rises, thus reversing to a falling price. 支撐位是指匯價在下跌時可能遇到的支撐價格，從而止跌回穩的價格，對應的概念是阻力位，也即匯價上漲時可能遇到的壓力，從而反轉為下跌的價格。
Estratégia Pine Script®
por LunaOwl
13
Ichimoku Kinko Hyo StrategyStrategy based on the Ishimoku Kinko Hyo system, using the different indicators it provides to build signals. This strategy could be better as it should ideally use the position of the price line compared to Chikou to determine if signals should be looked for, but I've been unable to fully implement this so far (an imperfect implementation is provided, but disable by default). I'll update the script once I figure it out, but it still gives good results without this.
Estratégia Pine Script®
por mdeous
2
EMA Slope Cross Trend Follower StrategyThis strategy uses the cross of the slopes of two EMAs having different lengths to generate trend follower signals. By default, I use 130 and 400, which behave very well. The conditions which make the strat enter the market are: - Fast Slope > Slow Slope and price > EMA 200 : go Long - Fast Slope < Slow Slope and price < EMA200 : go Short The simple slopes cross in the opposite direction, closes the position. The strategy performs best on Bitcoin and the most liquid and capitalized Altcoins, but works greatly on volatile assets as well, in particular if they often go trending. Works best on 4h time frame. There's also an optional Volatility filter, which opens the position only if the difference between the two slopes is more than a specific value, which can be set in the strategy inputs. The purpose is not opening positions if price is going sideways and the noise is way > than the signal. Enjoy it!
Estratégia Pine Script®
por lukescream
9
Combo Backtest 123 Reversal & Elder Ray (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 Developed by Dr Alexander Elder, the Elder-ray indicator measures buying and selling pressure in the market. The Elder-ray is often used as part of the Triple Screen trading system but may also be used on its own. Dr Elder uses a 13-day exponential moving average (EMA) to indicate the market consensus of value. Bull Power measures the ability of buyers to drive prices above the consensus of value. Bear Power reflects the ability of sellers to drive prices below the average consensus of value. Bull Power is calculated by subtracting the 13-day EMA from the day's High. Bear power subtracts the 13-day EMA from the day's Low. You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
2
Pivot Point V2 Backtest Pivot points simply took the high, low, and closing price from the previous period and divided by 3 to find the pivot. From this pivot, traders would then base their calculations for three support, and three resistance levels. The calculation for the most basic flavor of pivot points, known as ‘floor-trader pivots’, along with their support and resistance levels. WARNING: - For purpose educate only - This script to change bars colors.
Estratégia Pine Script®
por HPotter
10
Breakout Trend Follower StrategyThis strategy goes long when highs are broken and uses a trailing stop that follows swing lows. User can configure a back test date range and choose whether or not to only take trades above a selected moving average. The desire for me to make this script was to try to capture those extreme breakouts that can occur after a consolidation/equilibrium pattern. This catches those using stop-buys as the entry. Out of all the scripts I have made thus far, this one is the one that has the best results. Time frames might vary due to commission structures, etc. I currently use this strategy on stocks on the 30-min time frame and crypto (with Coinbase's high fees) on the 2-hr time frame.
Estratégia Pine Script®
por millerrh
13