03 MOSTATRBBW STRATEGYENG: A private strategy for my Algo Trade students at Borfin for ALARMS and backtesting purposes.
TUR: Borfin Algo Trade öğrencileri için paylaştığım bir robotun ALARM ve BACKTEST amaçlı stratejisidir.
Volatilidade
Coinbase_3-MIN_HFT-StrategyThis conceptual strategy trades against the short-term trend. The first position can be either long or short.
In the short-term, prices fluctuate up and down on wide spread exchanges.
And if the price moves to one side, the price tends to return to its original position momentarily.
This strategy set stop order. Stop price is calculated with upper and lower shadows.
Easy Loot Trailing Stop Bot - (PSAR) StrategyHello World,
Today I am bringing you a Parabolic Stop and Reverse Strategy that uses a 5% trailing stop loss.
Tested the strategy on the 1D timeframe of Bitcoin from the time period starting from 2018 onwards.
As you may know the price in the start of 2018 for Bitcoin was around $11,000 meaning if you bought and HODL'd since then you'd be down a good %, as current price is $8650.
Below is the strategy testing results, up 844% profits in the last two years.
Easy Loot Members Only, contact me if you'd like access to the strategy.
Parabolic Stop and Reverse (PSAR) Strategy
Parabolic SAR is a time and price technical analysis tool primarily used to identify points of potential stops and reverses. In fact, the SAR in Parabolic SAR stands for "Stop and Reverse". The indicator's calculations create a parabola which is located below price during a Bullish Trend and above Price during a Bearish Trend.
Trailing Stop Loss
A trailing stop-loss order is a special type of trade order where the stop-loss price is not set at a single, absolute dollar amount, but instead is set at a certain percentage or a certain dollar amount below the market price.
GMS: RSI & ROC StrategyThis is a basic strategy like the RSI one I posted. This one adds in the Rate of Change indicator as well.
You can separate the two for RSI only and ROC only. Everything else is the same as the RSI strategy.
- Simple moving average trend filter.
- Simple moving average trade exit.
- Both long and short or each on it's own.
The source code should be open if you want to see it or modify it for your own project. I hope it helps!
Andre
Global Market Signals
Dominator StrategyThis is the Strategy Version Of Dominator you can choose your take profit level and dates for backtesting calculates fee as well
Do investors appreciate a good animal mascot? It seems like it. Bull and bear markets are key investing lingo and symbols, capturing positive feelings (bull) or negative ones (bear). There’s no official rule, but a bull market tends to refer to a 20% increase in a market over time from its bottom, while a bear represents a 20% decrease from its top. In general, “bull” positivity or “bear” negativity can refer to upward or downward movements of almost anything, like individual stocks. And you’ll even notice investors saying they’re “bullish” on an industry with growth potential or “bearish” on a stock they think will drop .
Dominator will give you the calculation of the wave between Bull&bear
How to use :
Long Alert signal = Bull Wave on the market
Short Alert signal = Bear wave on the market
Apply these fundamentals to any time frame and you will be able to read the correction into the trend or even the trend reversals.
Amrullah Deep Liquidity for S&P 500Amrullah Deep Liquidity (ADL)
Amrullah Deep Liquidity (ADL) is a high profit factor strategy based on models designed by Muhd Amrullah.
Choosing your trading pair that you are planning to backtest
Check that you have been given access to Amrullah Deep Liquidity (ADL). Select SPX500USD with the default 4H time frame. Once done, open Indicators > Invite-Only Scripts > Amrullah Deep Liquidity %.
Choosing your initial capital that you want to begin backtesting
Go to Settings > Properties > Initial Capital and type in the amount of capital you're starting with. For the SPX500USD trading pair, the initial capital is denominated in USD.
Adjusting your equity at risk until the trades match your risk profile and comfort level
Go to Inputs > Equity Risk and adjust the value you are comfortable with. To analyse performance, you also want to choose the Start Year, Start Month and Start Date. Select lower equity risk for trades that you intend to take without the use of leverage. You can select an equity risk from 0.001 to 0.05 or all the way to 1.
Finding the time frame with the highest profit factor
Profit factor is defined as the gross profit a strategy makes across a defined period of time divided by its gross loss. You may choose to scroll through other time frames to find better models. You can select a different time frame from 1 min to 1H or all the way to 1M. Once you find the model you desire, you are encouraged to check that the model has a backtested profit factor of >3.5. You can then begin looking through the Performance Summary to find other detailed statistics.
Analysing the equity curve from the Amrullah Deep Liquidity (ADL) strategy
A green equity curve indicates that the trades are accumulating profits. A red equity curve indicates that the trades are accumulating losses. A healthy equity curve is one that is green and grows steadily to the right and upward direction.
Analysing the display arrows on the chart
Amrullah Deep Liquidity (ADL) tells you when to take a trade and how much to put in a trade. ADL can do this as the model identifies inventory risk in traders and market makers in the chosen market. On your Tradingview chart, ADL will display an arrow that tells you when to enter a trade. You can also see the amount to trade beside the arrow.
Opting for a trial
Yes you may opt for a trial which has limited availability.
The author's background and experience
My career in software and deep learning development spans across more than 5 years. At work, I lead a team to solve core computer vision tasks for large companies. I continually read all kinds of computer science books and papers, and follows progress on tools used in financial markets.
Trailing SL Strategy [QuantNomad]I'm a big fan of simple strategies.
This one is a very simple one. So it consists only from one Trailing SL. When SL is hit, the position is reversed and SL is tracked for a new position.
You can choose one of 3 types of SL:
% of your price
ATR - it is calculated as current ATR * multiplier
Absolute
As you can see even this simple strategy can show pretty good results.
BEST ABCD Pattern StrategyHello traders
This is the strategy version of this script
I - Concept
I present to you, ladies and gentlemen, the first screener for harmonic patterns.
Starting with an ACBD pattern screener this time!!
I used the calculations from Ricardo Santo's script
In short, he's using fractals (regular or Bill Williams ) for the pattern calculations. A masterpiece !!!
II - Definitions
The ABCD pattern ( AB=CD ) is one of the classic chart patterns which is repeated over and over again.
The ABCD pattern shows perfect harmony between price and time.
The Williams Fractal is an indicator, developed by Bill Williams, that aims to detect reversal points (highs and lows) and marks them with arrows.
Up fractals and down fractals have specific shapes. The Williams Fractal indicator helps users determine in which direction price will develop
💎Strategy filters💎
I included some cool backtest filters:
- flexible take profit in USD value (plotted in blue)
- flexible stop loss in USD value (plotted in red)
The take profit and stop loss should work with Forex/FX pairs as well
All the BEST
Dave
The 1h Wick Wicky - Bitcoin BeatsThis script Uses a bunch of different indicators in order to catch wicks.
Included are:
SAR
JME
Range Filter
ADX
RSI
MACD
Automatic Plotted TP
Unconfirmed entries followed by confirmed entries
This is a combination of different indicators therefore the credit shall not go to me but I have changed certain parameters in order to benefit backtesting profitability.
Trade at your own risk!
[astropark] ALGO Trading V3 [strategy]Dear Followers,
today another awesome Swing and Scalping Trading Strategy indicator, runnable on a bot , which works great on many timeframes (from 1h and above is suggested), just write me in order to help you find correct settings).
It must be said that this strategy works even better on 1m Renko chart!
If you are a scalper or you are a swing trader, you will love suggested entries for fast and long-lasting profit.
Keep in mind that a proper trailing stop strategy and risk management and money management strategies are very important (DM me if you need any clarification on these points).
This is not an evolution of "ALGO Trading V1" or "ALGO Trading V2" , but a twin sister of them.
For your reference, here it is the "ALGO Trading V1" indicator
and here the "ALGO Trading V2"
This strategy has the following options:
enable/disable signals on chart
enable/disable bars and background coloring based on trend
enable/disable a "filter noise" option , which try to reduce overtrading (you can easily check it on backtesting)
enable/disable a Take Profit / Stop Loss option (you can easily check it on backtesting too)
enable/disable a secret SmartOption which may improve profit on your chart (again, check it on you chart if it helps or not)
This strategy only trigger 1 buy or 1 sell. If you enable Take Profit / Stop Loss option, consider that many TP can be triggered before trend reversal, so take partial profit on every TP an eventually buy/sell back lower/higher to maximize your profit.
In order to get notified when a signal is triggered, you need to use the "alarms" version of this indicator (just search for astropark's "ALGO Trading V3" indicator and choose the one with "alarms" suffix).
Strategy results are calculated on the time window from 1995 to now, so on more than 15 years, using 1000$ as initial capital and working at 1x leverage (so no leverage at all! If you like to use leverage, be sure to use a safe option, like 3x or 5x at most in order to have liquidation price very far).
This is not the "Holy Grail", so use a proper risk management strategy.
This script will let you backtest how the indicator will perform on any chart and timeframe you may like to test and/or trade. Of course results will be very different depending on the chart and timeframe you will open. I tested a lot of charts and always you can find a combination that keep this strategy in profit on swing trading style (and this means that if you can have a daily look at the chart you can always manage to maximize your profit on each trade!)
This is a premium indicator , so send me a private message in order to get access to this script.
[astropark] ALGO Trading V2 [strategy]Dear Followers,
today another awesome Swing and Scalping Trading Strategy indicator, runnable on a bot , which works great on many timeframes (ones between 1h and 1D are suggested, but just write me in order to help you find correct settings).
It must be said that this strategy works even better on 1m Renko chart!
If you are a scalper or you are a swing trader, you will love suggested entries for fast and long-lasting profit.
Keep in mind that a proper trailing stop strategy and risk management and money management strategies are very important (DM me if you need any clarification on these points).
This is not an evolution of "ALGO Trading V1" or "ALGO Trading V3" , but a twin sister of them. Search them on TradingView to know them better.
Here you can find ALGO Trading V1
This strategy has the following options:
enable/disable signals on chart
enable/disable bars and background coloring based on trend
enable/disable a "filter noise" option , which try to reduce overtrading (you can easily check it on backtesting)
enable/disable a Take Profit / Stop Loss option (you can easily check it on backtesting too)
enable/disable a secret SmartOption which may improve profit on your chart (again, check it on you chart if it helps or not)
This strategy only trigger 1 buy or 1 sell. If you enable Take Profit / Stop Loss option, consider that many TP can be triggered before trend reversal, so take partial profit on every TP an eventually buy/sell back lower/higher to maximize your profit.
In order to get notified when a signal is triggered, you need to use the "alarms" version of this indicator (just search for astropark's "ALGO Trading V2" indicator and choose the one with "alarms" suffix).
Strategy results are calculated on the time window from January 2019 to now, so on more than 1 year, using 1000$ as initial capital and working at 1x leverage (so no leverage at all! If you like to use leverage, be sure to use a safe option, like 3x or 5x at most in order to have liquidation price very far).
This is not the "Holy Grail", so use a proper risk management strategy.
This script will let you backtest how the indicator will perform on any chart and timeframe you may like to test and/or trade. Of course results will be very different depending on the chart and timeframe you will open. I tested a lot of charts and always you can find a combination that keep this strategy in profit on swing trading style (and this means that if you can have a daily look at the chart you can always manage to maximize your profit on each trade!)
This is a premium indicator , so send me a private message in order to get access to this script.
[astropark] ALGO Trading V1 [strategy]Dear Followers,
today another awesome Swing and Scalping Trading Strategy indicator, runnable on a bot , which works great on Low Timeframes (1h is suggested) but also on even lower ones (till 15m) and on higher ones (no further than 1D), just write me in order to help you find correct settings).
It must be said that this strategy works even better on 1m Renko chart!
If you are a scalper or you are a swing trader, you will love suggested entries for fast and long-lasting profit.
Keep in mind that a proper trailing stop strategy and risk management and money management strategies are very important (DM me if you need any clarification on these points).
This is not an evolution of "ALGO Trading V2" or "ALGO Trading V3" , but a twin sister of them. Search them on TradingView to know them better.
This strategy has the following options:
enable/disable signals on chart
enable/disable bars and background coloring based on trend
enable/disable a "filter noise" option, which try to reduce overtrading (you can easily check it on backtesting)
enable/disable a Take Profit / Stop Loss option (you can easily check it on backtesting too)
enable/disable a secret SmartOption which may improve profit on your chart (again, check it on you chart if it helps or not)
This strategy only trigger 1 buy or 1 sell. If you enable Take Profit / Stop Loss option, consider that many TP can be triggered before trend reversal, so take partial profit on every TP an eventually buy/sell back lower/higher to maximize your profit.
In order to get notified when a signal is triggered, you need to use the "alarms" version of this indicator (just search for astropark's "ALGO Trading V1" indicator and choose the one with "alarms" suffix).
Strategy results are calculated on the time window from January 2019 to now, so on more than 1 year, using 1000$ as initial capital and working at 1x leverage (so no leverage at all! If you like to use leverage, be sure to use a safe option, like 3x or 5x at most in order to have liquidation price very far).
This is not the "Holy Grail", so use a proper risk management strategy.
This script will let you backtest how the indicator will perform on any chart and timeframe you may like to test and/or trade. Of course results will be very different depending on the chart and timeframe you will open. I tested a lot of charts and always you can find a combination that keep this strategy in profit on swing trading style (and this means that if you can have a daily look at the chart you can always manage to maximize your profit on each trade!)
This is a premium indicator , so send me a private message in order to get access to this script.
ETHUSD_SuperTrend Strategy_CoinbaseETHUSD SuperTrend Strategy for COINBASE 1HR
This will allow for traders to better visuals entries and exits in a trending ETHUSD market on COINBASE
inwCoin Ultimate Grid StrategyinwCoin Ultimate Grid Strategy is the proof of concept of infamous grid trading strategy.
IDEA :
- The idea is to put the price level as a grids on the chart and when price cross up or cross down it will enter position.
- If the price move to next level it will take profit the last level and enter new position.
Caution :
- If market is trending into one direction, it's not wise to run this strategy counter trend. eg. run short grid when trend is up or run long grid when trend is down.
- So make sure you have something to define the big trend like Moving Average (18) TF weekly.
- I still can't try in range market ( sideway ) because this strategy using 5 min TF to work and tradingview don't provide data back that far.
How to use
1) Find out which start value of your asset that you want to use. Eg. BTC is 8000 for this time ( 22/2/2020 )
2) Define the spread of each grid as percent. ( eg. 2% for BTC ). You can choose small percent like 0.2% or 0.01 in asset like currency or altcoin/btc
3) The default grid level is 20 grids, so you can try and try again until you happy with the result.
4) This strategy is fix position size so it can easily calculate.
5) Don't forget to check "Properties" tab to try changing capital size and fee rate to match your criteria
6) This strategy is not perfect, it just some proof of concept to see if the strategy is working in real trade.
Extra :
If you want to access to alert for this strategy you can inbox me for detail.
BEST Engulfing + Breakout StrategyHello traders
This is a simple algorithm for a Tradingview strategy tracking a convergence of 2 unrelated indicators.
Convergence is the solution to my trading problems.
It's a puzzle with infinite possibilities and only a few working combinations.
Here's one that I like
- Engulfing pattern
- Price vs Moving average for detecting a breakout
Definition
Take out the notebooks :) and some coffee (good for focus). I'm bullish in coffee
The engulfing pattern is a two-candle reversal pattern.
The second candle completely ‘engulfs’ the real body of the first one, without regard to the length of the tail shadows.
The bullish Engulfing pattern appears in a downtrend and is a combination of one red candle followed by a larger green candle
The bearish Engulfing pattern appears in a downtrend and is a combination of one green candle followed by a larger red candle
Example: imgur.com
We're bored sir... what's the point of all this?
In summary, an engulfing is a pattern to track reversals. (the whole TradingView audience stands up now giving a standing ovation)
Adding the Price vs Moving average filters allows to track reversals with momentums (half of the audience collapsed because this is too awesome)
Ok sir... you picked up my interest
I included some cool backtest filters:
- date range filtering
- flexible take profit in USD value (plotted in blue)
- flexible stop loss in USD value (plotted in red)
All the best
Dave
Lowkey System (Strategy)View study version
A long-only strategy that aim to detect the beginning of new bullish trends and their ends.
For entering a new position this script is waiting for a moving average crossover then wait for a volume increase relative to the current volatility.
For closing a position it's simply waiting for a crossunder of whether the MA or if enabled the stop loss.
This strategy is already configured to run on BTCUSD in a 4h timeframe but you can customize the moving average and the stop loss parameters to suit your needs.
I've worked a lot to write this script so I'm not giving it for free but you can try it for 10 days.
Contact me for more details.
Have fun!
PS: I'm french so please excuse me if I've made some grammar errors ;)
[LunaOwl] 超級趨勢2 (SuperTrend2)It is very similar to the previous version. I changed the function from study to a strategy, and added the Average true range to RMA again.
I don't know the academic suitability, but using this strategy to trade the Altcoins market may have a good effect.
refer to Binance for 0.1% of fees, starting from Q4 2017.
跟以前的版本變化不大，我將腳本函數從"study"更改為"strategy"，然後將平均真實範圍再次用遞迴平均線均化數值。
不知道學術上的適不適合這麼做...但是，直到目前交易小幣現貨市場，效果還算不錯，用用看。
交易手續費參考幣安小幣，0.1%，從2017年第四季開始測。
Updated:
--1. use RMA to reduce ATR noise.
--2. for the highly volatile Altcions market, strategy should focus on reducing noise.
--3. the Street commonly used alpha filtering for Random Walk.
--4. compared to other MAs, the performance is not outstanding, but the advantage is stability.
--5. I choose the 4H time frame to test the Altcoins (ex: ETH).
稍做更新：
--1.平均真實區間利用了遞迴均線減少雜訊
--2.針對高波動率的小幣市場，中期順勢策略應該以減少雜訊為重點
--3.研究國外交易策略後，它們常用平滑因子過濾隨機走勢
--4.績效上和其它平均法比較並沒有突出，但優點是參數變動穩定性
--5.我選擇四小時線回測小幣市場，並且選擇經歷過牛熊市的以太坊
The purpose of publishing Chinese Scripts is to make Pine close to more Chinese user.
發布中文腳本的目的，是希望可以讓 Pine 親近更多中文圈的使用者。
[GM ELITE] Dynamic Introduction
This is the first of the GM ELITE indicator range. Designed for Algorithmic Traders looking to speed up their process of testing and optimizing their algorithm. This script contains an entire suite of indicators, that work together in unison to find optimal trade entries, based on NNFX rules. There are two versions of this script. One is a strategy and built in back-tester, and the other will update in real time designed for live trading and forward testing.
Entries/Exits
The System has 5 indicator slots, and the user can choose one indicator per slot
- Trend Confirmation Indicators to pick when the market has taken off
- Volume and volatility Indicators to determine the strength of the trend or whether tha market is ranging.
- Moving Averages for trend bias
- Exit Indicators to signal when to get out!
Money Management
Dynamic allows you to choose your Stop Loss and Take Profit distance based on a multiplier x ATR.
Options to exit the whole trade at TP or at a signal from the exit indicator of your choosing.
Start and End times (Window) to backtest.
Forex - $EVZ
Euro Volatility FX Vix (aka $EVZ) is built in. You can toggle a filter for low $EVZ or whether or not EVZ is above average. No signals will be given if EVZ is below threshold. EVZ is one of the best indicators of overall forex market volume and volatility.
Customization
Several visual and color customization options. Thousands of possible parameter combinations.
The "bias" or mode of the Confirmation Indicators appears at the top and bottom of the screen as horizontal rows of triangles.
For any two-line Indicator (eg MACD ) if the fast line is above the slow line, the triangles are green, other-wise, they are red.
For any "Level Cross" indicator, when the line is above the level, the triangles are green, otherwise, they are red.
The Arrows at the bottom of the screen determine whether or not there is sufficient volume
Out of the Box
The Indicators and parameters out of the box are chosen based on defaults. Please optimize for the market that you trade.My recommendation is to paper trade once you have found a combination of settings with good back-testing results, and have different settings for different markets, as not all markets behave in the same manner.
N.White_For_H4_TESTI use this Test version to determine price movement for a longer period, in the next versions Long / short signals will be added. Includes drawing support and resistance lines, Bollinger bands.
N.White_ScalpM15TestThis test version of the strategy is designed for scalping on the timeframe M15. It includes drawing support and resistance lines, a bollinger band.
N.White_ScalpM5TESTThis test version of the strategy is designed for scalping on the timeframe M5. It includes drawing support and resistance lines, a bollinger band.
