JARVIS_SWING_STRATEGY

10 thg 11, 2019

JARVIS_SWING_STRATEGY
Indicator is to be used as lagging, long/short after confirmation only.
Works in all timeFrames but best to use for day. WAIT FOR CANDLE TO FINISH
Use HK candle, no slippage required really. If you use on Day chart, just buy it after 4:00. You will get close to the price or just buy next at open ( which you see in list of trades).
len_rsi => Length of the rsi
smooth_1 = smooth the indicator with length
smooth_2 = smooth the indicator again with length
ignore_error = ignore if error is below value
indicator only => Shows the indicator only, not show trades
plot_indicator_at => plot indicator at value =0 ( Still trying to scale it automatically, but for now you can adjust it)
back_test_year >= enter the year for you want to backtest.
Long_only=> strategy will not short. Just exit long position based on signal

11 thg 11, 2019

Phát hành các Ghi chú

=>Added Trend lines based on linear regression concept
SHOW TREND LINE (bool) => If you want show trend lines
Look_back_bars => Look "X" bars behind to establish a trend
Extend_Lines (bool) => show approximate forecast

Deviation = +- value.

11 thg 11, 2019

Phát hành các Ghi chú

added min and max values to deviation and adjusted to show properly on the graph.

11 thg 11, 2019

Phát hành các Ghi chú

updated the indicator to use a smoothing at different stages to ignore fake signals, added look back period to confirm the trend
Adjust parameters to minimize transactions. Added default options to start with 3000 and 100% of equity all the time. Added slippage to find worst cases.

11 thg 11, 2019

Phát hành các Ghi chú

renaming some titles for usability

11 thg 11, 2019

Phát hành các Ghi chú

Not sure why trend line and forecast suddenly stopped working. So, removed it from the script and will debug and add it back soon
Adjusted the parameters for better results on hourly.
Also, adjust the indicator to show on sma 200

so the color on SMA 200 represent my indicator signal (green -buy, red -sell)
value of the line is just sma200 :)