yuthavithi BB Scalper 2 strategy

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If you are searching a high win rate strategy with good profit factor ratio strategy. this one may be your choice.
Designed to be used with BTC or LTC. with 5 minute time frame or less. This BB strategy achieve win rate over 50% easily, with some tuning you can get even 60%+.
Gỡ bỏ khỏi Script Ưa thích Thêm vào Script Ưa thích
strategy(title="yuthavithi BB Scalper 2 strategy", overlay=true)

len = input(20, minval=1, title="Length")
multiplier = input(4, minval=1, title="multiplier")
trendTimeFrame = input(60, minval=1, title="Trend Time Frame")
useTrendFilter = input(true, type=bool, title = "Use Trend Filter")

src = input(close, title="Source")
out = sma(src, len)
//plot(out, title="SMA", color=blue)

stdOut = stdev(close, len)
bbUpper = out + stdOut * multiplier
bbLower = out - stdOut * multiplier
bbUpper2 = out + stdOut * (multiplier / 2)
bbLower2 = out - stdOut * (multiplier / 2)
bbUpperX2 = out + stdOut * multiplier * 2
bbLowerX2 = out - stdOut * multiplier * 2
bbWidth = (bbUpper - bbLower) / out

closeLongTerm = security(tickerid, tostring(trendTimeFrame), close)
smaLongTerm = security(tickerid, tostring(trendTimeFrame), sma(close,20))

//plot(smaLongTerm, color=red)

trendUp = useTrendFilter ? (closeLongTerm > smaLongTerm) : true
trendDown = useTrendFilter? (closeLongTerm < smaLongTerm) : true

bearish = ((cross(close,bbUpper2) == 1) or (cross(close,out) == 1)) and (close[1] > close) and trendDown
bullish = ((cross(close,bbLower2) == 1) or (cross(close,out) == 1)) and (close[1] < close) and trendUp

closeBuy = (high[1] > bbUpper[1]) and (close < bbUpper) and (close < open) and trendUp 
closeSell = (((low[1] < bbLower[1]) and (close > bbLower)) or ((low[2] < bbLower[2]) and (close[1] > bbLower[1]))) and (close > open) and trendDown

cutLossBuy = iff(bbWidth > 0.005, (low < bbLower) and (low[1] > bbLower[1]) and trendUp, (low < bbLowerX2) and (low[1] > bbLowerX2[1]) and trendUp)
cutLossSell = iff(bbWidth > 0.005, (high > bbUpper) and (high[1] < bbUpper[1]) and trendDown, (high > bbUpperX2) and (high[1] < bbUpperX2[1]) and trendDown)

if (bullish)
    strategy.entry("Buy", strategy.long, comment="Buy")

if (bearish)
    strategy.entry("Sell", strategy.short, comment="Sell")

strategy.close("Buy", closeBuy or cutLossBuy)
strategy.close("Sell", closeSell or cutLossSell)

Bình luận

This strategy redraws on 3 min time scale. I don't know how but I lost some money trying this out for a couple days. I had a buy signal; three bars later it reversed to a sell signal so i went short then those two both disappeared and a buy signal came out 2 bars after sell. The buy and sell trades had disappeared from list of trades.

Use this at own risk. Author should update that this is a redrawing strategy.
+1 Phản hồi
zelibobla dilille010
Trading view must stop providing future data in strategies scripts.
+2 Phản hồi
BlueOpal zelibobla
Hi - what do you mean by that? thanks
Phản hồi
Hello @yongyuth.rootwararit your work is simply magnificent, one of the best around here. I discovered that this algorithm: "Portfolio Metrics" has the ability to indicate, with a little anticipation, when your model is about to enter a zone of long-term rise or fall. I am writing you these notes because I think it would be great, in some way, to incorporate it to be able to create alerts when you are about to enter a long-term zone for the maturation of the investment. I remain at your service and a big hug:
Phản hồi
hello, this is an EA or an indicator?
Phản hồi
Could someone please explain why this strategy repaints? Not really sure how reliable is the backtest of this strategy on Trading View? Any help would be highly appreciated. Thanks
Phản hồi
@BlueOpal, The security function for higher timeframe looks into future. this wont work for realtime.
Phản hồi
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