The Strategy - Ichimoku Kinko Hyo and more
The purpose of this strategy is to make the signals from my scripts available for verification by backtests. Different signal and filter combinations can be created and specific manual parameter optimization can be carried out.
In detail, this strategy includes:
23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting
In detail, this strategy includes:
23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting
Phát hành các Ghi chú:
Bug fixed.
Phát hành các Ghi chú:
Added all Ichimoku signals as filter.
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...
Phát hành các Ghi chú:
Exit filter bug fixed.
Exit filter parameter added.
Exit filter parameter added.
Phát hành các Ghi chú:
Tow DMI ADX signlas added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)
Tailing stop added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)
Tailing stop added.
Phát hành các Ghi chú:
Segments signal from my "Two Fractals Trendlines" study added.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.
The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.
The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.
Phát hành các Ghi chú:
Chikou bug fixed.
Minor improvements.
New signals added.
Minor improvements.
New signals added.
Phát hành các Ghi chú:
SuperTrend exit filter bug fixed.
A note on repainting and trailing stop:
All signals, input filters and output filters do not repaint unless "Recalculate after every tick" is used.
Backtests with a trailing stop are only useful for large values. The reason is that TV backtests only work with bar closed. As a result, the trailing stop exit is always, in the case of a trailing long position: last candle high minus offset. Apart from that, trailing stops generally seem pointless. I did back-tests with Metatrader mt4 on every tick basis in Forex markets and found nothing useful. I hoped it would be different with BTC, which is not the case.
A note on repainting and trailing stop:
All signals, input filters and output filters do not repaint unless "Recalculate after every tick" is used.
Backtests with a trailing stop are only useful for large values. The reason is that TV backtests only work with bar closed. As a result, the trailing stop exit is always, in the case of a trailing long position: last candle high minus offset. Apart from that, trailing stops generally seem pointless. I did back-tests with Metatrader mt4 on every tick basis in Forex markets and found nothing useful. I hoped it would be different with BTC, which is not the case.
Phát hành các Ghi chú:
Screenshot issue
Phát hành các Ghi chú:
Some signals added to filters.
Fractals 1-2-3 signal added.
TRIX indicator added.
Filter bug fixed.
Fractals 1-2-3 signal added.
TRIX indicator added.
Filter bug fixed.
Phát hành các Ghi chú:
Screenshot issue.
Phát hành các Ghi chú:
Entry signals added:
Higher-low/Lower-high bar sig
Entry on every bar-open sig
Exit limit added
Pyramiding mode added (at the moment it makes sense to use pyramiding only in long or short direction)
A guide to backtesting in pyramid mode:
Choose your favorit timeframe and market e.g. 1h and BYBIT:BTCUSD -> choose long or short entry e.g. long -> enable "Pyramid mode" -> choose your favorite entry signal -> optionally choose an entry filter -> choose an exit filter or take profit, stop loss, limit price, trail price e.g. "Enable take profit" -> set a backtesting periode with a trend e.g. long 01.11.2020 to 21.11.2020 -> increase properties/pyramiding e.g. 200
A general note on pyramiding:
Pre-analyze your favorite market to make sure the probability of a trend is very high. Pyramiding can be used very agressively and can kill your account if you are wrong. Always use sub accounts with money you can afford to lose for trading with pyramiding. Use low leverage and small entry positions. This is just a tool, you act at your own risk.
Higher-low/Lower-high bar sig
Entry on every bar-open sig
Exit limit added
Pyramiding mode added (at the moment it makes sense to use pyramiding only in long or short direction)
A guide to backtesting in pyramid mode:
Choose your favorit timeframe and market e.g. 1h and BYBIT:BTCUSD -> choose long or short entry e.g. long -> enable "Pyramid mode" -> choose your favorite entry signal -> optionally choose an entry filter -> choose an exit filter or take profit, stop loss, limit price, trail price e.g. "Enable take profit" -> set a backtesting periode with a trend e.g. long 01.11.2020 to 21.11.2020 -> increase properties/pyramiding e.g. 200
A general note on pyramiding:
Pre-analyze your favorite market to make sure the probability of a trend is very high. Pyramiding can be used very agressively and can kill your account if you are wrong. Always use sub accounts with money you can afford to lose for trading with pyramiding. Use low leverage and small entry positions. This is just a tool, you act at your own risk.
Phát hành các Ghi chú:
SMA filter bug fixed.
Code cleaned up.
Take average profit added.
Code cleaned up.
Take average profit added.
Phát hành các Ghi chú:
"Toggle take-average-profit type" added.
Reverse fractal signal improved.
Reverse fractal signal improved.
Phát hành các Ghi chú:
Kijun-dist X Tenkan-Kijun-dist signal added (inspired by a follower). Also implemented in the Kijun-dist script.
Phát hành các Ghi chú:
Kijun-dist X Tenkan-Kijun-dist signal replaced by Kijun-dist X Tenkan-dist signal.
Phát hành các Ghi chú:
Revised parts of code and some signals.
Phát hành các Ghi chú:
Screenshot issue.
Phát hành các Ghi chú:
"2nd ENTRY Signal" option added. The two available entry signals are OR-linked. All filters and exits work with both entry signals.
Reverse fractal signal revised.
Reverse fractal signal revised.
Phát hành các Ghi chú:
"2nd ENTRY Signal" bug fixed.
Reverse fractal signal improved.
Reverse fractal signal improved.
Phát hành các Ghi chú:
Grid signals added. For precise grid gaps, use a large gap size with a small time frame as the strategy works with closed bars . For BTC, e.g. use a grid gap = 300 in a time frame of 1h or lower. Prefere a long or short grid in pyramid mode with average take profit. Pre-analyse whether the market is trending or moving sideways.
Phát hành các Ghi chú:
"Take average-entry profit" works now similar to the forward grid. Take profit is taken in equal steps. This is useful in conjunction with "take average-entry profit - quantity ..." < 100%.
Trix added to CB/CB signal.
Trix added to CB/CB signal.
Phát hành các Ghi chú:
Removed forward grid. TP and SL are not working correctly with a short-grid. I am looking for an alternative way that works with Tradingview.
Phát hành các Ghi chú:
Screenshot issue.
Phát hành các Ghi chú:
The average-entry TP and SL work properly in a long grid (at least with BTC on Bybit). Short grid still pending...
Phát hành các Ghi chú:
Script reworked.
Tooltips and groups added.
Tooltips and groups added.
Phát hành các Ghi chú:
Strategy parameters changed/adapted.
Phát hành các Ghi chú:
Changed the average take profit and the average stop loss calculation. Now the profit and the step is calculated on basis of ATR.
It seems I have to rework some signals... maybe later.
It seems I have to rework some signals... maybe later.
Phát hành các Ghi chú:
Stop loss bug fixed.
Phát hành các Ghi chú:
Time frames for entry signals added. Ichimoku signals to filters added.
Phát hành các Ghi chú:
Pin bar signal added.
Average position price line added.
Time frames for entry and exit filters added.
Average position price line added.
Time frames for entry and exit filters added.
Phát hành các Ghi chú:
Removed "Backtest (...)".
Fixed entry signal bug when using a higher time frame filter.
Script now works with contracts instead of percent of equity.
MACD(fast) slope sig (no pyr) added.
Fixed entry signal bug when using a higher time frame filter.
Script now works with contracts instead of percent of equity.
MACD(fast) slope sig (no pyr) added.
Phát hành các Ghi chú:
All signals now also work with pyramiding.
Phát hành các Ghi chú:
Repainting option added.
Phát hành các Ghi chú:
Script converted to Pine v5.
Phát hành các Ghi chú:
Screenshot issue.
Phát hành các Ghi chú:
Info panel for unrealized profit/loss added.
Some copy/paste bugs fixed since the last conversion. Now everything should work correct again.
New signals and filters added.
IB/IS signal improved .
Comments for strategy.close() added.
Some copy/paste bugs fixed since the last conversion. Now everything should work correct again.
New signals and filters added.
IB/IS signal improved .
Comments for strategy.close() added.
Phát hành các Ghi chú:
Exits filters revised.
Phát hành các Ghi chú:
Script revised (signals, fiters, exits, live trading comments)
Phát hành các Ghi chú:
Code revised/updated.
Inputs rearranged.
Inputs rearranged.