TradingView
Credsonb
8 Th09 2022 14:27

BT-SAR Ema, Squeeze, Volatility 

Kava / TetherUSBinance

Mô tả


Esse script foi criado para estudo de Backtest.

Ele usa o SAR PARABÓLICO como indicador de sinal de entrada, você também pode combinar 3 indicadores para filtrar as entradas: Média Móvel, Squeeze Momentum [Lazy Bear] e Volatility Oscilator [veryfid].
Existe duas entradas, quando o SAR Parabólico vira ou pelo Breakout (usando o último preço) do SAR Parabólico antes dele virar.
As Os filtros podem ser usados de forma combinada ou individual.
O Script também pode ser usado com algum serviço de bot como 3commas.io, basta colocar as mensagens de entrada e saída para o bot.

This script was created for Backtest study.

It uses PARABOLIC SAR as input signal indicator, you can also combine 3 indicators to filter inputs: Moving Average, Squeeze Momentum [Lazy Bear] and Volatility Oscillator [veryfid].
There are two entries, when the Parabolic SAR turns or by Breakout (using the last price) of the Parabolic SAR before it turns.
The Filters can be used in combination or individually.
The Script can also be used with some bot service like 3commas.io, just put the input and output messages to the bot.


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Dica.
Tente as configurações:

SAR Trade Signal: SAR Breakout
Moving Average Filter: 34
Volatility Oscilator Filter:ligado
Squeeze Momentum Filter: ligado
Take Profit and Stop Loss: Risk Reward
Risk Rewart TP: 0.5/, 0.75 ou 1.0

Isso irá gerar um bom resultado em algumas Criptos como SOL, SAND, AXS, AVAX, MATIC etc.
Tente usar períodos de 2h, 4h, 8h, em períodos menores pode não ser tão bom.

Cuidado ao usar Trailing Take profit Deviation, os resultados podem não corresponder ao resultado real do gráfico.
O Trailing Take Profit só irá funcionar quando você estiver com um stop alto de forma que o preço não desça até o stop e no mesmo candle suba até o take profit.
O problema é que em Backtesting o Tranding View não tem como saber se o presço primeiro atingiu o stop ou se chegou no Take Profit e ativou o Trainling.


Tip.
Try the settings:

SAR Trade Signal: SAR Breakout
Moving Average Filter: 34
Volatility Oscillator Filter: on
Squeeze Momentum Filter: on
Take Profit and Stop Loss: Risk Reward
Risk Rewart TP: 0.5/, 0.75 or 1.0

This will generate a good result in some Cryptos like SOL, SAND, AXS, AVAX, MATIC etc.
Try using 2h, 4h, 8h periods, shorter periods may not be as good.

Be careful when using Trailing Take profit Deviation, the results may not match the actual chart result.
Trailing Take Profit will only work when you have a high stop so that the price do not go down to the stop and on the same candle go up to the take profit.
The problem is that in Backtesting the Trading View has no way of knowing if the price first reached the stop or if you arrived at Take Profit and activated Trainling.

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kkhaial
It triggers alerts for Longs but unfortunately it doesn't matter what you write in Alert messages for Exit or Close they do not output anything
Credsonb
@kkhaial, You have to set your alert.
Credsonb
@kkhaial, Hi, I fixed the script, now it will send the exit and close message.
kkhaial
@Credsonb, Thank you my friend!
kkhaial
@Credsonb, Hey, The take profit levels don't seem to be consistent. When setting for example a fixed TP of 0.3 it displays take profit off of 0.1, 0.2 and sometimes over the set 0.3, I have also noticed it sets a fixed TP under the long entry which would be a loss.

Maybe i am doing something wrong but thought maybe you can look into it. Thanks
Credsonb
@kkhaial, Hi, you chart don't open here for me, I will verify your point and send you a feedback.
kkhaial
@Credsonb, Sorry i forgot to enable sharing, it is fixed now. I highlighted a few examples of what is happening.

Thank you
Credsonb
@kkhaial, I see your chart, when you enable trailing the price will go to take profit and will not close the position, only if it falls below the trailing value will the position be closed. That's why this variation is happening. as I said trailing should be used carefully so as not to generate a fake result.
kkhaial
@Credsonb, If that was the case shouldn't the trailing take profit be activated after it passes my static TP level, for example if i set a TP at 0.5 and trailing at 0.01 then when the prices hits 0.5 trailing will be activated and if price drops 0.01 then it will close the position.
Credsonb
@kkhaial, I like the configuration you used, what time frame you set? I think it would be interesting to do a manual backtest to see if the results are consistent
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