Some time ago I published Monthly returns table. Now It's time for weekly one. To get it work you need a pretty big screen, but I hope it will be useful for some of you. Features of this table includes: Display weekly returns of your strategy, benchmark, and alpha over this benchmark. Select benchmark to be another instrument Select the date from...
One from many harmonic pattern that consists of two equivalent price legs. The ABCD pattern that helps traders predict when the price is about to change direction. Tracing And Calculation This code using pivot high and pivot low built-in method and calculate with Fibonacci Retracement. Limitation To find ABCD pattern is very difficult, just coming up a few...
With this strategy trying to rethink the standard pivot reversal strategy. Don't like the idea that for 10/10 pivot you have to wait for 10points to confirm it. So I used multiple pivot levels and calculated the average line. This way when we have a new high level approaching it smoothly. This way you can have a bit better price for entries but the risk of fake...
PRP is a combination of Pivot Reversal and PSAR Strategy. With this strategy, I tried to be in a position for big moves in the market. The strategy uses Pivot Reversal entries with an additional condition that TR of entry bar should be at least X ATRs. This allows to filter out some false signals. For exits, I recoded the PSAR indicator as trailing stop loss. So...
The Pivot Reversal strategy script uses pivot points to create a support and resistance level; based on this levels the strategy creates virtual stop-market orders to catch the trend if the price is crossing the pivot lines. A configurable trailing-stop and stop-loss is being used to exit an open position. How to use The strategy works with all timeframes; the...
Continue looking for more signifcant pivot points. This script is based on my "Significant Pivot Reversal Strategy". In this strategy I use concept of pivot of pivot points. So for PoP I require that pivot highs point should have 2 lower pivot highs points around them and pivot low 2 higher pivot lows points. Transparent lines represent usual pivot levels...
I'm working on improving the Pivot Points Reversal Strategy. As one of the ways to filter out insignificant levels I decided to check that pivot point is not above/below neighbors, but check that it's above/below at least by a certain amount. I use ATR, so in params, you can set length of ATR and also ATR multiplier. The new level will be calculated only if PP...
This strategy joins the Pivot Reversal strategy with the RSI indicator. We check RSI level at the pivot point level and only if RSI condition is satisfied we update levels for stop orders. The strategy works pretty good for crypto, 30m, 1h, 2h timeframes.
Pivot reversal strategy almost always works pretty good for crypto. Here is setup with 4 left, 4 right bars for pivot points for XBTUSD 1h chart. It shows a pretty nice performance of 350% with only 10% dd, Sharpe is 1.16. If you're interested in using this strategy in my scripts you can find alerts for it and a version with added backtesting range. And...
This is standard Pivot Reversal Strategy with backtest date range added. In parameters you can select from/to date for backtesting range.