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Tìm kiếm tập lệnh với "Trailing stop"

(IK) Stoch-60-15This strategy uses 60 minute and 15 minute stochastic data to determine entry and exit; it only executes long trades. I've only used this on BTC/USD, but I imagine the concepts employed should hold for any ticker The script builds a simple Stochastic indicator for the current timeframe, and it also plots a single stochastic line for a higher resolution time frame. I've found good results trading on 15 minutes with a 60 minute higher resolution. We enter a trade if the higher resolution stochastic is in an uptrend, if the current resolution stochastic is in an uptrend, and if the current stochastic value is less than 50. We exit a trade when the current stochastic value crosses below 80 or the trailing stop loss is hit. Stop loss is calculated with the input value, Stop Loss Percent. This value represents the percent of capital you're willing to lose before exiting a trade. A stop loss percent of 0.050 means your trade will exit if it falls 5% from the highest high since entering a trade. You will have at least 95% of your original capital left. There is no option to change a trailing stop loss to a set stop loss (in order to keep the code as simple as possible), however, you can turn it off by setting Stop Loss Percent to 1. I tried to keep the script itself lightweight and very easy to understand, so it's not very customizable in regards to input options. You can change stochastic data, as well as the trailing stop percentage. The script can be adjusted to other timeframes, however this requires a small change in the code (details in script comments). Changing just the "Higher Resolution" input will not produce expected results My hope is that by keeping it lightweight and simple, it will be easier for you to adjust to your specific needs, or work into a larger strategy.
Chiến lược Pine Script®
bởi tapRoot_coding
2
Ichimoku Kinkō HyōThe Ichimoku Kinko Hyo is an trading system developed by the late Goichi Hosoda (pen name "Ichimokusanjin") when he was the general manager of the business conditions department of Miyako Shinbun, the predecessor of the Tokyo Shimbun. Currently, it is a registered trademark of Economic Fluctuation Research Institute Co., Ltd., which is run by the bereaved family of Hosoda as a private research institute. The Ichimoku Kinko Hyo is composed of time theory, price range theory (target price theory) and wave movement theory. Ichimoku means "At One Glace". The equilibrium table is famous for its span, but the first in the equilibrium table is the time relationship. In the theory of time, the change date is the day after the number of periods classified into the basic numerical value such as 9, 17, 26, etc., the equal numerical value that takes the number of periods of the past wave motion, and the habit numerical value that appears for each issue is there. The market is based on the idea that the buying and selling equilibrium will move in the wrong direction. Another feature is that time is emphasized in order to estimate when changes will occur. In the price range theory, there are E・V・N・NT calculated values ​​and multiple values ​​of 4 to 8E as target values. In addition, in order to determine the momentum and direction of the market, we will consider other price ranges and ying and yang numbers. If the calculated value is realized on the change date calculated by each numerical value, the market price is likely to reverse. 転換線 (Tenkansen) (Conversion Line) = (highest price in the past 9 periods + lowest price) ÷ 2 基準線 (Kijunsen) (Base Line) = (highest price in the past 26 periods + lowest price) ÷ 2 It represents Support/Resistance for 16 bars. It is a 50% Fibonacci Retracement. The Kijun sen is knows as the "container" of the trend. It is prefect to use as an initial stop and/or trailing stop. 先行スパン1 (Senkou span 1) (Lagging Span 1) = {(conversion value + reference value) ÷ 2} 25 periods ahead (26 periods ahead including the current day, that is) 先行スパン2 (Senkou span 2) (Lagging Span 2) = {(highest price in the past 52 periods + lowest price) ÷ 2} 25 periods ahead (26 periods ahead including the current day, that is) 遅行スパン (Chikou span) (Lagging Span) = (current candle closing price) plotted 26 periods before (that is, including the current day) 25 periods ago It is the only Ichimoku indicator that uses the closing price. It is used for momentum of the trend. The area surrounded by the two lagging span lines is called a cloud. This is the foundation of the system. It determines the sentiment (Bull/Bear) for the insrument. If price is above the cloud, the instrument is bullish. If price is below the cloud, the instrument is bearish. - The wave theory of the Ichimoku Kinko Hyo has the following waves. All about the rising market. If it is the falling market, the opposite is true. I wave rise one market price. V wave the market price that raises and lowers. N wave the market price for raising, lowering, and raising. P wave the high price depreciates and the low price rises with the passage of time. Leave either. Y wave the high price rises and the low price falls with the passage of time. Leave either. S wave A market in which the lowered market rebounds and rises at the previous high level. There are the above 6 types but the basis of the Ichimoku Kinko Hyo is the N wave of 3 waves. In Elliott wave theory and similar theories, basically there are 5 waves but 5 waves are a series of 2 and 3 waves N, 3 for 7 waves, 4 for 9 waves and so on. Even if it keep continuing, it will be based on N wave. In addition, since the P wave and the Y wave are separated from each other, they can be seen as N waves from a large perspective. - There are basic E・V・N・NT calculated values ​​and several other calculation methods for the Ichimoku Kinko Hyo. It is the only calculated value that gives a concrete value in the Ichimoku Kinko Hyo, which is difficult to understand, but since we focus only on the price difference and do not consider the supply and demand, it is forbidden to stick to the calculated value alone. (The calculation method of the following five calculated values ​​is based on the rising market price, which is raised from the low price A to the high price B and lowered from the high price B to the low price C. Therefore, the low price C is higher than the low price A) E calculated value The amount of increase from the low price A to the high price B is added to the high price B. = B + (BA) V calculated value Adds the amount of decline from the high price B to the low price C to the high price B. = B + (BC) N calculated value The amount of increase from the low price A to the high price B is added to the low price C. = C + (BA) NT calculated value Adds the amount of increase from the low price A to the low price C to the low price C. = C + (CA) 4E calculated value (four-layer double / quadruple value) Adds three times the amount of increase from the low price A to the high price B to the high price B. = B + 3 × (BA) Calculated value of P wave The upper price is devalued and the lower price is rounded up, and the price range of both is the same. Calculated value of Y wave The upper price is rounded up and the lower price is rounded down, and the price range of both is the same.
Chỉ báo Pine Script®
bởi danalec
2
Quantitative Qualitative Estimation QQE The QQE indicator is a momentum based indicator to determine trend and sideways. The Qualitative Quantitative Estimation (QQE) indicator works like a smoother version of the popular Relative Strength Index (RSI) indicator. QQE expands on RSI by adding two volatility based trailing stop lines. These trailing stop lines are composed of a fast and a slow moving Average True Range (ATR). These ATR lines are smoothed making this indicator less susceptible to short term volatility. The most common method of using QQE is to look for crosses of the fast and slow moving trailing stop lines during periods when the QQE line reflects overbought or oversold conditions Qualitative Quantitative Estimation made up of a smoothed Relative Strength Index (RSI) indicator plus fast and slow volatility-based trailing levels. Qualitative Quantitative Estimation can be used in two directions: 1.Determine the trend, i.e. if the line is above the 50 level, the trend is ascending, if below - descending; 2.Search for signals at the moment of crossing of the QQE FAST (maroon) and QQE SLOW (blue) lines. The QQE itself is generally considered to indicate an up-trend ifQQE FAST is above QQE SLOW, and a down-trend if below QQE SLOW. Often a middle-range between 40 and 60 is set and if the indicator is in that range, then the market is considered to be tracking sideways, or in no trend. You will need to set only one parameter – “SF” "RSI SMoothing Factor", an analogue of the period in RSI. By the way, judging from the open source information, the algorithm used the standard strength index with a period of 14 for calculations. Various signals can be created from the indicator such as: -Buy when QQE FAST crosses above QQE SLOW below 50 level or just buy when QQE lines crosses above 50 level. -Sell when QQE FAST crosses below QQE SLOW above 50 level or just sell when QQE lines crosses below 50 level. WARNING: QQE IS A RSI BASED INDICATOR SO THAT IT CAN TRIGGER FALSE SIGNALS DURING DIVERGENCES! Kıvanç Özbilgiç
Chỉ báo Pine Script®
bởi KivancOzbilgic
47
MA, MATR, ChEx | All in One - 4CR CUPIn trade position setup, we always need to determine the market structure and manage the position sizing in a short period of decision time. Indicators such as moving average, initial stop loss and trailing stop loss are always helpful. This indicator put all these handy tools into a single toolkit, which includes the following price action and risk management indicators: MA - Moving Average MATR - Moving Average less Average True Range ChEx - Chandelier Exit This script further enhances the setting so that you can easily customize the indicators. For both the Moving Averages and the Moving Average less Average True Range , you can pick a type of moving average which suits your analysis style from a list of commonly used moving average formulations: namely, EMA , HMA , RMA, SMA and WMA , where EMA is selected as default. The Moving Average less Average True Range , MATR, is usually applied as a reference to set the initial stop loss whenever opening a new position. The abbreviation, MATR, is picked, so that this can serve as a handy reminder of a very good trading framework as elaborates as below: M – Market Structure A – Area of Value T – Trigger R – Risk Management (aka. Exit Strategy)
Chỉ báo Pine Script®
bởi earnSmartAlgorithm
4
CHOP Zone Entry Strategy + DMI/PSAR ExitThis is a Strategy with associated visual indicators and Long/Short and Reverse/Close Position Alerts for the Choppiness Index (CHOP) . It is used to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). CHOP is not directional, so a DMI script was ported into this strategy to allow for trend confirmation and direction determination; it consists of an Average Directional Index (ADX) , Plus Directional Indicator (+DI) and Minus Directional Indicator (-DI) . In addition, a Parabolic SAR is also included to act as a trailing stop during any strong trends. Development Notes --------------------------- This indicator, and most of the descriptions below, were derived largely from the TradingView reference manual. Feedback and suggestions for improvement are more than welcome, as well are recommended Input settings and best practices for use. www.tradingview.com www.tradingview.com www.tradingview.com Recommend using the below DMI and PSAR indicators in conjunction with this script to fully visualize and understand how entry and exit conditions are chosen. Variable inputs should correlate between the scripts for uniformity and visual compatibility. THANKS to LazyBear and his Momentum Squeeze script for helping me quickly develop a momentum state model for coloring the Chop line by trend. Strategy Description --------------------------- CHOP produces values that determine whether the market is choppy or trending . The closer the value is to 100 , the higher the choppiness levels , while the closer it is to 0 , the stronger the market is trending . Territories for both levels, and their associated upper and lower thresholds, are popularly defined using the Fibonacci Retracements, 61.8 and 38.2. Basic Use --------------------------- CHOP is often used to confirm the market condition to help you stay out of sideways markets and only enter when there is movement or imminent explosions. When readings are above the upper threshold, continued sideways movement may be expected, while readings below the lower threshold are typically indicative of a continuing trend. It is also used to anticipate upcoming trendiness changes, with the general belief that extended periods of consolidation (sideways movement) are followed by extended periods of strong, trending, directional movement, and vice versa. One limitation in this index is that you must be cautious in deciding whether the range or trend will likely continue, or if it will reverse. Confidence in price action and trend is higher when two or more indicators are in agreement -- while this strategy combines CHOP with both DMI and PSAR, we would still recommend pairing with other indicators to determine entry or exit trade opportunities. Recommend also choosing 'Once Per Bar Close' when creating alerts. Inputs --------------------------- Strategy Direction - an option to only trade Short, Long, Both, or only in the direction of the Trend (Follow Trend is the Default). Sensitivity - an incremental variable to test whether the past n candles are in the same trend state before triggering a delayed long or short alert (1 is the Default). Can help filter out noise and reduces active alerts. Show Chop Index - two visual styles are provided for user preference, a visible Chop line with a background overlay, or a compact column and label only view. Chop Lookback Period - the time period to be used in calculating CHOP (14 is the Default). Chop Offset - changing this number will move the CHOP either forwards or backwards relative to the current market (0 is the Default). Smooth Chop Line and Length - if enabled, the entered time period will be used in calculating a smooth average of the index (Enabled and 4 are the Defaults). Color Line to Trend Direction - toggles whether the index line is colored to visually depict the current trend direction (Enabled is the Default). Color Background - toggles the visibility of a background color based on the index state (Enabled is the Default). Enable DMI Option - if enabled, then entry will be confirmed by and dependent on the ADX Key Level, with any close or reversal confirmed by both ADX and +/-DI to determine whether there is a strong trend present or not (Enabled is the Default). ADX Smoothing - the time period to be used in calculating the ADX which has a smoothing component (14 is the Default). DI Length - the time period to be used in calculating the DI (14 is the Default). ADX Key Level - any trade with the ADX above the key level is a strong indicator that it is trending (23 to 25 is the suggested setting). Enable PSAR Option - enables trailing stop loss orders (Enabled is the Default). PSAR Start - the starting value for the Acceleration Force (0.015 is our chosen Default, 0.02 is more common). PSAR Increment - the increment in which the Acceleration Force will move (0.001 is our chosen Default, 0.02 is more common). PSAR Max Value - the maximum value of the Acceleration Factor (0.2 is the Default). Color Candles Option - an option to transpose the CHOP condition levels to the main candle bars. Note that the outer red and green border will still be distinguished by whether each individual candle is bearish or bullish during the specified timeframe. Note too that if both DMI and PSAR are deselected, then close determinations will default to a CHOP reversal strategy (e.g., close long when below 38.2 and close short when above 61.8). Though if either DMI or PSAR are enabled, then the CHOP reversal for close determination will automatically be disabled. Indicator Visuals --------------------------- For the candle colors, black indicates tight chop (45 to 55), yellow is loose chop (38.2 to 45 and 55 to 61.8), dark purple is trending down (< 38.2), and dark blue is trending up (> 61.8). The background color has additional shades to differentiate a wider range of more levels… • < 30 is dark purple • 30 to 38.2 is purple • 38.2 to 45 is light purple • 45 to 55 is black • 55 to 61.8 is light blue • 61.8 to 70 is blue • > 70 is dark blue Long, Short, Close, and Reverse labels are plotted on the Chop line, which itself can be colored based on the trend. The chop line can also be hidden for a clean and compact, columnar view, which is my preferred option (see example image below). Visual cues are intended to improve analysis and decrease interpretation time during trading, as well as to aid in understanding the purpose of this strategy and how its inclusion can benefit a comprehensive trading plan. DMI and Trend Strength --------------------------- To analyze trend strength, the focus should be on the ADX line and not the +DI or -DI lines.  An ADX reading above 25 indicates a strong trend , while a reading below 20 indicates a weak or non-existent trend .  A reading between those two values would be considered indeterminable. Though what is truly a strong trend or a weak trend depends on the financial instrument being examined; historical analysis can assist in determining appropriate values. DMI exits trade when ADX is below the user selected key level (e.g., default is 25) and when the +/- DI lines cross (e.g., -DI > +DI exits long position and +DI > -DI exits short position). PSAR and Trailing Stop --------------------------- PSAR is a time and price based indicator that excels at measuring direction and duration, though not the actual strength of a trend, which is why we use this in conjunction with DMI. It is also included in this script as a trailing stop option to maximize gains during strong trends and to mitigate any false ADX strengthening signals. This creates a parabola that is located below the candle during a Bullish trend and above during a Bearish trend. A buy or reversal is signaled when the price crosses above or below the Parabolic SAR. Long/Short Entry --------------------------- 1. CHOP must be over 61.8 (long) or under 38.2 (short). 2. If DMI is enabled, then the ADX signal line must be above the user selected Key Level (default is 25). 3. If Sensitivity is selected, then that past candle must meet the criteria in step 1, as well as all the intermediate candles in between. 4. If "Follow Trend" is selected and PSAR is enabled, then a long position can only open when the momentum and PSAR are in an uptrend, or short when both are in a downtrend, to include all intermediate candles if the Sensitivity option is set on a past candle. Close/Reverse --------------------------- 1. If DMI is enabled, then a close flag will be raised when the ADX signal drops below the Key Level (of 25), and -DI crosses over +DI (if long), or +DI crosses over -DI (if short). 2. If PSAR is enabled, then a close flag will be raised when the current trend state is opposite the last state. 3. If both DMI and PSAR are disabled, then a close flag will be raised if the Chop line drops under 38.2 (if long) or goes over 61.8 (if short). 4. If a Long or Short Entry is triggered on the same candle as any of the above close flags, then the position will be reversed, else the position will be closed. Strategy Alerts --------------------------- 1. Long Entry 2. Short Entry 3. Reverse 4. Close The provided backtest result is based on a position sizing of 10% equity with 100k initial capital. When testing SPX, disabling the DMI performed the best, but EURUSD performed poorly without it enabled, and TSLA had a small reduction in net profit. Timeframe likewise differed between commodities with TSLA performing best at 30M, SPX at 15M, and EURUSD at 4H. I do not plan on using this as a standalone strategy, but I also was expecting better results with the inclusion of EMI and PSAR to compliment the CHOP. Key elements of this script will likely be included in future, more holistic strategies. Disclaimer --------------------------- Past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script are not intended to provide any financial advice. Trade at your own risk. No known repainting, though there may be if an offset is introduced in the Inputs. I did my best not to code any other variables that repaint, but cannot fully attest to this fact.
Chiến lược Pine Script®
bởi IronCasper
4
AlignedMA and Cumulative HighLow Strategy V2Based on earlier strategy published - AlignedMA and Cumulative HighLow Strategy. Adjustments are done in entry and exit criteria to make it work for shares. Modified to preserve existing entry criteria + additional MA shift condition. Exit criteria is set based on supertrend and trailing stops. Most of the parameters are already optimized. You only need to alter SupertrendMult for individual shares based on individual share volatility. Usually works within 2-4. There might be bit of repainting. I am unable to understand if there is any. Any suggestions on further improvements welcome :) Note to moderators : I have used 1000 as initial capital with 100% on each trade. As strategy does not compound - I believe this is reasonable. I have kept this setting as this makes it easier to compare with buy and hold return.
Chiến lược Pine Script®
bởi Trendoscope
2
Donchian Channels Strategy - Long Term TrendFor Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed. This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This is a longer term trend following strategy that uses Donchian Channels for trend following and uses the upper and lower bands to find price breakouts to enter the market and then uses the middle band as a trailing stop to exit. DCs are known as the original trend following strategy made by Richard Donchian. Usually the middle band uses the same length of the upper and lower bands in its calculation but I included the default option of using a middle band that is double the length of the other bands, but also an option to use the regular input length that most Donchian strategies use if needed. If long term trends are somehow found, this longer middle band lets the profits run longer and lets you see where the long trends were at if the market had any. The double lengthed middle band looks surprisingly very similar to a 3x ATR trailing stop, which is the recommended setting Wilder suggested for trend following. If a good ATR stop or other trailing stop can't be found, this longer middle band can act as a substitute for it. For some reason I can't seem to find anything related to Donchian strategies on here despite the popularity and simplicity of it, not even a single working one to my liking, so I made my own. It seems this strategy only works in trending markets. I intentionally handpicked a market that the backtest does well on to illustrate the potential it might have for other markets where trending following strategies might work on and what to expect the results in those might be. Trend following strategies are said to have high profits but at the same time lower accuracy due to the failure rate of being able to catch the right trend. If you all got any suggestions or feedback please let me.
Chiến lược Pine Script®
bởi SparkyFlary
1
MACD+ Strategy [SystemAlpha]This is a strategy based on MACD Oscillator . Instead of using just the normal crossovers, we use trend filters, trailing stop loss and take profit targets. This strategy was developed for crypto, forex and stocks on daily timeframe but feel free to experiment on 15 minutes or higher using heikin ashi or normal candles In this strategy you have a choice of: Trend Filters: - Average Directional Index ( ADX ) – buy when price is trend is up and sell when trend is down. - Moving Average (MA) – buy when price close above the defined moving average and sell when price close below moving average - Parabolic SAR – buy when SAR is above price is above price and sell when SAR is below price. - All - Use ADX , MA and SAR as filters For MA Filter , you can use the “TF MA Type” and "TF MA Period" parameter to select Simple or Exponential Moving Average and length. Stop Loss: - Average True Range (ATR) – ATR % stop as trailing stop loss. - Parabolic SAR ( SAR ) – Parabolic SAR adapted as trailing stop loss. For ATR , you can use the “ATR Trailing Stop Multiplier” parameter to set an initial offset for trailing stop loss. Take Profit Target: - Average True Range (ATR) – ATR % stop as trailing stop loss. - Standard % – Percent as target profit For ATR , you can use the “ATR Take Profit Multiplier” parameter to set an initial offset for trailing stop loss. Additional feature include: - Regular and Hidden Divergence display and alerts STRATEGY ONLY: - Set back test date range - Set trade direction - Long, Short or Both - Use timed exit - Select method and bars - Method 1: Exit after specified number of bars. - Method 2: Exit after specified number of bars, ONLY if position is currently profitable. - Method 3: Exit after specified number of bars, ONLY if position is currently losing. TradingView Links: Alerts: MACD: How to use: 1. Apply the script by browsing through Indicators --> Invite-Only scripts and select the indicator 2. Once loaded, click the gear (settings) button to select/adjust the parameters based on your preference. 3. Wait for the next BUY or SELL signal to enter the trade! Disclaimer: The indicator and signals generated do not constitute investment advice; are provided solely for informational purposes and therefore is not an offer to buy or sell a security; are not warranted to be correct, complete or accurate; and are subject to change without notice.
Chiến lược Pine Script®
bởi systemalphatrader
2
Crypto TrendThis indicator is based off of the Trend Follower system put together by jiehonglim: This is a trend following system that combines 3 indicators which provide different functionalities, also a concept conceived by VP's No Nonsense FX / NNFX method. I’m primarily modifying this system for Crypto trading (mostly leveraged Crypto Futures). Suggestions/requests welcome. New Features: Added position inputs that will generate position labels For leverage trading, position inputs will calculate your percentage-based stop loss given your entry, leverage and liquidation price Added optional horizontal line plots for entry, stop loss, 50% take profit and 100% profit levels. Added non-plotted Didi calculations for alert condition triggers Added long and short alerts These alerts will trigger for any of the 3 following conditions: Baseline cross with volume confirmation Didi two line cross with volume confirmation Didi continuation with volume confirmation 1. Baseline The main baseline filter is an indicator called Modular Filter created by Alex Grover - www.tradingview.com - Alex Grover - Modular Filter ------- That's the moving average like baseline following price, filtering long and short trends and providing entry signals when the price crosses the baseline. Entry signal indicated with arrows. 2. Volume / Volatility , I will called it Trend Strength The next indicator is commonly known as ASH, Absolute Strength Histogram. This indicator was shared by VP as a two line cross trend confirmation indicator, however I discovered an interesting property when I modified the calculation of the histogram. - Alex Grover Absolute Strength ------- My modification and other info here - Absolute Strength Histogram v2 ------- I simplified the display of the trend strength by plotting squares at the bottom of the chart. - Lighted Squares shows strength - Dimmed Squares shows weakness 3. Second Confirmation / Exits / Trailing Stop Finally the last indicator is my usage of QQE (Qualitative Quantitative Estimation), demonstrated in my QQE Trailing Line Indicator - QQE Trailing Line for Trailing Stop ------- Three usages of this amazing indicator, serving as : - Second trend confirmation - Exit signal when price crosses the trailing line - Trailing stop when you scaled out the second trade This indicator is plotted with crosses. 4. Position Calculator For non-leveraged trades, set leverage to 1 and liquidation to 0 Fill out the rest of the position field to get labels that will tell you: Your stop loss given your acceptable percentage of loss for your risk. So, for example if your actual investment is $200 and you’re trading on 20X leverage, you’d like to know what price would have to drop to for you to lose 15% of your $200 risk. This is what the position calculator is doing for you. Your 50% take profit point Your 100% take profit point Check the “Show Position Lines” to plot horizontal lines for entry, stop loss, 50% TP and 100%TP Alerts You just get a Long Alert or Short Alert option. This was for two reasons, the first and most important was to reduce the number of alerts needed for this system to get maximum coverage. The second was just to keep things simple. Get an alert for your desired direction for any interesting signal and then check the chart manually to determine if a viable entry has presented itself. The three alert conditions are: Main trend indicator, baseline cross with volume confirmation Didi two line cross entry with volume confirmation Didi continuation signal with volume confirmation Additional plots and information Bar Color - Green for longs, Red for shorts, White when the baseline direction conflicts with the QQE trailing line direction - When it's white, it's usually ranging and not trending, ASH will also keep you off ranging periods. ------- ATR Filter - White circles along the baseline, they will show up if the price has moved more than one ATR from the baseline - The default allowance is 1 ATR. ------- The previous and current ATR value - Label on the right side of the chart showing the previous and current value of ATR
Chỉ báo Pine Script®
bởi willmarple
6
Trend trader StrategyFirst I would like to thank to @JustUncleL since this strategy started from one of his scalper strategies This strategy can be adapted to all time charts . First it has the session where we want to trade, for this example I choosed the EURUSD so I only take in consideration london/neywork session. Its made from 3 EMA : normal slow ultra slow It has has the capacity to use HA candles into consideration if its needed. At the same time we have a price channel made from faster MAs, that act like a bollinger band . Together with all of them, we establish which trend we have if its uptrend or downtrend Then we check the candles if they are below or above the MA , and based on the condition if they crossed recently we can suggest if its a buy or a long condition At the same time we have 2 options of stop conditions: Through a trailing stop made from ATR or % based And second, a SL/TP made from pip points or % based. For this example I used % based. Let me know what you think about it, and if you found some nice settings for it. So far I only adapted to EURUSD 1 min time.
Chiến lược Pine Script®
bởi SoftKill21
EMA 5/10/21 SMA 50/100/200The Script is mixture of both EMAs and SMAs. EMA 5/10/21 are powerful indicators for short term providing more weightage to the recent prices. SMA 50/100/200 provide the long term view. 5 Day EMA: This is a sign of strong momentum. It tracks the trend in the short term time frame. This is support in the strongest up trends. This line can only be used in low volatility trends with strong momentum. A break back above this line is a sign for me that an uptrend may be resuming. I primarily use it as an end of day trailing stop. It is rare that this line does not break intraday, even in the strongest trending markets. • 10 day EMA: The 10 day EMA is a great moving average to use to keep you on the right side of the major market trend. It is usually the first line to be lost before any real trouble begins. It can be used as a standalone signal in some stocks and markets that tend to trend strongly in one direction for long periods. • 21 day EMA: This is the intermediate term moving average. It is generally the last line of support in a volatile uptrend. To me, it is the inevitable reversion to the mean in a market when it finally pulls back after an extended trend. • 50 day SMA: This is the line that strong leading stocks typically pull back to. This is usually the support level for strong uptrends. It is normal for uptrending markets to pull back to this line and find support. Most bull markets and uptrends will pull back to this level. It is generally a great “Buy the dip” level. • 100 day SMA: This is the line that provides the support between the 50 day and the 200 day. If it does not hold as support, there is a high probability that the 200 day SMA is the next stop. This is the deeper pullback level in bull markets and uptrends. It usually presents a great risk/reward ratio in bull markets. • 200 day SMA: Bulls like to buy dips when markets are trading above the 200 day moving average, while bears sell rallies short below it. Bears usually win below this line, as the 200 day becomes longer term resistance, and bulls buy pullbacks to the 200 day as long as the price stays above it. This line is one of the biggest signals in the market telling you which side to be on. Bull above, Bear below. Bad things happen to stocks and markets when this line is lost.
Chỉ báo Pine Script®
bởi vve
3
Moving Stop Loss (Most) by ceyhunATR is an indicator that has been removed and replaced with a moving average.Bar colors and infopanel have been added. //Barcolor Green = ExMov > Most and close > Most and low > Most Blue = ExMov > Most and close > Most and low < Most Red = Most > ExMov and close < Most and high < Most Yellow = Most > ExMov and close < Most and high > Most //It gives White color where there is deterioration. //InfoPanel Buy Price = Blue draws the circles at the purchase price. Profit Long>20 = Risk level taken as a percentage, I got the highest 20%, you can determine as you wish. Sell Price = Red draws the circles at the purchase price. Profit Short>20 = Risk level taken as a percentage, I got the highest 20%, you can determine as you wish. ==Atr Original Code== CDC ATR Trailing Stop V2.1 (2013) ==Most Code== MOST by Anıl ÖZEKŞİ Barcolor Barcolor
Chỉ báo Pine Script®
bởi ceyhun
19
[Daveatt] BEST ABCD Pattern Strategy (Trailing SL + TP)Hello traders This is the strategy version of my ABCD pattern. I added the Trailing Stop and Trailing Profit upon a follower request I - Concept I present to you, ladies and gentlemen, the first screener for harmonic patterns . Starting with an ACBD pattern screener this time!! I used the calculations from Ricardo Santo's script In short, he's using fractals (regular or Bill Williams ) for the pattern calculations. A masterpiece !!! II - Definitions The ABCD pattern ( AB=CD ) is one of the classic chart patterns which is repeated over and over again. The ABCD pattern shows perfect harmony between price and time. The Williams Fractal is an indicator, developed by Bill Williams , that aims to detect reversal points (highs and lows) and marks them with arrows. Up fractals and down fractals have specific shapes. The Williams Fractal indicator helps users determine in which direction price will develop 💎Strategy filters💎 I included some cool backtest filters: - Trailing stop with trigger concept coming from this Trailing Stop Strategy - Trailing profit with trigger coming from this Trailing Profit Strategy Last words It works for all asset classes (Forex, crypto, indices, etc...) and does not repaint All the BEST Dave
Chiến lược Pine Script®
bởi Daveatt
11
BEST ATR Stop Multiple StrategyHello traders Here we go again.... with another strategy snippet. Reminder: it's an alternative of this Trailing Stop strategy script Entry logic The entry is based on a Simple Moving Averages (SMA) cross. This part doesn't matter here - as I wanted to focus on the ATR multiple stop loss component. ATR STOP This strategy snippet uses an entry stop loss defined based on a multiple of the average true range value. The soure code detects ATR value at entry price, applies the multiplier and will set a static (= non trailing) stop-loss to each position A pinescript v4 label will appear for each new signal displaying the ATR*multiplier value at signal time All the BEST Dave
Chiến lược Pine Script®
bởi Daveatt
20
Trend Follower - Light Mode | jhFollow up script for my Trend Follower script. I'm used to dark mode, so I coded a few key plots in white, so those are changed into black on the script. Notably: - > 1 ATR in black dots along the baseline - Current and previous ATR text labels to the right of the price - A text label spacing input that allows you to adjust the spacing for text label from price. This is a trend following system that combines 3 indicators which provide different functionalities, also a concept conceived by VP's No Nonsense FX / NNFX method. 1. Baseline The main baseline filter is an indicator called Modular Filter created by Alex Grover - www.tradingview.com - Alex Grover - Modular Filter ------- That's the moving average like baseline following price, filtering long and short trends and providing entry signals when the price crosses the baseline. Entry signal indicated with arrows. 2. Volume/Volatility, I will called it Trend Strength The next indicator is commonly known as ASH, Absolute Strength Histogram. This indicator was shared by VP as a two line cross trend confirmation indicator, however I discovered an interesting property when I modified the calculation of the histogram. - Alex Grover Absolute Strength ------- My modification and other info here - Absolute Strength Histogram v2 ------- I simplified the display of the trend strength by plotting squares at the bottom of the chart. - Lighted Squares shows strength - Dimmed Squares shows weakness 3. Second Confirmation / Exits / Trailing Stop Finally the last indicator is my usage of QQE (Qualitative Quantitative Estimation), demonstrated in my QQE Trailing Line Indicator - QQE Trailing Line for Trailing Stop ------- Three usages of this amazing indicator, serving as : - Second trend confirmation - Exit signal when price crosses the trailing line - Trailing stop when you scaled out the second trade This indicator is plotted with crosses. Additional plots and information Bar Color - Green for longs, Red for shorts, White when the baseline direction conflicts with the QQE trailing line direction - When it's white, it's usually ranging and not trending, ASH will also keep you off ranging periods. ------- ATR Filter - White circles along the baseline, they will show up if the price has moved more than one ATR from the baseline - The default allowance is 1 ATR. ------- The previous and current ATR value - Label on the right side of the chart showing the previous and current value of ATR
Chỉ báo Pine Script®
bởi jiehonglim
7
Trend Follower | jhThis is a trend following system that combines 3 indicators which provide different functionalities, also a concept conceived by VP's No Nonsense FX / NNFX method. 1. Baseline The main baseline filter is an indicator called Modular Filter created by Alex Grover - www.tradingview.com - Alex Grover - Modular Filter ------- That's the moving average like baseline following price, filtering long and short trends and providing entry signals when the price crosses the baseline. Entry signal indicated with arrows. 2. Volume/Volatility, I will called it Trend Strength The next indicator is commonly known as ASH, Absolute Strength Histogram. This indicator was shared by VP as a two line cross trend confirmation indicator, however I discovered an interesting property when I modified the calculation of the histogram. - Alex Grover Absolute Strength ------- My modification and other info here - Absolute Strength Histogram v2 ------- I simplified the display of the trend strength by plotting squares at the bottom of the chart. - Lighted Squares shows strength - Dimmed Squares shows weakness 3. Second Confirmation / Exits / Trailing Stop Finally the last indicator is my usage of QQE (Qualitative Quantitative Estimation), demonstrated in my QQE Trailing Line Indicator - QQE Trailing Line for Trailing Stop ------- Three usages of this amazing indicator, serving as : - Second trend confirmation - Exit signal when price crosses the trailing line - Trailing stop when you scaled out the second trade This indicator is plotted with crosses. Additional plots and information Bar Color - Green for longs, Red for shorts, White when the baseline direction conflicts with the QQE trailing line direction - When it's white, it's usually ranging and not trending, ASH will also keep you off ranging periods. ------- ATR Filter - White circles along the baseline, they will show up if the price has moved more than one ATR from the baseline - The default allowance is 1 ATR. ------- The previous and current ATR value - Label on the right side of the chart showing the previous and current value of ATR Adding my Didi and ASH indicators up on this screenshot Didi Index Improved with QQE
Chỉ báo Pine Script®
bởi jiehonglim
34
Blackman Filter - The Smoother The BetterIntroduction Who doesn't like smooth things? I'd like a smooth market price for christmas! But i can't get it, instead its so noisy...so you apply a filter to smooth it, such filters are called low-pass filters, they smooth and its great but they have lag, so nobody really use them, but they are pretty to look at. Its on a childish note that i will introduce this indicator, so what it is all about? I propose a new FIR filter using a blackman function as filter kernel for financial time-series smoothing, do you prefer the childish tone ? Fear not its surprisingly easy! The Blackman Function The blackman function look like a bell shaped curve, look: The blackman function will produce such curve. This function is called a cosine sum function because she is based on the sum of cosine functions, here only 2. 0.42 - 0.5 * cos(2 * pi * k) + 0.08 * cos(4 * pi * k) Originally you use this function for windowing , what does it means? In signal processing you have a function called sync function , if you use this function as filter kernel you would get the ideal frequency domain response filter, sometime called brickwall filter, it would be extremely smooth. Above the optimal low pass filter frequency response. However the sync function has no ending values and goes on forever, therefore we can't use it for convolution, expect if we apply windowing. Filters using windowing are called windowed-sinc filters, i will describe the procedure below : 1 - Create a sync function = sin(pi*n)/(pi*n) 2 - Truncate it = I only keep the first length points of the sync function. This create a abrupt end, the frequency of a filter using step 1 as kernel would contain ripples in the pass band and stop band, this is bad! The frequency response would look like this : 3 - I multiply my values of step 2 by a window function, it can the blackman window, i no longer have an abrupt end, its smooth! The frequency response of the filter using this kernel would no longer have ripples! This is the power of windowing functions. Here we are not using such thing, but we could in the future. Here instead we use the blackman function as filter kernel, because this function is bell shaped this mean that the filter will certainly be smooth (symmetrical weighting is a rule of thumb for kernels when we want really smooth filters). The Filter This filter is quite smooth, unlike the gaussian filter this filter give less weights to recent and past values, this is because the blackman function has fatter tails than the gaussian one. I could make a comparison of both, however they are quite alike, if you often use a gaussian filter its up to you to decide which one you prefer. The filter can do a better job than the moving average when it comes to preserve the frequency components that constitute the cycles/trend. We can see that the filter has a greater performance when it comes to keep the shape of the market price, thus it has a slightly better fit. Conclusion Ok so in this post you learned a bit about the sync function and windowing, those are basic subjects in signal processing, they allow us to approximate the filter with the ideal frequency response, i also showed you that those windowing function could be used as kernel and that they where pretty smooth on their own, there are many others, but the one i prefer is the blackman windowing function. I know what you are thinking, "we want trailing stops, alerts, colors, arrows!", and i understand you pal, but sometimes its cool to take a break from all this stuff. However i can tell that i'am working on a side project that aim to estimate rolling maximum/minimum as fast as possible, any experiments will be published here, and i can ensure you that those indicators will make your day quite brighter, we will see that soon. I hope you learned something from this post! I'am a bit tired (look i'am disappearing !) Thanks for reading !
Chỉ báo Pine Script®
bởi alexgrover
42
Bollinger Band Strategy (Basic) Version 1 This strategy is for learning purposes only. Pay special attention to these strategies on longer aggregation periods (like 1 hr chart or more). Don't expect accurate results when you set a limit to 10 cents above your entry to be accurate. For example if you set the chart to 1 day, the price may move down and hit a stop 10 times then tag your limit. If this doesn't make sense, just don't use strategies here. Learn more first. That being said, I don't have specific recommendations for each aggregation period, backtesting isn't always perfect. Now then, this strategy can be used as the traditional BB method by setting the "Stop" and "Limit Out" to like 10000, check "Reversal Entry" and uncheck "Limit Time of Day" This will keep the strategy running just reverse your position when price crosses outside each band. INPUTS: Length - length of WMA that I used for mean of Bollinger Band (this may suppose to be SMA, too bad) Source - O-H-L-C basis for WMA Deviation - normal Standard deviation that would be set when using Bollinger Band Trailing stop check box - your stop value will be either a hard stop or trailing stop for an exit Stop - the stop value - remember you can set this really high and it won't stop out Limit Out - the limit value for exit Reversal Entry check box - This changes each entry from a reversal (traditional idea of BB) to enter a trend trade - hopefully version 2 will have choice to trend one direction and reversal in the other. Limit Time of Day - Especially when trading futures, you may want to only trade a specific time of day, when this box is checked, you can set the entry times below, exit will still only occur based on limit/stop or a flip entry order (the opposite entry condition is met) Tips: when I don't know a thing about a price range, like gold. I can set the limit out to 10000 and play with a trailing stop to get a better idea of what is even possible before tuning further.
Chiến lược Pine Script®
bởi oldinvestor
RePaNoCHa V4 [Alerts]Script for automatic trading with Alerts. LG --> Long (green: not confirmed) (lime: confirmed) ST --> Short (maroon: not confirmed) (red: confirmed) TS --> Trailing Stop xL --> Close Long Position xS --> Close Short Position SL --> Stop Loss The trailing stop closes the trade if the price changes direction by a specified percentage or offset. There is no ideal distance because markets and price are always changing and we know that is impossible to exit on the top or bottom. This script interpolate the trailing Stop Offset with profit, higher profit --> higher Trailing Stop Offset. Despite this, it's difficult to catch the price but not impossible. It has a TS delay too. It take a snapshot every X seconds, if the TS is activated the alert is triggered, otherwise the price keeps fluctuating until a new snapshot. It can be easily converted to Backtest. Just delete "//" on the corresponding part. Default settings for XBT:USD at 1H.
Chỉ báo Pine Script®
bởi UnknownUnicorn2151907
63