Altcoin Long/Short Strategy//@version=5
strategy("Altcoin Long/Short Strategy", overlay=true, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=2, commission_type=strategy.commission.percent, commission_value=0.1)
// —————— Inputs ——————
emaFastLength = input.int(20, "Fast EMA")
emaSlowLength = input.int(50, "Slow EMA")
rsiLength = input.int(14, "RSI Length")
bbLength = input.int(20, "Bollinger Bands Length")
riskRewardRatio = input.float(1.5, "Risk/Reward Ratio")
stopLossPerc = input.float(2, "Stop Loss %") / 100
// —————— Indicators ——————
// Trend: EMAs
emaFast = ta.ema(close, emaFastLength)
emaSlow = ta.ema(close, emaSlowLength)
ema200 = ta.ema(close, 200)
// Momentum: RSI & MACD
rsi = ta.rsi(close, rsiLength)
= ta.macd(close, 12, 26, 9)
// Volatility: Bollinger Bands
basis = ta.sma(close, bbLength)
dev = ta.stdev(close, bbLength)
upperBand = basis + 2 * dev
lowerBand = basis - 2 * dev
// —————— Strategy Logic ——————
// Long Conditions
longCondition =
close > ema200 and // Long-term bullish
ta.crossover(emaFast, emaSlow) and // EMA crossover
rsi > 50 and // Momentum rising
close > lowerBand and // Bounce from lower Bollinger Band
macdLine > signalLine // MACD bullish
// Short Conditions
shortCondition =
close < ema200 and // Long-term bearish
ta.crossunder(emaFast, emaSlow) and // EMA crossunder
rsi < 50 and // Momentum weakening
close < upperBand and // Rejection from upper Bollinger Band
macdLine < signalLine // MACD bearish
// —————— Risk Management ——————
stopLoss = strategy.position_avg_price * (1 - stopLossPerc)
takeProfit = strategy.position_avg_price * (1 + (riskRewardRatio * stopLossPerc))
// —————— Execute Trades ——————
if (longCondition)
strategy.entry("Long", strategy.long)
strategy.exit("Exit Long", "Long", stop=stopLoss, limit=takeProfit)
if (shortCondition)
strategy.entry("Short", strategy.short)
strategy.exit("Exit Short", "Short", stop=stopLoss, limit=takeProfit)
// —————— Plotting ——————
plot(emaFast, "Fast EMA", color=color.blue)
plot(emaSlow, "Slow EMA", color=color.orange)
plot(ema200, "200 EMA", color=color.gray)
plot(upperBand, "Upper Bollinger", color=color.red)
plot(lowerBand, "Lower Bollinger", color=color.green)
מתנדי רוחב
SMA + RSI + Volume + ATR StrategySMA + RSI + Volume + ATR Strategy
1. Indicators Used:
SMA (Simple Moving Average): This is a trend-following indicator that calculates the average price of a security over a specified period (50 periods in this case). It's used to identify the overall trend of the market.
RSI (Relative Strength Index): This measures the speed and change of price movements. It tells us if the market is overbought (too high) or oversold (too low). Overbought is above 70 and oversold is below 30.
Volume: This is the amount of trading activity. A higher volume often indicates strong interest in a particular price move.
ATR (Average True Range): This measures volatility, or how much the price is moving in a given period. It helps us adjust stop losses and take profits based on market volatility.
2. Conditions for Entering Trades:
Buy Signal (Green Up Arrow):
Price is above the 50-period SMA (indicating an uptrend).
RSI is below 30 (indicating the market might be oversold or undervalued, signaling a potential reversal).
Current volume is higher than average volume (indicating strong interest in the move).
ATR is increasing (indicating higher volatility, suggesting that the market might be ready for a move).
Sell Signal (Red Down Arrow):
Price is below the 50-period SMA (indicating a downtrend).
RSI is above 70 (indicating the market might be overbought or overvalued, signaling a potential reversal).
Current volume is higher than average volume (indicating strong interest in the move).
ATR is increasing (indicating higher volatility, suggesting that the market might be ready for a move).
3. Take Profit & Stop Loss:
Take Profit: When a trade is made, the strategy will set a target price at a certain percentage above or below the entry price (1.5% in this case) to automatically exit the trade once that target is hit.
Stop Loss: If the price goes against the position, a stop loss is set at a percentage below or above the entry price (0.5% in this case) to limit losses.
4. Execution of Trades:
When the buy condition is met, the strategy will enter a long position (buying).
When the sell condition is met, the strategy will enter a short position (selling).
5. Visual Representation:
Green Up Arrow: Appears on the chart when the buy condition is met.
Red Down Arrow: Appears on the chart when the sell condition is met.
These arrows help you see at a glance when the strategy suggests you should buy or sell.
In Summary:
This strategy uses a combination of trend-following (SMA), momentum (RSI), volume, and volatility (ATR) to decide when to buy or sell a stock. It looks for opportunities when the market is either oversold (buy signal) or overbought (sell signal) and makes sure there’s enough volume and volatility to back up the move. It also includes take-profit and stop-loss levels to manage risk.
EMA and SMA Crossover with RSI14 FilteringExplanation of the Script:
Indicators:
EMA 5 and SMA 10: These are the two moving averages used to determine the trend direction.
Buy signal is triggered when EMA 5 crosses above SMA 10.
Sell signal is triggered when EMA 5 crosses below SMA 10.
RSI 14: This is used to filter buy and sell signals.
Buy trades are allowed only if RSI 14 is above 60.
Sell trades are allowed only if RSI 14 is below 50.
Buy Conditions:
The strategy waits for the EMA crossover (EMA 5 crosses above SMA 10).
The strategy checks if RSI 14 is above 60 for confirmation.
If the price is below 60 on RSI 14 at the time of crossover, the strategy will wait until the price crosses above 60 on RSI 14 to initiate the buy.
Sell Conditions:
The strategy waits for the EMA crossover (EMA 5 crosses below SMA 10).
The strategy checks if RSI 14 is below 50 for confirmation.
If the price is above 50 on RSI 14 at the time of crossover, the strategy will wait until the price crosses below 50 on RSI 14 to initiate the sell.
Exit Conditions:
The Buy position is closed if the EMA crossover reverses (EMA 5 crosses below SMA 10) or RSI 14 drops below 50.
The Sell position is closed if the EMA crossover reverses (EMA 5 crosses above SMA 10) or RSI 14 rises above 60.
Plotting:
The script plots the EMA 5, SMA 10, and RSI 14 on the chart for easy visualization.
Horizontal lines are drawn at RSI 60 and RSI 50 levels for reference.
Key Features:
Price Confirmation: The strategy ensures that buy trades are only initiated if RSI 14 crosses above 60, and sell trades are only initiated if RSI 14 crosses below 50. Additionally, price action must cross these RSI levels to confirm the trade.
Reversal Exits: Positions are closed when the EMA crossover or RSI condition reverses.
Backtesting:
Paste this script into the Pine Editor on TradingView to test it with historical data.
You can adjust the EMA, SMA, and RSI lengths based on your preferences.
Let me know if you need further adjustments or clarification!
FiftyFVGs&Signals by Siriushe "FiftyFVGs & Signals by Sirius" is a powerful Pine Script indicator designed for trading analysis on TradingView. It integrates Fair Value Gaps (FVGs) detection, Heikin Ashi candles, trend confirmations, and entry/exit signals based on various technical indicators. The script also includes risk management features, such as take-profit and stop-loss levels, making it a versatile tool for traders seeking to capitalize on market inefficiencies.
Features:
1. Fair Value Gaps (FVG) Detection
Identifies bullish and bearish Fair Value Gaps (FVGs) across multiple timeframes.
Provides configurable parameters for automatic timeframe adaptation.
Supports custom line thickness and color coding for FVG visualization.
Filters out minor FVGs below a predefined price height threshold.
Option to extend FVGs dynamically based on market conditions.
2. Heikin Ashi Candle Overlay
Implements Heikin Ashi candles for smoother trend visualization.
Configurable display settings: Candles, Bars, or Hollow Candles.
Customizable body, border, and wick colors for bullish and bearish candles.
3. Multi-Timeframe Analysis
Automatically adapts to different timeframes from M1 to H4.
Displays FVGs from higher timeframes onto the current chart.
Uses color-coded representation for easy distinction between timeframes.
4. Moving Averages & Trend Analysis
Includes multiple Exponential Moving Averages (EMAs) for trend confirmation.
Calculates Hull Moving Averages (HMA) with different smoothing techniques.
Trend-based color coding for moving averages.
5. SuperTrend & ATR-Based Support/Resistance
Integrates the SuperTrend indicator for dynamic trend detection.
Uses ATR (Average True Range) to define trend reversal points.
Displays buy/sell signals based on trend shifts and price confirmations.
6. Momentum Indicators (RSI & CCI)
RSI (Relative Strength Index) with overbought/oversold detection.
CCI (Commodity Channel Index) for additional momentum confirmation.
Crossovers of RSI and CCI trigger entry signals.
7. Buy/Sell Signal Generation
Generates buy signals when multiple bullish conditions align.
Generates sell signals when multiple bearish conditions align.
Alerts traders via visual markers on the chart and optional notifications.
8. Risk Management (TP/SL Levels)
Implements automatic take-profit (TP) and stop-loss (SL) levels.
Visual representation of TP/SL lines on the chart.
Uses percentage-based or fixed pip calculations for trade management.
9. Custom Alerts & Notifications
Sends alerts for confirmed buy/sell signals.
Notifies traders of trend reversals and momentum shifts.
Configurable alert frequency to avoid redundant notifications.
Usage & Configuration:
The indicator is fully customizable via input parameters.
Users can enable/disable various components such as FVGs, Heikin Ashi, and momentum indicators.
Suitable for scalping, intraday trading, and swing trading.
Can be used as a standalone tool or combined with other technical indicators.
This indicator provides a comprehensive trading toolkit, helping traders identify high-probability trade setups, confirm trends, and manage risk effectively. With multi-timeframe analysis and real-time alerts, "FiftyFVGs & Signals by Sirius" offers a robust edge in financial markets.
EMA 5 and SMA 10 Crossover with RSI by santosh kadamExplanation of the Script:
Indicators:
EMA 5 and SMA 10: These are the two moving averages used to determine the trend direction.
Buy signal is triggered when EMA 5 crosses above SMA 10.
Sell signal is triggered when EMA 5 crosses below SMA 10.
RSI 14: This is used to filter buy and sell signals.
Buy trades are allowed only if RSI 14 is above 60.
Sell trades are allowed only if RSI 14 is below 50.
Buy Conditions:
The strategy waits for the EMA crossover (EMA 5 crosses above SMA 10).
The strategy checks if RSI 14 is above 60 for confirmation.
If the price is below 60 on RSI 14 at the time of crossover, the strategy will wait until the price crosses above 60 on RSI 14 to initiate the buy.
Sell Conditions:
The strategy waits for the EMA crossover (EMA 5 crosses below SMA 10).
The strategy checks if RSI 14 is below 50 for confirmation.
If the price is above 50 on RSI 14 at the time of crossover, the strategy will wait until the price crosses below 50 on RSI 14 to initiate the sell.
Exit Conditions:
The Buy position is closed if the EMA crossover reverses (EMA 5 crosses below SMA 10) or RSI 14 drops below 50.
The Sell position is closed if the EMA crossover reverses (EMA 5 crosses above SMA 10) or RSI 14 rises above 60.
Plotting:
The script plots the EMA 5, SMA 10, and RSI 14 on the chart for easy visualization.
Horizontal lines are drawn at RSI 60 and RSI 50 levels for reference.
Key Features:
Price Confirmation: The strategy ensures that buy trades are only initiated if RSI 14 crosses above 60, and sell trades are only initiated if RSI 14 crosses below 50. Additionally, price action must cross these RSI levels to confirm the trade.
Reversal Exits: Positions are closed when the EMA crossover or RSI condition reverses.
Backtesting:
Paste this script into the Pine Editor on TradingView to test it with historical data.
You can adjust the EMA, SMA, and RSI lengths based on your preferences.
Let me know if you need further adjustments or clarification!
Boa-Impulse MACD with Filters, Sessions,Date Range AddedOriginal indicator is according LazyBears IMACD
1. User Inputs:
MACD Parameters: You define the lengths for the Moving Average (MA) and Signal Line for the Impulse MACD indicator. You can also toggle whether to enable bar colors based on the MACD.
Stop Loss and Take Profit: You can choose between using tick or point-based stop loss and take profit values. Both are configurable for different strategies.
Timeframe Filters: This allows you to apply conditions based on different timeframes (e.g., 60-minute, 240-minute, or daily), which could be used to filter trades based on longer-term trends.
Session-based Filters: You can limit trading to specific time sessions (e.g., morning, afternoon) and select different timezone options.
MACD Signal Line Exit Filter: Option to exit trades when the MACD crosses the signal line.
Backtesting Date Range: You can set a specific date range for backtesting, controlling which trades are considered during backtesting periods.
2. Impulse MACD Calculation:
Impulse MACD is calculated using custom functions: calc_smma() (Smoothed Moving Average) and calc_zlema() (Zero-Lag Exponential Moving Average).
The script uses these to generate the Impulse MACD value (md), the Signal Line (sb), and the Histogram (sh). The primary condition for entry and exit will be based on crossovers of these values.
3. Session Checks:
The script evaluates whether the current time is within the specified trading session (using isInSessionX).
It will only enter trades during the defined sessions if the restricted_trading_times option is enabled.
4. Higher Timeframe Filters:
The script checks the Impulse MACD values on multiple timeframes (e.g., 60-minute, 240-minute, daily). The strategy will only consider long trades if all specified timeframes are bullish and short trades if all are bearish.
5. Entry Conditions:
The entry signals are determined by zero-crosses of the Impulse MACD (zero_cross_up for long, zero_cross_down for short).
If the conditions are met (crossovers, session, timeframe filters, date range), it will open a long or short position.
6. Exit Conditions:
Signal Line Exit Filter: If the MACD crosses the signal line (and the option is enabled), the strategy will exit positions.
Additionally, the strategy has stop loss and take profit levels that are applied to each trade using the strategy.exit() function.
7. Stop Loss and Take Profit:
You can set stop loss and take profit based on either ticks or points. This is calculated with the current minimum tick value for the symbol.
8. Debug Plots:
The script plots the Impulse MACD and Signal Line values on the chart to visualize the trading signals.
The strategy also visualizes the sessions using different colored shapes on the chart for debugging and analysis.
Summary of the Strategy:
Buy (Long) when:
The Impulse MACD crosses above 0 (zero crossover).
The entry conditions (session, timeframe filters, and date range) are met.
Optionally, the strategy can use the MACD signal line exit filter to close long positions early.
Sell (Short) when:
The Impulse MACD crosses below 0 (zero crossover).
The entry conditions (session, timeframe filters, and date range) are met.
Optionally, the strategy can use the MACD signal line exit filter to close short positions early.
The Stop Loss and Take Profit levels are configurable based on your preferences, either in ticks or points, to protect your trades.
This strategy is highly customizable, providing flexibility in how it operates during different market conditions (based on timeframes and session filters). It’s designed to be used for various market types and timeframes, incorporating a multi-layer approach (Impulse MACD, timeframes, sessions).
Kızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü GüncelKızıl Goncam Trend İndikatörü Güncel
Boa -Impulse MACD with Filters and Sessions UPDATED Impulse MACD Strategy with Filters and Sessions
This strategy is designed to provide precise entry and exit points based on the Impulse MACD indicator while incorporating additional filters for flexibility and enhanced performance. It includes powerful features such as session-based trading, higher timeframe validation, and an optional signal line exit filter. Here's what makes this strategy unique:
Key Features:
Impulse MACD-Based Entries:
Utilizes the Impulse MACD to identify potential Long and Short opportunities.
Long positions are triggered when the Impulse MACD crosses above zero, signaling bullish momentum.
Short positions are triggered when the Impulse MACD crosses below zero, indicating bearish momentum.
Session-Based Time Filter:
You can restrict trading to specific time windows using up to six configurable trading sessions.
This allows the strategy to focus on periods of higher liquidity or times that match your trading style.
Higher Timeframe Filters:
Optional filters allow you to validate trades based on momentum and trends from up to three higher timeframes.
Ensures trades align with broader market conditions for higher accuracy.
Optional Signal Line Exit Filter:
Exits Long positions when the MACD signal line drops to or below 0.01.
Exits Short positions when the MACD signal line rises to or above -0.01.
This filter can be toggled on or off based on your trading style or preference.
Risk Management:
Configurable stop loss and take profit levels, either in ticks or points, to manage trade risk effectively.
Fully adjustable for both intraday and swing trading setups.
How It Works:
Entries:
Long: Triggered when the MACD value crosses above zero and aligns with the session and timeframe filters.
Short: Triggered when the MACD value crosses below zero and aligns with the session and timeframe filters.
Exits:
The MACD signal line exit filter ensures positions are closed when momentum weakens.
Optional stop loss and take profit levels provide automatic risk management.
Customizability:
Enable or disable the session filter, higher timeframe validation, and signal line exit filter.
Adjust parameters such as session times, MACD settings, and risk levels to tailor the strategy to your needs.
Who Is This Strategy For?:
Traders who value precision and flexibility.
Intraday and swing traders looking to combine momentum-based entries with time-based filtering.
Those seeking additional validation using higher timeframe trends or specific market sessions.
Impulse macd strategy with sessions filters and TP/SLimpulse MACD Strategy with Filters and Sessions
This strategy is designed to provide precise entry and exit points based on the Impulse MACD indicator while incorporating additional filters for flexibility and enhanced performance. It includes powerful features such as session-based trading, higher timeframe validation, and an optional signal line exit filter. Here's what makes this strategy unique:
Key Features:
Impulse MACD-Based Entries:
Utilizes the Impulse MACD to identify potential Long and Short opportunities.
Long positions are triggered when the Impulse MACD crosses above zero, signaling bullish momentum.
Short positions are triggered when the Impulse MACD crosses below zero, indicating bearish momentum.
Session-Based Time Filter:
You can restrict trading to specific time windows using up to six configurable trading sessions.
This allows the strategy to focus on periods of higher liquidity or times that match your trading style.
Higher Timeframe Filters:
Optional filters allow you to validate trades based on momentum and trends from up to three higher timeframes.
Ensures trades align with broader market conditions for higher accuracy.
Optional Signal Line Exit Filter:
Exits Long positions when the MACD signal line drops to or below 0.01.
Exits Short positions when the MACD signal line rises to or above -0.01.
This filter can be toggled on or off based on your trading style or preference.
Risk Management:
Configurable stop loss and take profit levels, either in ticks or points, to manage trade risk effectively.
Fully adjustable for both intraday and swing trading setups.
How It Works:
Entries:
Long: Triggered when the MACD value crosses above zero and aligns with the session and timeframe filters.
Short: Triggered when the MACD value crosses below zero and aligns with the session and timeframe filters.
Exits:
The MACD signal line exit filter ensures positions are closed when momentum weakens.
Optional stop loss and take profit levels provide automatic risk management.
Customizability:
Enable or disable the session filter, higher timeframe validation, and signal line exit filter.
Adjust parameters such as session times, MACD settings, and risk levels to tailor the strategy to your needs.
Who Is This Strategy For?:
Traders who value precision and flexibility.
Intraday and swing traders looking to combine momentum-based entries with time-based filtering.
Those seeking additional validation using higher timeframe trends or specific market sessions.
9 & 15 EMA Crossover Strategyema crossover indicator ready for you guys for information
contact at instagrame @the_alpha_trader007
Andean Oscillator (alexgrover) / Owl of Profit remakeThis strategy uses the Andean Oscillator, a technical indicator designed for trend analysis, based on online algorithms for trend detection. Special thanks to alexgrover for the original concept and work!
This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
creativecommons.org
© alexgrover
Original post:
alpaca.markets
Features:
Calculates Bullish and Bearish components using advanced EMA envelope calculations.
Generates signals based on trend strength:
Long: When Bullish strength exceeds Bearish strength.
Short: When Bearish strength exceeds Bullish strength.
Includes a customizable Signal Line for additional trend confirmation.
Fully visualized in a separate panel for easy analysis.
Customization Options:
Adjust Length for EMA envelope sensitivity.
Modify Signal Length for smoother or more reactive signal line behavior.
This strategy is intended for demonstration and educational purposes. Use it to analyze market trends or as a foundation for further refinement.
Visit my website for more tools and strategies: bybitindicators.com
Happy trading!
SPY/TLT Strategy█ STRATEGY OVERVIEW
The "SPY/TLT Strategy" is a trend-following crossover strategy designed to trade the relationship between TLT and its Simple Moving Average (SMA). The default configuration uses TLT (iShares 20+ Year Treasury Bond ETF) with a 20-period SMA, entering long positions on bullish crossovers and exiting on bearish crossunders. **This strategy is NOT optimized and performs best in trending markets.**
█ KEY FEATURES
SMA Crossover System: Uses price/SMA relationship for signal generation (Default: 20-period)
Dynamic Time Window: Configurable backtesting period (Default: 2014-2099)
Equity-Based Position Sizing: Default 100% equity allocation per trade
Real-Time Visual Feedback: Price/SMA plot with trend-state background coloring
Event-Driven Execution: Processes orders at bar close for accurate backtesting
█ SIGNAL GENERATION
1. LONG ENTRY CONDITION
TLT closing price crosses ABOVE SMA
Occurs within specified time window
Generates market order at next bar open
2. EXIT CONDITION
TLT closing price crosses BELOW SMA
Closes all open positions immediately
█ ADDITIONAL SETTINGS
SMA Period: Simple Moving Average length (Default: 20)
Start Time and End Time: The time window for trade execution (Default: 1 Jan 2014 - 1 Jan 2099)
Security Symbol: Ticker for analysis (Default: TLT)
█ PERFORMANCE OVERVIEW
Ideal Market Conditions: Strong trending environments
Potential Drawbacks: Whipsaws in range-bound markets
Backtesting results should be analyzed to optimize the MA Period and EMA Filter settings for specific instruments
3 Down, 3 Up Strategy█ STRATEGY DESCRIPTION
The "3 Down, 3 Up Strategy" is a mean-reversion strategy designed to capitalize on short-term price reversals. It enters a long position after consecutive bearish closes and exits after consecutive bullish closes. This strategy is NOT optimized and can be used on any timeframes.
█ WHAT ARE CONSECUTIVE DOWN/UP CLOSES?
- Consecutive Down Closes: A sequence of trading bars where each close is lower than the previous close.
- Consecutive Up Closes: A sequence of trading bars where each close is higher than the previous close.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The price closes lower than the previous close for Consecutive Down Closes for Entry (default: 3) consecutive bars.
The signal occurs within the specified time window (between Start Time and End Time).
If enabled, the close price must also be above the 200-period EMA (Exponential Moving Average).
2. EXIT CONDITION
A Sell Signal is generated when the price closes higher than the previous close for Consecutive Up Closes for Exit (default: 3) consecutive bars.
█ ADDITIONAL SETTINGS
Consecutive Down Closes for Entry: Number of consecutive lower closes required to trigger a buy. Default = 3.
Consecutive Up Closes for Exit: Number of consecutive higher closes required to exit. Default = 3.
EMA Filter: Optional 200-period EMA filter to confirm long entries in bullish trends. Default = disabled.
Start Time and End Time: Restrict trading to specific dates (default: 2014-2099).
█ PERFORMANCE OVERVIEW
Designed for volatile markets with frequent short-term reversals.
Performs best when price oscillates between clear support/resistance levels.
The EMA filter improves reliability in trending markets but may reduce trade frequency.
Backtest to optimize consecutive close thresholds and EMA period for specific instruments.
Buy on 5 day low Strategy█ STRATEGY DESCRIPTION
The "Buy on 5 Day Low Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price drops below the lowest low of the previous five days. It enters a long position when specific conditions are met and exits when the price exceeds the high of the previous day. This strategy is optimized for use on daily or higher timeframes.
█ WHAT IS THE 5-DAY LOW?
The 5-Day Low is the lowest price observed over the last five days. This level is used as a reference to identify potential oversold conditions and reversal points.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price is below the lowest low of the previous five days (`close < _lowest `).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous day (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently oscillates around key support levels.
It is sensitive to oversold conditions, as indicated by the 5-Day Low, and overbought conditions, as indicated by the previous day's high.
Backtesting results should be analyzed to optimize the strategy for specific instruments and market conditions.
3-Bar Low Strategy█ STRATEGY DESCRIPTION
The "3-Bar Low Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price drops below the lowest low of the previous three bars. It enters a long position when specific conditions are met and exits when the price exceeds the highest high of the previous seven bars. This strategy is suitable for use on various timeframes.
█ WHAT IS THE 3-BAR LOW?
The 3-Bar Low is the lowest price observed over the last three bars. This level is used as a reference to identify potential oversold conditions and reversal points.
█ WHAT IS THE 7-BAR HIGH?
The 7-Bar High is the highest price observed over the last seven bars. This level is used as a reference to identify potential overbought conditions and exit points.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price is below the lowest low of the previous three bars (`close < _lowest `).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
If the EMA Filter is enabled, the close price must also be above the 200-period Exponential Moving Average (EMA).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the highest high of the previous seven bars (`close > _highest `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
MA Period: The lookback period for the 200-period EMA used in the EMA Filter. Default is 200.
Use EMA Filter: Enables or disables the EMA Filter for long entries. Default is disabled.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently oscillates around key support and resistance levels.
It is sensitive to oversold conditions, as indicated by the 3-Bar Low, and overbought conditions, as indicated by the 7-Bar High.
Backtesting results should be analyzed to optimize the MA Period and EMA Filter settings for specific instruments.
Bollinger Bands Reversal + IBS Strategy█ STRATEGY DESCRIPTION
The "Bollinger Bands Reversal Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price deviates below the lower Bollinger Band and the Internal Bar Strength (IBS) indicates oversold conditions. It enters a long position when specific conditions are met and exits when the IBS indicates overbought conditions. This strategy is suitable for use on various timeframes.
█ WHAT ARE BOLLINGER BANDS?
Bollinger Bands consist of three lines:
- **Basis**: A Simple Moving Average (SMA) of the price over a specified period.
- **Upper Band**: The basis plus a multiple of the standard deviation of the price.
- **Lower Band**: The basis minus a multiple of the standard deviation of the price.
Bollinger Bands help identify periods of high volatility and potential reversal points.
█ WHAT IS INTERNAL BAR STRENGTH (IBS)?
Internal Bar Strength (IBS) is a measure of where the closing price is relative to the high and low of the bar. It is calculated as:
IBS = (Close - Low) / (High - Low)
A low IBS value (e.g., below 0.2) indicates that the close is near the low of the bar, suggesting oversold conditions. A high IBS value (e.g., above 0.8) indicates that the close is near the high of the bar, suggesting overbought conditions.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The IBS value is below 0.2, indicating oversold conditions.
The close price is below the lower Bollinger Band.
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the IBS value exceeds 0.8, indicating overbought conditions. This prompts the strategy to exit the position.
█ ADDITIONAL SETTINGS
Length: The lookback period for calculating the Bollinger Bands. Default is 20.
Multiplier: The number of standard deviations used to calculate the upper and lower Bollinger Bands. Default is 2.0.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently deviates from the Bollinger Bands.
It is sensitive to oversold and overbought conditions, as indicated by the IBS, which helps to identify potential reversals.
Backtesting results should be analyzed to optimize the Length and Multiplier parameters for specific instruments.
Average High-Low Range + IBS Reversal Strategy█ STRATEGY DESCRIPTION
The "Average High-Low Range + IBS Reversal Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price deviates significantly from its average high-low range and the Internal Bar Strength (IBS) indicates oversold conditions. It enters a long position when specific conditions are met and exits when the price shows strength by exceeding the previous bar's high. This strategy is suitable for use on various timeframes.
█ WHAT IS THE AVERAGE HIGH-LOW RANGE?
The Average High-Low Range is calculated as the Simple Moving Average (SMA) of the difference between the high and low prices over a specified period. It helps identify periods of increased volatility and potential reversal points.
█ WHAT IS INTERNAL BAR STRENGTH (IBS)?
Internal Bar Strength (IBS) is a measure of where the closing price is relative to the high and low of the bar. It is calculated as:
IBS = (Close - Low) / (High - Low)
A low IBS value (e.g., below 0.2) indicates that the close is near the low of the bar, suggesting oversold conditions.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price has been below the buy threshold (calculated as `upper - (2.5 * hl_avg)`) for a specified number of consecutive bars (`bars_below_threshold`).
The IBS value is below the specified buy threshold (`ibs_buy_treshold`).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Length: The lookback period for calculating the average high-low range. Default is 20.
Bars Below Threshold: The number of consecutive bars the price must remain below the buy threshold to trigger a Buy Signal. Default is 2.
IBS Buy Threshold: The IBS value below which a Buy Signal is triggered. Default is 0.2.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently deviates from its average high-low range.
It is sensitive to oversold conditions, as indicated by the IBS, which helps to identify potential reversals.
Backtesting results should be analyzed to optimize the Length, Bars Below Threshold, and IBS Buy Threshold parameters for specific instruments.
Turn of the Month Strategy on Steroids█ STRATEGY DESCRIPTION
The "Turn of the Month Strategy on Steroids" is a seasonal mean-reversion strategy designed to capitalize on price movements around the end of the month. It enters a long position when specific conditions are met and exits when the Relative Strength Index (RSI) indicates overbought conditions. This strategy is optimized for use on daily or higher timeframes.
█ WHAT IS THE TURN OF THE MONTH EFFECT?
The Turn of the Month effect refers to the observed tendency of stock prices to rise around the end of the month. This strategy leverages this phenomenon by entering long positions when the price shows signs of a reversal during this period.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The current day of the month is greater than or equal to the specified `dayOfMonth` threshold (default is 25).
The close price is lower than the previous day's close (`close < close `).
The previous day's close is also lower than the close two days ago (`close < close `).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
There is no existing open position (`strategy.position_size == 0`).
2. EXIT CONDITION
A Sell Signal is generated when the 2-period RSI exceeds 65, indicating overbought conditions. This prompts the strategy to exit the position.
█ ADDITIONAL SETTINGS
Day of Month: The day of the month threshold for triggering a Buy Signal. Default is 25.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed to exploit seasonal price patterns around the end of the month.
It performs best in markets where the Turn of the Month effect is pronounced.
Backtesting results should be analyzed to optimize the `dayOfMonth` threshold and RSI parameters for specific instruments.
Consecutive Bars Above/Below EMA Buy the Dip Strategy█ STRATEGY DESCRIPTION
The "Consecutive Bars Above/Below EMA Buy the Dip Strategy" is a mean-reversion strategy designed to identify potential buying opportunities when the price dips below a moving average for a specified number of consecutive bars. It enters a long position when the dip condition is met and exits when the price shows strength by exceeding the previous bar's high. This strategy is suitable for use on various timeframes.
█ WHAT IS THE MOVING AVERAGE?
The strategy uses either a Simple Moving Average (SMA) or an Exponential Moving Average (EMA) as a reference for identifying dips. The type and length of the moving average can be customized in the settings.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price is below the selected moving average for a specified number of consecutive bars (`consecutiveBarsTreshold`).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Consecutive Bars Threshold: The number of consecutive bars the price must remain below the moving average to trigger a Buy Signal. Default is 3.
MA Type: The type of moving average used (SMA or EMA). Default is SMA.
MA Length: The length of the moving average. Default is 5.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for mean-reverting markets and performs best when the price frequently oscillates around the moving average.
It is sensitive to the number of consecutive bars below the moving average, which helps to identify potential dips.
Backtesting results should be analysed to optimize the Consecutive Bars Threshold, MA Type, and MA Length for specific instruments.
Turn around Tuesday on Steroids Strategy█ STRATEGY DESCRIPTION
The "Turn around Tuesday on Steroids Strategy" is a mean-reversion strategy designed to identify potential price reversals at the start of the trading week. It enters a long position when specific conditions are met and exits when the price shows strength by exceeding the previous bar's high. This strategy is optimized for ETFs, stocks, and other instruments on the daily timeframe.
█ WHAT IS THE STARTING DAY?
The Starting Day determines the first day of the trading week for the strategy. It can be set to either Sunday or Monday, depending on the instrument being traded. For ETFs and stocks, Monday is recommended. For other instruments, Sunday is recommended.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The current day is the first day of the trading week (either Sunday or Monday, depending on the Starting Day setting).
The close price is lower than the previous day's close (`close < close `).
The previous day's close is also lower than the close two days ago (`close < close `).
The signal occurs within the specified time window (between `Start Time` and `End Time`).
If the MA Filter is enabled, the close price must also be above the 200-period Simple Moving Average (SMA).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Starting Day: Determines the first day of the trading week. Options are Sunday or Monday. Default is Sunday.
Use MA Filter: Enables or disables the 200-period SMA filter for long entries. Default is disabled.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for markets with frequent weekly reversals.
It performs best in volatile conditions where price movements are significant at the start of the trading week.
Backtesting results should be analysed to optimize the Starting Day and MA Filter settings for specific instruments.
Consecutive Bearish Candle Strategy█ STRATEGY DESCRIPTION
The "Consecutive Bearish Candle Strategy" is a momentum-based strategy designed to identify potential reversals after a sustained bearish move. It enters a long position when a specific number of consecutive bearish candles occur and exits when the price shows strength by exceeding the previous bar's high. This strategy is optimized for use on various timeframes and instruments.
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price has been lower than the previous close for at least `Lookback` consecutive bars. This indicates a sustained bearish move, suggesting a potential reversal.
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Lookback: The number of consecutive bearish bars required to trigger a Buy Signal. Default is 3.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for markets with frequent momentum shifts.
It performs best in volatile conditions where price movements are significant.
Backtesting results should be analysed to optimize the `Lookback` parameter for specific instruments.
4 Bar Momentum Reversal strategy█ STRATEGY DESCRIPTION
The "4 Bar Momentum Reversal Strategy" is a mean-reversion strategy designed to identify price reversals following a sustained downward move. It enters a long position when a reversal condition is met and exits when the price shows strength by exceeding the previous bar's high. This strategy is optimized for indices and stocks on the daily timeframe.
█ WHAT IS THE REFERENCE CLOSE?
The Reference Close is the closing price from X bars ago, where X is determined by the Lookback period. Think of it as a moving benchmark that helps the strategy assess whether prices are trending upwards or downwards relative to past performance. For example, if the Lookback is set to 4, the Reference Close is the closing price 4 bars ago (`close `).
█ SIGNAL GENERATION
1. LONG ENTRY
A Buy Signal is triggered when:
The close price has been lower than the Reference Close for at least `Buy Threshold` consecutive bars. This indicates a sustained downward move, suggesting a potential reversal.
The signal occurs within the specified time window (between `Start Time` and `End Time`).
2. EXIT CONDITION
A Sell Signal is generated when the current closing price exceeds the high of the previous bar (`close > high `). This indicates that the price has shown strength, potentially confirming the reversal and prompting the strategy to exit the position.
█ ADDITIONAL SETTINGS
Buy Threshold: The number of consecutive bearish bars needed to trigger a Buy Signal. Default is 4.
Lookback: The number of bars ago used to calculate the Reference Close. Default is 4.
Start Time and End Time: The time window during which the strategy is allowed to execute trades.
█ PERFORMANCE OVERVIEW
This strategy is designed for trending markets with frequent reversals.
It performs best in volatile conditions where price movements are significant.
Backtesting results should be analysed to optimize the Buy Threshold and Lookback parameters for specific instruments.
