888 BOT #backtest█ 888 BOT #backtest
This is an Expert Advisor 'EA' or Automated trading script for ‘longs’ and ‘shorts’, which uses only a Take Profit or, in the worst case, a Stop Loss to close the trade.
It's a much improved version of the previous ‘Repanocha’. It doesn`t use 'Trailing Stop' or 'security()' functions (although using a security function doesn`t mean that the script repaints) and all signals are confirmed, therefore the script doesn`t repaint in alert mode and is accurate in backtest mode.
Apart from the previous indicators, some more and other functions have been added for Stop-Loss, re-entry and leverage.
It uses 8 indicators, (many of you already know what they are, but in case there is someone new), these are the following:
1. Jurik Moving Average
It's a moving average created by Mark Jurik for professionals which eliminates the 'lag' or delay of the signal. It's better than other moving averages like EMA, DEMA, AMA or T3.
There are two ways to decrease noise using JMA. Increasing the 'LENGTH' parameter will cause JMA to move more slowly and therefore reduce noise at the expense of adding 'lag'
The 'JMA LENGTH', 'PHASE' and 'POWER' parameters offer a way to select the optimal balance between 'lag' and over boost.
Green: Bullish, Red: Bearish.
2. Range filter
Created by Donovan Wall, its function is to filter or eliminate noise and to better determine the price trend in the short term.
First, a uniform average price range 'SAMPLING PERIOD' is calculated for the filter base and multiplied by a specific quantity 'RANGE MULTIPLIER'.
The filter is then calculated by adjusting price movements that do not exceed the specified range.
Finally, the target ranges are plotted to show the prices that will trigger the filter movement.
Green: Bullish, Red: Bearish.
3. Average Directional Index (ADX Classic) and (ADX Masanakamura)
It's an indicator designed by Welles Wilder to measure the strength and direction of the market trend. The price movement is strong when the ADX has a positive slope and is above a certain minimum level 'ADX THRESHOLD' and for a given period 'ADX LENGTH'.
The green color of the bars indicates that the trend is bullish and that the ADX is above the level established by the threshold.
The red color of the bars indicates that the trend is down and that the ADX is above the threshold level.
The orange color of the bars indicates that the price is not strong and will surely lateralize.
You can choose between the classic option and the one created by a certain 'Masanakamura'. The main difference between the two is that in the first it uses RMA () and in the second SMA () in its calculation.
4. Parabolic SAR
This indicator, also created by Welles Wilder, places points that help define a trend. The Parabolic SAR can follow the price above or below, the peculiarity that it offers is that when the price touches the indicator, it jumps to the other side of the price (if the Parabolic SAR was below the price it jumps up and vice versa) to a distance predetermined by the indicator. At this time the indicator continues to follow the price, reducing the distance with each candle until it is finally touched again by the price and the process starts again. This procedure explains the name of the indicator: the Parabolic SAR follows the price generating a characteristic parabolic shape, when the price touches it, stops and turns (SAR is the acronym for 'stop and reverse'), giving rise to a new cycle. When the points are below the price, the trend is up, while the points above the price indicate a downward trend.
5. RSI with Volume
This indicator was created by LazyBear from the popular RSI.
The RSI is an oscillator-type indicator used in technical analysis and also created by Welles Wilder that shows the strength of the price by comparing individual movements up or down in successive closing prices.
LazyBear added a volume parameter that makes it more accurate to the market movement.
A good way to use RSI is by considering the 50 'RSI CENTER LINE' centerline. When the oscillator is above, the trend is bullish and when it is below, the trend is bearish.
6. Moving Average Convergence Divergence (MACD) and (MAC-Z)
It was created by Gerald Appel. Subsequently, the histogram was added to anticipate the crossing of MA. Broadly speaking, we can say that the MACD is an oscillator consisting of two moving averages that rotate around the zero line. The MACD line is the difference between a short moving average 'MACD FAST MA LENGTH' and a long moving average 'MACD SLOW MA LENGTH'. It's an indicator that allows us to have a reference on the trend of the asset on which it is operating, thus generating market entry and exit signals.
We can talk about a bull market when the MACD histogram is above the zero line, along with the signal line, while we are talking about a bear market when the MACD histogram is below the zero line.
There is the option of using the MAC-Z indicator created by LazyBear, which according to its author is more effective, by using the parameter VWAP (volume weighted average price) 'Z-VWAP LENGTH' together with a standard deviation 'STDEV LENGTH' in its calculation.
7. Volume Condition
Volume indicates the number of participants in this war between bulls and bears, the more volume the more likely the price will move in favor of the trend. A low trading volume indicates a lower number of participants and interest in the instrument in question. Low volumes may reveal weakness behind a price movement.
With this condition, those signals whose volume is less than the volume SMA for a period 'SMA VOLUME LENGTH' multiplied by a factor 'VOLUME FACTOR' are filtered. In addition, it determines the leverage used, the more volume, the more participants, the more probability that the price will move in our favor, that is, we can use more leverage. The leverage in this script is determined by how many times the volume is above the SMA line.
The maximum leverage is 8.
8. Bollinger Bands
This indicator was created by John Bollinger and consists of three bands that are drawn superimposed on the price evolution graph.
The central band is a moving average, normally a simple moving average calculated with 20 periods is used. ('BB LENGTH' Number of periods of the moving average)
The upper band is calculated by adding the value of the simple moving average X times the standard deviation of the moving average. ('BB MULTIPLIER' Number of times the standard deviation of the moving average)
The lower band is calculated by subtracting the simple moving average X times the standard deviation of the moving average.
the band between the upper and lower bands contains, statistically, almost 90% of the possible price variations, which means that any movement of the price outside the bands has special relevance.
In practical terms, Bollinger bands behave as if they were an elastic band so that, if the price touches them, it has a high probability of bouncing.
Sometimes, after the entry order is filled, the price is returned to the opposite side. If price touch the Bollinger band in the same previous conditions, another order is filled in the same direction of the position to improve the average entry price, (% MINIMUM BETTER PRICE ': Minimum price for the re-entry to be executed and that is better than the price of the previous position in a given %) in this way we give the trade a chance that the Take Profit is executed before. The downside is that the position is doubled in size. 'ACTIVATE DIVIDE TP': Divide the size of the TP in half. More probability of the trade closing but less profit.
█ STOP LOSS and RISK MANAGEMENT.
A good risk management is what can make your equity go up or be liquidated.
The % risk is the percentage of our capital that we are willing to lose by operation. This is recommended to be between 1-5%.
% Risk: (% Stop Loss x % Equity per trade x Leverage) / 100
First the strategy is calculated with Stop Loss, then the risk per operation is determined and from there, the amount per operation is calculated and not vice versa.
In this script you can use a normal Stop Loss or one according to the ATR. Also activate the option to trigger it earlier if the risk percentage is reached. '% RISK ALLOWED'
'STOP LOSS CONFIRMED': The Stop Loss is only activated if the closing of the previous bar is in the loss limit condition. It's useful to prevent the SL from triggering when they do a ‘pump’ to sweep Stops and then return the price to the previous state.
█ BACKTEST
The objective of the Backtest is to evaluate the effectiveness of our strategy. A good Backtest is determined by some parameters such as:
- RECOVERY FACTOR: It consists of dividing the 'net profit' by the 'drawdown’. An excellent trading system has a recovery factor of 10 or more; that is, it generates 10 times more net profit than drawdown.
- PROFIT FACTOR: The ‘Profit Factor’ is another popular measure of system performance. It's as simple as dividing what win trades earn by what loser trades lose. If the strategy is profitable then by definition the 'Profit Factor' is going to be greater than 1. Strategies that are not profitable produce profit factors less than one. A good system has a profit factor of 2 or more. The good thing about the ‘Profit Factor’ is that it tells us what we are going to earn for each dollar we lose. A profit factor of 2.5 tells us that for every dollar we lose operating we will earn 2.5.
- SHARPE: (Return system - Return without risk) / Deviation of returns.
When the variations of gains and losses are very high, the deviation is very high and that leads to a very poor ‘Sharpe’ ratio. If the operations are very close to the average (little deviation) the result is a fairly high 'Sharpe' ratio. If a strategy has a 'Sharpe' ratio greater than 1 it is a good strategy. If it has a 'Sharpe' ratio greater than 2, it is excellent. If it has a ‘Sharpe’ ratio less than 1 then we don't know if it is good or bad, we have to look at other parameters.
- MATHEMATICAL EXPECTATION: (% winning trades X average profit) + (% losing trades X average loss).
To earn money with a Trading system, it is not necessary to win all the operations, what is really important is the final result of the operation. A Trading system has to have positive mathematical expectation as is the case with this script: ME = (0.87 x 30.74$) - (0.13 x 56.16$) = (26.74 - 7.30) = 19.44$ > 0
The game of roulette, for example, has negative mathematical expectation for the player, it can have positive winning streaks, but in the long term, if you continue playing you will end up losing, and casinos know this very well.
PARAMETERS
'BACKTEST DAYS': Number of days back of historical data for the calculation of the Backtest.
'ENTRY TYPE': For '% EQUITY' if you have $ 10,000 of capital and select 7.5%, for example, your entry would be $ 750 without leverage. If you select CONTRACTS for the 'BTCUSDT' pair, for example, it would be the amount in 'Bitcoins' and if you select 'CASH' it would be the amount in $ dollars.
'QUANTITY (LEVERAGE 1X)': The amount for an entry with X1 leverage according to the previous section.
'MAXIMUM LEVERAGE': It's the maximum allowed multiplier of the quantity entered in the previous section according to the volume condition.
The settings are for Bitcoin at Binance Futures (BTC: USDTPERP) in 30 minutes.
For other pairs and other timeframes, the settings have to be adjusted again. And within a month, the settings will be different because we all know the market and the trend are changing.
█ 888 BOT (SPANISH)
Este es un Expert Advisor 'EA' o script de trading automatizado para ‘longs’ y ‘shorts’, el cual, utiliza solo un Take Profit o, en el peor de los casos, un Stop Loss para cerrar el trade.
Es una versión muy mejorada del anterior ‘Repanocha’. No utiliza ‘Trailing Stop’, ni funciones ‘security()’ (aunque usar una función security no significa que el script repinte) y todas las señales son confirmadas, por consiguiente, el script no repinta en modo alertas y es preciso en en el modo backtest.
Aparte de los anteriores indicadores se han añadido algunos más y otras funciones para Stop-Loss, de re-entrada y apalancamiento.
Utiliza 8 indicadores, (muchos ya sabéis sobradamente lo que son, pero por si hay alguien nuevo), son los siguientes:
1. Jurik Moving Average
Es una media móvil creada por Mark Jurik para profesionales la cual elimina el ‘lag’ o retardo de la señal. Es mejor que otras medias móviles como la EMA, DEMA, AMA o T3.
Hay dos formas de disminuir el ruido utilizando JMA. El aumento del parámetro 'LENGTH' hará que JMA se mueva más lentamente y, por lo tanto, reducirá el ruido a expensas de añadir ‘lag’
Los parámetros 'JMA LENGTH', 'PHASE' y 'POWER' ofrecen una forma de seleccionar el equilibrio óptimo entre ‘lag’ y sobre impulso.
Verde : Alcista, Rojo: Bajista.
2. Range filter
Creado por Donovan Wall, su función es la de filtrar o eliminar el ruido y poder determinar mejor la tendencia del precio a corto plazo.
Primero, se calcula un rango de precio promedio uniforme 'SAMPLING PERIOD' para la base del filtro y se multiplica por una cantidad específica 'RANGE MULTIPLIER'.
A continuación, el filtro se calcula ajustando los movimientos de precios que no exceden el rango especificado.
Por último, los rangos objetivo se trazan para mostrar los precios que activarán el movimiento del filtro.
Verde : Alcista, Rojo: Bajista.
3. Average Directional Index (ADX Classic) y (ADX Masanakamura)
Es un indicador diseñado por Welles Wilder para medir la fuerza y dirección de la tendencia del mercado. El movimiento del precio tiene fuerza cuando el ADX tiene pendiente positiva y está por encima de cierto nivel mínimo 'ADX THRESHOLD' y para un periodo dado 'ADX LENGTH'.
El color verde de las barras indica que la tendencia es alcista y que el ADX está por encima del nivel establecido por el threshold.
El color Rojo de las barras indica que la tendencia es bajista y que el ADX está por encima del nivel de threshold.
El color naranja de las barras indica que el precio no tiene fuerza y seguramente lateralizará.
Se puede elegir entre la opción clásica y la creada por un tal 'Masanakamura'. La diferencia principal entre los dos es que en el primero utiliza RMA() y en el segundo SMA() en su cálculo.
4. Parabolic SAR
Este indicador, creado también por Welles Wilder, coloca puntos que ayudan a definir una tendencia. El Parabolic SAR puede seguir al precio por encima o por debajo, la particularidad que ofrece es que cuando el precio toca al indicador, este salta al otro lado del precio (si el Parabolic SAR estaba por debajo del precio salta arriba y viceversa) a una distancia predeterminada por el indicador. En este momento el indicador vuelve a seguir al precio, reduciendo la distancia con cada vela hasta que finalmente es tocado otra vez por el precio y se vuelve a iniciar el proceso. Este procedimiento explica el nombre del indicador: el Parabolic SAR va siguiendo al precio generando una característica forma parabólica, cuando el precio lo toca, se para y da la vuelta (SAR son las siglas en inglés de ‘stop and reverse’), dando lugar a un nuevo ciclo. Cuando los puntos están por debajo del precio, la tendencia es alcista, mientras que los puntos por encima del precio indica una tendencia bajista.
5. RSI with Volume
Este indicador lo creo un tal LazyBear de TV a partir del popular RSI.
El RSI es un indicador tipo oscilador utilizado en análisis técnico y creado también por Welles Wilder que muestra la fuerza del precio mediante la comparación de los movimientos individuales al alza o a la baja de los sucesivos precios de cierre.
LazyBear le añadió un parámetro de volumen que lo hace más preciso al movimiento del mercado.
Una buena forma de usar el RSI es teniendo en cuenta la línea central de 50 'RSI CENTER LINE'. Cuando el oscilador está por encima, la tendencia es alcista y cuando está por debajo la tendencia es bajista.
6. Moving Average Convergence Divergence (MACD) y (MAC-Z)
Fue creado por Gerald Appel. Posteriormente se añadió el histograma para anticipar el cruce de medias. A grandes rasgos podemos decir que el MACD es un oscilador consistente en dos medias móviles que van girando en torno a la línea de cero. La línea del MACD no es más que la diferencia entre una media móvil corta 'MACD FAST MA LENGTH' y una media móvil larga 'MACD SLOW MA LENGTH'. Es un indicador que nos permite tener una referencia sobre la tendencia del activo sobre el cual se está operando, generando de este modo señales de entrada y salida del mercado.
Podemos hablar de mercado alcista cuando el histograma del MACD se sitúe por encima de la línea cero, junto con la línea de señal, mientras que hablaremos de mercado bajista cuando el histograma MACD se situará por debajo de la línea cero.
Está la opción de utilizar el indicador MAC-Z creado por LazyBear que según su autor es más eficaz, por utilizar el parámetro VWAP (precio medio ponderado por volumen) 'Z-VWAP LENGTH' junto con una desviación standard 'STDEV LENGTH' en su cálculo.
7. Volume Condition
El volumen indica el número de participantes en esta guerra entre toros y osos, cuanto más volumen más probabilidad de que se mueva el precio a favor de la tendencia. Un volumen bajo de negociación indica un menor número de participantes e interés por el instrumento en cuestión. Los bajos volúmenes pueden revelar debilidad detrás de un movimiento de precios.
Con esta condición se filtran aquellas señales cuyo volumen es inferior a la SMA de volumen para un periodo 'SMA VOLUME LENGTH' multiplicado por un factor 'VOLUME FACTOR'. Además, determina el apalancamiento utilizado, a más volumen, más participantes, más probabilidad de que se mueva el precio a nuestro favor, es decir, podemos utilizar más apalancamiento. El apalancamiento en este script lo determina las veces que está el volumen por encima de la línea de la SMA.
El apalancamiento máximo es de 8.
8. Bollinger Bands
Este indicador fue creado por John Bollinger y consiste en tres bandas que se dibujan superpuestas al gráfico de evolución del precio.
La banda central es una media móvil, normalmente se emplea una media móvil simple calculada con 20 períodos. ('BB LENGTH' Número de periodos de la media móvil)
La banda superior se calcula sumando al valor de la media móvil simple X veces la desviación típica de la media móvil. ('BB MULTIPLIER' Número de veces la desviación típica de la media móvil)
La banda inferior de calcula restando a la media móvil simple X veces la desviación típica de la media móvil.
la franja comprendida entre las bandas superior e inferior contiene, estadísticamente, casi un 90% de las posibles variaciones del precio, lo que significa que cualquier movimiento del precio fuera de las bandas tiene especial relevancia.
En términos prácticos, las bandas de Bollinger se comporta como si de una banda elástica se tratara de manera que, si el precio las toca, éste tiene mucha probabilidad de rebotar.
En ocasiones, después de rellenarse la orden de entrada, el precio se devuelve hacia el lado contrario. Si toca la banda de Bollinger se rellena otra orden en la misma dirección de la posición para mejorar el precio medio de entrada, (% MINIMUM BETTER PRICE': Precio mínimo para que se ejecute la re-entrada y que sea mejor que el precio de la posición anterior en un % dado) de esta manera damos una oportunidad al trade de que el Take Profit se ejecute antes. La desventaja es que se dobla el tamaño de la posición. 'ACTIVATE DIVIDE TP': Divide el tamaño del TP a la mitad. Más probabilidad de que se cierre el trade pero menos ganancias.
█ STOP LOSS y RISK MANAGEMENT.
Una buena gestión de las pérdidas o gestión del riesgo es lo que puede hacer que tu cuenta suba o se liquide en poco tiempo.
El % de riesgo es el porcentaje de nuestro capital que estamos dispuestos a perder por operación. Este se aconseja que debe estar comprendido entre un 1-5%.
% Risk = (% Stop Loss x % Equity per trade x Leverage) / 100
Primero se calcula la estrategia con Stop Loss, después se determina el riesgo por operación y a partir de ahí se calcula el monto por operación y no al revés.
En este script puedes usar un Stop Loss normal o uno según el ATR. También activar la opción de que salte antes si se alcanza el porcentaje de riesgo. '% RISK ALLOWED'
'STOP LOSS CONFIRMED': Solamente se activa el Stop Loss si el cierre de la barra anterior se encuentra en la condición de límite de pérdidas. Es útil para evitar que se dispare el SL cuando hacen un ‘pump’ para barrer Stops y luego se devuelve el precio a la normalidad.
█ BACKTEST
El objetivo del Backtest es evaluar la eficacia de nuestra estrategia. Un buen Backtest lo determinan algunos parámetros como son:
- RECOVERY FACTOR: Consiste en dividir el ‘beneficio neto’ entre el ‘drawdown’. Un excelente sistema de trading tiene un recovery factor de 10 o más; es decir, genera 10 veces más beneficio neto que drawdown.
- PROFIT FACTOR: El ‘Profit Factor’ es otra medida popular del rendimiento de un sistema. Es algo tan simple como dividir lo que ganan las operaciones con ganancias entre lo que pierden las operaciones con pérdidas. Si la estrategia es rentable entonces por definición el ‘Profit Factor’ va a ser mayor que 1. Las estrategias que no son rentables producen factores de beneficio menores que uno. Un buen sistema tiene un profit factor de 2 o más. Lo bueno del ‘Profit Factor’ es que nos dice lo que vamos a ganar por cada dolar que perdemos. Un profit factor de 2.5 nos dice que por cada dolar que perdamos operando vamos a ganar 2.5.
- SHARPE: (Retorno sistema – Retorno sin riesgo) / Desviación de los retornos.
Cuando las variaciones de ganancias y pérdidas son muy altas, la desviación es muy elevada y eso conlleva un ratio de ‘Sharpe’ muy pobre. Si las operaciones están muy cerca de la media (poca desviación) el resultado es un ratio de ‘Sharpe’ bastante elevado. Si una estrategia tiene un ratio de ‘Sharpe’ mayor que 1 es una buena estrategia. Si tiene un ratio de ‘Sharpe’ mayor que 2, es excelente. Si tiene un ratio de ‘Sharpe’ menor que 1 entonces no sabemos si es buena o mala, hay que mirar otros parámetros.
- MATHEMATICAL EXPECTATION:(% operaciones ganadoras X ganancia media) + (% operaciones perdedoras X pérdida media).
Para ganar dinero con un sistema de Trading, no es necesario ganar todas las operaciones, lo verdaderamente importante es el resultado final de la operativa. Un sistema de Trading tiene que tener esperanza matemática positiva como es el caso de este script.
El juego de la ruleta, por ejemplo, tiene esperanza matemática negativa para el jugador, puede tener rachas positivas de ganancias, pero a la larga, si se sigue jugando se acabará perdiendo, y esto los casinos lo saben muy bien.
PARAMETROS
'BACKTEST DAYS': Número de días atrás de datos históricos para el calculo del Backtest.
'ENTRY TYPE': Para % EQUITY si tienes 10000$ de capital y seleccionas 7.5% tu entrada sería de 750$ sin apalancamiento. Si seleccionas CONTRACTS para el par BTCUSDT sería la cantidad en Bitcoins y si seleccionas CASH sería la cantidad en dólares.
'QUANTITY (LEVERAGE 1X)': La cantidad para una entrada con apalancamiento X! según el apartado anterior.
'MAXIMUM LEVERAGE': Es el máximo multiplicador permitido de la cantidad introducida en el apartado anterior según la condición de volumen.
Los settings son para Bitcoin en Binance Futures (BTC:USDTPERP) en 30 minutos.
Para otro pares y otras temporalidades se tienen que ajustar las opciones de nuevo. Además para dentro de un mes, los ajustes serán otros distintos ya que el mercado y la tendencia es cambiante.
חפש סקריפטים עבור "bot"
Reversion Scalp Bot v7Name: Reversion Scalp Bot v7
Symbol: XBTUSD
Suggested Equity: 15%
Leverage: 10X or 25X
Candles: 1-minute
Type: Scalp
Description:
This scalp bot uses medium leverage to scalp small but high certainty movements on the 1-minute timeframe. In a proprietary feature, the algo is built for in and out trades essentially based on mean reversion and volume indicators.
The Algo is also leveraging pattern recognition and backtested volume analysis. You are trading with the exchange's built-in systems that drive liquidations and insurance funds. Each trade will be longer no than one hour.
Reversion Scalp Bot v4Name: Reversion Scalp Bot
Symbol: XBTUSD
Suggested Equity: 15%
Leverage: 10X or 25X
Candles: 1-minute
Type: Scalp
Description:
This scalp bot uses medium leverage to scalp small but high certainty movements on the 1-minute timeframe. In a proprietary feature, the algo is built for in and out trades essentially based on mean reversion and volume indicators.
The Algo is also leveraging pattern recognition and backtested volume analysis. You are trading with the exchange's built-in systems that drive liquidations and insurance funds. Each trade will be longer no than one hour.
HatiKO EnvelopesPublished source code is subject to the terms of the GNU Affero General Public License v3.0
This script describes and provides backtesting functionality to internal strategy of algorithmic crypto trading software "HatiKO bot".
Suitable for backtesting any Cryptocurrency Pair on any Exchange/Platform, any Timeframe.
Core Mechanics of this strategy are based on theory of price always returning to Moving Average + Envelopes indicator (Moving_average_envelope from Wiki)
Developement of this script and trading software is inspired by:
"Essential Technical Analysis: Tools and Techniques to Spot Market Trends" by Leigh Stevens (published on 12th of April 2002)
"Moving Average Envelopes" by ChartSchool, StockCharts platform (published on 13th of April 2015 or earlier)
"Коля Колеснік" from Crypto Times channel ("Метод сетка", published on 19th of August 2018)
"3 ways to use Moving Average Envelopes" by Rich Fitton, published on Trader's Nest (published on 28st of November 2018 or earlier)
noro's "Robot WhiteBox ShiftMA" strategy v1 script, published on TradingView platform (published on 29th of August 2018)
"Moving Average Envelopes: A Popular Trading Tool" Investopedia article (published 25th of June 2019)
and KROOL1980's blogpost on Argolabs ("Гридерство или Сетка как источник прибыли на форекс", published on 27th of February 2015)
Core Features:
1) Up to 4 Envelopes in each direction (Long/Short)
2) Use any of 6 different basis MAs, optionally use different MAs for Opening and Closure
3) Use different Timeframes for MA calculation, without any repainting and lookahead bias.
4) Fixed order size, not Martingale strategy
5) Close open position earlier by using Deviation parameter
6) PineScript v4 code
Options description:
Lot - % from your initial balance to use for order size calculation
Timeframe Short - Timeframe to use for Short Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Short - Type of MA to use for Short Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Short - Source of Price for Short Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short - Period used for Short Opening MA calculation, should be >=1, default is 3
MA offset Short - Offset for MA value used for Short Envelopes calculation, should be >= 0, default is 0
Timeframe Long - Timeframe to use for Long Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Long - Type of MA to use for Long Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Long - Source of Price for Long Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long - Period used for Long Opening MA calculation, should be >=1, default is 3
MA offset Long - Offset for MA value used for Long Envelopes calculation, should be >= 0, default is 0
Mode close MA Short - Enable different MA for Short position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Short Close - Timeframe to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Short - Type of MA to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Short Close - Source of Price for Short Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short Close - Period used for Short Opening MA calculation, should be >=1, default is 3
Short Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Short Close - Offset for MA value used for Short Position Closure calculation, should be >= 0, default is 0
Mode close MA Long - Enable different MA for Long position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Long Close - Timeframe to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Long - Type of MA to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Long Close - Source of Price for Long Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long Close - Period used for Long Opening MA calculation, should be >=1, default is 3
Long Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Long Close - Offset for MA value used for Long Position Closure calculation, should be >= 0, default is 0
Short Shift 1..4 - % from MA value to put Envelopes at, for Shorts numbers should be positive, the higher is number, the higher should be Shift position, example: "Shift 1 = 1, shift 2 = 2, etc."
Long Shift 1..4 - % from MA value to put Envelopes at, for Longs numbers should be negative, the lower is number, the lower should be Shift position, example: "Shift 1 = -1, shift 2 = -2, etc."
From Year 20XX - Backtesting Starting Year number, only 20xx supported as script is cryptocurrency-oriented.
To Year 20XX - Backtesting Final Year number, only 20xx supported as script is cryptocurrency-oriented.
From Month - Years starting Month, optional tweaking, changing not recommended
To Month - Years ending Month, optional tweaking, changing not recommended
From day - Months starting day, optional tweaking, changing not recommended
To day - Months ending day, optional tweaking, changing not recommended
Graph notes:
Green lines - Long Envelopes.
Red lines - Short Envelopes.
Orange line - MA for closing of Short positions.
Lime line - MA for closing of Long positions.
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Опубликованный исходный код регулируется Условиями Стандартной Общественной Лицензии GNU Affero v3.0
Этот скрипт описывает и предоставляет функции бектеста для внутренней стратегии алгоритмического программного обеспечения "HatiKO bot".
Подходит для тестирования любой криптовалютной пары на любой бирже/платформе, на любом таймфрейме.
Кор-механика этой стратегии основана на теории всегда возвращающейся к значению МА цены с использованием индикатора Envelopes (Moving_average_envelope from Wiki)
Разработка этого скрипта и программного обеспечения для торговли вдохновлена следующими источниками:
Книга "Essential Technical Analysis: Tools and Techniques to Spot Market Trends" Ли Стивенса (опубликовано 12 апреля 2002 года)
«Moving Average Envelopes» от ChartSchool, платформа StockCharts (опубликовано 13 апреля 2015 года или раньше)
«Коля Колеснік» с канала Crypto Times («Метод сетка», опубликовано 19 августа 2018 года)
«3 ways to use Moving Average Envelopes» Рича Фиттона, опубликованные в «Trader's Nest» (опубликовано 28 ноября 2018 года или раньше)
Скрипт стратегии noro "Robot WhiteBox ShiftMA" v1, опубликованный на платформе TradingView(опубликовано 29 августа 2018 года)
«Moving Average Envelopes: A Popular Trading Tool», статья Investopedia (опубликовано 25 июня 2019 года)
Блог KROOL1980 из Argolabs («Гридерство или Сетка как источник прибыли на форекс», опубликовано 27 февраля 2015 года)
Основные особенности:
1) До 4-х Ордеров в каждом из направлении (Лонг / Шорт)
2) Выбор из 6-ти разных базовых МА, опционально используйте разные МА для открытия и закрытия.
3) Используйте разные таймфреймы для расчета MA, без перерисовки и "эффекта стеклянного шара".
4) Фиксированный размер ордера, а не стратегия Мартингейла
5) Возможность закрытия открытой позиции заблаговременно, используя параметр Deviation
6) Код реализован на PineScript v4
Описание параметров:
Lot - % от вашего первоначального баланса, используется при расчете размера Ордера
Timeframe Short - таймфрейм, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Short - тип MA, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию SMA
Data Short - источник цены для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short - период, используемый для расчета МА Открытия Шорт позиций, должен быть >= 1, по умолчанию 3
MA Offset Short - смещение значения MA, используемого для расчета Шорт Ордеров, должно быть >= 0, по умолчанию 0
Timeframe Long - таймфрейм, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Long - тип MA, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию SMA
Data Long - источник цены для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long - период, используемый для расчета МА Открытия Лонг позиций, должен быть >= 1, по умолчанию 3
MA Offset Long - смещение значения MA, используемого для расчета Лонг Ордеров, должно быть >= 0, по умолчанию 0
Mode close MA Short - Включает отдельное MA для закрытия Шорт позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Short Close - таймфрейм, используемый для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Short - тип MA, используемый при расчете МА Закрытия Шорт позиции. Mожно выбрать из списка, по умолчанию SMA
Data Short Close - источник цены для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short Close - период, используемый для расчета МА Закрытия Шорт позиции, должен быть >= 1, по умолчанию 3
Short Deviation - % отклонения от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Short Close - смещение значения MA, используемого для расчета закрытия Шорт позиции, должно быть >= 0, по умолчанию 0
Mode close MA Long - Включает разные MA для закрытия Лонг позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Long Close - таймфрейм, используемый для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Long - тип MA, используемый при расчете МА Закрытия Лонг позиции. Mожно выбрать из списка, по умолчанию SMA
Data Long Close - источник цены для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long Close - период, используемый для расчета МА Закрытия Лонг позиции, должен быть >= 1, по умолчанию 3
Long Deviation -% для перехода от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Long Close - смещение значения MA, используемого для расчета закрытия Лонг позиции, должно быть >= 0, по умолчанию 0
Short Shift 1..4 - % от значения MA для размещения Ордеров, для Шорт Ордеров должен быть положительным, чем выше номер, тем выше должна располагаться позиция Shift, например: «Shift 1 = 1, Shift 2 = 2 и т.д. "
Long Shift 1..4 - % от значения MA для размещения Ордеров, для Лонг Ордеров должно быть отрицательным, чем ниже число, тем ниже должна располагаться позиция Shift, например: «Shift 1 = -1, Shift 2 = -2, и т.д."
From Year 20XX - Год начала тестирования, из-за ориентированности на криптовалюты поддерживаются только значения формата 20хх.
To Year 20XX - Год окончания тестирования, из-за ориентированности на криптовалюты поддерживаются только значения формата 20хх.
From Month - Начальный месяц, опционально, менять не рекомендуется
To Month - Конечный месяц, опционально, менять не рекомендуется
From day - Начальный день месяца, опционально, менять не рекомендуется
To day - Конечный день месяца, опционально, менять не рекомендуется
Пояснения к графику:
Зеленые линии - Лонг Ордера.
Красные линии - Шорт Ордера.
Оранжевая линия - MA Закрытия Шорт позиций.
Лаймовая линия - MA Закрытия Лонг позиций.
9KSCALPBOT 5x 15-min StrategyThis scalp bot uses low leverage to scalp small but high certainty movements on the 15-minute timeframe. Its amazing proprietary feature addresses the common problem of accumulated losses due to excessive stop-lossing -- this is done by assessing macro trends on higher timeframes when underwater, and then riding the position out until profitable again. You will get an average of about 1 entry and 1 exit per day.
The core logic uses a modified combination of CCI and Schaff Trend oscillators and a proprietary pattern recognition mechanic. Leverage should be kept low (5X or less) as the algorithm could temporarily go significantly underwater as well as pyramid (stack) same direction entries up to five times before closing. Any leverage higher than 5X significantly increases risk of liquidation. This bot has been consistently backtested for 10 months with about 75-85% win rate, 100%+ 3-month profitability, very low ~5% drawdown, all after factoring typical BitMex fees (0.06% after counting affiliate self-referral).
As with any automated strategy, it does not account for black swan events or disruptions in server connectivity (e.g., BitMex overload errors).
Vilarso BotThis script is a trading strategy that is based on mathematical calculations of the average price on a chart for a certain period of time (EMA).
It is recommended to use an indicator (script Vilarso Bot) using a chart with a time frame of 1 hour. On other timeframes, the trading strategy will be less effective.
The indicator (script Vilarso Bot) is well suited for intraday trading strategy. Inside the day, on the 1 hour timeframe, the indicator determines high and low price values. You must also take into account the direction of the trend, since in the lateral movement the flat indicator can (locally) mislead you.
It is recommended to use with additional technical analysis tools, which are also built into the functionality.
Before applying this indicator, be sure to study its behavior on the history of the chart!
UT Bot StrategyUT Bot indicator was inially developer by @Yo_adriiiiaan
Idea of original code belongs @HPotter
I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it.
Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles.
Do not add this strategy to HA candles, use usual candles and this checkbox.
Original script:
Trader X BotDaily Trend Strategy by Trader X
This bot should be used on the Daily timeframe in order to reveal the macro trend of the market. It is advisable to take swing trades in the direction that the bot is showing. In order to achieve maximum results set alerts to identify the shift in trend and find entries when the alert goes off.
Ideal Take Profit areas are the areas that the previous signal was given. Stop should be adjusted bellow major swing lows or above major swing highs.
Trade with cautious
-Trader X
Algorithm Builder (Signal version)Gentlemen traders
As promised, here's the Algorithm Builder (Signal Version) that is an alternative version of that previous indicator : Strategy-Builder-Crypto-Single-Trend-Plots/
This one was quite successful and already 11 person bought for me which is unbelievable. Thank you so much guys for your appreciation of my work
The script of this present post is still invite-only because it required years in the making (it's the fruit of all my errors and trials while trading for the past 7 years and when developing trading bots for traders professionally)
What's the Algorithm Builder?
Simply put, the indicator will detect the confluence/convergence of multiple unrelated indicators and alert you when the ones YOU selected will be in the same direction. (if you didn't understand this it's because I'm french)
For example, let's say you select a MM cross and MACD, whenever the MM cross will be green/bullish AND MACD green/bullish also, you'll get a nice .... wait for it..... green/bullish /diamond. Starting to see what I meant before now :)
Not sure if I should go as far as introducing the other example but let's go for it. Still, in the same spirit, a confluence of red/bearish MM cross and red/bearish MACD will give .... (finish the sentence and you'll get my appreciation. hint: the color of the diamond will be red)
So what's cool about it now ... or I should say even cooler... even more awesome (Barney Stinson, please hive five me for this tool...) is that it can be plugged in a single click to a complete Backtest engine
I inspired myself greatly from the Pinescripters Backtesting-Trading-Engine-PineCoders/ but had to make changes to adapt it to my tool.
It took me a few days of work and I'll share it also tomorrow so please stay tuned and give me a follow so that you'll be updated
In the Backtester itself, I added some features like :
- Stop-loss based on supertrend
- Hard Exit based on indicators used by the Algorithm Builder
I just made it more relevant for my indicator
Performance sir?
The period selected for the screenshot below is the last 3 months
Here's a preview of what you should expect tomorrow as well imgur.com
There isn't a BEST configuration for the tool. I made one that matches my psychology and capital. You'll have to find yours by playing with it or asking me for a bit of help if you're lost
Will require a bit of work but could be very worth it in the end :)
What's next sir?
I'm perfectly aware that the indicator doesn't give a lot of signals and that's because it's an entry-level version of all the Algorithm Builders I'm selling now and will be available on my website by end of August (along with the website itself)
More advanced versions already made allow to :
- get more entries
that one is the best addition, in my opinion, it multiplies the gains (and losses :P) as it allows some orders pyramiding and to reinforce a position if the trend is very strong. You won't have to do anything, just to wait for the alerts by email/sms from TradingView
- multiple take profit levels
- connected to systems like Autoview/ProfitView to automatize even more your trading and send those signals to your broker directly (I will strongly advise starting with a demo account for 1 week or 2 here, I don't want you to burn your capital if any unexpected bad event will happen)
- screener
If you're interested please message me. I can develop your custom indicator/strategy/backtest/automatic system or if you're ready the take the leap of faith and try this indicator or the more advanced versions
And before I get asked, yes this is the tool I use for my own trading as initially, I made it for me. Now sharing a bit of my work (and too much of my life) with the community
PS
____________________________________________________________
Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future.
- I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies
Jump on a 1 to 1 coaching with me
- You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
- if you like my work and wants to buy me some coffee :
- BTC TipJar: 3MKDve7stWTe1io99oFxeQXvP8XB4zCQ8m
- LTC TipJar: MC5oeBAhw9BLqyi65TR3J1Lid8io9uHADw
Cyatophilum Scalping Bot V2 [ADVANCED SETTINGS] [ALERTSETUP]Advanced Settings version of Cyatophilum Scalping Bot V2
For people who like tweaking settings =)
Cyatophilum Scalping Bot V2 [ADVANCED SETTINGS] [BACKTEST]Advanced Settings version of Cyatophilum Scalping Bot V2
For people who like tweaking settings =)
Cyatophilum Scalping Bot V2 [BACKTEST]Improved version of Cyatophilum Scalping Bot
Default settings for BITMEX:XBTUSD
2% stop loss
2% trailing take profit
Crypto grabberSo, its my first position in crypto (and not only crypto) bots series. What we have there.. program writting on Pine script language what can analyse market data of any trading instrument and signalise to enter the deal. Its next versions will update. Trade system based on my x-volume indicator.In central part of system is analyzing volume accumulation and distribution process which decide good and bad time for investing.
So some important points:
1) In time when you change timeframe or trading symbol bot analise all bars history. The number of trading (signal) candles in the analysis history is marked in black.
2) The percent of profitable signals is marked in blue.
3) Total profit points are marked in green.
4) Total bars in history are marked in red.
For better indicator vision you can turn off non interesting plots in settings menu.
There is two kinds of alerts: Buy alert and Sell alert. Set it once per bar close or every minute ( because the best way you must open the deal at 20 sec before bar close ).
This trading system is great for creating a profitable trading portfolio. Try it yourself to find exchanges and cryptocurrencies with profitable historical views. For example, the KRAKEN exchange trades well: XBTCAD, XBTUSD in 30-45 min timeframe.
I will do better settings in new versions of this bot. Waiting your likes)
Tangram Bot 2 - SmartbotPrimeira Versão do Script Tangram Bot 2 da Smartbot para tradingview.
A intenção é agilizar e fazer um teste prévio e rápido do setup.
O resultado indicado aqui jamais corresponderá a um resultado real. É apenas uma ferramenta de estudo.
Ainda falta fazer e melhorar a parte de gestão de risco.
Caso queria fazer alguma sugestão ao cógido para melhorar a gestão de risco ou caso tenha encontrado algum erro, favor comunicar.
O tangram bot 2 combina o uso de até dez Indicadores de Análise Técnica com Gerenciamento de Risco (stop gain, stop loss, stop móvel, realização parcial, bloqueio de reversões, lucro máximo por dia e prejuízo máximo por dia) e Filtros Diversos (sentido das operações, uso do after-market, bloqueio de nova entrada após saída, hora inicial e hora final para negociação). São utilizados os indicadores Médias Móveis, HiLo Activator, MACD, ADX, Estocástico, VWAP, IFR, Bandas de Bollinger, Stop ATR e SAR Parabólico
Cryptocurrency trend following EMA Ribbon LONG only studyThis strategy is based on EMA Ribbon and uses multiple indicators to find optimal time to enter/exit the trade and filter out false signals. The script with default setting is developed mainly for trading altcoins/stable coin pair such as ADA(USDT etc on 4h timeframe but it can be applied to any pair/any timeframe with some settings adjustments.
For plot on chart features make sure that you have both study and strategy scripts on chart with same settings.
Strategy settings description:
1. Signal EMA Length - Value for exponencial moving average (slowest from EMA Ribbon)
1a. Buy price toleration (%) - Price deviation for filtering bounces of EMA - price must close defined percents above EMA to open long trade
1b. Sell price toleration (%) - Price deviation for filtering bounces of EMA - price must close defined percents bellow EMA to close long trade
1c. EMA deelay - EMA id delayed by defined bars for smoothening
2. Filter by Fast EMA - Strategy filters signals to prevent buy while coin is dropping
2a. Fast EMA Length - Value for fast exponencial moving average
3. Filter by SMA - Strategy filters signals to confirm trend change
3a. SMA Length - Value for simple moving average
4. Filter by RSI - Strategy filters signals to prevent buing/selling overbought/oversold coins
4a. RSI Length - Length of RSI identificator
4b. RSI Source candle - What price of candle is used for RSI calculation (open, close, high, low)
4c. RSI Long condition - When buy, RSI indicator must be below this value to prevent of buying already overbought coin
4d. RSI Short condition - When sell, RSI indicator must be above this value to prevent of selling already oversold coin
5. RSI Close Trade Condition - Strategy sell coin once RSI reach defined value
5a. RSI close trade condition - Sell once RSI indicator acquires defined value
6. Close trade by Take Profit or Stop Loss Condition (STRATEGY ONLY) - Strategy sell coin once defined take profit / stoploss level is reached
6a. Take Profit (%) - Take profit value in percent
6b. Stop Loss (%) - Stop loss value in percent
6c. Plot targets on chart - defined targets will be plotted as lines on chart
7. Date range from
7a From Year - To run strategy in interval
7b From Month - To run strategy in interval
7c From Day - To run strategy in interval
8. Date range to
8a To Year - To run strategy in interval
8b To Month - To run strategy in interval
8c To Day - To run strategy in interval
9. Wait to confirm the signal
9a Wait candless to buy - strategy will wait defined candless to confirm the signal before buy
9b Wait candless to sell - strategy will wait defined candless to confirm the signal before sell
10. Plotting on chart (STUDY ONLY)
10a Plot signal line channel with bows on chart
10b Plot simple moving average on chart
10c Plot EMA Ribbon on chart
10d Plot recent support and resistance levels on chart
11. Show Every signal (STUDY ONLY) - Unchecked shows only first signal based on strategy. But if you use take profit/stoploss settings within your bot, you might want to rebuy on next signal. Checked shows signal on each candle.
Throw on chart also buld-in RSI indicator and set the same as strategy
Notice that there might be false signals, especially when the coin is not trending or is strongly manipulated. Overall strategy is profitable though. You just take some minor loses and wont miss the big move.
You may also consider to compare buy&hold return vs profit from trading this strategy. In downtrend as we have seen recently, profit may not be as high as you expect but it is still much better than just hold and hope.
You can use the strategy script for fine tunning settings and find best settings for yourself.
Study script helps you to automate trading with use of alerts perharps with 3commas bot or even trade manually based on email/sms notification setted by tradingview
Notice that study script does not handle takeprofit/stoploss order. That is why sell arrows could be plotted by study script later than strategy script. To rebuy after takeprofit/stop-loss use "11. Show Every signal (STUDY ONLY)" setting
Make sure that you keep same settings for strategy and study scripts.
If you need any help with settings do not hesitate to ask. I would also appriciate any feedback and ideas how to improve this script.
Here is backtest result from 1. Nov 2018 using constant 100USD Buy ammount:
Cryptocurrency trend following EMA Ribbon LONG only strategyThis strategy is based on EMA Ribbon and uses multiple indicators to find optimal time to enter/exit the trade and filter out false signals. The script with default setting is developed mainly for trading altcoins/stable coin pair such as ADA/USDT etc on 4h timeframe but it can be applied to any pair/any timeframe with some settings adjustments.
For plot on chart features make sure that you have both study and strategy scripts on chart with same settings.
Strategy settings description:
1. Signal EMA Length - Value for exponencial moving average (slowest from EMA Ribbon)
1a. Buy price toleration (%) - Price deviation for filtering bounces of EMA - price must close defined percents above EMA to open long trade
1b. Sell price toleration (%) - Price deviation for filtering bounces of EMA - price must close defined percents bellow EMA to close long trade
1c. EMA deelay - EMA id delayed by defined bars for smoothening
2. Filter by Fast EMA - Strategy filters signals to prevent buy while coin is dropping
2a. Fast EMA Length - Value for fast exponencial moving average
3. Filter by SMA - Strategy filters signals to confirm trend change
3a. SMA Length - Value for simple moving average
4. Filter by RSI - Strategy filters signals to prevent buing/selling overbought/oversold coins
4a. RSI Length - Length of RSI identificator
4b. RSI Source candle - What price of candle is used for RSI calculation (open, close, high, low)
4c. RSI Long condition - When buy, RSI indicator must be below this value to prevent of buying already overbought coin
4d. RSI Short condition - When sell, RSI indicator must be above this value to prevent of selling already oversold coin
5. RSI Close Trade Condition - Strategy sell coin once RSI reach defined value
5a. RSI close trade condition - Sell once RSI indicator acquires defined value
6. Close trade by Take Profit or Stop Loss Condition (STRATEGY ONLY) - Strategy sell coin once defined take profit / stoploss level is reached
6a. Take Profit (%) - Take profit value in percent
6b. Stop Loss (%) - Stop loss value in percent
6c. Plot targets on chart - defined targets will be plotted as lines on chart
7. Date range from
7a From Year - To run strategy in interval
7b From Month - To run strategy in interval
7c From Day - To run strategy in interval
8. Date range to
8a To Year - To run strategy in interval
8b To Month - To run strategy in interval
8c To Day - To run strategy in interval
9. Wait to confirm the signal
9a Wait candless to buy - strategy will wait defined candless to confirm the signal before buy
9b Wait candless to sell - strategy will wait defined candless to confirm the signal before sell
10. Plotting on chart (STUDY ONLY)
10a Plot signal line channel with bows on chart
10b Plot simple moving average on chart
10c Plot EMA Ribbon on chart
10d Plot recent support and resistance levels on chart
11. Show Every signal (STUDY ONLY) - Unchecked shows only first signal based on strategy. But if you use take profit/stoploss settings within your bot, you might want to rebuy on next signal. Checked shows signal on each candle.
Throw on chart also buld-in RSI indicator and set the same as strategy
Notice that there might be false signals, especially when the coin is not trending or is strongly manipulated. Overall strategy is profitable though. You just take some minor loses and wont miss the big move.
You may also consider to compare buy&hold return vs profit from trading this strategy. In downtrend as we have seen recently, profit may not be as high as you expect but it is still much better than just hold and hope.
You can use the strategy script for fine tunning settings and find best settings for yourself.
Study script helps you to automate trading with use of alerts perharps with 3commas bot or even trade manually based on email/sms notification setted by tradingview
Notice that study script does not handle takeprofit/stoploss order. That is why sell arrows could be plotted by study script later than strategy script. To rebuy after takeprofit/stop-loss use "11. Show Every signal (STUDY ONLY)" setting
Make sure that you keep same settings for strategy and study scripts.
If you need any help with settings do not hesitate to ask. I would also appriciate any feedback and ideas how to improve this script.
Here is backtest result from 1. Nov 2018 using constant 100USD Buy ammount:
Cryptocurrency trend following LONG only strategyThis strategy uses multiple indicators to find optimal time to enter/exit the trade. The default setting is mainly for trading bitcoin/stable coin pair such as USDT etc on 1h timeframe but it can be applied to any pair/any timeframe with some settings adjustments.
Strategy settings description:
ID Name Descrption
1 FastMA - Value for fast exponencial moving average
2 SlowEMA - Value for slow exponencial moving average
3 SMA - Value for simple moving average
4 RSI Length - Length of RSI identificator
5 RSI Source candle - What price of candle is used for RSI calculation (open, close, high, low)
6 RSI Long condition - When buy, RSI indicator must be below this value to prevent of buying already overbought coin
7 RSI Short condition - When sell, RSI indicator must be above this value to prevent of selling already oversold coin
8 RSI close trade condition - Sell once RSI indicator acquires defined value
9 Take Profit (%) - Take profit value in percent
10 Stop Loss (%) - Stop loss value in percent
11 Long price toleration (%) - Price deviation for filtering bounces of simple moving average - price must close defined percents above SMA to open long trade
12 Short price toleration (%) - Price deviation for filtering bounces of simple moving average - price must close defined percents bellow SMA to close long trade
13 From Year - To run strategy in interval
14 From Month - To run strategy in interval
15 From Day - To run strategy in interval
16 To Year - To run strategy in interval
17 To Month - To run strategy in interval
18 To Day - To run strategy in interval
19 Show every signal? - (Study only) Unchecked shows only first signal based on strategy. But if you use take profit/stoploss settings within your bot, you might want to rebuy on next signal. Checked shows signal on each candle.
Notice that there are also false signals, especially when the coin is not trending or is strongly manipulated. Overall strategy is profitable though. You just take some minor loses and wont miss the big move.
You may also consider to compare buy&hold return vs profit from trading this strategy. In downtrend as we have seen recently, profit may not be as high as you expect but it is still much better than just hold and hope.
You can use the strategy script for fine tunning settings and find best settings for yourself
Study script helps you to automate trading with use of alerts perharps with 3commas bot or even trade manually based on email/sms notification setted by tradingview
Make sure that you keep same settings for strategy and study scripts.
If you need any help with settings do not hesitate to ask. I would also appriciate any feedback and ideas how to improve this script.
Here is backtest result from 23.08.2017:
Cryptocurrency trend following LONG only studyThis strategy uses multiple indicators to find optimal time to enter/exit the trade. The default setting is mainly for trading bitcoin/stable coin pair such as USDT etc on 1h timeframe but it can be applied to any pair/any timeframe with some settings adjustments.
Strategy settings description:
ID Name Descrption
1 FastMA - Value for fast exponencial moving average
2 SlowEMA - Value for slow exponencial moving average
3 SMA - Value for simple moving average
4 RSI Length - Length of RSI identificator
5 RSI Source candle - What price of candle is used for RSI calculation (open, close, high, low)
6 RSI Long condition - When buy, RSI indicator must be below this value to prevent of buying already overbought coin
7 RSI Short condition - When sell, RSI indicator must be above this value to prevent of selling already oversold coin
8 RSI close trade condition - Sell once RSI indicator acquires defined value
9 Take Profit (%) - Take profit value in percent
10 Stop Loss (%) - Stop loss value in percent
11 Long price toleration (%) - Price deviation for filtering bounces of simple moving average - price must close defined percents above SMA to open long trade
12 Short price toleration (%) - Price deviation for filtering bounces of simple moving average - price must close defined percents bellow SMA to close long trade
13 From Year - To run strategy in interval
14 From Month - To run strategy in interval
15 From Day - To run strategy in interval
16 To Year - To run strategy in interval
17 To Month - To run strategy in interval
18 To Day - To run strategy in interval
19 Show every signal? - (Study only) Unchecked shows only first signal based on strategy. But if you use take profit/stoploss settings within your bot, you might want to rebuy on next signal. Checked shows signal on each candle.
Notice that there are also false signals, especially when the coin is not trending or is strongly manipulated. Overall strategy is profitable though. You just take some minor loses and wont miss the big move.
You may also consider to compare buy&hold return vs profit from trading this strategy. In downtrend as we have seen recently, profit may not be as high as you expect but it is still much better than just hold and hope.
You can use the strategy script for fine tunning settings and find best settings for yourself
Study script helps you to automate trading with use of alerts perharps with 3commas bot or even trade manually based on email/sms notification setted by tradingview
Make sure that you keep same settings for strategy and study scripts.
If you need any help with settings do not hesitate to ask. I would also appriciate any feedback and ideas how to improve this script.
Here is backtest result from 23.08.2017:
5 EMAs plus Crossing AlertsHi all,
This is a simple indicator that plots 5 EMA lines of your choice to the screen.
Can be used to trigger scalping Bots (stoploss around 0.5% recommended, take profit 1% or higher, please backtest!)
Also can be used for manual scalping, 1 or 2 candles at a time.
Features:
1) Alerts are triggered when EMAs 1 (Signal line) and 2 (Baseline) cross - a Long signal is called if the cross is above EMA 3 (Trendline), a short if the cross is below EMA3
2) Signals are represented visually as a triangle on the chart, below the candles is a long, above is a short
3) TradingView Alerts can be easily set as I have labelled the signals clearly as many other Indicators like this aren’t easy to work out if trying to create alerts to trigger a 3commas bot, for example!
Each EMA is fully customisable and if you wish to take advantage of the alerts, only a few simple rules need to be followed:
EMA1 needs to be less than EMA2.
EMA2 needs to be the same or greater than EMA3
That’s it, happy trading!
Big shout out to B and the gang over at Crypto Trading Group!
EMA Bot Trigger - 14,26,55Work In Progress - Currently will send Long/Short triggers when EMA 14 Crosses EMA 26 - whether the cross is above the EMA 55 determines whether to Long or Short.
inwCoin SUPER HMA StrategyImproved version of inwCoin HMA Aggressive Strategy.
Filter out random trade from sideway period and wait for trend only.
Work very well on BTCUSD3M at OKEX with leverage 20x ( with the help of trailing start/stop bot, of course )
If you have OKex bot/ Or plan to write one. This strategy is the best bet.
If you want sourcecode, I can give you for 0.1 BTC :) Send BTC to address below and IM me for acknowledgement.
BTC : 3BmqVW8eqE3qAGdtCdYGFYKbMwEALAhSEp
Check some backtest result here : imgur.com
Backtest result for various trade% : imgur.com
Swing trade - Libertus - STRATEGYHello all.
Month of hard work, testing and fine tunning went into making of this strategy.
I wanted to be able to leave trading to bot and spend more time away from charts and this strategy finally enabled me to do just that!
It's a swing trade strategy which will always keep you in trade (if used on exchange which allows you to short).
If you use 4H time frame you'll get about 2-3 trades a week.
As you should be able to see bellow, strategy has very good profitability of 60+% in last 6 months with small drag-down and nice profits.
It's optimized for ETH on 4H time, but settings can be adapted for different assets and time frames.
Best settings for ETH 4H time frame are default 0/0 with both Filter 1 and Filter 2 enabled.
Settings can be changed in positive +1, +2, +3 etc., and negative -1, -2, -3...
Strategy profitability is based on buying and selling 10 ETH (not more, not less) in every trade. You can see +20 or -20 on every trade which means 10 ETH for closing current position and 10 ETH for opening new position. If you are trading more or less then this, you can easily calculate your profitability via this.
Indicator which could be used manually or via bot is in production, will be finished soon!
Good luck trading!
MACs EasyMoney - BOT Trade with AlertSytemsNew Version: MACs EasyMoney - BOT Trade with AlertSytems
Introducing the BOT version with proper alerts systems to enter and exit trades.
Also furnished with latest noise filtering architecture to this tool.
Strategy Test report for this tool - holds the Profit Factor of 134 - based on '1 contract' size with '0.25% commission' rate as well.
(Means it is very solid and healthy Profit Factor . happy to say that, you wont get any like this in today's Market)
Refer the Strategy Publication for details.
Thanks,
Mac.
