Combo Backtest 123 Reversal & Fisher Transform Indicator This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
Market prices do not have a Gaussian probability density function
as many traders think. Their probability curve is not bell-shaped.
But trader can create a nearly Gaussian PDF for prices by normalizing
them or creating a normalized indicator such as the relative strength
index and applying the Fisher transform. Such a transformed output
creates the peak swings as relatively rare events.
Fisher transform formula is: y = 0.5 * ln ((1+x)/(1-x))
The sharp turning points of these peak swings clearly and unambiguously
identify price reversals in a timely manner.
WARNING:
- For purpose educate only
- This script to change bars colors.
M-oscillator
Combo Backtest 123 Reversal & Finite Volume Elements (FVE) This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
The FVE is a pure volume indicator. Unlike most of the other indicators
(except OBV), price change doesn?t come into the equation for the FVE (price
is not multiplied by volume), but is only used to determine whether money is
flowing in or out of the stock. This is contrary to the current trend in the
design of modern money flow indicators. The author decided against a price-volume
indicator for the following reasons:
- A pure volume indicator has more power to contradict.
- The number of buyers or sellers (which is assessed by volume) will be the same,
regardless of the price fluctuation.
- Price-volume indicators tend to spike excessively at breakouts or breakdowns.
WARNING:
- For purpose educate only
- This script to change bars colors.
BV's MACD SIGNAL TESTERHello ladies and gentlemen,
Today, as you may have seen in the title, I have coded a strategy to determine once and for all if MACD could make you money in 2020.
So, at the end of this video, you will know which MACD strategy will bring you the most money.
Spoiler alert: we've hit the 90% WinRAte mark on the Euro New Zealand Dollar chart.
I've seen a lot of videos of people testing different MACD signals, some up to 100 times.
But In my opinion, all traders must rely on statistics to put all the odds on their side and good statistics require a lot more data.
The algorithm I'm showing you tests each signal one by one over a 3 year period and on 28 different graphs.
That way we are sure that we have encountered all possible market behavior.
From phases of congestion to major trends or even the effects of COVID-19
I use the ATR to determine my Stop Loss and Take Profits. The Stop Loss is placed at 1.5 times the ATR, the Take Profit is placed at 1 time the ATR.
If my Take Profit is hit, I take 50% of the profits and let the position run by moving my Stop Loss to Zero.
This way, the position can no longer be a losing position.
If you are not familiar with this practice, I invite you to study the "Scaling out" video from the NoNonsenseForex channel.
BV's Trading Journal.
SOJA PIVOTStrategy using SOJA HUNTER indicator for buy and Pivot points for sell :
-1st TP at R1 with 25% shares
-2nd TP at R2 with 25% shares
SL using trailing stop.
percentrank strategySrategy for percentrank
Percent rank is the percents of how many previous values was less than or equal to the current value of given series.
long entry: intersection line 1 from bottom to top
short entry: crossing line 2 from top to bottom
Стратегия для индикатора percentrank
Процентный рейтинг — это процент от количества предыдущих значений, которые были меньше или равны текущему значению данной серии.
вход в лонг: пересечение line 1 снизу вверх
вход в шорт: пересечение line 2 сверху вниз
ADX_TSI_Bol Band Trend ChaserThe idea of this script is to be a low risk strategy on trending stocks (or any other trending market), aiming to achieve minimal draw down (e.g. at time of writing AAPL only had ~1.36% draw down, FB ~1.93% draw down and the SPY was 0.80% draw down and all remained profitable).
Testing proved it shouldn't be used in choppy stocks and best period was on daily charts. The back test filter goes back until 2010 so you can obtain 10 years of data.
The strategy utilizes the 200 Moving Average, a Custom Bollinger Band, a TSI with 52 period weighted moving average and ADX strength.
Although back test dates are set to 2010 - 2020, all other filters (moving average, ADX, TSI , Bollinger Band) are not locked so they can be user amended if desired. However the current settings have been tested with manual trading for quite some time to get this combination correct.
Buy signal is given when trading above the 200 moving average + 5 candles have closed above the upper custom Bollinger + the TSI is positive + ADX is above 20.
As back testing proved that this traded better only in tends then some Sell/Short conditions have been removed from the script and this only takes Long orders.
Only requires 2 additional lines of code to add shorting order and then remove the "buy" condition and this could be used for a downward trending stock instead.
Close for either long or short trades is signaled once the TSI crosses in the opposite direction indicating change in trend strength.
Further optimization could be achieved by adding a stop loss, which I may do in the future.
NOTE: This only shows the lower indicators however for visualization you can use my script "CUSTOM BOLLINGER WITH SMA", which is the upper indicators in this strategy.
This is my first attempt at coding a strategy so I'm happy to receive any feedback or hints on how this could be written better from any experienced coders!
NASDAQ:AAPL AMEX:SPY
Combo Backtest 123 Reversal & Ergodic TSI This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
r - Length of first EMA smoothing of 1 day momentum 4
s - Length of second EMA smoothing of 1 day smoothing 8
u- Length of third EMA smoothing of 1 day momentum 6
Length of EMA signal line 3
Source of Ergotic TSI Close
This is one of the techniques described by William Blau in his book "Momentum,
Direction and Divergence" (1995). If you like to learn more, we advise you to
read this book. His book focuses on three key aspects of trading: momentum,
direction and divergence. Blau, who was an electrical engineer before becoming
a trader, thoroughly examines the relationship between price and momentum in
step-by-step examples. From this grounding, he then looks at the deficiencies
in other oscillators and introduces some innovative techniques, including a
fresh twist on Stochastics. On directional issues, he analyzes the intricacies
of ADX and offers a unique approach to help define trending and non-trending periods.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Ergodic MDI This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This is one of the techniques described by William Blau in his book "Momentum,
Direction and Divergence" (1995). If you like to learn more, we advise you to
read this book. His book focuses on three key aspects of trading: momentum,
direction and divergence. Blau, who was an electrical engineer before becoming
a trader, thoroughly examines the relationship between price and momentum in
step-by-step examples. From this grounding, he then looks at the deficiencies
in other oscillators and introduces some innovative techniques, including a
fresh twist on Stochastics. On directional issues, he analyzes the intricacies
of ADX and offers a unique approach to help define trending and non-trending periods.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Ergodic CSI This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This is one of the techniques described by William Blau in his book
"Momentum, Direction and Divergence" (1995). If you like to learn more,
we advise you to read this book. His book focuses on three key aspects
of trading: momentum, direction and divergence. Blau, who was an electrical
engineer before becoming a trader, thoroughly examines the relationship between
price and momentum in step-by-step examples. From this grounding, he then looks
at the deficiencies in other oscillators and introduces some innovative techniques,
including a fresh twist on Stochastics. On directional issues, he analyzes the
intricacies of ADX and offers a unique approach to help define trending and
non-trending periods.
This indicator plots Ergotic CSI and smoothed Ergotic CSI to filter out noise.
WARNING:
- For purpose educate only
- This script to change bars colors.
Ehlers Bandpass FilterThis script uses @cheatcountry script to determine Ehlers Bandpass Filter.
Backtest offers 3 capital management tools. One that will always calculate order size as initial capital/close, one that uses the same calculation but adds or substracts profit. The last one allows you to enter manually the size you want to trade.
The time-based stop will close the position after a set number of bars.
Custom Screener with Alerts [QuantNomad]Some time ago I published an example of simple custom screener in PineScript:
The only thing this screener did is created a dynamic label with screener output.
Recently TradingView announced alerts from the strategy with the possibility to add custom messages to alerts.
So using it I was able to create a bit more advanced screener which sends results as alert messages. With tools like Alertatron, you can easily redirect them to Telegram if you want.
It works for 40 symbols (limitation of the number of security calls).
To create your own screener you need to change only screenerFunc. The logic of this function is very simple, it outputs value you want to display in screener and condition based on which your screener should filter your stocks.
To create alerts for this screener create an alert from strategy and use {{strategy.order.alert_message}} as alert message.
Do you know now how to make this screener better? Let me know.
Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting.
This post and the script don’t provide any financial advice.
SIDD-VortexSidd-Vortex strategy is using Vortex formula to generate 4 signals Bullish1 Bullish2 and Bearish1 Bearish2.
Bullish1 signal is getting generated when smooth ma of VIP is crossing over smooth ma of VIM and smooth VIM is falling from previous bar smooth VIM
Bullish2 signal is getting generated when smooth ma of VIP is crossing over smooth ma of VIM and smooth VIP is rising from previous bar smooth VIP
Bearish1 signal is getting generated when smooth ma of VIM is crossing over smooth ma of VIP and smooth VIP is falling from previous bar smooth VIP
Bearish2 signal is getting generated when smooth ma of VIM is crossing over smooth ma of VIP and smooth VIM is rising from previous bar smooth VIM
This strategy can be converted into study by un-commenting the plotshape and replace 15th line strategy with study and parameter overlay=false
and remove the if blocks.
I have seen trending market this strategy is working find but in choppy and consolidation zone strategy doesnt work and results are as expected.
This strategy can be used for stocks, commodity, Forex.
I have added commission and slippage with back test result.
Enjoy code is open.
Combo Backtest 123 Reversal & Elder Ray (Bear Power) This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
Developed by Dr Alexander Elder, the Elder-ray indicator measures buying
and selling pressure in the market. The Elder-ray is often used as part
of the Triple Screen trading system but may also be used on its own.
Dr Elder uses a 13-day exponential moving average (EMA) to indicate the
market consensus of value. Bull Power measures the ability of buyers to
drive prices above the consensus of value. Bear Power reflects the ability
of sellers to drive prices below the average consensus of value.
Bull Power is calculated by subtracting the 13-day EMA from the day's High.
Bear power subtracts the 13-day EMA from the day's Low.
You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect...
WARNING:
- For purpose educate only
- This script to change bars colors.
Patron04 TOFF MACD DEMA StrategyI prepared the macd dema indicator made by Toff as a startegy test. There is another strategy like this. But the process is opened according to the intersection of macd and signal. But the difference between my test is this. Macd is testing according to the intersection of 0 value. Macd sells 0 when cut down, buying when 0 cuts down
Toff's Macd dema:
KD compare strategy (交易策略對照組)This is a base and easy trading strategy for comparing my other strategy.
The strategy consider K >= 80 is strong target in the last high period,
and consider K <=20 is the weak target in the last low period.
In the strong target, the strategy may increase long at the first day when K < 50, until 2/3 max order limitation or strong target become to weak.
In the weak target, the strategy may increase short at the first day when K > 50, until 2/3 max order limitation or strong target become to strong.
there are three orders for this strategy.
when the strong become to weak, it may use the remain 1/3 to save itself, and change the direction at the next k > 50
when the weak become to weak, it may use the remain 1/3 to save itself, and change the direction at the next k < 50
這是一個簡單的雙向交易策略,用來對照我其他的策略。
當 K>=80 它會認為目前是強勢股,偏多操作
當 K<=20 它會認為目前是強勢股,偏空操作
當標的為強勢股時,當第一次 K<50 會加碼多單,最多買進2/3的持股,直到轉弱
當標的為弱勢股時,當第一次 K>50 會加碼空單,最多買進2/3的持股,直到轉強
當強勢轉弱勢時,會使用剩下的1/3來拯救持股,在下次 k > 50 出清持股
當弱勢轉強勢時,會使用剩下的1/3來拯救持股,在下次 k < 50 出清持股
Strategy Tester EMA-SMA-RSI-MACDOn Tradingview I never saw a custom adjustable strategy script yet, so this is it,
you can change different things and see if you'll get a good strategy or not
Settings:
First choose the source, you can choose out of:
close, open, high, low, ohlc4, hlc3, hl2
Then choose you strategy: Long & Short, Long only or Short only
Next, choose your entry "Buy/Long" (which is the "close Short position" when "Short"):
- (E)MA 1 > (E)MA 2 (Each can be made ema or sma)
- close above (E)MA 1
- RSI strategy
- macd > signal
- macd > 0
- signal > 0
Then choose your RSI values if needed (for example you want a trigger when EMA 1 > SMA 2
but only if RSI > 60, then change "IF RSI >" from 0 to 60
Next you can choose an extra argument
and even a second argument with Higher Time Frame settings
Under this you can change your (E)MA values as desired (HTF values, MACD and RSI length can be found lower)
All the same with the exit/close (or if "Short", this is your entry)
Again, change everything as you wish
Then comes the RSI length setting, MACD settings and HTF settings, followed by SL/TP settings
(you also can enable/disable SL/TP), and TIME settings (for example you want to know the profit only from this year)
Alerts are provided in next script
Have fun!
OathOath consists of 21 and 55 EMA , Commodity Channel Index and Supertrend indicator. It confirms a trend and gives you a signal on a pullback. Original creation worked on 1h EURUSD chart.
Oath is merely a rebrand of my previous Patient Trendfollower strategy. Unlike Patient Trendfollower, Oath has actually a good name and it does not fill your screen with noodles.
►Long setup:
• 21 EMA is above 55 EMA , which is above the Supertrend indicator.
• Commodity Channel Index is an oscillator, which prints into the chart if extreme levels are reached. Green is for a level above 100 or below -100, red is above 140 or below -140 and black is above 180 or below -180.
• If 21 EMA > 55EMA > Supertrend and an oversold signal appear, you can buy into the trend.
• When backtesting on 1h EURUSD , profit target 400 pips worked best with a stop-loss below Supertrend's bottom and the size of your spread. Spread values do not subtract from your profit.
• A picture shows two valid entries.
Further examples can be found in Patient Trendfollower 's description.
Thanks to:
• @everget for providing Supertrend solution.
• Satik FX who hand-tested the system by hand and reported results in this article. He is my main inspiration for creating the complete indicator as one because I want to be able to show and hide it with a single click.
EltrutTurtle inverted.
Long when
1. 7 period high broken
2. trendflex below 1
3. inside 35,3 bollinger band
Super Z strategy - Thanks to Rafael Zioni//Original script
//https://www.tradingview.com/script/wYknDlLx-super-Z/
This is a test for verifying if this interesting study works well.
The author, thanks to him!!!, advise a possible repaint because the script uses security function.
Refer to tradingview.com for more info on repainting:
www.tradingview.com
QUOTE:
We can see repainting in the following cases:
1- Strategies using calc_on_every_tick=true. A strategy with parameter calc_on_every_tick = false may also be prone to repainting, but to a lesser degree.
(this is not the case, ndr).
2- Using security for requesting data from a resolution higher than the resolution of the chart’s main symbol (i.e. do not use ion weelky chart if you set 1440 (1Day) in inputs)
NOTE: Thanks again to Rafael Zioni. If he requires to delete this strategy, I'll do immediately.
Combo Backtest 123 Reversal & Elder Ray (Bear Power) This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
Developed by Dr Alexander Elder, the Elder-ray indicator measures buying
and selling pressure in the market. The Elder-ray is often used as part
of the Triple Screen trading system but may also be used on its own.
Dr Elder uses a 13-day exponential moving average (EMA) to indicate the
market consensus of value. Bear Power measures the ability of sellers to
drive prices below the consensus of value. Bear Power reflects the ability
of sellers to drive prices below the average consensus of value.
Bull Power is calculated by subtracting the 13-day EMA from the day's High.
Bear power subtracts the 13-day EMA from the day's Low.
You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect...
WARNING:
- For purpose educate only
- This script to change bars colors.
Strategy - Stochastic Crosses in Trending MarketThis strategy is based on Stochastic Crosses happening in the Oversold/Overbought area, taken into account the current trend which is determined by an EMA pair.
(Only Longs in uptrend / only Shorts in downtrend)
- Long position is closed when Stochastic is entering Overbought area
- Short position is closed when Stochastic is entering Overbought area
Additionally a logic is implemented to close the position when another (subsequent) Buy or Sell Signal is given after the trend has changed (to avoid fake outs)
- EMA and Stochastic settings can be changed in the settings
- Take Profit / Stop Loss can be dynamically activated in the settings (by defaults only Take Profit is activated)
- Short Position trading can be excluded in the settings (for people trading on platforms without the possibility to open Short Positions)
- Strategy time frame can be entered in the settings
Default setup seems to work well for BTC on 4HR timeframe.
Good luck!
As this is my first strategy, I am very happy for constructive feedback on how to improve this.