This strategy which has no stop loss and therefore is a high risk strategy, goes long as soon as the "S&P 500" on "OANDA" or "FXCM" starts a downtrend. A Bollinger Band filters the more extreme downtrends. The Bollinger Band setting can be changed to filter selectively for even more severe price declines or to allow more trades by setting the standard deviation to...
A trend trading system that generates consistent profits over time.
The Strategy consists of 3 simple steps that are essential to succeed in trading:
1. Identify trends
2. Spot the momentum or breakout
3. Risk management
Time frame: 1H
The Detrend Price Osc indicator is similar to a moving average,
in that it filters out trends in prices to more easily identify
cycles. The indicator is an attempt to define cycles in a trend
by drawing a moving average as a horizontal straight line and
placing prices along the line according to their relation to a
moving average. It provides a means of...
This technique was described by William Blau in his book "Momentum,
Direction and Divergence" (1995). 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...
This is the main strategy that I will be forward testing on demo for a month or two, then making it an EA in MetaTrader4
You can see the code for yourself this time, all the strategy is, is a crossover of various moving averages.
Commission included, $10,000 account.
Results over the past 3 months, beginning in January 2017.
This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval.
Walter Bressert's 3-10 Oscillator is a detrending oscillator derived
from subtracting a 10 day moving average from a 3 day moving average.
The second plot is an 16 day simple moving average of the 3-10 Oscillator.
The 16 period moving average is the...
Very similar setup to previous code, but now I added strategy.close orders - the previous ones didn't have them.
Commission equivalent to around a 50 pip spread.
Initial Capital is $10,000
Pyramiding = 1 - so only one order at once
Contract/Lot Sizes = 1
Trend-following
Most definitely this is the best strategy I have ever coded. (Read Note Below)
Version 3 of PineScript code, 2 contract/lot trades at once, pyramiding = 2.
Commission of 100 pips included on each trade, accurate representation of actual spreads, commission_value = 0.02.
This is essentially 270% of profit in a single month - check the date on the first...
This Indicator plots a single
Daily DSP (Detrended Synthetic Price) and a Daily ELI (Ehlers Leading
Indicator) using intraday data.
Detrended Synthetic Price is a function that is in phase with the dominant
cycle of real price data. This one is computed by subtracting a 3 pole Butterworth
filter from a 2 Pole Butterworth filter. Ehlers Leading Indicator...
Version 3 for you guys, just add to favorites and you can use.
Only 36 trades since 2017, since that is when the backtesting began.
I made the commission more realistic, now it is about 37 pips per trade.
Only works on gold, (XAUUSD).
Trend Following as you can see.
1 contract size, 1 trade at a time, good proof of how being correct less than a third of the...
Here is another system developed in my quest to become a profitable ES scalper. I believe that this is my best system yet, followed closely by my "Little Scalper" strategy, which can be found in another post.
While spending time watching charts I noticed that "tops" and "bottoms" often act differently..... No universal formula can be reversed to accurately...
I am learning pine script at the moment and this is my first attempt at creating an expire time based strategy for binary options based on a simple example like the built-in Channel Break Out Strategy.
Sorry, protected script as it uses a couple key indicators that are somewhat of a trade secret.
What I will tell you, is that the code is version 3, so no repaints, although this one never had them in the first place.
In my code, I use 'contracts', which I suppose are sizes, of 20.
Commission included to make it more realistic.
All this profit is from the...
Detrended Synthetic Price is a function that is in phase with the
dominant cycle of real price data. This DSP is computed by subtracting
a half-cycle exponential moving average (EMA) from the quarter cycle
exponential moving average.
See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70.
You can change long to short in the Input Settings
...
