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TS - Trading Algorithm Strategy - Crypto, Forex & StocksWhat does the TS - Algorithm do? -- Plots trend following, high probability signals. -- These signals do not repaint and can be used confidently to enter or exit a trade. What markets can this indicator be used on? -- Forex -- Stocks -- Commodities -- Cryptocurrencies What time-frames can this indicator be used on? -- This indicator can be used on 1m, 3m , 5m, 10m, 15m, 30m, 1hr, 2hr, 3hr, 4hr, 6hr, 8hr, 12hr, Daily, Weekly, Bi-Weekly and Monthly time-frames. -- This is a trend following algorithm, so low as there is good volume , volatility and price history of an asset, the model can perform. Does this indicator repaint? -- No Premium Tradespot Script - Trial access and Information -- Trial access offered -- PM me directly to request trial access to the scripts or for more information.
Pine Script® strategy
by Tradespot
3
PA Researcher Algorithmic Trading Indicator PA Researcher Algorithmic Trading Indicator v1. This Indicator is Algorithmic Trading Indicator. Provide Best Buy/Sell Time & Good to check Long/Short term Trend For Swing/Scalping Easy Trend Analysis for Beginner Ability to Turn ON/OFF each Indicators Ability to Change Colors #This is not a Auto-Bot, This indicator Provide the Best Enter Time ----------------------------------------------------------------------------------------------------------- PA Researcher Algorithmic Trading Indicator v1. 입니다. 자동화된 추세 분석을 통해 단/중/장기적인 추세 분석을 나타내주며, 알고리즘 값에 충족할 시 매수/매도 시그널이 나타납니다. 추세분석을 매우 쉽게 나타내며, 원웨이를 잡기에 매우 좋은 진입 시그널이 발생됩니다. 무엇보다, 추세변곡을 엄청나게 잘 잡아냅니다. 그 어떤것보다 시각적인 요소를 중요시 했기 때문에, 사용법을 잘 모르시는 분들도 쉽게 사용하실 수 있습니다. Ex_) Hit ratio example 적중률은 이 사진 한장으로 설명됩니다.
Pine Script® strategy
by Researcher-Jake
Simple RSI-MA Algo Beats DOW By Huge Margin Over Past 100 Years!This simple RSI-MA long/short algorithm beats the Dow by a FREAKING HUGE margin over the past century (excluding dividends and trading costs). The algorithm uses a fast SMA of the RSI as a buy/cover signal and a slow SMA of the RSI as a sell/short signal. Backtest period = 09/17/1916 - 11/02/2015 Dow = 98 --> 17,830 = +18,094% = 5.38% CAGR Algorithm = net profit + open P/L = +43,349% = 6.31% CAGR Notice how the algorithm dodged both the 30s' Great Depression and the 2008 Crisis. Pretty cool huh? :) ALGORITHM'S FORMULA (use weekly chart): Buy/Cover = MA10(RSI10) cross> 50 Sell/Short = MA50(RSI10) cross< 50 STRATEGY TESTER'S SETTINGS: - Initial cash = $10,000 - Pyramiding disabled - Re-investment enabled (order size = 100% of equity ) - Trade re-calculations disabled DISCLAIMER: None of my ideas and posts are investment advice. Past performance is not an indication of future results. This strategy was constructed with the benefit of hindsight and its future performance cannot be guaranteed.
Pine Script® strategy
by Stable_Camel
5
[Fedra Algotrading Strategy 2tp+L&S] Futures Long or ShortStrategy for crypto market, designed for automatic algorithmic trading with bots. Can place long and short orders Calculates your entries based on the breakout of the simple deviation of the linear regression of the last X periods. Configures TP (green line) and SL (red line) percentages, the TP is a trailing TP. Optionally, you can set a first TP (white line) that sells half of the position. Advanced trend filter to not open trades against the market. SMA (yellow line), WMA (blue line) and secret sauce Includes an advanced system to control the backtest period (choose how many days to backtest). Risk management by volume of capital or amount of losing trades (kill switches that will exit the trade and stop the script) The script includes default commissions of 0.2% per trade (configurable). - Dinamic table with Price positions to plan your limit orders if you are trading manually - Highly customizable and optimizable. If you want to trade longs and shorts, it is advisable to create 2 different alerts. In most cases, the optimal parameters for longs are not the same as for shorts. In a forthcoming update I will enable separate configurations. For better performance the script uses real time price information, for this reason Tradingview may warn you that there is "repainting", as the backtest information does not contain the information of each tick but only the open, close, high and low values of each candle. To avoid this, you can disable the "calculate on every tick" option from the strategy settings panel.
Pine Script® strategy
by Fedra_Algotrading
13
Super Algorithm Strategy (Joy Bangla)This is the strategy tester for the Below are the performance results Starting with $10,000 Net Profit: 88% 66% profitable trades 34% losing trades. Do look at the losing trades. If one did careful moment management, some of those may end up profitable as well. 4.158 Profit factor. 16.1% drawdown. I would go a bit more and say if I am using this, my risk management should ensure for a stop loss of 20%. 66 bars on average (aka it holds for a long time. So, one needs to look into the funding factor in money management) Sharpe Ratio: 0.291 Only 7 trades done (with 6 closed) in 2 and a half years. So this absolutely reduces noise as much as possible. In short, if I had $10000 of BTC beginning of 2018, I would be having $18,878 worth of btc right now. With 4x leverage, this could be a huge potential. For info on gaining access see the ⬇ link below ⬇ in our signature field & direct message me. I have a busy schedule at my own workplace. Trading is my hobby. Hence, please be kind to me if I am late in replying.
Pine Script® strategy
by Joy_Bangla
5
CB Signals - Holla-724 BITMEX ETH/USD Long/Short (PAID ALGO)This algo uses a number of strategies developed from 7 yrs of trading this concept in the FX markets. I have modified it for Leverage trading on BITMEX exchange. You may view detail summary of live performance of this Algo dating from Jan 1st 2018 - Jan 17th 2019 (In one of Crypto's worst bear markets) below by clicking the "Performance Summary" Tab: To signup for this algo please visit the link below: www.cryptoblood.io
Pine Script® strategy
by cryptoblood_algo1
CB Signals - Holla-724 BITMEX BTC/USD Long/Short (Paid Algo)This algo uses a number of strategies developed from 7 yrs of trading this concept in the FX markets. I have modified it for Leverage trading on BITMEX exchange. You may view detail summary of live performance of this Algo dating from Jan 1st 2018 - Nov 9th 2018 (In one of Bitcoin's worst bear markets) below by clicking the "Performance Summary" Tab : To signup for this algo please visit the link below: www.cryptoblood.io
Pine Script® strategy
by cryptoblood_algo1
APIBridge Nifty Options Algo StrategyUsing Pinescript, we will use charts of Cash/Future to trade in Options. Note this strategy works well with even the free version of TradingView. The Relative Strength Index ( RSI ). Is a momentum oscillator that measures the speed and change of price movements. The RSI oscillates between zero and 100. Increasing RSI shows increasing bullish momentum. Decreasing RSI shows increasing bearish momentum. We take RSI upper bound as 80 to indicate bullish momentum and RSI lower bound as 20 to indicate bearish momentum. We use the above premise to create options buy-only strategy which trades in ATM strikes by default. This strategy requires very less margin (Minimum Rs . 15000). Since this strategy uses underlying data (cash/future) to place trades in Options, please ignore the backtest of this strategy given by TradingView. TradingView does not provide options data but this strategy bypasses it. Strategy Premise The Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of price movements. The RSI oscillates between zero and 100. Increasing RSI shows increasing bullish momentum. Decreasing RSI shows increasing bearish momentum. We take RSI upper bound as 80 to indicate bullish momentum and RSI lower bound as 20 to indicate bearish momentum. We use the above premise to create options buy-only strategy which trades in ATM strikes by default. This strategy requires very less margin (Rs. 15000 should be sufficient). NSE Options Algo Strategy Logic Long Entry: When RSI goes above 80, send LE in an auto-calculated option strike Call. When RSI goes below 20, send LE in auto-calculated option strike Put. Long Exit: When we hit Stop loss or Target. In case SL/TGT does not hit and reverse RSI goes above 80 send Long Exit in auto-calculated option. Put as per last trade; RSI goes below 20, send LX in auto-calculated option call as per last trade. For Long and Short entry the order is fired in the option buying side with auto strike price selection. Option Strategy Parameters for TraingView Charts RSI Length(Mandatory): Number of bars used to calculated RSI. Upper Band(Mandatory): To specify upper band of RSI. Lower Band(Mandatory): For specifying lower band of RSI. Use reversal from Upper Band (Optional): This will enable short entry when RSI is falling below 80 from upper band. Recommended to keep unchecked initially. Use reversal from Lower Band (Optional): This will enable long entry when RSI is raising above 20 from lower band. Recommended to keep unchecked initially. Quantity: We use this specify the trade quantity (for Nifty min 75) Custom Stop Loss in Points: Movement in chart price against the momentum which will trigger exit in options positions Custom Target in Points: Movement in chart price against the momentum which will trigger exit in options positions Base symbol: This is the base instrument symbol like NIFTY or BANK NIFTY. Strike distance from ATM: Our default strike selection is considered as first ATM option (with nearest distance, only 100s are considered ). This strike distance allows to calculate ATM options which are at fixed distance. Expiry: Expiry of option. Weekly and monthly both expiry are allowed. Instrument: For index instrument will be OPTIDX, for stock instrument will be OPTSTK Strategy Tag: The Strategy of Nifty options configured in Api bridge. Setting Up Alert Before setting up the alert make sure that you have selected desired script, time frame, strategy settings, and APIbridge configuration. Click in settings add alert and paste {{strategy.order.comment}} in message box. Important: Do not change any settings during live trading. It may break the sequence of exit for the correct call/put.
Pine Script® strategy
by algoji
30
Forex Master v4.0 (EUR/USD Mean-Reversion Algorithm)DESCRIPTION Forex Master v4.0 is a mean-reversion algorithm currently optimized for trading the EUR/USD pair on the 5M chart interval. All indicator inputs use the period's closing price and all trades are executed at the open of the period following the period where the trade signal was generated. There are 3 main components that make up Forex Master v4.0: I. Trend Filter The algorithm uses a version of the ADX indicator as a trend filter to trade only in certain time periods where price is more likely to be range-bound (i.e., mean-reverting). This indicator is composed of a Fast ADX and a Slow ADX, both using the same look-back period of 50. However, the Fast ADX is smoothed with a 6-period EMA and the Slow ADX is smoothed with a 12-period EMA. When the Fast ADX is above the Slow ADX, the algorithm does not trade because this indicates that price is likelier to trend, which is bad for a mean-reversion system. Conversely, when the Fast ADX is below the Slow ADX, price is likelier to be ranging so this is the only time when the algorithm is allowed to trade. II. Bollinger Bands When allowed to trade by the Trend Filter, the algorithm uses the Bollinger Bands indicator to enter long and short positions. The Bolliger Bands indicator has a look-back period of 20 and a standard deviation of 1.5 for both upper and lower bands. When price crosses over the lower band, a Long Signal is generated and a long position is entered. When price crosses under the upper band, a Short Signal is generated and a short position is entered. III. Money Management Rule 1 - Each trade will use a limit order for a fixed quantity of 50,000 contracts (0.50 lot). The only exception is Rule Rule 2 - Order pyramiding is enabled and up to 10 consecutive orders of the same signal can be executed (for example: 14 consecutive Long Signals are generated over 8 hours and the algorithm sends in 10 different buy orders at various prices for a total of 350,000 contracts). Rule 3 - Every order will include a bracket with both TP and SL set at 50 pips (note: the algorithm only closes the current open position and does not enter the opposite trade once a TP or SL has been hit). Rule 4 - When a new opposite trade signal is generated, the algorithm sends in a larger order to close the current open position as well as open a new one (for example: 14 consecutive Long Signals are generated over 8 hours and the algorithm sends in 10 different buy orders at various prices for a total of 350,000 contracts. A Short Signal is generated shortly after the 14th Long Signal. The algorithm then sends in a sell order for 400,000 contracts to close the 350,000 contracts long position and open a new short position of 50,000 contracts).
Pine Script® strategy
by Stable_Camel
16
GRID SPOT TRADING ALGORITHM - GRID BOT TRADING STRATEGYGRID SPOT TRADING ALGORITHM : LONG ONLY STRATEGY OPEN SOURCE This is a long only strategy for spot assets. HOW IT WORKS Grid trading is a trading strategy where an investor creates a so-called "price grid". The basic idea of the strategy is to repeatedly buy at the pre-specified price and then wait for the price to rise above that level and then sell the position (and vice versa with shorting or hedging). FEATURES Grids: This algorithm has a total of 10 grids. Take profit: The trader can increase or decrease the distance between the grids from the User Interface panel, the distance between one grid and another represents the take profit. Management: The algorithm buys 10% of the capital every time the price breaks down a grid and sells during a rise to the next higher grid. The initial capital is invested in 10 sizes which represent 10% of the capital per trade. Stop Loss: The algorithm knows no stop loss as long as it is not activated from the User Interface panel. By activating the stop loss from the User Interface panel the algorithm will insert a close condition on all trades which will be calculated from the last lower grid. Trades: Trades are opened only if the price is within the grid. If the market leaves the grid the algorithm will not buy new positions or sell new positions. Optimal market conditions: The favorable market for this algorithm is the sideways market. LIMITATIONS OF THE MODEL The trader must take into account that this is a static model. It only works perfectly well if the market is in a sideways phase and incurs heavy losses if the market takes a downward trend. The model is unusable for an uptrend. The trader must therefore carefully analyze the market where he intends to use this strategy, making sure that the price is in a sideways phase. USES Indispensable research and backtesting tool for those using bots for their investments. The algorithm produces a backtesting of the strategy for past history. It is used by professional traders to understand if this strategy has been profitable on a market and what parameters to use for bots using this strategy (Kucoin, Binance etc.). If you would like to develop your own algorithm with customized conditions based on a grid strategy, please contact us. If you need help in using this tool, please contact us without hesitation.
Pine Script® strategy
by thequantscience
45
Relativity BEARS FOREX 50X 4H AlgorithmHello, this script is the correction of my old script related to Forex. (Bear market) Old script : 4H was chosen as the time frame. Thus, larger pips are at our disposal and we benefit more from the hedge effect of the leverage. Commissions per trade have been removed to get more realistic commissions. Because every wrong trade deletes all the 1% position size. (with leverage effect) Use the links below to obtain access to this indicator :
Pine Script® strategy
by Noldo
3
Relativity BULLS FOREX 50X 4H Algorithm Hello, this script is the correction of my bull script related to Forex. (Bull market) Old script : 4H was chosen as the time frame. Thus, larger pips are at our disposal and we benefit more from the hedge effect of the leverage. Commissions per trade have been removed to get more realistic commissions. Because every wrong trade deletes all the 1% position size. (with leverage effect) Use the link below to obtain access to this indicator :
Pine Script® strategy
by Noldo
1
ISM Indicator As a Strategy Here's a very easy code, plotting the ISM against the SPX. In this exercise, i wanted to see if one could use the ISM indicator only to generate buy/sell signal, and what would be the performance. What is the ISM The ISM Manufacturing Index monitors employment, production inventories, new orders and supplier deliveries.By monitoring the ISM Manufacturing Index, investors are able to better understand national economic conditions. When this index is increasing, investors can assume that the stock markets should increase because of higher corporate profits. The opposite can be thought of the bond markets, which may decrease as the ISM Manufacturing Index increases because of sensitivity to potential inflation. Buy/Sell Signal ISM above 50 usually good economic condition and vice versa when below 50 . For this code I used 48.50 as my buy/sell signal line. Results To test this on a longer time period, I use the SPX index instead of SPY. The results are surprisingly good. 76.92% profitability with 3.03 profit factor. Conclusion Investors could use the ISM with other indicators to determine better entry and exit point. I will see if combining the ISM with other custom indicators , could generate better result. Feel free to share your results here. Cheers Algo.
Pine Script® strategy
by Algokid
4
Trend-Following & Breakout — Index Quant Strategy (NASDAQ)📈 Trend-Following & Breakout — Index Quant Strategy (NASDAQ & S&P 500) Type: Invite-only strategy Markets: NASDAQ 100 (NAS100 / US100 / NQ), S&P 500 (US500 / SPX), and other major equity indices. 🧠 Concept: Continuous trend model combining EWMAC (trend-following) and Donchian (breakout) signals, scaled by forecast strength and portfolio risk. ⚙️ Execution: Rebalances only on decision-bar closes, using hysteresis and a no-trade band to reduce churn. 📊 Default bias: Long-only — aligned with equity index drift. 🧩 How it works • EWMAC Trend: Difference between fast and slow EMAs, normalized by an EWMA of absolute returns. • Donchian Breakout: Distance beyond a 200-bar channel (Strict mode) or relative z-score position within it. • Forecast combination: Weighted sum of trend and breakout points, clamped to ± capPoints. • Hysteresis: Prevents quick sign flips near zero forecast. • Risk scaling: Maps forecast strength to position size using equity × risk budget × ATR-based stop distance. • Rebalance: Executes only if the required quantity change exceeds the Δqty threshold; can optionally block increases on Sundays (for CFDs). ⚙️ Default parameters Deployed on NQ / US100 / NAS100 on Daily Timeframe • Decision timeframe = 360 min (other options from 1 min to 1 week). • Trend (EWMAC): Fast = 64, Slow = 256, Vol Norm = 32, Weight = 0.8. • Breakout (Donchian): Length = 200, Mode = Strict, Weight = 0.2. • Forecast scaling: ptsPerSigma = 1.0, capPoints = 10. • Risk % per rebalance = 4 % of equity. • ATR stop: ATR(14) × 1.0. • No-trade band (Δqty) = 4 units. • Hysteresis = 2 forecast points. • Bias = Long-only (Neutral / Long-bias 50 % optional). • Skip Sunday increases = false (default). 📋 Backtest properties (documented) • Initial capital = 100 000 USD. • Commission = 0.20 % per trade. • Pyramiding = 10. • Calc on every tick = false. • Point value = 1 (for NAS100 CFD). • No financing or slippage modeled. • If using CFDs, account for overnight funding. • On futures (NQ / ES), carry is implicit. 📊 Typical behaviour • Many small scratches, a few large winners. • Performs best during multi-week / multi-month trends. • Underperforms in tight or volatile ranges. • Average hold ≈ 30 – 90 days in historical tests. 💡 Risk and performance guide (illustrative) Sharpe ≈ 1.25 Sortino ≈ 1.10 – 1.30 Max drawdown ≈ –18 % to –25 % Annual volatility ≈ 24 – 28 % CAGR ≈ 50 – 60 % (at 4 % risk) Edge ratio ≈ 5 (MFE / MAE) Historical backtests only — past performance does not guarantee future results. 🌍 Intended markets and timeframes Optimized for NASDAQ 100 and S&P 500; also effective on similar indices (DAX, Dow Jones, FTSE). Best on Daily or higher timeframes. Aligns with long-term index drift — suitable for long-bias systematic trend portfolios. ⚠️ Limitations • Backtests exclude CFD funding costs. • Trend models will have losing streaks in range-bound markets. • Designed for experienced traders seeking systematic exposure. 🔑 Requesting access Send a private TradingView message to with the text: “Request access to Trend-Following & Breakout — Index Quant Strategy.” Access is granted only on explicit request. For further information, see my TradingView Signature. 🆕 Release notes (v1.0) • Initial release (360 min TF): EWMAC 64/256 + Donchian 200 Strict. • Risk 4 %, ATR × 1.0, Long-only bias, hysteresis 2 pts, Δqty ≥ 4. • Developed for NASDAQ 100 and S&P 500 indices. • Implements continuous risk-scaled positioning and no-trade band logic. 🧾 Originality statement This strategy is original work built entirely from TradingView built-ins (EMA, ATR, Highest, Lowest). It does not reuse open-source invite-only code. Any future reuse of open scripts will be done with explicit permission and credit.
Pine Script® strategy
by Algorific
Algo Vortex V1⚡ Algo Vortex v1 — Auto Buy/Sell Signals Description: Algo Vortex v1 is a powerful, trend-following indicator designed for traders who want clean, reliable, and automated trading signals. This tool uses a unique blend of volatility, momentum, and trend strength filters to generate Buy and Sell alerts with high accuracy — ideal for scalping, intraday, and swing trading. 🚀 Key Features 🔹 Auto Buy/Sell Signals — Instantly highlights entry and exit zones with precision. 🔹 Trend Detection Engine — Filters false signals using Vortex-based momentum analysis. 🔹 No Lag Alerts — Signals appear in real-time for quick decision-making. 🔹 Customizable Settings — Adjust sensitivity for your preferred trading style. 🔹 Works on All Markets — Stocks, Indices, Forex, Crypto, and Commodities. 🧠 How It Works The indicator combines the Vortex Indicator (VI) with custom smoothing algorithms and price action filters to identify trend shifts early. When the bullish vortex crosses above the bearish vortex, a Buy Signal is triggered. When the bearish vortex dominates, a Sell Signal appears. Additional logic filters minimize whipsaws in sideways markets. 💡 Best Timeframes Intraday Traders: 5m / 15m / 1H Swing Traders: 4H / Daily ⚠️ Disclaimer This indicator is for educational purposes only. Past performance doesn’t guarantee future results. Always backtest before live trading.
Pine Script® strategy
by toranijigs
SPY Master v1.0This is a simple swing trading algorithm that uses a fast RSI-EMA to trigger buy/cover signals and a slow RSI-EMA to trigger sell/short signals for SPY, an xchange-traded fund for the S&P 500. The idea behind this strategy follows the premise that most profitable momentum trades usually occur during periods when price is trending up or down. Periods of flat price actions are usually where most unprofitable trades occur. Because we cannot predict exactly when trending periods will occur, the algorithm basically bets money on all trade opportunities during all market conditions. Despite an accuracy rate of only 40%, the algorithm's asymmetric risk/reward profile allows the average winner to be 2x the average loser. The end result is a positive (profitable) net payout. TRADING RULES: Buy/Cover = EMA3(RSI2) cross> 50 Sell/Short = EMA5(RSI2) cross< 50 BACKTEST SETTINGS: - Period = March 2011 - Present - Initial capital = $10,000 - Dividends excluded - Trading costs excluded PERFORMANCE COMPARISON: There are 657 trades, which means 1,314 orders. Assuming each order costs $2 (what I pay for at Interactive Brokers), total trading costs should be $2,628. -SPY (buy & hold) = 132.73 ---> 193.22 = +45.57% (dividends excluded) -SPY Master v1.0 = $12,649 - $2,628 = $10,021 = +100.21% DISCLAIMER: None of my ideas and posts are investment advice. Past performance is not an indication of future results. This strategy was constructed with the benefit of hindsight and its future performance cannot be guaranteed.
Pine Script® strategy
by Stable_Camel
5
TopTenAlgo 10. SQZMOM Algorithmic Strategy with Alerts & SignalsEN: This Algorithm is a derivative of John Carter's "TTM Squeeze" volatility indicator. Many strategists have taken the indicator on Tradingview with simple moving averages and have looked at the biggest mistake only by dealing with squeeze and exit processes to squeeze. But I used the algorithm to determine where the markets would actually explode. For example, instead of using SMAs , I tested them on the Linear Regression Curve using Volume Weighted Moving Averages and Hull MAs. This gave me the opportunity to develop a more responsive algorithm and identify where the actual explosion would occur. The Gray Circles in the midline show that the market is entering a new jam (in the Bollinger Bands and Keltner Channel). This means low volatility , the market prepares itself for an explosive move (up or down). White Circles mean that it is about to get out of the jam. The Blue Circles, which no one can calculate, now inform that the exit is no longer jammed and that the explosion has taken place. Mr. Carter recommends that you wait until the first gray after a gray cross and take a position in the momentum direction (for example, if the momentum value is above zero, relax). Exit position when the momentum changes (increase or decrease, this is indicated by a color change). In this algorithm, I tried to achieve good entry points using an additional indicator such as ADX and WaveTrend. To draw the histogram, I used a different method based on Linear Regression . Mr.Carter uses a simple momentum indicator. Strategy, alarms and signals have been added to the indicator so that you can optimize in algorithmic trading. In summary, this algorithm is a strict algorithm in which additional 4-5 indicators are blended. Conveniences for Everyone ... TR: Bu Algoritma John Carter'ın "TTM Squeeze" volatilite göstergesinin bir türevidir. Bir çok stratejist Tradingview' de gösterge' yi basit hareketli ortalamalarla ele almış ve en büyük hatayı sadece sıkışma ve sıkışmadan çıkış süreçlerini ele alarak bakmışlardır. Fakat ben algoritmayı piyasaların asıl patlama yapacağı yeri tespit etmek için kullandım. Örneğin SMA' ları kullanmak yerine Hacim Ağırlıklı Hareketli Ortalamaları ve Hull MA' ları kullanarak onları Linerar Regresyon Eğrisinde stress testine tabi tuttum. Buda bana daha duyarlı bir algoritma geliştirmem ve asıl patlamanın olacağı yerleri tespit etmem için fırsat verdi. Orta hattaki Gri Daireler, piyasanın yeni bir sıkışmaya girdiğini gösteriyor ( Bollinger Bantları ve Keltner Kanalı'nda). Bu, düşük volatilite anlamına gelir, piyasa kendisini patlayıcı bir harekete hazırlar (yukarı veya aşağı). Beyaz Daireler ise sıkışmadan çıkmak üzere olduğu anlamına gelir. Hiç kimsenin hesap edemediği Mavi Daireler ise artık sıkışmadan çıkıldığını ve patlamanın gerçekleştiğini haber verir. Mr.Carter, gri bir çarpı işaretinden sonra ilk griye kadar beklemenizi ve momentum yönünde bir pozisyon almanızı önerir (örneğin, momentum değeri sıfırın üstünde ise, rahat olun). Momentum değiştiğinde pozisyondan çıkın (artırma veya azaltma, bunu o bir renk değişikliği ile belirtilir). Bu algoritmada ben, ADX ve WaveTrend gibi ek bir gösterge kullanarak iyi giriş noktalarıelde etmeye çalıştım. Histogramı çizmek için ise Linear Regresyon tabanlı farklı bir yöntem kullandım. Mr.Carter basit bir momentum göstergesi kullanır. Göstergeye algoritmik işlemlerde optimizasyon yapabilmeniz için strateji, alrmlar ve sinyaller eklenmiştir. Özetle bu algoritma ek 4-5 göstergenin harmanlandığı sıkı bir algoritmadır. Herkese Kolaylıklar dilerim...
Pine Script® strategy
by nFinans
Session Breakout Scalper Trading BotHi Traders ! Introduction: I have recently been exploring the world of automated algorithmic trading (as I prefer more objective trading strategies over subjective technical analysis (TA)) and would like to share one of my automation compatible (PineConnecter compatible) scripts “Session Breakout Scalper”. The strategy is really simple and is based on time conditional breakouts although has more ”relatively” advanced optional features such as the regime indicators (Regime Filters) that attempt to filter out noise by adding more confluence states and the ATR multiple SL that takes into account volatility to mitigate the down side risk of the trade. What is Algorthmic Trading: Firstly what is algorithmic trading? Algorithmic trading also known as algo-trading, is a method of using computer programs (in this case pine script) to execute trades based on predetermined rules and instructions (this trading strategy). It's like having a robot trader who follows a strict set of commands to buy and sell assets automatically, without any human intervention. Important Note: For Algorithmic trading the strategy will require you having an essential TV subscription at the minimum (so that you can set alerts) plus a PineConnecter subscription (scroll down to the .”How does the strategy send signals” headings to read more) The Strategy Explained: Is the Time input true ? (this can be changed by toggling times under the “TRADE MEDIAN TIMES” group for user inputs). Given the above is true the strategy waits x bars after the session and then calculates the highest high (HH) to lowest low (LL) range. For this box to form, the user defined amount of bars must print after the session. The box is symmetrical meaning the HH and LL are calculated over a lookback that is equal to the sum of user defined bars before and after the session (+ 1). The Strategy then simultaneously defines the HH as the buy level (green line) and the LL as the sell level (red line). note the strategy will set stop orders at these levels respectively. Enter a buy if price action crosses above the HH, and then cancel the sell order type (The opposite is true for a stop order). If the momentum based regime filters are true the strategy will check for the regime / regimes to be true, if the regime if false the strategy will exit the current trade, as the regime filter has predicted a slowing / reversal of momentum. The image below shows the strategy executing these trading rules ( Regime filters, "Trades on chart", "Signal & Label" and "Quantity" have been omitted. "Strategy label plots" has been switched to true) Other Strategy Rules: If a new session (time session which is user defined) is true (blue vertical line) and the strategy is currently still in a trade it will exit that trade immediately. It is possible to also set a range of percentage gain per day that the strategy will try to acquire, if at any point the strategy’s profit is within the percentage range then the position / trade will be exited immediately (This can be changed in the “PERCENT DAY GAIN” group for user inputs) Stops and Targets: The strategy has either static (fixed) or variable SL options. TP however is only static. The “STRAT TP & TP” group of user inputs is responsible for the SL and TP values (quoted in pips). Note once the ATR stop is set to true the SL values in the above group no longer have any affect on the SL as expected. What are the Regime Filters: The Larry Williams Large Trade Index (LWLTI): The Larry Williams Large Trade Index (LWTI) is a momentum-based technical indicator developed by iconic trader Larry Williams. It identifies potential entries and exits for trades by gauging market sentiment, particularly the buying and selling pressure from large market players. Here's a breakdown of the LWTI: LWLTI components and their interpretation: Oscillator: It oscillates between 0 and 100, with 50 acting as the neutral line. Sentiment Meter: Values above 75 suggest a bearish market dominated by large selling, while readings below 25 indicate a bullish market with strong buying from large players. Trend Confirmation: Crossing above 75 during an uptrend and below 25 during a downtrend confirms the trend's continuation. The Andean Oscillator (AO) : The Andean Oscillator is a trend and momentum based indicator designed to measure the degree of variations within individual uptrends and downtrends in the prices. Regime Filter States: In trading, a regime filter is a tool used to identify the current state or "regime" of the market. These Regime filters are integrated within the trading strategy to attempt to lower risk (equity volatility and/or draw down). The regime filters have different states for each market order type (buy and sell). When the regime filters are set to true, if these regime states fail to be true the trade is exited immediately. For Buy Trades: LWLTI positive momentum state: Quotient of the lagged trailing difference and the ATR > 50 AO positive momentum state: Bull line > Bear line (signal line is omitted) For Sell Trades: LWLTI negative momentum stat: Quotient of the lagged trailing difference and the ATR < 50 AO negative momentum state: Bull line < Bear line (signal line is omitted) How does the Strategy Send Signals: The strategy triggers a TV alert (you will neet to set a alert first), TV then sends a HTTP request to the automation software (PineConnecter) which receives the request and then communicates to an MT4/5 EA to automate the trading strategy. For the strategy to send signals you must have the following At least a TV essential subscription This Script added to your chart A PineConnecter account, which is paid and not free. This will provide you with the expert advisor that executes trades based on these strategies signals. For more detailed information on the automation process I would recommend you read the PineConnecter documentation and FAQ page. Dashboard: This Dashboard (top right by defualt) lists some simple trading statistics and also shows when a trade is live. Important Notice: - USE THIS STRATEGY AT YOUR OWN RISK AND ALWAYS DO YOUR OWN RESEARCH & MANUAL BACKTESTING ! - THE STRATEGY WILL NOT EXHIBIT THE BACKTEST PERFORMANCE SEEN BELOW IN ALL MARKETS !
Pine Script® strategy
by Amjad_S
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