CMYK XIAM OPEN◊ Introduction
This is project XIAM, a work in progress.
Recently i came across the repainting problem.
Since then i haven't seen any bot-code that makes > 5% profit in two weeks with 0.25% fees/trade.
People who make good bots either bluff or don't share the code.
they let you rent it.
I aim to understand, learn it, write it myself. And share my findings with whoever shares with me.
◊ Origin
Based on RMI (RSI with momentum) and SMA, and values derived from those.
◊ Usage
Currently an investigative script.
◊ Theoretical Approaches
Philosophy α :: Cleansignal
:: Cleaning up the signal, from irregularities that cause unpredictable results.
Merging available tickers of a pair into one.
Merging available tickers of different coins into one in the correct proportion. (eg. Crypto market cap)
Removing Jitter, and smoothing signal without delay.
Philosophy β :: Rythmic
:: Syncing into the rythm's, to never miss the que, and trade on every theoretical low/high
Searching Amplitude, Period, Phase Shift, Frequency's of the carrier waves.
Marking Acrivity/inactivity of the carrier waves.
Partial Fractal repetition asses-able with above data?
Philosophy γ :: consequential
:: Seeking for Indicatory events and causal relations
Probability / reward.
Confirmation and culmination.
...
◊ Community
Wanna share your findings ? or need help resolving a problem ?
CMYK :: discord.gg
AUTOTVIEW :: discordapp.com
Sma
Kozlod - Yet Another Moving Average Cross Alerts (9 MA types)You can choose one of these MA types in params:
Simple Moving Average ( SMA )
Exponential Moving Average ( EMA )
Weighted Moving Average ( WMA )
Arnaud Legoux Moving Average ( ALMA )
Hull Moving Average ( HMA )
Volume-weighted Moving Average ( VWMA )
Least Square Moving Average ( LSMA )
Smoothed Moving Average ( SMMA )
Double Exponential Moving Average ( DEMA )
Also you can select SL/PT % levels.
There are 4 alerts available: LONG/SHORT/EXIT LONG/EXIT SHORT
Same script as strategy:
Kozlod - Yet Another Moving Average Cross Strategy (9 MA types)You can choose one of these MA types in params:
Simple Moving Average (SMA)
Exponential Moving Average (EMA)
Weighted Moving Average (WMA)
Arnaud Legoux Moving Average (ALMA)
Hull Moving Average (HMA)
Volume-weighted Moving Average (VWMA)
Least Square Moving Average (LSMA)
Smoothed Moving Average (SMMA)
Double Exponential Moving Average (DEMA)
Also you can select SL/PT % levels.
XPloRR MA-Buy ATR-Trailing-Stop Long Term Strategy Beating B&HXPloRR MA-Buy ATR-MA-Trailing-Stop Strategy
Long term MA Trailing Stop strategy to beat Buy&Hold strategy
None of the strategies that I tested can beat the long term Buy&Hold strategy. That's the reason why I wrote this strategy.
Purpose: beat Buy&Hold strategy with around 10 trades. 100% capitalize sold trade into new trade.
My buy strategy is triggered by the EMA(blue) crossing over the SMA curve(orange).
My sell strategy is triggered by another EMA(lime) of the close value crossing the trailing stop(green) value.
The trailing stop value(green) is set to a multiple of the ATR(15) value.
ATR(15) is the SMA(15) value of the difference between high and low values.
Every stock has it's own "DNA", so first thing to do is find the right parameters to get the best strategy values voor EMA, SMA and Trailing Stop.
Then keep using these parameter for future buy/sell signals only for that particular stock.
Do the same for other stocks.
Here are the parameters:
Exponential MA: buy trigger when crossing over the SMA value (use values between 11-50)
Simple MA: buy trigger when EMA crosses over the SMA value (use values between 20 and 200)
Stop EMA: sell trigger when Stop EMA of close value crosses under the trailing stop value (use values between 8 and 16)
Trailing Stop #ATR: defines the trailing stop value as a multiple of the ATR(15) value
Example parameters for different stocks (Start capital: 1000, Order=100% of equity, Period 1/1/2005 to now):
BAR(Barco): EMA=11, SMA=82, StopEMA=12, Stop#ATR=9
Buy&HoldProfit: 45.82%, NetProfit: 294.7%, #Trades:8, %Profit:62.5%, ProfitFactor: 12.539
AAPL(Apple): EMA=12, SMA=45, StopEMA=12, Stop#ATR=6
Buy&HoldProfit: 2925.86%, NetProfit: 4035.92%, #Trades:10, %Profit:60%, ProfitFactor: 6.36
BEKB(Bekaert): EMA=12, SMA=42, StopEMA=12, Stop#ATR=7
Buy&HoldProfit: 81.11%, NetProfit: 521.37%, #Trades:10, %Profit:60%, ProfitFactor: 2.617
SOLB(Solvay): EMA=12, SMA=63, StopEMA=11, Stop#ATR=8
Buy&HoldProfit: 43.61%, NetProfit: 151.4%, #Trades:8, %Profit:75%, ProfitFactor: 3.794
PHIA(Philips): EMA=11, SMA=80, StopEMA=8, Stop#ATR=10
Buy&HoldProfit: 56.79%, NetProfit: 198.46%, #Trades:6, %Profit:83.33%, ProfitFactor: 23.07
I am very curious to see the parameters for your stocks and please make suggestions to improve this strategy.
CMYK VRMI RAYS ◊ Introduction
Introducing VRMI in this script, an RMI based on price movement and volume, to indicate bullish and bearish trends.
This script marks the background depending on RMI <> VRMI , VRMI polarity and large buy/sell sprees.
◊ Origin
Based on 'The Relative Momentum Index' by Roger Altman : February, 1993 issue of Technical Analysis of Stocks & Commodities magazine.
While RSI counts up and down days from close to close, the Relative Momentum Index counts up and down days from the close relative to a close x number of days ago.
This results in an RSI that is smoother.
In addition VRMI reacts quick, it is used to cut off latency from RMI, and it's polarity indicates the beginning and end of a trend.
Large buy sell sprees and detected in their proportion with an sma on the volume
◊ Adjustments
CMYK color theme applied.
◊ Usage
This indicator can be used to detect trends and mark reversals.
◊ Prospects
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Multi-Bollinger [DW]This is an experimental study designed to visualize trend activity and volatility using a set of two Bollinger Bands calculated with a basis moving average type of your choice.
The available moving averages in this script are:
-Exponential Moving Average
-Simple Moving Average
-Weighted Moving Average
-Volume Weighted Moving Average
-Hull Moving Average
-Least Squares Moving Average
-Arnaud Legoux Moving Average
-Coefficient of Variation Weighted Moving Average
-Fractal Adaptive Moving Average
-Kaufman's Adaptive Moving Average
In addition, a middle filter is calculated by taking the median of the two basis lines.
Multi-Timeframe functionality is included. You can choose any timeframe that Tradingview supports as the basis resolution for the bands.
Custom bar color scheme is included with four options to choose from.
Simple and Exponential MAAllow moving averages to be displayed without needing to use up multiple charting indicators individually (20, 50, 100, 200, 300 lengths for both EMA and SMA)
Moving Averages
Set up to 3 SMA and 3 EMA. Thus, a total of 6 moving averages if you really like. This is a great means by which to easily identify which moving average setup is constantly being tested.
Change the lengths of each moving average.
Change styling of each moving average.
Forex MA Racer - SMA Performance /w ZeroLag EMA TriggerThis strategy uses 5 Simple Moving Averages and 2 ZeroLag Exponential Moving Averages, to determine possible entries and exits.
- Pretuned for Forex on 15m period
- Uses SMA(10/20/50/100/200) and EMA(9/21) by default
- Be cautios in sideward markets!
CMYK RMI◊ Introduction
I started using this script because of its fast reaction, and good tell for buy/sell moments on a short timescale.
For larger timescales, the overall trend should be taken into account regarding the levels.
In the future i will update this indicator, to automatically adjust those.
◊ Origin
The Relative Momentum Index was developed by Roger Altman and was introduced in his article in the February, 1993 issue of Technical Analysis of Stocks & Commodities magazine.
While RSI counts up and down days from close to close, the Relative Momentum Index counts up and down days from the close relative to a close x number of days ago.
This results in an RSI that is smoother.
◊ Adjustments
CMYK color theme applied.
Four levels to indicate intensity.
Two Timescales, to overview the broader trend, and fast movements.
◊ Usage
RMI indicates overbought and oversold zones, and can be used for divergence and trend analysis.
◊ Future Prospects
Self adjusting levels, relative to an SMA trend.
Alternative RMI, which functions as an overlay.
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Stratergy CM_Ultimate_MA_MTFThis is the script for the idea published by @ChrisMoody
Below is the link to the idea
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Try the scripts for longer periods (e.g. 1 D).
The script still requires some tweaks as one of the issue is that the shorts and puts are being placed 2 candles after a confirmation is there. So use this strategy at your own risk.
Any inputs will really be helpful.
(Also thanks to @ChrisMoody for such a good indicator).
Exponential/Simple Moving Average Ribbon 12Due to popular demand (one person asked) this is an updated version of my EMA 12 indicator.
This indicator will show up to twelve moving averages at a time in a single indicator. Or, to put it another way, a moving average ribbon.
You can turn individual MAs off or on at your discretion, to show from none to twelve at a time, to better visualize support and resistance areas off of MAs as well as MA crossings.
You can also, of course, adjust the length/period of each of the MAs at your discretion.
In this version, most significantly, you can select either exponential moving average or simple moving average as well for each individual MA.
For the last four MA lines, the color will change from red when bearish to green when bullish. There is also a much more subtle color change in the other MA lines as well.
TEMA - Triple Moving Averages (50,100,200)Three Moving Averages in a single indicator, very useful if you are a free user and want to save some indicator slots.
Enjoy it :)
6 Simple Blue & 5 Exponential Yellow Moving Averages6 simple and 5 exponential Moving Averages in one indicator.
I made this because its not always easy to tell what average the price might be bouncing off from when you only have a couple at a time.
For some reason, the defaults aren't working.
To fix this, just open the configuration for the indicator after the first time that you load it.
Then check/uncheck the box and set the time period.
If anyone knows how I can fix this in the code, please let me know.
Blue indicators are simple and the Yellow are exponential.
Thinner more transparent lines are shorter term averages and Thicker lines are longer term averages.
I modeled it after the source of several other scripts which had less averages
3SMAThis script plots three Simple Moving Averages instead of just one.
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Log-space Simple Moving Average (Set of 3)For convenience, bundles 3 moving averages at 50, 100, and 200
Ultra RSI [DW]This is an RSI Variation with six different averaging methods to choose from.
The averaging methods I've included in this script are:
- Exponential Moving Average
- Simple Moving Average
- Smoothed Moving Average
- Weighted Moving Average
- Volume Weighted Moving Average
- Arnaud Legoux Moving Average
Each method produces a different, yet significant gauge of relative strength.
Custom bar colors are included.