XPloRR MA-Trailing-Stop StrategyXPloRR MA-Trailing-Stop Strategy
Long term MA-Trailing-Stop strategy with Adjustable Signal Strength 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 fast buy EMA (blue) crossing over the slow buy SMA curve (orange) and the fast buy EMA has a certain up strength.
My sell strategy is triggered by either one of these conditions:
the EMA(6) of the close value is crossing under the trailing stop value (green) or
the fast sell EMA (navy) is crossing under the slow sell SMA curve (red) and the fast sell EMA has a certain down strength.
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 the high and low values.
The scripts shows a lot of graphical information:
The close value is shown in light-green. When the close value is lower then the buy value, the close value is shown in light-red. This way it is possible to evaluate the virtual losses during the trade.
the trailing stop value is shown in dark-green. When the sell value is lower then the buy value, the last color of the trade will be red (best viewed when zoomed)(in the example, there are 2 trades that end in gain and 2 in loss (red line at end))
the EMA and SMA values for both buy and sell signals are shown as a line
the buy and sell(close) signals are labeled in blue
How to use this strategy?
Every stock has it's own "DNA", so first thing to do is tune the right parameters to get the best strategy values voor EMA , SMA, Strength for both buy and sell and the Trailing Stop (#ATR).
Look in the strategy tester overview to optimize the values Percent Profitable and Net Profit (using the strategy settings icon, you can increase/decrease the parameters)
Then keep using these parameters for future buy/sell signals only for that particular stock.
Do the same for other stocks.
Important : optimizing these parameters is no guarantee for future winning trades!
Here are the parameters:
Fast EMA Buy: buy trigger when Fast EMA Buy crosses over the Slow SMA Buy value (use values between 10-20)
Slow SMA Buy: buy trigger when Fast EMA Buy crosses over the Slow SMA Buy value (use values between 30-100)
Minimum Buy Strength: minimum upward trend value of the Fast SMA Buy value (directional coefficient)(use values between 0-120)
Fast EMA Sell: sell trigger when Fast EMA Sell crosses under the Slow SMA Sell value (use values between 10-20)
Slow SMA Sell: sell trigger when Fast EMA Sell crosses under the Slow SMA Sell value (use values between 30-100)
Minimum Sell Strength: minimum downward trend value of the Fast SMA Sell value (directional coefficient)(use values between 0-120)
Trailing Stop (#ATR): the trailing stop value as a multiple of the ATR(15) value (use values between 2-20)
Example parameters for different stocks (Start capital: 1000, Order=100% of equity, Period 1/1/2005 to now) compared to the Buy&Hold Strategy(=do nothing):
BEKB(Bekaert): EMA-Buy=12, SMA-Buy=44, Strength-Buy=65, EMA-Sell=12, SMA-Sell=55, Strength-Sell=120, Stop#ATR=20
NetProfit: 996%, #Trades: 6, %Profitable: 83%, Buy&HoldProfit: 78%
BAR(Barco): EMA-Buy=16, SMA-Buy=80, Strength-Buy=44, EMA-Sell=12, SMA-Sell=45, Strength-Sell=82, Stop#ATR=9
NetProfit: 385%, #Trades: 7, %Profitable: 71%, Buy&HoldProfit: 55%
AAPL(Apple): EMA-Buy=12, SMA-Buy=45, Strength-Buy=40, EMA-Sell=19, SMA-Sell=45, Strength-Sell=106, Stop#ATR=8
NetProfit: 6900%, #Trades: 7, %Profitable: 71%, Buy&HoldProfit: 2938%
TNET(Telenet): EMA-Buy=12, SMA-Buy=45, Strength-Buy=27, EMA-Sell=19, SMA-Sell=45, Strength-Sell=70, Stop#ATR=14
NetProfit: 129%, #Trade
Stoploss
Highest/Lowest Channel Multi-Time FramePlots the Highest and Lowest source price for N bars back. Similar to Donchian Channels except any price source can be used (best results: close ). Can be set to any interval independent of the chart interval. Repainting will occur if the chart interval is less than the indicator interval.
HiLoHi Everyone,
Do you guys know how can I add an exit strategy to this hilo.
I would like it to exit either with hilo invertion (already does) or with profit/loss (it doesn't work)
Thank you
Parabolic GlitterThis indicator overlays a series of Parabolic Stop And Reverses (SARs) to continuously illustrate trends as they form in addition to a range of good possible levels at which to place stop orders.
The Initial Start argument gives the minimum value for the SAR function's "Start" argument. The Increment/Start Ratio argument gives the ratio of the SAR function's "Increment" and "Start" arguments (i.e. SAR default is Start = 0.02, Increment = 0.02, therefore Increment/Start Ratio = 1). The same logic applies to the Max/Start Ratio Argument (i.e. SAR default is Start = 0.02, Max = 0.2, therefore Max/Start Ratio = 10).
The Adaptive Coloring argument determines whether the plotting points are red in downtrends and green in uptrends, or if all the plotted points are given the same color (defaults to silver).
SuperTrend BFI am republishing this indicator as something changed within TradingView's script engine so that the old script ceased to function ( a minor syntax error that used to be acceptable but no longer is).
Anyhow here's the fixed version which as you can see has done a great job of keeping us on the right side of the trend with once-hot stocks like Skyworks !
