Cyatophilum Ultimate Trading Bot [BACKTEST]

2019年11月13日

Private Indicator.

This is an indicator for trading low timeframes. It is generic and configurable meaning you can use it not only on crypto, but also forex, CFD, stocks etc.

HOW IT WORKS

The user chooses between three powerful base strategies: Bollinger Bands + Stoch RSI, RSI Divergences or the SARMA Strategy.
He can also trade support and resistance breakouts, with or without the base strategy.

Use the Alert Setup version to trigger entry and exit alerts.



You can choose between a set of trend lines that will filter trades that are against the main trend in order to increase profitability.



The integrated Trailing Stop Loss will trigger an alert to exit the trade.



You can use the Trailing Take Profit with a configurable % deviation. It will also trigger an exit alert.



SAMPLE USE CASES

XBTUSD 5m BitMEX


XBTUSD 15m BitMEX


ETHUSD 5m BitMEX


ETHUSD 15m BitMEX


USD/WTI 1m IDC (Us Dollar/ WTI Crude OIL)


Backtest below for BITMEX:LTCZ19 in 15m timeframe.

To get access to the indicator, use the link below, thanks for reading!

2019年12月5日

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Added a new backtesting feature which allows you to backtest on regular chart as if you were using the strategy on the Heikin Ashi chart.
Because we know the Strategy Tester doesn't work on the HA chart.
This way you can see the results if you were using the strategy on Heikin Ashi candles.

2019年12月6日

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Bug fixes

2019年12月7日

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New Feature: Higher Timeframe Double Trend Line
/!\ You must use a resolution higher from the current one /!\

2019年12月7日

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Bug Fixes

2019年12月14日

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New entries:

• SuperTrend
  
• Basic PSAR
  
• Volume (Chaikin Money Flow)
  
• Levels (Fibonacci: Long on fib 78 and 61. Short on fib 23 and 38)
  
• Channels (Donchian)
  

New options:
Allow reverse orders
Bollinguer Bands Multiplier

Doubled default commission % per order (0.1%)

2019年12月23日

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Bug fixes

2019年12月24日

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Bug fixes

2020年1月2日

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New entry option: Stochastique

2020年1月4日

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Bug fixes and performance update
Configuration panel updated
Entry base indicators naming :

• Scalp = for low time frame strategies
  
• Swing = for high time frame strategies
  

2020年1月5日

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New Feature! Filter trades when the market is going sideways! (useful in low time frames strategies)
ADX Sideways Filter from Higher Timeframe
Use this tool to understand how it works!
>

2020年1月5日

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Brought back the "LEVELS" entry.
Fixed a bug where the entry reversed when it shouldn't.

2020年1月6日

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Bug fixes: Removed the repainting that was introduced with the double trend line.

2020年1月11日

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New entry: MFI (Money Flow Index)
Long MFI entry triggers when MFI is oversold and reversing upwards.
Short MFI entry triggers when MFi is overbought and reversing downwards.

2020年2月2日

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Updated Panel Info

2020年2月13日

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New backtest feature

Stop Loss and Take Profit Alert Type

You can switch between "once per bar close" and "once per bar" to get a glimpse of what would be better for you.

Note: The strategy tester still waits for bar close, but using "once ber par" will not take wicks into account.

2020年2月13日

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Update on info panel. Should be easier to read.

2020年2月13日

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hotfix (TTP)

2020年2月20日

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New optional feature:
Volume Cap (minimum) to filter trades when the volume is below a specified value.

2020年2月27日

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Changed default settings

2020年3月3日

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New optional backtest feature: Dollar Cost Average

2020年3月4日

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Visual fix

2020年3月5日

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Updated info panel

2020年3月9日

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New options for the DCA (safety orders) feature:

• Increased max DCA orders count to 2
  
• DCA order step new option
  

2020年3月10日

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bug fix: 2nd safety order was triggering when it shouldn't

2020年3月15日

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Bug fix
(DCA orders with "allow reverse order option enabled" where triggering more times than expected)

Default parameters set for XBTUSD 5m

2020年3月17日

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small fix
Default settings were a bit different than the alert setup

2020年4月1日

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New entry added : CYATO AI
Based on a combo of volume, momentum and candle pattern.
Default settings updated, set for XBTUSD 5m

2020年4月1日

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hotfix: typo in the code made cyato ai go only long

2020年4月7日

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New feature: Exit Timer
Stuck in a trade for too long? Use this feature to trigger an exit after xx number of bars!

2020年5月9日

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MAY UPDATE #1: DCA Feature

The existing DCA feature has been improved.

DCA stands for Dollar Cost Average. The idea is to open additional orders from the base order in order to improve risk management.
These additional orders are also called Safety Orders. The Ultimate Trading Bot Indicator can now handle up to 9 safety orders.

The strategy will now exit either from a take profit based on percentage from base order or a percentage from total volume. Configurable in the parameters.



Note: the base order and safety orders have equal order size (volume).

Other minor changes:

The default settings have been changed to fit a margin trading strategy on the BTC/USDT Binances Futures chart in 15 minutes timeframe. Backtest updated below.
The default order size is now 10% of equity.
The colors are now a bit less saturated.

2020年5月19日

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• Bug fix: Number of safety orders was one off.
  
• Updated indicator settings visual.
  

2020年5月23日

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New Trend Filters:

• ALMA : Arnaud Legoux moving average. Offset is set to 0.85 and sigma to 6. The length is configurable.
  
• RMA : Moving average used in the RSI. The length is configurable.
  
• SWMA : Symmetrically weighted moving average with fixed length : 4.
  
• VWMA : Volume weighted moving average. The length is configurable.
  

New option to add a red background color that highlights areas where trades are filtered by the ADX filter.

Simplified Heikin Ashi option: Now both backtest and alerts MUST be used on REGULAR candles. The option allows to use Heikin Ashi candles as source for the indicators (The take profit, stop loss and dca still use real prices).

2020年5月23日

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Hotfix: DCA long stop loss now properly triggers when price crosses the line.

2020年5月25日

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DCA feature: new option to use Trailing Stop Loss or Last DCA step as Stop Loss.

2020年5月26日

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DCA bug fixes

2020年6月1日

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Updated Info Panel - More compact and easier to read - Now shows up by default.

2020年6月2日

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Added an option to change the info panel size.

2020年6月3日

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NEW ENTRY: Top & Bottoms

Simply check the box in the input settings to add the Top & Bottom entries, or Double Top and Bottom entries.

Configure the ignore number in the advanced parameters section of the input settings.

The entries are calculated by my Top and Bottom indicator (you can find it in my profile scripts)

The entries will be filtered by trend filters, sideways filter , volume cap etc.

2020年6月3日

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info panel small update

2020年6月5日

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info panel small fix

2020年6月11日

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New options for the Support/Resistance breakouts:
-Ignore Trend filters (true by default)
-Ignore ADX filter (true by default)

Available in the Advanced parameters section.

2020年6月11日

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2020年6月16日

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New entry: QQE (SWING) (Quantitative Qualitative Estimation)

Works well with "Allow reverse orders" option as it is a reversal indicator.

Configure the ATR multiplier and lookback in the Advanced Parameters section of the indicator' settings

2020年6月23日

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New Backtest feature when using Safety orders !

The following parameters are now available in the indicator advanced parameters:

• Base order size
  
• Safety order size
  
• Safety order volume scale
  

Note: when using safety orders, the order size will always be in contracts. When not used, the order size in set in the backtest parameters tab as usual.

2020年6月29日

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Safety order step scale now works like this:
The scale will multiply step in percents between safety orders.
Let's assume there is a bot with safety order price deviation 1% and the scale is 2. Safety order prices would be:

It's the first order, we use deviation to place it: 0 + -1% = -1%.
Last safety order step multiplied by the scale and then added to the last order percentage. The last step was 1%, the new step will be 1% * 2 = 2%. The order will be placed: -1% + -2% = -3%.
Step: 2% * 2 = 4%. Order: -3%+ -4% =-7%.
Step: 4% * 2 = 8%. Order: -7%+ -8% =-15%.
Step: 8% * 2 = 16%. Order: -15%+ -16% =-31%.

2020年6月29日

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Now works: ability to disable stop loss when using DCA.
=> Select Stop Loss Type : "Stop loss above" and turn off the Stop Loss feature.

2020年7月4日

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The parameter "Safety Order Volume Scale" is now affecting the Take Profit line while using the "Percentage of Total Volume" Take Profit type.

Sample:

2020年7月20日

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New feature: Session Filter
Pick a session range and any trade outside will not trigger!
Optional, turned off by default.

Note: It seems that on some markets when turning the feature on, the weekends are filtered out.
Note 2: You can use the "show red background when trades are filtered" to see when the session is active.

2020年8月16日

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Info panel:
Now prints the max period the strategy tester can calculate based on the current timeframe. It is 20000 bars * current timeframe as to the current data loaded on the chart.

2020年8月21日

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New ADX filter option to filter trades BELOW or ABOVE threshold

2020年8月21日

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typo

2020年8月27日

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bug fixes (DCA SL)

2020年9月2日

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New entry: BB (Bollinger Bands), as there was a BB + RSI entry this one only uses Bollinger Bands when price gets back into them.

2020年9月17日

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New trendlines: Adaptive Tilson T3 and MTF Adaptive Tilson T3.
Note that with adaptive trendlines the length (lookback) is automatically calculated.

2020年10月4日

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Reverse Order On Stop Loss feature:
- Reverse entry alert and stop loss now trigger on the same bar.
- For security, this feature will not happen more than once.

2020年10月4日

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Rollback 1 update before.

2020年10月15日

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Fixed an issue with the security function that didn't return any value in some historical data.

2020年10月18日

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Added an alert_message parameter to strategy functions in order to be able to use strategy alerts.

Long entry and DCA Long will trigger a "LONG" message

Long entry and DCA Short will trigger a "SHORT" message

Stop loss, Take Profit, exit signal will trigger an "EXIT" message.

2020年10月26日

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CORE: No changes. You should be able to recreate your strategies with this new version.
Some input settings changed place for better understandability.

NEW ENTRY:
Higher/Lower Highs & Lows section
2 parameters: 1 safe and 1 risky.


NEW ENTRY:
MA Cross section
Ability to create signals from MA cross or price & MA cross.
When using Price & MA cross, the indicator waits from high/low to fully cross the trendline to avoid noise.


UPDATED:
TREND FILTER
- Added EXTERNAL trendline source.
To make it work:
1. Add the External Trendline (any indicator)
2. Select the related plot in the UTB trendline external source


- Added Adaptive HULL MA.
- Added parameter "Trend Condition" to choose how the trend is calculated, between " trendline slope" and price position (above or below)
- Added an option to exit a trade when the trend reverses.

UPDATED:
MTF TREND FILTER:
- Added MTF Adaptive HULL MA
- Added parameter "Trend Condition"

UPDATED:
VOLUME FILTER
Now has a whole section, you can choose between AUTO or MANUAL threshold.
- Added a bullish/bearish candle condition

NEW FILTER:
RSI FILTER (MTF)
2 threshold parameters to filter both long and short entries depending on the RSI value.

UPDATED:
SESSION FILTER
Now works on everyday of the week


MISC:
GRAPHICS : The background color to show filtered areas has now 2 colors to see when long and shorts are filtered.
Info Panel: Now shows the script version.
Default settings has everything turned off, this is to show new users how to create a strategy step by step.
See the info panel in the chart above if you want a sample configuration.

2020年10月27日

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- Updated info panel.
- The indicator will now understand that the strategy is supposed to reverse when no SL and TP is set.

2020年10月28日

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Info panel: now prints BB entry multiplier

Volume Filter AUTO mode improved

Added KAMA Trendline

2020年11月2日

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S/R breakouts now works properly with Volume, RSI and Session filters. (In addition to ADX filter)

2020年11月10日

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Create alerts from the backtest version!

-> Added Strategy Alerts text inputs.
How to use:
Write your alert messages for EXIT, LONG and SHORT orders in the settings (Backtest section).
Then click add alert, and in the placeholder, write the following:
{{strategy.order.alert_message}}

2020年11月19日

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Bugfixes: S/R breakouts entries were ignoring the volume filter.

2020年11月24日

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New entry "ASAP": creates an entry everytime a trade is closed. Meant to be used with the Trendline filter.

2020年12月13日

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Regarding the safety orders, in rare cases a step wasn't triggered when it should.
The reverse order on stoploss option now works with safety orders enabled.

2020年12月15日

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As requested, I added the entry "Cyato AI (SWING)".

2020年12月17日

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Minor update: Backtest period settings improved.

2020年12月17日

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New entry: "Adaptive Channels (SWING)", a swing trade indicator for long-only strategies.

2020年12月17日

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Small fix: in some cases the backtest long/short results option wasn't working properly.

2020年12月25日

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bugfix introduced in the last update.

2021年1月9日

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New entry: "Cyato AI v2 (Scalp)"
What changed with Cyato AI version 1:
- added noiseless RSI (RSX) overbought/oversold check
- additional candle patterns
- will buy less "at the top" or "after the move"

The version 1 is still available, of course, still called "Cyato AI (Scalp)"

Cyato AI V2 seem to work well with VWMA 200 trendline and ADX filter.

2021年1月11日

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Hotfix with Cyato AI V2 introduced lately. Short signals were not triggering.

2021年1月27日

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Configuration panel udpated: smaller and better placement.

Added new alert system!
To use it:
1. Write your alert messages in the indicator settings (alert section at the bottom)
2. Click "Create Alert" as usual, but choose "alert() function calls only"

That's all! You will receive alerts for every event.

2021年2月17日

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New setting for the MTF trendline: you can apply it on another pair.
For example if you are on ETHUSDT, and want the trendline to be on BTCUSDT, now you can.

2021年2月21日

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DCA:
- Max safety trades count limitation changed from 9 to 100.
Note: it seems the strategy tester can only handle 82 open trades though.
- Added "alert type" setting for safety trades alerts to choose from "Once per bar" or "Once per bar close".
- Removed Stop loss type setting. We will just use the regular stop loss now which makes more sense.
- Average volume take profit calculation improved.

Trailing TP (Fix):
- Behavior update when using "Once per bar" alert type. The trailing TP will now exit when it should.

2021年2月22日

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New DCA alert type : "All"
With this setting, the long/short dca alert is able to trigger several times during a candle whereas the other settings would trigger only once per bar even if the price breaks through several dca steps.
Note: the backtest still calculates results using only one trade per bar because of its limitations.

2021年2月23日

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DCA small fixes: a dca signal cannot trigger on take profit or stop loss event

2021年2月26日

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Added a price entry input that will create entry at the given price.

2021年2月26日

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Price entry now takes wicks.

2021年3月16日

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New entry: VWAP (Volume Weighted Average Price)
Configure the anchor, offset, standart deviation mutlipier for the bands, and choose to entry from VWAP price cross (trend mode) or bands price hits (rotation mode).
Combine the VWAP with the other features to improve the strategy.

2021年3月17日

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- Backtest Period Inputs addition
- Info panel updated: now shows the real backtest period and the number of open trades in real time.
- Trailing TP graphic enhancements

2021年3月22日

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Quality of life update for the inputs:
- Added tooltips
- Added a checkbox for each alert even to prevent the alert to trigger

2021年3月23日

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Gave PSAR some love so that we can use it alongside filters like RSI filter to scalp low timeframes.
The PSAR value can now be a decimal value to get less noise on low timeframes.

Added new entry "BB + UO"
Combination of Bollinger Bands and Ultimate Oscillator.
The entry is triggered when price hits a band and UO is oversold/overbought and reversing.

2021年4月2日

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Regarding Once Per Bar Alerts:
To be able to receive once per bar alerts with the strategy, you need to set the backtest parameter "Recalculate: On Every Tick" to true.
Otherwise the strategy will calculate the alerts on bar close only.
Using this paramter was causing a bug that stopped the alerts. This bug is fixed in this update.

2021年4月7日

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"Recalculate : On every tick" set to true by default.
PSAR settings: added Start, Increment and Maximum.

2021年4月10日

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Added Heikin Ashi (swing) entry

2021年4月11日

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HA Swing entries behavior update when used with TP/SL

2021年4月14日

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Added Buy & Hold Comparator panel.
The buy & Hold Comparator is an additional panel that turns green when the strategy's return is greater than the Buy & Hold return.
Note:
The Strategy Return is the strategy netprofit + the strategy openprofit.
Use longs results only and a 100% equity order size to compare to Buy & Hold.
Enable the panel in the Graphics section of the indicator settings.

2021年5月9日

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Improved Trailing Take Profit behavior. Sometimes it would exit too early.
A bug when a long and short entry could happen on the same bar has been fixed.

2021年5月9日

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BugFix DCA volume scale: the scaling now starts at 2nd DCA

2021年5月9日

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It is now possible to retrieve the DCA order size in the alert message.
In your DCA long or short alert message, writing {order_size} will be replaced by the DCA order size.

Example:
"Order size is {order_size} contracts"
will be replaced by:
"Order size is 5 contracts"
Given the current safety order size is 5.

2021年5月26日

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DCA / Safety Orders
Both base and safety order size no longer is in contracts but in either fixed currency amount or % of Equity.

2021年6月2日

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Added a secondary Take Profit option & alert
- Configure your 2nd target in % (should be bigger than the 1rst)
- Configure the % quantity to exit on the 1rst Take Profit, between 0 and 100. The remaining % will be exit on the 2nd TP.

-> A useful feature to improve your strategies risk management!

2021年6月19日

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Added new Backtest Results panel!
You can disable it by going in the style tab -> tables, or by clicking the indicator setting "Backtest Results Table".

2021年6月19日

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Removed some "transp" arguments

2021年6月30日

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Added placeholder {price} for Long + Short TP and SL alerts.

2021年7月1日

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Added placeholders {price}, {TP} and {SL} to get the price values inside the Long & Short entry alerts.

2021年7月8日

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Using \n in alert messages now creates a new line.

2021年7月10日

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You can now write {position_size} in the alert messages in the indicator settings and it will be replaced by the value.

2021年7月12日

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Performance udpate - alert messages fix: \n is now replaced by new line

2021年7月29日

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Important bug fix regarding take profit alert messages. TP message was swapped with TP 2 message.

2021年8月5日

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Added {TP2} placeholders in the entry alert messages.

2021年8月5日

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{price} placeholder for entry alerts now take the limit price option into account.

2021年8月5日

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2021年8月8日

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Removed 2 digits rounding to the alert placeholders.

2021年8月18日

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Added 2 alerts Long/short exit with reverse

2021年8月20日

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Added a smoothing parameter for ADX filter.

2021年8月30日

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Backtest panel: added max drop in flat value

2021年9月2日

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Added an option to show the backtest table in replay mode.

2021年10月30日

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Fixed a bug when using "reverse order on stoploss" option and DCA not calculating.

2021年11月5日

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Added a "Contracts" option for safety orders' size. Useful for stock and futures.
Safety orders now properly get placed when using "once per bar" option.

2021年11月11日

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Converted to pine v5
Added information in the backtest panel: required initial capital, amount of SO used, max days in a deal.

2021年11月15日

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Bug fixes: dca not closing on take profit

2021年12月12日

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ADX and RSI filter now use the indicator current bar when their resolution is same as Chart.

2022年1月3日

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The Moving Average Cross Entry feature has been updated and improved with more options.

2022年1月4日

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Added an optional DMI filter to the ADX fitler section.
Used to filter using directional Movement Index:
- only go long if DI+ is above DI-
- only go short if DI- is below DI+

2022年1月14日

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Small bug fix: Required Initial capital in backtest panel was printed in contracts instead of quote currency.

2022年1月15日

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Fix typo in backtest panel

2022年2月21日

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Updated RSI filter:
- Now can be switched for a STOCH filter.
- Added option to filter ABOVE or BELOW the threshold for BOTH long and short signals.

2022年3月29日

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Updated config panel and dca price deviation and scale input steps

2022年3月29日

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changed step for input dca vol scale

2022年3月29日

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Reduced safety order volume scale minimum from 1 to 0.1

2022年4月6日

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When converting to pine v5, the style tab got altered. This update brings back the color and background customisation.

2022年4月6日

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2022年4月6日

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Fix a bug in the backtest when using "once per bar" DCA combined with reverse orders enabled

2022年5月5日

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small update to prevent double signals in case of reversal strategy mode when stop loss and entry could trigger on the same bar. Now the entry signal triggers only.

2022年8月12日

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Alert text inputs are bigger and now allows line returns!

2022年8月28日

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Added alert placeholders:
{price} will return the close price
{ticker} symbol name without exchange prefix
{tickerid} symbol name with exchange prefix

2022年9月23日

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Updated Trend Line Filters
- Code refactoring, the script should load a bit faster
- Added 'SMMA', 'VIDYA', 'FRAMA' and 'DEMA' trend lines

2022年11月10日

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Removed config panel since there is now a built-in tab in the strategy tester where you can see all indicator parameters.

2022年11月15日

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Script loading time optimisation update
It should load about 2s faster when backtesting

2022年11月15日

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2022年11月30日

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New stop loss setings: ATR Trailing stop
Added alert placeholders
Improved backtest engine (once per bar exits are now all placed using limit orders)
Fix a few bugs

2023年3月17日

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Updated VWAP bands calculation

2023年3月21日

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Updated inputs for better usability
Updated cyato swing AI
Added VWAP bar filter and source for bands touch
Updated graphics

2023年3月29日

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Bug fix: the "EXIT" signal was not closing orders in the backtest due to an oversight from me in a previous udpate.

2023年6月3日

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added a stop loss order on same bar as entry only for 'once per bar' scenarios where entry and stoploss happen on same bar. The order gets canceled on next bar.

2月16日

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- Code optimisation
- Added "Auto" Take profit and Stop Loss modes, based on average true range
- Added new alert placeholders

2月24日

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Added a start "Date" parameter for the "price entry" setting in the "advanced parameters" section

3月22日

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Added specific alert messages for the exit alert for long and short separated