HPotter

Combo Backtest 123 Reversal & Ergodic CSI

This is combo strategies for get a cumulative signal.

First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.

Second strategy
This is one of the techniques described by William Blau in his book
"Momentum, Direction and Divergence" (1995). If you like to learn more,
we advise you to read this book. 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 grounding, he then looks
at the deficiencies in other oscillators and introduces some innovative techniques,
including a fresh twist on Stochastics. On directional issues, he analyzes the
intricacies of ADX and offers a unique approach to help define trending and
non-trending periods.
This indicator plots Ergotic CSI and smoothed Ergotic CSI to filter out noise.

WARNING:
- For purpose educate only
- This script to change bars colors.
從常用腳本中移除 新增至常用腳本

評論

Thank you for the script and very detailed, useful comment @HPotter .
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HPotter donerkebab
@donerkebab, You are welcome.
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Great strategy.
Could you write a script for it with alerts?
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HPotter Francois555
@Francois555, You can add
alertcondition(pos != pos and pos == 1, title='Signal Buy', message="Buy")
alertcondition(pos != pos and pos == -1, title='Signal Sell', message="Sell")
after 78 line.
+1 回覆
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