EdCava

Cava Signals Backtesting/Visualizer

EdCava 已更新   
PLEASE READ THE DESCRIPTION CAREFULLY

Trying this again, as it seems I keep violating the rules unintentionally. Moderator, please forgive me as I try to make this right.

This backtesting/visualizer script was created for me to get a visual idea of the Cava Signals indicator throughout its development time and continuous optimization.

This script is to be used on the 30-minute timeframe on supported markets, and whether I can only publish strategies on regular candles, the indicator is meant to trigger on heikin ashi candles.I understand backtesting on non-regular candles produces unrealistic results, but I emphasize that this script is more for visualization purposes rather than accurate $ amounts from the trades. The signals are used along with a dedicated bot configuration, so part of the strategy is not managed by the script, but by the bot's config.

Some behind the scenes on what we are looking at:

a combination of ema and sma crosses on different time frames (5m, 15m, 30m, 60m and 90m) - we call this the wave trend
a combination of stochastic rsi on different time frames (10m, 30m)
a combination of schaff trend cycles on different time frames (5m, 20m and 30m)
a combination of money flow index on different time frames (10m and 30m)
volume information for each supported market/pair
and a couple of other info particular to each pair

With the above combination of data points, we try to optimize our strategy for an entry, for dca'ing down in case the coin goes down as well as dca'ing up to maximize profit when a coin is going up, take profit levels when we recognize a good time to do so, and of course, a closing level. I would like to emphasize the *visualization* purpose of this script in recognizing lows, highs, and market structure to identify the important levels to signal - this script is NOT to be used for accurate backtesting, but for an idea of the overall performance of when signals are triggered.

Let me try to explain the workflow and icons you see on the chart:

The colored circles on the bottom of the chart are all buy signals; each color corresponds to a particular buy signal, we have a combination of 9 possible situations that would trigger a buy signal. Some would trigger a buy signal only in combination with other buy signals or other indicators within the script. we also display a green upwards arrow below bars when a buy signal is triggered.

The colored arrows pointing down on the top of the chart are close signals. We have a combination of 5 closing criteria each color corresponds to one, just like the buy signals do. We only close a trade in profit. If not in profit, we will look to DCA down.

DCA signals are shown by the green flag above bars. they are signals to DCA up or down depending on the trade being negative or positive. DCA'ing up or down is also managed by the bot's configuration for limits on when to accept the signal.

Take Profit levels are shown by the green diamond above bars and work in conjunction with the bot's config on when to take the signal if at all and other take profit levels. Usually, when we hit the first take profit level we move our stop loss to entry via the bot's take profit safety feature. You can see this call with the close entry named TPS .

The black bars you may see on the chart is to illustrate when the market is extended based on a particular strategy. During this period we will not trigger a buy signal unless there is a huge spike in positive volume .

The green number below the bars is the total positive delta volume on the buy candles.

On the table on the right upper corner, we show some information on the market and performance of the backtesting - for visualization purposes only!

Currently, the script is tailored to work with the following markets/pairs:

Binance Spot: ADA, ALGO, ATOM, AVAX, BNB, BTC , DOT, ETH, LINK, LUNA, MATIC, SOL, VET, XRP, XTZ

Binance Futures: BTC , ETH, ADA, ALGO, ATOM, BNB, COMP, DOT, ENJ , LINK, OCEAN, OMG, SOL, VET, XMR, XRP, XTZ, AVAX, AAVE, DOGE, LTC, LUNA, MKR , NEAR, ONT, RUNE, SUSHI, LTC, XLM , COMP, ONT, THETA, FTM , EGLD , WAVES, ONE, HTN , CHZ , HOT, MANA, CRV , RVN, BAT, ANKR, 1INCH, ALICE, ATA , AXS , CHR , COTI, NKN , RAY, REN, SRM , SXP , TLM

ByBit Inverse Perpetual: BTCUSD , ETHUSD

ByBit Futures: AAVE, ADA, ALGO, AVAX, AXS , BNB, BTC , DOT, ETH, LINK, LTC, MATIC, SOL, SUSHI, UNI , XEM, XRP, XTZ

The chosen pairs are subject to change based on the best-performing assets we are constantly analyzing.

I hope this helps to understand the script, its purpose and ideas. I hope this satisfies the community rules - it was not my intention to break them - if there's anything on the above or the script that still violates the guidelines, please let me know and accept my apologies in advance.

If anyone would like to know more, let me know in the comment section.

Thank you!
發布通知:
upgraded code with some more filters for buy signals and some visual additions on the table like days trading.
發布通知:
updated market extended filter on buy signals
發布通知:
updated code with the latest pairs and filters.
發布通知:
updated buy and sell signals
發布通知:
updated code
發布通知:
Added stoploss levels per coin.
To use, check/uncheck "Enable StopLoss by Coin" when enabled it will trigger based on each pair's data, otherwise, it will use BTC data.
發布通知:
updated Take Profit strategy
發布通知:
updated downtrend filters
updated dcabuy filters
updated take profit filters
發布通知:
updated filters and other cosmetic changes.
added different color crosses below bar for different filters, each cross represent one do-not-buy filter when condition is true
發布通知:
updates to the code.
buy filters adjusted
dca buy filter adjusted
發布通知:
Added DASHUSDT, IOSTUSDT, MATICUSDT, XLMUSDT
Added buy strategies and several money flow filters
Updated DCA strategy, will use buy trigger going forward and not a separate trigger
發布通知:
updated several parts of the code.
improved filters for long and short
added pairs
showing short buy as a red triangle on top
發布通知:
updated short buy filters and short take profit logic
發布通知:
Added several backtesting toggle options
Added ATR
Added option to close with short trigger or with ATR trigger
Added option to enable/disable each individual buy trigger for all 12 triggers
Added controls for changing "Last DCA Buy" value/level
Added option to hide/show signals/icons from chart
發布通知:
updated chart
發布通知:
Added more options for backtesting
Added aggressive buy trigger
improved buy strategies and filters on long trades
Started implementing Long/Short backtesting options
Added controls for how many TP to execute before closing the trade
Added controls for LAST DCA BUY
發布通知:
Now backtesting for both long and short
Enhanced strategies for both directions.
Enabled more toggle options for testing
發布通知:
updated take profit logic for long and short
updated visuals
發布通知:
Fixed some bugs.
發布通知:
updated code
發布通知:
updated strategy.

Check our Discord channel for more details on our trading tools including the Cava-Signals: discord.gg/J7jVU44YmW
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