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BEST Mayer MultipleHello traders I'm not a HODLer by any means. I know when to sell (or I think I know....) when an asset starts going against me too much. Even if it's a "long-term" investment. My mentor used to telling me this: "If a short-term trade becomes a long-term investment, then you're in for a hell of a ride". I have no clue if Bitcoin/BTC will go back up or not - I don't even care because I'm an intraday trader. What if BTC was actually a way to accumulate more fiat? Satoshi fooled us I coded this Mayer Multiple according to the specifications below. By the way, I'm a big fan of Willy Woo. I've been monitoring all his work since I learned about crypto (10 minutes ago.... it's a joke come on) charts.woobull.com Scaling To respect the Mayer's multiple model, I recommend to select the Logarithmic scaling as shown below imgur.com What Mayer's model says Using the reference below, the model says we're in the oversold zone. But, we can be in that zone for months/years... When a model says an asset could bounce in a 1000-7000 USD range... well... I don't know how I would be able to perform optimally with that insight. This is very subjective and not a recommendation. Mayer's Multiple model reference All the BEST Dave
Pine Script®指標
由Daveatt提供
6
(13) Twists Swing/Day VS-478TWISTS adds a simple, but very effective twist to utilizing a multiple moving average crossover systems, enabling the effective and profitable trading of any stock, crypto or commodity.   This enables trend, swing and day traders to dramatically improve their results over a similar, short-term simple, smoothed, exponential or weighted moving average crossover system. Four distinct Laguerre filters are applied to the price, one fast, one medium one long and one very long.  The default Laguerre settings are: Short = 0; Medium = 0.33, Long = 0.55 XLong = 0.77.  The correlation between the length of time and the Laguerre output is adjustable in the format > inputs pane for this indicator and are referred to as gamma.  The first three lengths produce two major bands or ribbons.  During up trends the top band is filled with green and during down trends this top band will be filled with red. Obviously these bands or ribbons are twisting or flipping positions when the direction of the price trends change.  Trading indicator dots are produced during both phases. Green dots for uptrends and red dots during down trends.  During consolidation phases it is possible that there will be no dots produced because of the rule set applied to these Entry/hold and Exit/short indicator dots. TWISTS is a triple moving average trading system using an advanced smoothing filter developed by John Ehlers.  You can read about this dramatic advancement in moving averages in the following article: Time Warp -- Without Space Travel. You can find the link to this article on our site. Access this Genie indicator for your Tradingview account, through our web site. (Links Below) This will provide you with additional educational information and reference articles, videos, input and setting options and trading strategies this indicator excels in.
Pine Script®指標
由StockSwinger提供
Ultimate Gemstone‘’Ultimate Gemstone = best indicator to accurately predict price movement based on momentum’’ This indicator is combination of multiple indicators (RSI, Stoch, GM, Moving averages & CCI) works on all the trading assets and time frames. Accurately predicts top and bottoms ( tested on all major crypto's, stocks and forex). Comes with 6 different presets with different calculations giving additional flexibility to the user. "Instructions How To Use" This indicator is based on four different moving lines depicting momentum; first line (Aqua) is a fast trend line, which reacts rapidly to existing price action, second line (Purple) is slower and takes more price action into account, while third line (Yellow) is the slowest and depicts overall trend. Additionally, CCI/EMA moving line with changing color's (red/green) acts as a another trend confirmation tool. The three moving lines acts as support and resistance depending on there location to each other. Non-moving parts include fibonacci support and resistance (68.2 & 38.2) areas of the oscillator. Different caution (Red, Green dots & background flashes) settings based on GM indicator to help identify perfect buying and selling opportunities. Additionally, the oscillator has oversold, overbought, bullish and bearish control zones similar to RSI/Stoch oscillators. Similar to RSI/Stoch divergences and trendlines do also work on this oscillator. Other ways to use is Aqua line crossovers with the Purple line, giving hard buy/sell signals and Aqua(fast) line turning (angle change) indicating momentum is reversing. Example 1: When faster moving line gets pulled into the medium and slower line (especially in the overbought territory of the oscillator) gives you indication to be prepared as most likely the price will go down. Perfectly called Bitcoin top in 2017. Example 2: BTC bottom in dec2018 and start of new trend in feb2019 Example 3 BTC Top in june2019 Example 4 works across all time frames, Recent BTC price action from 6500 to 7700. Example 5 LINKBTC daily
Pine Script®指標
由UltimateJewel提供
16
BEST Trailing Stop StrategyHello traders Here we go again.... with the second strategy snippet. Reminder: the first snipper was a Trailing Profit strategy script What's on the menu? A trailing stop is designed to protect gains by enabling a trade to remain open and continue to profit as long as the price is moving in the investor's favor. The order closes the trade if the price changes direction by a specified percentage or dollar amount. Trigger me I'm famous I developed many trading strategies in my career and often I've been asked to trigger a trailing-stop once a certain % move has been made. On the screenshot below, the SL trigger is plotted in maroon. Once the price goes past that level for the first time, I'll start trailing the trailing stop level. In other words, when we see a price makes an interesting move in percentage value - we decide to trail the stop for at least not losing any more All the BEST Dave
Pine Script®策略
由Daveatt提供
14
BEST Cloud ALL MAHello traders Hope you're all doing well This script is a generic cloud generator using a pre-selected set of moving averages (I probably forgot a lot but listed all the ones I used at least once). A cloud is a visual representation of the gap between two moving averages - it shows right away how big in that gap (=how far they are from each other) The challenge is to find a cloud such as the price often stay stuck between those 2 MA - and when it's getting finally out (up or down), it would be strong enough to signal a beginning of a trend. This is a cool intellectual challenge for all aspiring traders For that script, I defined a trend according to how the 2 MAs are located relative to each other (MA1 > MA2 or MA1 < MA2) and if the price gets out of the cloud. You'll get : - the option to color the candles based on a trend - cool triangles entry signals - and alerts on those triangles All the BEST Dave
Pine Script®指標
由Daveatt提供
22
Syminfo.TypeHello traders Earlier this week I discovered a new built-in variable called syminfo.type What is it for? This variable returns the type of the current symbol. Possible values are cfd, stock, futures, indices, forex, crypto, fund. Cool bro but... should we care? Well... we all should. Imagine you have a generic script and you want a different configuration whether you're trading FOREX or Crypto . I designed a dummy example in that script that will preset the inputs according to the asset type from the chart. Here I want 12/26/9 for forex and 20/50/50 for crypto - 30/60/90 otherwise Quick caveat It seems that for any crypto asset, syminfo.type returns "bitcoin". TradingView will fix it at some point but wanted to give you the heads-up regardless Enjoy and all the BEST ^^ -- Dave
Pine Script®指標
由Daveatt提供
9
MesattoTrend v1 - MesattoCapitalWelcome to MesattoTrend v1 How to use it: 1- VWAP(pink line) BUY Scenario, VWAP will act as your base, it has to be below price to be a valid buy. SELL Scenario, VWAP will be higher and act as resistance. 2- Support/Resistance lines will give you an idea on where prices might pullback or increase in volume for a breakout. 3- Supertrend(green/red cross) Supertrend will act as your Stop point. Use it as reference together with support/resist lines to set your stoploss/gain Reminder: Use it at your own risk, an indicator serves to assist you on taking a trade, always look for confimation before trading. Link to my bottom indicator comment below if you would like more adjustments.
Pine Script®指標
由MesattoCapital提供
2
LIVIDITIUM [BTC] {PREMIUM}The LIVIDITIUM is a set of indicators centered around a series of parallel bands call the LVDT guide bands, defined by lines call the LVDT levels. Major LVDT levels have thicker line-widths. LVDT levels are constructed from a mathematical conjugation of the complex golden ratio solutions. >> Useful to determine critical levels, indicates possible support levels, as well as major and minor tops/bottoms. Look at historical interactions to work out key levels for any particular chart, and adjust the displacement offset value to get the LVDT levels to conform better to a particular chart at a particular time-frame. Major BUY/SELL indicators for top/bottom levels were added specifically for BTCUSD and optimised for the 1D chart (disabled at lower time-frames). These are based on the interaction of the candlestick with various emas and smas as well as with the LVDT levels. A scoring algorithm also analyses the significance of major and minor death crosses, base on the presence of other indicators in its vicinity to suggest potential local buy/sell prices, and should still work relatively well at lower time-frames. Various triggers are also implemented, including golden/death cross indicators, as well as pivot and potential reversal points -- labelled with either text-markers, or colored vertical bands. Signal markers that are only valid for the BTCUSD chart are automatically disabled when LIVIDITIUM is being used on other charts. ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ * ~ Note: In no way is this intended as a financial/investment/trading advice. You are responsible for your own investment/trade decisions. Please exercise your own judgement for your own trades base on your own risk-aversion level and goals as an investor or a trader. The use of OTHER indicators and analysis in conjunction (tailored to your own style of investing/trading) will help improve confidence of your analysis, for you to determine your own trade decisions. Please PM me for access information.
Pine Script®指標
由cybernetwork提供
1
Impulse Scalper [NXT2017] - with included market scannerPrivate Indicator. HI BIG PLAYERS, with this indicator it is possible to analyze small rebound effects in the trading market and to scalp the movement into the trend again. HOW IT WORKS Hereby the indicator use a candleformation with a huge wick inside of a band, based on a Simple Moving Average on the 50 highs and 50 lows. A signal is shown with vertical red/green background around the bar for selling/buying. Furthermore, the high/low of the signal serves as StopLoss line and makes a horizontal red line inside the active trading time. The trade is to closing if the second candle after the signal is finished. For example: 1. candle => signal 2. candle => entry on open price with the SL 3. candle => nothing to do 4. candle => close your trade after candle 3 is finished For the analysis I have set the following settings: Initial Capital: 100 000 (the default setting) Base Currency: USD OrderSize: 3% of equity Pyramiding: 1 orders Commission 0% Verify Price For Limit Orders: 0 ticks Slippage 0 ticks Recalculate: After Order is Filled (deactived) On Every Tick (deactived) A market scanner is also integrated in this indicator. Since good signals rarely occur in a market, the market scanner allows up to 10 markets to browse for the signals simultaneously. My favorite markets are currently selected as default. The 10 default markets are: AUDJPY BTCEUR BTCUSD ETHBTC ETHUSD EURJPY GBPNZD NZDUSD USDCAD USDJPY Market Scanner in action (in the settings you can also hide the labels): Of course, alerts are also possible with the TradingView Alerts system. For example it's possible to get a message per signal to your e-mail, that you use on TradingView. Access to the indicator: use the link below, thanks for your attention! Kind regards NXT2017
Pine Script®策略
由NXT2017提供
7
CryptoEngineering 🔥Isn’t It Time You Made Your Crypto Portfolio Great Again? 🔥 The falling knives, the heartbreaking crashes, the devastating feeling of watching a missed trade soar all the way to the moon. The markets aren’t fair, which means you need a tool that gives you an edge. So,It is time to try EngineeringRobo. The Engineeringrobo is a great ally in a crypto market - when the price moves the algorithm will automatically show Buy and Sell orders when there is a best opportunity to make a profit. It is a just SMART trading system script on TradingView that brings the easiest approach to trading with a high profitability rate. I created EngineeringRobo to help you on your traders as a robo advisor , It will "not " trade on behalf of you on exchanges via API. It is not an AI robot,It is am ALGO Trading robot. You can use it on any trading markets (BIST, S&P 500,Commodities ,Forex, Crypto ) with any time frame! My unique algorithm find profitable altcoins based on their Ichimoku, McGinley, MA, RSI, MACD, Stochastic, Volumes and Price Changes gives you BUY and SELL signals. The EngineeringRobo indicator displays two different signals for entry and exit on a coin to maximize its profitability on the chart. The signals can appear at any time during an open candle, but once closed the signal is final and wont change in the future. One of the biggest advantages of algo trading is removing human emotion from the crypto markets,humans trading are susceptible to emotions that lead to irrational decisions.Robo doesn't have to think or feel good to make a trade. If conditions are met, it enters.When the trade goes the wrong way or hits a profit target, It exits. It doesn't get angry at the market or feel invincible after making a few good trades. The two emotions that lead to poor decisions that algo traders aren't susceptible to are fear,and greed. That's why It makes money but most of you not! What Are the Advantages of using it as a ROBO Advisor? 🔴Reduce your required screen-time 🔴Reduce anxiety over missing setups when you are busy 🔴Turn existing indicators into alerts (eg. Whenever RSI goes overbought) 🔴Find comfort in knowing that you have me on your side To get the maximized results from @EngineeringRobo Open tradingview Decide the coin/BTC Pick 1M Draw the Support & Resistance lines Change the 1W Draw the lines - Support & Resistance Find out Chart Patterns Change to 3D/1D / 3H Check Robo' signals Set your orders Enjoy your profits💰 ***Even the best automated day trading software can trigger false trends. In August 2012 by Knight Capital group;who lost over $440 million in just half an hour when their trading software went rogue in response to market conditions. That's why it is a Robo advisor not trading bot! Engineeringrobo is not a get-rich-quick scheme as well! Disclaimer Information on EngineeringRobo should not be seen as a recommendation to trade BIST, S&P 500,Commodities ,Forex, Crypto. EngineeringRobo is not licensed nor authorized to provide advice on investing and related matters. Information on the page is not, nor should it be seen as investment advice.Any trading decisions that you make are solely your responsibility. Clients without sufficient knowledge should seek individual advice from an authorized source. Crypto and Forex trading entails significant risks and there is a chance that clients lose all of their invested money. Past performance is not a guarantee of future returns. Before trading with any of the Algos, clients should make sure they understand the risks. EngineeringRobo nor its agents or partners are not registered and do not provide any services on the US territory. ***I have been trading since 2016 . Got my first bitcoin in 2013
Pine Script®指標
由CryptoEngineering提供
164
GoombX backtest publicGoombX is an MA and stoch RSI based indicator which looks for particular crosses to identify strong trends. It produces clear signals for: - LONG ENTRY when it detects a significant MA cross and the right stoch RSI conditions - LONG EXIT when certain stoch RSI conditions are met - LONG STOP when price moves x% below entry (default 10%) - SHORT ENTRY when it detects a significant MA cross and the right stoch RSI conditions - SHORT EXIT when certain stoch RSI conditions are met - SHORT STOP when price moves x% above entry (default 10%) It is best fitted for 1D charts NOTES This is the Strategy version of GoombX for backtesting purpose only (stops in October 2019) I strongly recommend backtesting with fees if you plan on using GoombX for automated trading A signal is only definitive once the trigger candle has closed To learn how to backtest, please look here: backtest-rookies.com and here: backtest-rookies.com
Pine Script®策略
由remigoomba提供
2
Cyatophilum Ultimate Trading Bot [ALERTSETUP]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. Note: This is the Alert version. You can find the backtest version in my profile. To get access to the indicator, use the link below, thanks for reading!
Pine Script®指標
由cyatophilum提供
11
Cyatophilum Ultimate Trading Bot [BACKTEST]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!
Pine Script®策略
由cyatophilum提供
24
Total Trend Follow Study with Alerts, Pyramid and DCA Introduction This is the study version of my trend following strategy. It is designed to be a “drop in” replacement for its twin strategy. I have replicated the analysis logic and entry and exit procedures to produce a nearly identical result set to the strategy. Other than the properties tab, the inputs dialog is exactly the same. Backtest the strategy to determine the best inputs to trade. Then apply the same inputs to this study to forward test. Alerts are available for trade entry, take profit close, stop-loss exit and pyramid level. Please see the strategy version for a complete description of the trading behavior of this script. In brief, this script is intended to benefit from long duration trending markets. The trading behavior is to buy on strength and sell on weakness. As such the trade orders maintain its directional bias according to price pressure. What you will see on the chart is long positions on the left side of the mountain and short on the right. Long and short positions are not intermingled as long as there exists a detectable trend. My trend following script uses the same pivot point calculations used by my range trader but this time rising pivots are long and falling pivots are short. I refer to pivots as a vertex in the inputs dialog box. The cone based measurement adds a peak, sides and a base to the calculation elements. This allows the inputs to focus on adjusting the location of trades and not just trend lines. The pivot points can be plotted on the backtest. You can use the vertex input values to move the pivots where you want trades to be. This script can be traded in four different modes: Long, Short, BiDir, and Flip Flop. This script replicates the TradingView pyramid feature by adding a field to the inputs tab. Pyramiding works the same way in this script as its twin strategy. Each pyramid level increases the order size as a multiple of its level. This makes it easy to comply with NFA FIFO Rule 2-43(b) if the trades are executed here in America. The current pyramid level is reported in the summary label when reports are enabled. You can use this value to manually adjust the position size in your forward testing. I also expose an alert when the pyramid threshold is breached. Use the TradingView alert window to send yourself a message when the level increases. In addition to pyramiding this script employs a DCA feature which can increase the order size in response to stopped out or winning streak trades. The number of losing trades is tracked through the “Debt Sequence” value displayed in the summary report. When the debt is recovered the sequence number resets to zero. You can use the “Debt Sequence” number to manually manage DCA on your forward test. The main difference between DCA and pyramids is that this implementation of DCA applies to new trades while pyramids affect open positions. If DCA is enabled be sure to set the limiter to prevent your account from depleting capital during runaway markets. I also have a range trading version of this script for those not interested in trend following. Design This script is approximately 1800 lines of Pine 4 code and implements nine indicators on two time frames. The chart (primary) interval and one higher time frame which is based on the primary. The higher time frame identifies the trend for which the primary will trade. The original trading algorithms are a port from a much larger program on another trading platform. I've converted some of the statistical functions to use standard indicators available on TradingView. The setups make heavy use of the Hull Moving Average in conjunction with EMAs that form the Bill Williams Alligator as described in his book “New Trading Dimensions” Chapter 3. Lag between the Hull and the EMAs form the basis of the entry and exit points. The alligator itself is used to identify the trend main body. Indicator Repainting Indicator repainting is an industry wide problem which mainly occurs when you mix backtest data with real-time data. It doesn't matter which platform you use some form of this condition will manifest itself on your chart over time. The TradingView wiki has an in depth article on this subject in regard to the elements of the Pine language which contribute or are susceptible to this effect. In dealing with this problem from a prevention aspect in Pine, you have to accept some repaint to occur. The goal of my repaint prevention in the study script is simply to ensure that my signal trading bias remains consistent between the strategy, study and broker. This actually turned out to be kind of a job since it interfered with another project goal to synchronize the entry and exits between the strategy and study scripts. The script execution engines are different between the Pine strategy and study. While the primary chart interval is quite manageable the higher time frame requires the security() function. TradingViewʼs higher time frame implementation, which interleaves the chart interval, combined with the critical “lookahead” parameter makes the solution necessarily complex. According the wiki regarding this issue, best practice comes down to the following two methods: 1. a = security(syminfo.tickerid, 'D', close , lookahead=barmerge.lookahead_on) 2. indexHighTF = barstate.isrealtime ? 1 : 0 indexCurrTF = barstate.isrealtime ? 0 : 1 a0 = security(syminfo.tickerid, 'D', close ,lookahead=barmerge.lookahead_off) a = a0 This script employs method 2 with the only problem being the Pine sar() function which does not expose its internal bar series. The best work around would require hand coding the parabolic but the script is at the maximum local scopes and run-time duration so that option is not viable. So far, this hasn't proven to be much of a problem. I'm currently running several symbols, forex and crypto, the strategy and study remain highly correlated with no instances of completely opposite real-time signals. However, I have received some alerts with no corresponding plot on the chart but so far it only occurred on one symbol. I will continue to monitor this problem. The Bottom Line. Does this script repaint. Yes, it will repaint about as much as every other multi-interval script which employs the best practice solutions available in the Pine Language. Usage Please be aware that the purpose of the study script is to perform forward testing of the configuration established in the backtest process. Therefore, the usage here in the study begins with the backtest configuration parameters. The following steps provide instructions to get this study script connected to the TradingView alert notification system. For a detailed description of how to create a trend following system using this script please see the strategy version. Step 1. Create a chart with the trading instrument and interval used in the backtest. Step 2. Find this script in the “Invite Only” section of the Indicators Dialog and apply it to the current chart. Step 3. Copy the values from the backtest input dialog to the study. Step 4. Open the TradingView Alert window. Step 5. In the “Condition” drop down field find and select the name of the script. Step 6. A new drop down field will appear with the alerts available in the script. This script exposes the following eight signals: -- Long Entry Signal -- Long Profit Signal -- Long Stop-loss Signal -- Long Pyramid -- Short Entry Signal -- Short Profit Signal -- Short Stop-loss Signal -- Short Pyramid Select the signal for which you want notification. Step 7. In the “Options” field select the frequency of the alert. Typically, "Once Per Bar" or "Once Per Bar Close" will be sufficient. Step 8. Set the expiration date and time. Step 9. Select the action of the alert. Currently TradingView offers six different actions: -- Notify on App -- Show Popup -- Send Email -- Webhook URL -- Play Sound -- Send Email to SMS Step 10. Create a message to to transmitted with the alert. The script provides a default message which can be overridden with any custom description. The price, time and other reserved chart elements can be included in the message Step 11. Click the “Create” button to generate this single alert. Step 12. Repeat steps 1 through 11 for every signal you wish to receive. This script is open for beta testing. After successful beta test it will become a commercial application available by subscription only. I’ve invested quite a lot of time and effort into making this the best possible signal generator for all of the instruments I intend to trade. I certainly welcome any suggestions for improvements. Thank you all in advance.
Pine Script®指標
由tradingtudi提供
2
Full Range Trading Study with Alerts and DCA Introduction This is the study version of my range trading strategy. It is designed to be a “drop in” replacement for its twin strategy. I have replicated the analysis logic and entry and exit procedures to produce a nearly identical result set to the strategy. Other than the properties tab, the inputs dialog is exactly the same. Backtest the strategy to determine the best inputs to trade. Then apply the same inputs to this study to forward test. Alerts are available for trade entry, take profit close and stop-loss exit. Please see the strategy version for a complete description of the trading behavior of this script. In brief, this script is intended to benefit from a range bound market. The trading behavior is to buy on weakness and sell on strength. As such trade orders are placed in a counter direction to price pressure. What you will see on the chart is a short position on peaks and a long position on valleys. This is accomplished by calculating pivot points from the price stream. Rising pivots are shorts and falling pivots are longs. I refer to pivots as a vertex in the inputs dialog box. The cone based measurement adds a peak, sides and a base to the calculation elements. This allows the inputs to focus on adjusting the location of trades and not just trend lines. The pivot points can be plotted on the backtest. You can use the vertex input values to move the pivots where you want trades to be. This script can be traded in four different modes: Long, Short, BiDir, and Ping Pong. When trading in “Ping Pong” mode long and short positions are intermingled continuously as long as there exists a detectable vertex. I also have a trend following version of this script for those not interested in trading the range. This script employs a DCA feature which enables users to experiment with loss recovery techniques in the backtest. Here in the study the summary report displays the “Debt Sequence” number which can be used to manually increase the order size on subsequent trades at the broker. The script keeps track of debt incurred from losing trades. When the debt is recovered the “Debt Sequence” resets to zero so orders can return to the base size. Be sure to set the limiter to prevent your account from depleting capital during runaway markets. Consecutive loss limit can be set to report a breach of the threshold value. Every stop hit beyond this limit will be reported on a version 4 label above the bar where the stop is hit. Use the consecutive loss limit to manually halt live trading on the broker side. Design This script uses twelve indicators on a single time frame and is approximately 1800 lines of Pine 4 code. The original trading algorithms are a port from a much larger program on another trading platform. I’ve converted some of the statistical functions to use standard indicators available on TradingView. The setups make heavy use of the Hull Moving Average in conjunction with EMAs that form the Bill Williams Alligator as described in his book “New Trading Dimensions” Chapter 3. Lag between the Hull and the EMAs form the basis of the entry and exit points. The vertices are calculated using one of five featured indicators: Volume, Histogram, Fractal, Candle and Macro. The backtest is used to determine the best fit for your desired trading instrument. The incorporation of five distinct pivot point calculations broadens the scope of the markets where this tool can be beneficial. Example configurations for various instruments along with a detailed PDF user manual is available. Indicator Repainting Please see the strategy script for a more detailed description of the repaint problem. The goal of my repaint prevention in the study script is simply to ensure that my signal trading bias remains consistent between the strategy, study and broker. This script employs the following conventions in effort to avoid indicator repainting: 1. This script uses only 1 time frame. The chart interval. 2. Every entry and exit condition is evaluated on closed bars only. 3. Entry and exit plots are not triggered off trend line crossovers. 4. No security functions are called to avoid a look-ahead possibility. 5. Every contributing factor specified in the TradingView wiki regarding this issue has been addressed. Except the use of the exponential moving average which is essential to my strategy. 6. I’ve run a 10 minute chart live for a week and compared it to the same chart periodically reloaded. The two charts were highly correlated with no instances of completely opposite real-time signals This script does indeed bring up the TradingView warning dialog. The only reason for this is due to “peculiarities of the algorithm” regarding the EMA as stated in the wiki article. The Bottom Line. Does this script repaint. Yes, it will repaint about as much as every other trading platform which combines backtest data with real time prices in a live trading scenario. Usage Please be aware that the purpose of the study script is to perform forward testing of the configuration established in the backtest process. Therefore, the usage here in the study begins with the backtest configuration parameters. The following steps provide instructions to get this study script connected to the TradingView alert notification system. For a detailed description of how to create a range trading system using this script please see the strategy version. Step 1. Create a chart with the trading instrument and interval used in the backtest. Step 2. Find this script in the “Invite Only” section of the Indicators Dialog and apply it to the current chart. Step 3. Copy the values from the backtest input dialog to the study. Step 4. Open the TradingView Alert window. Step 5. In the “Condition” drop down field find and select the name of the script. Step 6. A new drop down field will appear with the alerts available in the script. This script exposes the following six signals: Long Entry Signal Long Profit Signal Long Stop-loss Signal Short Entry Signal Short Profit Signal Short Stop-loss Signal Select the signal for which you want notification. Step 7. In the “Options” field select the frequency of the alert. Typically, "Once Per Bar" or "Once Per Bar Close" will be sufficient. Step 8. Set the expiration date and time. Step 9. Select the action of the alert. Currently TradingView offers six different actions: Notify on App Show Popup Send Email Webhook URL Play Sound Send Email to SMS Step 10. Create a message to to transmitted with the alert. The script provides a default message which can be overridden with any custom description. The price, time and other reserved chart elements can be included in the message Step 11. Click the “Create” button to generate this single alert. Step 12. Repeat steps 1 through 11 for every signal you wish to receive. This script is open for beta testing. After successful beta test it will become a commercial application available by subscription only. I’ve invested quite a lot of time and effort into making this the best possible signal generator for all of the instruments I intend to trade. I certainly welcome any suggestions for improvements. Thank you all in advance.
Pine Script®指標
由tradingtudi提供
6
Full Range Trading Strategy with DCA - Crypto, Forex, Stocks Introduction This is a Pine 4 range trading strategy. It has a twin study with several alerts. The design intent is to produce a commercial grade signal generator that can be adapted to any symbol and interval. Ideally, the script is reliable enough to be the basis of an automated trading system web-hooked to a server with API access to crypto, forex and stock brokerages. The strategy can be run in three different modes: long, short and bidirectional. As a range trading strategy, the behavior of the script is to buy on weakness and sell on strength. As such trade orders are placed in a counter direction to price pressure. What you will see on the chart is a short position on peaks and a long position on valleys. Just to be clear, the range as well as trends are merely illusions as the chart only receives prices. However, this script attempts to calculate pivot points from the price stream. Rising pivots are shorts and falling pivots are longs. I refer to pivots as a vertex in this script which adds structural components to the chart formation. When trading in “Ping Pong” mode long and short positions are intermingled continuously as long as there exists a detectable vertex. Unfortunately, this can work against your backtest profitability on long duration trends where prices continue in a single direction without pullback. I have designed various features in the script to compensate for this event. A well configured script should perform in a range bound market and minimize losses in a trend. I also have a trend following version of this script for those not interested in trading the range. Please be aware these are two types of traders. You should know who you are. This script employs a DCA feature which enables users to experiment with loss recovery techniques. This is an advanced feature which can increase the order size on new trades in response to stopped out or winning streak trades. The script keeps track of debt incurred from losing trades. When the debt is recovered the order size returns to the base amount specified in the TV properties tab. The inputs for this feature include a limiter to prevent your account from depleting capital during runaway markets. This implementation of DCA does not use pyramid levels. Only the order size on subsequent new trades are affected. Pyramids on the other hand increase the size of open positions. If you are interested in seeing pyramids in action please see the trend version of this script which features both DCA and pyramids. While DCA is a popular feature in crypto trading, it can make you a “bag” holder if your not careful. In other markets, especially margin trading, you’ll need a well funded account and much trading experience to manage this feature safely. Consecutive loss limit can be set to report a breach of the threshold value. Every stop hit beyond this limit will be reported on a version 4 label above the bar where the stop is hit. Use the location of the labels along with the summary report tally to improve the adaptability of system. Don’t simply fit the chart. A good trading system should adapt to ever changing market conditions. On the study version the consecutive loss limit can be used to halt live trading on the broker side (managed manually). Design This script uses twelve indicators on a single time frame. The original trading algorithms are a port from a much larger program on another trading platform. I’ve converted some of the statistical functions to use standard indicators available on TradingView. The setups make heavy use of the Hull Moving Average in conjunction with EMAs that form the Bill Williams Alligator as described in his book “New Trading Dimensions” Chapter 3. Lag between the Hull and the EMAs form the basis of the entry and exit points. The vertices are calculated using one of five featured indicators. Each indicator is actually a composite of calculations which produce a distinct mean. This mathematical distinction enables the script to be useful on various instruments which belong to entirely different markets. In other words, at least one of these indicators should be able generate pivots on an arbitrarily selected instrument. Try each one to find the best fit. The entire script is around 1800 lines of Pine code which is the maximum incidental size given the TradingView limits: local scopes, run-time duration and compile time. I’ve been working on this script for nearly two years and have tested it on various instruments stocks, forex and crypto. It performs well on higher liquidity markets that have at least a year of historical data. Although the script can be implemented on any interval, it has been optimized for small time frames down to 5 minutes. The 10 minute BTC/USD produces around 500 trades in 2 ½ months. The 1 hour BTC/USD produces around 1300 trades in 1 ½ years. Originally, this script contained both range trading and trend following logic but had to be broken into separate scripts due to the aforementioned limitations. Inputs to the script use cone centric measurements in effort to avoid exposing adjustments to the various internal indicators. The goal was to keep the inputs relevant to the actual trade entry and exit locations as opposed to a series of MA input values and the like. As a result the strategy exposes over 50 inputs grouped into long or short sections. Inputs are available for the usual minimum profit and stop-loss as well as safeguards, trade frequency, DCA, modes, presets, reports and lots of calibrations. The inputs are numerous, I’m aware. Unfortunately, at this time, TradingView does not offer any other method to get data in the script. The usual initialization files such as cnf, cfg, ini, json and xml files are currently unsupported. Example configurations for various instruments along with a detailed PDF user manual is available. Indicator Repainting And Anomalies Indicator repainting is an industry wide problem which mainly occurs when you mix backtest data with real-time data. It doesn't matter which platform you use some form of this condition will manifest itself on your chart over time. The critical aspect being whether live trades on your broker’s account continue to match your TradingView study. Tackling this repainting issue has been a major project goal of this script. Based on my experience with Pine, most of the problems stem from TradingView’s implementation of multiple interval access. Whereas most platform provide a separate bar series for each interval requested, the Pine language interleaves higher time frames with the primary chart interval. The problem is exacerbated by allowing a look-ahead parameter to the Security function. The goal of my repaint prevention is simply to ensure that my signal trading bias remains consistent between the strategy, study and broker. That being said this is what I’ve done address this issue in this script: 1. This script uses only 1 time frame. The chart interval. 2. Every entry and exit condition is evaluated on closed bars only. 3. No security functions are called to avoid a look-ahead possibility. 4. Every contributing factor specified in the TradingView wiki regarding this issue has been addressed. 5. I’ve run a 10 minute chart live for a week and compared it to the same chart periodically reloaded. The two charts were highly correlated with no instances of completely opposite real-time signals. The study does indeed bring up the TV warning dialog. The only reason for this is because the script uses an EMA indicator which according to TradingView is due to “peculiarities of the algorithm”. One issue that comes up when comparing the strategy with the study is that the strategy trades show on the chart one bar later than the study. This problem is due to the fact that “strategy.entry()” and “strategy_exit()” do not execute on the same bar called. The study, on the other hand, has no such limitation since there are no position routines. Please be aware that the data source matters. Cryptocurrency has no central tick repository so each exchange supplies TradingView its feed. Even though it is the same symbol the quality of the data and subsequently the bars that are supplied to the chart varies with the exchange. This script will absolutely produce different results on different data feeds of the same symbol. Be sure to backtest this script on the same data you intend to receive alerts for. Any example settings I share with you will always have the exchange name used to generate the test results. Usage The following steps provide a very brief set of instructions that will get you started but will most certainly not produce the best backtest. A trading system that you are willing to risk your hard earned capital will require a well crafted configuration that involves time, expertise and clearly defined goals. As previously mentioned, I have several example configs that I use for my own trading that I can share with you along with a PDF which describes each input in detail. To get hands on experience in setting up your own symbol from scratch please follow the steps below. The input dialog box contains over 50 inputs separated into five sections. Each section is identified as such with a makeshift separator input. There are three main areas that must to be configured: long side, short side and settings that apply to both. The rest of the inputs apply to DCA, reporting and calibrations. The following steps address these three main areas only. You will need to get your backtest in the black before moving on to the more advanced features. Step 1. Setup the Base currency and order size in the properties tab. Step 2. Select the calculation presets in the Instrument Type field. Step 3. Select “No Trade” in the Trading Mode field. Step 4. Select the Histogram indicator from Section 2. You will be experimenting with different ones so it doesn’t matter which one you try first. Step 5. Turn on Show Markers in Section 2. Step 6. Go to the chart and checkout where the markers show up. Blue is up and red is down. Long trades show up along the red markers and short trades on the blue. Step 7. Make adjustments to “Base To Vertex” and “Vertex To Base” net change and roc in Section 3. Use these fields to move the markers to where you want trades to be. Step 8. Try a different indicator from Section 2 and repeat Step 7 until you find the best match for this instrument on this interval. This step is complete when the Vertex settings and indicator combination produce the most favorable results. Step 9. Go to Section 3 and enable “Apply Red Base To Base Margin”. Step 10. Go to Section 4 and enable “Apply Blue Base To Base Margin”. Step 11. Go to Section 2 and adjust “Minimum Base To Base Blue” and “Minimum Base To Base Red”. Observe the chart and note where the markers move relative to each other. Markers further apart will produce less trades but will reduce cutoffs in “Ping Pong” mode. Step 12. Return to Section 3 and 4 and turn off “Base To Base Margin” which was enabled in steps 9 and 10. Step 13. Turn off Show Markers in Section 2. Step 14. Put in your Minimum Profit and Stop Loss in the first section. This is in pips or currency basis points (chart right side scale). Percentage is not currently supported. This is a fixed value minimum profit and stop loss. Also note that the profit is taken as a conditional exit on a market order not a fixed limit. The actual profit taken will almost always be greater than the amount specified. The stop loss, on the other hand, is indeed a hard number which is executed by the TradingView broker simulator when the threshold is breached. On the study version, the stop is executed at the close of the bar. Step 15. Return to step 3 and select a Trading Mode (Long, Short, BiDir, Ping Pong). If you are planning to trade bidirectionally its best to configure long first then short. Combine them with “BiDir” or “Ping Pong” after setting up both sides of the trade individually. The difference between “BiDir” and “Ping Pong” is that “Ping Pong” uses position reversal and can cut off opposing trades less than the specified minimum profit. As a result “Ping Pong” mode produces the greatest number of trades. Step 16. Take a look at the chart. Trades should be showing along the markers plotted earlier. Step 17. Make adjustments to the Vertex fields in Section 2 until the TradingView performance report is showing a profit. This includes the “Minimum Base To Base” fields. If a profit cannot be achieved move on to Step 18. Step 18. Improve the backtest profitability by adjusting the “Long Entry Net Change” and “Long Entry ROC” in Section 3. Step 19. Improve the backtest profitability by adjusting the “Short Entry Net Change” and “Short Entry ROC” in Section 4. Step 20. Improve the backtest profitability by adjusting the “Sparse Long Delta” in Section 3. Step 21. Improve the backtest profitability by adjusting the “Chase Long Delta” in Section 3. Step 22. Improve the backtest profitability by adjusting the “Long Adherence Delta” in Section 3. This field requires the “Adhere to Rising Trend” checkbox to be enabled. Step 23. Try each checkbox in Section 3 and see if it improves the backtest profitability. The “Caution Lackluster Longs” checkbox only works when “Long Caution Mode” is enabled. Step 24. Improve the backtest profitability by adjusting the “Sparse Short Delta” in Section 4. Step 25. Improve the backtest profitability by adjusting the “Chase Short Delta” in Section 4. Step 26. Improve the backtest profitability by adjusting the “Short Adherence Delta” in Section 4. This field requires the “Adhere to Falling Trend” checkbox to be enabled. Step 27. Try each checkbox in Section 4 and see if it improves the backtest profitability. The “Caution Lackluster Shorts” checkbox only works when “Short Caution Mode” is enabled. Step 28. Enable the reporting conditions in Section 5. Look for long runs of consecutive losses or high debt sequences. These are indications that your trading system cannot withstand sudden changes in market sentiment. Step 29. Examine the chart and see that trades are being placed in accordance with your desired trading goals. This is an important step. If your desired model requires multiple trades per day then you should be seeing hundreds of trades on the chart. Alternatively, you may be looking to trade fewer steep peaks and deep valleys in which case you should see trades at major turning points. Don’t simply settle for what the backtest serves you. Work your configuration until the system aligns with your desired model. Try changing indicators and even intervals if you cannot reach your simulation goals. Generally speaking, the histogram and Candle indicators produce the most trades. The Macro indicator captures the tallest peaks and valleys. Step 30. Apply the backtest settings to the study version and perform forward testing. This script is open for beta testing. After successful beta test it will become a commercial application available by subscription only. I’ve invested quite a lot of time and effort into making this the best possible signal generator for all of the instruments I intend to trade. I certainly welcome any suggestions for improvements. Thank you all in advance.
Pine Script®策略
由tradingtudi提供
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