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M-oscillator

Athena Momentum Squeeze - Short, Lean, and Mean This is a very profitable strategy focusing on 15 minute intervals on the Micro Nasdaq Futures contracts. CME_MINI:MNQH2023 As this contract only keeps positions for on average about an hour risk is managed. At a profit factor of 3.382 with a max drawdown of $123 from January 1st to February 15. Looking back to Dec 2019 still maintains a profit factor of 1.3. See backtesting: www.screencast.com 2019 backtesting: www.screencast.com Based on the classic Lazy Bear Oscillator Squeeze with a number of modifications from ADX, MAs and adding fibonacci levels. We like keeping strategies simple yet powerful, no completely where you can't understand your own trades. Our team is always modifying and improving the strategy. Always open to collaborating on improving as there is no perfect strategy. www.screencast.com
Pine Script®策略
由jrandolph1046提供
2
Exponential Stochastic Strategywhat is Exponential Stochastic? it is a modified version of the stochastic indicator. This strategy does not include pyramiding, repaint, trailing stop or take profit. what it does? It contains an extra input in addition to the stochastic indicator. Thanks to this input, different exponential weights can be given to the outputs and the indicator can be made more sensitive or insensitive. The strategy buys when the indicator leaves the overbought zone, sells when it leaves the oversold zone and always stays in the trade. how it does it? it uses this formula: i.hizliresim.com Thanks to this formula, even if the weights given to the outputs change, the indicator always continues to take a value between 0 and 100. how to use it ? With the input named "exp", you can change the sensitivity of the indicator and develop different strategies. other inputs are the same as the stochastic indicator. Increasing the exp value causes the indicator to signal less, decreasing it makes it much more sensitive.
Pine Script®策略
由faytterro提供
3
Fair Value Strategy UltimateThis is a strategy using an index's (SPX, NDX, RUT) Fair Value derived from Net Liquidity. Net Liquidity function is simply: Fed Balance Sheet - Treasury General Account - Reverse Repo Balance Formula for calculating the fair value of and Index using Net Liquidity looks like this: net_liquidity/1000000000/scalar - subtractor The Index Fair Value is then subtracted from the Index value which creates an oscillating diff value. When diff is greater than the overbought threshold, Index is considered overbought and we go short/sell. When diff is less than the oversold signal, Index is considered oversold and we cover/buy. The net liquidity values I calculate outside of TradingView. If you'd like the strategy to work for future dates, you'll need to update the reference to my NetLiquidityLibrary , which I update daily. Parameters: Index: SPX, NDX, RUT Strategy: Short Only, Long Only, Long/Short Inverse (bool): check if using an inverse ETF to go long instead of short. Scalar (float) Subtractor (int) Overbought Threshold (int) Oversold Threshold (int) Start After Date: When the strategy should start trading Close Date: Day to close open trades. I just like it to get complete results rather than the strategy ending with open trades. Optimal Parameters: I've optimized the parameters for each index using the python backtesting library and they are as follows => SPX Scalar: 1.1 Subtractor: 1425 OB Threshold: 0 OS Threshold: -175 NDX Scalar: 0.5 Subtractor: 250 OB Threshold: 0 OS Threshold: -25 RUT Scalar: 3.2 Subtractor: 50 OB Threshold: 25 OS Threshold: -25
Pine Script®策略
由calebsandfort提供
9
PSAR BBPT ZLSMA BTC 1minLong entry: PSAR gives buy signal BBPT prints green histogram ZLSMA is below the price ZLSMA has uptrend SL is smaller than the max SL Optional Sessions and EMA filters Short entry PSAR gives sell signal BBPT prints red histogram ZLSMA is above the price ZLSMA has downtrend SL is smaller than the max SL Optional Sessions and EMA filters SL: Placed below ZLSMA + offset on long Placed above ZLSMA + offset on short TP1: 1x the SL by default Takes no profit by default, 50% is also a good setting TP2: 2x the SL by default Take out all remaining position size. If price reaches TP1, the SL is set to the entry price.
Pine Script®策略
由Rolan_Kruger提供
Super 8 - 30M BTCWelcome to Super 8, the ultimate automatic trading script for Pine! This bad boy is designed to go both long and short, and it's equipped with all the tools you need to maximize your profits. Whether you're looking to take profit, set a trailing stop, or protect yourself with a stop loss, Super 8 has you covered. But that's not all! Super 8 is also loaded with 8 powerful indicators to help you make informed decisions. We've got the EMA, ADX, SAR, MACD, VOLUME, BOLLINGER BANDS, DONCHIAN, and ATR all working together to give you the best possible trading experience. And if you want to take it to the next level, Super 8 also has a feature that lets you use stepped entries in normal mode or incremental 1,2,3,... to improve your average price. Plus, if you're using trailing stop, you can activate the Backtest precision to use lower timeframes. But what's in a name? Super 8 is called that because it's just that... super! It's tailored specifically for the OKX:BTCUSDT.P pair, so you know you're getting the best possible results. it's highly adjustable and can be used with any other pair. So no matter what market you're trading in, Super 8 has got you covered. So if you want to level up your trading game, give Super 8 a try. You won't be disappointed. Certain Risks of Live Algorithmic Trading: Backtesting Cannot Assure Actual Results. The relevant market might fail or behave unexpectedly. Your broker may experience failures in its infrastructure, fail to execute your orders in a correct or timely fashion or reject your orders. The system you use for generating trading orders, communicating those orders to your broker, and receiving queries and trading results from your broker may fail. Time lag at various point in live trading might cause unexpected behavior. The systems of third parties in addition to those of the provider from which we obtain various services, your broker, and the applicable securities market may fail or malfunction.
Pine Script®策略
由AssassinsGrid提供
34
DRM StrategyOne of the ways I go when I develop strategies is by reducing the number of parameters and removing fixed parameters and levels. In this strategy, I'm trying to create an RSI indicator with a dynamic length. Length is computed based on the correlation between Price and its momentum. You can set min and max values for the RSI, and if the correlation is close to 1, we'll be at a min RSI value. When it's -1, we'll be at the max level. I got this idea from Sofien Kaabar's book. The strategy is super simple, and there might be much room for improvement. Performance on the deep backtesting is not excellent, so I think the strategy needs some filters for regimes, etc. Thanks to @MUQWISHI for helping me code it. Disclaimer Please remember that past performance may not indicate future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script®策略
由QuantNomad提供
5
Extended Recursive Bands StrategyThe original indicator was created by alexgrover . All credit goes to alexgrover for creating the indicator that this strategy uses. This strategy was posted because there were multiple requests for it, and no strategy based on this indicator exists yet. The Recursive Bands Indicator, an indicator specially created to be extremely efficient, I think you already know that calculation time is extra important in algorithmic trading, and this is the principal motivation for the creation of the proposed indicator. Originally described in Alex's paper "Pierrefeu, Alex (2019): Recursive Bands - A New Indicator For Technical Analysis", the indicator framework has been widely used in his previous uploaded indicators, however it would have been a shame to not upload it, however user experience being a major concern for me, I decided to add extra options, which explain the term "extended". The Indicator The indicator displays one upper and one lower band, every common usages applied to bands indicators such as support/resistance , breakout, trailing stop, etc, can also be applied to this one. Length controls how reactive the bands are, higher values will make the bands cross the price less often. In order to provide more flexibility for the user alexgrover added the option to use various methods for the calculation of the indicator, therefore the indicator can use the average true range , standard deviation, average high-low range, and one totally exclusive method specially designed for this indicator. Added logic: We have implemented a logic that checks whether the bands have been following in the same direction for a set amount of bars. This logic must be true before it can enter trades. This is completely new code that was written by us entirely, and it makes a huge difference on strategy performance. Strategy Long conditions: 1 — Price low is below the the lower band. 2 — The lower band keeps increasing in value until the 'lookback' setting amount of bars is reached. Strategy Short conditions: 1 — Price high is above the upper band. 2 — The upper band keeps decreasing in value until the 'lookback' setting amount of bars is reached. Strategy Properties: We have set a default commission of 0.06% because these are Bybit's fees. The strategy uses an order size of 10% of equity, since drawdown is very low like this. We also use a 10 tick slippage to keep results realistic and account for this. All other settings were left as default apart from initial capital, just to decrease the size of the numbers.
Pine Script®策略
由Adulari提供
4
FFT Strategy Bi-Directional Stop/Profit/Trailing + VMA + AroonThis strategy uses the Fast Fourier Transform inspired from the source code of @tbiktag for the Fast Fourier Transform & @lazybear for the VMA filter. If you are not familiar with the Fast Fourier transform it is a variation of the Discrete Fourier Transform. Veritasium on youtube has a great video on it with a follow up recommendation from 3brown1blue. In short it will extract all the frequencies from a set of data. @tbiktag laid the groundwork for creating the indicator which will allow you to isolate only those signals which are the most relevant and remove the noise. I recommend having @tbiktag's FFT Transform indicator side by side with this to understand what my variation is doing by setting similar settings . Using this idea, you can then optimize a strategy to the frequencies that are best. The main entry signal is when the FFT Signal crosses above or below the 0 line . Included with this strategy is the ability to optionally bi-directionally set: Stop Loss Trailing Stop Loss Take Profit Trailing Take Profit Entries are optionally further filtered by use of the VMA using the algorithm from LazyBear which allows you to adjust a variable moving average with 3 market trend detections. Green represents upwards momentum; Blue sideways trading and Red downwards momentum. The idea being to filter out buy or sell entries unless the market is moving in that direction, and this makes a big difference as you can see for yourself when you turn it off or on. Turning it off will change the color of the FFT signal to orange instead of the green, blue, red colors . I have added 2 custom stop loss types as well for experimentation: 1. VMA Filter stop loss to exit the trade if the VMA detects a market trend direction change matching the rules you have set. I have set this to off by default, but it is there so you can see what affect it may have on other tickers. It can increase the profit factor but usually at a cost of net profit. 2. The Aroon Filter stop loss with different lengths for the short or long direction. For the Aroon strategy (which is a trend change detector) it is considered bullish if the upper line (green in my code) is above 70 and the lower line (red in my code) is below 30 and the opposite for the bearish case. With this in mind, I have set it to filter by default only the extreme ends (99 and 1) to increase profit factor and net profit but I encourage you to try different settings and see how it affects things. Turning this off yields much higher net profit but at the cost of the profit factor and drawdown . To disable this just uncheck the 'Use Aroon Filter Long' (or short) and it will also hide the aroon graphics and crosses on the plot. I will be adding more features in an attempt to lower the drawdown on this strategy but I hope you enjoy what I have so far!
Pine Script®策略
由Gentleman-Goat提供
3
Sine Wave TheoryThere are some ideas out there that the market is like a collection of quantum events and that it could all be broken down into sine waves. I created this script to put that to the test. The idea is simple, I tested 3 different factors that could be put into sine wave form. 1.) Bar Change 2.) Volume Average Change 3.) Coin Flip For the bar change, I simply allow the sine wave to move upwards or downwards if the bars have changed color in their sequence. For example, if there were 3 red bars and 1 green bar, it would not move the sine wave up or down until the green bar appeared. For the average volume change, it was the same idea, except that the sine wave could only move up or down if the volume had moved up or below the average value of the length given for calculating the average volume. Finally, the coin flip simply simulates flipping a coin, and allows the sine wave to move one direction or the other once it has a side that is different from the previous chosen side. For example, heads, heads, heads, tails (once it flipped to tails, this would allow it to move a direction). The sine wave trading theory that I watched claimed that if you know the correct sine wave # (which is how large the peak is, and/or the sine wave count which is how many peaks and valleys occur) that you can successfully predict future trades. Their claims that the reason it does not look like a perfect sine wave for these events is because there is different amounts of trading going on, thus the timing will be slightly off. I am posting this to disagree with their ideas. For example, if you select to turn on trading for coin flip and turn off bar change, you will see the coin flip did better on the default settings! It just so happens that any setting will eventually be good, making all the sine wave variations just completely random if you win or not. I posted this to demonstrate how silly trading sine waves is. The real trick is using cosine and tangent waves... lol j/k I hope this helps someone avoid this scam concept.
Pine Script®策略
由Gentleman-Goat提供
7
SPX Fair Value Strategy UltimateThis is a strategy using the SPX Fair Value derived from Net Liquidity. Net Liquidity function is simply: Fed Balance Sheet - Treasury General Account - Reverse Repo Balance Formula for calculating the fair value of SPX using Net Liquidity looks like this: net_liquidity/1000000000/1.1 -1625 The SPX Fair Value is then subtracted from the SPX value which creates an oscillating diff value. When diff is greater than 350, SPX is considered overbought and we go short/sell. When diff is less than -150, SPX is considered oversold and we cover/buy. The net liquidity values I calculate outside of TradingView. If you'd like the strategy to work for future dates, you'll need to update them. Paremeters: Strategy: Short Only, Long Only, Long/Short Inverse (bool): check if using an inverse ETF to go long instead of short. Start After Date: When the strategy should start trading Close Date: Day to close open trades. I just like it to get complete results rather than the strategy ending with open trades.
Pine Script®策略
由calebsandfort提供
19
Trailing Stop SnippetThis is an example snippet that should allow for adding a trailing stop and trailing stop activation to almost any script. You can use it by setting a trailing stop alone. This will provide you standard trailing stop functionality allowing you to lock in profits and increase your stop-loss as the price moves in your direction. You can also set the trailing stop activation to trigger the original trailing stop at a certain level. "Once price rises 5%, set a trailing stop at break even". This would be set as 5 and 5 in the settings.
Pine Script®策略
由Autoview_official提供
1
Balance of Power Heikin Ashi Investing Strategy Balance of Power Heikin Ashi Investing Strategy This is a swing strategy designed for investment help. Its made around the Balace of Power indicator, but has been adapted on using the Monthly Heikin Ashi candle from the SPY asset in order to be used with correlation for US Stock/ETF/Index Markets. The BOP acts as an oscilallator showing the power of a bull trend when its positive and a bearish trend when its in negative. At the same time we can spot reversals, based on the percentiles ( 99/1) The rules for entry : For long : The 99 percentile is ascending, and we are either in a positive value (>0), or we crossed the bottom place ( -0.35) For short : the 99 and 1 percentile are descending, and we are either in a negative value(<0), or we crossed down the top place ( 0.6) If you have any questions please let me know !
Pine Script®策略
由exlux提供
BTC Profitable Wallets StrategyBTC Profitable Wallets Strategy - plots the percentage of profitable BTC wallets and places long orders when the profitable wallet share crosses above 50%, historically a very accurate point to catch the next Bull Run early. The only setting is a smoothing option using the Moving Average method and length of your choice. On Chain Data is queried from IntoTheBlock. This is a 'HODL' strategy, with no exit given. If you'd like to see the historical performance check the Open Profit or place a sell order at the current date.
Pine Script®策略
由Powerscooter提供
6
BT-SAR Ema, Squeeze, Volatility Esse script foi criado para estudo de Backtest. Ele usa o SAR PARABÓLICO como indicador de sinal de entrada, você também pode combinar 3 indicadores para filtrar as entradas: Média Móvel, Squeeze Momentum e Volatility Oscilator . Existe duas entradas, quando o SAR Parabólico vira ou pelo Breakout (usando o último preço) do SAR Parabólico antes dele virar. As Os filtros podem ser usados de forma combinada ou individual. O Script também pode ser usado com algum serviço de bot como 3commas.io, basta colocar as mensagens de entrada e saída para o bot. This script was created for Backtest study. It uses PARABOLIC SAR as input signal indicator, you can also combine 3 indicators to filter inputs: Moving Average, Squeeze Momentum and Volatility Oscillator . There are two entries, when the Parabolic SAR turns or by Breakout (using the last price) of the Parabolic SAR before it turns. The Filters can be used in combination or individually. The Script can also be used with some bot service like 3commas.io, just put the input and output messages to the bot.
Pine Script®策略
由Credsonb提供
14
Smoothed Heikin Ashi Trend on Chart - TraderHalai BACKTESTSmoothed Heikin Ashi Trend on chart - Backtest This is a backtest of the Smoothed Heikin Ashi Trend indicator, which computes the reverse candle close price required to flip a Heikin Ashi trend from red to green and vice versa. The original indicator can be found in the scripts section of my profile. This particular back test uses this indicator with a Trend following paradigm with a percentage-based stop loss. 

Note, that backtesting performance is not always indicative of future performance, but it does provide some basis for further development and walk-forward / live testing.

Testing was performed on Bitcoin , as this is a primary target market for me to use this kind of strategy. Sample Backtesting results as of 10th June 2022: Backtesting parameters:
 Position size: 10% of equity
 Long stop: 1% below entry
 Short stop: 1% above entry Repainting: Off
 Smoothing: SMA Period: 10
 8 Hour: Number of Trades: 1046

 Gross Return: 249.27 % CAGR Return: 14.04 % 
Max Drawdown: 7.9 % Win percentage: 28.01 % 
Profit Factor (Expectancy): 2.019 
 Average Loss: 0.33 % 
 Average Win: 1.69 %
 Average Time for Loss: 1 day
 Average Time for Win: 5.33 days 

 1 Day:

 Number of Trades: 429

 Gross Return: 458.4 % CAGR Return: 15.76 %
 Max Drawdown: 6.37 % 
Profit Factor (Expectancy): 2.804 
Average Loss: 0.8 % 
 Average Win: 7.2 % Average Time for Loss: 3 days
 Average Time for Win: 16 days


 5 Day: Number of Trades: 69

 Gross Return: 1614.9 % CAGR Return: 26.7 %
 Max Drawdown: 5.7 % 
Profit Factor (Expectancy): 10.451 
Average Loss: 3.64 % 
Average Win: 81.17 %
 Average Time for Loss: 15 days
 Average Time for Win: 85 days Analysis: The strategy is typical amongst trend following strategies with a less regular win rate, but where profits are more significant than losses. Most of the losses are in sideways, low volatility markets. This strategy performs better on higher timeframes, where it shows a positive expectancy of the strategy.

 The average win was positively impacted by Bitcoin’s earlier smaller market cap, as the percentage wins earlier were higher.

 Overall the strategy shows potential for further development and may be suitable for walk-forward testing and out of sample analysis to be considered for a demo trading account. Note in an actual trading setup, you may wish to use this with volatility filters, combined with support resistance zones for a better setup. As always, this post/indicator/strategy is not financial advice, and please do your due diligence before trading this live. Original indicator links: On chart version - Oscillator version - Update - 27/06/2022 Unfortunately, It appears that the original script had been taken down due to auto-moderation because of concerns with no slippage / commission. I have since adjusted the backtest, and re-uploaded to include the following to address these concerns, and show that I am genuinely trying to give back to the community and not mislead anyone: 1) Include commission of 0.1% - to match Binance's maker fees prior to moving to a fee-less model. 2) Include slippage of 10 ticks (This is a realistic slippage figure from searching online for most crypto exchanges) 3) Adjust account balance to 10,000 - since most of us are not millionaires. The rest of the backtesting parameters are comparable to previous results: Backtesting parameters:
 Initial capital: 10000 dollars Position size: 10% of equity
 Long stop: 2% below entry
 Short stop: 2% above entry Repainting: Off
 Smoothing: SMA Period: 10
 Slippage: 10 ticks Commission: 0.1% This script still remains to shows viability / profitablity on higher term timeframes (with slightly higher drawdown), and I have included the backtest report below to document my findings: 8 Hour: Number of Trades: 1082

 Gross Return: 233.02% CAGR Return: 14.04 % 
Max Drawdown: 7.9 % Win percentage: 25.6% 
Profit Factor (Expectancy): 1.627 Average Loss: 0.46 % 
 Average Win: 2.18 %
 Average Time for Loss: 1.33 day
 Average Time for Win: 7.33 days Once again, please do your own research and due dillegence before trading this live. This post is for education and information purposes only, and should not be taken as financial advice.
Pine Script®策略
由TraderHalai提供
4
Daily_Mid Term_Consulting BOLTDaily Mid Term Consulting BOLT es una estrategia a mediano y largo plazo creada para detectar los cambios tendenciales en zonas de tiempo diarias. se basa en el análisis de los cambios porcentuales que sufre el precio contra las distintas medias móviles simples definidas en la estrategia. el uso de osciladores como el MACD , RSI y EFI apoyan la decisión de entrada a la estrategia. actualmente esta en construcción la colocación de stop losses para aumentar la eectividad de la misma.
Pine Script®策略
由murdocksilva提供
TASC 2022.08 Trading The Fear Index█ OVERVIEW TASC's August 2022 edition of Traders' Tips includes an article by Markos Katsanos titled "Trading The Fear Index". This script implements a trading strategy called the “daily long/short trading system for ​volatility ETFs” presented in this article. █ CONCEPTS This long-term strategy aims to capitalize on stock market volatility by using exchange-traded funds (ETFs or ETNs) linked to the VIX index. The strategy rules (see below) are based on a combination of the movement of the ​Cboe VIX index, the readings of the stochastic oscillator applied to the SPY ​ETF relative to the ​​VIX, and a custom indicator presented in the article and called the correlation trend . Thus, they are not based on the price movement of the traded ​ETF itself, but rather on the movement of the ​VIX and of the S&P 500 index. This allows the strategy to capture most of the spikes in ​volatility while profiting from the long-term time decay of the traded ETFs. █ STRATEGY RULES Long rules Rising ​volatility: The ​VIX should rise by more than 50% in the last 6 days. Trend: The correlation trend of the ​VIX should be 0.8 or higher and also higher than yesterday's value. ​VIX-​SPY relative position: The 25-day and 10-day ​VIX ​stochastics should be above the 25-day and 10-day ​SPY ​stochastics respectively. In addition, the 10-day ​stochastic of the ​VIX should be above its yesterday's value. Long positions are closed if the 10-day ​stochastic of the ​SPY rises above the 10-day ​​stochastic of the ​VIX or falls below the yesterday's value. Short rules Declining ​volatility: The ​VIX should drop over 20% in the last 6 days and should be down during the last 3 days. ​VIX threshold: The ​VIX should spend less than 35% of time below 15. ​VIX-​SPY relative position: The 10-day ​VIX ​stochastic should be below the 10-day ​SPY ​stochastic. In addition, the 10-day ​SPY ​stochastic should be higher than the yesterday's value. Long positions are closed if the first two Long rules are triggered (Rising ​volatility and Trend). The script allows you to display the readings of the indicators used in the strategy rules in the form of oscillator time series (as in the preview chart) and/or in the form of a table.
Pine Script®策略
由PineCodersTASC提供
Gap Reversion StrategyToday I am releasing to the community an original short-term, high-probability gap trading strategy, backed by a 20 year backtest. This strategy capitalizes on the mean reverting behavior of equity ETFs, which is largely driven by fear in the market. The strategy buys into that fear at a level that has historically mean reverted within ~5 days. Larry Connors has published useful research and variations of strategies based on this behavior that I would recommend any quantitative trader read. What it does: This strategy, for 1 day charts on equity ETFs, looks for an overnight gap down when the RSI is also in/near an oversold position. Then, it places a limit order further below the opening of the gapped-down day. It then exits the position based on a higher RSI level. The limit buy order is cancelled if the price doesn't reach your limit price that day. So, the larger you make the gap and limit %, the less signals you will have. Features: Inputs to allow the adjustment of the limit order %, the gap %, and the RSI entry/exit levels. An option to have the limit order be based on a % of ATR instead of a % of asset price. An optional filter that can turn-off trades when the VIX is unusually high. A built in stop. Built in alerts. Disclaimer: This is not financial advice. Open-source scripts I publish in the community are largely meant to spark ideas that can be used as building blocks for part of a more robust trade management strategy. If you would like to implement a version of any script, I would recommend making significant additions/modifications to the strategy & risk management functions. If you don’t know how to program in Pine, then hire a Pine-coder. We can help!
Pine Script®策略
由TradeAutomation提供
3