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Bitcoin Acceleration StrategyThe objective for this strategy was to reduce the standard divination of bitcoin returns through risk management, this is done with both long and short trades. It looks to get on board when a trend is detected and adds to the position to average out all entry points. When the momentum begins to decelerate all trades are closed. In short trades it looks for a capitulation structure to exit. 50% of these trades will usually be in profit and 50% will usually be a loss, however profits are 3x larger than losses. I am also pleased that the algorithm shorted through the recent crash. To demonstrate that the deviation of retuns of the strategy is lower than hodling, I leaveraged the strategy to a similar drawdown level to hodling so that you can compare the two. When risk adjusted, my strategy beats buy and hold returns by about 600%, although I am personally trading the strategy unleaveraged. Message me for details on granting access
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由JamesRkaye提供
3
Dual Thrust StrategyThe Dual Thrust trading algorithm is a famous strategy developed by Michael Chalek. Its logical prototype is one of the most common Day trading strategies. The opening range breakout strategy is based on today’s opening price plus or minus a certain percentage of yesterday’s amplitude to determine the upper and lower rails. When the price breaks through the upper track, it will buy long, and when it breaks the lower track, it will sell short. When using this strategy, on the one hand, you can refer to the optimal parameters of historical data testing. On the other hand, you can start to adjust K1 and K2 in stages according to your own judgment of the post-trend or from other major cycle technical indicators.
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由wanliyu提供
11
CMO & WMA Backtest ver 2.0 This indicator plots Chandre Momentum Oscillator and its WMA on the same chart. This indicator plots the absolute value of CMO. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder?s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities.
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由HPotter提供
Strategy - Bobo's Pivot ATR SwingHi there, welcome to my pivot ATR swing bot. I put this out there with source code hidden to see what ideas others have to use it. Also if there are any coders of trading systems out there who wanted to work with me to put this into a form that could trade automatically we could both use... I'd welcome that kind of collaboration and will happily share the underlying rules of this and the more highly developed version that isn't public. But as it is, the signals are free for all, use them as you wish and at your own risk. If you want to discuss the code, strategy or ideas, I'm around fairly regularly just message. The bot is fairly simple design that will give you signals for long and short intraday/week on equity futures / CFDs / ETFs. You'll see it backtests fairly well on an hourly SPX500 chart as configured. You will need to set up certain parameters to account for any different timeframes and markets you wish to trade. For me it's most effective pick out a few good swing trades per week in equity futures. However part of the idea of putting this in the public domain is to see if other people will have good but different ideas how to use it. Please share with me if so :). The basic concept is a series of 3 lines that define the area and movement we wish to trade. The daily pivot is the central line (blue). We are looking to capture reversions to this middle line from extremes (red and green). Therefore the bot will signal exit at the close of every candle that has passed through the pivot. Entry is decided by the outer bands around the blue line. Red is the top band, green the bottom. As configured, these are simply placed a daily ATR value apart, centred around the pivot. You can change this quite a lot though, so let's go through the settings: Pivot Timeframe - simple, a daily pivot is calculated from the previous day's values (high + low + close)/3 . BUt the same calculation can be applied to any length candle, day, minute, month or whatever. This makes the middle target line more or less responsive to recent price action. ATR Band Timeframe - When we calculate the average range, we need to know what candle length makes up our series. Daily candles is the default, but you can change that here. ATR Lookback - When we calculate the average range, we need to know how many instances of the timeframe (day, minute, hour etc) we look back to create an average. The lower the lookback value, the more the width of the bands (the distance from pivot) will change quickly based on the volatility of previous candles. The higher the lookback value, the more stable the band width will be to recent volatility. ATR divisor - The ATR value above is divided by this value, before being added or subtracted to the pivot to create the red and green lines. Default value is 2, and this means the distance from the red band to the green band will be equal to 1 ATR, as calculated according to the parameters above. Setting this to 1 would mean that each band is one ATR away from pivot (ie the bands got wider apart). Set this to 4, and it means that it is only 1/2 an ATR from green to red. Take Profit / Stop Loss. - We know what a stop and profit target are, but worth nothing that a 0 value disables stop loss or profit targets. The bot will still close positions when crossing pivot. Also, note the mintick value of the instrument you apply this to. For example for the CFD chart SPX500 the mintick value is 0.1. So a 100 value for stop loss = 10 points on SPX500. but if you were to trade the same thing basically, but the emini future ES, the mintick value is 0.25. So for a 10 point stop on the ES chart, you would need a value of 40 in this bot. US30 and YM have convenient mintick values of 1. Currencies can be a bit of a nightmare :).
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由BobVanders提供
6
Oscillating Market Case StudyThis is a little something I created to analyze the market. Ultimately, I wanted to create something that could encapsulate the entire market as best as possible. The idea was simple, use technical analysis to create cases that would indicate entry positions and exit positions for long positions initially. After completing that, I decided to add a few shorting cases. A combination of 25-30 indicators were used to create this, and the indicators were modified with a filter to create a smoothed overlay. So here's the breakdown: - 10 total cases: 7 long, 3 short - The 7 long cases are broken down into three categories; long term, medium term, short term - Short Term: OC1, OC2, STB1, STB2 - Medium Term: STB1, STB2 - Long Term: LTB1 - Shorting Cases: SC1, SC2, SC3 - The cases are both plotted as text and entry orders; this can be toggled on and off through the format menu. I suggest you use the format menu to get the most out of this script. The menu consists of toggles to turn of the plots and/or the entries. It's pretty self explanatory. Use it to keep the chart cleared and concise so you only visualise the cases that you need. Personally, the cases that have worked the best for me are: - Long Cases: OC1, OC2, STB2, LTB1 - Shorting Cases: SC2, SC3 I kept this description as short as possible, but please feel free to reach out if you have any questions. Pretty much, use the cases and see if it works for you.
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由sahilmpatel1提供
Quantitative R-Difference Trading Strategy/SystemWorks extremely well with many stocks. This strategy was tested on all components of the Dow since 1987. It averaged 22% a year. Slippage and commission were accounted for. 70% of the trades were profitable. The average maximum drawdown was around 15%. This strategy has also been tested against random. The results indicate that this strategy's results are not due to random chance, but rather it has an edge in the stock market. Does not repaint, and is not a curve fitted strategy.
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由tradingstrategies提供
3
Absolute Price Oscillator (APO) Backtest 2.0 The Absolute Price Oscillator displays the difference between two exponential moving averages of a security's price and is expressed as an absolute value. How this indicator works APO crossing above zero is considered bullish, while crossing below zero is bearish. A positive indicator value indicates an upward movement, while negative readings signal a downward trend. Divergences form when a new high or low in price is not confirmed by the Absolute Price Oscillator (APO). A bullish divergence forms when price make a lower low, but the APO forms a higher low. This indicates less downward momentum that could foreshadow a bullish reversal. A bearish divergence forms when price makes a higher high, but the APO forms a lower high. This shows less upward momentum that could foreshadow a bearish reversal. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
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由HPotter提供
2
Market Facilitation Index (MFI) Backtest The Market Facilitation Index is an indicator that relates price range to volume and measures the efficency of price movement. Use the indicator to determine if the market is trending. If the Market Facilitation Index increased, then the market is facilitating trade and is more efficient, implying that the market is trending. If the Market Facilitation Index decreased, then the market is becoming less efficient, which may indicate a trading range is developing that may be a trend reversal. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.
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由HPotter提供
XT AI Trading System for XBTUSD (BitMEX)- Features: + XT-AI-TRADE System with special built-in XT-AI Trend line, trend cloud indicator for XBTUSD (BitMEX) with the best performance. + Full backtesting from April 2018 with results as below: Time frame / Net profit / Percent profitable / Profit factor H1: 450% / 80% / 74.187 H2: 445% / 100% / Max H3: 778% / 80% / 17.264 H4: 624% / 85.71% / 119.905 D1: 169% / 100% / Max + Separately optimized AI trading algorithm for different time frames: H1/H2/H3/H4/D1 (including Margin and Exchange Trading). + Trustworthy backtesting accuracy result with 100% non-repainting, no difference between backtesting and live trading. + Real-time push notification system: Email / Telegram... to your PC and Smartphone => Enjoy trading life. + 24/7 business operation. *** Sign up for a trial here : goo.gl
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由xuanpt提供
37