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MTF Trailing SL Strategy [QuantNomad]This is a Multi-Timeframe version of my Trailing SL Strategy. Few weeks ago I published Trailing SL Strategy. There I used only basic Trailing SL to enter positions. It worked pretty well so I tried to work on it a bit. I thought what if you can use the same ATR TSL on different timeframes and combine them into one signal. In this strategy you can use only ATR stops and choose 3 other higher timeframes in addition to your current timeframe. You'll see Trailing SL plotted on the chart form all these timeframes. Entry Long position if all 4 time-frames agree on long signal. Exit Long positions when at least 2 time-frames disagree on long signal. Entry to Short position if all 4 time-frames agree on Short signal. Exit from Short positions when at least 2 time-frames disagree on Short signal. Here is the link to my basic Trailing SL Strategy:
Pine Script®策略
由QuantNomad提供
45
MTF Selection Framework - PineCoders FAQOur MTF Selection Framework allows Pine coders to add multi-timeframe capabilities to their script with the following features: ► Timeframe selection The higher timeframe can be selected using 3 different ways: • By steps (60 min., 1D, 3D, 1W, 1M, 1Y). • As a multiple of the current chart's resolution, which can be fractional, so 3.5 will work. • Fixed. ► Non-repainting or Repainting mode can be selected. ► Smoothing of the HTF line Can be turned on/off and a smoothing factor allows the user to select the degree of smoothing he requires. The framework is used here to create a higher timeframe version of a simple RSI line, but it can be used to access HTF information for almost any signal. Functions used f_resInMinutes() Converts the current timeframe.multiplier plus the TF into minutes of type float. • In Pine, the timeframe.multiplier is an integer representing the resolution, but a value of 1 can mean one day or one minute. This function converts that information in a standard fractional float minutes format that can then be used by the other functions in the framework. • If the chart's current resolution is 15 seconds, the function will return 0.25 . If the chart's resolution is one day, it will return 1440 . f_tfResInMinutes(_resolution) Returns resolution of _resolution period in minutes. • This function does the same as f_resInMinutes() , but on the target resolution supplied as a parameter in the timeframe.period string format. f_resNextStep(_res) Given a current resolution in fractional float minutes, returns its corresponding stepped HTF in the timeframe.period string format. • This allows the implementation of the step HTF selection mode. f_multipleOfRes(_res, _mult) Given a current resolution in fractional float minutes and a fractional multiplier, returns a multiple of the resolution as a string in "timeframe.period" format usable with "security()". • A multiple like 3.5 is allowed. • Note that with seconds resolutions, the result returned is constrained by the discrete seconds resolutions available on TV. f_htfLabel(_txt, _y, _color) Used to display a label showing either: • A warning when the chart's resolution is not lower than the HTF. • The HTF resolution currently used. The y position used to position the label will require adaptation to the signal you are using. For use in "overlay = true" mode, a technique that works well is commented out in the code. Look first. Then leap.
Pine Script®指標
由PineCoders提供
23
[RichG] Easy MTF Strategy v1.1This is a second attempt at an easy to understand multiple time frame strategy. This one uses ATR for exits. If the position is long, and the price closes below the ATR multiplier, it triggers a close. If the position is short, and the price closes above the ATR/multiplier, it triggers a close. This generates a lot of little trades but is useful because it uses multiple time frames along with cutting losses when the ATR disagrees.
Pine Script®策略
由RichGTastyTrader提供
7
MTF MACD 2 By YuthavithiIf you want a good strategy without repaint. This one might be for you. Excellent profitable for BTCUSD3M for OKCoin. It uses multiple time frame MACD for trading decision. To avoid repaint, set the delay period = 1 for both long term and midterm. The idea is that, if long term, mid term and current time frame all agree on traidng direction, the trade will take place. I also uses it in my automated trading bot with good result. www.tradingview.com
Pine Script®策略
由yongyuth.rootwararit提供
8
Multi SMA EMA WMA HMA BB (4x3 MAs Bollinger Bands) Pro MTF - RRBMulti SMA EMA WMA HMA 4x3 Moving Averages with Bollinger Bands Pro MTF by RagingRocketBull 2018 Version 1.0 This indicator shows multiple MAs of any type SMA EMA WMA HMA etc with BB and MTF support, can show MAs as dynamically moving levels. There are 4 MA groups + 1 BB group. You can assign any type/timeframe combo to a group, for example: - EMAs 50,100,200 x H1, H4, D1, W1 (4 TFs x 3 MAs x 1 type) - EMAs 8,13,21,55,100,200 x M15, H1 (2 TFs x 6 MAs x 1 type) - D1 EMAs and SMAs 12,26,50,100,200,400 (1 TF x 6 MAs x 2 types) - H1 WMAs 7,77,231; H4 HMAs 50,100,200; D1 EMAs 144,169,233; W1 SMAs 50,100,200 (4 TFs x 3 MAs x 4 types) - +1 extra MA type/timeframe for BB compile time: 25-30 sec full redraw time after parameter change in UI: 3 sec There are several versions: Simple, MTF, Pro MTF, Advanced MTF and Ultimate MTF. This is the Pro MTF version. The Differences are listed below. All versions have BB - Simple: you have 2 groups of MAs that can be assigned any type (5+5) - MTF: +2 custom Timeframes for each group (2x5 MTF) - Pro MTF: +4 custom Timeframes for each group (4x3 MTF), MA levels and show max bars back options - Advanced MTF: +2 extra MAs/group (4x5 MTF), custom Ticker/Symbol, backreferences for type, TF and MA lengths in UI - Ultimate MTF: +individual settings for each MA, custom Ticker/Symbols Features: - 4x3 = 12 MAs of any type including Hull Moving Average (HMA) - 4x MTF groups with step line smoothing - BB +1 extra TF/type for BB MAs - 12 MA levels with adjustable group offsets, indents and shift - show max bars back - you can show/hide both groups of MAs/levels and individual MAs Notes: 1. based on 3EmaBB, uses plot*, barssince and security functions 2. you can't set certain constants from input due to Pinescript limitations - change the code as needed, recompile and use as a private version 3. Levels = trackprice implementation 4. Show Max Bars Back = show_last implementation 5. uses timeframe textbox instead of input resolution to allow for 120 240 and other custom TFs. Also supports TFs in hours: 2H or H2 6. swma has a fixed length = 4, alma and linreg have additional offset and smoothing params 7. Smoothing is applied by default for visual aesthetics on MTF. To use exact ma mtf values (lines with stair stepping) - disable it MTF Notes: - uses simple timeframe textbox instead of input resolution dropdown to allow for 120, 240 and other custom TFs, also supports timeframes in H: 2H, H2 - Groups that are not assigned a Custom TF will use Current Timeframe (0). - MTF will work for any MA type assigned to the group - MTF works both ways: you can display a higher TF MA/BB on a lower TF or a lower TF MA/BB on a higher TF. - MTF MA values are normally aligned at the boundary of their native timeframe. This produces stair stepping when a higher TF MA is viewed on a lower TF. Therefore X Y Point Density/Smoothing is applied by default on MA MTF for visual aesthetics. Set both to 0 to disable and see exact ma mtf values (lines with stair stepping and original mtf alignment). - Smoothing is disabled for BB MTF bands because fill doesn't work with smoothed MAs after duplicate values are replaced with na. - MTF MA Value fluctuation is possible on the current bar due to default security lookahead Smoothing: - X,Y == 0 - X,Y smoothing disabled (stair stepping on high TFs) - X == 0, Y > 0 - X,Y smoothing applied to all TFs - Y == 0, X > 0 - X smoothing applied to all TFs < deltaX_max_tf, Y smoothing disabled - X > 0, Y > 0 - Y smoothing applied to all TFs, then X smoothing applied to all TFs < deltaX_max_tf X Smoothing with Y == 0 - shows only every deltaX-th point starting from the first bar. X Smoothing with Y > 0 - shows only every deltaX-th point starting from the last shown Y point, essentially filling huge gaps remaining after Y Smoothing with points and preserving the curve's general shape X Smoothing on high TFs with already scarce points produces weird curve shapes, it works best only on high density lower TFs Y Smoothing reduces points on all TFs, removes adjacent points with prices within deltaY, while preserving the smaller curve details. A combination of X,Y produces the most accurate smoothing. Higher delta value - larger range, more points removed. Show Max Bars Back: - can't set plot show_last from input -> implemented using a timenow based range check - you can't delete/modify history once plotted, so essentially it just sets a start point for plotting (from num_bars bars back) that works only in realtime mode (not in replay) Levels: You can plot current MA value using plot trackprice=true or by checking Show Price Line in Style. Problem is: - you can only change color (not the dashed line style, width), have both ma + price line (not just the line), and it's full screen wide - you can't set plot trackprice from input => implemented using plotshape/plotchar with fixed text labels serving as levels - there's no other way of creating a dynamic level: hline, plot, offset - nothing else works. - you can't plot a text var - all text strings must be constants, so you can't change the style, width and text labels without recompiling. - from input you can only adjust offset, indent and shift for each level group, and change color - the dot below each level line is the exact MA value. If you want just the line swap plotshape with plotchar, recompile and save as your private version, adjust Y shift. To speed up redraw times: reduce last_bars to ~2000, recompile and use as your own private version Pinescript is a rudimentary language (should be called Painscript instead) that can basically only plot data. You can't do much else. Please see the code for tips and hints. Certain things just can't be done or require shady workarounds and weeks of testing trying to resolve weird node.js compiler errors. Feel free to learn from/reuse/change the code as needed and use as your own private version. See comments in code. Good Luck!
Pine Script®指標
由RagingRocketBull提供
7
FvgCalculations█ OVERVIEW This library provides the core calculation engine for identifying Fair Value Gaps (FVGs) across different timeframes and for processing their interaction with price. It includes functions to detect FVGs on both the current chart and higher timeframes, as well as to check for their full or partial mitigation. █ CONCEPTS The library's primary functions revolve around the concept of Fair Value Gaps and their lifecycle. Fair Value Gap (FVG) Identification An FVG, or imbalance, represents a price range where buying or selling pressure was significant enough to cause a rapid price movement, leaving an "inefficiency" in the market. This library identifies FVGs based on three-bar patterns: Bullish FVG: Forms when the low of the current bar (bar 3) is higher than the high of the bar two periods prior (bar 1). The FVG is the space between the high of bar 1 and the low of bar 3. Bearish FVG: Forms when the high of the current bar (bar 3) is lower than the low of the bar two periods prior (bar 1). The FVG is the space between the low of bar 1 and the high of bar 3. The library provides distinct functions for detecting FVGs on the current (Low Timeframe - LTF) and specified higher timeframes (Medium Timeframe - MTF / High Timeframe - HTF). FVG Mitigation Mitigation refers to price revisiting an FVG. Full Mitigation: An FVG is considered fully mitigated when price completely closes the gap. For a bullish FVG, this occurs if the current low price moves below or touches the FVG's bottom. For a bearish FVG, it occurs if the current high price moves above or touches the FVG's top. Partial Mitigation (Entry/Fill): An FVG is partially mitigated when price enters the FVG's range but does not fully close it. The library tracks the extent of this fill. For a bullish FVG, if the current low price enters the FVG from above, that low becomes the new effective top of the remaining FVG. For a bearish FVG, if the current high price enters the FVG from below, that high becomes the new effective bottom of the remaining FVG. FVG Interaction This refers to any instance where the current bar's price range (high to low) touches or crosses into the currently unfilled portion of an active (visible and not fully mitigated) FVG. Multi-Timeframe Data Acquisition To detect FVGs on higher timeframes, specific historical bar data (high, low, and time of bars at indices and relative to the higher timeframe's last completed bar) is required. The requestMultiTFBarData function is designed to fetch this data efficiently. █ CALCULATIONS AND USE The functions in this library are typically used in a sequence to manage FVGs: 1. Data Retrieval (for MTF/HTF FVGs): Call requestMultiTFBarData() with the desired higher timeframe string (e.g., "60", "D"). This returns a tuple of htfHigh1, htfLow1, htfTime1, htfHigh3, htfLow3, htfTime3. 2. FVG Detection: For LTF FVGs: Call detectFvg() on each confirmed bar. It uses high , low, low , and high along with barstate.isconfirmed. For MTF/HTF FVGs: Call detectMultiTFFvg() using the data obtained from requestMultiTFBarData(). Both detection functions return an fvgObject (defined in FvgTypes) if an FVG is found, otherwise na. They also can classify FVGs as "Large Volume" (LV) if classifyLV is true and the FVG size (top - bottom) relative to the tfAtr (Average True Range of the respective timeframe) meets the lvAtrMultiplier. 3. FVG State Updates (on each new bar for existing FVGs): First, check for overall price interaction using fvgInteractionCheck(). This function determines if the current bar's high/low has touched or entered the FVG's currentTop or currentBottom. If interaction occurs and the FVG is not already mitigated: Call checkMitigation() to determine if the FVG has been fully mitigated by the current bar's currentHigh and currentLow. If true, the FVG's isMitigated status is updated. If not fully mitigated, call checkPartialMitigation() to see if the price has further entered the FVG. This function returns the newLevel to which the FVG has been filled (e.g., currentLow for a bullish FVG, currentHigh for bearish). This newLevel is then used to update the FVG's currentTop or currentBottom. The calling script (e.g., fvgMain.c) is responsible for storing and managing the array of fvgObject instances and passing them to these update functions. █ NOTES Bar State for LTF Detection: The detectFvg() function relies on barstate.isconfirmed to ensure FVG detection is based on closed bars, preventing FVGs from being detected prematurely on the currently forming bar. Higher Timeframe Data (lookahead): The requestMultiTFBarData() function uses lookahead = barmerge.lookahead_on. This means it can access historical data from the higher timeframe that corresponds to the current bar on the chart, even if the higher timeframe bar has not officially closed. This is standard for multi-timeframe analysis aiming to plot historical HTF data accurately on a lower timeframe chart. Parameter Typing: Functions like detectMultiTFFvg and detectFvg infer the type for boolean (classifyLV) and numeric (lvAtrMultiplier) parameters passed from the main script, while explicitly typed series parameters (like htfHigh1, currentAtr) expect series data. fvgObject Dependency: The FVG detection functions return fvgObject instances, and fvgInteractionCheck takes an fvgObject as a parameter. This UDT is defined in the FvgTypes library, making it a dependency for using FvgCalculations. ATR for LV Classification: The tfAtr (for MTF/HTF) and currentAtr (for LTF) parameters are expected to be the Average True Range values for the respective timeframes. These are used, if classifyLV is enabled, to determine if an FVG's size qualifies it as a "Large Volume" FVG based on the lvAtrMultiplier. MTF/HTF FVG Appearance Timing: When displaying FVGs from a higher timeframe (MTF/HTF) on a lower timeframe (LTF) chart, users might observe that the most recent MTF/HTF FVG appears one LTF bar later compared to its appearance on a native MTF/HTF chart. This is an expected behavior due to the detection mechanism in `detectMultiTFFvg`. This function uses historical bar data from the MTF/HTF (specifically, data equivalent to `HTF_bar ` and `HTF_bar `) to identify an FVG. Therefore, all three bars forming the FVG on the MTF/HTF must be fully closed and have shifted into these historical index positions relative to the `request.security` call from the LTF chart before the FVG can be detected and displayed on the LTF. This ensures that the MTF/HTF FVG is identified based on confirmed, closed bars from the higher timeframe. █ EXPORTED FUNCTIONS requestMultiTFBarData(timeframe)   Requests historical bar data for specific previous bars from a specified higher timeframe.   It fetches H , L , T (for the bar before last) and H , L , T (for the bar three periods prior) from the requested timeframe.   This is typically used to identify FVG patterns on MTF/HTF.   Parameters:      timeframe (simple string) : The higher timeframe to request data from (e.g., "60" for 1-hour, "D" for Daily).   Returns: A tuple containing: .   - htfHigh1 (series float): High of the bar at index 1 (one bar before the last completed bar on timeframe).   - htfLow1 (series float): Low of the bar at index 1.   - htfTime1 (series int) : Time of the bar at index 1.   - htfHigh3 (series float): High of the bar at index 3 (three bars before the last completed bar on timeframe).   - htfLow3 (series float): Low of the bar at index 3.   - htfTime3 (series int) : Time of the bar at index 3. detectMultiTFFvg(htfHigh1, htfLow1, htfTime1, htfHigh3, htfLow3, htfTime3, tfAtr, classifyLV, lvAtrMultiplier, tfType)   Detects a Fair Value Gap (FVG) on a higher timeframe (MTF/HTF) using pre-fetched bar data.   Parameters:      htfHigh1 (float) : High of the first relevant bar (typically high ) from the higher timeframe.      htfLow1 (float) : Low of the first relevant bar (typically low ) from the higher timeframe.      htfTime1 (int) : Time of the first relevant bar (typically time ) from the higher timeframe.      htfHigh3 (float) : High of the third relevant bar (typically high ) from the higher timeframe.      htfLow3 (float) : Low of the third relevant bar (typically low ) from the higher timeframe.      htfTime3 (int) : Time of the third relevant bar (typically time ) from the higher timeframe.      tfAtr (float) : ATR value for the higher timeframe, used for Large Volume (LV) FVG classification.      classifyLV (bool) : If true, FVGs will be assessed to see if they qualify as Large Volume.      lvAtrMultiplier (float) : The ATR multiplier used to define if an FVG is Large Volume.      tfType (series tfType enum from no1x/FvgTypes/1) : The timeframe type (e.g., types.tfType.MTF, types.tfType.HTF) of the FVG being detected.   Returns: An fvgObject instance if an FVG is detected, otherwise na. detectFvg(classifyLV, lvAtrMultiplier, currentAtr)   Detects a Fair Value Gap (FVG) on the current (LTF - Low Timeframe) chart.   Parameters:      classifyLV (bool) : If true, FVGs will be assessed to see if they qualify as Large Volume.      lvAtrMultiplier (float) : The ATR multiplier used to define if an FVG is Large Volume.      currentAtr (float) : ATR value for the current timeframe, used for LV FVG classification.   Returns: An fvgObject instance if an FVG is detected, otherwise na. checkMitigation(isBullish, fvgTop, fvgBottom, currentHigh, currentLow)   Checks if an FVG has been fully mitigated by the current bar's price action.   Parameters:      isBullish (bool) : True if the FVG being checked is bullish, false if bearish.      fvgTop (float) : The top price level of the FVG.      fvgBottom (float) : The bottom price level of the FVG.      currentHigh (float) : The high price of the current bar.      currentLow (float) : The low price of the current bar.   Returns: True if the FVG is considered fully mitigated, false otherwise. checkPartialMitigation(isBullish, currentBoxTop, currentBoxBottom, currentHigh, currentLow)   Checks for partial mitigation of an FVG by the current bar's price action.   It determines if the price has entered the FVG and returns the new fill level.   Parameters:      isBullish (bool) : True if the FVG being checked is bullish, false if bearish.      currentBoxTop (float) : The current top of the FVG box (this might have been adjusted by previous partial fills).      currentBoxBottom (float) : The current bottom of the FVG box (similarly, might be adjusted).      currentHigh (float) : The high price of the current bar.      currentLow (float) : The low price of the current bar.   Returns: The new price level to which the FVG has been filled (e.g., currentLow for a bullish FVG).   Returns na if no new partial fill occurred on this bar. fvgInteractionCheck(fvg, highVal, lowVal)   Checks if the current bar's price interacts with the given FVG.   Interaction means the price touches or crosses into the FVG's current (possibly partially filled) range.   Parameters:      fvg (fvgObject type from no1x/FvgTypes/1) : The FVG object to check.     Its isMitigated, isVisible, isBullish, currentTop, and currentBottom fields are used.      highVal (float) : The high price of the current bar.      lowVal (float) : The low price of the current bar.   Returns: True if price interacts with the FVG, false otherwise.
Pine Script®腳本庫
由no1x提供
Stochastic RSI with MTF TableShort Description of the Script The provided Pine Script indicator, titled "Stochastic RSI with MTF Table," calculates and displays the Stochastic RSI for the current timeframe and multiple other timeframes (5m, 15m, 30m, 60m, 240m, and daily). The Stochastic RSI is a momentum indicator that blends the Relative Strength Index (RSI) and Stochastic Oscillator to identify overbought and oversold conditions, as well as potential trend reversals via K and D line crossovers. Key features of the script include: Inputs: Customizable parameters such as K smoothing (default 3), D smoothing (default 3), RSI length (default 14), Stochastic length (default 14), source price (default close), and overbought/oversold levels (default 80/20). MTF Table: A table displays the Stochastic RSI status for each timeframe: "OB" (overbought) if K > 80, "OS" (oversold) if K < 20, or "N" (neutral) otherwise. Crossovers: "K↑D" for bullish (K crosses above D) and "K↓D" for bearish (K crosses below D). Visualization: Plots the K and D lines for the current timeframe, with horizontal lines at 80 (overbought), 50 (middle), and 20 (oversold), plus a background fill for clarity. Table Position: Configurable to appear in one of four chart corners (default: top-right). This indicator helps traders assess momentum across multiple timeframes simultaneously, aiding in the identification of trend strength and potential entry/exit points. Trading Strategy with 50EMA and 200EMA for Highest Winning Rate To create a strategy with the best probability of a high winning rate using the Stochastic RSI MTF indicator alongside the 50-period Exponential Moving Average (50EMA) and 200-period Exponential Moving Average (200EMA), we can combine trend identification with momentum-based entry timing. The 50EMA and 200EMA are widely used to determine medium- and long-term trends, while the Stochastic RSI MTF table provides multi-timeframe momentum signals. Here’s the strategy: 1. Determine the Overall Trend Bullish Trend: The 50EMA is above the 200EMA on the current timeframe (e.g., daily or 60m chart). This suggests an uptrend, often associated with a "Golden Cross." Bearish Trend: The 50EMA is below the 200EMA on the current timeframe. This indicates a downtrend, often linked to a "Death Cross." Implementation: Plot the 50EMA and 200EMA on your chart and visually confirm their relative positions. 2. Identify Entry Signals Using the Stochastic RSI MTF Table In a Bullish Trend (50EMA > 200EMA): Look for timeframes in the MTF table showing: Oversold (OS): K < 20, indicating a potential pullback in the uptrend where price may rebound. Bullish Crossover (K↑D): K crosses above D, signaling rising momentum and a potential entry point. Example: If the 60m and 240m timeframes show "OS" or "K↑D," this could be a buy signal. In a Bearish Trend (50EMA < 200EMA): Look for timeframes in the MTF table showing: Overbought (OB): K > 80, suggesting a rally in the downtrend where price may reverse downward. Bearish Crossover (K↓D): K crosses below D, indicating declining momentum and a potential short entry. Example: If the 30m and daily timeframes show "OB" or "K↓D," this could be a sell/short signal. Current Timeframe Check: Use the plotted K and D lines on your trading timeframe for precise entry timing (e.g., confirm a K↑D crossover on a 60m chart for a long trade). 3. Confirm Signals Across Multiple Timeframes Strengthen the Signal: A higher winning rate is more likely when multiple timeframes align with the trend and signal. For instance: Bullish trend + "OS" or "K↑D" on 60m, 240m, and daily = strong buy signal. Bearish trend + "OB" or "K↓D" on 15m, 60m, and 240m = strong sell signal. Prioritize Higher Timeframes: Signals from the 240m or daily timeframe carry more weight due to their indication of broader trends, increasing reliability. 4. Set Stop-Loss and Take-Profit Levels Long Trades (Bullish): Stop-Loss: Place below the most recent swing low or below the 50EMA, whichever is closer, to protect against trend reversals. Take-Profit: Target a key resistance level or use a risk-reward ratio (e.g., 2:1 or 3:1) based on the stop-loss distance. Short Trades (Bearish): Stop-Loss: Place above the most recent swing high or above the 50EMA, whichever is closer. Take-Profit: Target a key support level or apply a similar risk-reward ratio. Trailing Stop Option: As the trend progresses, trail the stop below the 50EMA (for longs) or above it (for shorts) to lock in profits. 5. Risk Management Position Sizing: Risk no more than 1-2% of your trading capital per trade to minimize losses from false signals. Volatility Consideration: Adjust stop-loss distances and position sizes based on the asset’s volatility (e.g., wider stops for volatile stocks or crypto). Avoid Overtrading: Wait for clear alignment between the EMA trend and MTF signals to avoid low-probability setups. Example Scenario Chart: 60-minute timeframe. Trend: 50EMA > 200EMA (bullish). MTF Table: 60m shows "OS," 240m shows "K↑D," and daily is "N." Action: Enter a long position when the 60m K line crosses above D, confirming the table signal. Stop-Loss: Below the recent 60m swing low (e.g., 2% below entry). Take-Profit: At the next resistance level or a 3:1 reward-to-risk ratio. Outcome: High probability of success due to trend alignment and multi-timeframe confirmation. Why This Strategy Works Trend Following: Trading in the direction of the 50EMA/200EMA trend reduces the risk of fighting the market’s momentum. Momentum Timing: The Stochastic RSI MTF table pinpoints pullbacks or reversals within the trend, improving entry timing. Multi-Timeframe Confirmation: Alignment across timeframes filters out noise, increasing the win rate. Risk Control: Defined stop-loss and position sizing protect against inevitable losses. Caveats No strategy guarantees a 100% win rate; false signals can occur, especially in choppy markets. Test this strategy on historical data or a demo account to verify its effectiveness for your asset and timeframe. This approach leverages the strengths of both trend-following (EMA) and momentum (Stochastic RSI) tools, aiming for a high-probability, disciplined trading system.
Pine Script®指標
由IP2290提供
3 Line Strike MTF [MsF]Japanese below / 日本語説明は英文の後にあります。 ------------------------- *This indicator is based on TheTrdFloor's "3 Line Strike ". It's a very cool indicator. thank you. In addition to the original indicator, it will be judged Engulfing only when the display of the MTF signal and the candle have a difference of 2 times or more. === Function description === 1. Display of the MTF signal Detects Engulfing of the specified Multi Time Frame. MTF Engulfing is displayed with 🍆 and 🍑. 2. Judged Engulfing on a difference of 2 times or more Show a signal if the body of the current candle is more than twice as large as the body of the previous candle. This will make the signal mark appear larger than normal. === Parameter description === - COMMON SETTING - Show Signal on MTF ? … If the check this, you can get MTF 3 Line Strike - Judge Double Engulfing ? … If you check it, the signal will come up only when the Engulfing has doubled or more. - 3 LINE STRIKE - Show Bearish 3 Line Strike … The Bearish 3 Line Strike (3LS-Bear) is a candlestick pattern comprised of 3 bullish (green) candles, followed by a bearish engulfing candle (see 'Big A$$ Candles' below). This pattern tends to be best used as a signal of the end of a retracement period as part of a trend continuation strategy. Default: Checked - Show Bullish 3 Line Strike … The Bullish 3 Line Strike (3LS-Bull) is a candlestick pattern comprised of 3 bearish (red) candles, followed by a bullish engulfing candle (see 'Big A$$ Candles' below). This pattern tends to be best used as a signal of the end of a retracement period as part of a trend continuation strategy. Default: Checked - BIG A$$ CANDLES - Show Bearish Big A$$ Candles … Bearish 'Big A$$ Candles' are the same as Bearish Engulfing candles. - Show Bullish Big A$$ Candles … Bullish 'Big A$$ Candles' are the same as Bullish Engulfing candles. ------------------------- 本来のインジケーターに、①MTFシグナルの表示と②ローソク足の表示に2倍以上の差がある場合のみ包み足の判定を追加しました。 === 機能説明 === 1. MTFシグナルの表示 指定された時間足の包み足を検出します。 🍆 と 🍑 で表示されます。 2. 2倍以上の差で包み足判定 現在のローソクの実体が前のローソクの実体よりも 2 倍以上大きい場合にシグナルを表示します。マークは通常よりも大きく表示されます。 === パラメータの説明 === - COMMON SETTING - Show Signal on MTF ? … MTFシグナルを表示します - Judge Double Engulfing ? … 包み足が前の足の2倍以上になった場合のみシグナルを発報します - 3 LINE STRIKE - Show Bearish 3 Line Strike … 陰線が3連続続いた後の包み足を検出します - Show Bullish 3 Line Strike … 陽線が3連続続いた後の包み足を検出します - BIG A$$ CANDLES - Show Bearish Big A$$ Candles … 陽線の包み足を検出します - Show Bullish Big A$$ Candles … 陰線の包み足を検出します
Pine Script®指標
由Trader_Morry提供
3
MACD Enhanced Strategy MTF with Stop Loss [LTB]Test strategy for MACD This strategy, named "MACD Enhanced Strategy MTF with Stop Loss ," is a modified Moving Average Convergence Divergence (MACD) strategy with enhancements such as multi-timeframe (MTF) analysis, custom scoring, and a dynamic stop loss mechanism. Let’s break down how to effectively use it: Key Elements of the Strategy MACD Indicator with Modifications: The strategy uses MACD, a well-known momentum indicator, with customizable parameters: fastLength, slowLength, and signalLength represent the standard MACD settings. Instead of relying solely on MACD crossovers, it introduces scoring parameters for histogram direction (histside), indicator direction (indiside), and signal cross (crossscore). This allows for a more nuanced decision-making process when determining buy and sell signals. Multi-Timeframe Analysis (MTF): The strategy compares the current timeframe's MACD score with that of a higher timeframe (HTF). It dynamically selects the higher timeframe based on the current timeframe. For example, if the current chart period is 1, it will select 5 as the higher timeframe. This MTF approach aims to align trades with broader trends, filtering out false signals that could be present when analyzing only a single timeframe. Scoring System: A custom scoring system (count() function) is used to evaluate buy and sell signals. This includes calculations based on the direction and momentum of MACD (indi) and the histogram. The score is used to determine the strength of signals. Positive scores indicate bullish sentiment, while negative scores indicate bearish sentiment. This scoring mechanism aims to reduce the influence of noise and provide more reliable entries. Entry Conditions: Long Condition: When the Result value (a combination of MTF and current MACD analysis) changes and becomes positive, a long entry is triggered. Short Condition: When the Result changes and becomes negative, a short entry is initiated. Stop Loss Mechanism: The countstop() function calculates dynamic stop loss values for both long and short trades. It is based on the Average True Range (ATR) multiplied by a factor (Mult), providing adaptive stop loss levels depending on market volatility. The stop loss is plotted on the chart to show potential risk levels for open trades, with the line appearing only if shotsl is enabled. How to Use the Strategy To properly use the strategy, follow these steps: Parameter Optimization: Adjust the input parameters such as fastLength, slowLength, and signalLength to tune the MACD indicator to the specific asset you’re trading. The values provided are typical defaults, but optimizing these values based on backtesting can help improve performance. Customize the scoring parameters (crossscore, indiside, histside) to balance how much weight you want to put on the direction, histogram, and cross events of the MACD indicator. Select Appropriate Timeframes: This strategy employs a multi-timeframe (MTF) approach, so it's important to understand how the higher timeframe (HTF) is selected based on the current timeframe. For instance, if you are trading on a 5-minute chart, the higher timeframe will be 15 minutes, which helps filter out lower timeframe noise. Ensure you understand the relationship between the timeframe you’re using and the HTF it automatically selects. The strategy’s effectiveness can vary depending on how these timeframes align with the asset’s overall volatility. Run Backtests: Always backtest the strategy over historical data to determine its reliability for the asset and timeframes you’re interested in. Note that the MTF approach may require substantial data to capture how different timeframes interact. Use the backtest results to adjust the scoring parameters or the Stop Loss Factor (Mult) for better risk management. Stop Loss Usage: The stop loss is calculated dynamically using ATR, which means that it adjusts with changing volatility. This can be useful to avoid being stopped out too often during periods of increased volatility. The shotsl parameter can be set to true to visualize the stop loss line on the chart. This helps to monitor the protection level and make better decisions regarding holding or closing a trade manually. Entry Signals and Trade Execution: Look for changes in the Result value to determine entry points. For a long position, the Result needs to become positive, and for a short position, it must be negative. Note that the strategy's entries are more conservative because it waits for the Result to confirm the direction using multiple factors, which helps filter out false breakouts. Risk Management: The adaptive stop loss mechanism reduces the risk by basing the stop level on market volatility. However, you must still consider additional risk management practices such as position sizing and profit targets. Given the scoring mechanism, it might not enter trades frequently, which means using this strategy may result in fewer but potentially more accurate trades. It’s important to be patient and not force trades that don’t align with the calculated results. Real-Time Monitoring: Make sure to monitor trades actively. Since the strategy recalculates the score on each bar, real-time changes in the Result value could provide exit opportunities even if the stop loss isn't triggered. Summary The "MACD Enhanced Strategy MTF with Stop Loss " is a sophisticated version of the MACD strategy, enhanced with multi-timeframe analysis and adaptive stop loss. Properly using it involves optimizing MACD and scoring parameters, selecting suitable timeframes, and actively managing entries and exits based on a combination of scoring and volatility-based stop losses. Always conduct thorough backtesting before applying it in a live environment to ensure the strategy performs well on the asset you're trading.
Pine Script®策略
由skigoogs提供
3
BG Ichimoku Tenkan MTFBG Ichimoku Tenkan MTF: Your Multi-Timeframe Trend Compass Elevate your Ichimoku analysis with the BG Ichimoku Tenkan MTF indicator. This powerful tool provides a comprehensive view of the Tenkan-sen (Conversion Line) across multiple timeframes, helping you identify trends and potential shifts with greater clarity. It's ideal for all markets, including stocks, cryptocurrencies, Forex, and futures. Key Features: Main Tenkan-sen Plot: Visualize the Tenkan-sen for your active chart timeframe with adjustable color. Multi-Timeframe Table: A dynamic table displays the Tenkan-sen's relationship to price (🔼 for above, 🔽 for below) and its current value for up to 7 timeframes. Continuous MTF Lines: Plot the Tenkan-sen from higher timeframes directly on your current chart, providing clear support/resistance levels and trend confluence. Fully Customizable Colors: Personalize the color for each individual timeframe in the table and for its corresponding MTF line, ensuring a clean and intuitive visual experience. You can also adjust the main Tenkan-sen color and the MTF line offset. Gain a deeper understanding of market dynamics by analyzing the Tenkan-sen across different time scales, all in one intuitive indicator. We created this indicator to help you better navigate the markets. Thank you for using it, and we hope it brings you value. Enjoy it in your daily analysis! Bab
Pine Script®指標
由babtrader24提供
1