立即開始

在腳本中搜尋"the strat"

Gap Filling Strategy Gaps are market prices structures that appear frequently in the stock market, and can be detected when the opening price is different from the previous closing price, this is why gaps are also called "opening price jumps". While gaps can occur frequently, some of them are more significant than others, and can be observed when looking at a long term chart. The following strategy is based on the exploitation of significant gaps occurring during a new session, and posses various options that can return a wide variety of results. Type Of Gaps And Occurence I'am not a professional when it comes to gaps, but as you know the stock market close for the day, however it is still possible to place orders, your broker will hold them until the market open back. Once the market reopen the broker execute the pending orders, and when many orders where pending the market register really high volume and the price might differ from the precedent close. Gaps are generally broken down into four types: Common : Gaps occurring within a certain price range, mostly occurs during ranging markets. Break Away : Gaps breaking a support and resistance, making a new higher high/lower low. Runaway : Gaps occurring within a trend, followed by a continuation of the trend. Exhaustion : Gaps occurring at the end of a trend, followed by a reversal. As said before, some gaps are more significant than others, the significance of a gap can be determined by comparing the opening price with the previous high/low price and by looking at volume. Significant up gaps will have an opening price greater than the previous high, while significant down gap will have an opening price lower than the previous low with both high volume accompanying them. After a gap, when the price go back to the point previous to the gap we say that it has been "filled", this characteristic is what will be exploited in this strategy. Strategy Rules & Logic In this strategy, the significance of a gap is determined by the position of the opening price relative to the previous high/low and make sure the bar following the gap don't fill it. When the setting invert is set to false the strategy interpret the detected gaps as being exhaustion gaps, therefore when an up gap occur a short position is opened, when a down gap occur a long position is opened. When invert is set to true gaps are considered to be runaway or break away gaps, therefore the contrary positions are opened. Positions are exited when the gap has been filled, which in the chart is show'n when the price cross the red level who act as either a take profit (invert = false) or as a stop loss (invert = true). There are various closing conditions available that the user can select from the "close when" setting. New Session : This option close all previous positions when the market is in a new session. New Gap : This option close all previous position when a new gap has been detected. Reverse Position : This option close all previous position when a contrary position to the current one is opened. This option would reduce the number of trades. Testing On Some Stocks The analysis will be tested in different tech stocks with a main TF of 15 minutes with no spread and commissions applied. Default settings will be used. We'll be making our first analysis using AMD, who has recently formed a full reverse HS pattern, where the neckline has been crossed by the price. (by the way i have a bad feeling about it, hey ! feeling filling ! Lame jokes!) Profit: $ -12.22 Trades: 272 Profitability: 65.07 % We can see negative results, with an heavily decreasing balance. Using invert would return positive results. We will now test the strategy on NVDA, the company is one of the biggest when it comes to the Gpu market. Profit: $ -215.54 Trades: 297 Profitability: 60.27 % Not better, using invert would of course create better results. Like AMD the balance is heavily decreasing. Finally we will test the strategy on Seagate technology, a company mostly known for their mechanical hard drives. Profit: $ -4.32 Trades: 261 Profitability: 65.9 % Here the balance does not appear so heavily decreasing and even managed to reach back the initial balance before going down again. Summary A strategy based on gap filling has been briefly introduced and tested with 3 tech stocks. The results show that using invert option might be better. The advantage of this strategy against ones using technical indicators is that this one does not heavily depend on user settings, which make it way more efficient, this a big advantage of patterns based strategies. Thx to LucF for helping with the "process_orders_on_close" element, since i had to use closing price i had to remove it tho, was afraid results would differ even more from a more realistic backtest. And thx for those who continuously support me, more cool stuff is coming up. Thx for reading and i hope you'll have learned something new today !
Pine Script®策略
由alexgrover提供
11
Combo Strategy 123 Reversal & DynamoThis is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy In July 1996 Futures magazine, E. Marshall Wall introduces the Dynamic Momentum Oscillator (Dynamo). Please refer to this article for interpretation. The Dynamo oscillator is a normalizing function which adjusts the values of a standard oscillator for trendiness by taking the difference between the value of the oscillator and a moving average of the oscillator and then subtracting that value from the oscillator midpoint. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
3
Combo Strategy 123 Reversal & Dynamic Pivot Point This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This Pivot points is calculated on the current day. Pivot points simply took the high, low, and closing price from the previous period and divided by 3 to find the pivot. From this pivot, traders would then base their calculations for three support, and three resistance levels. The calculation for the most basic flavor of pivot points, known as ‘floor-trader pivots’, along with their support and resistance levels. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
4
Combo Strategy 123 Reversal & Dynamic Momentum Index This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator plots Dynamic Momentum Index indicator. The Dynamic Momentum Index (DMI) was developed by Tushar Chande and Stanley Kroll. The indicator is covered in detail in their book The New Technical Trader. The DMI is identical to Welles Wilder`s Relative Strength Index except the number of periods is variable rather than fixed. The variability of the time periods used in the DMI is controlled by the recent volatility of prices. The more volatile the prices, the more sensitive the DMI is to price changes. In other words, the DMI will use more time periods during quiet markets, and less during active markets. The maximum time periods the DMI can reach is 30 and the minimum is 3. This calculation method is similar to the Variable Moving Average, also developed by Tushar Chande. The advantage of using a variable length time period when calculating the RSI is that it overcomes the negative effects of smoothing, which often obscure short-term moves. The volatility index used in controlling the time periods in the DMI is based on a calculation using a five period standard deviation and a ten period average of the standard deviation. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
Combo Strategy 123 Reversal & DSS Bressert This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Double Smoothed Stochastics (DSS) is designed by William Blaw. It attempts to combine moving average methods with oscillator principles. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
Combo Backtest 123 Reversal & Donchian Channel Width This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Donchian Channel was developed by Richard Donchian and it could be compared to the Bollinger Bands. When it comes to volatility analysis, the Donchian Channel Width was created in the same way as the Bollinger Bandwidth technical indicator was. As was mentioned above the Donchian Channel Width is used in technical analysis to measure volatility. Volatility is one of the most important parameters in technical analysis. A price trend is not just about a price change. It is also about volume traded during this price change and volatility of a this price change. When a technical analyst focuses his/her attention solely on price analysis by ignoring volume and volatility, he/she only sees a part of a complete picture only. This could lead to a situation when a trader may miss something and lose money. Lets take a look at a simple example how volatility may help a trader: Most of the price based technical indicators are lagging indicators. When price moves on low volatility, it takes time for a price trend to change its direction and it could be ok to have some lag in an indicator. When price moves on high volatility, a price trend changes its direction faster and stronger. An indicator's lag acceptable under low volatility could be financially suicidal now - Buy/Sell signals could be generated when it is already too late. Another use of volatility - very popular one - it is to adapt a stop loss strategy to it: Smaller stop-loss recommended in low volatility periods. If it is not done, a stop-loss could be generated when it is too late. Bigger stop-loss recommended in high volatility periods. If it is not done, a stop-loss could be triggered too often and you may miss good trades. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®策略
由HPotter提供
Combo Strategy 123 Reversal & Donchian Channel WidthThis is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Donchian Channel was developed by Richard Donchian and it could be compared to the Bollinger Bands. When it comes to volatility analysis, the Donchian Channel Width was created in the same way as the Bollinger Bandwidth technical indicator was. As was mentioned above the Donchian Channel Width is used in technical analysis to measure volatility. Volatility is one of the most important parameters in technical analysis. A price trend is not just about a price change. It is also about volume traded during this price change and volatility of a this price change. When a technical analyst focuses his/her attention solely on price analysis by ignoring volume and volatility, he/she only sees a part of a complete picture only. This could lead to a situation when a trader may miss something and lose money. Lets take a look at a simple example how volatility may help a trader: Most of the price based technical indicators are lagging indicators. When price moves on low volatility, it takes time for a price trend to change its direction and it could be ok to have some lag in an indicator. When price moves on high volatility, a price trend changes its direction faster and stronger. An indicator's lag acceptable under low volatility could be financially suicidal now - Buy/Sell signals could be generated when it is already too late. Another use of volatility - very popular one - it is to adapt a stop loss strategy to it: Smaller stop-loss recommended in low volatility periods. If it is not done, a stop-loss could be generated when it is too late. Bigger stop-loss recommended in high volatility periods. If it is not done, a stop-loss could be triggered too often and you may miss good trades. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
2
Combo Backtest 123 Reversal & CMOaDisparity Index This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The related CMOaDisparity Index article is copyrighted material from Stocks & Commodities Dec 2009 My strategy modification. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®策略
由HPotter提供
5
Combo Strategy 123 Reversal & CMOaDisparity Index This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The related CMO Disparity Index article is copyrighted material from Stocks & Commodities Dec 2009 My strategy modification. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
1
Combo Strategy 123 Reversal & Directional Trend Index (DTI) This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This technique was described by William Blau in his book "Momentum, Direction and Divergence" (1995). His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. Directional Trend Index is an indicator similar to DM+ developed by Welles Wilder. The DM+ (a part of Directional Movement System which includes both DM+ and DM- indicators) indicator helps determine if a security is "trending." William Blau added to it a zeroline, relative to which the indicator is deemed positive or negative. A stable uptrend is a period when the DTI value is positive and rising, a downtrend when it is negative and falling. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
Combo Backtest 123 Reversal & DiNapoli Detrended Oscillator This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy DiNapoli Detrended Oscillator Strategy WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®策略
由HPotter提供
2
Combo Strategy 123 Reversal & DiNapoli Detrended Oscillator This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy DiNapoli Detrended Oscillator Strategy WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
2
Bollinger Bands BAT/USDT 30minThis is ready to use Bollinger Band strategy that was backtested on the data from the previous year 2019. The main purpose of this strategy is to determine trades with the highest probability of success, to keep a consistent portfolio growth throughout the year. This strategy cherry-picks the most reliable points of entry on a particular timeframe (30m) for the particular asset (BAT/USDT). The backtest shows a great result of 78.95% profitability with the maximum drawdown of -4.02%. This is one of my strategies out of the group of automated strategies that helps to grow my portfolio steadily. You are welcome to change inputs and backtest the following strategy. Any comments or ideas would be appreciated. If you are happy with existing results and would like to automate the strategy, which can be done through alerts, then you need to convert it to study and add alerts in the code. Let me know if you are interested in that and I will create a study based on this strategy.
Pine Script®策略
由Deobald提供
1
Combo Strategy 123 Detrended Price Oscillator This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Detrend Price Osc indicator is similar to a moving average, in that it filters out trends in prices to more easily identify cycles. The indicator is an attempt to define cycles in a trend by drawing a moving average as a horizontal straight line and placing prices along the line according to their relation to a moving average. It provides a means of identifying underlying cycles not apparent when the moving average is viewed within a price chart. Cycles of a longer duration than the Length (number of bars used to calculate the Detrend Price Osc) are effectively filtered or removed by the oscillator. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
1
Leverage Strategy and a few words on risk/opportunityHello traders, I started this script as a joke for someone... finally appears it could be used for educational content Let's talk about leverage and margin call Margin Call A margin call is the broker's demand that an investor deposit additional money or securities so that the account is brought up to the minimum value, known as the maintenance margin. A margin call usually means that one or more of the securities held in the margin account has decreased in value below a certain point. Leverage A leverage is a system which allows the trader to open positions much larger than his own capital. ... “Leverage” usually refers to the ratio between the position value and the investment needed, Strat The strategy simulates long/short positions on a 4h high/low breakout based on the chart candle close. The panel below shows the strategy equity curve. Activating the margin call option will show when the account would be margin called giving the settings Casino I'm not doing any financial recommendation here. I made this strategy so that people include more risk management metrics into their strategy. From the code, we see it's fairly easy to calculate a leveraged position size and a margin call flag - when that flag is hit, the system stops trading. I simplified things to the extreme here but my point is that the leverage is a double-edge sword gift. Assuming we always take the same position sizing, increasing the leverage speed up how fast a margin could be ..... called. (bad joke? feel free to tell me). Not saying it will, saying it introduces more risk by design. Then one could say "I'll just turn off that stupid margin call option". And that's when someone starts backtesting with unrealistic market conditions. Finally... When I backtest I always assume the worst in every scenario possible (because I'm French), I always try to minimize the risk first (also because I'm French), keeping as close from 0 as possible (French again) Then I add the "opportunity" component, looking to catch the maximum of opportunity while keeping the risk low. It's like a Rubix cube puzzle - decreasing the risk is one side of the equation but whenever I try to catch more opportunity... my risks increases. Then I update my risk... and now the opportunity decreases... (#wut #wen #simple) Completely removing the risk from a trading strategy isn't something I wouldn't dare doing. Trading involves risk. Being obsessed by decreasing the risk is what I do BEST :) Dave
Pine Script®策略
由Daveatt提供
2
Combo Strategy 123 Reversal & DAPD This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator is similar to Bollinger Bands. It based on DAPD - Daily Average Price Delta. DAPD is based upon a summation for each of the highs (hod) for the 21 days prior to today minus the summation for each of the lows (lod) for the last 21 days prior to today. The result of this calculation would then be divided by 21. It will be buy when high above previos DAPD high and sell if low below previos DAPD low WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
1
Combo Backtest 123 Reversal & D_Three Ten Osc This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy TradeStation does not allow the user to make a Multi Data Chart with a Tick Bar Chart and any other type a chart. This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations" WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
1
Combo Strategy 123 Reversal & Cueing Off Sup/Res Levels This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Cueing Off Support And Resistance Levels, by Thom Hartle modified by HPotter for trade signals. The related article is copyrighted material from Stocks & Commodities. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
TradersAI_UTBotCREDITS to @HPotter for the orginal code. CREDITS to @Yo_adriiiiaan for recently publishing the UT Bot study based on the original code - I just added some simple code to turn it into a strategy. Now, anyone can simply add the strategy to their chart to see the backtesting results! While @Yo_adriiiiaan mentions it works best on a 4-hour timeframe or above, I am happy to share that this seems to be working on a 15-minute chart on e-mini S&P 500 Index (using the KeyValue setting at 10)! You can play around with the different settings, and may be you might discover even better settings. Hope this helps. Btw, if any of you play with different settings and discover great settings for a specific instrument, please share them with the community here - it will be rewarded back multiple times!
Pine Script®策略
由TradersAICorp提供
25
Combo Strategy 123 Reversal & Confluence This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This is modified version of Dale Legan's "Confluence" indicator written by Gary Fritz. ================================================================ Here is Gary`s commentary: Since the Confluence indicator returned several "states" (bull, bear, grey, and zero), he modified the return value a bit: -9 to -1 = Bearish -0.9 to 0.9 = "grey" (and zero) 1 to 9 = Bullish The "grey" range corresponds to the "grey" values plotted by Dale's indicator, but they're divided by 10. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
Combo Backtest 123 Reversal & Comparative Relative Strength This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Comparative Relative Strength Strategy for ES WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®策略
由HPotter提供
Combo Strategy 123 Reversal & Comparative Relative Strength This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Comparative Relative Strength Strategy for ES WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®指標
由HPotter提供
Combo Strategy 123 Reversal & Commodity Selection Index This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Commodity Selection Index ("CSI") is a momentum indicator. It was developed by Welles Wilder and is presented in his book New Concepts in Technical Trading Systems. The name of the index reflects its primary purpose. That is, to help select commodities suitable for short-term trading. A high CSI rating indicates that the commodity has strong trending and volatility characteristics. The trending characteristics are brought out by the Directional Movement factor in the calculation--the volatility characteristic by the Average True Range factor. Wilder's approach is to trade commodities with high CSI values (relative to other commodities). Because these commodities are highly volatile, they have the potential to make the "most money in the shortest period of time." High CSI values imply trending characteristics which make it easier to trade the security. The Commodity Selection Index is designed for short-term traders who can handle the risks associated with highly volatile markets. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script®策略
由HPotter提供