Indicator - ATR Profit Loss - DGHi Traders,
This is an on chart indicator that can be used for setting take profit and stop losses very easily using the Average True Range Indicator (ATR). Using a volatility adjusted TP and SL will allow you to set your targets and losses based on market conditions. In the settings, you are able to adjust how much of a multiplier you require depending on your risk tolerance and strategy. For those that follow the NNFX method, the defult settings are preset to 1xATR TP and 1.5xATR SL.
How to use:
- For longs, 'isLong' box must be ticked, for shorts, this box is unticked
- For longs, green line is TP, red line is SL
- For shorts, red line is TP, green line is SL
Regards,
Dillon Grech
在腳本中搜尋"文华财经tick价格"
Hancock - CoinbaseSimple script aggregating normalised to 12 hour close average of coinbase tickers.
Hancock
NIFTY VIX BANDSThis script can be used to visually identify the 1 standard deviation range of price movement anticipated by NSE ticker for Volatility Index NSE:INDIAVIX
Ideal to use on NSE:NIFTY ticker only!
The NIFTY range is extended to Yearly, Monthly, Weekly, Daily based on the current value of INDIAVIX.
All options are customizable:
Time frame of the VIX Bands
Select / De-select of Plots for Yearly, Monthly Weekly and Daily
Aggregate CandlesThis script creates candles based on an aggregated Index price from various exchange tickers. A lot of exchanges have specific flash crash wicks, missing data, erraticness compared to other exchanges particularly in their first few months, this is an attempt to clean up the price history, be it for TA ( trendlines , S/R etc.) or use in algos or other indicators, without reliance on one exchange. It uses the new Array functionality to generate median and averages, and is entirely original work. This particular version is a generic version of the BTC version. Please read the header before use, and if you do wish to use the code, please ask permission first.
One Percent Move Study (For your Alerts)This is a simple script that can be used to alerts. The signal1 variable goes to 100 if there is a 1% up move in a tick, and goes to -100 if there is a 1% down move in a tick for an asset. This is best on a 1 minute or 5 minute chart.
This example shows this on the DeFi exchange Uniswap for the UNI/ETH pair
Vortex Indicator Band StrategyThis strategy utilizing the Vortex indicator and its bands is effective when paired with displaced moving averages and a stop loss. Settings can be customized to match the specific ticker.
Borjas Tarh Horizontals S/RBorjas Tarh Horizontals
Automatically Plot Horizontals Support and Resistance.
In the Setting, you should optimize the values according to each time frame of the ticker.
Pivot Length : Number of bars to use to calculate pivot
Max Breaks : Maximum number of times a line can be broken before it's invalidated
Max Distance % : Maximum distance PA can move away from line before it's invalidated
Frontrun/Overshoot Threshold % : If PA reverses within this distance of an existing S&R line, consider it a Frontrun / Overshoot
You can copy it and make it better.
Aggregate BTC CandlesThis script creates candles based on an aggregated Index price from various BTC exchange tickers. Since the early years in particular have a lot of exchange specific flash crash wicks, missing data, erraticness compared to other exchanges particularly in their first few months, this is an attempt to clean up the price history, be it for TA (trendlines, S/R etc.) or use in algos or other indicators, without reliance on one exchange. It uses the new Array functionality to generate median and averages, and is entirely original work.
Reversal closing priceThe reversal closing price (RCP) is a candlestick pattern which follows two simples rules:
the low price of current candle needs to be lower than the low price of the last 2 candles
the closing price of current candle needes to be higher than the closing price of the last candle
This generates a signal for a long position. For a short position, the conditions are inverted:
the high price of current candle needs to be higher than the high price of the last 2 candles
the closing price of current candle needes to be lower than the closing price of the last candle
Since RCP is a trend follower indicator, the strategy is programmed in such a way that long positions are only placed if the short period EMA is above the long period EMA, and short positions are only placed if the short EMA is bellow the long EMA. Both periods are configurable, and should be ajusted for each asset.
This strategy uses a fixed stop loss and take profit, and the it's ratio is configurable. The stop price is one tick lower than the lowest price of X candles prior to the order execution for long positions, while in short positions it's one tick higher than the higher price. The amount of candles to lookback (X) is configurable. Both stop and take profit prices are displayed, the first as a red line, and the second as a green line.
This is the setting that I've found to work best with TVC:SPX , but you may find a better setting. While the RCP is universal, it's placement depends on the trend and it's strenght, something that is very heterogeneous among assets.
I really wish that I was able to place images, but I don't have PRO, so text will have to do.
This strategy was designed by Alexandre Wolwacz, a.k.a. Stormer.
Periodic price change comparisonPeriodic price change.
Application:
Sector rotation analysis by comparing different tickers.
Simple statistical analysis (with lookback period) for knowing how good they were.
If you are a believer in sector rotation, you can add different sector stocks to see which of them are lagged behind and buy them.
In this example, you could see tesla periodically fall behind the market. You can buy it when it is on that zone.
And you can also refer to the sharpe ratio and the average gain rate on the chart to see how good the stocks were.
Candlestick Pattern FinderThis script identifies common candlestick patterns and marks them with a tool-tip on the chart. It is a compilation of Tradingview's built-in candlestick finding scripts so it uses the same rules defined by Tradingview to identify the patterns. Instead of using a separate indicator for each candlestick pattern, you can use this script to find all the candlestick patterns with a single indicator.
By default, the script does not mark any of the detected patterns on the chart. You will have to open the indicator settings and enable the patterns you would like to see on the chart. There are also three tick-boxes that let you to enable/disable all the selected bearish/bullish/neutral patterns at once, i.e. if you would like to only see bearish patterns, you can disable all the bullish and neutral patterns at once with the corresponding tick boxes. When you enable bullish patterns again, the script will show your selection of bullish patterns again on the chart.
When you hover on the tool-tips with your cursor, a short description about the pattern will be displayed.
[R&D] Moving CentroidThis script utilizes this concept. Instead of weighting by volume, it weights by amount of price action on every close price of the rolling window. I assume it can be used as an additional reference point for price mode and price antimode.
it is directly connected with Market (not volume) profile, or TPO charts.
The algorithm:
1) takes a rolling window of, for example, 50 data points of close prices:
2) for each of this closing prices, the algorithm will check how many bars touched this close price.
3) then: sum of datapoints * weights/sum of weights
Since the logic is implemented in pretty non-efficient way, the script sometimes can take time to make calculations. Moreover, it calculates the centroid taking into account only close prices, not every tick. of a given rolling window That's why it's still experimental.
CCI-RSI MR Indicators:
Bollinger Bands (20 period, 2σ)
RSI (14 period) and Simple moving average of RSI (5 period)
CCI (20 period)
SMA (5 period)
Entry Conditions:
Buy when:
Swing low (5) should be lower than the highest of lower BB (3 periods)
Both RSI crossover RSI_5 and CCI crossover -100 should have happened within last 3 candles (including the current candle)
Once all the above conditions are met, the close should be higher than SMA (5) within the next 3 candles
After condition 3 is satisfied, we enter the trade at next candle’s open
Stop loss will be at 1 tick lower than previous swing low
Sell when:
Swing high (5) should be higher than the lowest of upper BB (3 periods)
Both RSI crossunder RSI_5 and CCI crossunder 100 should have happened within last 3 candles (including the current candle)
Once all the above conditions are met, the close should be lower than SMA (5) within the next 3 candles
After condition 3 is satisfied, we enter the trade at next candle’s open
Stop loss will be at 1 tick higher than previous swing high
Exit Conditions:
Since it’s mean reversion strategy we’ll be having only 2 target exits with a trailing stop loss after target price 1 is achieved.
Target exit price 1 & 2 are decided based on the risk ‘R’ for each trade
Depending on the instrument and time frame a trailing stop loss of 0.5R or 1R has opted.
A stop limit is placed @Entry_price +- 2*ATR(20) to offset the risk of losing significantly more than 1xR in a trade
StonkBTC - autoswitch secondary series for scalpersSince the drop in March of 2020, the U.S. ETF , SPY, has been correlated with bitcoin's moves, especially during the NY session.
This tool is meant to help traders who want to take advantage of that without having to switch the secondary series between BTCUSD and (generally) SPY when changing the ticker they are viewing.
How this works:
The indicator will automatically switch between bitcoin or equity index depending on what ticker your current chart is. Ideally this tool would be very simple to use.
Options:
Show/hide a 'track price' line
Index choice of SP500, Nasdaq 100, and Russell 2000. Further selection by ETF, futures, and CFD
Varied bitcoin price sources
Notes:
You will need a separate subscription to TradingView to view realtime CME futures data (if not, it will be delayed by 10 minutes). Because of this, the default option chosen is the CFD for the most complete chart when viewing bitcoin.
NY Core Trading Session: 9:30 a.m. to 4:00 p.m. ET
www.nyse.com
MACD histogram relative open/closePrelude
This script makes it easy to capture MACD Histogram open/close for automated trading.
There seems to be no "magic" value for MACD Histogram that always works as a cut-off for trade entry/exit, because of the variation in market price over time.
The idea behind this script is to replicate the view of the MACD graph we (humans) see on the screen, in mathematics, so the computer can approximately detect when the curve is opening/closing.
Math
The maths for this is composed of 2 sections -
1. Entry -
i. To trigger entry, we normalize the Histogram value by first determining the lowest and highest values on the MACD curves (MACD, Signal & Hist).
ii. The lowest and highest values are taken over the "Frame of reference" which is a hyperparameter.
iii. Once the frame of reference is determined, the entry cutoff param can be defined with respect to the values from (i) (10% by default)
2. Exit
To trigger an exit, a trader searches for the point where the Histogram starts to drop "steeply".
To convert the notion of "steep" into mathematics -
i. Take the max histogram value reached since last MACD curve flip
ii. Define the cutoff with reference to the value from (i) (30% by default)
Plots
Gray - Dead region
Blue - Histogram opening
Red - Histogram is closing
Notes
A good value for the frame of reference can be estimated by looking at the timescale of the graph you generally work with during manual trading.
For me, that turned out to be ~2.5 hours. (as shown in the above graph)
For a 3-minute ticker, frame of reference = 2.5 * 60 / 3 = 50
Which is the default given in this script.
Ultimately, it is up to you to do grid search and find these hyperparams for the stock and ticker size you're working with.
Also, this script only serves the purpose of detecting the Histogram curve opening/closing.
You may want to add further checks to perform proper trading using MACD.
Twin Range Filter Algo@Colinmck used two different ranges to generate signals. Read his release notes to find out what the original script does.
I added one condition which seems to increase performance on 15m BTCUSD as well as 1h BTCUSD and that is ATR with 32 periods being smaller than ATR with 64 periods. I used my script Volatility Optimiser to discover this tendency.
Both buying and selling conditions are same as in @Colinmck's script plus one condition of my own. You can disable my condition.
Target and stop-loss are manually set values in ticks.
Time stop-loss is manually set value in a number of candles. After this number of candles, a position always exits (or should 😇). You can disable it by inserting a very long period. I do not recommend it, because a value of indicator should not be measured in luck and if market starts moving in the direction after 40 periods, the predictive capability of an indicator is questionable.
I used 300/150/17 for 15m BTCUSD chart and 900/30/17 for 1h BTCUSD. I didn't try to optimize any other parameters for these periods.
Since this script relies mostly on volatility for its prediction, I wouldn't recommend using it on its own. Individual approach to the market is recommended. Also, it didn't work on EURUSD when using the same default values and different order management (tp, sl, time sl), so it is probably not as versatile.
Let me know what do you think of this strategy. If you have some ideas about how to make it more reliable, share it in the comments, I might put it to the test. Good luck 🍀
Ichimoku Kinko Hyo: ETH 3h Strategy by tobunoIchimoku Kinko Hyo strategy for long term trend trades of Ethereum . Optimized for 3H ticks.
Divergence of DecisionPoint Breadth Swenlin Trading [LazyBear]// This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org
// © 03.freeman
//This is indicator from LazyBear is very accurate for stocks and indexes.
//I added some code snippets for spot and draw divergences automatically
//
// @author LazyBear
//
//
Best use with daily time frame.
Enter when a divergence is found (Bull or Bear label) and wait at least a couple of candles before exit.
Next improvement: alerts ready made for webhooks and screener for multiple tickers.
Please use comment section for any feedback.
Let it snow!Snowflakes slowly drop with each data tick.
Get ready for a miracle!
Merry Christmas and Happy New Year!
Look first. Then leap.
Strategy Death To The Bear Simple strategy for the indicator "Death To The Bear".
Simple rules:
- Entry according to the selected weapons.
- Take profit 1 (TP1) in% of daily ATR (can be set, default 20%)
- Active Stop in Breakeven when I take profit in TP1.
- Take profit 2 (TP1) in% of daily ATR (can be set, default 30%)
* Pyramidization can be changed from the configuration (maximum number of tickets to average your price)
* Many do not like to pyramid, but I can assure you that with good management, and good choice of the instrument and time frame, you will get good money.
Note: at the request of some people who cannot see the EMOJI in the configuration you can choose TEXT.
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Combo Backtest 123 Reversal & D_Three Ten OscThis 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.
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.