Trailing-stop — 指標和策略

Fibonacci-Only Strategy Fibonacci-Only Strategy This script is a custom trading strategy designed for traders who leverage Fibonacci retracement levels to identify potential trade entries and exits. The strategy is versatile, allowing users to trade across multiple timeframes, with built-in options for dynamic stop loss, trailing stops, and take profit levels. Key Features: Custom Fibonacci Levels: This strategy calculates three specific Fibonacci retracement levels: 19%, 82.56%, and the reverse 19% level. These levels are used to identify potential areas of support and resistance where price reversals or breaks might occur. The Fibonacci levels are calculated based on the highest and lowest prices within a 100-bar period, making them dynamic and responsive to recent market conditions. Dynamic Entry Conditions: Touch Entry: The script enters long or short positions when the price touches specific Fibonacci levels and confirms the move with a bullish (for long) or bearish (for short) candle. Break Entry (Optional): If the "Use Break Strategy" option is enabled, the script can also enter positions when the price breaks through Fibonacci levels, providing more aggressive entry opportunities. Stop Loss Management: The script offers flexible stop loss settings. Users can choose between a fixed percentage stop loss or an ATR-based stop loss, which adjusts based on market volatility. The ATR (Average True Range) stop loss is multiplied by a user-defined factor, allowing for tailored risk management based on market conditions. Trailing Stop Mechanism: The script includes an optional trailing stop feature, which adjusts the stop loss level as the market moves in favor of the trade. This helps lock in profits while allowing the trade to run if the trend continues. The trailing stop is calculated as a percentage of the difference between the entry price and the current market price. Multiple Take Profit Levels: The strategy calculates seven take profit levels, each at incremental percentages above (for long trades) or below (for short trades) the entry price. This allows for gradual profit-taking as the market moves in the trade's favor. Each take profit level can be customized in terms of the percentage of the position to be closed, providing precise control over exit strategies. Strategy Backtesting and Results: Realistic Backtesting: The script has been backtested with realistic account sizes, commission rates, and slippage settings to ensure that the results are applicable to actual trading scenarios. The backtesting covers various timeframes and markets to ensure the strategy's robustness across different trading environments. Default Settings: The script is published with default settings that have been optimized for general use. These settings include a 15-minute timeframe, a 1.0% stop loss, a 2.0 ATR multiplier for stop loss, and a 1.5% trailing stop. Users can adjust these settings to better fit their specific trading style or the market they are trading. How It Works: Long Entry Conditions: The strategy enters a long position when the price touches the 19% Fibonacci level (from high to low) or the reverse 19% level (from low to high) and confirms the move with a bullish candle. If the "Use Break Strategy" option is enabled, the script will also enter a long position when the price breaks below the 19% Fibonacci level and then moves back up, confirming the break with a bullish candle. Short Entry Conditions: The strategy enters a short position when the price touches the 82.56% Fibonacci level and confirms the move with a bearish candle. If the "Use Break Strategy" option is enabled, the script will also enter a short position when the price breaks above the 82.56% Fibonacci level and then moves back down, confirming the break with a bearish candle. Stop Loss and Take Profit Logic: The stop loss for each trade is calculated based on the selected method (fixed percentage or ATR-based). The strategy then manages the trade by either trailing the stop or taking profit at predefined levels. The take profit levels are set at increments of 0.5% above or below the entry price, depending on whether the position is long or short. The script gradually exits the trade as these levels are hit, securing profits while minimizing risk. Usage: For Fibonacci Traders: This script is ideal for traders who rely on Fibonacci retracement levels to find potential trade entries and exits. The script automates the process, allowing traders to focus on market analysis and decision-making. For Trend and Swing Traders: The strategy's flexibility in handling both touch and break entries makes it suitable for trend-following and swing trading strategies. The multiple take profit levels allow traders to capture profits in trending markets while managing risk. Important Notes: Originality: This script uniquely combines Fibonacci retracement levels with dynamic stop loss management and multiple take profit levels. It is not just a combination of existing indicators but a thoughtful integration designed to enhance trading performance. Disclaimer: Trading involves risk, and it is crucial to test this script in a demo account or through backtesting before applying it to live trading. Users should ensure that the settings align with their individual risk tolerance and trading strategy.

Pure Morning 2.0 - Candlestick Pattern Doji Strategy The new "Pure Morning 2.0 - Candlestick Pattern Doji Strategy" is a trend-following, intraday cryptocurrency trading system authored by devil_machine. The system identifies Doji and Morning Doji Star candlestick formations above the EMA60 as entry points for long trades. For best results we recommend to use on 15-minute, 30-minute, or 1-hour timeframes, and are ideal for high-volatility markets. The strategy also utilizes a profit target or trailing stop for exits, with stop loss set at the lowest low of the last 100 candles. The strategy's configuration details, such as Doji tolerance, and exit configurations are adjustable. In this new version 2.0, we've incorporated a new selectable filter. Since the stop loss is set at the lowest low, this filter ensures that this value isn't too far from the entry price, thereby optimizing the Risk-Reward ratio. In the specific case of ALPINE, a 9% Take-Profit and and Stop-Loss at Lowest Low of the last 100 candles were set, with an activated trailing-stop percentage, Max Loss Filter is not active. Name : Pure Morning 2.0 - Candlestick Pattern Doji Strategy Author : @devil_machine Category : Trend Follower based on candlestick patterns. Operating mode : Spot or Futures (only long). Trades duration : Intraday Timeframe : 15m, 30m, 1H Market : Crypto Suggested usage : Short-term trading, when the market is in trend and it is showing high volatility . Entry : When a Doji or Morning Doji Star formation occurs above the EMA60. Exit : Profit target or Trailing stop, Stop loss on the lowest low of the last 100 candles. Configuration : - Doji Settings (tolerances) for Entry Condition - Max Loss Filter (Lowest Low filter) - Exit Long configuration - Trailing stop Backtesting : ⁃ Exchange: BINANCE ⁃ Pair: ALPINEUSDT ⁃ Timeframe: 30m ⁃ Fee: 0.075% ⁃ Slippage: 1 - Initial Capital: 10000 USDT - Position sizing: 10% of Equity - Start: 2022-02-28 (Out Of Sample from 2022-12-23) - Bar magnifier: on Disclaimer : Risk Management is crucial, so adjust stop loss to your comfort level. A tight stop loss can help minimise potential losses. Use at your own risk. How you or we can improve? Source code is open so share your ideas! Leave a comment and smash the boost button! Thanks for your attention, happy to support the TradingView community.

Bollinger Bands - Breakout Strategy The Bollinger Bands - Breakout Strategy is a trend-following optimized for short-term trading in the crypto market. This strategy employs the Bollinger Bands, a widely recognized technical indicator, as its primary instrument for pinpointing potential trades. It is capable of executing both long and short positions, depending on whether the market is in a spot or futures, and is particularly effective in trending markets. The strategy boasts a high degree of configurability, allowing users to set the Bollinger Bands period and deviation, trend filter, volatility filter, trade direction filter, rate of change filter, and date filter. Furthermore, it offers options for Take Profit, Stop Loss, and Trailing Stop for both long and short positions, ensuring a comprehensive risk management approach. The inclusion of a maximum intraday loss feature adds another layer of protection, making this strategy a valuable tool for traders seeking a professional and adaptable trading system. Name : Bollinger Bands - Breakout Strategy Category : Trend Follower based on Bollinger Bands Operating mode : Long and Short on Futures or Long on Spot Trade duration : Intraday Timeframe : 2H, 3H, 4H, 5H Market : Crypto Suggested usage : Trending Markets Entry : When the price crosses above or below the Bollinger Bands Exit : Opposite Cross or Profit target, Trailing stop or Stop loss Configuration : - Bollinger Bands period and deviation - Trend Filter - Volatility Filter - Trade direction filter - Rate of Change filter - Date Filter (for backtesting purposes) - Take Profit, Stop Loss and Trailing Stop for long and short positions - Risk Management: Max Intraday Loss Backtesting : ⁃ Exchange: BINANCE ⁃ Pair: BTCUSDT.P ⁃ Timeframe: 4H ⁃ Fee: 0.025% ⁃ Slippage: 1 - Initial Capital: 10000 USDT - Position sizing: 10% of Equity - Start : 2019-09-19 (Out Of Sample from 2022-12-23) - Bar magnifier: on Credits : - LucF of Pine Coders for f_security function to avoid repainting using security. - QuantNomad for Monthly Table. Disclaimer : Risk Management is crucial, so adjust stop loss to your comfort level. A tight stop loss can help minimise potential losses. Use at your own risk. How you or we can improve? Source code is open so share your ideas! Leave a comment and smash the boost button! Thanks for your attention, happy to support the TradingView community.

Wilder's Volatility Trailing Stop Strategy with various MA's For Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed. This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This strategy is based on Wilder's Volatility System. It is an ATR trailing stop that is used for long term trends. This strategy focuses on the trailing stop alone and goes long and short only when it goes above or below the trailing line. It is similar to Donchian channels except it does not include the certain period channel breakout, only the trailing signal. This is only the trailing stop and an attempt to show how well it works standalone as Wilder described. In his book, Wilder recommends a multiplier of 2.8-3.1 and an ATR lookback of 7 periods along with a running moving average or otherwise known as Wilder's moving average. The calculation and programming part for the trailing stop varies everywhere. I opted to keep it as simple and accurate as I could think of and interpret from the book. The variations to these types of indicators are numerous unfortunately, but Wilder seems to be the original author of ATR and this ATR-based trailing stop. In his book he says to use the significant closing price or highest/lowest closing price for the calculation part but I also included the option of choosing the highest high and lowest low, and the option to choose various moving averages in case anyone wants to experiment. Comparing this and Donchian channels, it seems that a 2.5 multiplier is somewhat similar to the middle band of DCs and a 3.0 multiplier is somewhat similar to a double length middle band of DCs. It's hard to say which is the better trailing stop for a long term strategy. It's hard to beat the simplicity of DCs but maybe some might find a need for more inputs in a trailing stop or maybe an ATR based one like Wilder's can work better depending on what setting or strategy it's used in.

ATR Trailing Stop Strategy by ceyhun Same coding only coloring and strategy version added //Barcolor Green = Trail1 > Trail2 and close > Trail2 and low > Trail2 Blue = Trail1 > Trail2 and close > Trail2 and low < Trail2 Red = Trail2 > Trail1 and close < Trail2 and high < Trail2 Yellow = Trail2 > Trail1 and close < Trail2 and high > Trail2 //It gives White color where there is deterioration. Let's not use InfoPanel in strategy, it would be wrong as it signals the next day.

[STRATEGY] Buy/Sell/TP/SL/TSL Alerts Module A strategy version of the Buy/Sell/TP/SL/TSL Alerts Module . It works the same way: 1) You choose a specific indicator and apply it to your chart 2) You create a special signal form of that indicator 3) You connect that form to the module 4) Bob's your uncle If you have any questions don't hesitate to ask and contact me either via private messages on TradingView or via Telegram. Thanks!

Percent Trailing Stop %=========== Percent Trailing Stop % =========== Another Stop Loss Indicator today - our last Fixed SL/TP script went down quite well, this one is for adding a Percent Trailing Stop from Entry Price to your own strategy. You can ignore the actual entry/exit orders - they're based on a simple MA cross and are therefore NOT relevant, NOT profitable and NOT recommended! You should be using this code as a way of adding a % Trailing Stop to your own scripts - hope it helps! You should also notice that a generally considered losing strategy (a simple MA cross) could actually become profitable with careful money management - try combining this Trailing Stop script with our Fixed Stop/Take Profit script for really accurate management of your capital. ----------- Good Luck and Happy Trading!

XPloRR S&P500 Stock Market Crash Detection Strategy v2 XPloRR S&P500 Stock Market Crash Detection Strategy v2 Long-Term Trailing-Stop strategy detecting S&P500 Stock Market Crashes/Corrections and showing Volatility as warning signal for upcoming crashes Detecting or avoiding stock market crashes seems to be the 'Holy Grail' of strategies. Since none of the strategies that I tested can beat the long term Buy&Hold strategy, the purpose was to detect a stock market crash on the S&P500 and step out in time to minimize losses and beat the Buy&Hold strategy. So beat the Buy&Hold strategy with around 10 trades. 100% capitalize sold trade into new trade. With the default parameters the strategy generates 10262% profit (starting at 01/01/1962 until release date), with 10 closed trades, 100% profitable, while the Buy&Hold strategy only generates 3633% profit, so this strategy beats the Buy&Hold strategy by 2.82 times ! Also the strategy detects all major S&P500 stock market crashes and corrections since 1962 depending on the Trailing Stop Smoothness parameter, and steps out in time to cut losses and steps in again after the bottom has been reached. The 5 major crashes/corrections of 1987, 1990, 2001, 2008 and 2010 were successfully detected with the default parameters. The script was first released on November 03 2019 and detected the Corona Crash on March 04 2020 with a Volatility crash-alert and a Sell crash-alert. I have also created an Alerter Study Script based on the engine of this script, which generates Buy, Sell and Volatility signals. If you are interested in this Alerter version script, please drop me a mail. The script shows a lot of graphical information: the Close value is shown in light-green. When the Close value is temporarily lower than the Buy value, the Close value is shown in light-red. This way it is possible to evaluate the virtual losses during the current trade. the Trailing Stop value is shown in dark-green. When the Sell value is lower than the Buy value, the last color of the trade will be red (best viewed when zoomed) the EMA and SMA values for both Buy and Sell signals are shown as colored graphs the Buy signals are labeled in blue and the Sell signals are labeled in purple the Volatility is shown below in green and red. The Alert Threshold (red) is default set to 2 (see Volatility Threshold parameter below) How to use this Strategy? Select the SPX (S&P500) graph and add this script to the graph. Look in the strategy tester overview to optimize the values Percent Profitable and Net Profit (using the strategy settings icon, you can increase/decrease the parameters), then keep using these parameters for future Buy/Sell signals on the S&P500. More trades don't necessarily generate more overall profit. It is important to detect only the major crashes and avoid closing trades on the smaller corrections. Bearing the smaller corrections generates a higher profit. Watch out for the Volatility Alerts generated at the bottom (red). The Threshold can by changed by the Volatility Threshold parameter (default=2% ATR). In almost all crashes/corrections there is an alert ahead of the crash. Although the signal doesn't predict the exact timing of the crash/correction, it is a clear warning signal that bearish times are ahead! The correction in December 2018 was not a major crash but there was already a red Volatility warning alert. If the Volatility Alert repeats the next weeks/months, chances are higher that a bigger crash or correction is near. As can be seen in the graphic, the deeper the crash is, the higher and wider the red Volatility signal goes. So keep an eye on the red flag! Here are the parameters: Fast MA Buy: buy trigger when Fast MA Buy crosses over the Slow MA Buy value (use values between 10-20) Slow MA Buy: buy trigger when Fast MA Buy crosses over the Slow MA Buy value (use values between 21-50) Minimum Buy Strength: minimum upward trend value of the Fast MA Buy value (directional coefficient)(use values between 10-100) Fast MA Sell: sell trigger when Fast MA Sell crosses under the Slow MA Sell value (use values between 10-20) Slow MA Sell: sell trigger when Fast MA Sell crosses under the Slow MA Sell value (use values between 21-50) Minimum Sell Strength: minimum downward trend value of the Fast MA Sell value (directional coefficient)(use values between 10-100) Trailing Stop ATR: trailing stop % distance from the smoothed Close value (use values between 2-20) Trailing Stop Smoothness: MA value for smoothing out the Trailing Stop close value Buy On Start Date: force Buy on start date even without Buy signal (default: true) Sell On End Date: force Sell on end date even without Sell signal (default: true) Volatility EMA Period: MA value of the Volatility value (default 15) Volatility Threshold: Threshold value to change volatility graph to red (default 2) Volatility Graph Scaler: Scaling of the volatility graph (default 5) Important : optimizing and using these parameters is no guarantee for future winning trades!

[STRATEGY] SuperTrend A private strategy from the Profitable SuperTrend preview for backtesting purposes.

GunbotXT TSSL Simulation of GunbotXT TSSL (trailing stop / stop limit) strategy useful for fine tuning settings and backtesting. Once you have been granted access, you will receive notification in TradingView (Bell). Then right click on Chart area -> click "Insert Indicator..." -> click "Invite-Only Scripts" -> click "GunbotXT TSSL" -> Add To Chart At bottom -> click "Strategy Tester" -> click the "Gear" icon (Format) -> Input your desired settings to test. Red = SellSTEP Purple = SellGAIN Red = SellSTOP Blue/Yellow (changes) = FLowMA (lowest of 2 EMA's) Blue = FastMA (off by default) Yellow = SlowMA (off by default) Orange = BuyPROTECT (BUY_LEVEL) Green = BuySTOP Green = BuySTEP NOTICE: By requesting access to this script you acknowledge that you have read and understood that this is for research purposes only and I am not responsible for any financial losses you may incur by using this script!