第3頁 | Trendfollower — 指標和策略

Moving Average Rainbow (Stormer)This strategy is based and shown by trader and investor Alexandre Wolwacz "Stormer". Overview The strategy uses 12 moving averages (default EMA) to identify trends and generate trading signals opening positions. Allowing to select the type of moving average and length to be used. The conditions includes relationship between moving averages, the position of the current price relative to the moving averages, and the occurrence of certain price patterns. Calculation The mean moving averages is calculated by adding all the 12 moving averages and dividing by 12, the value is used to help to identify trend and possible condition to open position. The 12 moving averages is spliced by 3 ranges, initial range (moving average lines 1 to 4), middle range (moving average lines 5 to 8) and end range (moving average lines 9 to 12). These ranges helps to identify potential trend and market turn over. The moving average touch price is a relationship between the low price (uptrend) or high price (downtrend) with the moving average lines, it identifies where the price (low/high) has reached the the moving average line. Fetching the value to help for opening position, set stop loss and take profit. Since the stop loss is based and set from the previous moving average touch price value, when position is about to be open and setting the stop loss value, there is a verification to check both current and previous moving average touch price to recalculate the stop loss value. The turnover trend checks for a possible market turnover event, setting up a new profit target, this setting when enabled is to be helpful when a turnover occurs against the position to exit position with some profit based on highest high price if long or lowest low price if short. The turnover signal is similar to turnover trend. The difference is that when this setting is enabled and it triggers, it simply exit the current position and opens up a reverse position, long goes short and short goes long. And there is an complement optional that checks current price exit profitable. Entry Position Long Position: Price is higher than the mean moving averages. Meaning possible uptrend. The lines of the middle range from the moving averages are in increasing order. Meaning possible uptrend. The current high pierced up previous high. Fetch the previous value of the moving average touch price. Meaning the low price has touched one of the moving average lines, which that value is conditioning to open position. Short Position: Price is lower than the mean moving averages. Meaning possible downtrend. The lines of the middle range from the moving averages are in decreasing order. Meaning possible downtrend. The current low pierced down previous low. Fetch the previous value of the moving average touch price. Meaning the high price has touched one of the moving average lines, which that value is conditioning to open position. Risk Management Stop Loss: The stop loss is based from the previous moving average touch price value, high price for short and low price for long or occurs an verification to check for both current and previous moving average touch price value and a recalculation is done to set the stop loss. Take Profit: According to the author, the profit target should be at least 1:1.6 the risk, so to have the strategy mathematically positive. The profit target is configured input, can be increased or decreased. It calculates the take profit based on the price of the stop loss with the profit target input. Turnover Trend Long Position: The moving averages initial range lines signals a possible market turnover. Meaning long might be going short. Fetches the highest high hit since the opening of the position, setting that value to the new profit target. Short Position: The moving averages initial range lines signals a possible market turnover. Meaning short might be going long. Fetches the lowest low hit since the opening of the position, setting that value to the new profit target.

Bollinger Bands Modified (Stormer)This strategy is based and shown by trader and investor Alexandre Wolwacz "Stormer". Overview The strategy uses two indicators Bollinger Bands and EMA (optional for EMA). Calculates Bollinger Bands, EMA, highest high, and lowest low values based on the input parameters, evaluating the conditions to determine potential long and short entry signals. The conditions include checks for crossovers and crossunders of the price with the upper and lower Bollinger Bands, as well as the position of the price relative to the EMA. The script also incorporates the option to add an inside bar pattern check for additional information. Entry Position Long Position: Price cross over the superior band of bollinger bands. The EMA is used to add support for trend analysis, it is an optional input, when used, it checks if price is above EMA. Short Position: Price cross under the inferior band of bollinger bands. The EMA is used to add support for trend analysis, it is an optional input, when used, it checks if price is under EMA. Risk Management Stop Loss: The stop loss is calculated based on the input highest high (for short position) and lowest low (for long position). It gets the length based on the input from the last candles to set which is the highest high and which is the lowest low. Take Profit: According to the author, the profit target should be at least 1:1.6 the risk, so to have the strategy mathematically positive. The profit target is configured input, can be increased or decreased. It calculates the take profit based on the price of the stop loss with the profit target input.

Trend Oscillator what is "Trend Oscillator"? it is an indicator for determining the trend. what it does? analyzes the price action by reducing it to 4 different situations. Red means strong bear, orange means bearish, yellow means weak bull and green means strong bull. It was developed to help traders who trade in the direction of the trend and its biggest promise is to simplify price action. how it does it? He defines 4 different situations as follows. If the velocity of the price is positive and the acceleration is positive, it is a strong bull, if the velocity is positive and the acceleration is negative, it is a weak bull, if the velocity is negative and the acceleration is positive, it is a weak bear, if both velocity and acceleration are negative, it is a strong bear. 2 for strong bull 1 for the weak bull -1 for weak bear Creates a function that takes values of -2 for the strong bear. this function is the velocity of the principal indicator, and then the integral of this function forms the principal indicator. how to use it? "source" is used to change the source of the indicator, "length" makes the indicator give a later but less signal. you can use it to follow or analyze the trend. colors make it easy to use. learns about current or past trends by looking at colors. Like any trend indicator, it can give unsuccessful signals in a horizontal trend.

TheBigBangTraders Breakout Name: TheBigBangTraders Breakout Category: Trend Follower Operating mode: Spot Trades duration: Intraday Timeframe: 1H Suggested usage: the purpose of this strategy is to help to investigate if the asset is sensitive to breakout approach. Entry: Trigger point can be choose by the user between: High of the N days ago High of the N weeks ago Exit: End of Day Usage: ⁃ It can be useful to use this script to test the behaviour of a definite asset ⁃ This is a raw system that can be considered a base to realize a complete breakout strategy Configuration: - N/A Backtesting ⁃ Exchange: BINANCE ⁃ Pair: ETHUSDT ⁃ Timeframe: !H ⁃ Fee 0.075% ⁃ Slippage 0 - Start : 2020-01-03 How you or we can improve? Source code is open so share your ideas!

EMA Slope Cross Trend Follower Strategy This strategy uses the cross of the slopes of two EMAs having different lengths to generate trend follower signals. By default, I use 130 and 400, which behave very well. The conditions which make the strat enter the market are: - Fast Slope > Slow Slope and price > EMA 200 : go Long - Fast Slope < Slow Slope and price < EMA200 : go Short The simple slopes cross in the opposite direction, closes the position. The strategy performs best on Bitcoin and the most liquid and capitalized Altcoins, but works greatly on volatile assets as well, in particular if they often go trending. Works best on 4h time frame. There's also an optional Volatility filter, which opens the position only if the difference between the two slopes is more than a specific value, which can be set in the strategy inputs. The purpose is not opening positions if price is going sideways and the noise is way > than the signal. Enjoy it!

Trend Follower Hello Traders! While analysing the charts, one of the biggest problem is to see if there is trend or not, or is it in a congestion zone/area? While thinking about it, I found the idea to analyse moving averages in channel and their momentum according to channel width. How it calculates and works? On each bar it creates a channel by highest/lowest point of a MA. highest point is upper point and lowest point is lower point of the MA channel, It gets highest and lowest point of last 300 bars, (say Price Channel ) If the width of MA channel is greater than certain rate of price channel then it decides there is trend After it decided there is trend, it calculates the rate between channel and MA. Bigger result means stronger trend. According to rate of MA channel and the price channel , bar color becomes lighter/darker. so when you look at the bar color you can see the trend strength. Short explanation on the chart: Also by changing channel or size other options (such MA length etc) you can see congestion zones/areas: Another one, about trend direction and its strength: Options: You can choose following MA types as source: EMA, SMA , RMA, WMA , VWMA "Period to Check Trend" is the period to create MA channel. Bigger period cause more sensitivity. MA Period is the Length of the MA that will be checked "Trend Channel Rate %" is rate of price channel . Price channel created by using highest/lowest of last 300 bars. I did this to make the script works on all time frames correctly. "Use Linear Regression" is used to get rid of noise. it may cause 1-2 bars latency. (I use it) The idea was created by LonesomeTheBlue. Enjoy!

Pivot Reversal Strategy - FIGS & DATES 2.0 Simple Pivot Reversal Strategy with some adding settings. Date Range: To test over specific market conditions. Initial Capitol: $10K - This is a more realistic representation of funds used this strategy (for me anyway). The default of $100K can give different results (usually better) than when using a smaller balance. Order Size: 100% Equity - These trend following strategies typically used this way, going all in each direction. Commission: .075% - It's always disheartening to think you've found a ridiculously good setting, and then realize you forgot to add the commission. All of these settings can be changed, but it's easier for me (and more fool proof) to have them set as default.