OPEN-SOURCE SCRIPT
MA wiht Logistic [Jsk]
This script is published for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Trade at your own risk; the author accepts no liability for any financial loss incurred.
Concept
• Direction is defined by the relationship between price and two moving averages (Fast & Slow).
Long: Close > Fast MA > Slow MA
Short: Close < Fast MA < Slow MA
• Three independent exit modes are available:
1) None – positions are closed only when an opposite signal appears.
2) Percentage – fixed take-profit / stop-loss expressed in % of entry price (default +20 % / –5 %).
3) Logistic – a dynamic take-profit / stop-loss based on a logistic transformation of unrealised P&L.
Key Inputs
• MA Type: EMA, SMA or WMA
• Fast / Slow MA length
• Exit Mode: None | Percentage | Logistic
• Percentage TP / SL values (active when Exit Mode = Percentage)
• Logistic settings: slope k, midpoint, TP / SL probability thresholds (active when Exit Mode = Logistic)
Recommended Use
The script works on any market or timeframe, but MA-based trend filters usually perform better in assets with smooth, directional moves. Always verify results in the Strategy Tester and account for commissions and slippage.
Concept
• Direction is defined by the relationship between price and two moving averages (Fast & Slow).
Long: Close > Fast MA > Slow MA
Short: Close < Fast MA < Slow MA
• Three independent exit modes are available:
1) None – positions are closed only when an opposite signal appears.
2) Percentage – fixed take-profit / stop-loss expressed in % of entry price (default +20 % / –5 %).
3) Logistic – a dynamic take-profit / stop-loss based on a logistic transformation of unrealised P&L.
Key Inputs
• MA Type: EMA, SMA or WMA
• Fast / Slow MA length
• Exit Mode: None | Percentage | Logistic
• Percentage TP / SL values (active when Exit Mode = Percentage)
• Logistic settings: slope k, midpoint, TP / SL probability thresholds (active when Exit Mode = Logistic)
Recommended Use
The script works on any market or timeframe, but MA-based trend filters usually perform better in assets with smooth, directional moves. Always verify results in the Strategy Tester and account for commissions and slippage.
Script open-source
In pieno spirito TradingView, il creatore di questo script lo ha reso open-source, in modo che i trader possano esaminarlo e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricorda che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.
Script open-source
In pieno spirito TradingView, il creatore di questo script lo ha reso open-source, in modo che i trader possano esaminarlo e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricorda che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.