The Strategy - Ichimoku Kinko Hyo and more

The purpose of this strategy is to make the signals from my scripts available for verification by backtests. Different signal and filter combinations can be created and specific manual parameter optimization can be carried out.

In detail, this strategy includes:

23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting

Note di rilascio:

Bug fixed.

Note di rilascio:

Added all Ichimoku signals as filter.
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...

Note di rilascio:

Exit filter bug fixed.
Exit filter parameter added.

Note di rilascio:

Tow DMI ADX signlas added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)

Tailing stop added.

Note di rilascio:

Segments signal from my "Two Fractals Trendlines" study added.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.

The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.

Note di rilascio:

Chikou bug fixed.
Minor improvements.
New signals added.

Note di rilascio:

SuperTrend exit filter bug fixed.

A note on repainting and trailing stop:
All signals, input filters and output filters do not repaint unless "Recalculate after every tick" is used.
Backtests with a trailing stop are only useful for large values. The reason is that TV backtests only work with bar closed. As a result, the trailing stop exit is always, in the case of a trailing long position: last candle high minus offset. Apart from that, trailing stops generally seem pointless. I did back-tests with Metatrader mt4 on every tick basis in Forex markets and found nothing useful. I hoped it would be different with BTC, which is not the case.

Note di rilascio:

Screenshot issue

Note di rilascio:

Some signals added to filters.
Fractals 1-2-3 signal added.
TRIX indicator added.
Filter bug fixed.

Note di rilascio:

Screenshot issue.

Note di rilascio:

Entry signals added:
Higher-low/Lower-high bar sig
Entry on every bar-open sig

Exit limit added

Pyramiding mode added (at the moment it makes sense to use pyramiding only in long or short direction)
A guide to backtesting in pyramid mode:
Choose your favorit timeframe and market e.g. 1h and BYBIT:BTCUSD -> choose long or short entry e.g. long -> enable "Pyramid mode" -> choose your favorite entry signal -> optionally choose an entry filter -> choose an exit filter or take profit, stop loss, limit price, trail price e.g. "Enable take profit" -> set a backtesting periode with a trend e.g. long 01.11.2020 to 21.11.2020 -> increase properties/pyramiding e.g. 200

A general note on pyramiding:
Pre-analyze your favorite market to make sure the probability of a trend is very high. Pyramiding can be used very agressively and can kill your account if you are wrong. Always use sub accounts with money you can afford to lose for trading with pyramiding. Use low leverage and small entry positions. This is just a tool, you act at your own risk.

Note di rilascio:

SMA filter bug fixed.
Code cleaned up.
Take average profit added.

Note di rilascio:

"Toggle take-average-profit type" added.
Reverse fractal signal improved.

Note di rilascio:

Kijun-dist X Tenkan-Kijun-dist signal added (inspired by a follower). Also implemented in the Kijun-dist script.

Note di rilascio:

Kijun-dist X Tenkan-Kijun-dist signal replaced by Kijun-dist X Tenkan-dist signal.

Note di rilascio:

Revised parts of code and some signals.

Note di rilascio:

Screenshot issue.

Note di rilascio:

"2nd ENTRY Signal" option added. The two available entry signals are OR-linked. All filters and exits work with both entry signals.
Reverse fractal signal revised.

Note di rilascio:

"2nd ENTRY Signal" bug fixed.
Reverse fractal signal improved.

Note di rilascio:

Grid signals added. For precise grid gaps, use a large gap size with a small time frame as the strategy works with closed bars . For BTC, e.g. use a grid gap = 300 in a time frame of 1h or lower. Prefere a long or short grid in pyramid mode with average take profit. Pre-analyse whether the market is trending or moving sideways.

Note di rilascio:

"Take average-entry profit" works now similar to the forward grid. Take profit is taken in equal steps. This is useful in conjunction with "take average-entry profit - quantity ..." < 100%.
Trix added to CB/CB signal.

Note di rilascio:

Removed forward grid. TP and SL are not working correctly with a short-grid. I am looking for an alternative way that works with Tradingview.

Note di rilascio:

Screenshot issue.

Note di rilascio:

The average-entry TP and SL work properly in a long grid (at least with BTC on Bybit). Short grid still pending...

Note di rilascio:

Script reworked.
Tooltips and groups added.

Note di rilascio:

Strategy parameters changed/adapted.

Note di rilascio:

Changed the average take profit and the average stop loss calculation. Now the profit and the step is calculated on basis of ATR.
It seems I have to rework some signals... maybe later.

Note di rilascio:

Stop loss bug fixed.

Note di rilascio:

Time frames for entry signals added. Ichimoku signals to filters added.

Note di rilascio:

Pin bar signal added.
Average position price line added.
Time frames for entry and exit filters added.

Note di rilascio:

Removed "Backtest (...)".
Fixed entry signal bug when using a higher time frame filter.
Script now works with contracts instead of percent of equity.
MACD(fast) slope sig (no pyr) added.

Note di rilascio:

All signals now also work with pyramiding.

Note di rilascio:

Repainting option added.

Note di rilascio:

Script converted to Pine v5.

Note di rilascio:

Screenshot issue.

Note di rilascio:

Info panel for unrealized profit/loss added.
Some copy/paste bugs fixed since the last conversion. Now everything should work correct again.
New signals and filters added.
IB/IS signal improved .
Comments for strategy.close() added.

Note di rilascio:

Exits filters revised.

Note di rilascio:

Script revised (signals, fiters, exits, live trading comments)

Note di rilascio:

Code revised/updated.
Inputs rearranged.