Cyatophilum Ultimate Trading Bot [BACKTEST]

This is an indicator for trading low timeframes. It is generic and configurable meaning you can use it not only on crypto, but also forex, CFD, stocks etc.
HOW IT WORKS
The user chooses between three powerful base strategies: Bollinger Bands + Stoch RSI, RSI Divergences or the SARMA Strategy.
He can also trade support and resistance breakouts, with or without the base strategy.
Use the Alert Setup version to trigger entry and exit alerts.
You can choose between a set of trend lines that will filter trades that are against the main trend in order to increase profitability.
The integrated Trailing Stop Loss will trigger an alert to exit the trade.
You can use the Trailing Take Profit with a configurable % deviation. It will also trigger an exit alert.
SAMPLE USE CASES
XBTUSD 5m BitMEX
XBTUSD 15m BitMEX
ETHUSD 5m BitMEX
ETHUSD 15m BitMEX
USD/WTI 1m IDC (Us Dollar/ WTI Crude OIL)
Backtest below for $BITMEX:LTCZ19 in 15m timeframe.
To get access to the indicator, use the link below, thanks for reading!
Because we know the Strategy Tester doesn't work on the HA chart.
This way you can see the results if you were using the strategy on Heikin Ashi candles.
- SuperTrend
- Basic PSAR
- Volume (Chaikin Money Flow)
- Levels (Fibonacci: Long on fib 78 and 61. Short on fib 23 and 38)
- Channels (Donchian)
New options:
Allow reverse orders
Bollinguer Bands Multiplier
Doubled default commission % per order (0.1%)
Configuration panel updated
Entry base indicators naming :
- Scalp = for low time frame strategies
- Swing = for high time frame strategies
Fixed a bug where the entry reversed when it shouldn't.
Long MFI entry triggers when MFI is oversold and reversing upwards.
Short MFI entry triggers when MFi is overbought and reversing downwards.
Stop Loss and Take Profit Alert Type
You can switch between "once per bar close" and "once per bar" to get a glimpse of what would be better for you.
Note: The strategy tester still waits for bar close, but using "once ber par" will not take wicks into account.
Volume Cap (minimum) to filter trades when the volume is below a specified value.
- Increased max DCA orders count to 2
- DCA order step new option
(DCA orders with "allow reverse order option enabled" where triggering more times than expected)
Default parameters set for
Default settings were a bit different than the alert setup
Based on a combo of volume, momentum and candle pattern.
Default settings updated, set for XBTUSD 5m
Stuck in a trade for too long? Use this feature to trigger an exit after xx number of bars!
The existing DCA feature has been improved.
DCA stands for Dollar Cost Average. The idea is to open additional orders from the base order in order to improve risk management.
These additional orders are also called Safety Orders. The Ultimate Trading Bot Indicator can now handle up to 9 safety orders.
The strategy will now exit either from a take profit based on percentage from base order or a percentage from total volume. Configurable in the parameters.
Note: the base order and safety orders have equal order size (volume).
Other minor changes:
The default settings have been changed to fit a margin trading strategy on the BTC/USDT Binances Futures chart in 15 minutes timeframe. Backtest updated below.
The default order size is now 10% of equity.
The colors are now a bit less saturated.
- Bug fix: Number of safety orders was one off.
- Updated indicator settings visual.
- ALMA : Arnaud Legoux moving average. Offset is set to 0.85 and sigma to 6. The length is configurable.
- RMA : Moving average used in the RSI. The length is configurable.
- SWMA : Symmetrically weighted moving average with fixed length : 4.
- VWMA : Volume weighted moving average. The length is configurable.
New option to add a red background color that highlights areas where trades are filtered by the ADX filter.
Simplified Heikin Ashi option: Now both backtest and alerts MUST be used on REGULAR candles. The option allows to use Heikin Ashi candles as source for the indicators (The take profit, stop loss and dca still use real prices).
Simply check the box in the input settings to add the Top & Bottom entries, or Double Top and Bottom entries.
Configure the ignore number in the advanced parameters section of the input settings.
The entries are calculated by my Top and Bottom indicator (you can find it in my profile scripts)
The entries will be filtered by trend filters, sideways filter , volume cap etc.
-Ignore Trend filters (true by default)
-Ignore ADX filter (true by default)
Available in the Advanced parameters section.
Works well with "Allow reverse orders" option as it is a reversal indicator.
Configure the ATR multiplier and lookback in the Advanced Parameters section of the indicator' settings
The following parameters are now available in the indicator advanced parameters:
- Base order size
- Safety order size
- Safety order volume scale
Note: when using safety orders, the order size will always be in contracts. When not used, the order size in set in the backtest parameters tab as usual.
The scale will multiply step in percents between safety orders.
Let's assume there is a bot with safety order price deviation 1% and the scale is 2. Safety order prices would be:
It's the first order, we use deviation to place it: 0 + -1% = -1%.
Last safety order step multiplied by the scale and then added to the last order percentage. The last step was 1%, the new step will be 1% * 2 = 2%. The order will be placed: -1% + -2% = -3%.
Step: 2% * 2 = 4%. Order: -3%+ -4% =-7%.
Step: 4% * 2 = 8%. Order: -7%+ -8% =-15%.
Step: 8% * 2 = 16%. Order: -15%+ -16% =-31%.
=> Select Stop Loss Type : "Stop loss above" and turn off the Stop Loss feature.
Pick a session range and any trade outside will not trigger!
Optional, turned off by default.
Note: It seems that on some markets when turning the feature on, the weekends are filtered out.
Note 2: You can use the "show red background when trades are filtered" to see when the session is active.
Now prints the max period the strategy tester can calculate based on the current timeframe. It is 20000 bars * current timeframe as to the current data loaded on the chart.
Note that with adaptive trendlines the length (lookback) is automatically calculated.
- Reverse entry alert and stop loss now trigger on the same bar.
- For security, this feature will not happen more than once.
Long entry and DCA Long will trigger a "LONG" message
Long entry and DCA Short will trigger a "SHORT" message
Stop loss, Take Profit, exit signal will trigger an "EXIT" message.
Some input settings changed place for better understandability.
NEW ENTRY:
Higher/Lower Highs & Lows section
2 parameters: 1 safe and 1 risky.
NEW ENTRY:
MA Cross section
Ability to create signals from MA cross or price & MA cross.
When using Price & MA cross, the indicator waits from high/low to fully cross the trendline to avoid noise.
UPDATED:
TREND FILTER
- Added EXTERNAL trendline source.
To make it work:
1. Add the External Trendline (any indicator)
2. Select the related plot in the UTB trendline external source
- Added Adaptive HULL MA.
- Added parameter "Trend Condition" to choose how the trend is calculated, between " trendline slope" and price position (above or below)
- Added an option to exit a trade when the trend reverses.
UPDATED:
MTF TREND FILTER:
- Added MTF Adaptive HULL MA
- Added parameter "Trend Condition"
UPDATED:
VOLUME FILTER
Now has a whole section, you can choose between AUTO or MANUAL threshold.
- Added a bullish/bearish candle condition
NEW FILTER:
RSI FILTER (MTF)
2 threshold parameters to filter both long and short entries depending on the RSI value.
UPDATED:
SESSION FILTER
Now works on everyday of the week
MISC:
GRAPHICS : The background color to show filtered areas has now 2 colors to see when long and shorts are filtered.
Info Panel: Now shows the script version.
Default settings has everything turned off, this is to show new users how to create a strategy step by step.
See the info panel in the chart above if you want a sample configuration.
- The indicator will now understand that the strategy is supposed to reverse when no SL and TP is set.
Volume Filter AUTO mode improved
Added KAMA Trendline
-> Added Strategy Alerts text inputs.
How to use:
Write your alert messages for EXIT, LONG and SHORT orders in the settings (Backtest section).
Then click add alert, and in the placeholder, write the following:
{{strategy.order.alert_message}}
The reverse order on stoploss option now works with safety orders enabled.
What changed with Cyato AI version 1:
- added noiseless RSI (RSX) overbought/oversold check
- additional candle patterns
- will buy less "at the top" or "after the move"
The version 1 is still available, of course, still called "Cyato AI (Scalp)"
Cyato AI V2 seem to work well with VWMA 200 trendline and ADX filter.
Added new alert system!
To use it:
1. Write your alert messages in the indicator settings (alert section at the bottom)
2. Click "Create Alert" as usual, but choose "alert() function calls only"
That's all! You will receive alerts for every event.
- Max safety trades count limitation changed from 9 to 100.
Note: it seems the strategy tester can only handle 82 open trades though.
- Added "alert type" setting for safety trades alerts to choose from "Once per bar" or "Once per bar close".
- Removed Stop loss type setting. We will just use the regular stop loss now which makes more sense.
- Average volume take profit calculation improved.
Trailing TP (Fix):
- Behavior update when using "Once per bar" alert type. The trailing TP will now exit when it should.
With this setting, the long/short dca alert is able to trigger several times during a candle whereas the other settings would trigger only once per bar even if the price breaks through several dca steps.
Note: the backtest still calculates results using only one trade per bar because of its limitations.
- Info panel updated: now shows the real backtest period and the number of open trades in real time.
- Trailing TP graphic enhancements
- Added tooltips
- Added a checkbox for each alert even to prevent the alert to trigger
The PSAR value can now be a decimal value to get less noise on low timeframes.
Added new entry "BB + UO"
Combination of Bollinger Bands and Ultimate Oscillator.
The entry is triggered when price hits a band and UO is oversold/overbought and reversing.
To be able to receive once per bar alerts with the strategy, you need to set the backtest parameter "Recalculate: On Every Tick" to true.
Otherwise the strategy will calculate the alerts on bar close only.
Using this paramter was causing a bug that stopped the alerts. This bug is fixed in this update.
PSAR settings: added Start, Increment and Maximum.
The buy & Hold Comparator is an additional panel that turns green when the strategy's return is greater than the Buy & Hold return.
Note:
The Strategy Return is the strategy netprofit + the strategy openprofit.
Use longs results only and a 100% equity order size to compare to Buy & Hold.
Enable the panel in the Graphics section of the indicator settings.
A bug when a long and short entry could happen on the same bar has been fixed.
In your DCA long or short alert message, writing {order_size} will be replaced by the DCA order size.
Example:
"Order size is {order_size} contracts"
will be replaced by:
"Order size is 5 contracts"
Given the current safety order size is 5.
Both base and safety order size no longer is in contracts but in either fixed currency amount or % of Equity.
- Configure your 2nd target in % (should be bigger than the 1rst)
- Configure the % quantity to exit on the 1rst Take Profit, between 0 and 100. The remaining % will be exit on the 2nd TP.
-> A useful feature to improve your strategies risk management!
You can disable it by going in the style tab -> tables, or by clicking the indicator setting "Backtest Results Table".
Safety orders now properly get placed when using "once per bar" option.
Added information in the backtest panel: required initial capital, amount of SO used, max days in a deal.
Used to filter using directional Movement Index:
- only go long if DI+ is above DI-
- only go short if DI- is below DI+
- Now can be switched for a STOCH filter.
- Added option to filter ABOVE or BELOW the threshold for BOTH long and short signals.
{price} will return the close price
{ticker} symbol name without exchange prefix
{tickerid} symbol name with exchange prefix
- Code refactoring, the script should load a bit faster
- Added 'SMMA', 'VIDYA', 'FRAMA' and 'DEMA' trend lines
It should load about 2s faster when backtesting
Added alert placeholders
Improved backtest engine (once per bar exits are now all placed using limit orders)
Fix a few bugs
Updated cyato swing AI
Added VWAP bar filter and source for bands touch
Updated graphics
- Added "Auto" Take profit and Stop Loss modes, based on average true range
- Added new alert placeholders
Added RSI/STOCH/ADX filter timeframe input
Added RSI/STOCH/ADX filter timeframe input
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Istruzioni dell'autore
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Discord Server: discord.gg/RVwBkpnQzm
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=> blockchainfiesta.com/contact/
Declinazione di responsabilità
Script su invito
Solo gli utenti autorizzati dall'autore hanno accesso a questo script e ciò richiede solitamente un pagamento. Puoi aggiungere lo script ai tuoi preferiti, ma potrai utilizzarlo solo dopo aver richiesto l'autorizzazione e averla ottenuta dal suo autore - per saperne di più leggi qui. Per maggiori dettagli, segui le istruzioni dell'autore qui sotto o contatta direttamente cyatophilum.
TradingView NON consiglia di pagare o utilizzare uno script a meno che non ci si fidi pienamente del suo autore e non si comprenda il suo funzionamento. Puoi anche trovare alternative gratuite e open-source nei nostri script della comunità.
Istruzioni dell'autore
Attenzione: prima di richiedere l'accesso, leggi la nostra guida per gli script su invito.
Discord Server: discord.gg/RVwBkpnQzm
I am taking PineScript Commissions ✔
=> blockchainfiesta.com/contact/