Inizia

Backtest

Combo Backtest 123 Reversal & Fractal Chaos Oscillator This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The value of Fractal Chaos Oscillator is calculated as the difference between the most subtle movements of the market. In general, its value moves between -1.000 and 1.000. The higher the value of the Fractal Chaos Oscillator, the more one can say that it follows a certain trend – an increase in prices trend, or a decrease in prices trend. Being an indicator expressed in a numeric value, traders say that this is an indicator that puts a value on the trendiness of the markets. When the FCO reaches a high value, they initiate the “buy” operation, contrarily when the FCO reaches a low value, they signal the “sell” action. This is an excellent indicator to use in intra-day trading. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
5
Combo Backtest 123 Reversal & Floor Pivot Points This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The name ‘Floor-Trader Pivot,’ came from the fact that Pivot points can be calculated quickly, on the fly using price data from the previous day as an input. Although time-frames of less than a day can be used, Pivots are commonly plotted on the Daily Chart; using price data from the previous day’s trading activity. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
2
EURUSD signal [DinhChienFX Corner] Ver 3.0* Signals are tested successfully for 3.5 years with a steady win rate year on year until now. Risk: 1%. * Backtest time: 3.5 years / Premium, varies between currency pairs (Cryto default backtest time is shorter since the market is open both Saturday and Sunday: about 2 years). The price rule of EURUSD in 20,000 past H1 candles past: - Upterm (Long): Buy + When the price crossing up (Crossover) the Upper line gives 1 point. - Downterm (Short): Sell + When the price crossing down (Crossunder) the Lower line gives 1 point. - 2 or more points (> = 2), the entry conditions are met - The entry point for the highest winning rate: when the price adjusts to the Upper / Lower line, the order price is at the closing price of the adjustment candle. - When the above conditions are met, the Indicator shows a Buy / Sell signal according to the trend. ----------------------------------- - Maximum risk / reward winning ratio: 1 / 1.05 - Stoploss: Calculated from the entry point + - actual fluctuation with the formula ATR (20) * risk ratio (risk). - Profit: Calculated from the entry point + - actual fluctuation by the formula ATR (20) * reward ratio (reward). - Profit: So the product has a stable profit of over 30% / year. - Should backtest 3 Years (long term), every Year (medium term) and quarterly or 6 months (short term). If each year the success rate is always over 50%, it can be used for real trade.
Strategia Pine Script®
di dinhchien
4
Combo Backtest 123 Reversal & Future Lines of Demarcation This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy An FLD is a line that is plotted on the same scale as the price and is in fact the price itself displaced to the right (into the future) by (approximately) half the wavelength of the cycle for which the FLD is plotted. There are three FLD's that can be plotted for each cycle: An FLD based on the median price. An FLD based on the high price. An FLD based on the low price. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
Combo Backtest 123 Reversal & Fisher Transform Indicator This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Market prices do not have a Gaussian probability density function as many traders think. Their probability curve is not bell-shaped. But trader can create a nearly Gaussian PDF for prices by normalizing them or creating a normalized indicator such as the relative strength index and applying the Fisher transform. Such a transformed output creates the peak swings as relatively rare events. Fisher transform formula is: y = 0.5 * ln ((1+x)/(1-x)) The sharp turning points of these peak swings clearly and unambiguously identify price reversals in a timely manner. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
AltS Swing [Backtester] PLEASE READ THIS DESCRIPTION TO SAVE TIME AND UNDERSTAND WHAT THIS INDICATOR DOES This is the backtesting version for this script In this back tested version I have shown it to be used on regular candles with realistic calculations in regards to positions sizes, slippage, fees and more Kind Regards This is a official version of AltSignals Long/Short Reverse Indicator Description: This indicator uses various indicators in combination with each other, some of the key ones to mention is Hulls, EMA , MA. Along with that it uses EMA crossovers to get the precise entries and exits. The recommended time frames with this indictor are shorter ones, for example 5m,10m,15m work well, along with that I have found that some of the more unique time frames also work well such as 20m,45m,2hr and so on. This indicator is not super advanced but it's still very powerful, with only 130 lines of code. This indicator works on every chart, time, and candle type but you must play with the settings to find what is best, the same setting will not work on every pair etc. With AltSignals Swing Indicator it trades one way, that means it gives 3 pieces of information. BUY/TakeProfit/StopLoss. Unlike most indicators which Buy and Sell both ways this one focuses on one direction of trading so please take into account when using this. I have added in a reverse strategy which basically shows the opposite values of of the buy, so if you select the box in the settings and un-tick it, then it will show opposite directions so sells only. This feature is very useful especially in general bear markets when buying is difficult. I have also added in the option for no stop losses to be used, if you set the stop loss value = 100 then it will show no stop losses. I suggest a stop loss somewhere in the region of 1-2-3%, please note that you can use decimal stop losses too so for example 0.1 or 0.5. This indicator is NOT a once size fits all, every chart is different, time frame and candles also, so i would suggest spending some time going through and playing with the channel length settings, which will change the EMA numbers. Using this along with the back script to find the ideal settings is the best way to use this script, once you have done that make sure to save those values somewhere. Its important to remember that the Regular script and the back testing script values should be the same for them to match up on the chart, so the channel lengths, stop losses and so on values should be the same. Side note This is not financial advice. We will continue making updates as time goes on. If you would like to try this script for free please visit our website or message us on Tradingview live chat.
Strategia Pine Script®
di Altsignals
Combo Backtest 123 Reversal & Finite Volume Elements (FVE) This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The FVE is a pure volume indicator. Unlike most of the other indicators (except OBV), price change doesn?t come into the equation for the FVE (price is not multiplied by volume), but is only used to determine whether money is flowing in or out of the stock. This is contrary to the current trend in the design of modern money flow indicators. The author decided against a price-volume indicator for the following reasons: - A pure volume indicator has more power to contradict. - The number of buyers or sellers (which is assessed by volume) will be the same, regardless of the price fluctuation. - Price-volume indicators tend to spike excessively at breakouts or breakdowns. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
Moving Average Displaced Envelope Backtest Moving Average Displaced Envelope. These envelopes are calculated by multiplying percentage factors with their displaced expotential moving average (EMA) core. How To Trade Using: Adjust the envelopes percentage factors to control the quantity and quality of the signals. If a previous high goes above the envelope a sell signal is generated. Conversely, if the previous low goes below the envelope a buy signal is given. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
2
Combo Backtest 123 Reversal & Extracting The Trend This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Extracting The Trend The related article is copyrighted material from Stocks & Commodities Mar 2010 WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
2
Combo Backtest 123 Reversal & Ergodic TSI This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy r - Length of first EMA smoothing of 1 day momentum 4 s - Length of second EMA smoothing of 1 day smoothing 8 u- Length of third EMA smoothing of 1 day momentum 6 Length of EMA signal line 3 Source of Ergotic TSI Close This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
1
Combo Backtest 123 Reversal & Ergodic MDI This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
6
Combo Backtest 123 Reversal & Ergodic MACD This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. Blau`s indicator is like usual MACD, but it plots opposite of meaningof stndard MACD indicator. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
5
Combo Backtest 123 Reversal & Ergodic CSI This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. This indicator plots Ergotic CSI and smoothed Ergotic CSI to filter out noise. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
6
Jackrabbit.modulus.AnalyzerThis is the module Analyzer for the Jackrabbit suite and modulus framework. As the modulus framework has grown both in size and complexity, it has become ever increasingly difficult to evaluate the profitability a very complex multi-layered modules combined. The Jackrabbit Analyzer module allows you to do just that. Connect this module to the end of your IoI chain and it will tell you the profitability of your current combination, using TradingView's strategy backtesting capabilities. With this module connected to your IoI chain, you can literally watch in real time as the analyzer evaluates your current settings and updates each time you make a change in those settings, giving you a better and more realistic approach to what is possible with your current strategy. While this module is not a substitute for paper trading, it significantly increases the construction and analysis of a multi-layered trading paradigm that can then be taken to a paper trader with a high level of confidence of success. Only the signal line is displayed. The Jackrabbit modulus framework is a plug in play paradigm built to operate through TradingView's indicator on indicatior (IoI) functionality. As such, this script receives a signal line from the previous script in the IoI chain, and evaluates the buy/sell signals appropriate to the current analysis. This script is by invitation only. To learn more about accessing this script, please see my signature or send me a PM. Thank you.
Strategia Pine Script®
di RobertD7723
1
Cyatophilum Levels [BACKTEST]Cyatophilum Levels - Version 1.0 - Backtest This indicator allows you to build your own strategy based on Fibonacci levels, and see the backtest results in the Strategy Tester. The Fibonacci levels are printed automatically in real time and without repainting on the chart. You configure your own strategy in the indicator parameters. You can choose to go long or to go short, or both, on which Fib levels to enter Long/Short, and on which Fib levels to exit (up to 2 entry levels and exit levels). Detailed Guide: This is a guide that can be useful if you do not understand the strategy or an indicator parameter. Instructions on how to get access are at the bottom. To configure your strategy, you need to open the indicator settings. You can either right-click on the indicator and click "settings", or click the settings button near the indicator's name. You should know that the Fibonnaci levels are calculated from the support and resistance levels, which are calculated using the last swing high and swing low. This behavior can be tweaked in the settings with the first 2 parameters: · Noise reduction Dropdown menu. Options are "NONE", "SMALL", "MEDIUM", "HUGE". Used to get a smoother level behavior. The higher it is, the less often the support and resistance levels will move. Can be useful to cut off fakeouts. · Swings lookback This is the number of historical bars used to calculate the last swing high and swing low. In TradingView, we usually wait bar close to validate a signal (trade entry or exit), in order to avoid repainting. But since this indicator is purely based on price action, there is an option called Alert Type if you want to receive intra-bar alerts or not. · Entry Alert Type 2 options : "Once Per Bar Close", "Once Per Bar". These correspond to the alerts options. You must use the same alert type in the indicator settings and in the alert options. When using "Once Per Bar", the candle high and low are used for the cross conditions, otherwise, candle close is used. · Exit Alert Type Same but for exit alerts. The long trades setup can be configured independantly from the short trade setup, but the parameters are the same. ■ Go Long/Short Check this box to enable/disable long/short trades. · Long/Short Entry Condition Dropdown menu from which you can pick the condition for your entry. Options available are "Cross Over","Cross Under" and "Just Cross". · Long/Short Entry 1 Dropdown menu from which you can pick the level for your entry n°1. Options available are "Support","FIB 23", "FIB 38", "FIB 50","FIB 61","FIB 78" and "Resistance". · Long/Short Entry 2 Additional FIB level entry. · Long/Short Exit 1 Dropdown menu from which you can pick the level for your exit. Options available are "Support","FIB 23", "FIB 38", "FIB 50","FIB 61","FIB 78" and "Resistance". · Long/Short Exit 2 Additional FIB level exit. ■ Trend Filter Optionnal Tilson T3 TrendLine to make the strategy go long only when price is above T3 (green) and short only when price is below (red). The length in bars is configurable. · Backtest period The day of the start and end period of the backtest can be configured, as long as it is included in the available chart data which is around 20 000 candles. For example a 3 minutes chart data is around 41 days. (20000x3/60/24 = 41.3) · Limit orders By default the strategy tester uses market orders. With this option you can simulate limit orders with a limit price. · Configuration Panel It should appear on the left of the chart. This panel displays the whole indicator settings in a compact and easy-to-read way. You can replicate a strategy from just this info panel. Can be turned off if needed. · Graphic options A red/green background corresponding to the strategy position (short/long) can be turned off. The Fib levels labels can be turned off all at once. Backtesting Guide: To open the backtest parameters, open the indicator settings and go to the "properties" tab. The commission is set by to 0.1 % by default. You can change it to suit your exchange's fees. Futures, Forex: - The Order Size must be set to "contracts", or else you will get "no data". Stocks, CFD, Cryptocurrency, Index: - Both "% equity" and "contracts" can be used as Order Size. Note: the net profit percentage is related to the initial capital set in the backtest properties. Risk management Place your secondary exit one or two levels above/below your entry to act as a stop loss. Backtest Settings: · Initial Capital: 10 000 $ · Order Size: 5 000 contracts · Commission : 0.1€ per order (total commission paid: 20.00 €) Oldest trade: 2019-10-01 Backtest Period: From 2019-10-01 to 2020-07-14 Default settings set for 15m. Use the link below to obtain access to this indicator
Strategia Pine Script®
di cyatophilum
2
Tradespot Quant - Strategy & AlertsTradespot - Quant is an extensive trading algorithm, signal generator and technicals screener packed into one beautifully designed, functional indicator. The script is very customisable to not limit the trader using it but does have some very respectable default settings for BTCUSD on the 4H and 15M charts that we run in an automated fashion here a Tradespot round the clock on Binance Futures. What does Tradespot Quant do? Trade following signals generated via our bespoke algorithm Full customisation to allow a deeper use of the indicator across different assets Full risk management with take profit and stop loss levels (configurable) built in Presets for BTCUSD & ETHUSD on the 4H/15M timeframes avaliable instantly for your use. Innovative trade panel that illustrates key information such as what trade the algorithm is looking for next More features being added all the time, we have great ideas and our only limitation is how fast we can program it! Cornix compatible alerts - with the easiest of configurations you can automate this execution of this strategy. Do you do a free trial? Yes! Get in touch for a complimentary 48 hour free trial to the indicator, no strings attached. Who are you? Tradespot has been creating scripts for years on TradingView that we use to leverage our social trading and signal group offerings. We currently have over $200K in assets trading with our strategies across over 300 users. You can learn more about us on our website. Please reach out to me or see the link on our profile.
Strategia Pine Script®
di Tradespot
2
Combo Backtest 123 Reversal & Empirical Mode Decomposition This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The related article is copyrighted material from Stocks & Commodities Mar 2010 WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
7
Combo Backtest 123 Reversal & EMA & MA Crossover This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Moving Average Crossover trading strategy is possibly the most popular trading strategy in the world of trading. First of them were written in the middle of XX century, when commodities trading strategies became popular. This strategy is a good example of so-called traditional strategies. Traditional strategies are always long or short. That means they are never out of the market. The concept of having a strategy that is always long or short may be scary, particularly in today’s market where you don’t know what is going to happen as far as risk on any one market. But a lot of traders believe that the concept is still valid, especially for those of traders who do their own research or their own discretionary trading. This version uses crossover of moving average and its exponential moving average. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
4
Combo Backtest 123 Reversal & Elder Ray (Bull Power) This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy Developed by Dr Alexander Elder, the Elder-ray indicator measures buying and selling pressure in the market. The Elder-ray is often used as part of the Triple Screen trading system but may also be used on its own. Dr Elder uses a 13-day exponential moving average (EMA) to indicate the market consensus of value. Bull Power measures the ability of buyers to drive prices above the consensus of value. Bear Power reflects the ability of sellers to drive prices below the average consensus of value. Bull Power is calculated by subtracting the 13-day EMA from the day's High. Bear power subtracts the 13-day EMA from the day's Low. You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
2
Pivot Point V2 Backtest Pivot points simply took the high, low, and closing price from the previous period and divided by 3 to find the pivot. From this pivot, traders would then base their calculations for three support, and three resistance levels. The calculation for the most basic flavor of pivot points, known as ‘floor-trader pivots’, along with their support and resistance levels. WARNING: - For purpose educate only - This script to change bars colors.
Strategia Pine Script®
di HPotter
10