(IK) Base Break BuyThis strategy first calculates areas of support (bases), and then enters trades if that support is broken. The idea is to profit off of retracement. Dollar-cost-averaging safety orders are key here. This strategy takes into account a .1% commission, and tests are done with an initial capital of 100.00 USD. This only goes long.
The strategy is highly customizable. I've set the default values to suit ETH/USD 15m. If you're trading this on another ticker or timeframe, make sure to play around with the settings. There is an explanation of each input in the script comments. I found this to be profitable across most 'common sense' values for settings, but tweaking led to some pretty promising results. I leaned more towards high risk/high trade volume.
Always remember though: historical performance is no guarantee of future behavior . Keep settings within your personal risk tolerance, even if it promises better profit. Anyone can write a 100% profitable script if they assume price always eventually goes up.
Check the script comments for more details, but, briefly, you can customize:
-How many bases to keep track of at once
-How those bases are calculated
-What defines a 'base break'
-Order amounts
-Safety order count
-Stop loss
Here's the basic algorithm:
-Identify support.
--Have previous candles found bottoms in the same area of the current candle bottom?
--Is this support unique enough from other areas of support?
-Determine if support is broken.
--Has the price crossed under support quickly and with certainty?
-Enter trade with a percentage of initial capital.
-Execute safety orders if price continues to drop.
-Exit trade at profit target or stop loss.
Take profit is dynamic and calculated on order entry. The bigger the 'break', the higher your take profit percentage. This target percentage is based on average position size, so as safety orders are filled, and average position size comes down, the target profit becomes easier to reach.
Stop loss can be calculated one of two ways, either a static level based on initial entry, or a dynamic level based on average position size. If you use the latter (default), be aware, your real losses will be greater than your stated stop loss percentage . For example:
-stop loss = 15%, capital = 100.00, safety order threshold = 10%
-you buy $50 worth of shares at $1 - price average is $1
-you safety $25 worth of shares at $0.9 - price average is $0.966
-you safety $25 worth of shares at $0.8. - price average is $0.925
-you get stopped out at 0.925 * (1-.15) = $0.78625, and you're left with $78.62.
This is a realized loss of ~21.4% with a stop loss set to 15%. The larger your safety order threshold, the larger your real loss in comparison to your stop loss percentage, and vice versa.
Indicator plots show the calculated bases in white. The closest base below price is yellow. If that base is broken, it turns purple. Once a trade is entered, profit target is shown in silver and stop loss in red.
Criptovalute
(IK) Grid ScriptThis is my take on a grid trading strategy. From Investopedia:
"Grid trading is most commonly associated with the foreign exchange market. Overall the technique seeks to capitalize on normal price volatility in an asset by placing buy and sell orders at certain regular intervals above and below a predefined base price."
This strategy is best used on sideways markets, without a definitive up or down major trend. Because it doesn't rely on huge vertical movement, this strategy is great for small timeframes. It only goes long. I've set initial_capital to 100 USD. default_qty_value should be your initial capital divided by your amount of grid lines. I'm also assuming a 0.1% commission per trade.
Here's the basic algorithm:
- Create a grid based on an upper-bound (strong resistance) and a lower-bound (strong support)
- Grid lines are spaced evenly between these two bounds. (I recommend anywhere between 5-10 grid lines, but this script lets you use up to 15. More gridlines = more/smaller trades)
- Identify nearest gridline above and below current price (ignoring the very closest grid line)
- If price crosses under a near gridline, buy and recalculate near gridlines
- If price crosses over a near gridline, sell and recalculate near gridlines
- Trades are entered and exited based on a FIFO system. So if price falls 3 grid lines (buy-1, buy-2, buy-3), and subsequently crosses above one grid line, only the first trade will exit (sell-1). If it falls again, it will enter a new trade (buy-4), and if it crosses above again it will sell the original second trade (sell-2). The amount of trades you can be in at once are based on the amount of grid lines you have.
This strategy has no built-in stop loss! This is not a 'set-it-and-forget-it" script. Make sure that price remains within the bounds of your grid. If prices exits above the grid, you're in the money, but you won't be making any more trades. If price exits below the grid, you're 100% staked in whatever you happen to be trading.
This script is more complicated than my last one, but should be more user friendly. Make sure to correctly set your lower-bound and upper-bound based on strong support and resistance (the default values for these are probably going to be meaningless). If you change your "Grid Quantity" (amount of grid lines) make sure to also change your 'Order Size' property under settings for proper test results (or default_qty_value in the strategy() declaration).
Trend Surfers - Premium Breakout + AlertsTrend Surfers - Premium Breakout Strategy with Alerts
I am happy today to release the first free Trend Surfers complete Breakout Strategy!
The strategy includes:
Entry for Long and Short
Stoploss
Position Size
Exit Signal
Risk Management Feature
How the strategy works
This is a Trend Following strategy. The strategy will have drawdowns, but they will be way smaller than what you would go through with buy and old.
As a Trend Following strategy, we will buy on strength, when a breakout occurs. And sell on weakness.
The strategy includes a FIX Stoploss determined by an ATR multiple and a trailing Stoploss/Takeprofit also determined by an ATR multiple.
You can also manage your risk by entering the maximum % you are willing to risk on every trade. Additionally, there is an option to enter how many pairs you will be trading with the strategy. This will change your position size in order to make sure that you have enough funds to trade all your favorite pairs.
Use the strategy with alerts
This strategy is alert-ready. All you have to do is:
Go on a pair you would like to trade
Create an alert
Select the strategy as a Trigger
Wait for new orders to be sent to you
Every Entry (Long/Short) will include:
Market Entry (Enter position NOW!)
Stoploss price
Position Size
Leverage
* If you do not wish to use leverage, you can multiply the Position Size by the Leverage. But doing that, you might end up with a position greater than your equity. Trading on Futures is better in order to have accurate risk management.
Exit signals:
When you receive an exit signal, you need to close the position ASAP. If you want to keep your results as close as possible to the backtest results, you need to execute quickly and follow what the strategy is telling you.
Do not try to outsmart the strategy
Leave your emotion out of trading! If you trust the strategy, you will have way better returns than if you try to outsmart it. Follow each signal you receive even if it doesn't seem logical at the moment.
Become a machine that executes. Don't look at fundamentals. Follow the trend! Trust the strategy!
I hope you enjoy it!
ELIA MULTI INDICATORS STRATEGYExperimental multi indicators strategy, to catch right entry and avoid noise.
Each indicator included in the strategy, assume a value based on its status and because is a trend-follow strategy, some indicator value are higher then the other
Backtested on ETHUSDTPERP
BINANCE:ETHUSDTPERP
BitcoinNinjas NINJASIGNALS V4 (Strategy)BitcoinNinjas NINJASIGNALS V4 (Strategy)
(for Cryptocurrencies, Forex, GunBot, ProfitTrailer, Autoview, CryptoHopper, manual or automated trading, and more)
This is version 4 of our Ninja Signals trading script, with accompanying backtesting strategy.
BitcoinNinjas NINJASIGNALS V4 (Script)
•Allows users to easily set automated buy/long and sell/short alerts on TradingView for use with automatic and manual trading of cryptocurrencies, Forex securities, and more (alerts are compatible with automatic trading software such as GunBot, ProfitTrailer, Autoview, CryptoHopper, and more).
•Synthesizes many powerful indicators [e.g., Relative Strength Index (RSI), Stochastic RSI, Money Flow Index (MFI), Moving Average Convergence Divergence (MACD), etc.) into one powerful script to generate very precise buy and sell signals in virtually all market conditions.
•Features user-defined adjustable calibration settings, allowing traders to customize the script to fit any currency / security on any exchange available through TradingView.com, simply by adjusting settings.
•Buy/Long arrows, Sell/Short arrows, & EMA trendline can be customized or hidden, if desired.
•Complete with backtesting strategy version of script which allows users to test various trading strategies based on the alerts the script generates (see information and screenshots below).
•Backtesting strategy features a user-defined adjustable date range, so traders can estimate performance of the script over specific periods of time, such as the last week, month, or year.
•Script and backtesting strategy feature many user-adjustable settings including stop loss and take profit alerts, an ‘only sell for profit’ option (Gunbot-specific), many different buy and sell filters, and more. Simply adjust the script settings and the backtesting results will automatically refresh.
•Backtesting strategy allows for pyramid buying to test various average down / dollar cost average trading strategies. Simply adjust the number of pyramid buys and the quantity of each buy.
•Fully compatible with margin and futures trading for any currency / security on TradingView.com.
DISCLAIMER: By using our BitcoinNinjas ‘Ninja Signals’ planning script, you agree to the BitcoinNinjas 'Terms of Use'. No sharing, copying, reselling, modifying, or any other forms of use are authorized for our documents, script / strategy, and the information published with them. This informational planning script / strategy is strictly for individual use and educational purposes only. This is not financial or investment advice. Investments are always made at your own risk and are based on your personal judgement. BitcoinNinjas is not responsible for any losses you may incur. Please invest wisely.
Bollinger Bands Trending Reverse StrategyWelcome to yet another script. This script was a lot easier since I was stuck for so long on the Donchian Channels one and learned so much from that one that I could use in this one.
This code should be a lot cleaner compared to the Donchian Channels, but we'll leave that up to the pro's.
This strategy has two entry signals, long = when price hits lower band, while above EMA, previous candle was bearish and current candle is bullish.
Short = when price hits upper band, while below EMA, previous candle was bullish and current candle is bearish.
Take profits are the opposite side's band(lower band for long signals, upper band for short signals). This means our take profit price will change per bar.
Our stop loss doesn't change, it's the difference between entry price and the take profit target divided by the input risk reward.
3Commas Bollinger StrategyThis strategy is intended for use as a way of backtesting various parameters available on 3commas.io composite bot using a bollinger band type trading strategy. While it's primary intention is to provide users a way of backtesting bot parameters, it can also be used to trigger a deal start by either using the {{strategy.open.alert_message}} field in your alert and providing the bot details in the configuration screen for the strategy or by including the usual deal start message provided by 3commas. You can find more information about how to do this from help.3commas.io
The primary inputs for the strategy are:
// USER INPUTS
Short MA Window - The length of the Short moving average
Long MA Window - The length of the Long moving average
Upper Band Offset - The offset to use for the upper bollinger offset
Lower Band Offset - The offset to use for the lower bollinger offset
Long Stop Loss % - The stop loss percentage to test
Long Take Profit % - The Take profit percentage to test
Initial SO Deviation % - The price deviation percentage required to place to first safety order
Safety Order Vol Step % - The volume scale to test
3Commas Bot ID - (self explanatory)
Bot Email Token - Found in the deal start message for your bot (see link in previous section for details)
3Commas Bot Trading Pair - The pair to include for composite bot start deals (should match format of 3commas, not TradingView IE. USDT_BTC not BTCUSDT)
Start Date, Month, Year and End Date, Month and Year all apply to the backtesting window. By default it will use as much data as it can given the current period select (there is less historical data available for periods below 1H) back as far as 2016 (there appears to be no historical data on Trading view much before this). If you would like to test a different period of time, just change these values accordingly.
Known Issues
Currently there are a couple of issues with this strategy that you should be aware of. I may fix them at some point in the future but they don't really bug me so this is more for informational purposes than a promise that they may one day be fixed.
Does not test trailing take profit
Number of safety orders and Safety Order Step Scale are currently not user configurable (must edit source code)
Using the user configuration to generate deal start message assumes you are triggering a composite bot, not a simple bot.
TemaI have found that such simple crossover can show good results. Basically it has only 2 TEMA and nothing more. I don't know what else to write here. The code is simplest and has only one filter, which take into consideration the direction of chart.
Donchian Channels Trending Breakout StrategyThis script looks for two entry signals. Long is when the previous breakout of the donchian channels was a low, price is above the input EMA, current price is equal or higher than the upper band and we're not in a position yet. Short is the other way around, so previous breakout of the donchian channels was a high, price is below the input EMA, current price is equal or lower than the lower band.
I haven't found a script that does take the previous highs and lows into consideration. Works for any markets in any conditions because the stop loss and profit targets are based on the upper and lower band of the donchian channels, which means the stop loss and profit targets move with the trend.
For more details see the script itself, I wrote a ton of comments.
HatiKO Envelopes v3Published source code is subject to the terms of the GNU Affero General Public License v3.0
Old flaws have been resolved.
This script describes and provides backtesting functionality to internal strategy of algorithmic crypto trading software "HatiKO bot".
Suitable for backtesting any Cryptocurrency Pair on any Exchange/Platform, any Timeframe.
Core Mechanics of this strategy are based on theory of price always returning to Moving Average + Envelopes indicator (Moving_average_envelope from Wiki)
Developement of this script and trading software is inspired by:
"Essential Technical Analysis: Tools and Techniques to Spot Market Trends" by Leigh Stevens (published on 12th of April 2002)
"Moving Average Envelopes" by ChartSchool, StockCharts platform (published on 13th of April 2015 or earlier)
"Коля Колеснік" from Crypto Times channel ("Метод сетка", published on 19th of August 2018)
"3 ways to use Moving Average Envelopes" by Rich Fitton, published on Trader's Nest (published on 28st of November 2018 or earlier)
noro's "Robot WhiteBox ShiftMA" strategy v1 script, published on TradingView platform (published on 29th of August 2018)
"Moving Average Envelopes: A Popular Trading Tool" Investopedia article (published 25th of June 2019)
and KROOL1980's blogpost on Argolabs ("Гридерство или Сетка как источник прибыли на форекс", published on 27th of February 2015)
Core Features:
1) Up to 9 Envelopes in each direction (Long/Short)
2) Use any of 6 different basis MAs, optionally use different MAs for Opening and Closure
3) Use different Timeframes for MA calculation, without any repainting and lookahead bias.
4) Fixed order size, not Martingale strategy
5) Close open position earlier by using Deviation parameter
6) PineScript v4 code
7) Anti-Spire (protection against situations like LTCUSD (Bitmex) 12/26/2020)
9) Lottery for each level
10) Total profit for the day. When activated, a histogram is drawn.
Options description:
Lot - % from your initial balance to use for order size calculation
Timeframe Short - Timeframe to use for Short Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Short - Type of MA to use for Short Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Short - Source of Price for Short Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short - Period used for Short Opening MA calculation, should be >=1, default is 3
MA offset Short - Offset for MA value used for Short Envelopes calculation, should be >= 0, default is 0
Timeframe Long - Timeframe to use for Long Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Long - Type of MA to use for Long Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Long - Source of Price for Long Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long - Period used for Long Opening MA calculation, should be >=1, default is 3
MA offset Long - Offset for MA value used for Long Envelopes calculation, should be >= 0, default is 0
Mode close MA Short - Enable different MA for Short position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Short Close - Timeframe to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Short - Type of MA to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Short Close - Source of Price for Short Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short Close - Period used for Short Opening MA calculation, should be >=1, default is 3
Short Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Short Close - Offset for MA value used for Short Position Closure calculation, should be >= 0, default is 0
Mode close MA Long - Enable different MA for Long position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Long Close - Timeframe to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Long - Type of MA to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Long Close - Source of Price for Long Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long Close - Period used for Long Opening MA calculation, should be >=1, default is 3
Long Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Long Close - Offset for MA value used for Long Position Closure calculation, should be >= 0, default is 0
Short 1..9 - % from MA value to put Envelopes at, for Shorts numbers should be positive, the higher is number, the higher should be Short n position, example: "Short 1 = 1, Short 2 = 2, etc."
Long 1..9 - % from MA value to put Envelopes at, for Longs numbers should be negative, the lower is number, the lower should be Long n position, example: "Long 1 = -1, Long 2 = -2, etc."
Graph notes:
Green lines - Long Envelopes .
Red lines - Short Envelopes .
Orange line - MA for closing of Short positions.
Lime line - MA for closing of Long positions.
Histogram - Profit for the last day. Black = 0, Green> 0, Red <0.
Old flaws have been resolved.
At the moment, there is one bug - if the closing and opening occurs on the same candle, then there is no close on the same candle. The situation is possible with small values of Envelope.
**************************************************************************************************************************************************************************************************************
Опубликованный исходный код регулируется Условиями Стандартной Общественной Лицензии GNU Affero v3.0
Старые недоработки были решены.
Этот скрипт описывает и предоставляет функции бектеста для внутренней стратегии алгоритмического программного обеспечения "HatiKO bot".
Подходит для тестирования любой криптовалютной пары на любой бирже/платформе, на любом таймфрейме.
Кор-механика этой стратегии основана на теории всегда возвращающейся к значению МА цены с использованием индикатора Envelopes (Moving_average_envelope from Wiki)
Разработка этого скрипта и программного обеспечения для торговли вдохновлена следующими источниками:
Книга "Essential Technical Analysis: Tools and Techniques to Spot Market Trends" Ли Стивенса (опубликовано 12 апреля 2002 года)
«Moving Average Envelopes» от ChartSchool, платформа StockCharts (опубликовано 13 апреля 2015 года или раньше)
«Коля Колеснік» с канала Crypto Times («Метод сетка», опубликовано 19 августа 2018 года)
«Moving Average Envelopes: A Popular Trading Tool», статья Investopedia (опубликовано 25 июня 2019 года)
Блог KROOL1980 из Argolabs («Гридерство или Сетка как источник прибыли на форекс», опубликовано 27 февраля 2015 года)
Основные особенности:
1) До 9-х Ордеров в каждом из направлении (Лонг / Шорт)
2) Выбор из 6-ти разных базовых МА, опционально используйте разные МА для открытия и закрытия.
3) Используйте разные таймфреймы для расчета MA, без перерисовки и "эффекта стеклянного шара".
4) Фиксированный размер ордера, а не стратегия Мартингейла
5) Возможность закрытия открытой позиции заблаговременно, используя параметр Deviation
6) Код реализован на PineScript v4
7) Антишпиль ( защита от ситуаций типа LTCUSD ( Bitmex ) 26.12.2020 )
9) Лотность для каждого уровня
10) Суммарный профит за день. При активации рисуется гистограмма.
Описание параметров:
Lot - % от вашего первоначального баланса, используется при расчете размера Ордера
Timeframe Short - таймфрейм, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Short - тип MA, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию SMA
Data Short - источник цены для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short - период, используемый для расчета МА Открытия Шорт позиций, должен быть >= 1, по умолчанию 3
MA Offset Short - смещение значения MA, используемого для расчета Шорт Ордеров, должно быть >= 0, по умолчанию 0
Timeframe Long - таймфрейм, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Long - тип MA, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию SMA
Data Long - источник цены для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long - период, используемый для расчета МА Открытия Лонг позиций, должен быть >= 1, по умолчанию 3
MA Offset Long - смещение значения MA, используемого для расчета Лонг Ордеров, должно быть >= 0, по умолчанию 0
Mode close MA Short - Включает отдельное MA для закрытия Шорт позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Short Close - таймфрейм, используемый для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Short - тип MA, используемый при расчете МА Закрытия Шорт позиции. Mожно выбрать из списка, по умолчанию SMA
Data Short Close - источник цены для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short Close - период, используемый для расчета МА Закрытия Шорт позиции, должен быть >= 1, по умолчанию 3
Short Deviation - % отклонения от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Short Close - смещение значения MA, используемого для расчета закрытия Шорт позиции, должно быть >= 0, по умолчанию 0
Mode close MA Long - Включает разные MA для закрытия Лонг позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Long Close - таймфрейм, используемый для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Long - тип MA, используемый при расчете МА Закрытия Лонг позиции. Mожно выбрать из списка, по умолчанию SMA
Data Long Close - источник цены для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long Close - период, используемый для расчета МА Закрытия Лонг позиции, должен быть >= 1, по умолчанию 3
Long Deviation -% для перехода от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Long Close - смещение значения MA, используемого для расчета закрытия Лонг позиции, должно быть >= 0, по умолчанию 0
Short 1..9 - % от значения MA для размещения Ордеров, для Шорт Ордеров должен быть положительным, чем выше номер, тем выше должна располагаться позиция Short n, например: « Short 1 = 1, Short 2 = 2 и т.д. "
Long 1..9 - % от значения MA для размещения Ордеров, для Лонг Ордеров должно быть отрицательным, чем ниже число, тем ниже должна располагаться позиция Long n, например: « Long 1 = -1, Long 2 = -2, и т.д."
Пояснения к графику:
Зеленые линии - Лонг Ордера.
Красные линии - Шорт Ордера.
Оранжевая линия - MA Закрытия Шорт позиций.
Лаймовая линия - MA Закрытия Лонг позиций.
Гистограмма - Профит за последние сутки.Черная = 0, Зеленая > 0, красная < 0.
Старые недоработки были решены.
На данный момент есть один баг - если закрытие и открытие происходит на одной свече, то на этой же свече нет закрытия. Ситуация возможна при небольших значениях Envelope.
Published source code is subject to the terms of the GNU Affero General Public License v3.0
Old flaws have been resolved.
This script describes and provides backtesting functionality to internal strategy of algorithmic crypto trading software "HatiKO bot".
Suitable for backtesting any Cryptocurrency Pair on any Exchange/Platform, any Timeframe.
Core Mechanics of this strategy are based on theory of price always returning to Moving Average + Envelopes indicator (Moving_average_envelope from Wiki)
Developement of this script and trading software is inspired by:
"Essential Technical Analysis: Tools and Techniques to Spot Market Trends" by Leigh Stevens (published on 12th of April 2002)
"Moving Average Envelopes" by ChartSchool, StockCharts platform (published on 13th of April 2015 or earlier)
"Коля Колеснік" from Crypto Times channel ("Метод сетка", published on 19th of August 2018)
"3 ways to use Moving Average Envelopes" by Rich Fitton, published on Trader's Nest (published on 28st of November 2018 or earlier)
noro's "Robot WhiteBox ShiftMA" strategy v1 script, published on TradingView platform (published on 29th of August 2018)
"Moving Average Envelopes: A Popular Trading Tool" Investopedia article (published 25th of June 2019)
and KROOL1980's blogpost on Argolabs ("Гридерство или Сетка как источник прибыли на форекс", published on 27th of February 2015)
Core Features:
1) Up to 9 Envelopes in each direction (Long/Short)
2) Use any of 6 different basis MAs, optionally use different MAs for Opening and Closure
3) Use different Timeframes for MA calculation, without any repainting and lookahead bias.
4) Fixed order size, not Martingale strategy
5) Close open position earlier by using Deviation parameter
6) PineScript v4 code
7) Anti-Spire (protection against situations like LTCUSD (Bitmex) 12/26/2020)
9) Lottery for each level
10) Total profit for the day. When activated, a histogram is drawn.
Options description:
Lot - % from your initial balance to use for order size calculation
Timeframe Short - Timeframe to use for Short Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Short - Type of MA to use for Short Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Short - Source of Price for Short Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short - Period used for Short Opening MA calculation, should be >=1, default is 3
MA offset Short - Offset for MA value used for Short Envelopes calculation, should be >= 0, default is 0
Timeframe Long - Timeframe to use for Long Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Long - Type of MA to use for Long Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Long - Source of Price for Long Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long - Period used for Long Opening MA calculation, should be >=1, default is 3
MA offset Long - Offset for MA value used for Long Envelopes calculation, should be >= 0, default is 0
Mode close MA Short - Enable different MA for Short position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Short Close - Timeframe to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Short - Type of MA to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Short Close - Source of Price for Short Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short Close - Period used for Short Opening MA calculation, should be >=1, default is 3
Short Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Short Close - Offset for MA value used for Short Position Closure calculation, should be >= 0, default is 0
Mode close MA Long - Enable different MA for Long position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Long Close - Timeframe to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Long - Type of MA to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Long Close - Source of Price for Long Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long Close - Period used for Long Opening MA calculation, should be >=1, default is 3
Long Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Long Close - Offset for MA value used for Long Position Closure calculation, should be >= 0, default is 0
Short 1..9 - % from MA value to put Envelopes at, for Shorts numbers should be positive, the higher is number, the higher should be Short n position, example: "Short 1 = 1, Short 2 = 2, etc."
Long 1..9 - % from MA value to put Envelopes at, for Longs numbers should be negative, the lower is number, the lower should be Long n position, example: "Long 1 = -1, Long 2 = -2, etc."
Graph notes:
Green lines - Long Envelopes .
Red lines - Short Envelopes .
Orange line - MA for closing of Short positions.
Lime line - MA for closing of Long positions.
Histogram - Profit for the last day. Black = 0, Green> 0, Red <0.
Old flaws have been resolved.
At the moment, there is one bug - if the closing and opening occurs on the same candle, then there is no close on the same candle. The situation is possible with small values of Envelope.
**************************************************************************************************************************************************************************************************************
Опубликованный исходный код регулируется Условиями Стандартной Общественной Лицензии GNU Affero v3.0
Старые недоработки были решены.
Этот скрипт описывает и предоставляет функции бектеста для внутренней стратегии алгоритмического программного обеспечения "HatiKO bot".
Подходит для тестирования любой криптовалютной пары на любой бирже/платформе, на любом таймфрейме.
Кор-механика этой стратегии основана на теории всегда возвращающейся к значению МА цены с использованием индикатора Envelopes (Moving_average_envelope from Wiki)
Разработка этого скрипта и программного обеспечения для торговли вдохновлена следующими источниками:
Книга "Essential Technical Analysis: Tools and Techniques to Spot Market Trends" Ли Стивенса (опубликовано 12 апреля 2002 года)
«Moving Average Envelopes» от ChartSchool, платформа StockCharts (опубликовано 13 апреля 2015 года или раньше)
«Коля Колеснік» с канала Crypto Times («Метод сетка», опубликовано 19 августа 2018 года)
«Moving Average Envelopes: A Popular Trading Tool», статья Investopedia (опубликовано 25 июня 2019 года)
Блог KROOL1980 из Argolabs («Гридерство или Сетка как источник прибыли на форекс», опубликовано 27 февраля 2015 года)
Основные особенности:
1) До 9-х Ордеров в каждом из направлении (Лонг / Шорт)
2) Выбор из 6-ти разных базовых МА, опционально используйте разные МА для открытия и закрытия.
3) Используйте разные таймфреймы для расчета MA, без перерисовки и "эффекта стеклянного шара".
4) Фиксированный размер ордера, а не стратегия Мартингейла
5) Возможность закрытия открытой позиции заблаговременно, используя параметр Deviation
6) Код реализован на PineScript v4
7) Антишпиль ( защита от ситуаций типа LTCUSD ( Bitmex ) 26.12.2020 )
9) Лотность для каждого уровня
10) Суммарный профит за день. При активации рисуется гистограмма.
Описание параметров:
Lot - % от вашего первоначального баланса, используется при расчете размера Ордера
Timeframe Short - таймфрейм, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Short - тип MA, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию SMA
Data Short - источник цены для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short - период, используемый для расчета МА Открытия Шорт позиций, должен быть >= 1, по умолчанию 3
MA Offset Short - смещение значения MA, используемого для расчета Шорт Ордеров, должно быть >= 0, по умолчанию 0
Timeframe Long - таймфрейм, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Long - тип MA, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию SMA
Data Long - источник цены для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long - период, используемый для расчета МА Открытия Лонг позиций, должен быть >= 1, по умолчанию 3
MA Offset Long - смещение значения MA, используемого для расчета Лонг Ордеров, должно быть >= 0, по умолчанию 0
Mode close MA Short - Включает отдельное MA для закрытия Шорт позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Short Close - таймфрейм, используемый для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Short - тип MA, используемый при расчете МА Закрытия Шорт позиции. Mожно выбрать из списка, по умолчанию SMA
Data Short Close - источник цены для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short Close - период, используемый для расчета МА Закрытия Шорт позиции, должен быть >= 1, по умолчанию 3
Short Deviation - % отклонения от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Short Close - смещение значения MA, используемого для расчета закрытия Шорт позиции, должно быть >= 0, по умолчанию 0
Mode close MA Long - Включает разные MA для закрытия Лонг позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Long Close - таймфрейм, используемый для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Long - тип MA, используемый при расчете МА Закрытия Лонг позиции. Mожно выбрать из списка, по умолчанию SMA
Data Long Close - источник цены для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long Close - период, используемый для расчета МА Закрытия Лонг позиции, должен быть >= 1, по умолчанию 3
Long Deviation -% для перехода от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Long Close - смещение значения MA, используемого для расчета закрытия Лонг позиции, должно быть >= 0, по умолчанию 0
Short 1..9 - % от значения MA для размещения Ордеров, для Шорт Ордеров должен быть положительным, чем выше номер, тем выше должна располагаться позиция Short n, например: « Short 1 = 1, Short 2 = 2 и т.д. "
Long 1..9 - % от значения MA для размещения Ордеров, для Лонг Ордеров должно быть отрицательным, чем ниже число, тем ниже должна располагаться позиция Long n, например: « Long 1 = -1, Long 2 = -2, и т.д."
Пояснения к графику:
Зеленые линии - Лонг Ордера.
Красные линии - Шорт Ордера.
Оранжевая линия - MA Закрытия Шорт позиций.
Лаймовая линия - MA Закрытия Лонг позиций.
Гистограмма - Профит за последние сутки.Черная = 0, Зеленая > 0, красная < 0.
Старые недоработки были решены.
На данный момент есть один баг - если закрытие и открытие происходит на одной свече, то на этой же свече нет закрытия. Ситуация возможна при небольших значениях Envelope.
MACD Crossover trend strategy, Long and ShortHey everybody,
This is my first strategy and script I wrote mostly myself. There's tons of content out there to learn how to code in Pinescript and it's exactly what I wanted and needed in this time of my life.
In any case, I made a rather simple MACD crossover strategy that only takes trades in the direction of both EMA and SMA (there are inputs to change the length of the moving averages and lots of other stuff too).
If the MACD line crosses upwards on the signal line, while above the zero point of the histogram and the price is above EMA + SMA , it's a long signal.
If the MACD line cosses downards on the signal line, while below zero on the histogram and the price is below EMA + SMA , it's a short signal.
There are a lot of default variables that make no sense, for basically any symbol you're going to be looking at. You're going to have to adjust the EMA , SMA , backtest date, take profit, stop loss and all that good stuff yourself to find decently profitable parameters.
I made this myself because I couldn't really find a strategy out there that allowed for so much customizing and it's an easy way to get started in Pinescript.
If you have any suggestions, tips or you see a flatout mistake in my code, please let me know. I'm still learning, everyday and I'm enjoying every second of it.
Flawless Victory Strategy - 15min BTC Machine Learning StrategyHello everyone, I am a heavy Python programmer bringing machine learning to TradingView. This 15 minute Bitcoin Long strategy was created using a machine learning library and 1 year of historical data in Python. Every parameter is hyper optimized to bring you the most profitable buy and sell signals for Bitcoin on the 15min chart. The historical Bitcoin data was gathered from Binance API, in case you want to know the best exchange to use this long strategy. It is a simple Bollinger Band and RSI strategy with two versions included in the tradingview settings. The first version has a Sharpe Ratio of 7.5 which is amazing, and the second version includes the best stop loss and take profit positions with a Sharpe Ratio of 2.5 . Let me talk a little bit more about how the strategy works. The buy signal is triggered when close price is less than lower Bollinger Band at Std Dev 1, and the RSI is greater than a certain value. The sell signal is triggered when close price is greater than upper Bollinger Band at Std Dev 1, and the RSI is greater than a certain value. What makes this strategy interesting is the parameters the Machine Learning library found when backtesting for the best Sharpe Ratio. I left my computer on for about 28 hours to fully backtest 5000 EPOCHS and get the results. I was able to create a great strategy that might be one of TradingView's best strategies out on the website today. I will continue to apply machine learning to all my strategies from here on forward. Please Let me know if you have any questions or certain strategies you would like me to hyper optimize for you. I'm always willing to create profitable strategies!
P.S. You can always pyramid this strategy for more gains! I just don't add pyramiding when creating my strategies because I want to show you the true win/loss ratio based buying one time and one selling one time. I feel like when creating a strategy that includes pyramiding right off the bat falsifies the win rate. This is my way of being transparent with you all. Have fun trading!
hamster-bot PDD Pump and Dump DetectorPump and Dump detector by hamster-bot
strategy author: foresterufa
Pump and Dump detector (PDD)
This is a trend strategy, with a unique mechanism of multi-stage re-entry into a position (Take Profit-Entry) when a significant trend develops, based on our HiDeep indicator.
Positions are opened by the HiDeep indicator signal with trend direction filtering and volatility filtering. Positions are closed by a HiDeep indicator signal or a change in the trend direction.
The position can be accompanied by a unique Stoploss trailing MA.
hamster-bot RSI AlgoThis is a simple RSI based signal indicator. It is designed for algorithmic bot trading.
For best results, leave a time-frame of at least 1 hour.
When the RSI reaches 70, it gives a buy signal, and when the RSI reaches 30, it gives a sell signal. The position is then maintained until the opposite signal is given. If backtesting shows poor results, but looks like the opposite would be good, there is a simple switch in the settings to turn it over.
original indicator on the basis of which the strategy is made:
NYCOB Kill Zone StrategyI have now turned the NYCOB Kill zone into a stand alone strategy!
Fully customizable in regards to time of entry and levels of entry but the standard settings are the best all around.
Original NYCOB Kill Zone text below
This script plots the H and L of the first 2 hours of the NYC session and shades the space between in which i deem the NYC Order Block
It also maps out the First two hours on the chart as well so you can understand when the OB has formed
Over the past 3 years of trading cryptocurrency i have noticed a phenomena that has occurred nearly every day
The H or L will 90% of the time will be posted in the first two hours of this session
knowing this means you understand if you just wait til this time you can better your odds at not getting stop hunted due to poor entry
A few things to take from this study are these.
1. after the OB is formed
2. whichever side gets taken out first (H/L) will 90% define the bias for the day. I have found that using the m13-m15 TF will add some more confirmation with 1-2 closes outside of range H/L/
3. After general bias has formed 2 things can happen
A) PA just takes off and there is really nothing you can do about it unless you had other studies that told you that will happen
B) PA will dip back INTO the OB and create the OTE which is any retracement below the .5 Fibonacci of the shaded OB
4. Typically OTE happens after the session has ended
5. If you used OTE off of the past days NYCOB then you can use the new (forming or just formed) NYCOB to CONFIRM your initial bias presented from the previous days OTE and bias.
6. When PA cannot close outside the NYCOB it presents a range to range play where PA will visit the opposite side of the range to chase liquidity,
7. When the NYCOB is TIGHT then deviation is more likely to result in price expansion, when the NYCOB is WIDE then deviation tends to present more range to range plays.
8. After bias is formed and OTE has been made your stops should always be outside the NYCOB. I use the m30 or H1 ATR to get a slight cushion from the OB to ensure i dont get stop hunted.
Standard TP are all set at the same level but you can adjust them accordingly
Shout out to Elevate-Trading family member Boederzeng for helping me with the code!
Heikin Ashi+RSI+EMA Strategy 2.0 v4 [Cryptocurrency] by GodtrixHi,
I know a lot of people are looking for a more sophisticated and customizable strategy tool, I'm facing the same problem too, so I created one for myself and decided to share it for free trials and if you think this tool do what you wanted, you can contact me for the subscription "Premium" version.
I'll keep it simple with point forms, if you have any further inquiries or questions, please feel free to message me. Thank you.
Best profit plan with this strategy is you trade on Future leverage while you hold on to your coin, so that when price goes up, your coin value goes up, and at the same time, you trade with your leverage to earn even more, easily doubling up your total profit.
Benefits:
Fully customizable and you can easily personalized it and FINE TUNE it according to the market or coin you trading on.
The strategy is based on REAL PRACTICAL trading skills, so it works in real-world.
I fixed the "repainting" issue so the backtest it shows you IS ACCURATE when you run for real-time.
We all know one indicator is not going to help you win your trades, so this strategy combines ALL three: EMA for long+short term trend, HA for short term trend, RSI for entry/exit
This strategy is designed for LONG trade (Buy low, Sell high), not for SHORT trade.
This is not day trading, it is more to mid-term trading, where there's only few trades per month
Mainly is coded to work with 3Commas bot auto trading, so you only need to key in your Bot ID & Email Token.
Bot trading NOTE:
You need to replace the Alert Message with this: {{strategy.order.alert_message}}
One Alert will work for both Buy and Sell Order
If you using other Bot service, you can enter Custom Command too, so it works on any bot service.
Lastly,
regarding the setting advice, I would say you try playing with different settings and your objective is to achieve a backtest result that has:
1) Profitable is > 80%
2) Losing trades is nearly 0 or below 25% of your winning trades. Trick is using far stop loss %
3) Net Profit be almost same or more than "Buy & Hold Profit"
If you interested in our subscription version, message me for price.
Best Luck & a million dollar profit to you,
Godtrix BITSTAMP:BTCUSD BINANCE:DOTUSDT
Multi Moving Average Crossing (by Coinrule)Moving Averages are among the most common trading indicators. They are straightforward to interpret and effective to use.
One of the limitations of using moving averages is they can provide buy and sell signals with a relatively high lag , making it very difficult to spot the lows and tops of the trend.
Moving averages calculated with a low number of periods like the MA9 (the average of the previous nine price periods) react very fast to price moves providing prompt signals. On the other side, more signals may end up with more false-signals and more trades in a loss.
On the contrary, moving averages calculated with a higher number of periods like the MA100 (which considers the previous one hundred price periods) give more reliable signals, but with a delay.
A system catching the crossing of the MA50 over the MA100 is a good compromise for successful long-term strategies. It provides, on average, reliable buy signals.
The Multi Moving Average Crossing Strategy tries to optimize the exit without waiting for the same opposite crossing (MA50 below MA100). It uses the MA9 crossing below the MA50, instead, to spot a better time for selling.
The setup is as follows.
BUY when the Moving Average 50 crosses above the Moving Average 100
SELL when the Moving Average 9 crosses below the Moving Average 50
The higher is the time frame to calculate the Moving Averages, the better is the overall performance of the strategy. The 4-hour (or 6-hour) time frame seems to be the best, even if it results in fewer trades. If you want to trade more still with good results, the 1-hour time is a good compromise.
Advantages of the strategy
This strategy seeks to catch those that are more likely relevant uptrends and close the trade relatively quickly. More trades mean more opportunities. This is especially effective if you run the strategy on all the available coins on the market, as you could do with Coinrule.
Generally, a Multi Moving Averages approach beats the classic crossing strategy involving only two Moving Averages. We backtested a sample of twenty trading pairs to assess the benefits empirically.
The results show that the Multi Moving Average Strategy
outperforms 13 out of 20 times
has 95% higher average return
has 67% higher median return
The strategy assumes each order to trade 30% of the available capital and opens a trade at a time. A trading fee of 0.1% is taken into account.
RSI Classic Strategy (by Coinrule)One of the questions hobbyist traders more often ask is: what is the perfect trading indicator?
Every indicator is just a tool, so its efficiency is proportional to your ability to read its signals and translate them into an actionable trading strategy. The RSI is likely the most flexible and easy to use among the technical indicators.
This trading strategy tries to catch short-term swings on the coins of your choice with a simple yet profitable setup.
Buy when the RSI is lower than 30 (you can adjust it to 35 in times of steep uptrend).
Sell when the RSI is greater than 65 (the target may range between 60 and 75 depending on the volatility of the coin).
Note that the buy signal comes when the indicator crosses below 30 and not when it crosses above 30 as it happens on the built-in RSI strategy on Tradingview.
The present script overperforms the built-in strategy, even adding trading fees and using a lower amount of capital for each trade (30%). That means that the system can deliver higher net-profits with lower risk levels.
A typical example of market conditions where this strategy works perfectly is as follows.
The first initial breakout indicates that a new leg up in the trend may start. Bitcoin starts to trade within a range which you can identify when it reaches the point 3. That is the perfect time to start the rule because
- trading within a channel anticipates possible swings up and down
- the trend is on the upside, providing low downside risk in buying the dips.
This strategy works well with selected coins of your choice, and it's a great fit on leverage exchanges like Binance Futures.
If you prefer to run it across all available coins on the market, instead, you may choose an optimized version.
CRYPTOOO FOX (Trading System)CRYPTOOO FOX (Trading System)
---DISCRIPTION---
How Strategy Work :
--Strategy is working on higher time frame so i use two high time frame
the higher is ( 2 H or 3 H or 4 H or 8 H or 12 H or Daily ) and the highest is ( Daily ) Time frame .
-- When the higher time frame cross over the Daily time frame( the Highest ) this mean the TREND and
the PRICE also going UP this strategy is going to long position ( Buy position ) .
-- When the higher time frame cross under Daily time frame( the Highest ) this mean the TREND and
the PRICE also going DOWN strategy going to ( close position ) .
-- Notes :
--Strategy use some averages to calculate the higher time frame .
--Strategy use parabolic indicator to filter entries which name is ( Filter )
--Strategy use one more candle close to confirm entry ( Filter 2 )
--This the best time frame ( HIGHER , HIGHEST ) in this strategy in profit and draw down .
--Strategy is working only in Long position i am not recommend to use it in short positions .
--THIS IS NO REPAINT STRATEGY .
--DON'T use it in DAILY time frame
--I recommend so mush to use take profit and stop loss although the low draw down but some time
the market have a huge movements .
---- Strategy Settings which we publish now :
Fees = 0.1 the same as market fees .
Equity = 10 % and you can change it as you want .
Filter = 4 .
Filter 2 = true ( Just mark in check box beside Filter 2 ) .
Charts which working in these settings :
Eth/Usdt- 30 min/Binance ( Current image ) .
Btc/Usdt- 30 min/Binance .
Bch/Usdt- 30 min/Binance .
We do a lot of tests to get the best profit and also the lowest draw down
we will update the new settings for new charts
trendOne [Strategy]BITSTAMP:BTCUSD
trendOne
(strategy-tester)
It is not recommended to use this script for generating alerts. Use "trendOne Alerts" instead.
This script combines all our previous trend-based scripts (Bows, Autopilot, Trend Indicator, Price Deviation, etc) in only one script .
To calculate the trend we use:
Volume Weight
Average True Range
Bows calculations
Trends smoothed with alma() function.
For more accuracy on the signals and to filter unwanted signals we layered slower time-frames in the background and added breaking support & resistance rules.
Inputs
Sensitivity
Integer input. Sets the sensitivity for signals generated up and down. Higher values will generate less signals on chart, and vice-versa.
Enjoy!
Disclaimer:
Back-tests do not guarantee performance on the future. Even if a trading setup is profitable in historical data, it could be unprofitable in the future.
To get access to this and other scripts check links below.
Heikin Ashi + Price Action Crypto LONG StrategyThis is a simple and efficient crypto strategy, designed for big timeframes like 12/24h.
On history it beats buy and hold strategy in many ocasions, and because of a low DD, pyramid can be used to elevate our winnings while still keeping a low DD < 40% avg.
For the purpose of this example, I used 100% of the capital on each trades, together with a comission of 0.1%
Warning : THERE IS NO STOP LOSS ON THIS STRATEGY ,USE IT AT YOUR OWN RISK
This strategy is made with inside Heikin Ashi candles , together with some price actions logics like for long Close > High and green candle and High > High .
We exit when we have a red candle and the current close is lower than the previous Low
If you have any questions, message me in private !
Buy and Sell Signals (With Stops and TP) - No Repaint
This strategy is primarily based on the MACD-indicator, but signals are filtered with the 200 ema.
This indicator gives you for every trade a stopp loss and take profit line.
As with every other strategy risk management is key. The trades taken have all 1.5:1 risk ratios, so when you lose one trade and win one you are still in profit.
This will only work if you calculate your position size accordingly when actually trading!
Without leverage:
position_size = (portfolio * loss_per_trade) / (stop_loss_in_percent )
Leverage:
position_size = (portfolio * loss_per_trade) / (stop_loss_in_percent * leverage)
For example:
portfolio = 100000
loss_per_trade = 0.01 | I only want to lose 1% per trade
stop_loss_in_percent = 0.04 | The stoploss is 4% away from our entry
(100000 * 0.01) / 0.04 = 2500 => if this trade hits my stop, I will only lose 1 % of my portfolio.
This strategy works well with:
BTCUSD 30m
BANDUSDTPERP 5m
EUR DOLLAR 15m
Of course it can be applied to anything, but you should firstly validate the strategy via backtest for the according trading pair and timeframe as it can perform differenlty in various timeframes.
This script does not repaint.
If you are interested in this strategy dm me.
Good luck on your trades!
ETH/USD 15m [iTradebot]1. General
2. Additional information
3. Access
1. This is a script for crypto trading strategies, based on following trends with moving averages.
A fast moving average and a slower getting crosschecked with MACD for buying/selling signals, those signals get crosschecked by 5 different factors, like the MACD or controlling average.
Only if all requirements will be met, the script expects the trend to change and sends an according signal.
This strategy is not made for multiple entries and keeps a position open until an opposite signal gets triggered.
It was built with ETH/USD 15min chart in mind, but can be used on any other chart, though you will have to find a different combination in inputs, to make it work with other pairs or timeframes.
Fast average: The faster of the two signal moving averages.
Slow average: The slower of the two signal moving averages.
Trend strength: Determines the crosscheck with the MACD.
Control length: Sets the period length for the control average (1=1bar, 300=300bars)
Inputs used here are:
Fast average: 5
Slow average: 19
Trend strength: 4
Control length: 306
Start capital: 1000
Trade equity: 100%
Commission: 0.036% (Binance)
Result 2020-06-11 until 2021-01-07
Net Profit: 717.56%
Percent Profitable: 54.17%
Max Drawdown: 8.79%
Profit Factor: 6.523
2. There are many combinations with good net profit outcomes, but make sure to also keep a low "Max Drawdown", to lower the risk substantially.
The combination we used, gives slightly less profit than other combinations, but also lowers the max drawdown from 20% to 9%.
In general in trading with crypto we advice to only use this strategy with Bitcoin or Ethereum , due to their high value and "stable" movements, compared to other cryptocurrencies.
The strategy is using 100% equity each trade, so make sure to have your capital management in place on the account.
To be specific, DONT put all your capital into this one strategy, but only part of it, according to your capital management.
Control lengths around 150 or 300 tend to give good combinations with the other 3 inputs. (on the 15min chart)
3. You can test this strategy 14 days for free and get access for up to 1 year on our website.
14 day free trial only requires Tradingview user name and e-mail.
Click on the link in our signature below.
