Filter — Indicatori e strategie

Dual SuperTrend w VIX Filter - Strategy [presentTrading]Hey everyone! Haven't been here for a long time. Been so busy again in the past 2 months. I recently started working on analyzing the combination of trend strategy and VIX, but didn't get outstanding results after a few tries. Sharing this tool with all of you in case you have better insights. █ Introduction and How it is Different The Dual SuperTrend with VIX Filter Strategy combines traditional trend following with market volatility analysis. Unlike conventional SuperTrend strategies that focus solely on price action, this experimental system incorporates VIX (Volatility Index) as an adaptive filter to create a more context-aware trading approach. By analyzing where current volatility stands relative to historical norms, the strategy adjusts to different market environments rather than applying uniform logic across all conditions. BTCUSD 6hr Long Short Performance █ Strategy, How it Works: Detailed Explanation 🔶 Dual SuperTrend Core The strategy uses two SuperTrend indicators with different sensitivity settings: - SuperTrend 1: Length = 13, Multiplier = 3.5 - SuperTrend 2: Length = 8, Multiplier = 5.0 The SuperTrend calculation follows this process: 1. ATR = Average of max(High-Low, |High-PreviousClose|, |Low-PreviousClose|) over 'length' periods 2. UpperBand = (High+Low)/2 - (Multiplier * ATR) 3. LowerBand = (High+Low)/2 + (Multiplier * ATR) Trend direction is determined by: - If Close > previous LowerBand, Trend = Bullish (1) - If Close < previous UpperBand, Trend = Bearish (-1) - Otherwise, Trend = previous Trend 🔶 VIX Analysis Framework The core innovation lies in the VIX analysis system: 1. Statistical Analysis: - VIX Mean = SMA(VIX, 252) - VIX Standard Deviation = StdDev(VIX, 252) - VIX Z-Score = (Current VIX - VIX Mean) / VIX StdDev 2. **Volatility Bands: - Upper Band 1 = VIX Mean + (2 * VIX StdDev) - Upper Band 2 = VIX Mean + (3 * VIX StdDev) - Lower Band 1 = VIX Mean - (2 * VIX StdDev) - Lower Band 2 = VIX Mean - (3 * VIX StdDev) 3. Volatility Regimes: - "Very Low Volatility": VIX < Lower Band 1 - "Low Volatility": Lower Band 1 ≤ VIX < Mean - "Normal Volatility": Mean ≤ VIX < Upper Band 1 - "High Volatility": Upper Band 1 ≤ VIX < Upper Band 2 - "Extreme Volatility": VIX ≥ Upper Band 2 4. VIX Trend Detection: - VIX EMA = EMA(VIX, 10) - VIX Rising = VIX > VIX EMA - VIX Falling = VIX < VIX EMA Local performance: 🔶 Entry Logic Integration The strategy combines trend signals with volatility filtering: Long Entry Condition: - Both SuperTrend 1 AND SuperTrend 2 must be bullish (trend = 1) - AND selected VIX filter condition must be satisfied Short Entry Condition: - Both SuperTrend 1 AND SuperTrend 2 must be bearish (trend = -1) - AND selected VIX filter condition must be satisfied Available VIX filter rules include: - "Below Mean + SD": VIX < Lower Band 1 - "Below Mean": VIX < VIX Mean - "Above Mean": VIX > VIX Mean - "Above Mean + SD": VIX > Upper Band 1 - "Falling VIX": VIX < VIX EMA - "Rising VIX": VIX > VIX EMA - "Any": No VIX filtering █ Trade Direction The strategy allows testing in three modes: 1. **Long Only:** Test volatility effects on uptrends only 2. **Short Only:** Examine volatility's impact on downtrends only 3. **Both (Default):** Compare how volatility affects both trend directions This enables comparative analysis of how volatility regimes impact bullish versus bearish markets differently. █ Usage Use this strategy as an experimental framework: 1. Form a hypothesis about how volatility affects trend reliability 2. Configure VIX filters to test your specific hypothesis 3. Analyze performance across different volatility regimes 4. Compare results between uptrends and downtrends 5. Refine your volatility filtering approach based on results 6. Share your findings with the trading community This framework allows you to investigate questions like: - Are uptrends more reliable during rising or falling volatility? - Do downtrends perform better when volatility is above or below its historical average? - Should different volatility filters be applied to long vs. short positions? █ Default Settings The default settings serve as a starting point for exploration: SuperTrend Parameters: - SuperTrend 1 (Length=13, Multiplier=3.5): More responsive to trend changes - SuperTrend 2 (Length=8, Multiplier=5.0): More selective filter requiring stronger trends VIX Analysis Settings: - Lookback Period = 252: Establishes a full market cycle for volatility context - Standard Deviation Bands = 2 and 3 SD: Creates statistically significant regime boundaries - VIX Trend Period = 10: Balances responsiveness with noise reduction Default VIX Filter Selection: - Long Entry: "Above Mean" - Tests if uptrends perform better during above-average volatility - Short Entry: "Rising VIX" - Tests if downtrends accelerate when volatility is increasing Feel Free to share your insight below!!!

Table to filter trades per day This script contains a block of code that allows users to filter the total number of trades, loss trades, win trades and win rate per day in a table. This makes it easier to compare which days were profitable and which were not. Be aware that this script can only be used in strategy scripts. To use the script, open it and copy every line from "START" to "STOP". Then, paste these lines at the very bottom of the strategy script that you want to attach it to. The user has the ability to adjust the position of the table and customize the size of the text displayed. If the user sets "Check when the trade:" to "Opened", the script will monitor when the trade opens and add it to the table once it has been closed. If "Check when the trade:" is set to "Closed", the script will track when the trade is closed and add it to the table once it has been closed. It is recommended to run the script on the "Exchange" setting for more accurate results, even though a "Set the timezone" option is available. This will prevent discrepancies caused by daylight saving time changes. Please note that the code will only work properly if you choose a daily timeframe or lower.

[D] Dudu 95 Strategy Template ver.1.1.Hello Guys! Nice to meet you all! This is my Second script after changing My Profile Name! I updated my strategy template before - I added some filter conditions (EMA, ADX, DMI). If there's something to update, I will update this script! Thank you! ----- I made this based on the open source strategies by jason5480, kevinmck100, myncrypto. Thank you All! ### Filter 1. Can Choose whether to use filter. 2. Filters Based on ATR, EMA, ADX, and DMI are ready to use. ### StopLoss 1. Can Choose Stop Loss Type: Percent, ATR, Previous Low / High. 2. Can Chosse inputs of each Stop Loss Type. ### Take Profit 1. Can set Risk Reward Ratio for Take Profit. - To simplify backtest, I erased all other options except RR Ratio. - You can add Take Profit Logic by adding options in the code. 2. Can set Take Profit Quantity. ### Risk Manangement 1. Can choose whether to use Risk Manangement Logic. - This controls the Quantity of the Entry. - e.g. If you want to take 3% risk per trade and stop loss price is 6% below the long entry price, then 50% of your equity will be used for trade. 2. Can choose How much risk you would take per trade. ### Plot 1. Added Labels to check the data of entry / exit positions. 2. Changed and Added color different from the original one. (green: #02732A, red: #D92332, yellow: #F2E313)

Strategy Myth-Busting #2 - Braid Filter+ADX+EMA-Trend - [MYN]This is part of a new series we are calling "Strategy Myth-Busting" where we take open public manual trading strategies and automate them. The goal is to not only validate the authenticity of the claims but to provide an automated version for traders who wish to trade autonomously. Our second one we are automating is the " Braid Filter: The Indicator That Will Make You a Fortune ( Crazy Win Rate ! ) " strategy from " TradeIQ " who claims to have backtested this manually and achieved 453% profit with a 75% winrate over 100 trades in just a few months. I was unable to emulate these results accommodating for slippage and commission but this strategy does fair pretty well at least compared to the first one we automated. If you know of or have a strategy you want to see myth-busted or just have an idea for one, please feel free to message me. This strategy uses a combination of 3 open-source public indicators: Braid Filter by Robert Hill CM_EMA Trend Bars by Chris Moody ADX and DI for V4 by Trend Bars by BeikabuOyaji Trading Rules 15 min candles but other time-frames seem to work well too. Long 1) Buy Price action above moving average. (bars are green) 2) Braid filter must issue a new green bar 3) ADX must be above the 20 level and be pointed up, If flat or downwards, don't enter trade (adjust ADX Slope to increase/decrease the incline of the slope) 4) Stop loss at the moving average or recent swing low. Short 1) Buy Price action below moving average. (bars are red) 2) Braid filter must issue a new red bar 3) ADX must be above the 20 level and be pointed up, If flat or downwards, don't enter trade (adjust ADX Slope to increase/decrease the incline of the slope) 4) Stop loss at the moving average or recent swing high. Target 1.5x the risk

Bollinger Bands Breakout Strategy Bollinger Bands Breakout Strategy is the strategy version of Bollinger Bands Filter study version, which can be found under my scripts page. The strategy goes long when price closes above the upper band and goes short signal when price closes below the lower band. Bollinger Bands is a classic indicator that uses a simple moving average of 20 periods, along with plots of upper and lower bands that are 2 standard deviations away from the basis line. These bands help visualize price volatility and trend based on where the price is, in relation to the bands. The strategy doesn't take into account any other parameters such as Volume / RSI / Fundamentals etc, so user must use discretion based on confirmations from another indicator or based on fundamentals. The strategy results are based on purely long and short trades and doesn't take into account any user defined targets or stop losses. The strategy works great when the price closes above/below upper/lower bands with continuation on next bar. It is definitely useful to have this strategy or the Bollinger Bands filter along with other indicators to get early glimpse of breach/fail of bands on candle close during BB squeeze or based on volatility . This can be used on Heikin Ashi candles for spotting trends, but HA candles are not recommended for trade entries as they don't reflect true price of the asset. The strategy settings default is 55 SMA and 1 standard deviation for Bollinger Bands filter, but these can be changed from settings. It is definitely worth reading the 22 rules of Bollinger Bands written by John Bollinger if interested in trading Bollinger Bands successfully.

First time coding - a 5min forex Scalping strategy This is my first attempt at producing a strategy in Pine Script. I am NOT a professional coder. I'm not even a good coder at that. I've only started Pine Script coding since September 2019. I am teaching myself. This script is far from finished. I need to tweak a number of things about this script. Namely: Add a validity window to the 'trigger bar' condition. Ie, I want to shut down the condition when the price closes above EMA21 Change the order entry so they are stop orders, using the stop entry price derived from the signals Make changes to lot sizing Add a trailing stop condition Comments welcome, but do not expect me to reply to any questions or requests. In fact, don't expect any replies from me. I consider myself notoriously bad at replies. I do welcome any feedback from any seasoned coders out there, as I am still a novice coder, and have so much to learn! As to anyone who wants to criticise me - constructive and helpful criticism are most welcome, criticism to make yourself feel superior to me - you kind can eat a dk. For the strategy rules, google the user ForexSignals TV account and look for the video "SIMPLE and PROFITABLE Forex Scalping Strategy". Share, learn, prosper Peace to y'all Serialhenry 6/11/19

Combo Backtest 123 Reversal & Bandpass Filter This is combo strategies for get a cumulative signal. Result signal will return 1 if two strategies is long, -1 if all strategies is short and 0 if signals of strategies is not equal. 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 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.

Bandpass Filter Strategy ver 2.0 The related article is copyrighted material from Stocks & Commodities Mar 2010 You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.

Vertical Horizontal Filter Backtest Vertical Horizontal Filter was initiated by Adam White. It was first published in a magazine called “Issues of Futures” in August, 1991. The Vertical Horizontal Filter (VHF) is a very common Indicator used by traders to find out the Phase of a Price Trend. Normally, a price trend can be in a Trending Phase or a Congestion Phase/Choppy Movement Phase. Adam White created this particular Technical Indicator to determine whether prices are trending in a particular direction or are they going through a transitional period. He used it to measure the range of Futures available in the market. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.