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Donchian Quest Research// ================================= Trend following strategy. // ================================= Strategy uses two channels. One channel - for opening trades. Second channel - for closing. Channel is similar to Donchian channel, but uses Close prices (not High/Low). That helps don't react to wicks of volatile candles (“stop hunting”). In most cases openings occur earlier than in Donchian channel. Closings occur only for real breakout. // ================================= Strategy waits for beginning of trend - when price breakout of channel. Default length of both channels = 50 candles. Conditions of trading: - Open Long: If last Close = max Close for 50 closes. - Close Long: If last Close = min Close for 50 closes. - Open Short: If last Close = min Close for 50 closes. - Close Short: If last Close = max Close for 50 closes. // ================================= Color of lines: - black - channel for opening trade. - red - channel for closing trade. - yellow - entry price. - fuchsia - stoploss and breakeven. - vertical green - go Long. - vertical red - go Short. - vertical gray - close in end, don't trade anymore. // ================================= Order size calculated with ATR and volatility. You can't trade 1 contract in BTC and 1 contract in XRP - for example. They have different price and volatility, so 1 contract BTC not equal 1 contract XRP. Script uses universal calculation for every market. It is based on: - Risk - USD sum you ready to loss in one trade. It calculated as percent of Equity. - ATR indicator - measurement of volatility. With default setting your stoploss = 0.5 percent of equity: - If initial capital is 1000 USD and used parameter "Permit stop" - loss will be 5 USD (0.5 % of equity). - If your Equity rises to 2000 USD and used parameter "Permit stop"- loss will be 10 USD (0.5 % of Equity). // ================================= This Risk works only if you enable “Permit stop” parameter in Settings. If this parameter disabled - strategy works as reversal strategy: ⁃ If close Long - channel border works as stoploss and momentarily go Short. ⁃ If close Short - channel border works as stoploss and momentarily go Long. Channel borders changed dynamically. So sometime your loss will be greater than ‘Risk %’. Sometime - less than ‘Risk %’. If this parameter enabled - maximum loss always equal to 'Risk %'. This parameter also include breakeven: if profit % = Risk %, then move stoploss to entry price. // ================================= Like all trend following strategies - it works only in trend conditions. If no trend - slowly bleeding. There is no special additional indicator to filter trend/notrend. You need to trade every signal of strategy. Strategy gives many losses: ⁃ 30 % of trades will close with profit. ⁃ 70 % of trades will close with loss. ⁃ But profit from 30% will be much greater than loss from 70 %. Your task - patiently wait for it and don't use risky setting for position sizing. // ================================= Recommended timeframe - Daily. // ================================= Trend can vary in lengths. Selecting length of channels determine which trend you will be hunting: ⁃ 20/10 - from several days to several weeks. ⁃ 20/20 or 50/20 - from several weeks to several months. ⁃ 50/50 or 100/50 or 100/100 - from several months to several years. // ================================= Inputs (Settings): - Length: length of channel for trade opening/closing. You can choose 20/10, 20/20, 50/20, 50/50, 100/50, 100/100. Default value: 50/50. - Permit Long / Permit short: Longs are most profitable for this strategy. You can disable Shorts and enable Longs only. Default value: permit all directions. - Risk % of Equity: for position sizing used Equity percent. Don't use values greater than 5 % - it's risky. Default value: 0.5%. ⁃ ATR multiplier: this multiplier moves stoploss up or down. Big multiplier = small size of order, small profit, stoploss far from entry, low chance of stoploss. Small multiplier = big size of order, big profit, stop near entry, high chance of stoploss. Default value: 2. - ATR length: number of candles to calculate ATR indicator. It used for order size and stoploss. Default value: 20. - Close in end - to close active trade in the end (and don't trade anymore) or leave it open. You can see difference in Strategy Tester. Default value: don’t close. - Permit stop: use stop or go reversal. Default value: without stop, reversal strategy. // ================================= Properties (Settings): - Initial capital - 1000 USD. - Script don't uses 'Order size' - you need to change 'Risk %' in Inputs instead. - Script don't uses 'Pyramiding'. - 'Commission' 0.055 % and 'Slippage' 0 - this parameters are for crypto exchanges with perpetual contracts (for example Bybit). If use on other markets - set it accordingly to your exchange parameters. // ================================= Big dataset used for chart - 'BITCOIN ALL TIME HISTORY INDEX'. It gives enough trades to understand logic of script. It have several good trends. // =================================
Strategia Pine Script®
di sergeyen
16
[GTH decimals heatmap] (wide screen advised)Preface I share my personal general view on indicators below; skip ahead to the Description below if you are not interested. It is my personal conviction that most - if not all - indicators rely mainly on trader's belief that they work, and in a feedback system like free markets they might become a self-fulfilling prophecy as a result, if (!) a big part of the traders believes in it, because some famous trader releases an indicator, or such person's public statement goes viral. One of those voodoo indicators is the famous "follow-through day". There is zero statistical evidence for its validity, beyond the validity of a statement like "If it's bright at day it's usually the sun shining". The uselessness was proven exactly on its inventor's YT channel, Investors Business Daily. According to the examiner, its inventor William J. O'Neil himself could not explain the values used for this indicator. It might have been an incidental observation at some point without general validity. A.k.a "curve fitting". Still, it's being used by many today. Another one of those indicators is the three points reversal on the S&P 500 Volatility Index (VIX) which allegedly might potentially maybe indicate a possible shift in trend. Both indicators share an immediately problematic feature: They use absolute values. Nothing is ever absolute in a highly subjective and emotionally driven game like the markets where a lot of money can be made and lost. Most indicators can not produce additional information since they can only re-pack price/volume action. Many times an interpretion of the distance between price and a moving average and/or the slope of a moving average deliver very similar - if not better - results than MACD, RSI etc., especially with standard settings, the origin of which are usually unknown (always a warning sign). Very few indicators can deliver information which is otherwise hard to quantify, e. g. market noise (Kaufman's Efficiency Ratio or Price Density) or volatility, standard deviation etc. It is common knowledge that trading the markets is a game of probability. No indicator works all the time (or at all, see above). In order to make decisions based on any indicator, the probability for its validity and the conditions under which validity seemed to have occurred, must be known. Otherwise it is just coffee grounds reading under the illusion of adding to the edge, when in fact it is only adding to the trees, making it even harder to see the forest. Description A common belief is that whole or half-dollar prices tend to be attraction points in price action, so a number of traders include those into decision making. But are they really...? Spoiler Alert: Generally, it is safe to say that for the big majority of stocks there is very thin evidence for it. It depends vastly on the asset, the timeframe used and the market period (pre/post/main trading times). If at all, there seems to be an above random but still thin evidence for whole prices being significant attraction points. Interesting/surprising patterns are visible on many stocks/timeframes/session periods, though. The screenshot shows TSLA, 30m timeframe, two heatmaps added. The top one shows pre/post-market data only, the bottom one main market data only. The cyan fields indicate the strongest occurrence, the dark blue fields indicate the weakest occurrence of open/high/low/close prices at the respective decimal. The red field indicates the current/last price decimal. Clearly, TSLA displays a strong pre-market attraction for .00, followed by .33 and .67 and .50. This pattern of thirds seems to be a unique feature of TSLA. In the main trading session it is being diluted by a more random distribution. Other interesting equities to examine: SPY: No significant pattern on any timeframe! META: Generally weak patterns on all timeframes, but interestingly on the 1D there is evidence for less randomness on O and H, more on L and most on C. AAPL: 1D, foggy attraction areas around .35 and .12. Whole price is no attraction area at all! Very weak attraction around .73. AMD: Strong pattern on D, W, M, attraction areas around 1/16th intervals. No patterns on lower timeframes. AMZN: Significant differences between pre/post and main session. Strong 1/16th pattern below D in pre/post. TAOP: Strong 1/5th pattern on all timeframes. Read the tool tips and go explore!
Indicatore Pine Script®
di gehteha
EMA 9/21 with Target Price [SS]Hey everyone, Coming back with my EMA 9/21 indicator. My original one was removed a long time ago because I didn't really realize that there were already plenty of similar indicators (my bad!) but this one is my unique, Steversteves edition haha. About the Indicator: Essentially, it just combines the 2 only EMA's I ever really use (the 9 and 21) with an ATR based analysis to calculate the average range a ticker undergoes after an EMA 9 / 21 Cross-over and Cross-under. You can see the major example being in the chart above. I use this for dramatic effect as SPY just happened to have topped at the second expected bull target on the daily. But obviously the intention for this indicator is to be used on the smaller timeframes. Let's take a look at some examples with various tickers. TSLA: So let's just use the previous day as example (which was Friday). If we look to the chart below: TSLA did an EMA 9/21 crossover (bullish) in premarket. This put the immediate TP at 234.59. If we play out the chart: We shot right to it at open. We then did a cross under with a TP of 225.93, but that was not realized as the sentiment was too bullish. We then cross back over to the upside, putthing next TP at 238.88 which was realized: NVDA: On Friday, NVDA was a bit of a mess, lots of whipsaw off open. But once we finally had a cross under with 3 consecutive closes below the EMA9/21 on the 5 minute chart, it solidified the likelihood of a short: And this was the result: We came down to the first target, held it actually as support before finally crossing back over, setting the next TP at 475.05. We got 3 consecutive closes above the EMA 9/21, so let's see what happened: Nothing really, we closed before we got there, but we did make progress towards it. And last but not least SPY: We opened the day with a bullish crossover and 3 consecutive closes above the EMA9/21, making our TP 441.38 (chart above). Let's see what happened: We came just shy of it after the fed release volatility slammed it down, where we got a crossunder (bearish) to a TP of 436.21: This ended up playing out, we did get a bullish crossover later in the day and so let's see what happened then: So those are the real examples, most recent examples of trading using this. They are not all perfect, which is intentional because you need to use a bit of your own analysis, of course, when you are using this type of strategy or indicator. The EMA 9/21 is not sufficient generally on its own, but it is very helpful to gauge the immediate PA and whether the expected move aligns with your overall thesis on the day in terms of realistic target prices. Customizability: In terms of the customizability, this is a very basic indicator aside from the assessment of ranges. So there really is not a lot to customize. You can toggle off and on the labels if you do not want them, you can also adjust the lookback length for the ATR assessment. The lookback length is defaulted to 500, I do really highly suggest you leave it at 500 because this has worked well for me and in back-testing, it has performed above my own expectations. But, that said, you can take this and back-test as you wish with whatever parameters you feel are most appropriate. I haven't back-tested this on every stock known to man, my go to's are SPY, QQQ, sometimes MSFT and so it works well on those. But perhaps some others will have differing results. Final Thoughts: That is the indicator in a nutshell! It is really self explanatory and its likely a strategy most of you already know. This just helps to add realistic price targets and context to those cross-overs and cross-unders. It also works fine on larger timeframes. We can see it on the 1 hour with MSFT: On the 2 hour hour with QQQ: And I am sure you can find other examples! That's it everyone, safe trades!
Indicatore Pine Script®
di Steversteves
30
D-Bot Alpha RSI Breakout StrategyHello dear Traders, Here is a simple yet effective strategy to use, for best profit higher time frame, such as daily. Structure of the code The code defines inputs for SMA (simple moving average) length, RSI (relative strength index) length, RSI entry level, RSI stop loss level, and RSI take profit level. The default values of these variables can be customized as per the user's preferences. The script calculates SMA and RSI based on the input parameters and the closing price of the asset. Trading logic This strategy allows the placement of a long position when: The RSI crosses above the RSI entry level and The close price is above the SMA value. After entering a long position, it applies a trailing stop mechanism. The stop price is updated to the close price if the close price is lower than the last close price. The script closes the long position when: RSI falls below the stop loss level. RSI reaches or exceeds the take profit level. If the trailing stop is activated (once RSI reaches or exceeds the take profit level), the closing price falls below the trailing stop level. Strengths The strategy includes mechanisms for entering a position, taking profit, and stopping losses, which are fundamental aspects of a trading strategy. It applies a trailing stop mechanism that allows to capture further gains if the price keeps increasing while protecting from losses if the price starts to decrease. Weaknesses This strategy only contemplates long positions. Depending on the market situation, the strategy may miss opportunities for short selling when the market is on a downward trend. The choice of the fixed RSI entry, stop loss, and take profit levels may not be ideal for all market conditions or assets. It might benefit from a more adaptive mechanism that adjusts these levels according to market volatility or trend. The strategy doesn't factor in trading costs (such as spread or commission), which could have a significant impact on the net profit, especially if the user is trading with a high frequency or in a low liquidity market. How to trade with this strategy Given these parameters and the strategy outlined by the code, the trader would enter a long position when the RSI crosses above the RSI entry level (default 34) and the closing price is above the SMA value (SMA calculated with default period of 200). The trader would exit the position when either the RSI falls below the RSI stop loss level (default 30), or RSI rises above the RSI take profit level (default 50), or when the trailing stop is hit. Remember "The strategies I have prepared are entirely for educational purposes and should not be considered as investment advice. Support your trades using other tools. Wishing everyone profitable trades..."
Strategia Pine Script®
di Genesis-Trader
Fair Value Strategy UltimateThis is a strategy using an index's (SPX, NDX, RUT) Fair Value derived from Net Liquidity. Net Liquidity function is simply: Fed Balance Sheet - Treasury General Account - Reverse Repo Balance Formula for calculating the fair value of and Index using Net Liquidity looks like this: net_liquidity/1000000000/scalar - subtractor The Index Fair Value is then subtracted from the Index value which creates an oscillating diff value. When diff is greater than the overbought threshold, Index is considered overbought and we go short/sell. When diff is less than the oversold signal, Index is considered oversold and we cover/buy. The net liquidity values I calculate outside of TradingView. If you'd like the strategy to work for future dates, you'll need to update the reference to my NetLiquidityLibrary , which I update daily. Parameters: Index: SPX, NDX, RUT Strategy: Short Only, Long Only, Long/Short Inverse (bool): check if using an inverse ETF to go long instead of short. Scalar (float) Subtractor (int) Overbought Threshold (int) Oversold Threshold (int) Start After Date: When the strategy should start trading Close Date: Day to close open trades. I just like it to get complete results rather than the strategy ending with open trades. Optimal Parameters: I've optimized the parameters for each index using the python backtesting library and they are as follows => SPX Scalar: 1.1 Subtractor: 1425 OB Threshold: 0 OS Threshold: -175 NDX Scalar: 0.5 Subtractor: 250 OB Threshold: 0 OS Threshold: -25 RUT Scalar: 3.2 Subtractor: 50 OB Threshold: 25 OS Threshold: -25
Strategia Pine Script®
di calebsandfort
9
Three Golden By Moonalert ========================= English ========================= Three Golden By Moonalert (Green Bar) BUY = All three conditions are agree uptrend. 1 candlestick is on the middle line of Bollinger Bands 2 RSI is more than 50 3 MACD cross up Zero Line (Red Bar) SELL = All three conditions are agree downtrend 1 candlestick is under the middle line of Bollinger Bands 2 RSI is less than 50 3 MACD cross down Zero Line (Yello Bar) Wait and see = some candition are agree uptrend or downtrend Basic logic is Green = Buy Red = Sell Yello = wait and see Working Good for TF Daily. ========================= THAI ========================= เขียว = ซื้อ ( Bollinger bands , Rsi , Macd บอกขึ้นทั้งหมด ) เเดง = ขาย ( Bollinger bands , Rsi , Macd บอกลงทั้งหมด ) เหลือง = นั่งนิ่งๆ ( Bollinger bands , Rsi , Macd บอกขั้นหรือลงบางตัว ) สามารถปรับMACD ระหว่าง Cross Signal กับ Cross Zeroได้ เเนะนำอย่างหลัง สามารถปรับ EMA 20 50 200 เปิดปิดได้ที่ตั้งค่า
Indicatore Pine Script®
di TED0Title
1
Multi-timeframe MAs + Stoch RSI SignalsHello traders, I welcome you to my first published script on TradingView: “Multi-timeframe Moving Averages + Stochastic RSI”. The script is based on a simple formula: Buy signals are generated when a fast moving average is above a slower moving average (uptrend) and the Stochastic RSI K line is crossing above the oversold level (entry). Sell signals are generated when a fast moving average is below a slower moving average (downtrend) and the Stochastic RSI K line is crossing below the overbought level (entry). This indicator works best in strong trends! **Please note the above example has repainting turned on which may produce unrealistic results when viewing historical data. See below for more information regarding this and how you can turn it off.** The user has the following inputs: - Option to change the Stochastic RSI settings, including the oversold and overbought levels. - Option to enter any value for both the Fast Moving Average and the Slow Moving Average. - Option to change between EMA or SMA for each moving average. - Multiple time frames to choose from, as well as the ability to selectively turn off individual time frames (both plots and alerts). (Default time frames are 1 hour, 4 hour, and Daily. You can have a 4th time frame by changing your current time frame to something lower than the other 3 time frames) - Turn on/off repainting: If repainting is turned on you will get an alert and buy/sell signal on chart immediately when condition is met, however the signal may disappear from chart if the condition reverses during the same candle. If repainting is turned off, the indicator will wait for the candle to close before issuing the alert and painting the signal on chart. For higher time frames, the indicator will wait for the candle in the higher time frame to close before issuing a signal if repaint is turned off. Default is set to Repaint on, so please be aware of this if you do not want repainting. How to use alerts: - Before you do anything, make sure your current time frame is the lowest time frame you’d like alerts on, as you will still receive alerts for the higher time frames you selected in settings. - Once you have all the settings changed to how you like, save your chart first. Then right click on any of the indicator’s buy/sell signals on the chart and click “Add Alert on MAs + Stoch RSI”. - Make sure “Any alert() function call” is selected under the Condition. - You can delete or change the text in “Alert name” if you want as the alert message is already built into the indicator, and it will tell you in the alert message which asset and time frame to buy or sell. Other things to note: - The indicator will not display the buy/sell signals of lower time frames when you are on a higher time frame. This was done purposely to reduce clutter on the chart when you switch to higher time frames. - While the alert message will tell you which time frame a signal was generated, the plots on the chart will instead show “Buy/Sell TF1, or TF2, or TF3”. If the signal is from the current time frame that the alert was created on, then it will simply show “Buy” or “Sell”. Hope you guys enjoy using this one, please drop a like if you found it useful. If anyone wants to modify my script in any way, please just credit me for the original work when you publish the script. Good luck!
Indicatore Pine Script®
di tommyf1001
12
Momentum Performance This Indicator displays the momentum (performance) of the symbol in percent. You can compare the performance with other symbols. The default benchmarks are the S&P 500, the MSCI World and the FTSE All World EX US. The default length corresponds to one year in the timeframes monthly, weekly and daily. In intraday the default length is 200, but you can also set your own setting. You have also the opportunity to display a average momentum performance of the main symbol.
Indicatore Pine Script®
di brettkind
Webby's RSI (Really Simple Indicator)Webby's RSI (Really Simple Indicator) is a technical indicator designed to gauge the health of an uptrend. The concept and original implementation was created by Mike Webster, previously a portfolio manager for William O'Neil, founder of Investor's Business Daily. Most often used with the Nasdaq Composite (IXIC), Webby's RSI is the percentage of the low versus the 21-day moving average. At the beginning of a bull market, the higher the value, the better, as we want to see power. Using the zones shown on the chart: 0.5% and 2.0% - Ideal 2.0% to 4.0% - Caution 4.0%+ - Warning
Indicatore Pine Script®
di JohnMuchow
10
Trading With Colors7 hours ago Hello friends. This is simply a moving average ribbon, per se. The values for the colored ribbon can have their length calculated to fit their chosen resolution on the current one. This solved problems for me, but it was my own solution. Maybe I'll learn something new from sharing this. To everybody else who is learning as well, this script essentially serves to introduce other time-frame moving averages. This intends to helps traders find the scope of relevance and not get lost in the current time-frame. Besides the colored moving averages (2 sets, different resolutions, great zoomed in our out), I included optional check-boxes to allow comparison of sets of moving averages at will, so that the most important to the individual trader can be compared and selected specifically. I kept the default options set to keep it clean. It likely won't be the only indicator on one's chart, so it's naturally best to reduce indicator noise from one, as to not subtract from the benefit of the other indicators. I integrated tons of acquired knowledge into this, so I hope somebody finds a missing piece to their collection or a solution to a coding problem within. I also hope this provides a new insight and helps others on their path to financial freedom. Best wishes. PS: I left some old code in comments in case it helps to understand the evolution of my code. I'll update this again once it works on the Daily. You might figure it out before I do, in wish case, do share :)
Indicatore Pine Script®
di SnorkelSteve
1
Linear Regression Pearson's R - Trend Channel StrategyThis script takes advantage of the Pearson's R attribute of the data set you provide. Pearson's R attempts to find how correlated data is with a potential pattern. If the number is negative the correlation is upwards . If it's positive the correlation is downwards . Pearson's R can only be a number between -1 and 1. It should be impossible to ever reach -1 or 1 as that would be a perfect correlation. This particular strategy involves using linear regression and Pearson's R to keep recalculating steps back from the current position until the Pearson's R reaches the desired amount. For example, in my experience I have found that 0.85 for as a buy point is very good as it means the trend is very reliable and solid. When the market tends to be bullish it tends to do so longer then when it's bearish. Likewise when a downtrend is more real, I found that 0.71 for the negative Pearson's R value is ideal and gives the best results. These can all be changed in the settings section (with the gear icon) next to when you set your results. This strategy is really fun/useful to watch if you have the replay bar mode enabled for TradingView. This script supports this and all you have to do is go into the settings and enable realtime mode . Doing this you can actually see the trend lines change in realtime and comes in very handy for seeing long term reversals as you will see the Pearson's R value start to go down or up indicating the path it's going on. WARNING: This script is very intensive on the processing power of your machine. If you find that it's to slow you may have to go into the settings of the script and adjust the 'step by' parameter so that it calculates a little faster. It won't be as accurate but it will be good enough. I feel I've optimized it with it's current setting as an example of what you want to aim for. If there are any questions do no hesitate to message or ask me. I love feedback on the community for new features and ideas! This works best with with XBTUSD on the 4 hourly chart . It does not seem to work well if you go below hourly or go above daily.
Strategia Pine Script®
di Gentleman-Goat
14
Traded Range & True ATRBlack line = Trade Range from the last X periods. Red Line = 61.8% of black line value. Green bar = The current trade period range. Default Value = 21 (21 days = I business month) Generally speaking, a stock moves approximately the same value daily. Knowing the approximate value it likes to stay within calms the nerves when you see retracement of price occuring. IE. Price average = 1.00 in a day. It move .75 within first hour then retraces in the opposite direction. There are still hours left in the trade day, so it is trading in its value range in order to not over extend itself. This differs in calculation from the Wells Wilder version as it smooths out jumps and only examines the ranges between high and low. A good rule of thumb is. Stop Loss = Entry Price +/- (ATR * 1.5) Take Profit = (1) Entry Price +/- ATR - 50% exit (Set Trailing Stop @ Entry Value), (2) Entry Price +/- ATR * 2 (50% of remaining).
Indicatore Pine Script®
di priceprophet
3
RSI Multi Time Frame - Spot Panic Sell Moments and profit!Union of three RSI indicators: 1h, 4h and daily. In order to show 1h RSI, you have to set it as active time frame on the chart. Purpose: spot "triple oversold" moments, where all the three RSI are under the threshold, which is 30 by default but editable. Target Market: Cryptocurrencies. Didn't try it on other ones, may work as well. Fits Crypto well as, by experience, I can tell it usually doesn't stay oversold for long. When the market panics and triple oversold occurs, the spot is highlighted by a green vertical bar on the indicator. The indicator highlights triple overbought conditions as well (usually indicating strong FOMO), but I usually don't use it as a signal. I suggest to edit the oversold threshold in order to make it fit the coin you're studying, minimizing false positives. Special thanks to Heavy91, a Discord user, for inspiring me in this indicator. Any editing proposal is welcome! I reposted this script, as the first time I wrote it in Italian. Sorry for that.
Indicatore Pine Script®
di lukescream
4