Portfolio Backtester Engine█ OVERVIEW
Portfolio Backtester Engine (PBTE). This tool will allow you to backtest strategies across multiple securities at once. Allowing you to easier understand if your strategy is robust. If you are familiar with the PineCoders backtesting engine , then you will find this indicator pleasant to work with as it is an adaptation based on that work. Much of the functionality has been kept the same, or enhanced, with some minor adjustments I made on the account of creating a more subjectively intuitive tool.
█ HISTORY
The original purpose of the backtesting engine (`BTE`) was to bridge the gap between strategies and studies . Previously, strategies did not contain the ability to send alerts, but were necessary for backtesting. Studies on the other hand were necessary for sending alerts, but could not provide backtesting results . Often, traders would have to manage two separate Pine scripts to take advantage of each feature, this was less than ideal.
The `BTE` published by PineCoders offered a solution to this issue by generating backtesting results under the context of a study(). This allowed traders to backtest their strategy and simultaneously generate alerts for automated trading, thus eliminating the need for a separate strategy() script (though, even converting the engine to a strategy was made simple by the PineCoders!).
Fast forward a couple years and PineScript evolved beyond these issues and alerts were introduced into strategies. The BTE was not quite as necessary anymore, but is still extremely useful as it contains extra features and data not found under the strategy() context. Below is an excerpt of features contained by the BTE:
"""
More than `40` built-in strategies,
Customizable components,
Coupling with your own external indicator,
Simple conversion from Study to Strategy modes,
Post-Exit analysis to search for alternate trade outcomes,
Use of the Data Window to show detailed bar by bar trade information and global statistics, including some not provided by TV backtesting,
Plotting of reminders and generation of alerts on in-trade events.
"""
Before I go any further, I want to be clear that the BTE is STILL a good tool and it is STILL very useful. The Portfolio Backtesting Engine I am introducing is only a tangental advancement and not to be confused as a replacement, this tool would not have been possible without the `BTE`.
█ THE PROBLEM
Most strategies built in Pine are limited by one thing. Data. Backtesting should be a rigorous process and researchers should examine the performance of their strategy across all market regimes; that includes, bullish and bearish markets, ranging markets, low volatility and high volatility. Depending on your TV subscription The Pine Engine is limited to 5k-20k historical bars available for backtesting, which can often leave the strategy results wanting. As a general rule of thumb, strategies should be tested across a quantity of historical bars which will allow for at least 100 trades. In many cases, the lack of historical bars available for backtesting and frequency of the strategy signals produces less than 100 trades, rendering your strategy results inconclusive.
█ THE SOLUTION
In order to be confident that we have a robust strategy we must test it across all market regimes and we must have over 100 trades. To do this effectively, researchers can use the Portfolio Backtesting Engine (PBTE).
By testing a strategy across a carefully selected portfolio of securities, researchers can now gather 5k-20k historical bars per security! Currently, the PTBE allows up to 5 securities, which amounts to 25k-100k historical bars.
█ HOW TO USE
1 — Add the indicator to your chart.
• Confirm inputs. These will be the most important initial values which you can change later by clicking the gear icon ⚙ and opening up the settings of the indicator.
2 — Select a portfolio.
• You will want to spend some time carefully selecting a portfolio of securities.
• Each security should be uncorrelated.
• The entire portfolio should contain a mix of different market regimes.
You should understand that strategies generally take advantage of one particular type of market regime. (trending, ranging, low/high volatility)
For example, the default RSI strategy is typically advantageous during ranging markets, whereas a typical moving average crossover strategy is advantageous in trending markets.
If you were to use the standard RSI strategy during a trending market, you might be selling when you should be buying.
Similarily, if you use an SMA crossover during a ranging market, you will find that the MA's may produce many false signals.
Even if you build a strategy that is designed to be used only in a trending market, it is still best to select a portfolio of all market regimes
as you will be able to test how your strategy will perform when the market does something unexpected.
3 — Test a built-in strategy or add your own.
• Navigate to gear icon ⚙ (settings) of strategy.
• Choose your options.
• Select a Main Entry Strat and Alternate Entry Strat .
• If you want to add your own strategy, you will need to modify the source code and follow the built-in example.
• You will only need to generate (buy 1 / sell -1/ neutral 0) signals.
• Select a Filter , by default these are all off.
• Select an Entry Stop - This will be your stop loss placed at the trade entry.
• Select Pyamiding - This will allow you to stack positions. By default this is off.
• Select Hard Exits - You can also think of these as Take Profits.
• Let the strategy run and take note of the display tables results.
• Portfolio - Shows each security.
• The strategy runs on each asset in your portfolio.
• The initial capital is equally distributed across each security.
So if you have 5 securities and a starting capital of 100,000$ then each security will run the strategy starting with 20,000$
The total row will aggregate the results on a bar by bar basis showing the total results of your initial capital.
• Net Profit (NP) - Shows profitability.
• Number of Trades (#T) - Shows # of trades taken during backtesting period.
• Typically will want to see this number greater than 100 on the "Total" row.
• Average Trade Length (ATL) - Shows average # of days in a trade.
• Maximum Drawdown (MD ) - Max peak-to-valley equity drawdown during backtesting period.
• This number defines the minimum amount of capital required to trade the system.
• Typically, this shouldn’t be lower than 34% and we will want to allow for at least 50% beyond this number.
• Maximum Loss (ML) - Shows largest loss experienced on a per-trade basis.
• Normally, don’t want to exceed more than 1-2 % of equity.
• Maximum Drawdown Duration (MDD) - The longest duration of a drawdown in equity prior to a new equity peak.
• This number is important to help us psychologically understand how long we can expect to wait for a new peak in account equity.
• Maximum Consecutive Losses (MCL) - The max consecutive losses endured throughout the backtesting period.
• Another important metric for trader psychology, this will help you understand how many losses you should be prepared to handle.
• Profit to Maximum Drawdown (P:MD) - A ratio for the average profit to the maximum drawdown.
• The higher the ratio is, the better. Large profits and small losses contribute to a good PMD.
• This metric allows us to examine the profit with respect to risk.
• Profit Loss Ratio (P:L) - Average profit over the average loss.
• Typically this number should be higher in trend following systems.
• Mean reversion systems show lower values, but compensate with a better win %.
• Percent Winners (% W) - The percentage of winning trades.
• Trend systems will usually have lower win percentages, since statistically the market is only trending roughly 30% of the time.
• Mean reversion systems typically should have a high % W.
• Time Percentage (Time %) - The amount of time that the system has an open position.
• The more time you are in the market, the more you are exposed to market risk, not to mention you could be using that money for something else right?
• Return on Investment (ROI) - Your Net Profit over your initial investment, represented as a percentage.
• You want this number to be positive and high.
• Open Profit (OP) - If the strategy has any open positions, the floating value will be represented here.
• Trading Days (TD) - An important metric showing how many days the strategy was active.
• This is good to know and will be valuable in understanding how long you will need to run this strategy in order to achieve results.
█ FEATURES
These are additional features that extend the original `BTE` features.
- Portfolio backtesting.
- Color coded performance results.
- Circuit Breakers that will stop trading.
- Position reversals on exit. (Simulating the function of always in the market. Similar to strategy.entry functionality)
- Whipsaw Filter
- Moving Average Filter
- Minimum Change Filter
- % Gain Equity Exit
- Popular strategies, (MACD, MA cross, supertrend)
Below are features that were excluded from the original `BTE`
- 2 stage in-trade stops with kick-in rules (This was a subjective decision to remove. I found it to be complex and thwarted my use of the `BTE` for some time.)
- Simple conversion from Study to Strategy modes. (Not possible with multiple securities)
- Coupling with your own external indicator (Not really practical to use with multiple securities, but could be used if signals were generated based on some indicator which was not based on the current chart)
- Use of the Data Window to show detailed bar by bar trade information and global statistics.
- Post Exit Analysis.
- Plotting of reminders and generation of alerts on in-trade events.
- Alerts (These may be added in the future by request when I find the time.)
█ THANKS
The whole PineCoders team for all their shared knowledge and original publication of the BTE and Richard Weismann for his ideas on building robust strategies.
═════════════════════════════════════════════════════════════════════════
Cerca negli script per "stop loss"
Bollinger Bands Strategy with Intraday Intensity IndexFor Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed.
This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets.
This is a mean reversion strategy based on Bollinger Bands and the Intraday Intensity Index (a volume indicator). John Bollinger mentions that the Intraday Intensity Index can be used with Bollinger Bands and is one of the top indicators he recommends in his book. It seems he prefers it over the other volume indicators that he compares to for some reason. III looks a lot like Chaikin Money Flow but without the denominator in that calculation. On the default settings of the BBs, the III helps give off better entry signals. John Bollinger however is vague on how to use the BBs and it's hard to say if one should enter when it is below/above the bands or when the price crosses them. I find that with many indicators and strategies it's best to wait for a confirmation of some sort, in this case by waiting for some crossover of a band. Like most mean reversion strategies, the exit is very loose if using BBs alone. Usually the plan to exit is when the price finally reverts back to the mean or in this case the middle band. This can potentially lead to huge drawdowns and/or losses. Mean reversion strategies can have high win/loss ratios but can still end up unprofitable because of the huge losses that can occur. These drawdowns/losses that mean reversion strategies suffer from can potentially eat away at a large chunk of all that was previously made or perhaps up to all of it in the worst cases, can occur weeks or perhaps up to months after being profitable trading such a strategy, and will take a while and several trades to make it all back or keep a profitable track record. It is important to have a stop loss, trailing stop, or some sort of stop plan with these types of strategies. For this one, in addition to exiting the trade when price reverts to the middle band, I included a time-based stop plan that exits with a gain or with a loss to avoid potentially large losses, and to exit after only a few periods after taking the trade if in profit instead of waiting for the price to revert back to the mean.
JackBot Scalper v6Jackbot Scalper v6 Update
In Version 6, Jackbot has improved performance on higher time frames with close to 85% success rate on 1-hour times frames and 70% success rate on 15-minute time frames.
Who
I am Jack Donaghy, a crypto trader and wealth strategist at an international asset management firm. I have traded billions in assets for clients and have grown a portfolio of personal assets by nearly 2200% within the last 1.5 years from trading. I originally invested in cryptocurrencies in November of 2016 and have been catching waves ever since. This bot is for those interested in scalping methods.
What
Jackbot Pro Scalper is a scalping study for Bitcoin that operates on small timeframes. It has a 60-70% success rate and operates with the goal of maximizing gains while minimizing losses. This bot works well with leveraged strategies as it pursues both long and short positions. While I primarily use the bot on BitMex, I have seen good success on Bitfinex with various USDT pairs including VEN and ETH.
When
With v6, the best results have come from 13, 15, and 17-minute charts with incredible success found on the 1-hour charts.
How
The bot works by 1. Defining its entry point. 2. Defining a take profit 3. Defining a stop loss. The magic of the bot is that it will not close a trade at the take profit, if volume and price are increasing, it will hold the exit until another indicator determines a reversal of the trend. More than that would ruin the logic so you will just have to see for yourself.
To Trade
Large Spikes = Entries (Green = Long, Red = Short)
Small Spikes = Take Profit (Green = Long Exit, Red = Short Exit)
Medium Spikes = Stop Loss (Purple = Long SL, Yellow = Short SL)
Previous Results
Backtested, Jackbot v6 shows that with 1 Bitcoin (unleveraged) you can make about 12K in a 1.5 month period. My personal experience was trading a test amount of Bitcoin on a particularly good run at 25x leverage using 25% of a test portfolio It went from 0.015 Bitcoin to 0.091 within 10 days. See ibb.co (This test was from V5.4 which V6 has improved upon.)
Disclaimer: This strategy is by no means perfect and not every trade will be a winner. It is a tool in your belt, not a perfect 100% trader. Previously, results show with a 25x leveraged position, the losses are ~20% before it will cut off the trade, however, the gains can be 40%+ (As the bot continues to run in certain conditions, it will often pick up major moves and hold them for longer.) It can have bad runs and a slew of poor entries, especially in tight volatile ranges.
PLEASE NOTE: This strategy can struggle with chop following major moves, if you are manually entering, consider other market conditions before entry if the price is in a tight range.
Cost
Jackbot will be offered for 0.1 Bitcoin and will be limited to the first 100 people who apply.
JackBot Scalper V5.4 Who
I am Jack Donaghy, a crypto trader and wealth strategist at an international asset management firm. I have traded billions in assets for clients and have grown a portfolio of personal assets by nearly 2200% within the last 1.5 years from trading. I originally invested in cryptocurrencies in November of 2016 and been catching waves ever since. This bot is for those interested in scalping methods.
What
Jackbot Pro Scalper is scalping study for bitcoin that operates on small timeframes. It has a 60-70% success rate and operates with the goal of maximizing gains while minimizing losses. This bot works well with leveraged strategies as pursues both long and short positions. While I primarily use it on BitMex, I have seen good success on Bitfinex.
When
5-30 minute charts, longer time frames can work but have not been successful enough to warrant publishing. Best results have come from 13 and 17-minute timeframes.
How
The bot works by 1. Defining its entry point. 2. Defining a take profit 3. Defining a stop loss. The magic of the bot is that it will not close a trade at the take profit, if volume and price are increasing, it will hold the exit until another indicator determines a reversal of the trend. More than that would ruin the logic so you will just have to see for yourself.
To Trade
Large Spikes = Entries (Green = Long, Red = Short)
Small Spikes = Take Profit (Green = Long Exit, Red = Short Exit)
Medium Spikes = Stop Loss (Purple = Long SL, Yellow = Short SL)
Previous Results
Backtested, this bot shows that with 1 Bitcoin (unleveraged) you can make about 10K in a 1.5 month period. My personal experience was trading a test amount of bitcoin on a particularly good run at 25x leverage using 25% of a test portfolio It went from 0.015 bitcoin to 0.091 within 10 days. See ibb.co
Disclaimer: This strategy is by no means perfect and not every trade will be a winner. Previously results show with a 25x leveraged position, the losses are ~20% before it will cut off the trade, however, the gains can be 40%+ (As the bot continues to run in certain conditions, it will often pick up major moves and hold them for longer.) It can have bad runs and a slew of poor entries, especially in tight volatile ranges.
PLEASE NOTE: This strategy can struggle with chop following major moves, if you are manually entering, consider other market conditions before entry if the price is in a tight range.
[Kpt-Ahab] Simple AlgoPilot Riskmgt and Backtest Simple AlgoPilot Riskmgt and Backtest
This script provides a compact solution for automated risk management and backtesting within TradingView.
It offers the following core functionalities:
Risk Management:
The system integrates various risk limitation mechanisms:
Percentage-based or trailing stop-loss
Maximum losing streak limitation
Maximum drawdown limitation relative to account equity
Flexible position sizing control (based on equity, fixed size, or contracts)
Dynamic repurchasing of positions ("Repurchase") during losses with adjustable size scaling
Supports multi-stage take-profit targets (TP1/TP2) and automatic stop-loss adjustment to breakeven
External Signal Processing for Backtesting:
In addition to its own moving average crossovers, the script can process external trading signals:
External signals are received via a source input variable (e.g., from other indicators or signal generators)
Positive values (+1) trigger long positions, negative values (–1) trigger short positions
This allows for easy integration of other indicator-based strategies into backtests
Additional Backtesting Features:
Selection between different MA types (SMA, EMA, WMA, VWMA, HMA)
Flexible time filtering (trade only within defined start and end dates)
Simulation of commission costs, slippage, and leverage
Optional alert functions for moving average crossovers
Visualization of liquidation prices and portfolio development in an integrated table
Note: This script is primarily intended for strategic backtesting and risk setting optimization.
Real-time applications should be tested with caution. All order executions, alerts, and risk calculations are purely simulation-based.
Explanation of Calculations and Logics:
1. Risk Management and Position Sizing:
The position size is calculated based on the user’s choice using three possible methods:
Percentage of Equity:
The position size is a defined fraction of the available capital, dynamically adjusted based on market price (riskPerc / close).
Fixed Size (in currency): The user defines a fixed monetary amount to be used per trade.
Contracts: A fixed number of contracts is traded regardless of the current price.
Leverage: The selected leverage multiplies the position size for margin calculations.
2. Trade Logic and Signal Triggering:
Trades can be triggered through two mechanisms:
Internal Signals:
When a fast moving average crosses above or below a slower moving average (ta.crossover, ta.crossunder). The type of moving averages (SMA, EMA, WMA, VWMA, HMA) can be freely selected.
External Signals:
Signals from other indicators can be received via an input source field.
+1 triggers a long entry, –1 triggers a short entry.
Position Management:
Once entered, the position is actively managed.
Multiple take-profit targets are set.
Upon reaching a profit target, the stop-loss can optionally be moved to breakeven.
3. Stop-Loss and Take-Profit Logic:
Stop-Loss Types:
Fixed Percentage Stop:
A fixed distance below/above the entry price.
Trailing Stop:
Dynamically adjusts as the trade moves into profit.
Fast Trailing Stop:
A more aggressive variant of trailing that reacts quicker to price changes.
Take-Profit Management:
Two take-profit targets (TP1 and TP2) are supported, allowing partial exits at different stages.
Remaining positions can either reach the second target or be closed by the stop-loss.
4. Repurchase Strategy ("Scaling In" on Losses):
If a position reaches a specified loss threshold (e.g., –15%), an automatic additional purchase can occur.
The position size is increased by a configurable percentage.
Repurchases happen only if an initial position is already open.
5. Backtesting Control and Filters:
Time Filters:
A trading period can be defined (start and end date).
All trades outside the selected period are ignored.
Risk Filters: Trading is paused if:
A maximum losing streak is reached.
A maximum allowed drawdown is exceeded.
6. Liquidation Calculation (Simulation Only):
The script simulates liquidation prices based on the account balance and position size.
Liquidation lines are drawn on the chart to better visualize potential risk exposure.
This is purely a visual aid — no real broker-side liquidation is performed.
Long Term Profitable Swing | AbbasA Story of a Profitable Swing Trading Strategy
Imagine you're sailing across the ocean, looking for the perfect wave to ride. Swing trading is quite similar—you're navigating the stock market, searching for the ideal moments to enter and exit trades. This strategy, created by Abbas, helps you find those waves and ride them effectively to profitable outcomes.
🌊 Finding the Perfect Wave (Entry)
Our journey begins with two simple signs that tell us a great trading opportunity is forming:
- Moving Averages: We use two lines that follow price trends—the faster one (EMA 16) reacts quickly to recent price moves, and the slower one (EMA 30) gives us a longer-term perspective. When the faster line crosses above the slower line, it's like a clear signal saying, "Hey! The wave is rising, and prices might move higher!"
- RSI Momentum: Next, we check a tool called the RSI, which measures momentum (how strongly prices are moving). If the RSI number is above 50, it means there's enough strength behind this rising wave to carry us forward.
When both signals appear together, that's our green light. It's time to jump on our surfboard and start riding this promising wave.
⚓ Safely Riding the Wave (Risk Management)
While we're riding this wave, we want to ensure we're safe from sudden surprises. To do this, we use something called the Average True Range (ATR), which measures how volatile (or bumpy) the price movements are:
- Stop-Loss: To avoid falling too hard, we set a safety line (stop-loss) 8 times the ATR below our entry price. This helps ensure we exit if the wave suddenly turns against us, protecting us from heavy losses.
- Take Profit: We also set a goal to exit the trade at 11 times the ATR above our entry. This way, we capture significant profits when the wave reaches a nice high point.
🌟 Multiple Rides, Bigger Adventures
This strategy allows us to take multiple positions simultaneously—like riding several waves at once, up to 5. Each trade we make uses only 10% of our trading capital, keeping risks manageable and giving us multiple opportunities to win big.
🗺️ Easy to Follow Settings
Here are the basic settings we use:
- Fast EMA**: 16
- Slow EMA**: 30
- RSI Length**: 9
- RSI Threshold**: 50
- ATR Length**: 21
- ATR Stop-Loss Multiplier**: 8
- ATR Take-Profit Multiplier**: 11
These settings are flexible—you can adjust them to better suit different markets or your personal trading style.
🎉 Riding the Waves of Success
This simple yet powerful swing trading approach helps you confidently enter trades, clearly know when to exit, and effectively manage your risk. It’s a reliable way to ride market waves, capture profits, and minimize losses.
Happy trading, and may you find many profitable waves to ride! 🌊✨
Please test, and take into account that it depends on taking multiple longs within the swing, and you only get to invest 25/30% of your equity.
Heiken Ashi Supertrend ATR-SL StrategyThis indicator combines Heikin Ashi candle pattern analysis with Supertrend to generate high-probability trading signals with built-in risk management. It identifies potential entries and exits based on specific Heikin Ashi candlestick formations while providing automated ATR-based stop loss management.
Trading Logic:
The system generates long signals when a green Heikin Ashi candle forms with no bottom wick (indicating strong bullish momentum). Short signals appear when a red Heikin Ashi candle forms with no top wick (showing strong bearish momentum). The absence of wicks on these candles signals a high-conviction market move in the respective direction.
Exit signals are triggered when:
1. An opposite pattern forms (red candle with no top wick exits longs; green candle with no bottom wick exits shorts)
2. The ATR-based stop loss is hit
3. The break-even stop is activated and then hit
Technical Approach:
- Select Heiken Ashi Canldes on your Trading View chart. Entried are based on HA prices.
- Supertrend and ATR-based stop losses use real price data (not HA values) for trend determination
- ATR-based stop losses automatically adjust to market volatility
- Break-even functionality moves the stop to entry price once price moves a specified ATR multiple in your favor
Risk Management:
- Default starting capital: 1000 units
- Default risk per trade: 10% of equity (customizable in strategy settings)
- Hard Stop Loss: Set ATR multiplier (default: 2.0) for automatic stop placement
- Break Even: Configure ATR threshold (default: 1.0) to activate break-even stops
- Appropriate position sizing relative to equity and stop distance
Customization Options:
- Supertrend Settings:
- Enable/disable Supertrend filtering (trade only in confirmed trend direction)
- Adjust Factor (default: 3.0) to change sensitivity
- Modify ATR Period (default: 10) to adapt to different timeframes
Visual Elements:
- Green triangles for long entries, blue triangles for short entries
- X-marks for exits and stop loss hits
- Color-coded position background (green for long, blue for short)
- Clearly visible stop loss lines (red for hard stop, white for break-even)
- Comprehensive position information label with entry price and stop details
Implementation Notes:
The indicator tracks positions internally and maintains state across bars to properly manage stop levels. All calculations use confirmed bars only, with no repainting or lookahead bias. The system is designed for swing trading on timeframes from 1-hour and above, where Heikin Ashi patterns tend to be more reliable.
This indicator is best suited for traders looking to combine the pattern recognition strengths of Heikin Ashi candles with the trend-following capabilities of Supertrend, all while maintaining disciplined risk management through automated stops.
AO Smart Scalper – 5M Dynamic SL Edition📈 AO Signals with Fixed and Dynamic SL – Optimized for 5-Minute Charts 📉
This indicator is built for 5-minute timeframe trading, combining powerful momentum signals from the Awesome Oscillator (AO) with both Fixed and Dynamic Stop Loss (SL) levels to enhance trade management and risk control.
✅ Buy/Sell Signals:
The indicator generates clear BUY and SELL signals based on the AO crossing above or below the zero line, helping traders capture momentum shifts early.
🛑 Fixed Stop Loss:
Each trade signal comes with a Fixed SL, calculated based on the high (for shorts) or low (for longs) of the previous candle, with a customizable percentage offset. This SL is plotted with a red line, providing a clear initial risk level.
⚡ Dynamic Stop Loss: Continuous Presence, Strategic Use:
A secondary Dynamic SL line is plotted, which is continuously present on the chart. This dynamic level responds to market conditions and can serve as a trailing stop or key decision point.
💡 Recommended Use: It is recommended to actively start using the Dynamic SL once the trade has moved into profit. This allows protecting obtained profits and minimizing the risk of losses in case of a market reversal.
🛡️ Enhanced Dynamic Stop-Loss Strategy:
🔒 Initial Protection: Utilize the Fixed SL as the initial stop-loss, placed below relevant lows (for longs) or above relevant highs (for shorts), or as provided by the fixed SL indicator.
🛤️ Dynamic Tracking:
🟢 Long Trades: Once in profit, the Dynamic SL will dynamically adjust, moving upwards as higher lows are formed, effectively trailing the price and securing profits.
🔴 Short Trades: Conversely, in short trades, once in profit, the Dynamic SL will move downwards as lower highs are formed, protecting gains.
🔄 Alternatively the dynamic stop loss will follow the dynamic SL line provided by the indicator.
🚪 Exiting Trades: When the price crosses below the Dynamic SL line in a LONG trade, or above it in a SHORT trade, the recommended action is to exit the trade.
↩️ Re-entry Consideration: You may consider re-entering only if the price clearly returns above the Dynamic SL (for longs) or below it (for shorts).
⚠️ IMPORTANT - 5-Minute Strategy Guidance ⏱️
This tool is specifically optimized for the 5-minute timeframe. This approach helps filter out weak setups and maintain discipline in volatile market conditions.
✨ Additional Features:
👁️ Visual and editable SL levels
📊 200-period SMA for trend context
💻 Simple and effective interface for intraday trading setups
🎯 Ideal for traders seeking a clean, rule-based system that combines momentum entry signals with layered stop loss protection.
🔑 Key Changes:
It was emphasized that the Dynamic SL is always present, but its active use is recommended once the trade is in profit.
It was clarified the use of the Fixed SL, giving the option to use the one provided by the indicator, or to place it according to the price action.
Democratic MultiAsset Strategy [BerlinCode42]Happy Trade,
Intro
Included Trade Concept
Included Indicators and Compare-Functions
Usage and Example
Settings Menu
Declaration for Tradingview House Rules on Script Publishing
Disclaimer
Conclusion
1. Intro
This is the first multi-asset strategy available on TradingView—a market breadth multi-asset trading strategy with integrated webhooks, backtesting capabilities, and essential strategy components like Take Profit, Stop Loss, Trailing, Hedging, Time & Session Filters, and Alerts.
How It Trades? At the start of each new bar, one asset from a set of eight is selected to go long or short. As long there is available cash and the selected asset meets the minimum criteria.
The selection process works through a voting system, similar to a democracy. Each asset is evaluated using up to five indicators that the user can choose. The asset with the highest overall voting score is picked for the trade. If no asset meets all criteria, no trade is executed, and the cash reserve remains untouched for future opportunities.
How to Set Up This Market Breadth Strategy:
Choose eight assets from the same market (e.g., cryptos or big tech stocks).
Select one to five indicators for the voting system.
Refine the strategy by adjusting Take Profit, Stop Loss, Hedging, Trailing, and Filters.
2. Voting as the included Trade Concept
The world of financial trading is filled with both risks and opportunities, and the key challenge is to identify the right opportunities, manage risks, and do both right on time.
There are countless indicators designed to spot opportunities and filter out risks, but no indicator is perfect—they only work statistically, hitting the right signals more often than the wrong ones.
The goal of this strategy is to increase the accuracy of these Indicators by:
Supervising a larger number of assets
Filtering out less promising opportunities
This is achieved through a voting system that compares indicator values across eight different assets. It doesn't just compare long trades—it also evaluates long vs. short positions to identify the most promising trade.
Why focus on one asset class? While you can randomly select assets from different asset classes, doing so prevents the algorithm from identifying the strongest asset within a single class. Think about, within one asset class there is often a major trend whereby different asset classes has not really such behavior.
And, you don’t necessarily need trading in multiple classes—this algorithm is designed to generate profits in both bullish and bearish markets. So when ever an asset class rise or fall the voting system ensure to jump on the strongest asset. So this focusing on one asset class is an integral part of this strategy. This all leads to more stable and robust trading results compared to handling each asset separately.
3. Included Indicators and Compare-Functions
You can choose from 17 different indicators, each offering different types of signals:
Some provide a directional signal
Some offer a simple on/off signal
Some provide both
Available Indicators: RSI, Stochastic RSI, MFI, Price, Volume, Volume Oscillator, Pressure, Bilson Gann Trend, Confluence, TDI, SMA, EMA, WMA, HMA, VWAP, ZLMA, T3MA
However, these indicators alone do not generate trade signals. To do so, they must be compared with thresholds or other indicators using specific comparison functions.
Example – RSI as a Trade Signal. The RSI provides a value between 0 and 100. A common interpretation is:
RSI over 80 → Signal to go short or exit a long trade
RSI under 20 → Signal to go long or exit a short trade
Here, two comparison functions and two thresholds are used to determine trade signals.
Below is the full set of available comparison functions, where: I represents the indicator’s value and A represents the comparator’s value.
I < A if I smaller A then trade signal
I > A if I bigger A then trade signal
I = A if I equal to A then trade signal
I != A if I not equal to A then trade signal
A <> B if I bigger A and I smaller B then trade signal
A >< B if I smaller A then long trade signal or if I bigger B then short trade signal
Image 1
In Image 1, you can see one of five input sections, where you define an indicator along with its function, comparator, and constants. For our RSI example, we select:
Indicator: RSI
Function: >< (greater/less than)
Comparator: Constant
Constants: A = 20, B = 80
With these settings a go short signal is triggered when RSI crosses above 80. And a go long signal is triggered when RSI crosses below 20.
Relative Strength Indicator: The RSI from the public TradingView library provides a directional trade signal. You can adjust the price source and period length in the indicator settings.
Stochastic Relative Strength Indicator: As above the Stoch RSI offers a trade signal with direction. It is calculated out of the RSI, the stochastic derivation and the SMA from the Tradingview library. You can set the in-going price source and the period length for the RSI, for the Stochastic Derivation and for the SMA as blurring in the Indicator settings section.
Money Flow Indicator: As above the MFI from the public Tradingview library offers a trade signal with direction. You can set the in-going price source and the period length in the Indicator settings section.
Price: The Price as Indicator is as simple as it can be. You can chose Open, High, Low or Close or combinations of them like HLC3 or even you can import an external Indicator. The absolute price or value can later be used to generate a trade signals when certain constant thresholds or other indicators signals are crossed.
Volume: Similar as above the Volume as Indicator offers the average volume as absolute value. You can set the period length for the smoothing and you can chose where it is presented in the base currency $ or is the other. For example the trade pair BTCUSD you can chose to present the value in $ or in BTC.
Volume Oscillator: The Volume Oscillator Indicator offers a value in the range of . Whereby a value close to 0 means that the volume is very low. A value around 1 means the volume is same high as before and Values higher as 1 means the volume is bigger then before. You can set the period length for the smoothing and you can chose where it is presented in the base currency $ or is the other. For example the trade pair BTCUSD you can chose to present the value in $ or in BTC.
Pressure Indicator: The Pressure is an adapted version of LazyBear's script (Squeeze Momentum Indicator) Pressure is a Filter that highlight bars before a bigger price move in any direction. The result are integer numbers between 0 and 4 whereby 0 means no bigger price move excepted, while 4 means huge price move expected. You can set the in-going price source and the period length in the Indicator settings section.
Bilson Gann Trend: The Bilson Gann Trend Indicator is a specific re-implementation of the widely known Bilson Gann Count Algorithm to detect Highs and Lows. On base of the last four Highs and Lows a trend direction can be calculated. It is based on 2 rules to confirm a local pivot candidate. When a local pivot candidate is confirmed, let it be a High then it looks for Lows to confirm. The result range is whereby -1 means down trend, 1 means uptrend and 0 sideways.
Confluence: The Confluence Indicator is a simplified version of Dale Legan's "Confluence" indicator written by Gary Fritz. It uses five SMAs with different periods lengths. Whereby the faster SMA get compared with the (slower) SMA with the next higher period lengths. Is the faster SMA smaller then the slower SMA then -1, otherwise +1. This is done with all SMAs and the final sum range between . Whereby values around 0 means price is going side way, Crossing under 0 means trend change from bull to bear. Is the value>2 means a strong bull trend and <-2 a strong bear trend.
Trades Dynamic Index: The TDI is an adapted version from the "Traders Dynamic Index" of LazyBear. The range of the result is whereby 2 means Top goShort, -2 means Bottom goLong, 0 is neutral, 1 is up trend, -1 is down trend.
Simple Moving Average: The SMA is the one from the Tradingview library. You can compare it with the last close price or any other moving average indicator to indicate up and down trends. You can set the in-going price source and the period length in the Indicator settings section.
Exponential Moving Average: The EMA as above is the one from the Tradingview library. You can compare it with the last close price or any other moving average indicator to indicate up and down trends. You can set the in-going price source and the period length in the Indicator settings section.
Weighted Moving Average: The WMA as above is the one from the Tradingview library. You can compare it with the last close price or any other moving average indicator to indicate up and down trends. You can set the in-going price source and the period length in the Indicator settings section.
Hull Moving Average: HMA as above is the one from the Tradingview library. You can compare it with the last close price or any other moving average indicator to indicate up and down trends. You can set the in-going price source and the period length in the Indicator settings section.
Volume Weighted Average Price: The VWAP as above is the one from the Tradingview library. You can compare it with the last close price or any other moving average indicator to indicate up and down trends. You can set the in-going price source in the Indicator settings section.
Zero Lag Moving Average: The ZLMA by John Ehlers and Ric Way describe in their paper: www.mesasoftware.com
As the other moving averages you can compare it with the last close price or any other moving average indicator to indicate up and down trends. You can set the in-going price source and the period length in the Indicator settings section.
T3 Moving Average: The T3MA is the one from the Tradingview library. You can compare it with the last close price or any other moving average indicator to indicate up and down trends. You can set the in-going price source, the period length and a factor in the Indicator settings section. Keep this factor at 1 and the T3MA swing in the same range as the input. Bigger 1 and it swings over. Factors close to 0 and the T3MA becomes a center line.
All MA's following the price. The function to compare any MA Indicators would be < or > to generate a trade direction. An example follows in the next section.
4. Example and Usage
In this section, you see how to set up the strategy using a simple example. This example was intentionally chosen at random and has not undergone any iterations to refine the trade results.
We use the RSI as the trade signal indicator and apply a filter using a combination of two moving averages (MAs). The faster MA is an EMA, while the slower MA is an SMA. By comparing these two MAs, we determine a trend direction. If the faster MA is above the slower MA the trend is upwards etc. This trend direction can then be used for filtering trades.
The strategy follows these rules:
If the RSI is below 20, a buy signal is generated.
If the RSI is above 80, a sell signal is generated.
However, this RSI trade signal is filtered so that a trade is only given the maximum voting weight if the RSI trade direction aligns with the trend direction determined by the MA filter.
So first, you need to add your chosen assets or simply keep the default ones. In Image 2, you can see one of the eight asset input sections.
Image 2
This strategy offers some general trade settings that apply equally to all assets and some asset-specific settings. This distinction is necessary because some assets have higher volatility than others, requiring asset-specific Take Profit and Stop Loss levels.
Once you have made your selections, proceed to the Indicators and Compare Functions for the voting. Image 3 shows an example of this setup.
Image 3
Later on go to the Indicator specific settings shown in Image 4 to refine the trade results.
Image 4
For refine the trade results take also a look on the result summary table, development of capital plot, on the list of closed and open trades and screener table shown in Image 5.
Image 5
To locate any trade for any asset in the chronological and scroll-able trade list, each trade is marked with a label:
An opening label displaying the trade direction, ticker ID, trade number, invested amount, and remaining cash reserves.
A closing label showing the closing reason, ticker ID, trade number, trade profit (%), trade revenue ($), and updated cash reserves.
Additionally: a green line marks each Take Profit level. An orange line indicates the (trailing) Stop Loss.
The summary table in the bottom-left corner provides insights into how effective the trade strategy is. By analyzing the trade list, you can identify trades that should be avoided.
To find those bad trades on the chart, use the trade number or timestamp. With replay mode, you can go back in time to review a specific trade in detail.
Image 6
In Image 6, you can see an example where replay mode and the start time filter are used to display specific trades within a narrow time range. By identifying a large number of bad trades, you may recognize patterns and formulate conditions to avoid them in the future.
This is the backtesting tool that allows you to develop and refine your trading strategy continuously. With each iteration—from general adjustments to detailed optimizations—you can use these tools to improve your strategy. You can:
Add other indicators with trade signals and direction
Add more indicators signals as filter
Adjust the settings of your indicators to optimize results
Configure key strategy settings, such as Time and Session Filters, Stop Loss, Take Profit, and more
By doing so, you can identify a profitable strategy and its optimal settings.
5. Settings Menu
In the settings menu you will find the following high-lighted sections. Most of the settings have a i mark on their right side. Move over it with the cursor to read specific explanation.
Backtest Results: Here you can decide about visibility of the trade list, of the Screener Table and of the Results Summary. And the colors for bullish, side ways, bearish and no signal. Go above and see Image 5.
Time Filter: You can set a Start time or deactivate it by leave it unhooked. The same with End Time and Duration Days . Duration Days can also count from End time in case you deactivate Start time.
Session Filter: Here, you can chose to activate trading on a weekly basis, specifying which days of the week trading is allowed and which are excluded. Additionally, you can configure trading on a daily basis, setting the start and end times for when trades are permitted. If activated, no new trades will be initiated outside the defined times and sessions.
Trade Logic: Here you can set an extra time frame for all indicators. You can enable Longs or Shorts or both trades.
The min Criteria percentage setting defines the minimum number of voices an asset has to get to be traded. So if you set this to 50% or less also weak winners of the voting get traded while 100% means that the winner of the voting has to get all possible voices.
Additionally, you have the option to delay entry signals. This feature is particularly useful when trade signals exhibit noise and require smoothing.
Enable Trailing Stop and force the strategy to trade only at bar closing. Other-ways the strategy trade intrabar, so when ever a voting present an asset to trade, it will send the alert and the webhooks.
The Hedging is basic as shown in the following Image 7 and serves as a catch if price moves fast in the wrong direction. You can activate a hedging mechanism, which opens a trade in the opposite direction if the price moves x% against the entry price. If both the Stop Loss and Hedging are triggered within the same bar, the hedging action will always take precedence.
Image 6
Indicators to use for Trade Signal Generating: Here you chose the Indicators and their Compare Function for the Voting . Any activated asset will get their indicator valuation which get compared over all assets. The asset with the highest valuation is elected for the trade as long free cash is present and as long the minimum criteria are met.
The Screener Table will show all indicators results of the last bar of all assets. Those indicator values which met the threshold get a background color to high light it. Green for bullish, red for bearish and orange for trade signals without direction. If you chose an Indicator here but without any compare function it will show also their results but with just gray background.
Indicator Settings: here you can setup the indicator specific settings. for deeper insights see 3. Included Indicators and Compare-Functions .
Assets, TP & SL Settings: Asset specific settings. Chose here the TickerID of all Assets you wanna trade. Take Profit 1&2 set the target prices of any trade in relation to the entry price. The Take Profit 1 exit a part of the position defined by the quantity value. Stop Loss set the price to step out when a trade goes the wrong direction.
Invest Settings: Here, you can set the initial amount of cash to start with. The Quantity Percentage determines how much of the available cash is allocated to each trade, while the Fee percentage specifies the trading fee applied to both opening and closing positions.
Webhooks: Here, you configure the License ID and the Comment . This is particularly useful if you plan to use multiple instances of the script, ensuring the webhooks target the correct positions. The Take Profit and Stop Loss values are displayed as prices.
6. Declaration for Tradingview House Rules on Script Publishing
The unique feature of this Democratic Multi-Asset Strategy is its ability to trade multiple assets simultaneously. Equipped with a set of different standard Indicators, it's new democratic Voting System does more robust trading decisions compared to single-asset. Interchangeable Indicators and customizable strategy settings allowing for a wide range of trading strategies.
This script is closed-source and invite-only to support and compensate for over a year of development work. Unlike other single asset strategies, this one cannot use TradingView's strategy functions. Instead, it is designed as an indicator.
7. Disclaimer
Trading is risky, and traders do lose money, eventually all. This script is for informational and educational purposes only. All content should be considered hypothetical, selected post-factum and is not to be construed as financial advice. Decisions to buy, sell, hold, or trade in securities, commodities, and other investments involve risk and are best made based on the advice of qualified financial professionals. Past performance does not guarantee future results. Using this script on your own risk. This script may have bugs and I declare don't be responsible for any losses.
8. Conclusion
Now it’s your turn! Chose an asset class and pick 8 of them and chose some indicators to see the trading results of this democratic voting system. Refine your multi-asset strategy to favorable settings. Once you find a promising configuration, you can set up alerts to send webhooks directly. Configure all parameters, test and validate them in paper trading, and if results align with your expectations, you even can deploy this script as your trading bit.
Cheers
Smart MA Crossover BacktesterSmart MA Crossover Backtester - Strategy Overview
Strategy Name: Smart MA Crossover Backtester
Published on: TradingView
Applicable Markets: Works well on crypto (tested profitably on ETH)
Strategy Concept
The Smart MA Crossover Backtester is an improved Moving Average (MA) crossover strategy that incorporates a trend filter and an ATR-based stop loss & take profit mechanism for better risk management. It aims to capture trends efficiently while reducing false signals by only trading in the direction of the long-term trend.
Core Components & Logic
Moving Averages (MA) for Entry Signals
Fast Moving Average (9-period SMA)
Slow Moving Average (21-period SMA)
A trade signal is generated when the fast MA crosses the slow MA.
Trend Filter (200-period SMA)
Only enters long positions if price is above the 200-period SMA (bullish trend).
Only enters short positions if price is below the 200-period SMA (bearish trend).
This helps in avoiding counter-trend trades, reducing whipsaws.
ATR-Based Stop Loss & Take Profit
Uses the Average True Range (ATR) with a multiplier of 2 to calculate stop loss.
Risk-Reward Ratio = 1:2 (Take profit is set at 2x ATR).
This ensures dynamic stop loss and take profit levels based on market volatility.
Trading Rules
✅ Long Entry (Buy Signal):
Fast MA (9) crosses above Slow MA (21)
Price is above the 200 MA (bullish trend filter active)
Stop Loss: Below entry price by 2× ATR
Take Profit: Above entry price by 4× ATR
✅ Short Entry (Sell Signal):
Fast MA (9) crosses below Slow MA (21)
Price is below the 200 MA (bearish trend filter active)
Stop Loss: Above entry price by 2× ATR
Take Profit: Below entry price by 4× ATR
Why This Strategy Works Well for Crypto (ETH)?
🔹 Crypto markets are highly volatile – ATR-based stop loss adapts dynamically to market conditions.
🔹 Long-term trend filter (200 MA) ensures trading in the dominant direction, reducing false signals.
🔹 Risk-reward ratio of 1:2 allows for profitable trades even with a lower win rate.
This strategy has been tested on Ethereum (ETH) and has shown profitable performance, making it a strong choice for crypto traders looking for trend-following setups with solid risk management. 🚀
Altcoins Screener [SwissAlgo]Introduction: The Altcoins Screener at a Glance
The Altcoins Screener is a cryptocurrency analysis tool designed to provide an overview of potential trading opportunities across multiple crypto coins/tokens and categories. By combining technical analysis, price action assessment, and social metrics (via LunarCrush data), it presents market information and trading signals for a broad range of altcoins (approx. 300 USDT.P pairs of 9 crypto categories).
The screener is designed to consolidate market information onto a single chart , aiming to streamline the analysis of market conditions. It provides a consolidated market overview, which can simplify the assessment of market conditions, compared to monitoring individual charts with several layered indicators.
Key Features:
🔹 Multi-category analysis covering 300 crypto pairs of 9 categories on a single chart (Layer 1 & Top Coins, Layer2 & Scaling, Defi & Landing, Gaming & Metaverse, AI & Data, Exchanges & Trading, NFT & Social, Memes & Community, Other, User's Custom Portfolio).
🔹 Technical analysis with trade signals (Long/Short) based on an aggregated view of technical and social data points
🔹 Social sentiment integration through LunarCrush metrics (GalaxyScore, AltRank, Social Sentiment)
🔹 Real-time market scanning provides automated alerts when market conditions for specified coins/tokens potentially change.
🔹 Custom watchlist support for personalized monitoring (users can define a custom category containing a set of specific cryptocurrencies, i.e. own portfolio).
The screener presents data in a table format, using color-coded indicators to aid visual analysis. Detailed technical information is also provided. The assessments/trade signals provided by this indicator should be considered as one input among many when forming your trading strategy.
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What It Does
The Altcoins Screener is a cryptocurrency analysis tool that offers:
Data Display and Analysis (Technical/Social):
🔹 Technical Metrics
* Technical Raw Data : Displays raw values for a range of technical indicators, including RSI, Stochastic RSI, DMI/ADX, RVI, ATR, OBV, and Hull Moving Averages (including their recent trends and potential significance).
Detailed view of key technical indicators, for further analysis and evaluation:
* Technical Analysis (Summary) : Provides a summarized interpretation of technical conditions based on aggregated parameters:
* Price Action
* Trend
* Momentum
* Volatility
* Volume
Summarized view of confluences for potential long/short bias:
🔹 Social Metrics (LunarCrush) : Presents data from LunarCrush®, including Galaxy Score®, AltRank®, and Social Sentiment® (including their recent trends and potential significance).
Lunarcrush data for the top 10 coins for each crypto category:
🔹 PVSRA (Price Volume & Market Makers Activity) Candles : Shows special candles highlighting potential market maker activity and volume anomalies, helping identify possible manipulation zones (including imbalance zones, i.e. price areas that market makers may revisit)
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Key Features:
Automated trade signals (Long/Short) are generated based on algorithmic calculations and signal confidence levels across technical and social data points. These signals are intended to be used as one component of a broader trading strategy.
Custom sensitivity settings allow users to adjust the analysis timeframe (options: 1D, 2D, or 1W). Higher timeframes may provide a broader perspective, while the 2D setting is the default configuration.
Multi-category analysis covering a selection of approximately 300 crypto pairs across 9 predefined crypto categories.
Custom symbol selection: Users can define a custom list of up to 10 symbols for focused monitoring.
Automated Alerts to track potential trend changes across crypto categories (Long to Short to Neutral, or vice versa)
Visual Interface:
Organized table display with color-coded indicators to aid interpretation.
Clear and efficient format for scanning market information.
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Target Audience
🔹 The screener is designed for cryptocurrency traders who:
Need to efficiently monitor multiple USDT perpetual futures markets
Use technical analysis in their trading decisions
Want to track sector-wide movements across crypto categories
🔹 Suitable for different trading styles:
Scalpers requiring quick market assessment
Swing traders analyzing multi-day trends
Position traders monitoring longer-term setups
The color-coded interface makes it accessible for intermediate traders while providing detailed metrics for advanced users. A basic understanding of technical analysis and crypto trading is recommended.
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How It Works
The Altcoins Screener evaluates cryptocurrencies through a multi-layered analysis:
🔹 Core Analysis Components
Each parameter combines multiple indicators for comprehensive evaluation:
Price Action
EMA crossovers and momentum
Support/resistance zones
Candlestick patterns
Trend
Hull Moving Average system
DMI/ADX trend strength
Multi-timeframe confirmation
Momentum
RSI/Stochastic RSI readings
MACD convergence/divergence
Oscillator confirmations
Volatility
RVI/ATR measurements
Bollinger Bands behavior
Historical volatility trends
Volume
OBV trend analysis
Volume/price correlations
Volume profile assessment
🔹 Signal Generation Process
1. Real-time data collection across timeframes
2. Weighted indicator calculations
3. Parameter aggregation and analysis
4. Signal strength determination
5. Color-coding and alert generation
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How to Use
🔹 Initial Setup:
Add the indicator to a chart (use the 1D timeframe)
Select your preferred crypto category or create a custom list
Choose between Technical Analysis or Technical Metrics view
Set data sensitivity based on your trading style
🔹 Using the Technical Analysis View:
Monitor color-coded dots for quick market assessment
Green: bullish conditions
Red: bearish conditions
Gray: neutral conditions
Check the "Trade Signal" column for potential Long/Short entries signaled by confluences among technical and/or social data points
🔹 Using the Technical Metrics View:
Review detailed numerical values
Monitor slopes (↑↓ arrows) for the most recent trend direction of each data point
Watch for pivotal points (highlighted cells): these are data points that suggest potential trend reversals
Focus on the confluence of multiple indicators
The technical metrics view corroborates the conclusions shown in the Technical Analysis View, providing more details about some critical data points.
🔹 Alert Configuration:
Enable Technical Alerts for signal notifications (which coin/token seems most suited for Long or Short trades, and which coin/token is in a neutral/uncertain state for trading = "No Trade")
Configure alert conditions based on trading style
Set timeframe-appropriate sensitivity
Monitor alert messages for trade signals
Instructions on how to set alerts are provided in the script (enable "Signals Setup Instructions" in User Interface to get a step-by-step guide about setting up alerts)
Best Practices:
Confirm signals across multiple timeframes
Use appropriate sensitivity for your trading style
Monitor multiple categories for sector rotation
Combine signals with your trading strategy
Verify signals with price action confirmation and deep dive into the charts of your potential targets
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About the Settings
🔹 Crypto Category Selection
Layer 1 & Major: Top market cap coins (BTC, ETH, XRP,...), established protocols
Layer 2 & Scaling: ETH L2s, scaling solutions
DeFi & Lending: Decentralized finance protocols
Gaming & Metaverse: Gaming and virtual world tokens
AI & Data: Artificial intelligence and data projects
Exchange & Trading: Exchange tokens, trading protocols
NFT & Social: NFT platforms, social tokens
Memes & Community: Community-driven tokens
Others & Misc: Other categories
Custom Category: User-defined list (up to 10 symbols)
Data Type Options
Technical Analysis: Color-coded summary view
Technical Metrics: Detailed numerical values of some key technical data points
Sensitivity Settings
Higher: Shorter timeframe, more frequent signals
Default: Balanced timeframe, standard signals
Lower: Longer timeframe, stronger signals
Alert Settings
Technical Alerts: Trade signal notifications
Data Timeframe: Minimum 1D required
Theme: Dark/Light mode options
Note: All analysis is performed on USDT Perpetual Futures pairs from Binance
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FAQ
Q: Does the screener work on other exchanges besides Binance?
A: No, it's designed specifically for Binance USDT Perpetual Futures pairs. Binance offers the highest liquidity and trading volume in the crypto derivatives market, making it ideal for technical analysis. The extensive range of trading pairs and reliable data streams help ensure more accurate signals and analysis. Using a single high-liquidity exchange also helps avoid inconsistencies that could arise from aggregating data across multiple platforms with varying liquidity levels.
Q: What's the minimum timeframe required?
A: The screener requires a minimum 1D (daily) timeframe. This requirement ensures that the technical analysis has sufficient data points for reliable signal generation. Lower timeframes can produce more noise and false signals, while daily timeframes help filter out market noise and identify stronger trends.
Q: Why are some social metrics showing "NaN"?
A: "NaN" (Not a Number) appears when cryptocurrencies don't have associated LunarCrush data. This typically occurs with newer tokens or those with lower market caps. The technical analysis remains fully functional regardless of social metric availability, as these are complementary data points.
Q: How often are signals updated?
A: Signals update with each new candle on the selected timeframe (1D, 2D, or 1W). For example, on the default 2D setting, signals are recalculated every two days as new candles form. This helps reduce noise while maintaining timely analysis of market conditions.
Q: Can I add spot trading pairs?
A: No, the screener is optimized for Binance USDT perpetual futures pairs for data consistency and analysis purposes. While spot and perpetual prices typically align closely due to arbitrage, using a single data source (Binance) and contract type (USDT perpetual) ensures uniform data quality and analysis across all pairs. This standardization helps maintain reliable technical analysis and signal generation.
Q: How many coins can I add to my custom list?
A: Users can add up to 10 custom symbols to their watchlist. This limit is designed to maintain optimal performance while allowing focused monitoring of specific assets. The custom list complements the predefined categories that cover over 300 pairs.
Q: What determines signal confidence levels?
A: Signal confidence is calculated through a weighted algorithm that considers multiple factors: trend strength (Hull MA, DMI/ADX), momentum indicators (RSI, SRSI), volatility measurements (RVI, ATR, BB), volume analysis (OBV, volume trends), and price action patterns. Higher confidence levels indicate stronger alignment across these factors.
Q: Are signals guaranteed to work?
A: No. Signals are analytical tools based on historical and current market data, not guaranteed predictions. They should be used as one component of a comprehensive trading strategy that includes proper risk management, position sizing, and additional confirmation factors. Past performance does not guarantee future results.
Q: Why does the screener need higher timeframes?
A: Higher timeframes (1D minimum) provide several benefits: reduced market noise, more reliable technical signals, better trend identification, and lower likelihood of false signals. They also align better with institutional trading patterns and allow for a more thorough analysis of market conditions across multiple indicators.
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Conclusion
The Altcoins Screener is a comprehensive crypto market analysis tool that:
Scans 300+ cryptocurrencies across 9 sectors on a single chart
Combines technical indicators and social metrics for signal generation
Identifies potential trading opportunities through color-coded visuals
Saves time by eliminating the need to monitor multiple charts
The tool is suited for:
Market overview and sector rotation analysis
Quick assessment of market conditions
Technical and social sentiment tracking
Systematic trading approach with alerts
Use this screener with caution and as a complement to any other tool you use to define your trading strategy.
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Disclaimer
This indicator is for informational and educational purposes only:
Not financial advice: This indicator should not be considered investment advice.
No guarantee of accuracy: The indicator's calculations and signals are based on specific algorithms and data sources, but accuracy cannot be guaranteed. Market conditions can change rapidly.
Past performance is not predictive: Past performance of the indicator's signals or any specific asset is not indicative of future results.
Substantial risk of loss: Trading cryptocurrencies involves a substantial risk of loss. You can lose money trading these assets.
User responsibility: Users are solely responsible for their own trading decisions and should exercise caution.
Independent research required: Always conduct thorough independent research (DYOR) before making any trading decisions.
Technical analysis is one of many tools: Technical analysis, including the output of this indicator, is just one tool among many and should not be relied upon exclusively.
Risk management is essential: Use proper risk management techniques, including position sizing and stop-loss orders.
Comprehensive strategy: Use this tool as part of a comprehensive trading strategy, not as a standalone solution.
No liability for trading results: The Author assumes no responsibility or liability for any trading results or losses incurred as a result of using this indicator.
No TradingView affiliation: SwissAlgo is an independent entity and is not affiliated with or endorsed by TradingView.
LunarCrush data: The indicator utilizes publicly available data from LunarCrush. LunarCrush data and trademarks are the property of LunarCrush.
Consult a financial advisor: Consult with a qualified financial advisor before making any investment decisions.
By using this indicator, you acknowledge and agree to these terms. If you do not agree with these terms, please refrain from using this indicator.
Strategy Development Environment [BerlinCode42]Happy Trade,
Intro
What is New
Algebraic/Boolean Equation
Instruction Set for The Algebraic/Boolean Equation
Example
Usage
Settings Menu
Declaration for Tradingview House Rules on Script Publishing
Disclaimer
Conclusion
1. Intro
This is a rich equipped fork of my previous "Backtest any Indicator v5". And serves as the fitting backtester and trade strategy creation tool for my upcoming ANN Indicators (artificial neural network).
As the previous version this script has no trade signal generating code. The trade signals comes in by the five user settable input slots where the user plug-in external indicators. The final trade siganls go long etc are defined by a algebraic/boolean equation typed in as text in 4 terminals as shown in Image 0 . With this algebraic/boolean equations input the user can setup any trade logic as complex and fast and easy as never seen before here on TradingView.
Image 0
2. What is new
Input algebraic/boolean equations in text-form for go long, go short, exit long & exit short
Five input slots for external indicator signals
Equation tester
User settable signal delay for enter and exit trades
User selectable alternating trades filter
User settable exit long = enter short
Intrabar or trade only on bar closing
Time filter with duration input
User settable UTC Adjustment
Long and short trades possible
Two Take Profits with quantity setting
Trailing Stop
Webhook connection
3. Algebraic/Boolean Equation
This is where the magic happens. Unlike other backtesters that rely on drop-down menus to define trade signal equations—thus limiting the number of input signals and the complexity of logic—this script uses a string interpreter to solve equations. With this, you can develop your trade logic equations and add signals or conditions simply by writing them down in algebraic/boolean form.
The instruction set for this interpreter includes not only external input signals but also several internal values. These include BarTime, BarIndex, Open, High, Low, Close, True Range, Minimal Tick, Volume, and a signal that indicates whether there is an open trade (long, short, or none). You can also reference the values of past bars for all these inputs and, of course, use constant values in your equations. There is a sad limitation: Only one past bar value per equation is practicable. If you use more, errors can occur. It seems to be caused by the pipe line architecture of the parallel computing. In any attempt to solve this issue an older function call result was hand over.
The implemented functions cover a wide range of algebraic and boolean operations. A boolean "true" is represented by all values greater than zero, while "false" is represented by zero or values less than zero.
4. Instruction set for the Algebraic/Boolean Equation
There are functions that accept either two input values or one input value. The general form is (XandY) or (notX), where X and Y can be any input slot, predefined value, constant, or another sub-equation. Functions are always written in lowercase, while input slots and predefined values use uppercase letters.
Each sub-equation must be enclosed in parentheses, e.g., (A+B). Without proper use of parentheses, the interpreter cannot determine which function to calculate first. Negative constants must be expressed by subtracting from zero (e.g., (0-3.14)), so careful attention is required.
Here are some examples that demonstrate both incorrect and correct notations:
incorrect correct
(A+B*C) (A+(B*C))
(A+B+D+E) (A+(B+(D+E)))
(-20>A) ((0-20)>A)
(A*-B) (A*(0-B))
(AnotB) (Aand(notB))
ABS(a-b) (abs(A-B))
The correct usage ensures the interpreter calculates in the intended order.
And here comes the complete Instruction Set:
Addition: (A+B)
Subtraction: (A-B)
Multiplication: (A*B)
Division: (A/B)
Absolut value: (absA)
Power of: (A^B)
Natural Logarithm: (logA)
Lowest value of Low of last x bars: (lotx)
Highest value of High of last x bars: (hotx)
Modulo, Remainder of a Division: (A%B)
Round: (rndA)
round to ceil: (ceiA)
Round to floor: (floA)
Round to next minimal tick: (mitA)
EMA of A of last 3 bars: (e03A)
EMA of A of last 7 bars: (e07A)
EMA of A of last 10 bars: (e10A)
EMA of A of last 20 bars: (e20A)
EMA of A of last 50 bars: (e50A)
Smaller then: (AB)
Equal to: (A==B)
Unequal to: (A!=B)
And: (AandB)
Or: (AorB)
Exclusive Or: (AxorB)
Not: (notA)
Past bar value: (A ) ,whereby x can be 1,2,3,...,barIndex-1
Bar time: (T)
Bar index: (I)
Opening Price of Bar: (O)
Highest Price of Bar: (H)
Lowest Price of Bar: (L)
Closing Price of Bar: (C)
Min tick value for the current symbol: (K)
Trade Volume: (V)
True Range: (R)
Is Money invested: (M) ,Long position: M=1,
Short position: M=-1,
No position: M=0
Reminder: if you wanna replace A or B above don't forget the parentheses. So if you have (logA) and wanna replace A with D+F so the correct replacement would be (log(D+F)).
In the following there are some examples of popular bar patterns and useful filters:
Doji: ((abs(O-C))<(10*K))and((H-L)>(100*K))
green Hammer: (((H-C)<(5000*K))and(((O-L)/2)>(abs(O-C)))
Up trend: (C>(e10H))
Down trend: (C<(e10L))
cool down 7 bars: (( any buy condition )and((e07(absM))==0))
possible Pivot High: (H==(hot30))and((CC))
possible Pivot Low: (L==(lot30))and((C>H )or(O0)), goShort ((A>0)and((A )<0)), Enter Signal delay=0, Exit Signal delay=0, Alternate Trades=true
take profit 1 =0.4% (30%), take profit 2 =0.7%, trailing stop loss=0.2%, intrabar, start capital=1000$, qty=5%, fee=0.05%, no Session Filter
Image 1
6. Usage
First you need to attach some signals from external Indicators. In the example above we use the Stochastic RSI indicator from TradingView. Load the Stochastic RSI indicator to the chart. Then you go to the settings menu of this script, choose in the drop-down menu of Input A the signal .
In case you wanna use a signal which is not in the drop-down menu of Input A do the following:
1) You need to know the name of the boolean (or integer) variable of your indicator which hold the desired signal. Lets say that this boolean variable is called BUY. If this BUY variable is not plotted on the chart you simply add the following code line at the end of your pine script.
For boolean (true/false) BUY variables use this:
plot(BUY ? 1:0,'Your buy condition hold in that variable BUY',display = display.data_window)
And in case your script's BUY variable is an integer or float then use instate the following code line:
plot(BUY ,'Your buy condition hold in that variable BUY',display = display.data_window)
2) Probably the name of this BUY variable in your indicator is not BUY. Simply replace in the code line above the BUY with the name of your script's trade condition variable.
3) Do the same procedure for your SELL variable. Then save your changed Indicator script.
4) Then add the changed Indicator script from step before and this backtester script to the chart ...
5) and go to the settings of it. Choose under "Settings -> Input A " your Indicator. So in the example above choose .
The form is usually: ' : BUY'. Then you see something like Image 1
6) Decide about each trade logic for Go Long and Go Short . In this Example we use for GoLong if "Stoch RSI: K" is smaller then 20. The "Stoch RSI: K" we already loaded it in input A. So we set under Go Long (A<20) and set Enter Signal Delay to 0.
Now we setup Go Short if "Stoch RSI: K" is bigger then 80. So we set under Go Short A>80. Enter Signal Delay is already set.
7) For the Exit conditions you can choose (trailing) Stop loss or Take Profit or Exit by Indicator Signal. What ever comes first triggers the exit. If you like to use an EMA Indicator for the Exit by Indicator just load it in a free input slot B, D, E, F or use the inbuild EMA. For this example we use the inbuild EMA of the last 7 values of close. It is called by the following equation: (e07C). So to exit a long trade when the close price crossunder this EMA you have to type in Exit Long ((e07C)>C). For exit a short trade enter in Exit Short ((e07C)<C).
You can choose detailed time- and session filters. You can setup two take profit levels with quantity and stop loss, trailing, initial capital, quantity per trade and set the exchange fees. You get an overall result table and even a detailed, scroll-able table with all trades.
Image 2
In the Image 2 you see the provided info tables about all Trades and the Result Summary. Further more every trade is marked by a background color, labels and levels. An opening Label with the trade direction and trade number. A closing Label again with the trade number, the trade profit in %, the trade gain in $ and the total amount of $ after all past trades. A green line for each take profit levels and an orange line for the (trail) stop loss. This summary table down left gives you an insign about how good or not so good the trade strategy is and with the trade list you can find those trade which should be avoided. Found those bad trades on the chart by the time or trade number. By seeing a big number of bad trades you may find a pattern and can formulate conditions to avoid those bad trades. Those new conditions you can easily add to the equations for enter or exit trades.
Now you have a backtest with the oppotunity to develope and envolve your trading strategy more and more. And for any iteration from general to detailed you can do it with this backtester. You can add more and more filter signals or may change the setting of your Indicator to the best results and setup the following strategy settings like Time- and Session Filter, Stop Loss, Take Profit etc. With it you find a profitable strategy and it's settings.
7. Settings Menu
In the settings menu you will find the following high-lighted sections. Most of the settings have a attention mark on their right side. Move over it with the cursor to read specific explanation.
Input Signals: This are five input slots A, B, D, E & F which you can load up with your preferred Indicators.
Algebraic Equation for the Trade Signals: Here you setup the definitions for Go Long , Go Short , Ex Long & Ex Short . As shown in Image 3 you can combine the input slots A, B, D, E, F with predefined Variables O, H, L, C, T, I, V, K, M, R or any constant value with the in-build function in the instruction set.
Image 3
Additionally, you have the option to delay entry and exit signals. This feature is particularly useful when trade signals exhibit noise and require smoothing.
You can also enable the script to perform alternating trading . In this mode, trades alternate sequentially—after a long trade, a short trade follows, and then another long trade, and so on.
Image 4
As shown in Image 4 , you can configure the script so that an "exit by signal" also acts as the next entry in the opposite trade direction. To enable this, check the option Exit = Enter Next and set the exit condition as the opposite of the entry condition. With this setting, only one occurrence of the signal is needed to trigger both the exit and the new entry, making the transition seamless.
Equation Tester: Each equation is assigned a checkmark and a color. Activate one like in Image 5 and the chart will highlight bars with a colored background where the corresponding equation result is greater than zero (interpreted as true). At the last bar, a label is displayed showing each equation’s result value. This feature allows you to build your equations and test sub-equations to ensure their results are correct.
Image 5
Backtest Results: Check mark the List of Trades to see any single trade with their stats. If there are more trades than can fit in the list, you can scroll down by decreasing the Scroll value.
Timezone Adjustment: In case you wanna use an Chart-UTC that differs from the time scale you can activate Timezone Adjustment . Then you have to setup your location UTC correctly! The Exchange UTC will be set in most cases automatically. Known Exchanges include Amsterdam, Chicago, New_York, Los_Angeles, Calcutta, Colombo, Moscow, St_Petersburg, Tokyo, Shanghai, Hongkong, Berlin, London, Paris, Madrid. Only if you have other exchanges you need to setup it by hand.
Time Filter: You can set a Start time or deactivate it by leave it unhooked. The same with End Time and Duration Days . Duration Days can also count from End time in case you deactivate Start time.
Session Filter: Here, you can choose to activate trading on a weekly basis, specifying which days of the week trading is allowed and which are excluded. Additionally, you can configure trading on a daily basis, setting the start and end times for when trades are permitted. If activated, no new trades will be initiated outside the defined times and sessions.
Long & Short: Here you can enable Longs or Shorts or both trades.
TP & SL Settings: Take Profit 1&2 set the target prices of any trade in relation to the entry price. The TP1 exit a part of the position defined by the quantity value. Stop Loss set the price to step out when a trade goes the wrong direction. You can activate also a trailing SL.
Additionally, you can specify whether trades should be executed intrabar or at the bar's closing.
Hedging: The Hedging is basic as shown in the following Image 6 and serves as a catch if price moves fast in the wrong direction.
Image 6
You can activate a hedging mechanism, which opens a trade in the opposite direction if the price moves x% against the entry price. If both the Stop Loss and Hedging are triggered within the same bar, the hedging action will always take precedence.
Invest Settings: Here, you can set the initial amount of cash to start with. The Quantity Percentage determines how much of the available cash is allocated to each trade, while the Fee Percentage specifies the trading fee applied to both opening and closing positions.
Webhooks: Here, you configure the License ID and the Comment. This is particularly useful if you plan to use multiple instances of the script, ensuring the webhooks target the correct positions. The Take Profit and Stop Loss values are displayed as prices.
8. Declaration for Tradingview House Rules on Script Publishing
This Backtester also serves as Strategy Development Tool by offering the user a fast and easy opportunity to test, enhance and manipulate the definitions for enter and exit trades. The unique feature "algebraic/boolean equation input" provides users with a significant edge over other backtest scripts. Unlike any other backtesting tool available with few drop-down menus for enter the equation, this script allows users to define an extensive range of trade equation definitions without setup of numerous specific parameters. This is reached by four terminals where the user type in the equation as text. Those equations in text-form are send intern to a context-depending touring machine that interprets the string. So with this tool, users can implement their trading ideas—even those involving complex definitions for trade entries and exits based on huge number of variables and indicators—without hiring a developer.
This script is closed-source and invite-only to support and compensate for over a year of development work. Unlike traditional backtest scripts, this one does not rely on TradingView's strategy functions. Instead, it is designed as an indicator, utilizing TradingView's "Indicator-on-Indicator" functionality.
9. Disclaimer
Trading is risky, and traders do lose money, eventually all. This script is for informational and educational purposes only. All content should be considered hypothetical, selected post-factum to demonstrate the upcoming ANN scripts and is not to be construed as financial advice. Decisions to buy, sell, hold, or trade in securities, commodities, and other investments involve risk and are best made based on the advice of qualified financial professionals. Past performance does not guarantee future results. Using this script on your own risk. This script may have bugs and I declare don't be responsible for any losses.
10. Conclusion
Now it’s your turn! Connect your promising Artificial Neural Networks (ANN) and standard indicators to this feature-rich Backtest/Strategy script. This tool allows you to quickly evaluate how well your indicators perform in trading scenarios and easily compare different trading logics defined by algebraic/boolean equations. You can refine your trading strategy step by step without needing a coder. Let it incorporate numerous variables and indicators—simply write the algebraic/boolean equations for trade entries and exits directly into the script’s settings.
Additionally, you can utilize the Time Filter to identify the market conditions where your setups perform best—or where they fall short. The Session Filter helps you isolate recurring favorable conditions to optimize your strategy further. Once you find a promising configuration, you can set up alerts to send webhooks directly. Configure all parameters, test and validate them in paper trading, and if results align with your expectations, deploy the script as your trading bit.
Cheers
Dual Strategy Selector V2 - CryptogyaniOverview:
This script provides traders with a dual-strategy system that they can toggle between using a simple dropdown menu in the input settings. It is designed to cater to different trading styles and needs, offering both simplicity and advanced filtering techniques. The strategies are built around moving average crossovers, enhanced by configurable risk management tools like take profit levels, trailing stops, and ATR-based stop-loss.
Key Features:
Two Strategies in One Script:
Strategy 1: A classic moving average crossover strategy for identifying entry signals based on trend reversals. Includes user-defined take profit and trailing stop-loss options for profit locking.
Strategy 2: An advanced trend-following system that incorporates:
A higher timeframe trend filter to confirm entry signals.
ATR-based stop-loss for dynamic risk management.
Configurable partial take profit to secure gains while letting the trade run.
Highly Customizable:
All key parameters such as SMA lengths, take profit levels, ATR multiplier, and timeframe for the trend filter are adjustable via the input settings.
Dynamic Toggle:
Traders can switch between Strategy 1 and Strategy 2 with a single dropdown, allowing them to adapt the strategy to market conditions.
How It Works:
Strategy 1:
Entry Logic: A long trade is triggered when the fast SMA crosses above the slow SMA.
Exit Logic: The trade exits at either a user-defined take profit level (percentage or pips) or via an optional trailing stop that dynamically adjusts based on price movement.
Strategy 2:
Entry Logic: Builds on the SMA crossover logic but adds a higher timeframe trend filter to align trades with the broader market direction.
Risk Management:
ATR-Based Stop-Loss: Protects against adverse moves with a volatility-adjusted stop-loss.
Partial Take Profit: Allows traders to secure a percentage of gains while keeping some exposure for extended trends.
How to Use:
Select Your Strategy:
Use the dropdown in the input settings to choose Strategy 1 or Strategy 2.
Configure Parameters:
Adjust SMA lengths, take profit, and risk management settings to align with your trading style.
For Strategy 2, specify the higher timeframe for trend filtering.
Deploy and Monitor:
Apply the script to your preferred asset and timeframe.
Use the backtest results to fine-tune settings for optimal performance.
Why Choose This Script?:
This script stands out due to its dual-strategy flexibility and enhanced features:
For beginners: Strategy 1 provides a simple yet effective trend-following system with minimal setup.
For advanced traders: Strategy 2 includes powerful tools like trend filters and ATR-based stop-loss, making it ideal for challenging market conditions.
By combining simplicity with advanced features, this script offers something for everyone while maintaining full transparency and user customization.
Default Settings:
Strategy 1:
Fast SMA: 21, Slow SMA: 49
Take Profit: 7% or 50 pips
Trailing Stop: Optional (disabled by default)
Strategy 2:
Fast SMA: 20, Slow SMA: 50
ATR Multiplier: 1.5
Partial Take Profit: 50%
Higher Timeframe: 1 Day (1D)
Triple EMA Crossover StrategyTriple EMA Crossover Strategy
Overview
The Triple EMA Crossover Strategy is a trend-following trading system that utilizes three Exponential Moving Averages (EMAs) to identify potential entry and exit points in the market. This strategy is based on the principle that when shorter-term prices cross above longer-term prices, it can indicate a bullish trend, and conversely when they cross below, it can signal a bearish trend.
Components
Exponential Moving Averages (EMAs):
Short EMA: A fast-moving average that reacts quickly to price changes (commonly set to 9 periods).
Medium EMA: A medium-term average that smooths out price data and helps confirm trends (commonly set to 21 periods).
Long EMA: A slow-moving average that helps identify the overall trend direction (commonly set to 55 periods).
Trading Signals:
Buy Signal: A long entry is triggered when:
The Short EMA (9) crosses above the Medium EMA (21).
The Medium EMA (21) is above the Long EMA (55).
Sell Signal: A short entry is signaled when:
The Short EMA (9) crosses below the Medium EMA (21).
The Medium EMA (21) is below the Long EMA (55).
Stop Loss and Take Profit:
Stop Loss: Implement a predefined percentage or ATR-based stop loss to limit potential losses.
Take Profit: Set a target based on a risk-to-reward ratio that reflects your trading strategy's goals.
Advantages
Trend Identification: The EMA crossover system allows traders to identify the current trend dynamically, focusing on upward or downward price movements.
Simplicity: The strategy is straightforward, making it accessible for both new and experienced traders.
Flexibility: This method can be applied across multiple timeframes and asset classes, making it versatile for various trading styles.
Disadvantages
Lagging Indicator: Moving averages are lagging indicators, meaning signals may come later than the actual price movement, which can lead to missed opportunities.
Whipsaw Effect: In ranging markets, the strategy may produce false signals leading to potential losses.
ETH Signal 15m
This strategy uses the Supertrend indicator combined with RSI to generate buy and sell signals, with stop loss (SL) and take profit (TP) conditions based on ATR (Average True Range). Below is a detailed explanation of each part:
1. General Information BINANCE:ETHUSDT.P
Strategy Name: "ETH Signal 15m"
Designed for use on the 15-minute time frame for the ETH pair.
Default capital allocation is 15% of total equity for each trade.
2. Backtest Period
start_time and end_time: Define the start and end time of the backtest period.
start_time = 2024-08-01: Start date of the backtest.
end_time = 2054-01-01: End date of the backtest.
The strategy will only run when the current time falls within this specified range.
3. Supertrend Indicator
Supertrend is a trend-following indicator that provides buy or sell signals based on the direction of price changes.
factor = 2.76: The multiplier used in the Supertrend calculation (increasing this value makes the Supertrend less sensitive to price movements).
atrPeriod = 12: Number of periods used to calculate ATR.
Output:
direction: Determines the buy/sell direction based on Supertrend.
If direction decreases, it signals a buy (Long).
If direction increases, it signals a sell (Short).
4. RSI Indicator
RSI (Relative Strength Index) is a momentum indicator, often used to identify overbought or oversold conditions.
rsiLength = 12: Number of periods used to calculate RSI.
rsiOverbought = 70: RSI level considered overbought.
rsiOversold = 30: RSI level considered oversold.
5. Entry Conditions
Long Entry:
Supertrend gives a buy signal (ta.change(direction) < 0).
RSI must be below the overbought level (rsi < rsiOverbought).
Short Entry:
Supertrend gives a sell signal (ta.change(direction) > 0).
RSI must be above the oversold level (rsi > rsiOversold).
The strategy will only execute trades if the current time is within the backtest period (in_date_range).
6. Stop Loss (SL) and Take Profit (TP) Conditions
ATR (Average True Range) is used to calculate the distance for Stop Loss and Take Profit based on price volatility.
atr = ta.atr(atrPeriod): ATR is calculated using 12 periods.
Stop Loss and Take Profit are calculated as follows:
Long Trade:
Stop Loss: Set at close - 4 * atr (current price minus 4 times the ATR).
Take Profit: Set at close + 2 * atr (current price plus 2 times the ATR).
Short Trade:
Stop Loss: Set at close + 4 * atr (current price plus 4 times the ATR).
Take Profit: Set at close - 2.237 * atr (current price minus 2.237 times the ATR).
Summary:
This strategy enters a Long trade when the Supertrend indicates an upward trend and RSI is not in the overbought region. Conversely, a Short trade is entered when Supertrend signals a downtrend, and RSI is not oversold.
The trade is exited when the price reaches the Stop Loss or Take Profit levels, which are determined based on price volatility (ATR).
Disclaimer:
The content provided in this strategy is for informational and educational purposes only. It is not intended as financial, investment, or trading advice. Trading in cryptocurrency, stocks, or any financial markets involves significant risk, and you may lose more than your initial investment. Past performance is not indicative of future results, and no guarantee of profit can be made. You should consult with a professional financial advisor before making any investment decisions. The creator of this strategy is not responsible for any financial losses or damages incurred as a result of following this strategy. All trades are executed at your own risk.
Fractal Breakout Trend Following StrategyOverview
The Fractal Breakout Trend Following Strategy is a trend-following system which utilizes the Willams Fractals and Alligator to execute the long trades on the fractal's breakouts which have a high probability to be the new uptrend phase beginning. This system also uses the normalized Average True Range indicator to filter trades after a large moves, because it's more likely to see the trend continuation after a consolidation period. Strategy can execute only long trades.
Unique Features
Trend and volatility filtering system: Strategy uses Williams Alligator to filter the counter-trend fractals breakouts and normalized Average True Range to avoid the trades after large moves, when volatility is high
Configurable Trading Periods: Users can tailor the strategy to specific market windows, adapting to different market conditions.
Flexible Risk Management: Users can choose the stop-loss percent (by default = 3%) for trades, but strategy also has the dynamic stop-loss level using down fractals.
Methodology
The strategy places stop order at the last valid fractal breakout level. Validity of this fractal is defined by the Williams Alligator indicator. If at the moment of time when price breaking the last fractal price is higher than Alligator's teeth line (8 period SMA shifted 5 bars in the future) this is a valid breakout. Moreover strategy has the additional volatility filtering system using normalized ATR. It calculates the average normalized ATR for last user-defined number of bars and if this value lower than the user-defined threshold value the long trade is executed.
When trade is opened, script places the stop loss at the price higher of two levels: user defined stop-loss from the position entry price or down fractal validation level. The down fractal is valid with the rule, opposite as the up fractal validation. Price shall break to the downside the last down fractal below the Willians Alligator's teeth line.
Strategy has no fixed take profit. Exit level changes with the down fractal validation level. If price is in strong uptrend trade is going to be active until last down fractal is not valid. Strategy closes trade when price hits the down fractal validation level.
Risk Management
The strategy employs a combined approach to risk management:
It allows positions to ride the trend as long as the price continues to move favorably, aiming to capture significant price movements. It features a user-defined stop-loss parameter to mitigate risks based on individual risk tolerance. By default, this stop-loss is set to a 3% drop from the entry point, but it can be adjusted according to the trader's preferences.
Justification of Methodology
This strategy leverages Williams Fractals to open long trade when price has broken the key resistance level to the upside. This resistance level is the last up fractal and is shall be broken above the Williams Alligator's teeth line to be qualified as the valid breakout according to this strategy. The Alligator filtering increases the probability to avoid the false breakouts against the current trend.
Moreover strategy has an additional filter using Average True Range(ATR) indicator. If average value of ATR for the last user-defined number of bars is lower than user-defined threshold strategy can open the long trade according to open trade condition above. The logic here is following: we want to open trades after period of price consolidation inside the range because before and after a big move price is more likely to be in sideways, but we need a trend move to have a profit.
Another one important feature is how the exit condition is defined. On the one hand, strategy has the user-defined stop-loss (3% below the entry price by default). It's made to give users the opportunity to restrict their losses according to their risk-tolerance. On the other hand, strategy utilizes the dynamic exit level which is defined by down fractal activation. If we assume the breaking up fractal is the beginning of the uptrend, breaking down fractal can be the start of downtrend phase. We don't want to be in long trade if there is a high probability of reversal to the downside. This approach helps to not keep open trade if trend is not developing and hold it if price continues going up.
Backtest Results
Operating window: Date range of backtests is 2023.01.01 - 2024.05.01. It is chosen to let the strategy to close all opened positions.
Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks.
Initial capital: 10000 USDT
Percent of capital used in every trade: 30%
Maximum Single Position Loss: -3.19%
Maximum Single Profit: +24.97%
Net Profit: +3036.90 USDT (+30.37%)
Total Trades: 83 (28.92% win rate)
Profit Factor: 1.953
Maximum Accumulated Loss: 963.98 USDT (-8.29%)
Average Profit per Trade: 36.59 USDT (+1.12%)
Average Trade Duration: 72 hours
These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
How to Use
Add the script to favorites for easy access.
Apply to the desired timeframe and chart (optimal performance observed on 4h and higher time frames and the BTC/USDT).
Configure settings using the dropdown choice list in the built-in menu.
Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}}
Disclaimer:
Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation
Momentum Alligator 4h Bitcoin StrategyOverview
The Momentum Alligator 4h Bitcoin Strategy is a trend-following trading system that operates on dual time frames. It utilizes the 1D Williams Alligator indicator to identify the prevailing major price trend and seeks trading opportunities on the 4-hour (4h) time frame when the momentum is turning up. The strategy is designed to close trades if the trend fails to develop or holding position if price continues increasing without any significant correction. Note that this strategy is specifically tailored for the 4-hour time frame.
Unique Features
2-layers market noise filtering system: Trades are only initiated in the direction of the 1D trend, determined by the Williams Alligator indicator. This higher time frame confirmation filters out minor trade signals, focusing on more substantial opportunities. At the same time, strategy has additional filter on 4h time frame with Awesome Oscillator which is showing the current price momentum.
Flexible Risk Management: The strategy exclusively opens long positions, resulting in fewer trades during bear markets. It incorporates a dynamic stop-loss mechanism, which can either follow the jaw line of the 4h Alligator or a user-defined fixed stop-loss. This flexibility helps manage risk and avoid non-trending markets.
Methodology
The strategy initiates a long position when the d-line of Stochastic RSI crosses up it's k-line. It means that there is a high probability that price momentum reversed from down to up. To avoid overtrading in potentially choppy markets, it skips the next two trades following a winning trade, anticipating sideways movement after a significant price surge.
This strategy has two layers trades filtering system: 4h and 1D time frames. The first one is awesome oscillator. It shall be increasing and value has to be higher than it's 5-period SMA. This is an additional confirmation that long trade is opened in the direction of the current momentum. As it was mentioned above, all entry signals are validated against the 1D Williams Alligator indicator. A trade is only opened if the price is above all three lines of the 1D Alligator, ensuring alignment with the major trend.
A trade is closed if the price hits the 4h jaw line of the Alligator or reaches the user-defined stop-loss level.
Risk Management
The strategy employs a combined approach to risk management:
It allows positions to ride the trend as long as the price continues to move favorably, aiming to capture significant price movements. It features a user-defined stop-loss parameter to mitigate risks based on individual risk tolerance. By default, this stop-loss is set to a 2% drop from the entry point, but it can be adjusted according to the trader's preferences.
Justification of Methodology
This strategy leverages Stochastic RSI on 4h time frame to open long trade when momentum started reversing to the upside. On the one hand, Stochastic RSI is one of the most sensitive indicator, which allows to react fast on the potential trend reversal. On the other hand, this indicator can be too sensitive and provide a lot of false trend changing signals. To eliminate this weakness we use two-layers trades filtering system.
The first layer is the 4h Awesome oscillator. This is less sensitive momentum indicator. Usually it starts increasing when price has already passed significant distance from the actual reversal point. The strategy opens long trade only is Awesome oscillator is increasing and above it's 5-period SMA. This approach increases the probability to filter the false signals during the choppy market or if the reversal is false.
The second layer filter is the Williams Alligator indicator on 1D time frame. The 1D Alligator serves as a filter for identifying the primary trend and increases probability to avoid the trades with low potential because trading against major trend usually is more risky. It's much better to catch the trend continuation than local bounce.
Last but not least feature of this strategy is close trades condition. It uses the flexible approach. First of all, user can set up the fixed stop-loss according to his own risk-tolerance, by default this value is 2% of price movement. It restricts the potential loss at the moment when trade has just been opened. Moreover strategy utilizes the 4h Williams Alligator's jaw line to exit the trade. If price fell below it trade is closed. This approach helps to not keep open trade if trend is not developing and hold it if price continues going up.
Backtest Results:
Operating window: Date range of backtests is 2021.01.01 - 2024.05.01. It is chosen to let the strategy to close all opened positions.
Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks.
Initial capital: 10000 USDT
Percent of capital used in every trade: 50%
Maximum Single Position Loss: -3.04%
Maximum Single Profit: +29.67%
Net Profit: +6228.01 USDT (+62.28%)
Total Trades: 118 (24.58% win rate)
Profit Factor: 1.71
Maximum Accumulated Loss: 1527.69 USDT (-11.52%)
Average Profit per Trade: 52.78 USDT (+0.89%)
Average Trade Duration: 60 hours
These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
How to Use:
Add the script to favorites for easy access.
Apply to the 4h timeframe desired chart (optimal performance observed on the BTC/USDT).
Configure settings using the dropdown choice list in the built-in menu.
Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}}
Disclaimer:
Educational and informational tool reflecting Skyrex commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation
MACD of Relative Strenght StrategyMACD Relative Strenght Strategy :
INTRODUCTION :
This strategy is based on two well-known indicators: MACD and Relative Strenght (RS). By coupling them, we obtain powerful buy signals. In fact, the special feature of this strategy is that it creates an indicator from an indicator. Thus, we construct a MACD whose source is the value of the RS. The strategy only takes buy signals, ignoring SHORT signals as they are mostly losers. There's also a money management method enabling us to reinvest part of the profits or reduce the size of orders in the event of substantial losses.
RELATIVE STRENGHT :
RS is an indicator that measures the anomaly between momentum and the assumption of market efficiency. It is used by professionals and is one of the most robust indicators. The idea is to own assets that do better than average, based on their past performance. We calculate RS using this formula :
RS = close/highest_high(RS_Length)
Where highest_high(RS_Length) = highest value of the high over a user-defined time period (which is the RS_Length).
We can thus situate the current price in relation to its highest price over this user-defined period.
MACD (Moving Average Convergence - Divergence) :
This is one of the best-known indicators, measuring the distance between two exponential moving averages : one fast and one slower. A wide distance indicates fast momentum and vice versa. We'll plot the value of this distance and call this line macdline. The MACD uses a third moving average with a lower period than the first two. This last moving average will give a signal when it crosses the macdline. It is therefore constructed using the values of the macdline as its source.
It's important to note that the first two MAs are constructed using RS values as their source. So we've just built an indicator of an indicator. This kind of method is very powerful because it is rarely used and brings value to the strategy.
PARAMETERS :
RS Length : Relative Strength length i.e. the number of candles back to find the highest high and compare the current price with this high. Default is 300.
MACD Fast Length : Relative Strength fast EMA length used to plot the MACD. Default is 14.
MACD Slow Length : Relative Strength slow EMA length used to plot the MACD. Default is 26.
MACD Signal Smoothing : Macdline SMA length used to plot the MACD. Default is 10.
Max risk per trade (in %) : The maximum loss a trade can incur (in percentage of the trade value). Default is 8%.
Fixed Ratio : This is the amount of gain or loss at which the order quantity is changed. Default is 400, meaning that for each $400 gain or loss, the order size is increased or decreased by a user-selected amount.
Increasing Order Amount : This is the amount to be added to or subtracted from orders when the fixed ratio is reached. The default is $200, which means that for every $400 gain, $200 is reinvested in the strategy. On the other hand, for every $400 loss, the order size is reduced by $200.
Initial capital : $1000
Fees : Interactive Broker fees apply to this strategy. They are set at 0.18% of the trade value.
Slippage : 3 ticks or $0.03 per trade. Corresponds to the latency time between the moment the signal is received and the moment the order is executed by the broker.
Important : A bot has been used to test the different parameters and determine which ones maximize return while limiting drawdown. This strategy is the most optimal on BITSTAMP:ETHUSD in 8h timeframe with the parameters set by default.
ENTER RULES :
The entry rules are very simple : we open a long position when the MACD value turns positive. You are therefore LONG when the MACD is green.
EXIT RULES :
We exit a position (whether losing or winning) when the MACD becomes negative, i.e. turns red.
RISK MANAGEMENT :
This strategy can incur losses, so it's important to manage our risks well. If the position is losing and has incurred a loss of -8%, our stop loss is activated to limit losses.
MONEY MANAGEMENT :
The fixed ratio method was used to manage our gains and losses. For each gain of an amount equal to the value of the fixed ratio, we increase the order size by a value defined by the user in the "Increasing order amount" parameter. Similarly, each time we lose an amount equal to the value of the fixed ratio, we decrease the order size by the same user-defined value. This strategy increases both performance and drawdown.
Enjoy the strategy and don't forget to take the trade :)
MFR RangeHello Traders!
You requested it for many months, we are finally making our proprietary Range available to all.
First of all, how should a trader consider a Range in general:
In trading, a "range" refers to a specific price interval or zone within which an asset's price moves or consolidates for a period of time. Ranges are characterized by relatively horizontal or sideways price movements, where the price oscillates between a defined upper and lower boundary. Traders often use ranges to identify potential trading opportunities, manage risk, and make trading decisions.
Here's how ranges are used in trading:
1. Range Identification:
Traders identify ranges by observing price charts and looking for periods where the price appears to be moving horizontally with clear upper and lower boundaries.
Common range patterns include rectangles, channels, and horizontal consolidations.
2. Range Trading Strategies:
Range trading strategies aim to profit from price movements within the established range. Traders typically use two main approaches within a range:
Buying near the range's lower boundary: Traders buy when the price approaches the lower end of the range, anticipating a bounce or reversal towards the upper boundary. This is often referred to as "buying support."
Selling near the range's upper boundary: Traders sell when the price approaches the upper end of the range, anticipating a pullback or reversal towards the lower boundary. This is known as "selling resistance."
3. Risk Management:
Stop-loss orders are crucial when trading ranges. Traders set stop-loss orders just outside the range's boundaries to limit potential losses if the price breaks out of the range unpredictably.
4. Range Breakouts:
Ranges do not last indefinitely, and eventually, the price may break out of the range, leading to a significant price movement.
Traders often look for breakout patterns and use breakout trading strategies to capitalize on the potential for a strong price movement after the range is broken.
5. Volatility Consideration:
Some traders may assess the volatility within the range. If the price oscillates within the range with high volatility, they may consider trading shorter timeframes for smaller, quicker profits.
Lower volatility may prompt longer-term traders to take positions within the range, expecting a slower, more controlled price movement.
6. Time Frame Analysis:
Traders may analyze the time frame in which the range has developed, in our case MFR range are based solely on the Daily timeframe.
7. Confirmation Indicators:
Traders often use technical indicators like Relative Strength Index (RSI), Moving Averages, or Bollinger Bands to confirm range trading signals and assess overbought or oversold conditions.
8. Range Boundaries as Support and Resistance:
Once a range is identified, its upper and lower boundaries can serve as key support and resistance levels even after the range is broken. Traders pay attention to these levels for future trading decisions.
9. Range Expansion:
Some traders look for signs of range expansion, where the price starts to break out or trend strongly. This can signal the end of a range-bound market and a transition to a trending market.
It's important to note that while range trading can be profitable, it requires careful analysis and risk management. Traders must be prepared for the possibility of a breakout that can result in significant losses if they are on the wrong side of the trade. Additionally, market conditions can change, and ranges can evolve into trends or other patterns, so traders need to adapt their strategies accordingly.
What is specific to MFR range?
This script calculates and plots a trading range on a daily timeframe based on historical price data. Based on Benoit Mandelbrot and Edgar E. Peters publications on Range, we run a set of calculations over a defined period. The script will define those to generate the "Range High" and "Range Low". These values are used to define the upper and lower bounds of the trading range.
In short, how could I use this script?
A trader could use the Range to find overbought or oversold points to enter a position. The Lower Range being the price to buy an asset and the Upper Range being the place to sell an asset. This is recommended to be implemented only when our other indication called Trend matches the strategy: buy when the trend is bullish or short when the trend is bearish.
It's important to note that while Range is a useful tool, it should not be relied upon solely for making trading decisions. It's recommended to use it in conjunction with other technical analysis tools and consider other factors such as market conditions, risk management, and fundamental analysis. Remember that the Range indicator is just one tool among many, and it's important to consider other factors such as volume, momentum, volatility, and overall market conditions when making trading decisions. Additionally, using stop-loss orders and proper risk management techniques is crucial to mitigate potential losses.
We hope that you will find these explanations useful, please contact us by private message for access.
Enjoy!
DISCLAIMER: No sharing, copying, reselling, modifying, or any other forms of use are authorised. This script 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. Myfractalrange is not responsible for any losses you may incur. Please invest wisely.
LONG SAZB $This strategy combines the use of:
-The MTF EMA to detect trends.
-The MACD to create Long and Short Buy signals.
-The ATR for setting Stop Losses and Take Profits.
This works well with many different crypto and fiat pairs, but it must be optimized for the certain behavior of the currency pair. Its optimal use is strong trends, not so profitable when sideways.
This strategy was developed with the 5-minute Bitcoin / TetherUS Perpetual futures for Binance (Crypto trading platform).
This is the first version, updates will come.
MTF EMA
The MTF EMA (Multi-TimeFrame Exponential Moving Average ) is a great indicator to see the overall trend of an asset, you can see the status of a moving average for all timeframes on one chart.
Normally when you check a moving average of the price it's on some specific timeframe. The MTF EMA allows you to see moving average status for all timeframes in a single place. You can simplify your visual representation and know if an asset or a pair is overall bullish or bearish , with this improving your entry and exit signal decisions.
This strategy uses the 1 hour and 15 min EMA with different values. Experimenting with these is important to understand the currency pairs.
Up trend:
Price (source) > 1h MTF and 1h MTF < 15m MTF
Down trend:
Price (source) < 1h MTF and 1h MTF > 15m MTF
MACD
Using MACD (Moving Average Convergence Divergence) as a reference, the strategy identifies when the MACD line crosses over (a factor in a buy signal) and under (a factor in a Sell signal) the Signal line. This shows a shift in positive (cross over) and negative (cross under) of a security.
This strategy uses values of 12 on the Fast MA, 26 on the Slow MA, and 9 in the Signal Line MA.
The optional ribbon is for a more visual representation of the MACD .
The MACD and Signal line have the option to have a crossover limit to cancel buy signals depending on the value they crossed at according to the 0 line of the MACD . This is to avoid fake signals.
ATR TP/SL
Using ATR to define the stop loss and take profit is that it should allow you to set them at a realistic distance from price. Simply put, a pair experiencing a high level of volatility has a higher ATR, and a low volatility stock has a lower ATR.
The indicator does not indicate the price direction; rather it is used primarily to measure volatility caused by gaps and limit up or down moves. All this is used to allow the Stop Loss “breathing space” so trades don't get unnecessarily stopped, and allow the Take Profit to be at a more realistic, flexible, and profitable price.
This strategy uses different values for Longs and Shorts depending on the market behavior, optionally analyzes swing lows and highs according to the value of the candle lookback and sets the ATR depending on them, they must be tested to optimum. Also the ATR has a multiplicator to find the most efficient price levels.
Trade Setup
Shorts and Longs can be turned OFF and ON.
There is an optional maximum % loss for trades, the trade is closed when the high-low average of a candle is over this %.
Longs
This strategy indicates a Long Buy signal when these conditions are met:
- Uptrend signal from MTF EMA .
- MACD Crossover of Signal ( MACD > Signal) while being under the MACD crossover limit.
A Long exit signal is indicated when:
- Price crosses over the ATR Take Profit limit.
- Price crosses under the ATR Stop Loss limit.
- Price crosses under optional max % long loss.
Shorts
This strategy indicates a Long Buy signal when these conditions are met:
- Downtrend signal from MTF EMA .
- Signal Crossover of MACD ( MACD < Signal) while being over the MACD crossover limit.
A Short exit signal is indicated when:
- Price crosses under the ATR Take Profit limit.
- Price crosses over the ATR Stop Loss limit.
- Price crosses over optional max % short loss.
Disclaimer
1. I am not a licensed financial advisor or broker dealer. I do not tell you when or what to buy or sell. I developed this software which enables you to execute manual or automated trades multiple trades using TradingView. The software allows you to set the criteria you want for entering and exiting trades.
2. Do not trade with money you cannot afford to lose.
3. I do not guarantee consistent profits or that anyone can make money with no effort. I am not selling the holy grail.
4. Every system can have winning and losing streaks.
5. Money management plays a large role in the results of your trading. For example: lot size, account size, broker leverage, and broker margin call rules all have an effect on results. Also, your Take Profit and Stop Loss settings for individual pair trades and for overall account equity have a major impact on results. If you are new to trading and do not understand these items, then I recommend you seek education materials to further your knowledge.
**YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR TRADING TOLERANCE.**
**I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.**
I am 100 % open to suggestions to improve the script.
If you encounter any problems or would like to see the script, share them with me at "steven17zmuda@gmail.com".
Items in this description text may not be written directly by me, but may be taken from education sites.
[Fedra Algotrading Strategy Trailing Stop Version]Simpler version of my popular strategy.Optimized for cryptocurrencies. Originally conceived to trade automatically through bots (that's how I use it), it also works to get signals and trade manually in any exchange.
It works in spot.
Buy the dip:
Attempts to buy on the dip, finding entries when the price makes abrupt dips that break deviation of the linear regression of the last periods.
Trend Detection:
Determines whether the market is in an uptrend or downtrend by crossing 2 SMAs + super trend in different temporalities. This affects the performance of the strategy. It works as a filter to avoid making entries in a downtrend.
% Trailing Stop Loss. The Stop Loss is placed a % below the price and accompanies it in the rises to make the most of an uptrend.
Optionally, you can set up a percentage Take Profit
It allows you to easily configure the backtest period to optimize the parameters for consistent results.
The strategy calculates by default a commission of 0.1% on each trade to make the backtest more "pessimistic".
Includes advanced features for compatibility with different bots platforms in the market.
Risk management by % of equity or by maximum series of losses.
////////////////////////////
Versión más simple de mi popular estrategia, optimizada para criptomonedas. Originalmente concebida para operar automáticamente a través de bots (así es como la uso yo), también funciona para obtener señales y operar manualmente en cualquier exchange.
Funciona en spot.
Compra en la caída:
Intenta comprar en la caída, encontrando entradas cuando el precio hace caídas abruptas que rompen la desviación de la regresión lineal de los últimos períodos.
Detección de tendencia:
Determina si el mercado está en tendencia alcista o bajista mediante el cruce de 2 SMAs + super trend en diferentes temporalidades. Esto afecta al rendimiento de la estrategia. Funciona como un filtro para evitar hacer entradas en contra de la tendencia del mercado.
% Trailing Stop Loss. El Stop Loss se coloca un % por debajo del precio y lo acompaña en las subidas para aprovechar una tendencia alcista.
Opcionalmente, se puede establecer un porcentaje de Take Profit
Permite configurar fácilmente el periodo de backtest para optimizar los parámetros y obtener resultados consistentes.
La estrategia calcula por defecto una comisión del 0,1% en cada operación para que el backtest sea más "pesimista".
Incluye características avanzadas para la compatibilidad con diferentes plataformas de bots en el mercado.
Gestión del riesgo por % del capital o por serie máxima de pérdidas.
[ADOL_]Trend BreakENG)
Trend Break trend break+
It automatically draws a trend line and generates signals based on elaborate standards.
It is a secretary who plays an excellent role as an auxiliary tool in the sale and sale.
Trend lines are an important tool in determining the direction of trading.
These indicators are automatic trend line construction and trading signal generation indicators.
The background informs the trend section. The key function is the notation of signals.
principle)
It reflects the concept of HH and LL.
What is HH? Abbreviation of Higher High, which means to increase the high point.
What is LL? It stands for Lower Low, which means to lower the low point.
The trend line is created by the basic construction method that connects the highs and the highs, and the lows and the lows.
The basic signal is prepared by generating a signal from the 3 previous candles of the breakthrough of the trend line.
Basic signal; L for long, S for short
When the flow continues in one direction by reflecting the candle flow in ascending and descending order
Create a filtered signal.
Filtering signal; Filtering signals are marked with ★.
The background is the output through direction matching filtering of the double weighted moving average.
Green Background: Uptrend Progress
Red background: downtrend progress
Gray background: neutral zone (rebound, retracement, crossing)
Principle example)
This is an example of a signal with no filtering applied.
This is an example of a filtered signal.
option)
Line color, line shape, whether or not to include a tail when drawing a trend, line thickness
You can choose options such as.
Time frame)
Applicable to all time frames.
Scalping: 1 minute bar, 3 minute bar
Single hit: 3 minutes, 15 minutes, 1 hour
Swing: 1 hour salary, 4 hour salary, daily salary
Applicable market)
Applicable to all markets.
Examples of market application)
NASDAQ
Korean stocks (ex: Samsung Electronics)
alert)
You can use the alert function.
-Background alert for trend direction
-Alert to break through downtrend line and alert to break through uptrend line
-Filtering applied alert to break through the downtrend line
-Filtering applied alert to break through the uptrend line
Trading method)
1. The trend line refers to the concept of support/resistance touch. Through the concept of touch
You can set a standard once more to see if the signal output is adequate.
One touch of support/resistance line: On the first touch, see long at the support line and short at the resistance line.
Touch the support/resistance line 2: Check the position once more in the step of building (consolidating) the support/resistance line. Long at the support level and short at the resistance level.
3 touches of the ground/resistance line: This is the section with high possibility in both directions.
Support/resistance line 4 (or higher) touch: Use as a breakthrough reference line. When breaking through, hit short at the support line and long at the resistance line.
If the support/resistance line breaks through to the closing price, support becomes resistance and resistance becomes support."
Trading method)
1. The trend line refers to the concept of support/resistance touch. Through the concept of touch
You can set a standard once more to see if the signal output is adequate.
One touch of support/resistance line: On the first touch, see long at the support line and short at the resistance line.
Touch the support/resistance line 2: Check the position once more in the step of building (consolidating) the support/resistance line. Long at the support level and short at the resistance level.
3 touches of the ground/resistance line: This is the section with high possibility in both directions.
Support/resistance line 4 (or higher) touch: Use as a breakthrough reference line. When breaking through, hit short at the support line and long at the resistance line.
If the support/resistance line breaks through to the closing price, support becomes resistance and resistance becomes support."
2. Entry Criteria/Stop Loss Criteria
-Entry criteria; Follow the signal.
-Stop loss criteria;
Using Fixed Stop Loss: Set the 1% fixed stop loss interval from signal generation (% is set individually).
Use of Candle Stop: When the low or high point of the signal generating rod collapses, set the stop loss.
Use of flow stop loss: Set the stop loss by considering the flow of the wave.
3. Note
All trading decisions you make are your sole responsibility.
If the indicators were helpful, please support us. Help in developing the following metrics.
4. How to use
Tap Add Indicator to Favorites. Click on the indicator at the top of the chart screen and look at the left tab
Indicators have been added. Press to use. Anyone can use it.
KOR)
Trend Break 추세돌파+
추세선을 자동으로 작도해주며, 정교화된 기준으로 시그널을
발생시켜 매매에 보조도구로써 훌륭한 역할을 수행해내는 비서입니다.
추세선은 매매의 방향성을 결정하는데 중요한 도구입니다.
해당 지표는 자동 추세선 작도와 매매 시그널 발생 지표입니다.
배경은 추세구간을 알려줍니다. 핵심기능은 시그널의 표기입니다.
원리)
HH와 LL의 개념을 반영합니다.
HH란 ? Higher High의 약자로 고점을 높인다는 의미입니다.
LL란? Lower Low의 약자로 저점을 낮춘다는 의미입니다.
추세선은 고점과 고점, 저점과 저점을 잇는 기본 작도 방법으로 만들어집니다.
추세선 돌파의 3개 이전 캔들부터 신호발생으로 준비를 기본 시그널을 만듭니다.
기본 시그널 ; 롱의 경우 L 표기, 숏의 경우 S표기
오름차순과 내림차순의 캔들 흐름을 반영하여, 한 방향으로 흐름이 지속될때
필터링된 시그널을 만듭니다.
필터링 시그널 ; 필터링 시그널은 ★ 표기가 붙습니다.
배경은 이중 가중이동 평균의 방향일치 필터링을 통한 출력입니다.
초록색 배경 : 상승추세 진행
빨간색 배경 : 하락추세 진행
회색 배경 : 중립구역(반등, 되돌림, 교차)
원리 예시)
필터링이 적용되지 않은 시그널의 예시입니다.
필터링이 적용된 시그널의 예시입니다.
옵션)
선색상, 선모양, 추세선작도시 꼬리포함여부, 선굵기
등의 옵션을 선택할 수 있습니다.
타임프레임)
모든 시간프레임에 적용 가능합니다.
스캘핑 : 1분봉, 3분봉
단타 : 3분봉, 15분봉, 1시간봉
스윙 : 1시간봉, 4시간봉, 일봉
적용시장)
모든 시장에 적용 가능합니다.
시장 적용의 예시)
나스닥
한국주식(예 : 삼성전자)
알람)
얼러트 기능을 사용할 수 있습니다.
- 추세방향성에 대한 배경의 얼러트
- 하락추세선 돌파 얼러트, 상승추세선 돌파 얼러트
- 필터링을 적용한 하락추세선 돌파 얼러트
- 필터링을 적용한 상승추세선 돌파 얼러트
매매방법)
1. 추세선은 지지/저항의 터치 개념을 참고합니다. 터치의 개념을 통해
시그널 출력이 적절한지 한번 더 기준을 잡을 수 있습니다.
지지/저항선 1터치 : 첫번째 터치에는 지지선에서 롱을, 저항선에서 숏을 봅니다.
지지/저항선 2터치 : 지지/저항선 구축(다지기)의 단계로 한번 더 자리를 확인합니다. 지지선에서 롱을, 저항선에서 숏을 봅니다.
지/저항선의 3터치 : 양방향의 가능성이 높은 구간입니다.
지지/저항선4(이상)터치 : 돌파기준선으로 사용합니다. 돌파할 때, 지지선에서 숏을, 저항선에서 롱을 칩니다.
지지/저항선이 종가로 뚫리면 지지는 저항이 되고, 저항은 지지가 됩니다."
2. 진입기준/손절기준
- 진입기준; 시그널을 따릅니다.
- 손절기준;
고정손절가 이용 : 시그널 발생으로부터 1% 고정 손절가 구간을 설정합니다.(%는 개별로 설정)
캔들손절가 이용 : 시그널 발생봉의 저점이나 고점이 무너지면 손절을 설정합니다.
흐름손절가 이용 : 파동의 흐름을 고려하여 손절을 설정합니다.
3. 참고
귀하가 내리는 모든 거래 결정은 전적으로 귀하의 책임입니다.
지표가 도움이 되었다면 응원 부탁드립니다. 다음 지표 개발에 도움이 됩니다.
4. 사용방법
즐겨찾기에 인디케이터 넣기를 누릅니다. 차트화면 상단에 지표를 눌러서 왼쪽탭에 보면
지표가 추가되어 있습니다. 눌러서 사용합니다. 누구나 사용할 수 있습니다.
Dankland Playground DCAing multi-strategy OPThis is essentially a script that I made for myself before deciding it may be good enough for you all as well.
How it works basically is this... you have 18 oscillators which can all be used as independently as you wish. That means there are 20 groups which they can be split amongst as you choose.
When in separate groups they should not be able to sell eachothers positions without triggering a stop loss. Every single oscillator has its own position sizing and exit sizing which can be stated as either a percent of balance or a flat amount of contracts. Each oscillator has a minimum amount of profit you can tell it to sell it, which is calculated from the average cost of your current position, which does include all groups. This works out to help you average out better entry and exit prices, essentially a method of DCAing.
You can set the minimum sale amount, which is to keep it from placing orders below your exchanges minimum dollar trade cost.
The included oscillators are as follows:
Chande Momentum cross
Moving Average Cross
MACD cross
%B Bollinger cross
Stochastic cross + region filter
Stochastic RSI cross + region filter
SMII cross and region
Three RMIs
Standard RSI
LSMA-smoothed RSI
Know Sure Thing
RSI of KST
Coppock Curve
RSI of Curve
PPO
RSI of PPO
Trix
RSI of Trix
So the idea is that this is essentially multiple strategies combined into one backtestable house. Balance is calculated for all position sizes in order to try to prevent false entries that plague so many scripts (IE, you set pyramiding to 2, each buy $1000, initial balance $1000, and yet it buys two orders off the bat for $2000 total and nets 400% profit because the second was considered free)/
You tune each side and position size them so that they work together as well as you can and in doing so you are able to create a single backtest that is capable of running a bot, essentially, between multiple strategies - you can run a slower Moving Average cross, a faster SMI cross or MACD, or Bollinger that grabs big moves only, all the while having MACD trade small bonuses along the way. This way you can weight the Risk to Reward of each against eachother.
I will not try to claim this is something you can open and with no work have the best bot on the planet. This scripts intention is to take a lot of relatively common trading strategies and combine them under on roof with some risk management and the ability to weigh each against eachother.
If you are looking for a super advanced singular algorithm that tries to capture every peak and valley exactly on the dot, this is not for you. If you are looking for a tool with a high level of customizability, with a publisher who intends to update it to the best of his ability in accordance to seeking to make the best product that I personally can make for both myself and the community (because I will be using this myself of course!) that was specifically designed with the intention of performing well in spot markets by averaging low entry costs and high exit costs, this is for you! That is the exact intention here.
I do not trade margin currently, I trade spot. I am sure this script can be tuned to work on margin but this is not my intention or area so if this is you and there is something you need for margin specifically implemented, ask, because I likely don't know what you need yet.
The current backtest shown is hand-optimized by myself for BTC/USD 1hr market with NO stop loss enabled and all sales weighed to be around 0% minimum profit from the total average entry cost.
I chose to run it myself with no stop losses because Bitcoin is so bullish to me. The stop losses can still be very profitable, but not 1495% net profit. This style of automation is not for everyone as when running with no stop loss and the requirement every sale is somewhat profitable, or at least no very noticeable loss, you wind up relying on yourself to manually stop out if things crash too much and the bot has to stop trading to wait for market to go back up. The thing to do here if you are playing without a stop loss is to have your own alerts set at your fear level, a % drop in a period of time or something like that, and when you reach that point I would consider resetting the bot so it continues to take trades. I personally will accept a temporary drop in USD as long as I can keep my BTC holdings up overall as the goal should always be to have as many BTC as possible by the start and end of the bull run.