SPY 4 Hour Swing TraderThe purpose of this script is to spot 4 hour pivots that indicate ~30 trading day swings. As VIX starts to drop options trading will get more boring and as we get back on the bull and can benefit from swing trading strategy. Swing trading doesn't make a whole lot of sense when VIX is above 28. Seems to get best results on 4 hour chart for this one. This indicator spots a go long opportunity when the 5 ema crosses the 13 ema on the 4 hour along with the RSI > 50 and the ADX > 20 and Stoichastic values (smoothed line < 80 or line < 90) and close > last candle close and the True Range < 6. It also spots uses a couple different means to determine when to exit the trade. Sell condition is primarily when the 13 ema crosses the 5 ema and the MACD line crosses below the signal line and the smoothed Stoichastic appears oversold (greater than 60) and slop of RSI < -.2. Stop Losses and Take Profits are configurable in Inputs along with ability to include short trades plus other MACD and Stoichastic settings. If a stop loss is encountered the trade will close. Also once twice the expected move is encountered partial profits will taken and stop losses and take profits will be re-established based on most recent close. Also a VIX above 28 will trigger any open positions to close. If trying to use this for something other than SPXL it is best to update stop losses and take profit percentages and check backtest results to ensure proper levels have been selected and the script gives satisfactory results.
Cerca negli script per "stop loss"
SPY 1 Hour Swing TraderThe purpose of this script is to spot 1 hour pivots that indicate ~5 to 6 trading day swings. Results indicate that swings are held approximately 5 to 6 trading days on average, over the last 6 years. This indicator spots a go long opportunity when the 5 ema crosses the 13 ema on the 1 hour along with the RSI > 50. It also spots uses a couple different means to determine when to exit the trade. Sell condition is primarily when the 13 ema crosses the 5 ema and the MACD line crosses below the signal line and the smoothed Stoichastic appears oversold (greater than 60). Stop Losses and Take Profits are configurable in Inputs along with ability to include short trades plus other MACD and Stoichastic settings. If a stop loss is encountered the trade will close. Also once twice the expected move is encountered partial profits will taken and stop losses and take profits will be re-established based on most recent close. Once long trades are exited, short trades will be initiated if recent conditions appeared oversold and input option for short trading is enabled. If trying to use this for something other than SPXL it is best to update stop losses and take profit percentages and check backtest results to ensure proper levels have been selected and the script gives satisfactory results.
Antares_messages_publicLibrary "Antares_messages_public"
This library add messages for yours strategy for use in Antares trading system for binance and bybit exchanges.
Данная библиотека позволяет формировать сообщения в алертах стратегий для Antares в более упрощенном для пользователя режиме, включая всплывающие подсказки и т.д.
set_leverage(token, market, ticker_id, leverage)
Set leverage for ticker on specified market.
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
leverage (float) : (float) leverage level. Устанавливаемое плечо.
Returns: 'Set leverage message'.
pause(time_pause)
Set pause in message. '::' -left and '::' -right included.
Parameters:
time_pause (int)
LongLimit(token, market, ticker_id, type_qty, quantity, price, orderId, leverageforqty)
Buy order with limit price and quantity.
Лимитный ордер на покупку(в лонг).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
price (float) : (float) price for limit order. Цена по которой должен быть установлен лимитный ордер.
orderId (string) : (string) if use order id you may change or cancel your order after or set it ''. Используйте OrderId если хотите изменить или отменить ордер в будущем.
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Limit Buy order'. Лимитный ордер на покупку (лонг).
LongMarket(token, market, ticker_id, type_qty, quantity, leverageforqty)
Market Buy order with quantity.
Рыночный ордер на покупку (в лонг).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
leverageforqty (int) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Market Buy order'. Маркетный ордер на покупку (лонг).
ShortLimit(token, market, ticker_id, type_qty, quantity, price, leverageforqty, orderId)
Sell order with limit price and quantity.
Лимитный ордер на продажу(в шорт).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
price (float) : (float) price for limit order. Цена по которой должен быть установлен лимитный ордер.
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
orderId (string) : (string) if use order id you may change or cancel your order after or set it ''. Используйте OrderId если хотите изменить или отменить ордер в будущем.
Returns: 'Limit Sell order'. Лимитный ордер на продажу (шорт).
ShortMarket(token, market, ticker_id, type_qty, quantity, leverageforqty)
Sell by market price and quantity.
Рыночный ордер на продажу(в шорт).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
leverageforqty (int) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Market Sell order'. Маркетный ордер на продажу (шорт).
Cancel_by_ticker(token, market, ticker_id)
Cancel all orders for market and ticker in setups. Отменяет все ордера на заданной бирже и заданном токене(паре).
Parameters:
token (string)
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
Returns: 'Cancel all orders'. Отмена всех ордеров на заданной бирже и заданном токене(паре).
Cancel_by_id(token, market, ticker_id, orderId)
Cancel order by Id for market and ticker in setups. Отменяет ордер по Id на заданной бирже и заданном токене(паре).
Parameters:
token (string)
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
orderId (string)
Returns: 'Cancel order'. Отмена ордера по Id на заданной бирже и заданном токене(паре).
Close_positions(token, market, ticker_id)
Close all positions for market and ticker in setups. Закрывает все позиции на заданной бирже и заданном токене(паре).
Parameters:
token (string)
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
Returns: 'Close positions'
CloseLongLimit(token, market, ticker_id, type_qty, quantity, price, orderId, leverageforqty)
Close limit order for long position. (futures)
Лимитный ордер на продажу(в шорт) для закрытия лонговой позиции(reduceonly).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
price (float) : (float) price for limit order. Цена по которой должен быть установлен лимитный ордер.
orderId (string) : (string) if use order id you may change or cancel your order after or set it ''. Используйте OrderId если хотите изменить или отменить ордер в будущем.
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Limit Sell order reduce only (close long position)'. Лимитный ордер на продажу для снижения текущего лонга(в шорт не входит).
CloseLongMarket(token, market, ticker_id, type_qty, quantity, leverageforqty)
Close market order for long position.
Рыночный ордер на продажу(в шорт) для закрытия лонговой позиции(reduceonly).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Market Sell order reduce only (close long position)'. Ордер на снижение/закрытие текущего лонга(в шорт не входит) по рыночной цене.
CloseShortLimit(token, market, ticker_id, type_qty, quantity, price, orderId, leverageforqty)
Close limit order for short position.
Лимитный ордер на покупку(в лонг) для закрытия шортовой позиции(reduceonly).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
price (float) : (float) price for limit order. Цена по которой должен быть установлен лимитный ордер.
orderId (string) : (string) if use order id you may change or cancel your order after or set it ''. Используйте OrderId если хотите изменить или отменить ордер в будущем.
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Limit Buy order reduce only (close short position)' . Лимитный ордер на покупку (лонг) для сокращения/закрытия текущего шорта.
CloseShortMarket(token, market, ticker_id, type_qty, quantity, leverageforqty)
Set Close limit order for long position.
Рыночный ордер на покупку(в лонг) для сокращения/закрытия шортовой позиции(reduceonly).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Market Buy order reduce only (close short position)'. Маркетного ордера на покупку (лонг) для сокращения/закрытия текущего шорта.
cancel_all_close(token, market, ticker_id)
Parameters:
token (string)
market (string)
ticker_id (string)
limit_tpsl_bybitfu(token, ticker_id, order_id, side, type_qty, quantity, price, tp_price, sl_price, leverageforqty)
Set multi order for Bybit : limit + takeprofit + stoploss
Выставление тройного ордера на Bybit лимитка со стоплоссом и тейкпрофитом
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
order_id (string)
side (bool) : (bool) "buy side" if true or "sell side" if false. true для лонга, false для шорта.
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
price (float) : (float) price for limit order by 'side'. Цена лимитного ордера
tp_price (float) : (float) price for take profit order.
sl_price (float) : (float) price for stoploss order
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: Set multi order for Bybit : limit + takeprofit + stoploss.
replace_limit_tpsl_bybitfu(token, ticker_id, order_id, side, type_qty, quantity, price, tp_price, sl_price, leverageforqty)
Change multi order for Bybit : limit + takeprofit + stoploss
Изменение тройного ордера на Bybit лимитка со стоплоссом и тейкпрофитом
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
order_id (string)
side (bool) : (bool) "buy side" if true or "sell side" if false. true для лонга, false для шорта.
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size, see at 'type_qty'. Размер ордера, базы или % в соответствии с 'type_qty'
price (float) : (float) price for limit order by 'side'. Цена лимитного ордера
tp_price (float) : (float) price for take profit order.
sl_price (float) : (float) price for stoploss order
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: Set multi order for Bybit : limit + takeprofit + stoploss.
long_stop(token, market, ticker_id, type_qty, quantity, l_stop, leverageforqty)
Stop market order for long position
Рыночный стоп-ордер на продажу для закрытия лонговой позиции.
Parameters:
token (string)
market (string) : (string) 'binance' , 'binancefru' etc.. Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size. Размер ордера.
l_stop (float) : (float) price for activation stop order. Цена активации стоп-ордера.
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Stop Market Sell order (close long position)'. Маркетный стоп-ордер на снижения/закрытия текущего лонга.
short_stop(token, market, ticker_id, type_qty, quantity, s_stop, leverageforqty)
Stop market order for short position
Рыночный стоп-ордер на покупку(в лонг) для закрытия шорт позиции.
Parameters:
token (string)
market (string) : (string) 'binance' , 'binancefru' etc.. Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size. Размер ордера.
s_stop (float) : (float) price for activation stop order. Цена активации стоп-ордера.
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Stop Market Buy order (close short position)'. Маркетный стоп-ордер на снижения/закрытия текущего шорта.
change_stop_l(token, market, ticker_id, type_qty, quantity, l_stop, leverageforqty)
Change Stop market order for long position
Изменяем стоп-ордер на продажу(в шорт) для закрытия лонг позиции.
Parameters:
token (string)
market (string) : (string) 'binance' , 'binancefru' etc.. Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size. Размер ордера.
l_stop (float) : (float) price for activation stop order. Цена активации стоп-ордера.
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Change Stop Market Buy order (close long position)'. Смещает цену активации Маркетного стоп-ордер на снижения/закрытия текущего лонга.
change_stop_s(token, market, ticker_id, type_qty, quantity, s_stop, leverageforqty)
Change Stop market order for short position
Смещает цену активации Рыночного стоп-ордера на покупку(в лонг) для закрытия шорт позиции.
Parameters:
token (string)
market (string) : (string) 'binance' , 'binancefru' etc.. Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string)
quantity (float) : (float) orders size. Размер ордера.
s_stop (float) : (float) price for activation stop order. Цена активации стоп-ордера.
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Change Stop Market Buy order (close short position)'. Смещает цену активации Маркетного стоп-ордер на снижения/закрытия текущего шорта.
open_long_position(token, market, ticker_id, type_qty, quantity, l_stop, leverageforqty)
Cancel and close all orders and positions by ticker , then open Long position by market price with stop order
Отменяет все лимитки и закрывает все позы по тикеру, затем открывает лонг по маркету с выставлением стопа (переворот позиции, при необходимости).
Parameters:
token (string)
market (string) : (string) 'binance' , 'binancefru' etc.. Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size. Размер ордера.
l_stop (float) : (float). Price for activation stop loss. Цена активации стоп-лосса.
leverageforqty (int) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'command_all_close + LongMarket + long_stop.
open_short_position(token, market, ticker_id, type_qty, quantity, s_stop, leverageforqty)
Cancel and close all orders and positions , then open Short position by market price with stop order
Отменяет все лимитки и закрывает все позы по тикеру, затем открывает шорт по маркету с выставлением стопа(переворот позиции, при необходимости).
Parameters:
token (string)
market (string) : (string) 'binance' , 'binancefru' etc.. Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) orders size. Размер ордера.
s_stop (float) : (float). Price for activation stop loss. Цена активации стоп-лосса.
leverageforqty (int) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'command_all_close + ShortMarket + short_stop'.
open_long_trade(token, market, ticker_id, type_qty, quantity, l_stop, qty_ex1, price_ex1, qty_ex2, price_ex2, qty_ex3, price_ex3, leverageforqty)
Cancell and close all orders and positions , then open Long position by market price with stop order and take 1 ,take 2, take 3
Отменяет все лимитки и закрывает все позы по тикеру, затем открывает лонг по маркету с выставлением стопа и 3 тейками (переворот позиции, при необходимости).
Parameters:
token (string)
market (string) : (string) 'binance' , 'binancefru' etc.. Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
quantity (float) : (float) enter order size, see at type_qty. Размер ордера входа, согласно type_qty.
l_stop (float) : (float). Price for activation stop loss. Цена активации стоп-лосса.
qty_ex1 (float) : (float). Quantity for 1th take see at type_qty, if = 0 string for order dont set. Размер лимитного ордера для 1го тейка, согласно type_qty.. Если 0, то строка для этого тейка не формируется
price_ex1 (float) : (float). Price for 1th take , if = 0 string for order dont set. Цена лимитного ордера для 1го тейка. Если 0, то строка для этого тейка не формируется
qty_ex2 (float) : (float). Quantity for 2th take see at type_qty, if = 0 string for order dont set. Размер лимитного ордера для 2го тейка, согласно type_qty..Если 0, то строка для этого тейка не формируется
price_ex2 (float) : (float). Price for 2th take, if = 0 string for order dont set. Цена лимитного ордера для 2го тейка. Если 0, то строка для этого тейка не формируется
qty_ex3 (float) : (float). Quantity for 3th take see at type_qty, if = 0 string for order dont set. Размер лимитного ордера для 2го тейка, согласно type_qty..Если 0, то строка для этого тейка не формируется
price_ex3 (float) : (float). Price for 3th take, if = 0 string for order dont set. Цена лимитного ордера для 3го тейка. Если 0, то строка для этого тейка не формируется
leverageforqty (int)
Returns: 'cancel_all_close + LongMarket + long_stop + CloseLongLimit1 + CloseLongLimit2+CloseLongLimit3'.
open_short_trade(token, market, ticker_id, type_qty, quantity, s_stop, qty_ex1, price_ex1, qty_ex2, price_ex2, qty_ex3, price_ex3, leverageforqty)
Cancell and close all orders and positions , then open Short position by market price with stop order and take 1 and take 2
Отменяет все лимитки и закрывает все позы по тикеру, затем открывает шорт по маркету с выставлением стопа и 3 тейками (переворот позиции, при необходимости).
Parameters:
token (string)
market (string) : (string) 'binance' , 'binancefru' etc.. Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string)
quantity (float)
s_stop (float) : (float). Price for activation stop loss. Цена активации стоп-лосса.
qty_ex1 (float) : (float). Quantity for 1th take see at type_qty, if = 0 string for order dont set. Размер лимитного ордера для 1го тейка, согласно type_qty.. Если 0, то строка для этого тейка не формируется
price_ex1 (float) : (float). Price for 1th take , if = 0 string for order dont set. Цена лимитного ордера для 1го тейка. Если 0, то строка для этого тейка не формируется
qty_ex2 (float) : (float). Quantity for 2th take see at type_qty, if = 0 string for order dont set. Размер лимитного ордера для 2го тейка, согласно type_qty..Если 0, то строка для этого тейка не формируется
price_ex2 (float) : (float). Price for 2th take, if = 0 string for order dont set. Цена лимитного ордера для 2го тейка. Если 0, то строка для этого тейка не формируется
qty_ex3 (float) : (float). Quantity for 3th take see at type_qty, if = 0 string for order dont set. Размер лимитного ордера для 2го тейка, согласно type_qty..Если 0, то строка для этого тейка не формируется
price_ex3 (float) : (float). Price for 3th take, if = 0 string for order dont set. Цена лимитного ордера для 3го тейка. Если 0, то строка для этого тейка не формируется
leverageforqty (int)
Returns: 'command_all_close + ShortMarket + short_stop + CloseShortLimit + CloseShortLimit(2)'.
Multi_LongLimit(token, market, ticker_id, type_qty, qty1, price1, qty2, price2, qty3, price3, qty4, price4, qty5, price5, qty6, price6, qty7, price7, qty8, price8, leverageforqty)
8 or less Buy orders with limit price and quantity.
До 8 Лимитных ордеров на покупку(в лонг).
Parameters:
token (string) : (integer or 0) token for trade in system, if = 0 then token part mess is empty. Токен, При значениb = 0 не включается в формирование строки алерта.
market (string) : (string) Spot 'binance' , 'bybit' . Futures ('binancefru','binancefro','bybitfu', 'bybitfi'). Строковая переменная названия биржи.
ticker_id (string) : (string) ticker in market ('btcusdt', 'ethusdt' etc...). Строковая переменная названия тикера (пары).
type_qty (string) : (string) type of quantity: 1. 'qty' or '' or na - standart (in coins), 2. 'quqty'- in assets (usdt,btc,etc..), 3.open% - open position(futures) or buy (spot) in % of base 4. close% - close in % of position (futures) or sell (spot) coins in % for current quantity
qty1 (float)
price1 (float)
qty2 (float)
price2 (float)
qty3 (float)
price3 (float)
qty4 (float)
price4 (float)
qty5 (float)
price5 (float)
qty6 (float)
price6 (float)
qty7 (float)
price7 (float)
qty8 (float)
price8 (float)
leverageforqty (bool) : (bool) use leverage in qty. Использовать плечо при расчете количества или нет.
Returns: 'Limit Buy order'. Лимитный ордер на покупку (лонг).
Advanced VWAP_Pullback Strategy_Trend-Template QualifierGeneral Description and Unique Features of this Script
Introducing the Advanced VWAP Momentum-Pullback Strategy (long-only) that offers several unique features:
1. Our script/strategy utilizes Mark Minervini's Trend-Template as a qualifier for identifying stocks and other financial securities in confirmed uptrends. Mark Minervini, a 2x US Investment Champion, developed the Trend-Template, which covers eight different and independent characteristics that can be adjusted and optimized in this trend-following strategy to ensure the best results. The strategy will only trigger buy-signals in case the optimized qualifiers are being met.
2. Our strategy is based on the supply/demand balance in the market, making it timeless and effective across all timeframes. Whether you are day trading using 1- or 5-min charts or swing-trading using daily charts, this strategy can be applied and works very well.
3. We have also integrated technical indicators such as the RSI and the MA / VWAP crossover into this strategy to identify low-risk pullback entries in the context of confirmed uptrends. By doing so, the risk profile of this strategy and drawdowns are being reduced to an absolute minimum.
Minervini’s Trend-Template and the ‘Stage-Analysis’ of the Markets
This strategy is a so-called 'long-only' strategy. This means that we only take long positions, short positions are not considered.
The best market environment for such strategies are periods of stable upward trends in the so-called stage 2 - uptrend.
In stable upward trends, we increase our market exposure and risk.
In sideways markets and downward trends or bear markets, we reduce our exposure very quickly or go 100% to cash and wait for the markets to recover and improve. This allows us to avoid major losses and drawdowns.
This simple rule gives us a significant advantage over most undisciplined traders and amateurs!
'The Trend is your Friend'. This is a very old but true quote.
What's behind it???
• 98% of stocks made their biggest gains in a Phase 2 upward trend.
• If a stock is in a stable uptrend, this is evidence that larger institutions are buying the stock sustainably.
• By focusing on stocks that are in a stable uptrend, the chances of profit are significantly increased.
• In a stable uptrend, investors know exactly what to expect from further price developments. This makes it possible to locate low-risk entry points.
The goal is not to buy at the lowest price – the goal is to buy at the right price!
Each stock goes through the same maturity cycle – it starts at stage 1 and ends at stage 4
Stage 1 – Neglect Phase – Consolidation
Stage 2 – Progressive Phase – Accumulation
Stage 3 – Topping Phase – Distribution
Stage 4 – Downtrend – Capitulation
This strategy focuses on identifying stocks in confirmed stage 2 uptrends. This in itself gives us an advantage over long-term investors and less professional traders.
By focusing on stocks in a stage 2 uptrend, we avoid losses in downtrends (stage 4) or less profitable consolidation phases (stages 1 and 3). We are fully invested and put our money to work for us, and we are fully invested when stocks are in their stage 2 uptrends.
But how can we use technical chart analysis to find stocks that are in a stable stage 2 uptrend?
Mark Minervini has developed the so-called 'trend template' for this purpose. This is an essential part of our JS-TechTrading pullback strategy. For our watchlists, only those individual values that meet the tough requirements of Minervini's trend template are eligible.
The Trend Template
• 200d MA increasing over a period of at least 1 month, better 4-5 months or longer
• 150d MA above 200d MA
• 50d MA above 150d MA and 200d MA
• Course above 50d MA, 150d MA and 200d MA
• Ideally, the 50d MA is increasing over at least 1 month
• Price at least 25% above the 52w low
• Price within 25% of 52w high
• High relative strength according to IBD.
NOTE: In this basic version of the script, the Trend-Template has to be used as a separate indicator on TradingView (Public Trend-Template indicators are available in TradingView – community scripts). It is recommended to only execute buy signals in case the stock or financial security is in a stage 2 uptrend, which means that the criteria of the trend-template are fulfilled.
This strategy can be applied to all timeframes from 5 min to daily.
The VWAP Momentum-Pullback Strategy
For the JS-TechTrading VWAP Momentum-Pullback Strategy, only stocks and other financial instruments that meet the selected criteria of Mark Minervini's trend template are recommended for algorithmic trading with this startegy.
A further prerequisite for generating a buy signals is that the individual value is in a short-term oversold state (RSI).
When the selling pressure is over and the continuation of the uptrend can be confirmed by the MA / VWAP crossover after reaching a price low, a buy signal is issued by this strategy.
Stop-loss limits and profit targets can be set variably. You also have the option to make use of the trailing stop exit strategy.
Relative Strength Index (RSI)
The Relative Strength Index (RSI) is a technical indicator developed by Welles Wilder in 1978. The RSI is used to perform a market value analysis and identify the strength of a trend as well as overbought and oversold conditions. The indicator is calculated on a scale from 0 to 100 and shows how much an asset has risen or fallen relative to its own price in recent periods.
The RSI is calculated as the ratio of average profits to average losses over a certain period of time. A high value of the RSI indicates an overbought situation, while a low value indicates an oversold situation. Typically, a value > 70 is considered an overbought threshold and a value < 30 is considered an oversold threshold. A value above 70 signals that a single value may be overvalued and a decrease in price is likely , while a value below 30 signals that a single value may be undervalued and an increase in price is likely.
For example, let's say you're watching a stock XYZ. After a prolonged falling movement, the RSI value of this stock has fallen to 26. This means that the stock is oversold and that it is time for a potential recovery. Therefore, a trader might decide to buy this stock in the hope that it will rise again soon.
The MA / VWAP Crossover Trading Strategy
This strategy combines two popular technical indicators: the Moving Average (MA) and the Volume Weighted Average Price (VWAP). The MA VWAP crossover strategy is used to identify potential trend reversals and entry/exit points in the market.
The VWAP is calculated by taking the average price of an asset for a given period, weighted by the volume traded at each price level. The MA, on the other hand, is calculated by taking the average price of an asset over a specified number of periods. When the MA crosses above the VWAP, it suggests that buying pressure is increasing, and it may be a good time to enter a long position. When the MA crosses below the VWAP, it suggests that selling pressure is increasing, and it may be a good time to exit a long position or enter a short position.
Traders typically use the MA VWAP crossover strategy in conjunction with other technical indicators and fundamental analysis to make more informed trading decisions. As with any trading strategy, it is important to carefully consider the risks and potential rewards before making any trades.
This strategy is applicable to all timeframes and the relevant parameters for the underlying indicators (RSI and MA/VWAP) can be adjusted and optimized as needed.
Backtesting
Backtesting gives outstanding results on all timeframes and drawdowns can be reduced to a minimum level. In this example, the hourly chart for MCFT has been used.
Settings for backtesting are:
- Period from Jan 2020 until March 2023
- Starting capital 100k USD
- Position size = 25% of equity
- 0.01% commission = USD 2.50.- per Trade
- Slippage = 2 ticks
Other comments
- This strategy has been designed to identify the most promising, highest probability entries and trades for each stock or other financial security.
- The combination of the Trend-Template and the RSI qualifiers results in a highly selective strategy which only considers the most promising swing-trading entries. As a result, you will normally only find a low number of trades for each stock or other financial security per year in case you apply this strategy for the daily charts. Shorter timeframes will result in a higher number of trades / year.
- Consequently, traders need to apply this strategy for a full watchlist rather than just one financial security.
Open Interest Profile (OI)- By LeviathanThis script implements the concept of Open Interest Profile, which can help you analyze the activity of traders and identify the price levels where they are opening/closing their positions. This data can serve as a confluence for finding the areas of support and resistance , targets and placing stop losses. OI profiles can be viewed in the ranges of days, weeks, months, Tokyo sessions, London sessions and New York sessions.
A short introduction to Open Interest
Open Interest is a metric that measures the total amount of open derivatives contracts in a specific market at a given time. A valid contract is formed by both a buyer who opens a long position and a seller who opens a short position. This means that OI represents the total value of all open longs and all open shorts, divided by two. For example, if Open Interest is showing a value of $1B, it means that there is $1B worth of long and $1B worth of short contracts currently open/unsettled in a given market.
OI increasing = new long and short contracts are entering the market
OI decreasing = long and short contracts are exiting the market
OI unchanged = the net amount of positions remains the same (no new entries/exits or just a transfer of contracts occurring)
About this indicator
*This script is basically a modified version of my previous "Market Sessions and Volume Profile by @LeviathanCapital" indicator but this time, profiles are generated from Tradingview Open Interest data instead of volume (+ some other changes).
The usual representation of OI shows Open Interest value and its change based on time (for a particular day, time frame or each given candle). This indicator takes the data and plots it in a way where you can see the OI activity (change in OI) based on price levels. To put it simply, instead of observing WHEN (time) positions are entering/exiting the market, you can now see WHERE (price) positions are entering/exiting the market. This is the same concept as when it comes to Volume and Volume profile and therefore, similar strategies and ways of understanding the given data can be applied here. You can even combine the two to gain an edge (eg. high OI increase + Volume Profile showing dominant market selling = possible aggressive shorts taking place)
Green nodes = OI increase
Red nodes = OI decrease
A cluster of large green nodes can be used for support and resistance levels (*trapped traders theory) or targets (lots of liquidations and stop losses above/below), OI Profile gaps can present an objective for the price to fill them (liquidity gaps, imbalances, inefficiencies, etc), and more.
Indicator settings
1. Session/Lookback - Choose the range from where the OI Profile will be generated
2. OI Profile Mode - Mode 1 (shows only OI increase), Mode 2 (shows both OI increase and decrease), Mode 3 (shows OI decrease on left side and OI increase on the right side).
3. Show OI Value Area - Shows the area where most OI activity took place (useful as a range or S/R level )
4. Show Session Box - Shows the box around chosen sessions/lookback
5. Show Profile - Show/hide OI Profile
6. Show Current Session - Show/hide the ongoing session
7. Show Session Labels - Show/hide the text labels for each session
8. Resolution - The higher the value, the more refined a profile is, but fewer profiles are shown on the chart
9. OI Value Area % - Choose the percentage of VA (same as in Volume Profile's VA)
10. Smooth OI Data - Useful for assets that have very large spikes in OI over large bars, helps create better profiles
11. OI Increase - Pick the color of OI increase nodes in the profile
12. OI Decrease - Pick the color of OI decrease nodes in the profile
13. Value Area Box - Pick the color of the Value Area Box
14. Session Box Thickness - Pick the thickness of the lines surrounding the chosen sessions
Advice
The indicator calculates the profile based on candles - the more candles you can show, the better profile will be formed. This means that it's best to view most sessions on timeframes like 15min or lower. The only exception is the Monthly profile, where timeframes above 15min should be used. Just take a few minutes and switch between timeframes and sessions and you will figure out the optimal settings.
This is the first version of Open Interest Profile script so please understand that it will be improved in future updates.
Thank you for your support.
** Some profile generation elements are inspired by @LonesomeTheBlue's volume profile script
Ultimate Strategy Template (Advanced Edition)Hello traders
This script is an upgraded version of that one below
New features
- Upgraded to Pinescript version 5
- Added the exit SL/TP now in real-time
- Added text fields for the alerts - easier to send the commands to your trading bots
Step 1: Create your connector
Adapt your indicator with only 2 lines of code and then connect it to this strategy template.
For doing so:
1) Find in your indicator where are the conditions printing the long/buy and short/sell signals.
2) Create an additional plot as below
I'm giving an example with a Two moving averages cross.
Please replicate the same methodology for your indicator wether it's a MACD , ZigZag , Pivots , higher-highs, lower-lows or whatever indicator with clear buy and sell conditions.
//@version=5
indicator(title='Moving Average Cross', shorttitle='Moving Average Cross', overlay=true, precision=6, max_labels_count=500, max_lines_count=500)
type_ma1 = input.string(title='MA1 type', defval='SMA', options= )
length_ma1 = input(10, title=' MA1 length')
type_ma2 = input.string(title='MA2 type', defval='SMA', options= )
length_ma2 = input(100, title=' MA2 length')
// MA
f_ma(smoothing, src, length) =>
rma_1 = ta.rma(src, length)
sma_1 = ta.sma(src, length)
ema_1 = ta.ema(src, length)
iff_1 = smoothing == 'EMA' ? ema_1 : src
iff_2 = smoothing == 'SMA' ? sma_1 : iff_1
smoothing == 'RMA' ? rma_1 : iff_2
MA1 = f_ma(type_ma1, close, length_ma1)
MA2 = f_ma(type_ma2, close, length_ma2)
// buy and sell conditions
buy = ta.crossover(MA1, MA2)
sell = ta.crossunder(MA1, MA2)
plot(MA1, color=color.new(color.green, 0), title='Plot MA1', linewidth=3)
plot(MA2, color=color.new(color.red, 0), title='Plot MA2', linewidth=3)
plotshape(buy, title='LONG SIGNAL', style=shape.circle, location=location.belowbar, color=color.new(color.green, 0), size=size.normal)
plotshape(sell, title='SHORT SIGNAL', style=shape.circle, location=location.abovebar, color=color.new(color.red, 0), size=size.normal)
/////////////////////////// SIGNAL FOR STRATEGY /////////////////////////
Signal = buy ? 1 : sell ? -1 : 0
plot(Signal, title='🔌Connector🔌', display = display.data_window)
Basically, I identified my buy, sell conditions in the code and added this at the bottom of my indicator code
Signal = buy ? 1 : sell ? -1 : 0
plot(Signal, title="🔌Connector🔌", transp=100)
Important Notes
🔥 The Strategy Template expects the value to be exactly 1 for the bullish signal, and -1 for the bearish signal
Now you can connect your indicator to the Strategy Template using the method below or that one
Step 2: Connect the connector
1) Add your updated indicator to a TradingView chart
2) Add the Strategy Template as well to the SAME chart
3) Open the Strategy Template settings and in the Data Source field select your 🔌Connector🔌 (which comes from your indicator)
From then, you should start seeing the signals and plenty of other stuff on your chart
🔥 Note that whenever you'll update your indicator values, the strategy statistics and visual on your chart will update in real-time
Settings
- Color Candles: Color the candles based on the trade state ( bullish , bearish , neutral)
- Close positions at market at the end of each session: useful for everything but cryptocurrencies
- Session time ranges: Take the signals from a starting time to an ending time
- Close Direction: Choose to close only the longs, shorts, or both
- Date Filter: Take the signals from a starting date to an ending date
- Set the maximum losing streak length with an input
- Set the maximum winning streak length with an input
- Set the maximum consecutive days with a loss
- Set the maximum drawdown (in % of strategy equity)
- Set the maximum intraday loss in percentage
- Limit the number of trades per day
- Limit the number of trades per week
- Stop-loss: None or Percentage or Trailing Stop Percentage or ATR - I'll add shortly multiple options for the trailing stop loss
- Take-Profit: None or Percentage or ATR - I'll add also a trailing take profit
- Risk-Reward based on ATR multiple for the Stop-Loss and Take-Profit
Special Thanks
Special thanks to @JosKodify as I borrowed a few risk management snippets from his website: kodify.net
Best
Dave
Take Profit On Trend v2 (by BHD_Trade_Bot)The purpose of strategy is to detect long-term uptrend and short-term downtrend so that you can easy to take profit.
The strategy also using BHD unit to detect how big you win and lose, so that you can use this strategy for all coins without worry about it have different percentage of price change.
ENTRY
The buy order is placed on assets that have long-term uptrend and short-term downtrend:
- Long-term uptrend condition: ema200 is going up
- Short-term downtrend condition: 2 last candles are down price (use candlestick for less delay)
CLOSE
The sell order is placed when take profit or stop loss:
- Take profit: price increase 2 BHD unit
- Stop loss: price decrease 3 BHD unit
The strategy use $1000 for initial capital and trading fee is 0.1% for each order.
Pro tip: The 1-hour time frame for ETH/USDT has the best results on average.
CHN BUY SELLCHN BUY SELL is formed from two RSI indicators, those are RSI 14 and RSI 7 . I use RSI 14 to determine the trend and RSI 7 to find entry points.
+ Long (BUY) Signal:
- RSI 14 will give a "BUY" signal, then RSI 7 will give entry point to LONG when the candle turns yellow.
+ Short (SELL) Signal:
- RSI 14 will give a "EXIT" signal, then RSI 7 will give entry point to SHORT when the candle turns purple.
+ About Take Profit and Stop Loss:
- With Gold, I usually set Stop Loss and Take Profit at 50 pips
- With currency pairs, I usually keep my Stop Loss and Take Profit at 30 pips
- With crypto, I usually keep Stop Loss and Take Profit at 1.5%
Recommended to use in time frame M15 and above .
This method can be used to trade Forex, Gold and Crypto.
My idea is formed on the view that when the price is moving strongly, the RSI 14 will tell us what the current trend is through a "BUY" or "EXIT" signal. When RSI 14 reaches the oversold area it will form a "BUY" signal and when it reaches the overbought area it will give an "EXIT" signal. I believe that when the price reaches the oversold or overbought area, the price momentum has also decreased and is about to reverse.
After receiving a signal from RSI 14, my job is to wait for an Entry signal from RSI 7. When RSI 7 reaches the overbought area, a yellow candle will appear and that's when we enter a LONG order. When the RSI 7 reaches the oversold area, a purple candle will appear and that's when we enter a SHORT order.
Big Snapper Alerts R3.0 + Chaiking Volatility condition + TP RSI//@version=5
//
// Bannos
// #NotTradingAdvice #DYOR
// Disclaimer.
// I AM NOT A FINANCIAL ADVISOR.
// THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY.
// ALWAYS DO YOUR OWN RESEARCH
//
// Author: Adaptation from JustUncleL Big Snapper by Bannos
// Date: May-2022
// Version: R1.0
//Description of this addon - Script using several new conditions to give Long/short and SL levels which was not proposed in the Big Snapper strategy "Big Snapper Alerts R3.0"
//"
//This strategy is based on the use of the Big Snapper outputs from the JustUncleL script and the addition of several conditions to define filtered conditions selecting signal synchrones with a trend and a rise of the volatility.
//Also the strategy proposes to define proportional stop losses and dynamic Take profit using an RSI strategy.
// After delivering the temporary ong/short signal and ploting a green or purple signal, several conditions are defined to consider a Signal is Long or short.
//Let s take the long signal as example(this is the same process with the opposite values for a short).
//step 1 - Long Definition:
// Snapper long signal stored in the buffer variable Longbuffer to say that in a close future, we could have all conditions for a long
// Now we need some conditions to combine with it:
//the second one is to be over the Ma_medium(55)
//and because this is not selective enough, the third one is a Volatility indicator "Chaikin Volatility" indicator giving an indication about the volatility of the price compared to the 10 last values
// -> Using the volatility indicator gives the possibility to increase the potential rise if the volatility is higher compared to the last periods.
//With these 3 signals, we get a robust indication about a potential long signal which is then stored in the variable "Longe"
//Now we have a long signal and can give a long signal with its Stop Loss
// The Long Signal is automatically given as the 3 conditions above are satisfied.
// The Stop loss is a function of the last Candle sizes giving a stop below the 70% of the overall candle which can be assimilated to a Fibonacci level. Below this level it makes sense to stop the trade as the chance to recover the complete Candle is more than 60%
//Now we are in an open Long and can use all the mentioned Stop loss condition but still need a Take Profit condition
//The take profit condition is based on a RSI strategy consisting in taking profit as soon as the RSI come back from the overbought area (which is here defined as a rsi over 70) and reaching the 63.5 level to trigger the Take Profit
//This TP condition is only active when Long is active and when an entry value as been defined.
//Entry and SL level appreas as soon as a Long or short arrow signal does appears. The Take profit will be conidtioned to the RSI.
//The final step in the cycle is a reinitialization of all the values giving the possibility to detect and treat any long new signal coming from the Big Snapper signal.
XABCD Harmonic Pattern Custom Range Interactive█ OVERVIEW
This indicator was designed based on Harmonic Pattern Book written by Scott Carney. It was simplified to user who may always used tools such as XABCD Pattern and Long Position / Short Position, which consume a lot of time, recommended for both beginner and expert of Harmonic Pattern Traders. XABCD Pattern require tool usage of Magnet tool either Strong Magnet, Week Magnet or none, which cause error or human mistake especially daily practice.
Simplified Guideline by sequence for Harmonic Pattern if using manual tools :
Step 1 : Trade Identification - XABCD Pattern
Step 2 : Trade Execution - Any manual tools of your choice
Step 3 : Trade Management - Position / Short Position
█ INSPIRATION
Inspired by design, code and usage of CAGR. Basic usage of custom range / interactive, pretty much explained here . Credits to TradingView.
I use a lot of XABCD Pattern and Long Position / Short Position, require 5 to 10 minutes on average, upon determine the validity of harmonic pattern.
Upon creating this indicator, I believed that time can be reduced, gain more confidence, reduce error during drawing XABCD, which helps most of harmonic pattern users.
█ FEATURES
Table can positioned by any postion and font size can be resized.
Table can be display through optimized display or manual control.
Validility of harmonic pattern depends on BC ratio.
Harmonic pattern can be displayed fully or optimized while showing BC ratio validity.
Trade Execution at point D can be displayed on / off.
Stop Loss and Take Profit can be calculated automatically or manually.
Optimized table display based extend line setup and profit and loss setup.
Execution zone can be offset to Point C, by default using Point D.
Currency can be show or hide.
Profit and Loss can be displayed on axis once line is extended.
█ HOW TO USE
Step 1 : Trade Identification - Draw points from Point X to Point C. Dont worry about magnet, point will attached depends on High or Low of the candle.
Step 2 : Trade Execution - Check the validity of BC to determine the validity of harmonic pattern generated. Pattern only generate 1 pattern upon success. Otherwise, redraw to other points.
Step 3 : Trade Management - Determine the current candle either reach Point D or Potential Reversal Zone (PRZ). Check for Profit & Loss once reach PRZ.
█ USAGE LIMITATIONS
Harmonic Patterns only limits to patterns mentioned in Harmonic Trading Volume 3 due to other pattern may have other or different philosophy.
Only can be used for Daily timeframe and below due to bar_time is based on minutes by default.
Not recommended for Weekly and Monthly timeframe.
If Point X, A, B, C and D is next to each other, it is recommend to use lower timeframe.
Automated alert is not supported for this release. However, alert can be done manually. Alert will updated on the version.
█ PINE SCRIPT LIMITATIONS
Known bug for when calculate time in array, causing label may not appeared or offset.
Unable to convert to library due to usage of array.get(). I prefer usage for a combination of array.get(id, 0), array.get(id, 1), array.get(id, 2) into custom function, however I faced this issue during make arrays of label. Index can be simply refered as int, for id, i not sure, already try id refered as simple, nothing happens.
linefill.new() will appeared as diamond box if overused.
Text in box.new() unable to use ternary condition or switch to change color. Bgcolor also affected.
Label display is larger than XABCD tool. Hopefully in future, have function to resize label similar to XABCD tools.
█ IMPORTANTS
Trade Management (Profit & Loss) is calculated from Point A to D.
Take Profit is calculated based on ratio 0.382 and 0.618 of Point A to D.
Always check BC validity before proceed to Trade Management.
Length of XABCD is equal to XAB plus BCD, where XAB and BCD are one to one ratio. Length is measured in time.
Use other oscillator to countercheck. Normally use built-in Relative Strength Index (RSI) and Divergence Indicator to determine starting point of Point X and A.
█ HARMONIC PATTERNS SUPPORTED
// Credits to Scott M Carney, author of Harmonic Trading Volume 3: Reaction vs. Reversal
Alt Bat - Page 101
Bat - Page 98
Crab - Page 104
Gartley - Page 92
Butterfly - Page 113
Deep Crab - Page 107
Shark - Page 119 - 220
█ FAQ
Pattern such as 5-0, perfect XABCD and ABCD that not included, will updated on either next version or new release.
Point D time is for approximation only, not including holidays and extended session.
Basic explaination for Harmonic Trading System (Trade Identification, Trade Execution and Trade Management).
Harmonic Patterns values is pretty much summarized here including Stop Loss.
Basic explanation for Alt Bat, Bat, Crab, Gartley, Deep Crab and Butterfly.
█ USAGE / TIPS EXAMPLES (Description explained in each image)
Indicators Combination Framework v3 IND [DTU]Hello All,
This script is a framework to analyze and see the results by combine selected indicators for (long, short, longexit, shortexit) conditions.
I was designed this for beginners and users to facilitate to see effects of the technical indicators combinations on the chart WITH NO CODE
You can improve your strategies according the results of this system by connecting the framework to a strategy framework/template such as Pinecoder, Benson, daveatt or custom.
This is enhanced version of my previous indicator "Indicators & Conditions Test Framework "
Currently there are 93 indicators (23 newly added) connected over library. You can also import an External Indicator or add Custom indicator (In the source)
It is possible to change it from Indicator to strategy (simple one) by just remarking strategy parts in the source code and see real time profit of your combinations
Feel free to change or use it in your source
Special thanks goes to Pine wizards: Trading view (built-in Indicators), @Rodrigo, @midtownsk8rguy, @Lazybear, @Daveatt and others for their open source codes and contributions
SIMPLE USAGE
1. SETTING: Show Alerts= True (To see your entries and Exists)
2. Define your Indicators (ex: INDICATOR1: ema(close,14), INDICATOR2: ema(close,21), INDICATOR3: ema(close,200)
3. Define Your Combinations for long & Short Conditions
a. For Long: (INDICATOR1 crossover INDICATOR2) AND (INDICATOR3 < close)
b. For Short: (INDICATOR1 crossunder INDICATOR2) AND (INDICATOR3 > close)
4. Select Strategy/template (Import strategy to chart) that you export your signals from the list
5. Analyze the best profit by changing Indicators values
SOME INDICATORS DETAILS
Each Indicator includes:
- Factorization : Converting the selected indicator to Double, triple Quadruple such as EMA to DEMA, TEMA QEMA
- Log : Simple or log10 can be used for calculation on function entries
- Plot Type : You can overlay the indicator on the chart (such ema) or you can use stochastic/Percentrank approach to display in the variable hlines range
- Extended Parametes : You can use default parameters or you can use extended (P1,P2) parameters regarding to indicator type and your choice
- Color : You can define indicator color and line properties
- Smooth : you can enable swma smooth
- indicators : you can select one of the 93 function like ema(),rsi().. to define your indicator
- Source : you can select from already defined indicators (IND1-4), External Indicator (EXT), Custom Indicator (CUST), and other sources (close, open...)
CONDITION DETAILS
- There are are 4 type of conditions, long entry, short entry, long exit, short exit.
- Each condition are built up from 4 combinations that joined with "AND" & "OR" operators
- You can see the results by enabling show alerts check box
- If you only wants to enter long entry and long exit, just fill these conditions
- If "close on opposite" checkbox selected on settings, long entry will be closed on short entry and vice versa
COMBINATIONS DETAILS
- There are 4 combinations that joined with "AND" & "OR" operators for each condition
- combinations are built up from compare 1st entry with 2nd one by using operator
- 1st and 2nd entries includes already defined indicators (IND1-5), External Indicator (EXT), Custom Indicator (CUST), and other sources (close, open...)
- Operators are comparison values such as >,<, crossover,...
- 2nd entry include "VALUE" parameter that will use to compare 1st indicator with value area
- If 2nd indicator selected different than "VALUE", value are will mean previous value of the selection. (ex: value area= 2, 2nd entry=close, means close )
- Selecting "NONE" for the 1st entry will disable calculation of current and following combinations
JOINS DETAILS
- Each combination will join wiht the following one with the JOIN (AND, OR) operator (if the following one is not equal "NONE")
CUSTOM INDICATOR
- Custom Indicator defines harcoded in the source code.
- You can call it with "CUST" in the Indicator definition source or combination entries source
- You can change or implement your custom indicator by updating the source code
EXTERNAL INDICATOR
- You can import an external indicator by selecting it from the ext source.
- External Indicator should be already imported to the chart and it have an plot function to output its signal
EXPORTING SIGNAL
- You can export your result to an already defined strategy template such as Pine coders, Benson, Daveatt Strategy templates
- Or you can define your custom export for other future strategy templates
ALERTS
- By enabling show alerts checkbox, you can see long entry exits on the bottom, and short entry exits aon the top of the chart
ADDITIONAL INFO
- You can see all off the inputs descriptions in the tooltips. (You can also see the previous version for details)
- Availability to set start, end dates
- Minimize repainting by using security function options (Secure, Semi Secure, Repaint)
- Availability of use timeframes
-
Version 3 INDICATORS LIST (More to be added):
▼▼▼ OVERLAY INDICATORS ▼▼▼
alma(src,len,offset=0.85,sigma=6).-------Arnaud Legoux Moving Average
ama(src,len,fast=14,slow=100).-----------Adjusted Moving Average
accdist().-------------------------------Accumulation/distribution index.
cma(src,len).----------------------------Corrective Moving average
dema(src,len).---------------------------Double EMA (Same as EMA with 2 factor)
ema(src,len).----------------------------Exponential Moving Average
gmma(src,len).---------------------------Geometric Mean Moving Average
highest(src,len).------------------------Highest value for a given number of bars back.
hl2ma(src,len).--------------------------higest lowest moving average
hma(src,len).----------------------------Hull Moving Average.
lagAdapt(src,len,perclen=5,fperc=50).----Ehlers Adaptive Laguerre filter
lagAdaptV(src,len,perclen=5,fperc=50).---Ehlers Adaptive Laguerre filter variation
laguerre(src,len).-----------------------Ehlers Laguerre filter
lesrcp(src,len).-------------------------lowest exponential esrcpanding moving line
lexp(src,len).---------------------------lowest exponential expanding moving line
linreg(src,len,loffset=1).---------------Linear regression
lowest(src,len).-------------------------Lovest value for a given number of bars back.
mcginley(src, len.-----------------------McGinley Dynamic adjusts for market speed shifts, which sets it apart from other moving averages, in addition to providing clear moving average lines
percntl(src,len).------------------------percentile nearest rank. Calculates percentile using method of Nearest Rank.
percntli(src,len).-----------------------percentile linear interpolation. Calculates percentile using method of linear interpolation between the two nearest ranks.
previous(src,len).-----------------------Previous n (len) value of the source
pivothigh(src,BarsLeft=len,BarsRight=2).-Previous pivot high. src=src, BarsLeft=len, BarsRight=p1=2
pivotlow(src,BarsLeft=len,BarsRight=2).--Previous pivot low. src=src, BarsLeft=len, BarsRight=p1=2
rema(src,len).---------------------------Range EMA (REMA)
rma(src,len).----------------------------Moving average used in RSI. It is the exponentially weighted moving average with alpha = 1 / length.
sar(start=len, inc=0.02, max=0.02).------Parabolic SAR (parabolic stop and reverse) is a method to find potential reversals in the market price direction of traded goods.start=len, inc=p1, max=p2. ex: sar(0.02, 0.02, 0.02)
sma(src,len).----------------------------Smoothed Moving Average
smma(src,len).---------------------------Smoothed Moving Average
super2(src,len).-------------------------Ehlers super smoother, 2 pole
super3(src,len).-------------------------Ehlers super smoother, 3 pole
supertrend(src,len,period=3).------------Supertrend indicator
swma(src,len).---------------------------Sine-Weighted Moving Average
tema(src,len).---------------------------Triple EMA (Same as EMA with 3 factor)
tma(src,len).----------------------------Triangular Moving Average
vida(src,len).---------------------------Variable Index Dynamic Average
vwma(src,len).---------------------------Volume Weigted Moving Average
volstop(src,len,atrfactor=2).------------Volatility Stop is a technical indicator that is used by traders to help place effective stop-losses. atrfactor=p1
wma(src,len).----------------------------Weigted Moving Average
vwap(src_).------------------------------Volume Weighted Average Price (VWAP) is used to measure the average price weighted by volume
▼▼▼ NON OVERLAY INDICATORS ▼▼
adx(dilen=len, adxlen=14, adxtype=0).----adx. The Average Directional Index (ADX) is a used to determine the strength of a trend. len=>dilen, p1=adxlen (default=14), p2=adxtype 0:ADX, 1:+DI, 2:-DI (def:0)
angle(src,len).--------------------------angle of the series (Use its Input as another indicator output)
aroon(len,dir=0).------------------------aroon indicator. Aroons major function is to identify new trends as they happen.p1 = dir: 0=mid (default), 1=upper, 2=lower
atr(src,len).----------------------------average true range. RMA of true range.
awesome(fast=len=5,slow=34,type=0).------Awesome Oscilator is an indicator used to measure market momentum. defaults : fast=len= 5, p1=slow=34, p2=type: 0=Awesome, 1=difference
bbr(src,len,mult=1).---------------------bollinger %%
bbw(src,len,mult=2).---------------------Bollinger Bands Width. The Bollinger Band Width is the difference between the upper and the lower Bollinger Bands divided by the middle band.
cci(src,len).----------------------------commodity channel index
cctbbo(src,len).-------------------------CCT Bollinger Band Oscilator
change(src,len).-------------------------A.K.A. Momentum. Difference between current value and previous, source - source . is most commonly referred to as a rate and measures the acceleration of the price and/or volume of a security
cmf(len=20).-----------------------------Chaikin Money Flow Indicator used to measure Money Flow Volume over a set period of time. Default use is len=20
cmo(src,len).----------------------------Chande Momentum Oscillator. Calculates the difference between the sum of recent gains and the sum of recent losses and then divides the result by the sum of all price movement over the same period.
cog(src,len).----------------------------The cog (center of gravity) is an indicator based on statistics and the Fibonacci golden ratio.
copcurve(src,len).-----------------------Coppock Curve. was originally developed by Edwin Sedge Coppock (Barrons Magazine, October 1962).
correl(src,len).-------------------------Correlation coefficient. Describes the degree to which two series tend to deviate from their ta.sma values.
count(src,len).--------------------------green avg - red avg
cti(src,len).----------------------------Ehler s Correlation Trend Indicator by
dev(src,len).----------------------------ta.dev() Measure of difference between the series and its ta.sma
dpo(len).--------------------------------Detrended Price OScilator is used to remove trend from price.
efi(len).--------------------------------Elders Force Index (EFI) measures the power behind a price movement using price and volume.
eom(len=14,div=10000).-------------------Ease of Movement.It is designed to measure the relationship between price and volume.p1 = div: 10000= (default)
falling(src,len).------------------------ta.falling() Test if the `source` series is now falling for `length` bars long. (Use its Input as another indicator output)
fisher(len).-----------------------------Fisher Transform is a technical indicator that converts price to Gaussian normal distribution and signals when prices move significantly by referencing recent price data
histvol(len).----------------------------Historical volatility is a statistical measure used to analyze the general dispersion of security or market index returns for a specified period of time.
kcr(src,len,mult=2).---------------------Keltner Channels Range
kcw(src,len,mult=2).---------------------ta.kcw(). Keltner Channels Width. The Keltner Channels Width is the difference between the upper and the lower Keltner Channels divided by the middle channel.
klinger(type=len).-----------------------Klinger oscillator aims to identify money flow’s long-term trend. type=len: 0:Oscilator 1:signal
macd(src,len).---------------------------MACD (Moving Average Convergence/Divergence)
mfi(src,len).----------------------------Money Flow Index s a tool used for measuring buying and selling pressure
msi(len=10).-----------------------------Mass Index (def=10) is used to examine the differences between high and low stock prices over a specific period of time
nvi().-----------------------------------Negative Volume Index
obv().-----------------------------------On Balance Volume
pvi().-----------------------------------Positive Volume Index
pvt().-----------------------------------Price Volume Trend
ranges(src,upper=len, lower=-5).---------ranges of the source. src=src, upper=len, v1:lower=upper . returns: -1 source=upper otherwise 0
rising(src,len).-------------------------ta.rising() Test if the `source` series is now rising for `length` bars long. (Use its Input as another indicator output)
roc(src,len).----------------------------Rate of Change
rsi(src,len).----------------------------Relative strength Index
rvi(src,len).----------------------------The Relative Volatility Index (RVI) is calculated much like the RSI, although it uses high and low price standard deviation instead of the RSI’s method of absolute change in price.
smi_osc(src,len,fast=5, slow=34).--------smi Oscillator
smi_sig(src,len,fast=5, slow=34).--------smi Signal
stc(src,len,fast=23,slow=50).------------Schaff Trend Cycle (STC) detects up and down trends long before the MACD. Code imported from
stdev(src,len).--------------------------Standart deviation
trix(src,len) .--------------------------the rate of change of a triple exponentially smoothed moving average.
tsi(src,len).----------------------------The True Strength Index indicator is a momentum oscillator designed to detect, confirm or visualize the strength of a trend.
ultimateOsc(len.-------------------------Ultimate Oscillator indicator (UO) indicator is a technical analysis tool used to measure momentum across three varying timeframes
variance(src,len).-----------------------ta.variance(). Variance is the expectation of the squared deviation of a series from its mean (ta.sma), and it informally measures how far a set of numbers are spread out from their mean.
willprc(src,len).------------------------Williams %R
wad().-----------------------------------Williams Accumulation/Distribution.
wvad().----------------------------------Williams Variable Accumulation/Distribution.
HISTORY
v3.01
ADD: 23 new indicators added to indicators list from the library. Current Total number of Indicators are 93. (to be continued to adding)
ADD: 2 more Parameters (P1,P2) for indicator calculation added. Par:(Use Defaults) uses only indicator(Source, Length) with library's default parameters. Par:(Use Extra Parameters P1,P2) use indicator(Source,Length,p1,p2) with additional parameters if indicator needs.
ADD: log calculation (simple, log10) option added on indicator function entries
ADD: New Output Signals added for compatibility on exporting condition signals to different Strategy templates.
ADD: Alerts Added according to conditions results
UPD: Indicator source inputs now display with indicators descriptions
UPD: Most off the source code rearranged and some functions moved to the new library. Now system work like a little bit frontend/backend
UPD: Performance improvement made on factorization and other source code
UPD: Input GUI rearranged
UPD: Tooltips corrected
REM: Extended indicators removed
UPD: IND1-IND4 added to indicator data source. Now it is possible to create new indicators with the previously defined indicators value. ex: IND1=ema(close,14) and IND2=rsi(IND1,20) means IND2=rsi(ema(close,14),20)
UPD: Custom Indicator (CUST) added to indicator data source and Combination Indicator source.
UPD: Volume added to indicator data source and Combination Indicator source.
REM: Custom indicators removed and only one custom indicator left
REM: Plot Type "Org. Range (-1,1)" removed
UPD: angle, rising, falling type operators moved to indicator library
Take Profit On Trend (by BHD_Trade_Bot)The purpose of strategy is to detect long-term uptrend and short-term downtrend so that you can easy to take profit.
The strategy also using BHD unit to detect how big you win and lose, so that you can use this strategy for all coins without worry about it have different percentage of price change.
ENTRY
The buy order is placed on assets that have long-term uptrend and short-term downtrend:
- Long-term uptrend condition: ema200 is going up (rsi200 greater than 51)
- Short-term downtrend condition: 2 last candles are down price (use candlestick for less delay)
CLOSE
The sell order is placed when take profit or stop loss:
- Take profit: price increase 1 BHD unit
- Stop loss: price decrease 2 BHD units
The strategy use $15 and trading fee is 0.1% for each order. So that, in the real-life, if you are using trade bot, it will need $1500 for trading 100 coins at the same time.
Pro tip : The 1-hour time frame for altcoin/USDT has the best results on average.
Zendog V2 backtest DCA bot 3commasHi everyone,
After a few iterations and additional implemented features this version of the Backtester is now open source.
The Strategy is a Backtester for 3commas DCA bots. The main usage scenario is to plugin your external indicator, and backtest it using different DCA settings.
Before using this script please make sure you read these explanations and make sure you understand how it works.
Features:
- Because of Tradingview limitations on how orders are grouped into Trades, this Strategy statistics are calculated by the script, so please ignore the Strategy Tester statistics completely
Statistics Table explained:
- Status: either all deals are closed or there is a deal still running, in which case additional info
is provided below, as when the deal started, current PnL, current SO
- Finished deals: Total number of closed deals both Winning and Losing.
A deal is comprised as the Base Order (BO) + all Safety Orders (SO) related to that deal, so this number
will be different than the Strategy Tester List of Trades
- Winning Deals: Deal ended in profit
- Losing deals: Deals ended with loss due to Stop Loss. In the future I might add a Deal Stop condition to
the script, so that will count towards this number as well.
- Total days ( Max / Avg days in Deal ):
Total Days in the Backtest given by either Tradingview limitation on the number of candles or by the
config of the script regarding "Limit Date Range".
Max Days spent in a deal + which period this happened.
Avg days spent in a deal.
- Required capital: This is the total capital required to run the Backtester and it is automatically calculated by
the script taking into consideration BO size, SO size, SO volume scale. This should be the same as 3commas.
This number overwrites strategy.initial_capital and is used to calculate Profit and other stats, so you don't need
to update strategy.initial_capital every time you change BO/SO settings
- Profit after commission
- Buy and Hold return: The PnL that could have been obtained by buying at the close of the first candle of the
backtester and selling at the last.
- Covered deviation: The % of price move from initial BO order covered by SO settings
- Max Deviation: Biggest market % price move vs BO price, in the other direction (for long
is down, for short it is up)
- Max Drawdown: Biggest market % price move vs Avg price of the whole Trade (BO + any SO), in the other
direction (for long price goes down, for short it goes up)
This is calculated for the whole Trade so it is different than List of Trades
- Max / Avg bars in deal
- Total volume / Commission calculated by the strategy. For correct commission please set Commission in the
Inputs Tab and you may ignore Properties Tab
- Close stats for deals: This is a list of how many Trades were closed at each step, including Stop Loss (if
configured), together with covered deviation for that step, the number of deals, and the percentage of this
number from all the deals
TODO: Might add deal avg value for each step
- Settings Table that can be enabled / disabled just to have an overview of your configs on the chart, this is a
drawn on bottom left
- Steps Table similar to 3commas, this is also drawn on bottom left, so please disable Settings table if you want
to see this one
TODO: Might add extra stats here
- Deal start condition: built in RSI-7 or plugin any external indicator and compare with any value the indicator plots
(main purpose of this strategy is to connect your own studies, so using external indicator is recommended)
- Base order and safety orders configs similar to 3commas (order size, percent deviation, safety orders,
percent scale and volume scale)
- Long and Short
- Stop Loss
- Support for Take profit from base order or from Total volume of the deal
- Configs help (besides self explanatory):
- Chart theme: Adjust according to the theme you run on. There is no way to detect theme at the moment.
This adjust different colors
- Deal Start Type: Either a builtin RSI7 or "External indicator"
- Indicator Source an value: If using External Indicator then select source, comparison and value.
For example you could start a deal when Volume is greater than xxxx, or code a custom indicator that plots
different values based on your conditions and test those values
- Visuals / Decimals for display: Adjust according to your symbol
- BO Entry Price for steps table: This is the BO start deal price used to calculate the steps in the table
Average Band by HarmanUsually, Moving Averages (Simple & Exponential) consider "close" of each candle to form a line for a particular period. In this indicator, we have considered all the parameters (Open, Close, Low & High) of each candle to form a Band or a wave which act as a zone to provide support & resistance. It works well on all the time frames. It perfectly works on lower time frames of 15 min & 5 min for intraday trades and even for scalping. There is a line that moves very near to candles known as "Candle Line" provide support & resistance to each individual candle and a leading line which moves ahead also acts as support & resistance and helps in determining trend direction.
How to use the indicator ?
Indicator consists of 3 components :
1) A Band or wave of 3 lines (upper, middle & lower line)
2) A "Candle Line" which moves along with the candles
3) A Leading line which moves ahead of the candles
Method 1 : When candles are being formed above the candle line (line near to candles) and it crosses the band or wave from below to upside, then long trade can be initiated. Similarly, When candles are being formed below the Candle line and it crosses the band or wave from upside then short trade can be initiated. Stop loss can be maintained below the band for Long trade and above the band for short trade. Candle line can be used to trail the stop loss.
Method 2: If candles moves above and below of the band very often and frequently and candle line is in the middle of candles then it is NO TRADING ZONE. If you still want to trade, then select a higher time frame and check the price movement. If there is a stability in the higher time frame, then take the trade in the higher timeframe with stable movement.
Method 3 : Candle line acts as "First line of Defence". In a uptrend, all the candles are formed above the candle line and in case of down trend, all the candles are formed below the candle line. When a newly formed candle cross the candle line then you can book profit. For Example : In uptrend , candles are being formed above the line, when a new candle started forming below the line and when the complete candle is formed below the line, profit can be booked. Vice-versa in case of downtrend.
Method 4: Direction of leading line, band and candle line helps in determining the trend. If all these three components are in upward direction, price trend is upward and if all these three components are in downward direction, then price trend is downward. When, leading line and band cross each other from opposite direction for consecutive 2-3 times, then price movement is sideways.
Method 5 : Thickness of band play an important role in determining price action. If band is narrow, it means small candles are being formed and no any huge price movement is observed in this period. When band started expanding, it signifies that big candles are begin to form and there is a more price movement than before. Similarly, If contraction of band started, it means that small candles are being formed and there is low price movement as compared to the price movement when Band was expanded. If Band is expanded (wider) and volumes are high, It means the Band will act as strong Support or Resistance than usual. In case, candles and candle line cross the expanded Band, you can enter the Long or Short trade.
Method 6: When the Band, leading line and candle line collides or meet at a single point, then it is either strong support or resistance.
Method 7 : Usage in Scalping : Select the shorter time frame of 1 min or 5 min. If the candles are crossing the band very frequently in 1 min, then select 5 min time frame or wait for few minutes for stability. Now, when candles started forming above the candle line and it crosses the band from below then take a long position and book profit after few candles above the band. Place stop loss below the Band. Similarly, when candles started forming below the candle line and it crosses the band from above, then enter into short trade and book profit after few candles. Place stop loss above the band in the case of short trade.
You can combine above methods to give a sharp edge to your trade and increase the probability of your winning in the trade.
Indicator Settings : Default period selected is 50 for both the Band and leading line. You can change the period to 26 or 100 or 200. Select the period and check the chart, if the indicator looks fine and smooth, then you can use your settings. For most of the time, default settings work perfectly.
Proudly Developed by :
Harmandeep Singh
Graduate in Computer Science with Physics & Mathematics
MBA in Business Marketing and Finance
Experienced Computer programmer & Software developer
Stock Market & Crypto Trader
Follow the Trend - Trade PullbacksKindly follow the rules stated below for entry, exit and stop loss. Not every Buy / Sell signal will be profitable.
Timeframe of the chart acts as current timeframe. You need to choose 2 more as middle and higher timeframes.
This indicator is based on candlesticks, ATR and CCI indicators and the logic provides buy / sell signals at the pullbacks of the trend depicted by higher timeframe, that must be respected throughout.
Enter the long / short trade respectively when the indicator gives buy / sell signal after price has gone below the green / above the red line for higher timeframe.
Stop loss shall be low / high of recent swing. Exit when the price closes below / above the middle timeframe, to be used as trailing target.
Use it for any instrument for any timeframe of your choice.
For example, check the shared chart. It is a 1 min intraday, but the indicator can be used for short or long term positional trades as well.
Enter long at 14102, with stop loss 14077. Trailing target is achieved at 14156 giving a Risk:Reward ratio of 1:2.
Another Buy signal is observed around same level and uptrend continues till day end, again for a Risk:Reward ratio of approx. 1:2.
Rules to follow for Long trades -
Enter long position at Buy signal given after price has moved below green line of higher timeframe.
Exit the position when price closes below orange / blue line of middle timeframe.
Stop loss must be at low of recent swing, appearing just before the Buy signal.
Rules to follow for Short trades -
Enter short position at Sell signal given after price has moved above red line of higher timeframe.
Exit the position when price closes above orange / blue line of middle timeframe.
Stop loss must be at high of recent swing, appearing just before the Sell signal.
mForex - Bollinger Bands - Pinbar scalping systemTransaction setup parameters
Time frame: M5, M15
Currency pair: Any except XAU/USD
Trading strategies
=== BUY ===
Price break out of the lower Bollinger Bands
The Pinbar reversal candlestick appears and closes the candle on the lower Bollinger Bands
Stop loss: Nearest bottom + 3-5 pips
Profit target: 10-20 pips
=== SELL ===
Price break out of the upper Bollinger Bands
The Pinbar reversal candle appeared and closed below the upper
Stop loss: Nearest peak + 3-5 pips
Profit target: 10-20 pips
* If you have any questions or suggestions for this strategy, feel free to ask us.
Noro's RiskChannel StrategyIndicator
The Donchian price channel is used. There are 2 methods available to close the position. The user can choose a method.
Wikipedia: en.wikipedia.org
Strategy #1 (stop-loss type = channel)
Old classic trading strategy, using breakouts of the Donchan price channel.
If the price is above the price channel top line, open the long position (and close the short position)
If the price is below the lower line of the price channel, open the short position (and close the long position)
It is recommended that you all use market stop orders.
Strategy #2 (stop-loss type = center)
This metod is better. This method is recommended.
The central line (red) is the middle of the Donchian price channel. Used to close any positions.
If the price is higher than the price channel top line, open the long position.
If the price is lower than the lower line of the price channel, open the short position.
If the price has crossed the central line of the channel, close any position.
It is recommended that you all use market stop orders.
Risk
There are 2 options. Risk for long positions and risk for short positions. This is the size of the possible loss. Order size depends on the possible loss and is calculated for each position.
For
BTC/USD, BTC/USDT, XBT/USD, ETH/USD, ETH/USD (need USD!)
Timeframes: 1h and length of price channel = 50 bars or 4h and length of price channel = 12
Hancock - Pump Catcher [BitMEX] [Alerts]This is a study to the version of the strategy found here .
It generates 3 alerts:
CLOSE - Triggers to close all open positions
LONG - Triggers to open a long position
SHORT - Triggers to open a short position
Commands for alerts (without stop-loss) to get you started:
CLOSE - a=bitmex e=bitmextestnet c=position t=market
LONG - a=bitmex e=bitmextestnet b=long s=xbtusd l=5 q=99% t=market
SHORT - a=bitmex e=bitmextestnet b=short s=xbtusd l=5 q=99% t=market
I would advise including a stop-loss with your commands. These commands are for autoview and don't include a stop loss, use autoview command documentation to add stop-loss.
Happy trading
Hancock
Customizable MACD (how to detect a strong convergence)Helloooo traders
I wondered once if a MACD was based on an EMA/EMA/SMA or SMA/SMA/EMA (or WHATEVA/WHATEVA/WHATEVA).
Seems they're so many alternatives out there.
I decided to empower my audience more by choosing the type of moving averages you want for your MACD.
More options doesn't always mean better performance - but who knows - some might find a config that they like with it for their favorite asset/timeframe.
I added also a multi-timeframe component because I'm a nice guy ^^
Convergence is my BEST friend
An oscillator (like MACD) is to measure how strong a momentum is - generally, traders use those indicators to confirm a trend.
So understand that a MACD (or any other indicator not based on convergence ) won't likely be sufficient for doing great on the market.
Combined with your favorite indicator, however, you may get great results.
My indicators fav cocktail is mixing :
1) an oscillator (momentum confirmation)
2) a trendline/key level break (momentum confirmation)
3) adding-up on a different trading method but still converging with the first entry.
The reason I'm deep with convergence detection is because I'm obsessed with removing those fakeout signals. You know which ones I'm talking about :)
Those trades when the market goes sideways but our capital goes South (pun 100% intended) - 2 days later, the price hasn't changed much but some lost some capital due to fees, being overexposed, buying the top/selling the bottom of a range they didn't identify.
It's publicly known that ranges are the worst traders' enemy. It's boring, not fun, and .... end up moving in the direction we expected when we go to sleep or outside.
NO ONE/BROKER/EX-GF is tracking your computer - I checked also for mine as it happened for me way too often in the past.
I surely preferred blaming a few external unknown conditions than improving my TA back in the days #bad #dave
But my backtest sir...
Our backtests show what they're being told to show . A backtest without a stop-loss/hard exit logic will show incredible results.
Then trying that backtest with live trading is like in the Matrix movie - discovering the real world is tough and we must choose between the blue pill (learning how to evaluate properly risk/opportunity caught) and the red pill (increasing the position sizing, not setting a stop loss, holding the positions hoping for the best)
Last few words
Convergences aren't invented because it's cool to mix indicators with others. (it is actually and even fun)
They're created to remove most of the fakeouts . For those that can't be removed - a strong risk management would cut most of the remaining potential big losses.
No system works 100% of the time - so a convergence system needs a back-up plan in case the converged signal is wrong (could be stop-loss, hard exit, reducing position sizing, ...)
Wishing you the BEST and happy beginning of your week
Daveatt
SSL Channel BFSSL Channel Close is a great all-rounder based on 2 Simple Moving Averages, one of recent Highs, one of recent Lows.
The calculation prints a channel on the chart consisting of 2 lines.
This strategy gives a Long signal when price closes above the top of these 2 lines and a Short signal when it closes below the bottom.
Trading in choppy sideways markets can compound losses so we avoid that here by using recent ATR to determine relative volatility and refrain from trading when the background is White.
We use a basic 3% stop loss.
Charted on XBT/USD Bitmex Daily chart.
INSTRUCTIONS
Green = long
Red = short
White Background= No trade
The way I have set this strategy up is that if we get stopped out but we are still in a green or red background, we re-enter. Closing the trade only occurs on an opposing signal or if we get stopped out.
SuperTrade ST1 StrategyOverview
The SuperTrade ST1 Strategy is a long-only trend-following strategy that combines a Supertrend indicator with a 200-period EMA filter to isolate high-probability bullish trade setups. It is designed to operate in trending markets, using volatility-based exits with a strict 1:4 Risk-to-Reward (R:R) ratio, meaning that each trade targets a profit 4× the size of its predefined risk.
This strategy is ideal for traders looking to align with medium- to long-term trends, while maintaining disciplined risk control and minimal trade frequency.
How It Works
This strategy leverages three key components:
Supertrend Indicator
A trend-following indicator based on Average True Range (ATR).
Identifies bullish/bearish trend direction by plotting a trailing stop line that moves with price volatility.
200-period Exponential Moving Average (EMA) Filter
Trades are only taken when the price is above the EMA, ensuring participation only during confirmed uptrends.
Helps filter out counter-trend entries during market pullbacks or ranges.
ATR-Based Stop Loss and Take Profit
Each trade uses the ATR to calculate volatility-adjusted exit levels.
Stop Loss: 1× ATR below entry.
Take Profit: 4× ATR above entry (1:4 R:R).
This asymmetry ensures that even with a lower win rate, the strategy can remain profitable.
Entry Conditions
A long trade is triggered when:
Supertrend flips from bearish to bullish (trend reversal).
Price closes above the Supertrend line.
Price is above the 200 EMA (bullish market bias).
Exit Logic
Once a long position is entered:
Stop loss is set 1 ATR below entry.
Take profit is set 4 ATR above entry.
The strategy automatically exits the position on either target.
Backtest Settings
This strategy is configured for realistic backtesting, including:
$10,000 account size
2% equity risk per trade
0.1% commission
1 tick slippage
These settings aim to simulate real-world conditions and avoid overly optimistic results.
How to Use
Apply the script to any timeframe, though higher timeframes (1H, 4H, Daily) often yield more reliable signals.
Works best in clearly trending markets (especially in crypto, stocks, indices).
Can be paired with alerts for live trading or analysis.
Important Notes
This version is long-only by design. No short positions are executed.
Ideal for swing traders or position traders seeking asymmetric returns.
Users can modify the ATR period, Supertrend factor, or EMA filter length based on asset behavior.
External Signals Strategy Tester v5External Signals Strategy Tester v5 – User Guide (English)
1. Purpose
This Pine Script strategy is a universal back‑tester that lets you plug in any external buy/sell series (for example, another indicator, webhook feed, or higher‑time‑frame condition) and evaluate a rich set of money‑management rules around it – with a single click on/off workflow for every module.
2. Core Workflow
Feed signals
Buy Signal / Sell Signal inputs accept any series (price, boolean, output of request.security(), etc.).
A crossover above 0 is treated as “signal fired”.
Date filter
Start Date / End Date restricts the test window so you can exclude unwanted history.
Trade engine
Optional Long / Short enable toggles.
Choose whether opposite signals simply close the trade or reverse it (flip direction in one transaction).
Risk modules – all opt‑in via check‑boxes
Classic % block – fixed % Take‑Profit / Stop‑Loss / Break‑Even.
Fibonacci Bollinger Bands (FBB) module
Draws dynamic VWMA/HMA/SMA/EMA/DEMA/TEMA mid‑line with ATR‑scaled Fibonacci envelopes.
Every line can be used for stops, trailing, or multi‑target exits.
Separate LONG and SHORT sub‑modules
Each has its own SL plus three Take‑Profits (TP1‑TP3).
Per TP you set line, position‑percentage to close, and an optional trailing flag.
Executed TP/SLs deactivate themselves so they cannot refire.
Trailing behaviour
If Trail is checked, the selected line is re‑evaluated once per bar; the order is amended via strategy.exit().
3. Inputs Overview
Group Parameter Notes
Trade Settings Enable Long / Enable Short Master switches
Close on Opposite / Reverse Position How to react to a counter‑signal
Risk % Use TP / SL / BE + their % Traditional fixed‑distance management
Fibo Bands FIBO LEVELS ENABLE + visual style/length Turn indicator overlay on/off
FBB LONG SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a long is open
FBB SHORT SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a short is open
Line choices: Basis, 0.236, 0.382, 0.5, 0.618, 0.764, 1.0 – long rules use lower bands, short rules use upper bands automatically.
4. Algorithm Details
Position open
On the very first bar after entry, the script checks the direction and activates the corresponding LONG or SHORT module, deactivating the other.
Order management loop (every bar)
FBB Stop‑Loss: placed/updated at chosen band; if trailing, follows the new value.
TP1‑TP3: each active target updates its limit price to the selected band (or holds static if trailing is off).
The classic % block runs in parallel; its exits have priority because they call strategy.close_all().
Exit handling
When any strategy.exit() fires, the script reads exit_id and flips the *_Active flag so that order will not be recreated.
A Stop‑Loss (SL) also disables all remaining TPs for that leg.
5. Typical Use Cases
Scenario Suggested Setup
Scalping longs into VWAP‐reversion Enable LONG TP1 @ 0.382 (30 %), TP2 @ 0.618 (40 %), SL @ 0.236 + trailing
Fade shorts during news spikes Enable SHORT SL @ 1.0 (no trail) and SHORT TP1,2,3 on consecutive lowers with small size‑outs
Classic trend‑follow Use only classic % TP/SL block and disable FBB modules
6. Hints & Tips
Signal quality matters – this script manages exits, it does not generate entries.
Keep TV time zone in mind when picking start/end dates.
For portfolio‑style testing allocate smaller default_qty_value than 100 % or use strategy.percent_of_equity sizing.
You can combine FBB exits with fixed‑% ones for layered management.
7. Limitations / Safety
No pyramiding; the script holds max one position at a time.
All calculations are bar‑close; intra‑bar touches may differ from real‑time execution.
The indicator overlay is optional, so you can run visual‑clean tests by unchecking FIBO LEVELS ENABLE.
PEAD strategy█ OVERVIEW
This strategy trades the classic post-earnings announcement drift (PEAD).
It goes long only when the market gaps up after a positive EPS surprise.
█ LOGIC
1 — Earnings filter — EPS surprise > epsSprThresh %
2 — Gap filter — first regular 5-minute bar gaps ≥ gapThresh % above yesterday’s close
3 — Timing — only the first qualifying gap within one trading day of the earnings bar
4 — Momentum filter — last perfDays trading-day performance is positive
5 — Risk management
• Fixed stop-loss: stopPct % below entry
• Trailing exit: price < Daily EMA( emaLen )
█ INPUTS
• Gap up threshold (%) — 1 (gap size for entry)
• EPS surprise threshold (%) — 5 (min positive surprise)
• Past price performance — 20 (look-back bars for trend check)
• Fixed stop-loss (%) — 8 (hard stop distance)
• Daily EMA length — 30 (trailing exit length)
Note — Back-tests fill on the second 5-minute bar (Pine limitation).
Live trading: enable calc_on_every_tick=true for first-tick entries.
────────────────────────────────────────────
█ 概要（日本語）
本ストラテジーは決算後の PEAD を狙い、
EPS サプライズがプラス かつ 寄付きギャップアップ が発生した銘柄をスイングで買い持ちします。
█ ロジック
1 — 決算フィルター — EPS サプライズ > epsSprThresh %
2 — ギャップフィルター — レギュラー時間最初の 5 分足が前日終値＋ gapThresh %以上
3 — タイミング — 決算当日または翌営業日の最初のギャップのみエントリー
4 — モメンタムフィルター — 過去 perfDays 営業日の騰落率がプラス
5 — リスク管理
• 固定ストップ：エントリー − stopPct %
• 利確：終値が日足 EMA( emaLen ) を下抜け
█ 入力パラメータ
• Gap up threshold (%) — 1 (ギャップ条件)
• EPS surprise threshold (%) — 5 (EPS サプライズ最小値)
• Past price performance — 20 (パフォーマンス判定日数)
• Fixed stop-loss (%) — 8 (固定ストップ幅)
• Daily EMA length — 30 (利確用 EMA 期間)
注意 — Pine の仕様上、バックテストでは寄付き 5 分足の次バーで約定します。
実運用で寄付き成行に合わせたい場合は calc_on_every_tick=true を有効にしてください。
────
ご意見や質問があればお気軽にコメントください。
Happy trading!
