Simple and efficient MACD crypto strategy with risk managementToday I am glad to bring you another great creation suited for crypto markets.
MARKET
Its a simple and efficient strategy, designed for crypto markets( btcusd , btcusdt and so on), and suited for for higher time charts : like 1hour, 4hours, 1 day and so on.
Preferably to use 1h time charts.
COMPONENTS
MACD with simple moving average
ENTRY DESCRIPTION
For entries we have :
We check the direction with MACD . Depending if its an uptrend and positive level on histogram of MACD we go long, otherwise we go short.
RISK MANAGEMENT
In this strategy we use a stop loss based on our equity. For this example I choosed a 2% risk .That means if our account has 100.000 eur, it will automatically close the trade if we lose 2.000.
We dont use a take profit level.
In this example also we use a 100.000 capital account, risking 5% on each trade, but since its underleveraged, we only use 5000 of that ammount on every trade. With leveraged it can be achieved better profits and of course at the same time we will encounter bigger losses.
The comission applied is 5$ and a slippage of 5 points aswell added.
For any questions or suggestions regarding the script , please let me know.
Cerca negli script per "the script"
High/low crypto strategy with MACD/PSAR/ATR/EWaveToday I am glad to bring you another great creation of mine, this time suited for crypto markets.
MARKET
Its a high and low strategy, designed for crypto markets( btcusd , btcusdt and so on), and suited for for higher time charts : like 1hour, 4hours, 1 day and so on.
Preferably to use 1h time charts.
COMPONENTS
Higher high and lower low between different candle points
MACD with simple moving average
PSAR for uptrend and downtrend
Trenddirection made of a modified moving average and ATR
And lastly elliot wave oscillator to have an even better precision for entries and exits.
ENTRY DESCRIPTION
For entries we have : when the first condition is meet(we have a succession on higher high or lower lows), then we check the macd histogram level, then we pair that with psar for the direction of the trend, then we check the trend direction based on atr levels with MA applied on it and lastly to confirm the direction we check the level of elliot wave oscillator. If they are all on the same page we have a short or a long entry.
STATS
Its a low win percentage , we usually have between 10-20% win rate, but at the same time we use a 1:30 risk reward ratio .
By this we achieve an avg profit factor between 1.5- 2.5 between different currencies.
RISK MANAGEMENT
In this example, the stop loss is 0.5% of the price fluctuation ( 10.000 -> 9950 our sl), and tp is 15% (10.000 - > 11500).
In this example also we use a 100.000 capital account, risking 5% on each trade, but since its underleveraged, we only use 5000 of that ammount on every trade. With leveraged it can be achieved better profits and of course at the same time we will encounter bigger losses.
The comission applied is 5$ and a slippage of 5 points aswell added.
For any questions or suggestions regarding the script , please let me know.
Noro's ZZ-6 StrategyNew version of ZZ-strategy.
Repaint?
Normal lines are not redrawn. Dotted lines repaint, but do not affect trading (do not affect backtests). You can turn off repaint in the script settings. Repaint (dotted lines) are needed only for clarity. To make it clear from which bar the level is created.
Levels
Lime lines above - level from a local high bar. To open a long position. Using a market stop order.
Red line at the bottom - the level from a local low bar. To open a short position. Using a market stop order.
Trading
You can trade without short positions. Then the red line is the level for a stop-loss order.
Reverse trading can be used. Without stop-loss orders.
Risk size
Order size depends on the risk size parameter and possible loss. If risk size = 2%, it means that the loss will be no more than 2%.
For crypto
Symbols: XBT/USD, BTC/USD, BTC/USDT, ETH/USD, etc - need USD(T)
Timeframes: 1h, 4h, 1d
Crypto Levrage 1-3 minOk this is suggestive model for all those who like to bet on levrage trades on crypto (BTC, Etherium, etc)
before you use this modle think that money is very important so do your testing and calculation to max so this sytem will work for you. this system design for 1-3 min chart. higher will not work as well.
the buy based on my scanner system that I show in my former indicator list( there is free versions of it in page )
the sell is a percent cahnnel - so every time close cross channel up is sell.
the force of success of this sytem is the proper take profit system -here set to 2-4-6-8% at rate of 25% each
you can change this setting as you wish
you can control the rate of sell or buy according to the channel length or the upper of channel which is set now to 1.1.
the scanner always try to find a new low as it exit by the sell. you can control it by the non repainting MTF
I close the script so stupid folks will not abuse it
the smart ones can find a way to make similar sytem by there own as scanner system is free and to make percent cahnnel is no brainer:)
the leverge system set to 100% of lot and at 1 X . i normaly use 10% of my lot and then I play wiith the leverage system
so last word. test test test before you put real money in . in order to find best and optimal setting when you play on bitmex or other like binance on this system on leverage
so let me know what you think
ATR Parabolic SAR Strategy [QuantNomad]I created a version of Parabolic SAR when I accelerate it not based on the difference from the extreme point but based on current ATR. So the idea is that for a more volatile market it should move faster.
Performance is calculated based on 25% equity invested and 0.1% commission.
What do you think about it? Does it make sense to do something like that?
Do you have in mind other ways I can accelerate it when the market starts to be more volatile?
Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting.
This post and the script don’t provide any financial advice.
Fibonacci Bollinger Bands Strategy [QuantNomad]This strategy is modified Stanard Bollinger Bands Strategy. Instead of using standard deviation, I use a metric of how big is the range for the last X bars. Also, I’m using Fibonacci levels as multipliers for BB.
In this strategy you have a choice of 3 different Trailing Stop Loss types:
Standard % – standard percent based TSL
Fibonacci Level – close your position on another Fibonacci level or basis line of BB.
Parabolic SAR – Parabolic SAR adapted as trailing stop loss.
For Standard % and Parabolic SAR, you can use the “TSL Offset” parameter to set an initial offset for trailing stop loss.
Parameters
BB Length – Bolinger Bands Length
Fib Entry Level – Entry BB Multiplier level. Can be one of Fibonacci levels: 0.236, 0.382, 0.5, 0.618, 0.786, 1.000
Trailing SL Type – Type of Trailing Stop Loss used to close positions. Can be one of 3 types: “Standard %”, “Fibonacci Level”, “Parabolic SAR”
TSL Offset (%) – Initial offset for TSL. Applicable to “Standard %” and “Parabolic SAR”
TSL Fib Level – Fibonacci level used for “Fibonacci level” type of TSL
TSL PSAR Start / Increment / Maximum – parameters for PSAR type of TSL.
Strategy side – you can choose the side of the strategy. You can require strategy to go only Long, Short to Both sides.
From/To Day/Month/Year – you can use these parameters to set backtesting range to check the performance of your strategy on a specific range
It's a pro indicator, you can have access to it for a small fee. Link to my PRO indicators you can find in my signature.
Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting.
This post and the script don’t provide any financial advice.
HFT Momentum BacktesterDefault Settings are meant to be used in XBT/USD chart on 1 hour time frame. If you want to use for another asset on another time frame YOU MUST CHANGE THE SETTINGS
This is momentum-based strategy designed by HFT Research in order to take advantage of volatile, trending markets.
Use ADX
ADX stands for average directional index . It is an indicator that measures volatility in the market. Unfortunately, the worst market condition for this strategy is sideways market. ADX becomes a useful tool since it can detect trend. If the volatility is low and there is no real price movement, ADX will pick that up and will not let you get in trades during a sideways market. It will allow you to enter trades only when the market is trending.
Use MA CrossOver
This strategy’s main driver is the moving average cross over however, unlike many other indicators, this strategy has ALL the moving averages that are on trading view. Total of 13 different moving averages all calculated in a different fashion available in a drop-down menu. You are able to choose two different moving averages to cross for your entry as well as being able to adjust the length of each individual moving average.
Use MA Spread % Filter
As an extra protection, we introduced MA spread % filter. We all know that momentum strategy works when there is actually a trend that has momentum. When there is no trend and market side choppy, we get a lot of noisy signals. In order to battle that we have introduced MA spread % filter. Using this piece of setting, you will be able to chose how strong the cross over actually is. If price is moving sideways, the moving averages will cross each other barely. If the price has actually any steam and momentum, MA 1 will cross over MA 2 aggressively because it will be trending market.
First you chose what the minimum % difference there should be between your 2 moving averages. If you keep this too tight, it won’t be as useful and if you keep this too large then the script will not generate any signals. Trust us, there is a fine balance in between! Then you proceed to chose your moving averages that the bot should keep track of.
Check our website for more information.
Backtest assumes the following;
You have 1000$ to trade
You use 1% of your capital on cross margin with 1% Stop Loss. Therefore, every trade has 100% equity effect on your balance and 1% stop loss has 1% loss effect
0.06% commission taking Binance as base. Please change commission if you are using another exchange.
Donchian Strat EXMOThis is simple test of Turtle Trading strategy by Richard Dennis. The script meant to place orders on Donchian Channel borders. It's best to test and use on mid-term charts like 1H and more.
I've chosen Kraken XBT/USDT chart because this market opened in december 2019. The main problem of crypto trading strategy testing is the bullish market of 2017 year. That enormous growth gives unrealisting expectations to all trend-following strategies tested.
Crude Oil Indicator [SIDD]Crude Oil Indicator is giving two signal Bullish and Bearish . Bullish signal is used to take long trade and Bearish signal is used to close existing long trade and take new short trade and so on.
To get More signal of Bullish and Bearish user must enable More Signals check box that will check crossover and cross down of price close with Gaps.
I am using 2 ATR and one ADX and Gaps and VWMA to make signal profitable with 15 minutes 1 hr ,2hr,3hr,4hr chart time frame.
I have checked last few years data for back testing. Based on past performance it doesn't work well in 30 minute and 1 day chart time frame as results are not good in back testing. I have designed this indicator for Indian crude oil context though it can be used with other market as well.
1st ATR used to find trend with price crossover.
2nd ATR ADX is used to find the trend change details only. I have taken VWMA and ATR both to consider trend change.
Highlight Gap Up and Gap Down is used to know daily market opening gap up and gap down area. Gaps act as support and resistance .
VWMA Plotted as Blue line. Rising VWMA considered as uptrend and falling VWMA considered as downtrend.
Flat VWMA considered as no trend zone. In no trend zone every second third candles cross VWMA .
User must keep the default setting for getting better results as results are back tested. If setting changed then result may vary.
I have added here back tested performance user can see those results. I have added commission and slippage as well. Past year performance not guarantee for future years result so before taking any trade trader must take conscious decision.
This indicator is available on Subscription.
PM/ DM for more information about the script access.
Use the link below to obtain access to this indicator.
Ichimoku Kinko Hyo StrategyStrategy based on the Ishimoku Kinko Hyo system, using the different indicators it provides to build signals.
This strategy could be better as it should ideally use the position of the price line compared to Chikou to determine if signals should be looked for, but I've been unable to fully implement this so far (an imperfect implementation is provided, but disable by default). I'll update the script once I figure it out, but it still gives good results without this.
Banknifty-Direction-Bank-StocksBanknifty Direction Bank Stocks is indicator to give Banknifty future direction.
This Indicator is giving signal by taking 11 Major Indian Bank trend into consideration.
This indicator is giving two signal Bullish and Bearish .
Bullish signal can be used for long Banknifty and Bearish signal can be used to close existing Banknifty position and make new short side position and again when Bullish signal come then close existing short position and take new long position and so on.
There is zone area green zone and red zone and central line. Green zone is Bullish area and Red zone is Bearish area.
When ever green line cross over red line then Bullish signal generated and when ever green line cross under red line Bearish Signal generated.
Strong Bullish when Crossover is happening above central line and Strong Bearish when Cross under is happening below central line.
Many Thanks to LazyBear main author, I have used his wave trend function and modified that as per Banknifty index so that we can get better result.
User must keep the default setting for getting better results as results are back tested. If setting changed then result may vary.
I have added here back tested performance user can see those results. I have added commission and slippage as well.
This indicator is available on Subscription.
PM/DM for more information about the script access.
Use the link below to obtain access to this indicator
Intraday Strategy - NIFTY INTRADAY STRATEGY - NIFTY (Index)
INSTRUMENT TO TRADE - Nifty Futures, Nifty Options (Buy) - In The Money Call / Put Options
TIME FRAME - 05 mins
DURATION TYPE - Intraday , every trade must be closed at End Of Trading Day.
STRATEGY TYPE - Trend following, Intraday
The script will indicate when to BUY / SHORT the Index instruments and when to EXIT the trade.
The backtesting is done using 1 qty of NIFTY on intraday trade.
Brokerage and commissions are included in backtest results.
Tradingview doesn't have Nifty futures data hence strategy is build on Nifty spot price.
The purpose of the scipt is for self learning / improvement and analysis.
Trading is a risky business and a trader must take any trade at their own RISK.
The author shall not be held responsible for Losses / Profits
EMA Slope Trend Follower StrategyThis strategy is based on the slope of the EMA130.
Over that slope, the script calculates two EMAs (9,21) which are used to generate the main entry and exit signal.
In particular, the strategy enters a LONG position when EMA9 > EMA21. On the contrary, it closes the LONG and opens a SHORT when EMA9 < EMA21.
When the slope of the EMA130 is rising, it means that the price is accelerating upwards, fueling an uptrend. Conversely, when the slope is falling, it means that the price is slowing down, falling into a possible downtrend.
Calculating and analyzing two EMAs (fast and slow) over the slope of a medium length EMA instead of the price anticipates a lot the signal. In this way, the strategy never miss a trend.
In order to minimize false positives (entering useless positions), I included two filters, which can be optionally turned on:
- Trend Filter: When the price is above EMA200, the strategy opens ONLY LONG positions. If price < EMA200, only shorts allowed. If the slope gives a long signal and price is below EMA200, for example, the eventual SHORT position is closed, but the LONG entry is postponed to the moment when both conditions (slope uptrending and price > ema200) are met.
I recommend always turning on this filter, as it dramatically decreases drawdown.
- Volatility Filter: When the standard deviation of the last 20 candles is below its 50 samples moving average, no positions are opened, as market is going sideways. The purpose of this filter is to prevent false positives (positions which open and close in a matter of candles due to false signals in sideways market).
I recommend turning on this filter only on low time frames.
This strategy works great on medium time frames (like 4h, 6h, daily), since it spends way less in fees, opening less positions.
It works good on low TFs too (up to 1h, didn't test lower ones), provided Volatility filter is turned on and parameters are set according to the asset.
Commission included in calculations: 0.06% (it's the taker commission on BitMEX with the 10% discount obtainable with any referral link)
Slippage included in calculations: 2 ticks (BitMEX has very liquid order books, and slippage doesn't happen very often unless a huge position size is used).
BKN: Hickory Smoked StrategyThis strategy is to be used with the BKN: Hickory Smoked Indicator. This is a strategy that thrives in trending environments. We've included settings for crypto and forex and lower speed options for lower timeframes.
The script offers a stop loss or trailing stop loss that will trigger when an entry is triggered. You can also choose to use it as long or short only. Pictured is the LONG only settings.
You can use this strategy to backtest settings for the indicator.
***IMPORTANT***
For access, please do not comment below. Instead, send a DM here on TradingView or on my linked Twitter account.
KundaliniThe Kundalini is a technical indicator. Based on algorithm calculations, this indicator extrapolates the previous price for the next bar. Plus addition Multi time frame ATR volatility Reading environment for higher conditions
Here is how Dominator is calculated:
1. The study estimates the price projected for the next bar. The estimated price is based on the algorithm method.
2. The study extrapolates this value to find a projected price change for the next bar.
The resulting extrapolated value is shown as a histogram on a lower subgraph. By default, sections of the histogram where the extrapolated value is increasing are shown in green; sections corresponding to the decreasing value are shown in red.
Note: Value projection is purely mathematical as all calculations are based on algorithm averaging of previous values.
Overlay True
The strategy includes 3 different adjustable levels for the ladder , plus automatic adjustable stop loss and takes profit calculated from your average entry price after each ladder adds.
Adjustable BAcktest Window.
1 long signals
3 ladder long add signals
1 short signals
3 ladder short add signals
1 dynamic stop calculated from your average entry price
1 dynamic take profit calculated from your average entry price
Please Private Msg me if you like more info about the script Full pdf available or if you need access to it
thx for your time and support
THE HITMAN - Market Momentum FinderThe Hitman indicator is a tool to detect momentum swings in the market. Its intention is to identify good entry and exit points and alert you to have a closer look at the charts. It can be used on any chart, timeframe or market.
In detail we measure the strength of a trend by different values like volatility , price averages and trend momentum and calculates for every candle, if a change in trend appears or not.
Be aware, that all results will be based on data from the past. There is no guarantee that the results you get by back testing, will also be achieved in the future.
How to use it?
We recommend to use the signal only in direction of the trend. It can be used to scalp against the trend but for Risk Management reasons we advise not to do so. In sideways movement we recommend to look out for channels or levels of resistance and support and use the signal of the script as confirmation.
FearsAndHopesA strategy based on the assumption that if you buy in a panic and sell on the euphoria of the crowd, then in the long run you get a profit. The strategy is symmetrical, that is, we assume that FOMO and FUD have an equal impact on the crowd. Never make different paired parameters. Do not try to get a perfect result on the backtest. The setup is symmetrical, the program does not use EMA, requests to larger timeframes, and other things that can cause repaintings. However, if you use the value 1 in the Fast Sma Length field, repaintings is possible, use with caution. This algorithm makes me profit 2600% profit per year, which, of course, does not mean that the next year will bring the same. API history on Bitmex on request in PM. Use it as an indicator with pleasure. Access to the script and help in setting up costs 0.5 btc
bee ZZBreakdown trading system ( TS ) based on the ZZ indicator ( zig-zag ) using SAR (stop and reverse). The system calculates the long level and short level, depending on the direction of the breakdown - we enter the long or short position. The strategy is always in position (in the market), the strategy being in the long side reverses the position at the short level, and accordingly, on the contrary, it is in short at the long level, thereby fixing profit / loss. The strategy has proved itself to be highly volatile. Strategy tested on BitMEX exchange. It is possible to get acquainted with the results of the strategy by running the script by history.
VRSI-MARSI StrategyI wanted to create an indicator which resembles price movement, aside to volume movement.
The "yellow-blue" line is the MA(5) of the RSI (9) of closing price.
The "orange" line is the MA(5) of the RSI (9) of Volume .
(Default plot of RSI and VRSI is not visible but can be made visible ("Settings" > "Style" > set "Opacity" of "RSI & VRSI"))
The Long (Buy) condition is triggered when the MA(5) of the RSI (9, close) goes up.
The Short (Sell) condition is triggered when the MA(5) of the RSI (9, close) goes down.
Comparing the price movement with the "orange" Volume line helps to spot a possible trend change,
for example when price goes up and an ascending Volume line starts to flatten or starts descending,
this could be a sign that the Bullish trend is weakening, predicting a possible trend change.
Or, when for example a downwards price movement is accompanied with a rising Volume line, this can be a sign of large Bearish power.
Because it still is a RSI indicator, the midline (50), and Oversold/Overbought area's (20-30 & 70-80) are important to watch, especially the MARSI!
A second strategy is made (VRSI-MARSI Strategy 2) where the Long/Short condition is triggered when "MA RSI (close) - MA RSI ( Volume )" crosses.
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The Long & Short entries, as well as the Entry Close are visible 1 bar after the trigger.
When the blue line changes in a yellow line (and vice versa) it will show a candle earlier (see yellow dashed lines = (1)).
Also, the condition is fulfilled when the candle closes (2), but the order doesn't take place in the same bar, but the next (3).
Because this is a strategy the "actual Order" will not take place at the "Close" of the candle (2), but at the "Open" at the NEXT candle (3).
I also have this strategy as a study (A+B), where the "Buy" & "Sell" shows a candle earlier.
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The entries are default 5% of equity, without pyramiding, which already gives large profits.
A large part of the profit is because of the Entry Close of the Long & Short entries.
You can easily turn these off (Settings > Inputs) to see what profit the strategy gives without Entry Close.
Here they are disabled:
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More information available in the script ;-)
inwCoin RSI + Martingale Strategy===================
English
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* inwCoin Simple Martingale Strategy ( Double down ) for educational purpose.
* Entry Condition : RSI cross Oversold Level up
* Martingale Condition
(1) RSI cross Oversold Level up again
(2) If Martingale > 6 times, it will martingale with time-base too, using "Martingale Timer" value ( the candles count )
* Take Profit Condition : When position has profit more than "Take Profit Percent"
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Desc.
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Position Size Percent = Start Position Size, less start size = more capital left for matingale if something went wrong
Take Profit Percent = If position has profit more than this value, it will close position
Martingale Gap Percent = Calculate the gap between each martingale level
Martingale Multiplier = Martingale position size multiplier
Martingale Timer = If we already did martingale more than 6 times, it will buy more if the candle count from last buy entry more than this value ( time-base martingale )
Leverage = not working
RSI setup = RSI setting, Oversold level is important because the script will do first buy entry when RSI crossover oversold level.
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Conclusion
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* People using Martingale a lot esp. in Forex EA/bot. Because if we "lucky" we'll get good profit every single day.
* But... if we unlucky and price keep going the other way, we'll have to double down like crazy and your portfolilo will get liquidated in no time...
* This is very risky strategy and I learned it the hard way...
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Thai
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ทำ strategy martingale มาเล่นๆ ลองวิชาขำๆ
ขี้เกียจแปลไทยแล้ว อ่านอังกฤษข้างบนเอาเอง 5555
QuarryLake v4As some of you requested, I will make the code for QuarryLake Open for you all.
I have also updated the script in version 4.
This strategy consists of 3 indicators that I found works quite well together.
Keltner Channel, Waddah Attah Explosion, and Volatility Stop .
KC Period = 200
KCATR = 5
Vstop Period = 3
Vstop Mult = 1.5
Long when close > KC, close > Vstop, WAE trendUp
Short when close < KC, close < Vstop, WAE trendDown
Works well on BTCUSD XBTUSD , as well as other major liquid Pair.
This strategy utilized a modified Kelly position sizing for BTCUSD Bitstamp , feel free to modify it to your needs.
And lastly,
Save Hong Kong, the revolution of our times.
Trend SR based strategyIt is a logical continuation of my Trend SR based indicator
Algo of strategy is next
1)Detect SR levels
2)Calculate separate channels for SR made by highs and lows
3)it takes position if the current SR is breaking and close price is not in opposite channel zone
4)It closes position if prise leave current channel zone or as an option (stoploss) if SR is breaking in an opposite direction
-uses //@version=4
-no volume needed for detecting SR breaking and entering a long position
-volume confirmation of SR breaking may be used in the option section
-volume has an option to use smoothing with MA: SMA, AHMA, VIDYA
-volume has option to use volume pump as confirmation of SR breaking (simple dev function)
-stoploss as option
-uses barstate.isconfirmed (returns true if the script is calculating the last (closing) update of the current bar) for entering position on current bar close
-as an option, all or only current SR levels detected by algo can be plotted
-option to plot SR as a channel - as FILTERED whole SR history, in a long or short position it plots only stoploss level and entering opposite position level, in no position it plots long and short entering levels
It works well on 1D
For using on 4h or lower timeframes - Volume confirmation with VIDYA or AHMA may give better results
For better work especially on LTF algo needs better detection of highs and lows, now it uses fractal filter of last bars
Candle Patterns Strategy//I saw this code from DanyChe, i modify it to work on the latest version of pinescript
//The script allows you to test popular candlestick patterns on various instruments and timeframes. In addition, you can configure risk management (if the value is zero, it means the function is disabled), and you can also specify the time of the trading session (for example, so that the positions are not transferred to the next day).
//The author is grateful to JayRogers and Phi35, their code examples helped a lot in writing the strategy.
