Tradingsignals — Indicatori e strategie

Fibonacci Counter-Trend Trading Overview: The Fibonacci Counter-Trend Trading strategy is designed to capitalize on price reversals by utilizing Fibonacci levels calculated from the standard deviation of price movements. This strategy opens a sell order when the closing price crosses above a specified upper Fibonacci level and a buy order when the closing price crosses below a specified lower Fibonacci level. By leveraging the principles of Fibonacci retracement and volatility, this strategy aims to identify potential reversal points in the market. How It Works: Fibonacci Levels Calculation: The strategy calculates upper and lower Fibonacci levels based on the standard deviation of the price over a specified moving average length. These levels are derived from the Fibonacci sequence, which is widely used in technical analysis to identify potential support and resistance levels. The upper levels are calculated by adding specific Fibonacci ratios (0.236, 0.382, 0.5, 0.618, 0.764, and 1.0) multiplied by the standard deviation to the basis (the volume-weighted moving average). The lower levels are calculated by subtracting the same Fibonacci ratios multiplied by the standard deviation from the basis. Trade Entry Rules: Sell Order: A sell order is triggered when the closing price crosses above the selected upper Fibonacci level. This indicates a potential reversal point where the price may start to decline. Buy Order: A buy order is initiated when the closing price crosses below the selected lower Fibonacci level. This suggests a potential reversal point where the price may begin to rise. Trade Management: The strategy includes stop-losses based on the Fibonacci levels to protect against adverse price movements. How to Use: Users can customize the moving average length and the multiplier for the standard deviation to suit their trading preferences and market conditions. The strategy can be applied to various financial instruments, including stocks, forex, and cryptocurrencies, making it versatile for different trading environments. Pros: The Fibonacci Counter-Trend Trading strategy combines the mathematical principles of the Fibonacci sequence with the statistical measure of standard deviation, providing a unique approach to identifying potential market reversals. This strategy is particularly useful in volatile markets where price swings can lead to significant trading opportunities. The use of Fibonacci levels can help traders identify key support and resistance areas, enhancing decision-making. Cons: The strategy may generate false signals in choppy or sideways markets, leading to potential losses if the price does not reverse as anticipated. Relying solely on Fibonacci levels without considering other technical indicators or market conditions may result in missed opportunities or increased risk. The effectiveness of the strategy can vary depending on the chosen parameters (e.g., moving average length and standard deviation multiplier), requiring users to spend time optimizing these settings for different market conditions. As with any counter-trend strategy, there is a risk of significant drawdowns during strong trending markets, where the price continues to move in one direction without reversing. By understanding the mechanics of the Fibonacci Counter-Trend Trading strategy, along with its pros and cons, traders can effectively implement it in their trading routines and potentially enhance their trading performance.

Bitcoin Leverage Sentiment - Strategy [presentTrading]█ Introduction and How it is Different The "Bitcoin Leverage Sentiment - Strategy " represents a novel approach in the realm of cryptocurrency trading by focusing on sentiment analysis through leveraged positions in Bitcoin. Unlike traditional strategies that primarily rely on price action or technical indicators, this strategy leverages the power of Z-Score analysis to gauge market sentiment by examining the ratio of leveraged long to short positions. By assessing how far the current sentiment deviates from the historical norm, it provides a unique lens to spot potential reversals or continuation in market trends, making it an innovative tool for traders who wish to incorporate market psychology into their trading arsenal. BTC 4h L/S Performance local █ Strategy, How It Works: Detailed Explanation 🔶 Data Collection and Ratio Calculation Firstly, the strategy acquires data on leveraged long (**`priceLongs`**) and short positions (**`priceShorts`**) for Bitcoin. The primary metric of interest is the ratio of long positions relative to the total of both long and short positions: BTC Ratio=priceLongs / (priceLongs+priceShorts) This ratio reflects the prevailing market sentiment, where values closer to 1 indicate a bullish sentiment (dominance of long positions), and values closer to 0 suggest bearish sentiment (prevalence of short positions). 🔶 Z-Score Calculation The Z-Score is then calculated to standardize the BTC Ratio, allowing for comparison across different time periods. The Z-Score formula is: Z = (X - μ) / σ Where: - X is the current BTC Ratio. - μ is the mean of the BTC Ratio over a specified period (**`zScoreCalculationPeriod`**). - σ is the standard deviation of the BTC Ratio over the same period. The Z-Score helps quantify how far the current sentiment deviates from the historical norm, with high positive values indicating extreme bullish sentiment and high negative values signaling extreme bearish sentiment. 🔶 Signal Generation: Trading signals are derived from the Z-Score as follows: Long Entry Signal: Occurs when the BTC Ratio Z-Score crosses above the thresholdLongEntry, suggesting bullish sentiment. - Condition for Long Entry = BTC Ratio Z-Score > thresholdLongEntry Long Exit/Short Entry Signal: Triggered when the BTC Ratio Z-Score drops below thresholdLongExit for exiting longs or below thresholdShortEntry for entering shorts, indicating a shift to bearish sentiment. - Condition for Long Exit/Short Entry = BTC Ratio Z-Score < thresholdLongExit or BTC Ratio Z-Score < thresholdShortEntry Short Exit Signal: Happens when the BTC Ratio Z-Score exceeds the thresholdShortExit, hinting at reducing bearish sentiment and a potential switch to bullish conditions. - Condition for Short Exit = BTC Ratio Z-Score > thresholdShortExit 🔶Implementation and Visualization: The strategy applies these conditions for trade management, aligning with the selected trade direction. It visualizes the BTC Ratio Z-Score with horizontal lines at entry and exit thresholds, illustrating the current sentiment against historical norms. █ Trade Direction The strategy offers flexibility in trade direction, allowing users to choose between long, short, or both, depending on their market outlook and risk tolerance. This adaptability ensures that traders can align the strategy with their individual trading style and market conditions. █ Usage To employ this strategy effectively: 1. Customization: Begin by setting the trade direction and adjusting the Z-Score calculation period and entry/exit thresholds to match your trading preferences. 2. Observation: Monitor the Z-Score and its moving average for potential trading signals. Look for crossover events relative to the predefined thresholds to identify entry and exit points. 3. Confirmation: Consider using additional analysis or indicators for signal confirmation, ensuring a comprehensive approach to decision-making. █ Default Settings - Trade Direction: Determines if the strategy engages in long, short, or both types of trades, impacting its adaptability to market conditions. - Timeframe Input: Influences signal frequency and sensitivity, affecting the strategy's responsiveness to market dynamics. - Z-Score Calculation Period: Affects the strategy’s sensitivity to market changes, with longer periods smoothing data and shorter periods increasing responsiveness. - Entry and Exit Thresholds: Set the Z-Score levels for initiating or exiting trades, balancing between capturing opportunities and minimizing false signals. - Impact of Default Settings: Provides a balanced approach to leverage sentiment trading, with adjustments needed to optimize performance across various market conditions.

Crypto MVRV ZScore - Strategy [PresentTrading]█ Introduction and How it is Different The "Crypto Valuation Extremes: MVRV ZScore - Strategy " represents a cutting-edge approach to cryptocurrency trading, leveraging the Market Value to Realized Value (MVRV) Z-Score. This metric is pivotal for identifying overvalued or undervalued conditions in the crypto market, particularly Bitcoin. It assesses the current market valuation against the realized capitalization, providing insights that are not apparent through conventional analysis. BTCUSD 6h Long/Short Performance Local █ Strategy, How It Works: Detailed Explanation The strategy leverages the Market Value to Realized Value (MVRV) Z-Score, specifically designed for cryptocurrencies, with a focus on Bitcoin. This metric is crucial for determining whether Bitcoin is currently undervalued or overvalued compared to its historical 'realized' price. Below is an in-depth explanation of the strategy's components and calculations. 🔶Conceptual Foundation - Market Capitalization (MC): This represents the total dollar market value of Bitcoin's circulating supply. It is calculated as the current price of Bitcoin multiplied by the number of coins in circulation. - Realized Capitalization (RC): Unlike MC, which values all coins at the current market price, RC is computed by valuing each coin at the price it was last moved or traded. Essentially, it is a summation of the value of all bitcoins, priced at the time they were last transacted. - MVRV Ratio: This ratio is derived by dividing the Market Capitalization by the Realized Capitalization (The ratio of MC to RC (MVRV Ratio = MC / RC)). A ratio greater than 1 indicates that the current price is higher than the average price at which all bitcoins were purchased, suggesting potential overvaluation. Conversely, a ratio below 1 suggests undervaluation. 🔶 MVRV Z-Score Calculation The Z-Score is a statistical measure that indicates the number of standard deviations an element is from the mean. For this strategy, the MVRV Z-Score is calculated as follows: MVRV Z-Score = (MC - RC) / Standard Deviation of (MC - RC) This formula quantifies Bitcoin's deviation from its 'normal' valuation range, offering insights into market sentiment and potential price reversals. 🔶 Spread Z-Score for Trading Signals The strategy refines this approach by calculating a 'spread Z-Score', which adjusts the MVRV Z-Score over a specific period (default: 252 days). This is done to smooth out short-term market volatility and focus on longer-term valuation trends. The spread Z-Score is calculated as follows: Spread Z-Score = (Market Z-Score - MVVR Ratio - SMA of Spread) / Standard Deviation of Spread Where: - SMA of Spread is the simple moving average of the spread over the specified period. - Spread refers to the difference between the Market Z-Score and the MVRV Ratio. 🔶 Trading Signals - Long Entry Condition: A long (buy) signal is generated when the spread Z-Score crosses above the long entry threshold, indicating that Bitcoin is potentially undervalued. - Short Entry Condition: A short (sell) signal is triggered when the spread Z-Score falls below the short entry threshold, suggesting overvaluation. These conditions are based on the premise that extreme deviations from the mean (as indicated by the Z-Score) are likely to revert to the mean over time, presenting opportunities for strategic entry and exit points. █ Practical Application Traders use these signals to make informed decisions about opening or closing positions in the Bitcoin market. By quantifying market valuation extremes, the strategy aims to capitalize on the cyclical nature of price movements, identifying high-probability entry and exit points based on historical valuation norms. █ Trade Direction A unique feature of this strategy is its configurable trade direction. Users can specify their preference for engaging in long positions, short positions, or both. This flexibility allows traders to tailor the strategy according to their risk tolerance, market outlook, or trading style, making it adaptable to various market conditions and trader objectives. █ Usage To implement this strategy, traders should first adjust the input parameters to align with their trading preferences and risk management practices. These parameters include the trade direction, Z-Score calculation period, and the thresholds for long and short entries. Once configured, the strategy automatically generates trading signals based on the calculated spread Z-Score, providing clear indications for potential entry and exit points. It is advisable for traders to backtest the strategy under different market conditions to validate its effectiveness and adjust the settings as necessary. Continuous monitoring and adjustment are crucial, as market dynamics evolve over time. █ Default Settings - Trade Direction: Both (Allows for both long and short positions) - Z-Score Calculation Period: 252 days (Approximately one trading year, capturing a comprehensive market cycle) - Long Entry Threshold: 0.382 (Indicative of moderate undervaluation) - Short Entry Threshold: -0.382 (Signifies moderate overvaluation) These default settings are designed to balance sensitivity to market valuation extremes with a pragmatic approach to trade execution. They aim to filter out noise and focus on significant market movements, providing a solid foundation for both new and experienced traders looking to exploit the unique insights offered by the MVRV Z-Score in the cryptocurrency market.

Boftei's Strategy I wrote this strategy about a year ago, but decided to publish it just now. I have not been able to implement this strategy in the market. If you can, then I will be happy for you. This strategy is based on my "Botvenko Script". (It finds the difference between the logarithms of closing prices from different days.) (Check this script in my profile) Then the strategy makes trades when the "Botvenko Script" indicator crosses the levels set earlier and manually selected for each currency pair/shares: long/short opening/closing levels, long/short re-entry levels. (They are drawn with horizontal dotted lines.) The names of these lines are: buy/sell level, long/short retry - too low/high, long close up/down, dead - close the short. Manual selection of each of the parameters provides a qualitative entry of the strategy into the deal. However, without restraining mechanisms, the strategy enters into rather controversial deals. In order to avoid going long/short during bear/bull markets, which is unacceptable, I added a fan of EMA lines. The fan consists of several EMA lines, which are set according to Fibonacci numbers (21, 55, 89, 144). If the lines in the fan are arranged in ascending order (ema_21>ema_55 and ema_55>ema_89 and ema_89>ema_144), then this indicates a bull market, during which I banned shorting. And vice versa: during the bear market (ema_21<ema_55 and ema_55<ema_89 and ema_89<ema_144) I banned long trading. If these two inequalities are not met, then this indicates that the market is flat, and during it it is allowed to enter any transactions, because a flat is a good moment to catch massive movements in the future by entering a transaction. (This is all visualized using semi-transparent thick lines of green, yellow and red colors.) By default, all parameters are adjusted for the btc/usd (bitstamp) pair. Best of all, the strategy shows itself if 1 candle = 1 day. At the time of writing, on the pair btcusd (bitstamp) (1d) with pyramiding = 1, the strategy shows a profit of 64728896%. If pyramiding is increased by 1, then the profit will be greater, but I still prefer pyramiding = 1. There is a possibility that my strategy is doing complete nonsense. I don't vouch for her. If you select parameters for other pairs of currencies/stocks, then you should not change anything in the fan of lines. That's all, probably.

Davin's 10/200MA Pullback on SPY Strategy v2.0 Strategy: Using 10 and 200 Simple moving averages, we capitalize on price pullbacks on a general uptrend to scalp 1 - 5% rebounds. 200 MA is used as a general indicator for bullish sentiment, 10 MA is used to identify pullbacks in the short term for buy entries. An optional bonus: market crash of 20% from 52 days high is regarded as a buy the dip signal. An optional bonus: can choose to exit on MA crossovers using 200 MA as reference MA (etc. Hard stop on 50 cross 200) Recommended Ticker: SPY 1D (I have so far tested on SPY and other big indexes only, other stocks appear to be too volatile to use the same short period SMA parameters effectively) + AAPL 4H How it works: Buy condition is when: - Price closes above 200 SMA - Price closes below 10 SMA - Price dumps at least 20% (additional bonus contrarian buy the dip option) Entry is on the next opening market day the day after the buy condition candle was fulfilled. Sell Condition is when: - Prices closes below 10 SMA - Hard stop at 15% drawdown from entry price (adjustable parameter) - Hard stop at medium term and long term MA crossovers (adjustable parameters) So far this strategy has been pretty effective for me, feel free to try it out and let me know in the comments how you found :) Feel free to suggest new strategy ideas for discussion and indicator building

Ichimoku Cloud with ADX (By Coinrule)The Ichimoku Cloud is a collection of technical indicators that show support and resistance levels, as well as momentum and trend direction. It does this by taking multiple averages and plotting them on a chart. It also uses these figures to compute a “cloud” that attempts to forecast where the price may find support or resistance in the future. The Ichimoku Cloud was developed by Goichi Hosoda, a Japanese journalist, and published in the late 1960s. It provides more data points than the standard candlestick chart. While it seems complicated at first glance, those familiar with how to read the charts often find it easy to understand with well-defined trading signals. The Ichimoku Cloud is composed of five lines or calculations, two of which comprise a cloud where the difference between the two lines is shaded in. The lines include a nine-period average, a 26-period average, an average of those two averages, a 52-period average, and a lagging closing price line. The cloud is a key part of the indicator. When the price is below the cloud, the trend is down. When the price is above the cloud, the trend is up. The above trend signals are strengthened if the cloud is moving in the same direction as the price. For example, during an uptrend, the top of the cloud is moving up, or during a downtrend, the bottom of the cloud is moving down. DMI is simple to interpret. When +DI > - DI, it means the price is trending up. On the other hand, when -DI > +DI , the trend is weak or moving on the downside. The ADX does not give an indication about the direction but about the strength of the trend. Typically values of ADX above 25 mean that the trend is steeply moving up or down, based on the -DI and +D positioning. This script aims to capture swings in the DMI, and thus, in the trend of the asset, using a contrarian approach. Trading on high values of ADX , the strategy tries to spot extremely oversold and overbought conditions. Values of ADX above 45 may suggest that the trend has overextended and is may be about to reverse. This strategy combines the Ichimoku Cloud with the ADX indicator to better enter trades. Long/Short orders are placed when these basic signals are triggered. Long Position: Tenkan-Sen is above the Kijun-Sen Chikou-Span is above the close of 26 bars ago Close is above the Kumo Cloud MACD line crosses over the signal line -DI is greater than +DI ADX is greater than 45 Short Position: Tenkan-Sen is below the Kijun-Sen Chikou-Span is below the close of 26 bars ago Close is below the Kumo Cloud MACD line crosses under the signal line +DI is greater than -DI ADX is less than 45 The script is backtested from 1 January 2022 and provides good returns. The strategy assumes each order is using 30% of the available coins to make the results more realistic and to simulate you only ran this strategy on 30% of your holdings. A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance. This script also works well on MATIC (15m timeframe), ETH (5m timeframe), and SOL (15m timeframe).

Ichimoku Cloud with MACD (By Coinrule)The Ichimoku Cloud is a collection of technical indicators that show support and resistance levels, as well as momentum and trend direction. It does this by taking multiple averages and plotting them on a chart. It also uses these figures to compute a “cloud” that attempts to forecast where the price may find support or resistance in the future. The Ichimoku Cloud was developed by Goichi Hosoda, a Japanese journalist, and published in the late 1960s. It provides more data points than the standard candlestick chart. While it seems complicated at first glance, those familiar with how to read the charts often find it easy to understand with well-defined trading signals. The Ichimoku Cloud is composed of five lines or calculations, two of which comprise a cloud where the difference between the two lines is shaded in. The lines include a nine-period average, a 26-period average, an average of those two averages, a 52-period average, and a lagging closing price line. The cloud is a key part of the indicator. When the price is below the cloud, the trend is down. When the price is above the cloud, the trend is up. The above trend signals are strengthened if the cloud is moving in the same direction as the price. For example, during an uptrend, the top of the cloud is moving up, or during a downtrend, the bottom of the cloud is moving down. The MACD is a trend following momentum indicator and provides identification of short-term trend direction. In this variation it utilises the 12-period as the fast and 26-period as the slow length EMAs, with signal smoothing set at 9. This strategy combines the Ichimoku Cloud with the MACD indicator to better enter trades. Long/Short orders are placed when three basic signals are triggered. Long Position: Tenkan-Sen is above the Kijun-Sen Chikou-Span is above the close of 26 bars ago Close is above the Kumo Cloud MACD line crosses over the signal line Short Position: Tenkan-Sen is below the Kijun-Sen Chikou-Span is below the close of 26 bars ago Close is below the Kumo Cloud MACD line crosses under the signal line The script is backtested from 1 June 2022 and provides good returns. The strategy assumes each order is using 30% of the available coins to make the results more realistic and to simulate you only ran this strategy on 30% of your holdings. A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance. This script also works well on MATIC (1h timeframe), AVA (45m timeframe), and BTC (30m timeframe).

Inverse MACD + DMI Scalping with Volatility Stop (By Coinrule)This script is focused on shorting during downtrends and utilises two strength based indicators to provide confluence that the start of a short-term downtrend has occurred - catching the opportunity as soon as possible. This script can work well on coins you are planning to hodl for long-term and works especially well whilst using an automated bot that can execute your trades for you. It allows you to hedge your investment by allocating a % of your coins to trade with, whilst not risking your entire holding. This mitigates unrealised losses from hodling as it provides additional cash from the profits made. You can then choose to hodl this cash, or use it to reinvest when the market reaches attractive buying levels. Alternatively, you can use this when trading contracts on futures markets where there is no need to already own the underlying asset prior to shorting it. ENTRY The trading system uses the Momentum Average Convergence Divergence (MACD) indicator and the Directional Movement Index (DMI) indicator to confirm when the best time is for selling. Combining these two indicators prevents trading during uptrends and reduces the likelihood of getting stuck in a market with low volatility. The MACD is a trend following momentum indicator and provides identification of short-term trend direction. In this variation it utilises the 12-period as the fast and 26-period as the slow length EMAs, with signal smoothing set at 9. The DMI indicates what way price is trending and compares prior lows and highs with two lines drawn between each - the positive directional movement line (+DI) and the negative directional movement line (-DI). The trend can be interpreted by comparing the two lines and what line is greater. When the negative DMI is greater than the positive DMI, there are more chances that the asset is trading in a sustained downtrend, and vice versa. The system will enter trades when two conditions are met: 1) The MACD histogram turns bearish. 2) When the negative DMI is greater than the positive DMI. EXIT The strategy comes with a fixed take profit combined with a volatility stop, which acts as a trailing stop to adapt to the trend's strength. Depending on your long-term confidence in the asset, you can edit the fixed take profit to be more conservative or aggressive. The position is closed when: Take-Profit Exit: +8% price decrease from entry price. OR Stop-Loss Exit: Price crosses above the volatility stop. In general, this approach suits medium to long term strategies. The backtesting for this strategy begins on 1 April 2022 to 18 July 2022 in order to demonstrate its results in a bear market. Back testing it further from the beginning of 2022 onwards further also produces good returns. Pairs that produce very strong results include SOLUSDT on the 45m timeframe, MATICUSDT on the 2h timeframe, and AVAUSDT on the 1h timeframe. Generally, the back testing suggests that it works best on the 45m/1h timeframe across most pairs. A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance.