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MY:Aggregated Volume BTC:SPOT█ MY Aggregated Volume BTC SPOT This indicator shows a panel to display the Bitcoin Trading Volume of different exchanges. A lot of traders follow the default volume indicator provided by tradingview. This default indicator shows the volume for the current ticker (example BTCUSD:BITSTAMP), but each exchange has its own volume. In a matter of visibility and accessibility, I've decided to aggregate the volume of almost all the Bitcoin exchanges (tickers) in tradingview. Some have been commented out (Kucoin, FTX) due to high volume data which was hiding the other ones. This indicator helps identifying decreasing volume, where the volume comes from (spot or derivatives). A decreasing SPOT volume isn't a good sign as it shows a decrease in the buying pressure. The panel has 1 main configuration : Display mode, showing Aggregated (all exchanges in one bar) or Difference (Stacked bar) The other configuration Legend Item Gap and Legend X Gap is for when the difference mode is selected. It affects the position of the legend. Some might have smaller screens, bigger screens, viewport zoomed in etc. Due to the number of exchanges, and pinescript limitations, I had to split the volume in 2 indicators, the SPOT volume, and the DERIVATIVES volume. The script in this page is specific to the SPOT volume. For the DERIVATIVES, please refer to my other available script. Exchange list : // BINANCE:BTCUSD // BINANCE:BTCUSDT // BINANCE:BTCEUR // COINBASE:BTCUSD // COINBASE:BTCUSDT // COINBASE:BTCEUR // KRAKEN:XBTUSD // KRAKEN:XBTUSDT // KRAKEN:XBTEUR // BITFINEX:BTCUSD // BITFINEX:BTCEUR // HUOBI:BTCUSDT // HUOBI:BTCUSDC // OKEX:BTCUSDT // FTX:BTCUSD DISABLED FOR NOW, TO MUCH VOLUME // FTX:BTCUSDT DISABLED FOR NOW, TO MUCH VOLUME // KUCOIN:BTCUSDT DISABLED FOR NOW, TO MUCH VOLUME // KUCOIN:BTCUSDC DISABLED FOR NOW, TO MUCH VOLUME // GEMINI:BTCUSD // GEMINI:BTCEUR // PHEMEX:BTCUSDT // BITTREX:BTCUSD // BITTREX:BTCUSDT // BITTREX:BTCEUR
مؤشرات Pine Script™
من ‎Thlem‎
12
3Commas BotBjorgum 3Commas Bot A strategy in a box to get you started today With 3rd party API providers growing in popularity, many are turning to automating their strategies on their favorite assets. With so many options and layers of customization possible, TradingView offers a place no better for young or even experienced coders to build a platform from to meet these needs. 3Commas has offered easy access with straight forward TradingView compatibility. Before long many have their brokers hooked up and are ready to send their alerts (or perhaps they have been trying with mixed success for some time now) only they realize there might just be a little bit more to building a strategy that they are comfortable letting out of their sight to trade their money while they eat, sleep, etc. Many may have ideas for entry criteria they are excited to try, but further questions arise... "What about risk mitigation?" "How can I set stop or limit orders?" "Is there not some basic shell of a strategy that has laid some of this out for me to get me going?" Well now there is just that. This strategy is meant for those that have begun to delve into the world of algorithmic trading providing a template that offers risk defined positions complete with stops, limit orders, and even trailing stops should one so choose to employ any of these criteria. It provides a framework that is easily manipulated (with some basic working knowledge of pine coding) to encompass ones own ideas and entry criteria, while also providing an already functioning strategy. The default settings have a basic 1:1 risk to reward ratio, which sets a limit and a stop equal distance from the entry. The entry is a simple MA cross (up for long, down for short). There a variety of MA's to choose from and the user can define the lengths of the averages. The ratio can be adjusted from the menu along with a volatility based adder (ATR) that helps to distance a stop from support or resistance. These values are calculated off the swing low/high of the user defined lookback period. Risk is calculated from position entry to stop, and projected upwards to the limit as a function of the desired risk to reward ratio. Of note: the default settings include 0.05% commissions. Competitive commissions of the leading cryptocurrency exchanges are .1% round trip (one buy and one sell) for market orders. There is also some slippage to allow time for alerts to be sent and orders to fill giving the back test results a more accurate representation of real time conditions. Its recommended to research the going rates for your exchange and set them to default for the strategy you use or build. To get started a user would: 1) Make a copy of the code and paste in their bot keys in the area provided under the "3Comma Keys" section - eg. Long bot "start deal" copied from 3commas in to define "Long" etc. (code is commented) 2) Place alert on desired asset with desired settings ensuring to select "Order fills and alert() function calls" 3) Paste webhook into the webhook box and select webhook URL alerts (3rd party provided webhook) 3) Delete contents of alert message box and replace with {{strategy.order.alert_message}} and nothing else - the codes will be sent to the webhook appropriately as the strategy enters and exits positions. Only 1 alert is needed settings used for the display image: 1hr chart on BTCUSD -ATR stop -Risk adjustment 1.2 -ATR multiplier 1.3 -RnR 0.6 -MAs HEMA/SMA -MA Length 50/100 -Order size percent of equity -Trail trigger 60% of target Experiment with your own settings on your crypto of choice or implement your own code! Implementing your trailing stop (optional) Among the options for possible settings is a trailing stop. This stop will ratchet higher once triggered as a function of the Average True Range (ATR). There is a variable level to choose where the user would like to begin trailing the stop during the trade. The level can be assigned with a decimal between 0 and 1 (eg. 0.5 = 50% of the distance between entry and the target which must be exceeded before the trail triggers to begin). This can allow for some dips to occur during the trade possibly keeping you in the trade for longer, while potentially reducing risk of drawdown over time. The default for this setting is 0 meaning unless adjusted, the trail will trigger on entry if the trailing stop exit method is selected. An example can be seen below: Again, optional as well is the choice to implement a limit order. If one were to select a trailing stop they could choose not to set a limit, which could allow a trail to run further until hit. Drawdowns of this strategy would be foregoing locking gains at highs on target on other trades. This is a trade-off the user can decide on and test. An example of this working in favor can be observed below: Conclusion Although a simple strategy is implemented here, the benefits of this script allow a user a starting platform to build their strategies from with built in risk mitigation. This allows the user to sidestep some of the potential difficulties' that can arise while learning Pine and taking on the endeavor of automating their trading strategies. It is meant as an aid, a structure, and an educational piece that can be seen as a "pick-up-and-go" strategy with easy 3Commas compatibility. Additionally, this can help users become more comfortable with strategy alert messages and sending strings in the form of alerts from Pine. As well, FAQs are often littered with questions regarding "strategy.exit" calls, how to implement stops. how to properly set a trailing stop based on ATR, and more. The time this can save an individual to get started is likely of the best "take-aways" here. Happy trading
استراتيجيات Pine Script™
من ‎Bjorgum‎
185
Monthly Returns in PineScript StrategiesI'm not 100% satisfied with the strategy performance output I receive from TradingView. Quite often I want to see something that is not available by default. I usually export raw trades/metrics from TradingView and then do additional analysis manually. But with tables, you can build additional metrics and tools for your strategies quite easily. This script will just show a table with monthly/yearly performance of your script. Quite a lot of traders/investors used to look at returns like that. Also, it might help you to identify periods of time when your strategy performed good/bad than expected and try to analyze that better. The script is very simple and I believe you can easily apply it to your own strategies. 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 well as in historical backtesting. This post and the script don’t provide any financial advice.
استراتيجيات Pine Script™
من ‎QuantNomad‎
78
Zigzag CloudThis is Bollinger Band built on top of Zigzags instead of regular price + something more. Indicator presents 7 lines and cloud around it. This can be used to visualize how low or high price is with respect to its past movement. Middle line is moving average of last N zigzag pivots Lines adjacent to moving average are also moving averages. But, they are made of only pivot highs and pivot lows. Means, line above moving average is pivot high moving average and line below moving average is pivot low moving average. Lines after pivot high/low moving averages are upper and lower bolllinger bands based on Moving Average Line with 2 standard deviation difference. Outermost lines are bollinger band top of Moving average pivot high and bollinger band bottom of moving average pivot low.
مؤشرات Pine Script™
من ‎Trendoscope‎
26
MESA Stochastic Multi LengthJohn Ehler's MESA Stochastic uses super smoothing to give solid signals. This indicator uses the same rules as every other Stochastic indicator so it would be worth looking into if you are not already familiar with reading a Stochastic. There are 4 different lengths displayed to give traders an edge on reading the market. This is a great tool to analyze waves and find tops and bottoms. It gives great pump and dump signals and even helps filter out bad trades when used with other indicators such as Boom Hunter. Below are some examples of signals to look out for: oo
مؤشرات Pine Script™
من ‎veryfid‎
42
Fast Fourier Transform (FFT) FilterDear friends! I'm happy to present an implementation of the Fast Fourier Transform (FFT) algorithm. The script uses the FFT procedure to decompose the input time series into its cyclical constituents, in other words, its frequency components , and convert it back to the time domain with modified frequency content, that is, to filter it. Input Description and Usage Source and Length : Indicates where the data comes from and the size of the lookback window used to build the dataset. Standardize Input Dataset : If enabled, the dataset is preprocessed by subtracting its mean and normalizing the result by the standard deviation, which is sometimes useful when analyzing seasonalities. This procedure is not recommended when using the FFT filter for smoothing (see below), as it will not preserve the average of the dataset. Show Frequency-Domain Power Spectrum : When enabled, the results of Fourier analysis (for the last price bar!) are plotted as a frequency-domain power spectrum , where “power” is a measure of the significance of the component in the dataset. In the spectrum, lower frequencies (longer cycles) are on the right, higher frequencies are on the left. The graph does not display the 0th component, which contains only information about the mean value. Frequency components that are allowed to pass through the filter (see below) are highlighted in magenta . Dominant Cycles, Rows : If this option is activated, the periods and relative powers of several dominant cyclical components that is, those that have a higher power, are listed in the table. The number of the component in the power spectrum (N) is shown in the first column. The number of rows in the table is defined by the user. Show Inverse Fourier Transform (Filtered) : When enabled, the reconstructed and filtered time-domain dataset (for the last price bar!) is displayed. Apply FFT Filter in a Moving Window : When enabled, the FFT filter with the same parameters is applied to each bar. The last data point of the reconstructed​ and filtered dataset is used to build a new time series. For example, by getting rid of high-frequency noise, the FFT filter can make the data smoother. By removing slowly evolving low-frequency components (including non-periodic constituents), one can reveal and analyze shorter cycles. Since filtering is done in real-time in a moving window (similar to the moving average), the modified data can potentially be used as part of a strategy and be subjected to other technical indicators. Lowest Allowed N : Indicates the number of the lowest frequency component used in the reconstructed time series. Highest Allowed N : Indicates the number of the highest frequency component used in the reconstructed time series. Filtering Time Range block: Specifies the time range over which real-time FFT filtering is applied. The reason for the presence of this block is that the FFT procedure is relatively computationally intensive. Therefore, the script execution may encounter the time limit imposed by TradingView when all historical bars are processed. As always, I look forward to your feedback! Also, leave a comment if you'd be interested in the tutorial on how to use this tool and/or in seeing the FFT filter in a strategy. ​​
مؤشرات Pine Script™
من ‎tbiktag‎
71
Multi ZigZag Harmonic PatternsCombining Multizigzag with harmonic patterns - this script generates harmonic patterns based on multiple deapth zigzags. Input parameter allows to chose which Zigzag to be included in pattern identification and set different length, line color, width and style for each Zigzag combinations. Pattern rules are as below: Gartley xab = 0.618 0.382 <= abc <= 0.886 1.272 <= bcd <= 1.618 OR xad = 0.786 Crab 0.382 <= xab <= 0.618 0.382 <= abc <= 0.886 2.24 <= bcd <= 3.618 OR xad = 1.618 Deep Crab xab = 0.886 0.382 <= abc <= 0.886 2.0 <= bcd <= 3.618 OR xad = 1.618 Bat 0.382 <= xab <= 0.50 0.382 <= abc <= 0.886 1.618 <= bcd <= 2.618 OR xad = 0.886 Butterfly xab = 0.786 0.382 <= abc <= 0.886 1.618 <= bcd <= 2.618 OR 1.272 <= xad <= 2.618 Shark xab = 0.786 1.13 <= abc <= 1.618 1.618 <= bcd <= 2.24 OR 0.886 <= xad <= 1.13 Cypher 0.382 <= xab <= 0.618 1.13 <= abc <= 1.414 1.272 <= bcd <= 2.0 OR xad = 0.786 Three Drives oxa = 0.618 1.27 <= xab <= 1.618 abc = 0.618 1.27 <= bcd <= 1.618 5-0 1.13 <= xab <= 1.618 1.618 <= abc <= 2.24 bcd = 0.5 Related scripts are present here:
مؤشرات Pine Script™
من ‎Trendoscope‎
111
CM MACD Custom Indicator - Multiple Time Frame - V2***For a Detailed Video Overview Showing all of the Settings... Click HERE to View Video New _CM_MacD_Ult_MTF _V2 Update 07-28-2021 Thanks to @SKTennis for help in Updating code to V2 Added Groups to Settings Pane. Added Color Plots to Settings Pane Switched MTF Logic to turn ON/OFF automatically w/ TradingView's Built in Feature Updated Color Transparency plots to work in future update Added Ability to Turn ON/OFF Show MacD & Signal Line Added Ability to Turn ON/OFF Show Histogram Added Ability to Change MACD Line Colors Based on Trend Added Ability to Highlight Price Bars Based on Trend Added Alerts to Settings Pane. Customized how Alerts work. Must keep Checked in Settings Pane, and When you go to Alerts Panel, Change Symbol to Indicator (CM_Ult_MacD_MTF_V2) Customized Alerts to Show Symbol, TimeFrame, Closing Price, MACD Crosses Up & MACD Crosses Down Signals in Alert Alerts are Pre-Set to only Alert on Bar Close See Video for Detailed Overview New Updates Coming Soon!!! ***Please Post Feedback and Any Feature Requests in the Comments Section Below***
مؤشرات Pine Script™
من ‎ChrisMoody‎
144
KINSKI Volume Regression TrendRegression trends are typically used to determine when a price is unusually far from its baseline. The script calculates the linear regression of volume and price to determine the trend direction and strength. This can be used to determine the volume support for upward/downward trends. As a special feature, this indicator allows you to choose from three (as of 07/20/2021) templates with special presets. The following templates are available: "Precise" (Period: 4, Smoothing Factor Type: "DISABLED", Smoothing Factor Length = 1). "Smooth" (Period: 4, Smoothing Factor Type: "RMA", Smoothing Factor Length = 2) "Long Term (Period: 20, Smoothing Factor Type: "DISABLED", Smoothing Factor Length = 1) In the selection for templates, the option "DISABLED" can also be selected. Then the user-defined settings selectable under it take effect. There are the following setting options. "Length": Adjustable period "Smoothing Factor: Type": Type of moving average "Smoothing Factor: Length": Adjustable period Other setting options are: Color codes: The color codes are explained in the settings Display types: "Columns", "Histogram", "Area", "Line", "Stepline"
مؤشرات Pine Script™
من ‎KINSKI‎
14
Probability Distribution HistogramProbability Distribution Histogram During data exploration it is often useful to plot the distribution of the data one is exploring. This indicator plots the distribution of data between different bins. Essentially, what we do is we look at the min and max of the entire data set to determine its range. When we have the range of the data, we decide how many bins we want to divide this range into, so that the more bins we get, the smaller the range (a.k.a. width) for each bin becomes. We then place each data point in its corresponding bin, to see how many of the data points end up in each bin. For instance, if we have a data set where the smallest number is 5 and the biggest number is 105, we get a range of 100. If we then decide on 20 bins, each bin will have a width of 5. So the left-most bin would therefore correspond to values between 5 and 10, and the bin to the right would correspond to values between 10 and 15, and so on. Once we have distributed all the data points into their corresponding bins, we compare the count in each bin to the total number of data points, to get a percentage of the total for each bin. So if we have 100 data points, and the left-most bin has 2 data points in it, that would equal 2%. This is also known as probability mass (or well, an approximation of it at least, since we're dealing with a bin, and not an exact number). Usage This is not an indicator that will give you any trading signals. This indicator is made to help you examine data. It can take any input you give it and plot how that data is distributed. The indicator can transform the data in a few ways to help you get the most out of your data exploration. For instance, it is usually more accurate to use logarithmic data than raw data, so there is an option to transform the data using the natural logarithmic function. There is also an option to transform the data into %-Change form or by using data differencing. Another option that the indicator has is the ability to trim data from the data set before plotting the distribution. This can help if you know there are outliers that are made up of corrupted data or data that is not relevant to your research. I also included the option to plot the normal distribution as well, for comparison. This can be useful when the data is made up of residuals from a prediction model, to see if the residuals seem to be normally distributed or not.
مؤشرات Pine Script™
من ‎lejmer‎
71
{Gunzo} Market Trading Sessions (Tokyo, London, New York)Market Trading Sessions is a tool designed to help traders to find the best times of the day for price action trading. It displays non-overlapping visuals for the major trading sessions : Oceania, Asia, Europe, and USA. OVERVIEW : This tool has been designed to match all the following requirements that I needed for optimal usage : Display opening and closing of main markets See clearly market sessions (non-overlapping colors) Display Sydney session if wanted Display GMT hours and days Visually pleasing design and colors Highly configurable As I had trouble finding a script matching all these criteria, I created this tool and I'm sharing it with the TradingView community, hoping you will find it useful too. SETTINGS : Display market sessions on weekends : Display theoretical market sessions times on the weekend which can be useful for non forex markets. Display session for Oceania\Sydney : Display "Oceania\Sydney" trading session Display session for Asia\Tokyo : Display "Asia\Tokyo" trading session Display session for Europe\London : Display "Europe\London" trading session Display session for USA\New York : Display "USA\New York" trading session Display session names : Display names of the session on the visual Oceania color : Configurable color for the "Oceania\Sydney" sessions Asia color : Configurable color for the "Asia\Tokyo" sessions Europe color : Configurable color for the "Europe\London" sessions USA color : Configurable color for the "USA\New York" sessions Background color : Configurable color for the table background Border color : Configurable color for the table borders Text color : Configurable color for the table text Header color : Configurable color for the table header (even days) Header color (alternate) : Configurable color for the table header (odd days)
مؤشرات Pine Script™
من ‎Gunzo_TV‎
25
Volume Profile / Fixed RangeHello All, This script calculates and shows Volume Profile for the fixed range . Recently we have box.new() feature in Pine Language and it's used in this script as an example. Thanks to Pine Team and Tradingview!.. Sell/Buy volumes are calculated approximately!. Options: "Number of Bars" : Number of the bars that volume profile will be calculated/shown "Row Size" : Number of the Rows "Value Area Volume % " : the percent for Value Area and there are other options for coloring and POC line style Enjoy!
مؤشرات Pine Script™
من ‎LonesomeTheBlue‎
166
Portfolio Backtester Engine█  OVERVIEW Portfolio Backtester Engine (PBTE). This tool will allow you to backtest strategies across multiple securities at once. Allowing you to easier understand if your strategy is robust. If you are familiar with the PineCoders backtesting engine , then you will find this indicator pleasant to work with as it is an adaptation based on that work. Much of the functionality has been kept the same, or enhanced, with some minor adjustments I made on the account of creating a more subjectively intuitive tool. █  HISTORY The original purpose of the backtesting engine (`BTE`) was to bridge the gap between strategies and studies . Previously, strategies did not contain the ability to send alerts, but were necessary for backtesting. Studies on the other hand were necessary for sending alerts, but could not provide backtesting results . Often, traders would have to manage two separate Pine scripts to take advantage of each feature, this was less than ideal. The `BTE` published by PineCoders offered a solution to this issue by generating backtesting results under the context of a study(). This allowed traders to backtest their strategy and simultaneously generate alerts for automated trading, thus eliminating the need for a separate strategy() script (though, even converting the engine to a strategy was made simple by the PineCoders!). Fast forward a couple years and PineScript evolved beyond these issues and alerts were introduced into strategies. The BTE was not quite as necessary anymore, but is still extremely useful as it contains extra features and data not found under the strategy() context. Below is an excerpt of features contained by the BTE: """ More than `40` built-in strategies, Customizable components, Coupling with your own external indicator, Simple conversion from Study to Strategy modes, Post-Exit analysis to search for alternate trade outcomes, Use of the Data Window to show detailed bar by bar trade information and global statistics, including some not provided by TV backtesting, Plotting of reminders and generation of alerts on in-trade events. """ Before I go any further, I want to be clear that the BTE is STILL a good tool and it is STILL very useful. The Portfolio Backtesting Engine I am introducing is only a tangental advancement and not to be confused as a replacement, this tool would not have been possible without the `BTE`. █  THE PROBLEM Most strategies built in Pine are limited by one thing. Data. Backtesting should be a rigorous process and researchers should examine the performance of their strategy across all market regimes; that includes, bullish and bearish markets, ranging markets, low volatility and high volatility. Depending on your TV subscription The Pine Engine is limited to 5k-20k historical bars available for backtesting, which can often leave the strategy results wanting. As a general rule of thumb, strategies should be tested across a quantity of historical bars which will allow for at least 100 trades. In many cases, the lack of historical bars available for backtesting and frequency of the strategy signals produces less than 100 trades, rendering your strategy results inconclusive. █  THE SOLUTION In order to be confident that we have a robust strategy we must test it across all market regimes and we must have over 100 trades. To do this effectively, researchers can use the Portfolio Backtesting Engine (PBTE). By testing a strategy across a carefully selected portfolio of securities, researchers can now gather 5k-20k historical bars per security! Currently, the PTBE allows up to 5 securities, which amounts to 25k-100k historical bars. █  HOW TO USE 1 — Add the indicator to your chart.  • Confirm inputs. These will be the most important initial values which you can change later by clicking the gear icon ⚙ and opening up the settings of the indicator. 2 — Select a portfolio.  • You will want to spend some time carefully selecting a portfolio of securities.    • Each security should be uncorrelated.    • The entire portfolio should contain a mix of different market regimes.     You should understand that strategies generally take advantage of one particular type of market regime. (trending, ranging, low/high volatility)    For example, the default RSI strategy is typically advantageous during ranging markets, whereas a typical moving average crossover strategy is advantageous in trending markets.    If you were to use the standard RSI strategy during a trending market, you might be selling when you should be buying.    Similarily, if you use an SMA crossover during a ranging market, you will find that the MA's may produce many false signals.    Even if you build a strategy that is designed to be used only in a trending market, it is still best to select a portfolio of all market regimes    as you will be able to test how your strategy will perform when the market does something unexpected. 3 — Test a built-in strategy or add your own.    • Navigate to gear icon ⚙ (settings) of strategy.    • Choose your options.       • Select a Main Entry Strat and Alternate Entry Strat .          • If you want to add your own strategy, you will need to modify the source code and follow the built-in example.          • You will only need to generate (buy 1 / sell -1/ neutral 0) signals.       • Select a Filter , by default these are all off.       • Select an Entry Stop - This will be your stop loss placed at the trade entry.       • Select Pyamiding - This will allow you to stack positions. By default this is off.       • Select Hard Exits - You can also think of these as Take Profits.    • Let the strategy run and take note of the display tables results.       • Portfolio - Shows each security.          • The strategy runs on each asset in your portfolio.          • The initial capital is equally distributed across each security.           So if you have 5 securities and a starting capital of 100,000$ then each security will run the strategy starting with 20,000$           The total row will aggregate the results on a bar by bar basis showing the total results of your initial capital.       • Net Profit (NP) - Shows profitability.       • Number of Trades (#T) - Shows # of trades taken during backtesting period.          • Typically will want to see this number greater than 100 on the "Total" row.       • Average Trade Length (ATL) - Shows average # of days in a trade.       • Maximum Drawdown (MD ) - Max peak-to-valley equity drawdown during backtesting period.          • This number defines the minimum amount of capital required to trade the system.          • Typically, this shouldn’t be lower than 34% and we will want to allow for at least 50% beyond this number.       • Maximum Loss (ML) - Shows largest loss experienced on a per-trade basis.          • Normally, don’t want to exceed more than 1-2 % of equity.       • Maximum Drawdown Duration (MDD) - The longest duration of a drawdown in equity prior to a new equity peak.          • This number is important to help us psychologically understand how long we can expect to wait for a new peak in account equity.       • Maximum Consecutive Losses (MCL) - The max consecutive losses endured throughout the backtesting period.          • Another important metric for trader psychology, this will help you understand how many losses you should be prepared to handle.       • Profit to Maximum Drawdown (P:MD) - A ratio for the average profit to the maximum drawdown.          • The higher the ratio is, the better. Large profits and small losses contribute to a good PMD.          • This metric allows us to examine the profit with respect to risk.       • Profit Loss Ratio (P:L) - Average profit over the average loss.          • Typically this number should be higher in trend following systems.          • Mean reversion systems show lower values, but compensate with a better win %.       • Percent Winners (% W) - The percentage of winning trades.          • Trend systems will usually have lower win percentages, since statistically the market is only trending roughly 30% of the time.          • Mean reversion systems typically should have a high % W.       • Time Percentage (Time %) - The amount of time that the system has an open position.          • The more time you are in the market, the more you are exposed to market risk, not to mention you could be using that money for something else right?       • Return on Investment (ROI) - Your Net Profit over your initial investment, represented as a percentage.          • You want this number to be positive and high.       • Open Profit (OP) - If the strategy has any open positions, the floating value will be represented here.       • Trading Days (TD) - An important metric showing how many days the strategy was active.          • This is good to know and will be valuable in understanding how long you will need to run this strategy in order to achieve results. █  FEATURES These are additional features that extend the original `BTE` features. - Portfolio backtesting. - Color coded performance results. - Circuit Breakers that will stop trading. - Position reversals on exit. (Simulating the function of always in the market. Similar to strategy.entry functionality) - Whipsaw Filter - Moving Average Filter - Minimum Change Filter - % Gain Equity Exit - Popular strategies, (MACD, MA cross, supertrend) Below are features that were excluded from the original `BTE` - 2 stage in-trade stops with kick-in rules (This was a subjective decision to remove. I found it to be complex and thwarted my use of the `BTE` for some time.) - Simple conversion from Study to Strategy modes. (Not possible with multiple securities) - Coupling with your own external indicator (Not really practical to use with multiple securities, but could be used if signals were generated based on some indicator which was not based on the current chart) - Use of the Data Window to show detailed bar by bar trade information and global statistics. - Post Exit Analysis. - Plotting of reminders and generation of alerts on in-trade events. - Alerts (These may be added in the future by request when I find the time.) █  THANKS The whole PineCoders team for all their shared knowledge and original publication of the BTE and Richard Weismann for his ideas on building robust strategies. ═════════════════════════════════════════════════════════════════════════
مؤشرات Pine Script™
من ‎pAulseperformance‎
36
RedK Portfolio Tracker [Table Version]RedK Portfolio Tracker is a simple tool that enables a trader to monitor and track a portfolio of up to 10 holdings (+ free cash) in real time - directly on the chart Now that we have tables in Pine, this is a table version of my previously published Portfolio Tracker - The table works better in visualizing the various table elements (title row, column labels..etc), and is more flexible in allowing color coding of gain/loss. for many traders, myself included, these simple visual signals are valuable in helping timely trading decisions. I'll come back and improve this script as i'm really enjoying the ability to track things this way - if you liked this and want to receive the updates, please flag / favorite it below and you'll get notified when i publish new versions. Some new features for the table version: - ability to change default color of various table elements (text, default background, title background, gain/loss color, border..etc) - ability to change the text size to suit your monitor and visual preference - ability to change table position The "portfolio-specific" inputs are similar to the previous version - we get the ability to enter up to 10 positions, entry price and qty, then also add the free cash - also a change from prior version, this table will plot by default on the price chart, but will have no scale - the portfolio ploy itself will also show (blue/orange stepping line) but the PnL plot will be hidden by default -- how we plot the portfolio & P/L is possibly one of the areas for improvements for next versions - also thinking of other adding valuable data i track in my own trading, like the quarterly dividends for the held positions .. we'll see - this is just a start hope some will find this useful. feel free to comment.
مؤشرات Pine Script™
من ‎RedKTrader‎
37
How to use Leverage and Margin in PineScriptEn route to being absolutely the best and most complete trading platform out there, TradingView has just closed 2 gaps in their PineScript language. It is now possible to create and backtest a strategy for trading with leverage. Backtester now produces Margin Calls - so recognizes mid-trade drawdown and if it is too big for the broker to maintain your trade, some part of if will be instantly closed. New additions were announced in official blogpost , but it lacked code examples, so I have decided to publish this script. Having said that - this is purely educational stuff. █ LEVERAGE Let's start with the Leverage. I will discuss this assuming we are always entering trades with some percentage of our equity balance (default_qty_type = strategy.percent_of_equity), not fixed order quantity. If you want to trade with 1:1 leverage (so no leverage) and enter a trade with all money in your trading account, then first line of your strategy script must include this parameter: default_qty_value = 100 // which stands for 100% Now, if you want to trade with 30:1 leverage, you need to multipy the quantity by 30x, so you'd get 30 x 100 = 3000: default_qty_value = 3000 // which stands for 3000% And you can play around with this value as you wish, so if you want to enter each trade with 10% equity on 15:1 leverage you'd get default_qty_value = 150. That's easy. Of course you can modify this quantity value not only in the script, but also afterwards in Script Settings popup, "Properties" tab. █ MARGIN Second newly released feature is Margin calculation together with Margin Calls. If the market goes against your trades and your trading account cannot maintain mid-trade drawdown - those trades will be closed in full or partly. Also, if your trading account cannot afford to open more trades (pyramiding those trades), Margin mechanism will prevent them from being entered. I will not go into details about how Margin calculation works, it was all explainged in above mentioned blogpost and documentation . All you need to do is to add two parameters to the opening line of your script: margin_long = 1./30*50, margin_short = 1./30*50 Whereas "30" is a leverage scale as in 30:1, and "50" stands for 50% of Margin required by your broker. Personally the Required Margin number I've met most often is 50%, so I'm using value 50 here, but there are literally 1000+ brokers in this world and this is individual decision by each of them, so you'd better ask yourself. -------------------- Please note, that if you ever encounter a strategy which triggers Margin Call at least once, then it is probably a very bad strategy. Margin Call is a last resort, last security measure - all the risks should be calculated by the strategy algorithm before it is ever hit. So if you see a Margin Call being triggred, then something is wrong with risk management of the strategy. Therefore - don't use it!
استراتيجيات Pine Script™
من ‎Peter_O‎
40
Normalized Oscillators Spider Chart [LuxAlgo]This indicator displays a spider chart overlaid on the user’s current chart allowing the visualization of information given by various normalized oscillators. It is possible to customize the spider chart by hiding certain oscillators from within the settings which removes their corresponding spokes from the chart. Users can control the length settings of each oscillator individually or use a global length setting that applies to every oscillator. An additional meter element is displayed and aims to give the overall sentiment returned by the oscillators. This can also be used to gauge whether the market is trending or ranging. This is a relatively simple application of a spider chart but can prove to be useful to some users. 1. Settings RSI: Displays the Relative Strength Index spoke on the spider chart, includes the length setting on the right of the toggle. %K: Displays the Stochastic Oscillator "%K" spoke on the spider chart, includes the length setting on the right of the toggle. COR: Displays the Correlation Oscillator spoke on the spider chart, includes the length setting on the right of the toggle. MFI: Displays the Money Flow Index oscillator spoke on the spider chart, includes the length setting on the right of the toggle. WPR: Displays the Williams Percent Rank oscillator spoke on the spider chart, includes the length setting on the right of the toggle. %UP: Displays the percentage of upward variations spoke on the spider chart, includes the length setting on the right of the toggle. CMO: Displays the Chande Momentum Oscillator spoke on the spider chart, includes the length setting on the right of the toggle. AOS: Displays the Aroon oscillator spoke on the spider chart, includes the length setting on the right of the toggle. Global Oscillators Length: Determines whether all oscillators should use the same length settings, determined by the setting on the right of the toggle. 1.1 Style Settings Spider Chart Length: Determines the horizontal width of the spider chart. Spider Chart Offset: Offset between the most recent bar and the left extremity of the spider chart. 2. Usage A spider chart can be a very useful visualization tool when it comes to seeing the individual characteristics of various variables at the same time. Here, the tool can give a general sentiment on the direction of the trend without adding each indicator to your chart. It is also possible to determine when an oscillator is considered overbought or oversold with this indicator. The dashed line represents the central value for each oscillator. Disabling any of the oscillators from the settings will return a spider chart using fewer spokes. The script also displays a meter that can be used to determine the overall sentiment given by all oscillators. This metric is based on the average value between each oscillator. An overall sentiment closer to 50 would indicate a ranging market.
مؤشرات Pine Script™
من ‎LuxAlgo‎
25
Weighted Harrell-Davis Quantile Estimator with AbsoluteDeviation QUANTILE ESTIMATORS Weighted Harrell-Davis Quantile Estimator with Absolute Deviation Fences. DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The following indicator was made for NON LUCRATIVE ACTIVITIES and must remain as is, following TradingView's regulations. Use of indicator and their code are published for work and knowledge sharing. All access granted over it, their use, copy or re-use should mention authorship(s) and origin(s). WARNING NOTICE! THE INCLUDED FUNCTION MUST BE CONSIDERED FOR TESTING. The models included in the indicator have been taken from open sources on the web and some of them has been modified by the author, problems could occur at diverse data sceneries, compiler version, or any other externality. Purpose: Weighted Quantiles or <> are quite difficult to find on must systems, also it's non-weighted approach are rarely used to estimate the location parameter of price distribution WICH IS NOT NORMAL, all this in favour of it's non-robust counterpart, the Arithmetic rolling Mean or <> and it's weighted variants like the WMA, VWAP, etc. Also, a big drawback from this is that must statistics derived from Normal-Distribution parameter location (the Mean) definitely will not fit for an efficient, nor robust estimation for price distributions, so their moments like the standard deviation, kurtosis, skewness, etc. will not be the better tools to build derived algorithms or technical indicators among price/volume. In an effort searching better statistical tools for price distributions, I found the excellent work of Andrey Akinshin that took me to port some of their Math research contributions for the compute benchmarking field , and bring it here at the TradingView ecosystem to take a shot at the price distribution crazy fields. For a better detail of what the weighted Harrell-Davis Quantile Estimator can do, who better than drink directly from the source at References: References: Weighted Quantile Estimators. DoubleMAD outlier detector based on the Harrell-Davis quantile estimator. Unbiased median absolute deviation based on the Harrell-Davis quantile estimator. Quantile confidence intervals for weighted samples. Licensing: This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International Copyright (c) 2021 (CC BY-NC-SA 4.0) Copyright's & Mentions: The Gamma Functions & Beta Probability Density Functions C# implementations by the Math.NET Numerics, part of the Math.NET Project. The Regularized Incomplete (Left) Beta Function C# implementation by the SAMTools, htslib project. The Weighted Harrell-Davis Quantile estimator ; C# & R implementations by Andrey Akinshin. External PineScript code, methods, support & consultancy by @PineCoders staff with special mention for: + "ma sorter ('sort by array' example)- JD" by @Duyck. + Porting, mods, compilation and debugging for this script by @XeL_Arjona for the TradingView's @PineCoders community.
مؤشرات Pine Script™
من ‎xel_arjona‎
38
Dominance tagcloud [experimental] This script is mainly about 2 techniques: - rectangles that don't overlap with the use of random() -> f_overlap(x1_a, y1_a, x2_a, y2_a, x1_b, y1_b, x2_b, y2_b) - using a "while loop" (inspired by @ricardosantos) The loop: for x = 0 to 999999 if ... do ... continue else ... break resembles a "while loop" There are 2 settings : "Moving Boxes?" - enabled: the boxes are made and move randomly - disabled: the boxes are randomly made, without moving "Label at the side" - enabled: labels at the side - disabled: labels at the rectangles, note while rectangles won't overlap, the text can overlap Cheers!
مؤشرات Pine Script™
من ‎fikira‎
7