M-oscillator
inwCoin ActionZone - Ignore first red StrategyinwCoin Action Zone Ignore 1st Red Candle Strategy.
Description : Action Zone is easier version of painting MACD on the chart.
If MACD signal line above zero = bar will become Green = buy signal
If MACD signal line under zero = bar will become Red = sell signal
This alteration is just a proof of concept to answer these questions;
* What will happen if we just ignore the first red bar after we just enter position?
* If red bar is between entry price and stop loss price, we'll not sell the position.
* We'll sell when red bar is above entry price and stop loss price only.
* We'll also stop loss if price drop below previous high
* We can avoid the false signal by just holding position until we get stop out... is it worth? ( Compare with regular Action Zone strategy )
The Result ;
* Some assets gave better backtest result with this tweak strategy.
* But some assets perform worse than original action zone...
* After tried with Thai Stock, this strategy is no match with the original action zone.
Conclusion;
* You can try this strategy to see the result by yourself.
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inwCoin Action Zone Ignore 1st Red Candle Strategy ( ชื่อยาวไปไหน )
ก็ไม่มีอะไรมากครับ เอา Action Zone ตัวธรรมดามาทดสอบคอนเซ็ปที่ลุงโฉลกได้สอนไว้ ว่า
" ถ้า Action Zone เขียว แล้วแดงแรก ให้เราไม่สนมันไปก่อน"
ผมก็เลยลองเขียน backtest ขึ้นมาดู เพราะอยากรู้ว่า วิธีนี้มันจะเวิร์คหรือไม่เวิร์ค
หลังจากลองทดสอบกับ หุ้นไทย จำนวน 200 กว่าตัว ก็พบว่า...
วิธีนี้ ยังไงก็ยังได้ผลกำไรแพ้ Action Zone Quick Exit ครับ
คือมันจะมีบางตัวนะ ที่ได้กำไร ชนะ Action Zone ธรรมดา แต่หลายๆ ตัว และส่วนใหญ่ด้วย ที่ขาดทุนแล้ว ขาดทุนหนัก
ตอนนี้ ถ้าให้พูดตรงๆ ตัวกลยุทธ inwCoin Break Previous High ยังให้ผลโดยรวม ที่ค่อนข้างดีอยู่ครับ
ใครอยากเอาไปลองเล่น ก็ลองไปใส่กราฟดูได้ครับ
Neural Network CCI - RSIThis is a test of neural network with one layer.
Two layers will follow soon.
Signals are given by CCI or RSI.
Method 1 triggers a change of oscillator (buy if >0)
Method 2 triggers oscillator over 0 (for CCI only)
How to use:
1- launch the strategy on a chart,
2- open "Strategy Tester" tab
3- open startegy option panel
4- modify x11, x12, x13 and x14 to get the best results (net profit, profit factor, drawdown, etc...)
5- repeat once a week
Need help with self-optimization: I couldn't yet found a formula to optimize profit or win% or whatever changing values of x11, x12, x13 and x14 inside the strategy.
Voss Strategy (Filter + Trend Indicator) [Bitduke]Created strategy based on Voss Predictive Filter, implemented by TradingView user e2e4mfck.
Voss Predictive Filter
This is a relatively new filter from John F. Ehlers’ article, “A Peek Into The Future .” Ehlers describes the calculation of a new filter that could help signal cyclical turning points in markets.
But filter has a negative group delay and while an indicator based on it cannot actually see into the future, it may provide the trader with signals in advance of other indicators.
In mentioned article he tested filter on SPY and at one point in time "it went into a trend mode in January 2019, and the cycle signal failed miserably, signaling a short position during the runup. <...> The only way to minimize the impact of this condition is to employ an additional trend detector."
Thus I've added another Ehlers' based trend based indicator Instantaneous Trendline (thanks to LazyBear for implementation) to minimize the impact of the trend mode and got a good results on XBTUSD pair 4h.
Backtest :
> Range: 2016 - 2020
> XBTUSD
> 4h
> ~20% drawdown
> Sharpe (0.361, not too impressive)
I think it can be improved with Risk Management system and experimenting with various trend following indicators.
RSI-VWAPBacktest script based on the previous RSI-VWAP indicator:
It's the popular RSI indicator with VWAP as a source instead of close:
- RSI_VWAP = rsi(vwap(close), RSI_VWAP_length)
What is the Volume Weighted Average Price ( VWAP )?
VWAP is calculated by adding up the dollars traded for every transaction (price multiplied by the number of shares traded) and then dividing by the total shares traded.
Trades are laddered to improve the average entry price and each entry is increased, improving the entry but increasing the risk of being liquidated.
It can be easily converted to study (alerts)
Settings for BINANCE:BTCUSDT at 30m
RSI-VWAP INDICATORThis simple indicator provides great results.
It is the popular RSI indicator with VWAP as a source instead of close.
What is the Volume Weighted Average Price (VWAP)?
VWAP is calculated by adding up the dollars traded for every transaction (price multiplied by the number of shares traded) and then dividing by the total shares traded. That is, volume.
On the Backtest, trades are laddered to improve the average entrance price.
Pozipozi Bouya ver.USDJPYThis is a version of the indicator for USDJPY that incorporates the Pozipozi Bouya Indicator.
It is a plot of the starting up trend and down trend
Multi RIS Length RSI Strategy calibrated to 20min timeframeI have been working on many itterations of this script, on multiple time frames, with multiple settings.
It's not exactly how I want it, but if used on the 20 min timeframe (I chose this one to publish, not because it's the most profitable, or percent profitable , but for multiple other reasons.
1) From my back testing, this seems to be the most stable (gives the greatest margin for error). By that I mean, I am not a bot, I am a human trader, so I actually have to sleep, and work, and can't always trade all the time when I when I get my signals. So I need some margin of error.
The 20min time frame gives me this, it's still decently profitable (52K), and allows me some margin of error for being human.
2) It not exactly how I want it, because you have to use it in conjunction with the strategy tester to see if it is in longs or shorts (open trades). You can't see that on the app, or even if you are logged in to TV on a browser on a smart phone. At least I cant, I can only see the strategy tester when I am logged in on my computer, which obviously I can not be all the time.
3) It's also not exactly how I want it because it doesn't tell you when it is switching from buying additional longs (or shorts), and closing them out, and reversing. You can figure this out from the strategy tester, but I would like my script to make it more clear in real time.
4) The alerts on the script only fire after the current bar is closed. So really to use this you need to be a non free member or TV, because then you can add the appropriate RSIs to your chart, and set up real time alerts on them that will fire in real time, as opposed to displaying on the chart after the bar closes (a lot can happen in 20 minutes). Which is sad, and not my intent, I want this to be useful to free members, I just don't know how to do that given they don't have custom time frames (like 20 min), and multiple real time alerts. I can't fix that, that's a limitation of TV.
Combo Backtest 123 Detrended Price Oscillator This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
The Detrend Price Osc indicator is similar to a moving average,
in that it filters out trends in prices to more easily identify
cycles. The indicator is an attempt to define cycles in a trend
by drawing a moving average as a horizontal straight line and
placing prices along the line according to their relation to a
moving average. It provides a means of identifying underlying
cycles not apparent when the moving average is viewed within a
price chart. Cycles of a longer duration than the Length (number
of bars used to calculate the Detrend Price Osc) are effectively
filtered or removed by the oscillator.
WARNING:
- For purpose educate only
- This script to change bars colors.
Multi-Oscillator Divergence StrategyNote: This is a modified version of TradingView's built-in "Divergence Indicator" and applied in "Strategy" format to show back testing results
It finds bullish and bearish divergence in a selection of well known MA formulas: MACD, RSI, STOCH, DETRENDED PRICE OSCILLATOR, MOMENTUM.
I've found good results even on 1 minute charts!
In this example the chart backtest is utilizing the detrended price oscillator (DPO)
There are multiple variables, so the ability to find good back test can sometimes be "time consuming"
And please note that if you increase "Pivot LookBack Right" variable too high, then you will increase chance of repaint. Keep this variable as low as possible
I've also drawn my own solutions on the chart (red and green trend lines) to find good take profit and safe stop loss. In order to study this properly you need the own the chart. Scripts don't give you this option.
See private chart publication link to "own" the chart for yourself. Simply click on the "Share" button (it's the megaphone icon) and click on "Make it Mine"
I've found the best approach is to create 5 copies of indicator on 1 chart and have each running with different MA formula. This will give you a majority consensus type environment.
I will post study with alert conditions next
Good luck and enjoy!
Adding some essential components to a prebuilt RSI strategy v4Taken from and just updated to compile in version 4. Added notes for users on where to swap out RSI component with their setup components to signal a long or short position.
Mosasaur Pro BacktesterBacktester indicator for Mosasaur ◬ | Comprehensive & Profitable Trading Setup Builder available for free here.
Scroll all the way down in the setting menu to adjust the backtesting strategy.
Current features:
Find out the backtesting results for your customized strategy.
Set alerts for strong buy, buy, strong sell and sell signals.
Option for waiting fractal candle stick pattern before entering or exiting.
All features and setups used can be found on this tradingview page.
This backtester has settings of:
Setting 1 lets user select the source for putting a buy order.
Setting 2 lets user select the source for putting a sell order.
Setting 3 defines how much percent user wants to risk per trade to buy.
Setting 4 defines maximum possible trades for buying.
Setting 5 lets user only buy with fractal bottom after a buy signal has been found.
Setting 6 lets user only sell with fractal top after a sell signal has been found.
Setting 7 lets user only buy if the pre defined time period has elapsed on the chart.
Setting 8 lets user only sell if the pre defined time period has elapsed on the chart.
Setting 9 lets user only buy with a strong buy signal (orange color).
Setting 10 lets user only sell with a strong sell signal (purple color).
Setting 11 defines the time period to be elapsed to trigger a buy.
Setting 12 defines the time period to be elapsed to trigger a sell.
Upcoming features:
Advanced pre-defined strategies for user to select from. This will also auto adjust the setups and time frames being combined.
Stop Loss and Stop to Trailing options for the strategy.
Stop Loss and Stop to Trailing alerts.
Defining risk/reward ratio before entering the trade.
~Bo
Founder of Megalodon Indicators
LS Strategy final version 1Hello. Strategy for timeframe 4 hours and up to 24 hours. for couples with a dollar. Good results for bnbusdt , btcusdt , ethusdt , eosusdt, ltcusdt , neousdt pairs. Suitable for exchange Binance, Bitmex.
Closing trades on the reverse signal.
first position 2019-01-17 19:00
Do not have code security
[STRATEGY] Jurik RSXA private strategy from the Profitable Jurik RSX preview for backtesting purposes.
Strategy MACD vs BBStrategy based on MACD and Bollinger Bands, where BBs are calculatend from macd signal.
Strategy doesn't open at breakout of bands but it waits for a pullback.
Upper and lower bands are used as resistance and support.
There are various parameters that can be optimized.
I have also a study with alerts.
Please use comment section for any feedback or cointact me if you need support.
VuManChu/Noski B Backtester (Gold Dot)This is a backtest version of Vumanchu's original script Market Cipher-B. All credit goes to his original coding.
This has been coded to backtest "Gold dot" entries only, so please keep that in mind when using.
Hope this is helpful!
VuManChu/Noski B Backtester (Divergence Green/Red Dot)This is a backtest version of Vumanchu's original script Market Cipher-B. All credit goes to his original coding.
This has been coded to backtest the alert conditions "Buy (Big green circle +div) and Sell (Big red circle + div)" entries only from the original Cipher B script, so please keep that in mind when using.
Hope this is helpful!
VuManChu/Noski B Backtester (Small Green/Red Dot)This is a backtest version of Vumanchu's original script Market Cipher-B. All credit goes to his original coding.
This has been coded to backtest Small Red/Green dot entries only, so please keep that in mind when using.
Hope this is helpful!
NoSKi MC-B Backtester (Green/Red Dot)This is a backtest version of Vumanchu's original script Market Cipher-B. All credit goes to his original coding.
This has been coded to backtest Red/Green dot entries only, so please keep that in mind when using.
Hope this is helpful!
Leverage Strategy and a few words on risk/opportunityHello traders,
I started this script as a joke for someone... finally appears it could be used for educational content
Let's talk about leverage and margin call
Margin Call
A margin call is the broker's demand that an investor deposit additional money or securities so that the account is brought up to the minimum value, known as the maintenance margin.
A margin call usually means that one or more of the securities held in the margin account has decreased in value below a certain point.
Leverage
A leverage is a system which allows the trader to open positions much larger than his own capital. ... “Leverage” usually refers to the ratio between the position value and the investment needed,
Strat
The strategy simulates long/short positions on a 4h high/low breakout based on the chart candle close.
The panel below shows the strategy equity curve. Activating the margin call option will show when the account would be margin called giving the settings
Casino
I'm not doing any financial recommendation here.
I made this strategy so that people include more risk management metrics into their strategy.
From the code, we see it's fairly easy to calculate a leveraged position size and a margin call flag - when that flag is hit, the system stops trading.
I simplified things to the extreme here but my point is that the leverage is a double-edge sword gift.
Assuming we always take the same position sizing, increasing the leverage speed up how fast a margin could be ..... called. (bad joke? feel free to tell me). Not saying it will, saying it introduces more risk by design.
Then one could say "I'll just turn off that stupid margin call option". And that's when someone starts backtesting with unrealistic market conditions.
Finally...
When I backtest I always assume the worst in every scenario possible (because I'm French), I always try to minimize the risk first (also because I'm French), keeping as close from 0 as possible (French again)
Then I add the "opportunity" component, looking to catch the maximum of opportunity while keeping the risk low.
It's like a Rubix cube puzzle - decreasing the risk is one side of the equation but whenever I try to catch more opportunity... my risks increases.
Then I update my risk... and now the opportunity decreases... (#wut #wen #simple)
Completely removing the risk from a trading strategy isn't something I wouldn't dare doing.
Trading involves risk. Being obsessed by decreasing the risk is what I do BEST :)
Dave
Combo Backtest 123 Reversal & DAPD This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator is similar to Bollinger Bands. It based on DAPD - Daily
Average Price Delta. DAPD is based upon a summation for each of the
highs (hod) for the 21 days prior to today minus the summation for
each of the lows (lod) for the last 21 days prior to today. The result
of this calculation would then be divided by 21.
It will be buy when high above previos DAPD high and sell if low below previos DAPD low
WARNING:
- For purpose educate only
- This script to change bars colors.
SuPeR-RePaNoCHa #2TP#This is the last of the 'RePaNoCHa' script for Automatic Trading ;-) ... This time with two take profits ...
It Use 6 indicators + volume:
-JURIK MOVING AVERAGE
-RANGE FILTER
-ADX
-PARABOLIC SAR
-RSI + VOLUME WEIGHTED
-MACD
-VOLUME
To close the position you can choose between 2 Take Profit and the amount to use on each one.
You can transform it yourself into 'study' mode to get alerts.
Take Profits can be generated from the same entry, (syntax example on the script) so the fees will be lower (0.04 + 0.02 / 2 = 0.03).
Settings for BINANCE FUTURES BTC:USDT
Enjoy...
