Volty Expan Close Strategy with Backtest Date RangeInput Information
Length Numeric 5 Number of bars used to determine the average true range.
NumATRs Numeric .75 Factor used to calculate a percentage of the average true range, used to
Long and short entry based on a percentage of price movement beyond the average range.
Profitable and simple strategy..
Profitabletrading
TradersAI_UTBotCREDITS to @HPotter for the orginal code.
CREDITS to @Yo_adriiiiaan for recently publishing the UT Bot study based on the original code -
I just added some simple code to turn it into a strategy. Now, anyone can simply add the strategy to their chart to see the backtesting results!
While @Yo_adriiiiaan mentions it works best on a 4-hour timeframe or above, I am happy to share that this seems to be working on a 15-minute chart on e-mini S&P 500 Index (using the KeyValue setting at 10)! You can play around with the different settings, and may be you might discover even better settings.
Hope this helps. Btw, if any of you play with different settings and discover great settings for a specific instrument, please share them with the community here - it will be rewarded back multiple times!
Profitable Jurik RSXIntroduction
As you know the Jurik RSX is a "noise free" smoothed version of RSI (Relative Strength Index), with no added lag.
It was originally developed by Mark Jurik and is used the same way as RSI. To learn more about this indicator see www.jurikres.com
The most basic and common strategy is to use the crossovers between Jurik RSX and its overbought/oversold levels as trade signals:
when RSX crosses above 30, go Long
when RSX crosses below 70, go Short
exit when a crossover occurs in the opposite direction
What is this tool?
This tool is a performance scanner that uses a decision tree-based algorithm under the hood to find the most profitable settings for Jurik RSX. It analyzes the range of periods between 2 to 100 and backtests the Jurik RSX for each period (using the strategy mentioned above) across the entire history of an instrument. If the more profitable parameter was found, the indicator will switch its value to the found one immediately.
So, instead of manually selecting parameters just apply it to your chart and relax - the algorithm will do it for you, everywhere you want.
The algorithm can work in two modes: Basic and Early Switch. The Early Switch algorithm makes some assumptions and activates a set of optimizations to find a better setting DURING the trades, not after they were actually closed.
The difference is illustrated on the screenshot below
But two modes can show identical values depending on timeframe
Additionally you can set up a backtest window through indicator's settings (the optimizers which were published before will get this feature soon).
Alerts
It has a special alert that notifies when a more profitable period was detected.
NOTE: It does not change what has already been plotted.
NOTE 2: This is not a strategy, but an algorithmic optimizer.
Profitable AroonIntroduction
The Aroon indicator was developed by well-known technical analyst Tushar Chande in 1995 and is used to identify trend changes in the price of an asset, as well as the strength of that trend. The fact that he named the indicator "Aroon" which is Sanskrit for "Dawn’s Early Light" demonstrates his belief in his indicator's trend discovery capabilities.
It is composed of two lines, Aroon Up and Aroon Down .
The most basic strategy is to use the crossovers as trade signals:
when Aroon Up crosses above Aroon Down , go Long
when Aroon Down crosses above Aroon Up , go Short
Exit when a crossover occurs in the opposite direction
What is this tool?
This tool is a performance scanner that uses a decision tree-based algorithm under the hood to find the most profitable period setting for the Aroon. It analyzes the range of periods between 2 to 100 and backtests the Aroon indicator for each period using the strategy mentioned above across the entire history of an instrument. If a more profitable parameter was found, the indicator will switch its value to the found one immediately.
Alerts
It has an alert that notifies when a more profitable period was found.
NOTE : It does not change what has already been plotted.
Good luck and Happy Trading!
Profitability Meter for Day Trading PRO [GO8686]For day traders, keeping a position is risky and costly, a popular strategy is to open a position ONLY when volatility is active, in other words, only when profitability is back.
This indicator reveals the movements of the underlying profitability of a trading security in different time dimensions.
This indicator calculates and displays price change percentage of MACD cycles, highlights those MACD cycles that are over the profitability threshold, helping traders identify range area, the start of a new trend and the fading of a trend.
Multiple time frames: This indicator is designed for day trading, so suggested time frames are: 3m, 5m, 15m, 30m, 1H. Users can try other time frames (< 1D) if it fits their trading practice.
Range area in general: a small green column and a small red column appear alternately, or most columns are gray within the period.
The start of a new trend: an outstanding green or red column means the macd cross brought a price change that was higher than the profitability threshold, which could mean a new trend, especially when it was from a range area.
The fading of a trend: for instance, when green columns are getting smaller and red columns appear, a fading of bull trend could be on the way.
This is PRO version of Profitability Meter for Day Trading
PRO excluded functions:
Alert Function: allowing user to set alert for price change with Profitability, or set alert for statistics results.
Statistics within Customisable Time Span: Percentage of MACD cycles with profitability, the average of price change(%) and MACD cycles count. Users can customize the time range by days,hours or bars (up to the maximum backtracking value that Tradingview allows).
Subscribers of this indicator may apply for two-month free-trial of "Crypto Currency Profitability Rankings PRO with Customisable List"
Free trial of two-week: Please leave a comment asking for a trial, you should get access in 48 hours. In case it doesn't happen, please message the author.
Visibility:Invite-Only
Format Configuration:
Profitability Threshold: a percentage of price movement within a MACD cycle that a user thinks is good to define profitability, defval: 0.8%.
Alertthreshold: Threshold percentage for alert.
timeSpan: Time span for statistics
timeSpanType: Time span type for statistics
Related Indicators:
Crypto Currency Profitability Rankings Standard with Popular List (Protected): The Indicator calculates and compares the profitability of a group of popular crypto currencies - based on MACD cycles and user-defined time span, helping traders to find the most suitable trading security.
Crypto Currency Profitability Rankings PRO with Customisable List (Invite-Only): Contact the author for a free trial.
List of the author's Indicators
www.tradingview.com
Disclaim: By using or requesting access to this indicator, you acknowledge that you have read and accepted that this indicator is for study purposes only and it does NOT guarantee you will make money.
I am not financial advisor and I am NOT responsible for any profits or losses you may incur by using this indicator!
Users should make their own decisions, carefully assess risks and be responsible for investment and trading activities.
The latest updates override the previous description. Please check the updates.
日内交易盈利潜力指示仪PRO
这是日内交易盈利潜力指示仪的PRO版本
PRO专属功能:
预设警报:方便用户为赢利性变动和统计学结果设置警报。
统计功能:过去特定时间段的可赢利波动的百分比,波动百分比平均值和MACD周期计数。用户可以自定义时间幅度:可以用天数,小时数,蜡烛数(上至Tradingview最大回溯值)
本指标用户可以申请免费试用两个月“Crypto Currency Profitability Rankings PRO with Customisable List (Invite Only)”
指标特征描述
本指标帮助交易员认知交易标的在不同时间维度的赢利潜力的变化。
对于日内交易,保持仓位是要承担风险和成本的,一种交易策略是只在波动率被激活至可赢利水平后才开仓位。
本指标计算和展示赢利潜力-基于MACD周期的波动百分比,用颜色来突出高赢利性的波动周期。方便交易员辨识非交易区间,新趋势的开始和旧趋势的衰减。
多时间维度:本指标为日内交易设计,因此建议使用时间维度:3m,5m,15m,30m,1H; 如果用户需要,也可以用于其他不大于1D的维度。
盘整区的一般特征:当波动率消减时,波动率低于可赢利门槛,呈现灰色; 或者小的绿色和红色波动率间隔出现。
新趋势的开始:在盘整后期,新出现的绿色或者红色波动率可能标识着新趋势的开始。
旧趋势的衰减:以上升趋势为例,当绿色波动率逐渐缩小,而红色波动率开始出现时,可能标识着上升趋势衰减。
设置:盈利能力阈值:用户自定义的MACD单次波动的可赢利的百分比,默认为0.8%
免费试用两周:跟帖评论, 要求试用,您应该会在48小时内获得访问权限。 如果没有获得,请私信作者。
相关指标:
Crypto Currency Profitability Rankings Standard with popular list (Protected) 加密货币赢利潜力排行指标 标准版 热门列表: 指标计算和比对一组热门虚拟货币的可赢利属性 - 基于MACD波动周期和用户自定义的时间周期,帮助交易员发掘最适合自己赢利和风险偏好的交易品种。
Crypto Currency Profitability Rankings PRO with Customisable List (Invite-Only): 加密货币赢利潜力排行指标 PRO 自定义列表
试用开发者的其他指标
www.tradingview.com
免责声明:在要求获得本指标使用权之前以及在使用本指标之前,用户认可已经完全了解和接受:本指标仅供教育和研究目的, 它不提供任何赢利的可能性。
本指标的开发者并非专业投资顾问,因此不对用户的任何赢亏负责。
用户应独立判断,审慎评估并自负投资和交易风险!
最新更新会覆盖之前的说明。 请检查更新。
Profitability Meter for Day Trading [GO8686]Disclaim:
By using or requesting access to this indicator, you acknowledge that you have read and accepted that this indicator is for study purposes only and it does NOT guarantee you will make money.
I am not financial adviser and I am NOT responsible for any profits or losses you may incur by using this indicator.
Users should make their own decisions, carefully assess risks and be responsible for investment and trading activities.
Indicator Description
Visibility:Protected
This indicator helps traders understand the movements of the underlying profitability of a trading security in different time dimensions.
For day trading, keeping a position is risky and costly, a popular strategy is to open a position ONLY when volatility is active, in other words, only when profitability is back.
This indicator calculates and displays price movement percentage of MACD cycles, highlights those MACD cycles that are over the profitability threshold, helping traders identify range area, the start of a new trend and the fading of a trend.
Multiple time frames: This indicator is designed for day trading, so suggested time frames are: 3m, 5m, 15m, 30m, 1H. Users can try other time frames (< 1D) if they find it useful.
Range area in general: a small green column and a small red column appear alternately, or most columns are gray within the period.
The start of a new trend: an outstanding green or red column means the MACD cross brought a price change that was higher than the profitability threshold, which could mean a new trend, especially when it was from a range area.
The fading of a trend: for instance, when green columns are getting smaller and red columns appear, a fading of bull trend could be on the way.
Format Configuration:
Profitability Threshold: a percentage of price movement within a MACD cycle that a user thinks is good to define profitability, defval: 0.8%.
PRO Version of this Indicator: Profitability Meter for Day Trading - PRO (Invite-Only)
Alert Function: allowing user to set alert for price change with profitability, or set alert for statistics results.
Statistics with Customisable Time Span: Percentage of MACD cycles with profitability, the average of price change(%) and MACD cycles count. Users can customize the time range by days,hours or bars (up to the maximum backtracking value that Tradingview allows).
Related Indicators:
Crypto Currency Profitability Rankings Standard with Popular List (Protected):
This indicator calculates and generate a ranking of profitability from a popular list of crypto currencies, based on MACD cycles within user-defined time span, helping crypto traders to find the trading securities that suit their risk and volatility preference.
Crypto Currency Profitability Rankings PRO with Customisable List (Invite-Only): Contact the author for a free trial.
List of the author's Indicators
www.tradingview.com
The latest updates override the previous description. Please check the updates.
日内交易盈利潜力指示仪
免责声明:在要求获得本指标使用权之前以及在使用本指标之前,用户认可已经完全了解和接受:本指标仅供教育和研究目的, 它不提供任何赢利的可能性。
本指标的开发者并非专业投资顾问,因此不对用户的任何赢亏负责。
用户应独立判断,审慎评估并自负投资和交易风险!
指标特征描述
本指标帮助交易员认知交易标的在不同时间维度的赢利潜力的变化。
对于日内交易,保持仓位是要承担风险和成本的,一种交易策略是只在波动率被激活至可赢利水平后才开仓位。
本指标计算和展示赢利潜力-基于MACD周期的波动百分比,用颜色来突出高赢利性的波动周期。方便交易员辨识非交易区间,新趋势的开始和旧趋势的衰减。
多时间维度:本指标为日内交易设计,因此建议使用时间维度:3m,5m,15m,30m,1H; 如果用户需要,也可以用于其他不大于1D的维度。
盘整区的一般特征:当波动率消减时,波动率低于可赢利门槛,呈现灰色; 或者小的绿色和红色波动率间隔出现。
新趋势的开始:在盘整后期,新出现的绿色或者红色波动率可能标识着新趋势的开始。
旧趋势的衰减:以上升趋势为例,当绿色波动率逐渐缩小,而红色波动率开始出现时,可能标识着上升趋势衰减。
设置:盈利能力阈值:用户自定义的MACD单次波动的可赢利的百分比,默认为0.8%
高级版本功能: Profitability Meter for Day Trading - PRO (Invite Only)
预设警报:方便用户为赢利性变动和统计学结果设置警报。
统计功能:过去特定时间段的可赢利波动的百分比,波动百分比平均值和MACD周期计数。用户可以自定义时间幅度:可以用天数,小时数,蜡烛数(上至Tradingview最大回溯值)
相关指标:
Crypto Currency Profitability Rankings Standard with popular list (Protected) 加密货币获利机会排行指标 标准版 热门列表(保护,开放使用权): 指标计算和比对一组热门虚拟货币的可赢利属性 - 基于MACD波动周期和用户自定义的时间周期,帮助交易员发掘最适合自己赢利和风险偏好的交易品种。
Crypto Currency Profitability Rankings PRO with Customisable List (Invite-Only): 加密货币获利机会排行指标 PRO - 自定义列表
试用开发者的其他指标
www.tradingview.com
最新更新会覆盖之前的说明。 请检查更新。