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Centered Oscillators

HatiKO EnvelopesPublished source code is subject to the terms of the GNU Affero General Public License v3.0 This script describes and provides backtesting functionality to internal strategy of algorithmic crypto trading software "HatiKO bot". Suitable for backtesting any Cryptocurrency Pair on any Exchange/Platform, any Timeframe. Core Mechanics of this strategy are based on theory of price always returning to Moving Average + Envelopes indicator (Moving_average_envelope from Wiki) Developement of this script and trading software is inspired by: "Essential Technical Analysis: Tools and Techniques to Spot Market Trends" by Leigh Stevens (published on 12th of April 2002) "Moving Average Envelopes" by ChartSchool, StockCharts platform (published on 13th of April 2015 or earlier) "Коля Колеснік" from Crypto Times channel ("Метод сетка", published on 19th of August 2018) "3 ways to use Moving Average Envelopes" by Rich Fitton, published on Trader's Nest (published on 28st of November 2018 or earlier) noro's "Robot WhiteBox ShiftMA" strategy v1 script, published on TradingView platform (published on 29th of August 2018) "Moving Average Envelopes: A Popular Trading Tool" Investopedia article (published 25th of June 2019) and KROOL1980's blogpost on Argolabs ("Гридерство или Сетка как источник прибыли на форекс", published on 27th of February 2015) Core Features: 1) Up to 4 Envelopes in each direction (Long/Short) 2) Use any of 6 different basis MAs, optionally use different MAs for Opening and Closure 3) Use different Timeframes for MA calculation, without any repainting and lookahead bias. 4) Fixed order size, not Martingale strategy 5) Close open position earlier by using Deviation parameter 6) PineScript v4 code Options description: Lot - % from your initial balance to use for order size calculation Timeframe Short - Timeframe to use for Short Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe MA Type Short - Type of MA to use for Short Opening MA calculation, can be chosen from dropdown list, default is SMA Data Short - Source of Price for Short Opening MA calculation, can be chosen from dropdown list, default is OHLC4 MA Length Short - Period used for Short Opening MA calculation, should be >=1, default is 3 MA offset Short - Offset for MA value used for Short Envelopes calculation, should be >= 0, default is 0 Timeframe Long - Timeframe to use for Long Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe MA Type Long - Type of MA to use for Long Opening MA calculation, can be chosen from dropdown list, default is SMA Data Long - Source of Price for Long Opening MA calculation, can be chosen from dropdown list, default is OHLC4 MA Length Long - Period used for Long Opening MA calculation, should be >=1, default is 3 MA offset Long - Offset for MA value used for Long Envelopes calculation, should be >= 0, default is 0 Mode close MA Short - Enable different MA for Short position Closure, default is "false". If false, Closure MA = Opening MA Timeframe Short Close - Timeframe to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe MA Type Close Short - Type of MA to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is SMA Data Short Close - Source of Price for Short Closure MA calculation, can be chosen from dropdown list, default is OHLC4 MA Length Short Close - Period used for Short Opening MA calculation, should be >=1, default is 3 Short Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0 MA offset Short Close - Offset for MA value used for Short Position Closure calculation, should be >= 0, default is 0 Mode close MA Long - Enable different MA for Long position Closure, default is "false". If false, Closure MA = Opening MA Timeframe Long Close - Timeframe to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe MA Type Close Long - Type of MA to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is SMA Data Long Close - Source of Price for Long Closure MA calculation, can be chosen from dropdown list, default is OHLC4 MA Length Long Close - Period used for Long Opening MA calculation, should be >=1, default is 3 Long Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0 MA offset Long Close - Offset for MA value used for Long Position Closure calculation, should be >= 0, default is 0 Short Shift 1..4 - % from MA value to put Envelopes at, for Shorts numbers should be positive, the higher is number, the higher should be Shift position, example: "Shift 1 = 1, shift 2 = 2, etc." Long Shift 1..4 - % from MA value to put Envelopes at, for Longs numbers should be negative, the lower is number, the lower should be Shift position, example: "Shift 1 = -1, shift 2 = -2, etc." From Year 20XX - Backtesting Starting Year number, only 20xx supported as script is cryptocurrency-oriented. To Year 20XX - Backtesting Final Year number, only 20xx supported as script is cryptocurrency-oriented. From Month - Years starting Month, optional tweaking, changing not recommended To Month - Years ending Month, optional tweaking, changing not recommended From day - Months starting day, optional tweaking, changing not recommended To day - Months ending day, optional tweaking, changing not recommended Graph notes: Green lines - Long Envelopes. Red lines - Short Envelopes. Orange line - MA for closing of Short positions. Lime line - MA for closing of Long positions. ************************************************************************************************************************************************************************************************************** Опубликованный исходный код регулируется Условиями Стандартной Общественной Лицензии GNU Affero v3.0 Этот скрипт описывает и предоставляет функции бектеста для внутренней стратегии алгоритмического программного обеспечения "HatiKO bot". Подходит для тестирования любой криптовалютной пары на любой бирже/платформе, на любом таймфрейме. Кор-механика этой стратегии основана на теории всегда возвращающейся к значению МА цены с использованием индикатора Envelopes (Moving_average_envelope from Wiki) Разработка этого скрипта и программного обеспечения для торговли вдохновлена следующими источниками: Книга "Essential Technical Analysis: Tools and Techniques to Spot Market Trends" Ли Стивенса (опубликовано 12 апреля 2002 года) «Moving Average Envelopes» от ChartSchool, платформа StockCharts (опубликовано 13 апреля 2015 года или раньше) «Коля Колеснік» с канала Crypto Times («Метод сетка», опубликовано 19 августа 2018 года) «3 ways to use Moving Average Envelopes» Рича Фиттона, опубликованные в «Trader's Nest» (опубликовано 28 ноября 2018 года или раньше) Скрипт стратегии noro "Robot WhiteBox ShiftMA" v1, опубликованный на платформе TradingView(опубликовано 29 августа 2018 года) «Moving Average Envelopes: A Popular Trading Tool», статья Investopedia (опубликовано 25 июня 2019 года) Блог KROOL1980 из Argolabs («Гридерство или Сетка как источник прибыли на форекс», опубликовано 27 февраля 2015 года) Основные особенности: 1) До 4-х Ордеров в каждом из направлении (Лонг / Шорт) 2) Выбор из 6-ти разных базовых МА, опционально используйте разные МА для открытия и закрытия. 3) Используйте разные таймфреймы для расчета MA, без перерисовки и "эффекта стеклянного шара". 4) Фиксированный размер ордера, а не стратегия Мартингейла 5) Возможность закрытия открытой позиции заблаговременно, используя параметр Deviation 6) Код реализован на PineScript v4 Описание параметров: Lot - % от вашего первоначального баланса, используется при расчете размера Ордера Timeframe Short - таймфрейм, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика MA Type Short - тип MA, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию SMA Data Short - источник цены для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4 MA Length Short - период, используемый для расчета МА Открытия Шорт позиций, должен быть >= 1, по умолчанию 3 MA Offset Short - смещение значения MA, используемого для расчета Шорт Ордеров, должно быть >= 0, по умолчанию 0 Timeframe Long - таймфрейм, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика MA Type Long - тип MA, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию SMA Data Long - источник цены для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4 MA Length Long - период, используемый для расчета МА Открытия Лонг позиций, должен быть >= 1, по умолчанию 3 MA Offset Long - смещение значения MA, используемого для расчета Лонг Ордеров, должно быть >= 0, по умолчанию 0 Mode close MA Short - Включает отдельное MA для закрытия Шорт позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия Timeframe Short Close - таймфрейм, используемый для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика MA Type Close Short - тип MA, используемый при расчете МА Закрытия Шорт позиции. Mожно выбрать из списка, по умолчанию SMA Data Short Close - источник цены для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4 MA Length Short Close - период, используемый для расчета МА Закрытия Шорт позиции, должен быть >= 1, по умолчанию 3 Short Deviation - % отклонения от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0 MA Offset Short Close - смещение значения MA, используемого для расчета закрытия Шорт позиции, должно быть >= 0, по умолчанию 0 Mode close MA Long - Включает разные MA для закрытия Лонг позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия Timeframe Long Close - таймфрейм, используемый для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика MA Type Close Long - тип MA, используемый при расчете МА Закрытия Лонг позиции. Mожно выбрать из списка, по умолчанию SMA Data Long Close - источник цены для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4 MA Length Long Close - период, используемый для расчета МА Закрытия Лонг позиции, должен быть >= 1, по умолчанию 3 Long Deviation -% для перехода от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0 MA Offset Long Close - смещение значения MA, используемого для расчета закрытия Лонг позиции, должно быть >= 0, по умолчанию 0 Short Shift 1..4 - % от значения MA для размещения Ордеров, для Шорт Ордеров должен быть положительным, чем выше номер, тем выше должна располагаться позиция Shift, например: «Shift 1 = 1, Shift 2 = 2 и т.д. " Long Shift 1..4 - % от значения MA для размещения Ордеров, для Лонг Ордеров должно быть отрицательным, чем ниже число, тем ниже должна располагаться позиция Shift, например: «Shift 1 = -1, Shift 2 = -2, и т.д." From Year 20XX - Год начала тестирования, из-за ориентированности на криптовалюты поддерживаются только значения формата 20хх. To Year 20XX - Год окончания тестирования, из-за ориентированности на криптовалюты поддерживаются только значения формата 20хх. From Month - Начальный месяц, опционально, менять не рекомендуется To Month - Конечный месяц, опционально, менять не рекомендуется From day - Начальный день месяца, опционально, менять не рекомендуется To day - Конечный день месяца, опционально, менять не рекомендуется Пояснения к графику: Зеленые линии - Лонг Ордера. Красные линии - Шорт Ордера. Оранжевая линия - MA Закрытия Шорт позиций. Лаймовая линия - MA Закрытия Лонг позиций.
Pine Script® strategy
by CraZy_HuT
9
MacD (Future Known or Unknown) StrategyThis indicator/strategy is to be used as a way to baseline the top potential any strategy could have with other strategies and indicators. What I have created literally shows the BEST moves possible you could have made in my opinion for SHORTING or LONGING using only the MacD values of the 4 hour while on the 30 minute chart. To use this, try checking out XBTUSD on the 30 minute chart . It will work under different time frames but works best on the 30 minute chart in my opinion. It WILL NOT WORK Above 2 hours time frame. DO NOT TRADE WITH THIS indicator . I can't emphasize this enough. These results only work because of the lookahead_on parameter. A lot of scam indicators and strategies use this to trick people on tradingView into buying their scripts. This code is OPEN SOURCE and as such there is nothing to hide and no scam! I like to use this as a comparison tool for how good I 'could' have traded and at what points those were. By knowing where the perfect trading positions are, you can create real indicators and scripts that try to find patterns in those positions. This also shows that IF you could know the direction the MacD was going what amazing results you could get ^_~. This is meant purely for entertainment purposes and for comparing against your own scripts. I've included the options in the settings to allow ONLY LONG or ONLY SHORTS. By default it attempts both buy attempts. You can also change your starting ($) amount and commission percentage that is taken per trade as well. Also included in the options is the ability to set the back testing time frame to see how it performs during just certain time periods. Finally a color explanation Red - MacD 4 hour going down Green - MacD 4 hour going up Purple - MacD 4 hour going down (from an up position) Yellow - MacD 4 hour going up (from a down position) Notice the program will always buy right before it turns into a yellow color since it knows the future. In the options you can turn off 'use the future' to see the horrible results if you trade the moment you know which direction the MacD 4 hour is actually going. I will revise this script in the future with attempts to work without knowing the future as play options to get better results. If you have any questions or comments, please do not hesitate to ask!
Pine Script® strategy
by Gentleman-Goat
20
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
Pine Script® strategy
by UnknownUnicorn2151907
29
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.
Pine Script® strategy
by UnknownUnicorn2151907
49
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!
Pine Script® strategy
by Craig_Claussen
18
Squeeze Momentum Strategy based on Indicator [LazyBear][Bitduke]I improved Squeeze Momentum Indicator by LazyBear (momentum filter, changed data source to ohlc4) and transformed it into a strategy, adding a risk management system + ability to customize time frames for backtest. Shortly about Squeeze Momentum Indicator: This is a derivative of John Carter's "TTM Squeeze" volatility indicator, as discussed in his book "Mastering the Trade" (chapter 11). Backtested on XBTUSD, ETHUSD (Bitmex). As you may notice it shows good results on 1h - 4h timeframes on these timeframes among these pairs. Relatively low drawdown ~ 12% (to date).
Pine Script® strategy
by Bitduke
11
Combo Backtest 123 Reversal & D_Three Ten OscThis 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 TradeStation does not allow the user to make a Multi Data Chart with a Tick Bar Chart and any other type a chart. This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations" WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
2
CCI strategy on OIL1HThis indicator is based on Commodity Channel Index. It buys when CCI on period 200 is under -130 and it´s rising last 12 bars. It closes the position by hitting Take Profit, Stop Loss or opening short position. It sells when CCI on period 200 is over 130 and it´s falling last 12 bars. It closes the position by hitting Take Profit, Stop Loss or opening short position. This strategy seems to working just on USOIL on 1 hour chart. This can predict that it´s just luck and not proper strategy or indicator I would use for trading. This script is just for educational purposes and that´s why the script is open. I will be happy if you will leave comment and try to come up with some ideas how to improve this strategy, so it can be used also on other commodities/forex pairs.
Pine Script® strategy
by InvestorJakub
MACD Multi-MA StrategyThis script applies the average of each major MA (SMA, RMA, EMA, WVMA, WMA) to the MACD formula. The logic is simple. When all 5 MA's are in agreement in direction, then then script will notify users of change. I posted this as a strategy to help show how logic does in back test. If you use my simple yet effective solution to find take profit locations, you can blow this back testing out of the water!!! To set alerts simply turn script into study //@version=2 study(title="MACD Multi-MA Study", overlay=false) src = close len1 = input(8, "FAST LOOKBACK") len2 = input(144, "SLOW LOOKBACK") ///////////////////////////////////////////// length = len2-len1 ma = vwma(src, length) plot(ma, title="VWMA", color=lime) length1 = len2-len1 ma1 = rma(src, length1) plot(ma1, title="RMA", color=purple) length2 = len2-len1 ma2 = sma(src, length2) plot(ma2, title="SMA", color=red) length3 = len2-len1 ma3 = wma(src, length3) plot(ma3, title="WMA", color=orange) length4 = len2-len1 ma4 = ema(src, length4) plot(ma4, title="EMA", color=yellow) long = ma > ma and ma1 > ma1 and ma2 > ma2 and ma3 > ma3 and ma4 > ma4 short = ma < ma and ma1 < ma1 and ma2 < ma2 and ma3 < ma3 and ma4 < ma4 alertcondition(long == true, title='MACD LONG SIGNAL', message='MACD LONG!') alertcondition(short == true, title='MACD SHORT SIGNAL', message='MACD SHORT!')
Pine Script® strategy
by Craig_Claussen
13
Combo Backtest 123 Reversal & Detrended Synthetic Price V 2 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 Detrended Synthetic Price is a function that is in phase with the dominant cycle of real price data. This DSP is computed by subtracting a half-cycle exponential moving average (EMA) from the quarter cycle exponential moving average. See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
QuantNomad - EVWMA MACD StrategyPretty simple EVWMA (Elastic Volume Weighted Moving Average ) MACD Strategy. EVWMA is a quite interesting moving average where the period of the MA is defined from the volume itself. It incorporates volume information in a natural and logical way. The EVWMA can be looked at as an approximation to the average price paid per share. As a volume period, you can use sum of the last x bars volumes. Here are other EVWMA indicators/strategies: EVWMA indicator: EVWMA Cross strategy:
Pine Script® strategy
by QuantNomad
1
Momentum BFThe momentum strategy is simple, if price action is higher than it was for x bars back, and also higher than it was last candle, we have upwards momentum. This momentum will be positive until a candle closes lower than the previous candle and also lower than x bars back - at which point we have downwards momentum. The concept behind the Momentum Strategy is that when the momentum crosses from negative to positive, we go long and when it crosses from positive to negative we go short. We stay in that position until momentum crosses back the opposite direction. INSTRUCTIONS: Go long at the green background on the chart Go short at the red background on the chart The yellow lines are where your stop loss should be for longs The orange lines are where your stop loss should be for shorts I have included the options in Settings to change the stop loss type between ATR derived and Fixed percentage based. The default stop loss is a fixed 7%. You can also select if you want only longs, only shorts or both. The backtest was done with BTCUSD on Coinbase 1D.
Pine Script® strategy
by bennef
12
BandPass EOS - 1hThis is a strategy i made for EOS Opens a long position if the PB line (the red line in the oscillator) crossover the low of the band, the zero line or the top of the band. If the PB line makes a crossunder in the top of the band, the zero line or the bottom of the band it closes the long position and immediately opens a short position. Also, the PB value must be higher than 5 candles before if it is a long position and PB must be lower than 5 candles before to open a short position I got the BandPass Script from www.tradingview.com and made some changes in the configs to adapt the strategy. If someone has any doubt i can answer below
Pine Script® strategy
by FLeite28
1
Easy to Use MACD+RSI Strategy BEGINNERS REJOICE! Easy to use strategy test using MACD with RSI as a confirming indicator. The code is structured to make it easy to manipulate the variables to your choosing. EASY TO CHANGE CODE VARIABLES LINE 2 = Change the amount you invest every trade and the currency LINE 8/9/10 = Change the defval of each of these lines to backtest from a certain date LINE 16/17/18 = Change the MACD sensitivity by changing the defval on each line LINE 21 = Change the value after close toadjust the sensitivity of the RSI LINE 37/39 = Change/remove the < and > variables for macdLine and rsivalue after the crossover/crossunder to adjust your buying point further. As a beginner you may not feel comfortable with shorting stocks, therefore LINE 5 was added to only allows long positions. Funny how a simple indicator can return such a high profitability. Couple this with some trend/exit strategies and you'll have something really special!
Pine Script® strategy
by TrendsAreSexy
19