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Moving Averages

DEMA Strategy with MACDThe Double Exponential Moving Average (DEMA) indicator was introduced in January 1994 by Patrick G. Mulloy, in an article in the "Technical Analysis of Stocks & Commodities" magazine: "Smoothing Data with Faster Moving Averages" It attempts to remove the inherent lag associated to Moving Averages by placing more weight on recent values. The name suggests this is achieved by applying a double exponential smoothing which is not the case. The name double comes from the fact that the value of an EMA (Exponential Moving Average) is doubled. To keep it in line with the actual data and to remove the lag the value "EMA of EMA" is subtracted from the previously doubled ema. DEMA is a very responsive system. A lot of signals can be generated only when trading with DEMA. In this strategy, I combined Dema buy-sell signals with MACD indicator. When you activate MACD confirmation from settings; When DEMA comes to long situation, the MACD histogram is checked to be positive.
Pine Script™ strategy
by melihtuna
7
Chaloke System StrategyChaloke System Strategy This is a trend indicator Atr and 3 moving averages are used Short 9-day moving average,Medium 15-day moving average,Calculated with a long 24-day moving average. Atr period : 5 Sht,Mid,Lng calculation method is different Buying Strategy long = crossover(Sht,Mid) and close > Sht Selling Strategy short = crossunder(Sht, Lng ) or close < Lng Buy should be done when the barcolor turns green Sell ​​should be done when barcolor is red When the barcolor is black, there may be change.
Pine Script™ strategy
by ceyhun
10
Uhl MA System - Strategy AnalysisThe Uhl MA crossover system was specifically designed to provide an adaptive MA crossover system that didn't committed the same errors of more classical MA systems. This crossover system is based on a fast and a slow moving average, with the slow moving average being the corrected moving average (CMA) originally proposed by Andreas Uhl, and the fast moving average being the corrected trend step (CTS) which is also based on the corrected moving average design. For more information see : In this post, the performances of this system are analyzed on various markets. Setup And Rules The analysis is solely based on the indicator signals, therefore no spread is applied. Constant position sizing is used. The strategy will be backtested on the 15 minute time-frame. The mult setting is discarded, the default setting used for length is 100. Here are the rules of our strategy : long: CTS crossover CMA short: CTS crossunder CMA Results And Data EURUSD: Net Profit: $ 0.08 Total number of trades: 99 Profitability: 35.35 % Profit Factor: 1.834 Max Drawdown: $ 0.01 EURUSD behaved pretty well, and was most of time showing long term trends without exhibiting particularly tricky structures, the moving averages still did cross during ranging phases, since march 9 we can see a downtrend with more pronounced cyclical variations (retracements) that could potentially lead to loosing trades. BTCUSD: Net Profit: $ 4371.57 Total number of trades: 94 Profitability: 32.98 % Profit Factor: 1.749 Max Drawdown: $ 1409.96 The strategy didn't started well, producing its largest drawdown after only a few trades, the strategy still managed to recover. BTCUSD exhibited a strong downtrend, the strategy profited from that to recover, signals still occurred on ranging phases, and where mostly caused by a short term volatile move, unfortunately the CMA can converge toward ranging/flat price zones where false signals might occur at higher frequency. AMD: Net Profit: $ 16.09 Total number of trades: 95 Profitability: 29.47 % Profit Factor: 1.288 Max Drawdown: $ 20.11 On AMD the strategy started relatively well with a raising balance, then the balance quickly fallen, this downtrend in the balance lasted quite some time (almost 48 trades), the strategy finally recovered in Nov 2019 and the balance made a new highest high at the end of February. AMD had numerous trends during the backtesting period, yet results are poor. AAPL: Net Profit: $ -28.17 Total number of trades: 89 Profitability: 28.09 % Profit Factor: 0.894 Max Drawdown: $ 63.21 AAPL show the poorest results so far, with a stationary balance around the initial capital (in short the evolution of the balance is not showing any particular trend and oscillate around the initial capital value). AAPL had some significant retracements in its up-trend, which triggered some trades (of course), and the ranging period from Jan 24 to Feb 13 heavily damaged the strategy performance, generating 6 significant loosing trades. AAPL show the worst results so far, mostly due by ranging phases. Conclusions The Uhl MA crossover system strategy has been tested and based on the results don't show particularly interesting performances, and might even be outperformed by simpler MA systems that prove to be more robust against ranging markets. The total number of executed trades are on average 94, and the profitability is on average 31%. The strategy might prove more interesting if we can correct the behavior of the CMA, who sometimes converged toward ranging/flat markets.
Pine Script™ strategy
by alexgrover
7
Rsi, Ema , Ma and Bollinger Bands for 1 min BtcusdtThis is for 1 min Btcusdt pair. I am tring to find a way to catch %1 ups and downs. Basicly it buys when rsi low and minute candle closes under ema,ma and lower bollinger band, it sells when candle goes over upper bb,low ma, when rsi high. It sells when rsi high ,candle closes over upper bb,over low ma and does the opposite when buying. I know it's crowded but still tring to learn what to do ^^ I welcome any suggestions to improve. It works better with shorts for now. Don't buy with this !! You might lose big !
Pine Script™ strategy
by lepstick
5
Patient Trendfollower (7)(alpha) Backtesting AlgorithmThis is an alpha version of backtesting algorithm for my Patient Trendfollower (7) strategy. It can help you adapt the indicator to other charts than EURUSD. Please bear in mind that price action, volume profiles and supzistences are a catalyst for successful trading, not an indicator. You can get significantly better results if you use these things in your trading and use Trendfollower only as a secondary tool. Patient Trendfollower Indicator Thanks belongs to @everget and Satik FX, their contributions are highlighted on an indicator page.
Pine Script™ strategy
by OrcChieftain
2
FRAMA - Supertrend strategyFRAMA Strategy I found this strategy on internet, in a well-known forex forum. I have translated the two indicators mentioned in that strategy (originally in mq4) in pine script. Thanks to Fractured and Shizaru for the FRAMA snippets, to mejialucas for Supertrend snippet, to JayRogers for trade management snippet and to Trost for backtesting snippet. I also added some code to have FRAME with a deiiferent timeframe Indicators set-up: FRAMA period 24 (it was originally 25 but it's better to use an even number) FRAMA timefarme lower then chart timeframe (e.g. daily chart and weekly FRAMA) Supertrend indicator as it is. Of course, it is better to adapt above setting to traded instrument. Long/Buy rules: 1 - Enter at crossover between FRAMA and its signal 2 - Option to filter entries based on supertrend signal 3 - Exit when Supertrend change direction; 4 - Exit long when short signal occurs; Short/Sell rules: 1 - Enter at crossunder between FRAMA and its signal 2 - Option to filter entries based on supertrend signal 3 - Exit when Supertrend change direction; 4 - Exit short when long signal occurs; VERY IMPORTANT NOTE: this is a trend following strategy, so the target is to stay in the trade as much as possible (drawdown my be high). If your trading style is more focused on scalping and/or pullbaks, this strategy is not for you. Credits to who developed this startegy (google it). Thanks to all pinescripters mentined in the code for their snippets. I have also a study with alerts. Please use comment section for any feedback or contact me if you need support.
Pine Script™ strategy
by 03.freeman
11
RSI and Smoothed RSI Bull Div Strategy [BigBitsIO]This strategy focuses on finding a low RSI value, then targeting a low Smoothed RSI value while the price is below the low RSI in the lookback period to trigger a buy signal. Features Take Profit, Stop Loss, and Plot Target inputs. As well as many inputs to manage how the RSI and Smoothed RSI are configured within the strategy. Explanation of all the inputs Take Profit %: % change in price from position entry where strategy takes profit Stop Loss %: % change in price from position entry where strategy stops losses RSI Lookback Period: # of candles used to calculate RSI Buy Below Lowest Low In RSI Divergence Lookback Target %: % change in price from lowest RSI candle in divergence lookback if set Source of Buy Below Target Price: Source of price (close, open, high, low, etc..) used to calculated buy below % Smoothed RSI Lookback Period: # of candles used to calculate RSI RSI Currently Below: Value the current RSI must be below to trigger a buy RSI Divergence Lookback Period: # of candles used to lookback for lowest RSI in the divergence lookback period RSI Lowest In Divergence Lookback Currently Below: Require the lowest RSI in the divergence lookback to be below this value RSI Sell Above: If take profit or stop loss is not hit, the position will sell when RSI rises above this value Minimum SRSI Downtrend Length: Require that the downtrend length of the SRSI be this value or higher to trigger a buy Smoothed RSI Currently Below: Value the current SRSI must be below to trigger a buy
Pine Script™ strategy
by BigBitsIO
4
GMS: Moving Average Crossover StrategyThis is a moving average crossover system built the way I would want it to be. - The moving averages included are SMA, EMA, WMA, VWMA. - You can select either for the first moving average or the second moving average. - You can also select to see the Long trades, Short trades, or both at the same time. - There is also a simple moving average trend filter. When this is selected, it only applies to the entries of a trade and not the exit. There are situations where the entry is above the trend filter and the exit is below. The source code should be open so feel free to adapt it, make it more efficient, or take some part for your own project! I hope it helps, Andre
Pine Script™ strategy
by GlobalMarketSignals
3
WMA + MACD strategy with trailing stopHi! That's my first strategy. I already learn pine, so i will work on it more. Now i search how to make trailing stop working. "WMA + MACD strategy with traiing stop" is very simple strategy which is designated for stocks market. It is created only to take long positions. Buy signal is when WMA(120) is below price and macd(10,20,10) histogram is higher than 0. Position should be automaticly closed when price hits stoploss level. One transaction should be max 20% of our capital and stoploss is set 3% lower than last closing price.
Pine Script™ strategy
by heniu_1
1
GMS: RSI & ROC StrategyThis is a basic strategy like the RSI one I posted. This one adds in the Rate of Change indicator as well. You can separate the two for RSI only and ROC only. Everything else is the same as the RSI strategy. - Simple moving average trend filter. - Simple moving average trade exit. - Both long and short or each on it's own. The source code should be open if you want to see it or modify it for your own project. I hope it helps! Andre Global Market Signals
Pine Script™ strategy
by GlobalMarketSignals
GMS: RSI StrategyThis is just a basic RSI strategy that it easy to use and quite comprehensive so you can quickly test out an idea based on RSI. - I made it comprehensive in that you can select long, short, or both. - There is a simple moving average trend filter. You can filter for trades above, below, or don't include it at all. - The exit is based on a simple moving average. The source code should be open if you want to see it or modify it for your own project. I hope it helps! Andre Global Market Signals
Pine Script™ strategy
by GlobalMarketSignals
1
Combo Backtest 123 Reversal & CMOaDisparity Index 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 related CMOaDisparity Index article is copyrighted material from Stocks & Commodities Dec 2009 My strategy modification. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ strategy
by HPotter
5
ATA v4 StrategyAta strategy is include 3 different time frame = MTF 2 different moving average =MA Oversold/overbought for relative strength index =RSI Strategy exit for trailing stop loss %2 =TSL MTF like 1 day, 4h and 5 min, between 2 moving averages like fibo numbers 21 and 34. Also strategy test for oversold up to 60 and overbought under the 25 with RSI. Stratefy exit include trailing stop loss %2 persantage for max. gain. It was created by XMAXPRO. This system is open to development.
Pine Script™ strategy
by xmaxpro
8
BEST Engulfing + Breakout StrategyHello traders This is a simple algorithm for a Tradingview strategy tracking a convergence of 2 unrelated indicators. Convergence is the solution to my trading problems. It's a puzzle with infinite possibilities and only a few working combinations. Here's one that I like - Engulfing pattern - Price vs Moving average for detecting a breakout Definition Take out the notebooks :) and some coffee (good for focus). I'm bullish in coffee The engulfing pattern is a two-candle reversal pattern. The second candle completely ‘engulfs’ the real body of the first one, without regard to the length of the tail shadows. The bullish Engulfing pattern appears in a downtrend and is a combination of one red candle followed by a larger green candle The bearish Engulfing pattern appears in a downtrend and is a combination of one green candle followed by a larger red candle Example: imgur.com We're bored sir... what's the point of all this? In summary, an engulfing is a pattern to track reversals. (the whole TradingView audience stands up now giving a standing ovation) Adding the Price vs Moving average filters allows to track reversals with momentums (half of the audience collapsed because this is too awesome) Ok sir... you picked up my interest I included some cool backtest filters: - date range filtering - flexible take profit in USD value (plotted in blue) - flexible stop loss in USD value (plotted in red) All the best Dave
Pine Script™ strategy
by Daveatt
21