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Trend Analysis

Combo Backtest 123 Reversal & Finite Volume Elements (FVE) 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 FVE is a pure volume indicator. Unlike most of the other indicators (except OBV), price change doesn?t come into the equation for the FVE (price is not multiplied by volume), but is only used to determine whether money is flowing in or out of the stock. This is contrary to the current trend in the design of modern money flow indicators. The author decided against a price-volume indicator for the following reasons: - A pure volume indicator has more power to contradict. - The number of buyers or sellers (which is assessed by volume) will be the same, regardless of the price fluctuation. - Price-volume indicators tend to spike excessively at breakouts or breakdowns. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ strategy
by HPotter
VFI strategy [based on VFI indicator published by UTS]This strategy is based on VFI indicator published by UTS. for the strategy purpose , I have added buy line and sell line to the indicator and tested SPY stock/index on one hour chart BUY RULE ========== 1. EMA 50 is above EMA 200 2. vfi line is pulled down and crossing above -4 EXIT RULE ========== 1. when vfi line crossing down 5 STOP LOSS ========= 1. default stop loss is set to 5% ALL the above values (Buy Line , Sell line and Stop Loss ) can be modified in settings window Notes : more details of VFI indicator can be found at mkatsanos.com and precisiontradingsystems.com Warning: for educational purposes only
Pine Script™ strategy
by mohanee
2
Candle checker for long/short for scalping/day tradingHey. This strategy is still in working. For it I check a x amount of candles in the past if they been for example all red/green in row, and based on that I enter. For example candle 7 < candle 6 .... candle 3 < candle 2 .... candle 1 < candle current for long and viceversa for short. After that,once the trade is initiated, I exit based on 2 possibilities : candle color is different than the color of candle when entry, or based tp/sl. Let me know what you think of it. I will try to make the process to calculate automatically and input the number of candles to check like 5-10-15 and so on.
Pine Script™ strategy
by SoftKill21
Grid System With Fake MartingaleThe proposed strategy is based on a grid system with a money management that tries to replicate the effect of a martingale without having to double your position size after each loss, hence the name "fake martingale". Note that a balance using this strategy is still subject to exponential decay, the risk is not minimized, as such, it would be dangerous to use this strategy. For more information on the martingale and grid systems see: Strategy Settings Point determines the "grid" size and should be adjusted accordingly to the scale of the security you are applying the strategy to. Higher value would require larger price movements in order to trigger a trade, generating fewer trades as a result. The order size determines the number of contracts/shares to purchase. The martingale multiplier determines the factor by which the position size is multiplied after a loss, using values higher to 2 will "squarify" your balance, while a value of 1 would use a constant position sizing. Finally, the anti-martingale parameter determines whether the strategy uses a reverse martingale or not, if set to true then the position size is multiplied after each win. How It Works Let's illustrate how we replicate a martingale without doubling our exposure with a simple casino example. Imagine you are playing roulette, and that you are betting on colors (black/red), your payout is 1 to 1, in the case you win, you will have your initial stake back plus a profit equal to your initial stake. If your strategy is to recover any previous losses, you can double your stake each time you lose, once you win you will get back the previous losses plus a profit equal to your original stake, this is the martingale system. So how can we win back previous losses without having to double our stake? We could do that by doubling the payout ratio after a loss, so after a loss, we must use a payout ratio of 2:1, if we lose once again we must use a payout of 4:1...etc, our payout ratio would be subject to exponential growth instead of our stake. Of course, the payout ratio is fixed with casino games, but in trading, we can manipulate the position of our take profit in order to replicate such effect, this is what this strategy is doing. So after a loss, we place our take profit such that a win recover our losses back plus generate a profit. Advantages The advantage of this approach is that unlike the martingale we don't double our position size, which instead can remain constant, this is a huge advantage as a martingale will require a significant capital in order to tank a series of losses. Disadvantages The main disadvantage of this method is that the price might never reach our take profit after a long losing streak, our balance would remain in the red and we couldn't do anything about it except reset the strategy. Frictional costs are still a disadvantage, as such, we would need to place our take profits in order to account for them, while this is still better than purchasing additional shares, it minimizes the chances of the price reaching the take profit. Conclusions An alternative money management system replicating the effect of a martingale as been presented, we can see that such a system is far from being perfect, and it would be foolish to use it, however, it stills offer a convenient alternative to less aggressive progressive position sizing systems. I have been receiving some messages from users criticizing me for exposing the martingale money management system, and I understand why but I can't agree, talking about it allow me to warn users against it, the grid-martingale methodology is will create more harm than anything else, the reward is only one side of the story and should always be compared against the risk, so always take a look at all the statics in a backtest. Thanks for reading! Shout-Out This post was made possible thanks to my patrons: @Happymono, @AmariMars, @kkhaial, @Nugehe, @LucF, @Nosmok, @iflostio, @DankBeans, @ecletv, @Neverstorm, @alex.crown.jr, @uk503, @xkingshotss, @vsov, @jbelka, @yatrader2, @hughza, @ganh
Pine Script™ strategy
by alexgrover
9
BV's ICHIMOKU CLOUD - All Signalshello traders, With this script you will be able to test the different signals offered by the ichimoku cloud system. Crossover Tenkan Kijun Crossover Tenkan Kijun above Kumo Crossover Price Kijun Crossover Price Kijun above Kumo Crossover Price Tenkan Crossover Prince Tenkan aboce Kumo Crossover price Kumo Kumo Color Change Remember to check the JPYPAIR checkbox if you test a JPY/xxx pair, this will adjust the stop loss and take profit calculation. You can also adjust the TP and SL values in the parameters to change their ratio. I had good results in 1.5:1 with the : SL = 2.25 x ATR(14) TP = 1.5 x ATR(14) At your tests, don't hesitate to share your results.
Pine Script™ strategy
by BVTradingJournal
2
QuantNomad - Heikin-Ashi PSAR StrategyContinue experimenting with different combinations of strategies. Here is the PSAR Strategy calculated based on HA candles. HA is already calculated inside the script, do not apply it to HA candles. Strategy is calculated based on 25% equity invested with 0.1% commission. #################### 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 good as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script™ strategy
by QuantNomad
21
Trend trader StrategyFirst I would like to thank to @JustUncleL since this strategy started from one of his scalper strategies This strategy can be adapted to all time charts . First it has the session where we want to trade, for this example I choosed the EURUSD so I only take in consideration london/neywork session. Its made from 3 EMA : normal slow ultra slow It has has the capacity to use HA candles into consideration if its needed. At the same time we have a price channel made from faster MAs, that act like a bollinger band . Together with all of them, we establish which trend we have if its uptrend or downtrend Then we check the candles if they are below or above the MA , and based on the condition if they crossed recently we can suggest if its a buy or a long condition At the same time we have 2 options of stop conditions: Through a trailing stop made from ATR or % based And second, a SL/TP made from pip points or % based. For this example I used % based. Let me know what you think about it, and if you found some nice settings for it. So far I only adapted to EURUSD 1 min time.
Pine Script™ strategy
by SoftKill21
Donchian Channel Strategy [for free bot] I present to you a script for testing the Donchian channel breakout strategy for the Binance_exchange. This strategy is trending, and is especially effective for trading cryptocurrency futures. This strategy is very flexible, and you can configure virtually all possible parameters, moreover, separately for longs and separately for shorts. In the script, you can configure the parameters of the channel for entry and exit, the exit method, enable or disable purchases / sales, specify take profit and stop loss, and more. On the example of optimization, only 20% of the deposit is used. This is done for diversification, since there are 37 contracts on binance_futures (at the time of writing the script description). That is, by optimizing the parameters for different currencies, you can very well reduce risks. Представляю Вам скрипт для тестирования стратегии пробоя канала Дончиана для биржи Бинанс. Данная стратегия относится к трендовым, и особенно эффективная на торговли криптовалютных фьючерсов. Данная стратегия очень гибкая, и можно настроить фактически все возможные параметры, при чем, отдельно для покупок и отдельно для продаж. В скрипте можно настроить параметры канала на вход и на выход, метод выхода, разрешить или запретить покупки/проаджи, указать тейк-профит и стоп-лосс и другое. На примере оптимизации используется всего 20% от депозита. Это сделано для диверсификации, так как на фьючерсах бинансе присутсвует 37 контрактов (на момент написания описания скрипта). Т.е., оптимизировав параметры под разные валюты, можно очень хорошо снизить риски.
Pine Script™ strategy
by AlgoTrading_CC
19
Grab Trading SystemHello All, This is "Grab Trading System" script defined in the book "Trend Following" by Michael W. Covel. also named as "Two-box system". I made small changes and I guess that it can be improved more. The definition: Far box defines major trend; system trades only in same direction as major trend, meanwhile fading the signals of near box. Last trade in each trend exits at break of far box - at the same time as the trend reverses. All trades, except the last in the trend, use a limit order, as they are fading the near box. The last trade exits on a stop, as the trend changes. As you can see there is Longterm Period and Shortterm Period in the indicator options. Longterm period is used for major trend and shortterm period is used to take position according to major trend. in my test I got better performance in small time frames. you need to set longterm/shortterm periods by your trading strategies. Enjoy!
Pine Script™ strategy
by LonesomeTheBlue
28
Low Scanner strategy cryptoThis is the last script of the Low scanner series I have shown in script 1 the best strategy for stocks on 1 hour script for forex 1 hour (if you look on comments you will find settings which are perfect for low TF (1 min system ) This strategy is the perfect weapen for crypto no repaint as I shown the scanner do not use security this system will buy and sell about every 1000 min in the end you will getyour profit which is progressive set to 1,2,3, and 5 % where each time you take 25% of equaty out as I shown before the power of the progresive take and my scanner make it best the scnner serach for low point using my special RSI system with no repaint MTF every time we get our profit out the scanner will find us new low to start cycle again so invite me for coffe if you like this system thanks to TV that allow donation:) so this is example of smart strategy that beat the odds try on major crypto assets (it nice system ) without the script of adolgov this system was not possible so I would like to thank him very much that he share with us his great script
Pine Script™ strategy
by RafaelZioni
20
Low Scanner Forex strategyThis strategy is non repainting as the scanner do not use security for its entry and the Hull MTF is non repainted one. it design for forex only why it working as such ? simple once we have good detection of Low using Low scanner and Low scaner strategy which is a killer for stoks as I shown in that script here i show winning non repainting strategy for Forex why it working perfect? if the Low entry is good. the market go up or down but eventualy by using step wise profit take out as shown by adolgov then you will win most of time . This is example how I use my script with adolgov script to create this strategy it not pyramiding as in pyramiding we buy and buy and buy. here the entry is fix but exit is progressive,0.5% -1% 1.5% ,2% at 25% equaty each. the market go up or down we just take ourt profit out. so if you use leverage in forex the win % will be crazy. but you must to apply this only to asstes where this strategy is working like EURO/USD the dat here is from 2017 t0 2018 ,if you want the last data which show the same put in test year 2019 as start This script is for forex lovers as teaching how to create winning non repainting strategy if you want to invite to coffe be free to do so let me know what you think
Pine Script™ strategy
by RafaelZioni
22
Low Scanner strategyThis is the strategy I made using low scanner there is no repaint as there is no security at all the exit is by using multiple exit point by equity shown in the script of adolgov so you can set the low low scanner to any position you want by no security MTF (look on the study for detail about it) the exit you set acording to % and the equity as suggested by adolgov this scripyt is free you can make the exit diiferent it just example how to create better non repainting strategies with MTF look on the same setting on stocks just 1 hour candle look very nice there:)
Pine Script™ strategy
by RafaelZioni
11
Channel Break [for free bot]I present to you a script for testing the channel breakout strategy for the Bitmex exchange. Cryptocurrency itself is a trending tool, which is why breakout strategies generate the largest profits, and the channel breakout strategy is one of the most effective trend strategies. The optimization result shows the result of trading on a volume of 20% of the deposit. But since Bitmex trades in futures contracts, you can use 50%, 100% and even much more, depending on your attitude to risk. At the time of publication on the Bitmex exchange there are 12 different contracts, i.e. You can diversify your trading well (by pre-optimizing the settings for each contract). In the script, you can set up many trading options - timeframe, periods for buying and selling, method of exiting a trade, stop loss, take profit, risk management, etc. Thus, you create a strategy "for yourself". Представляю Вам скрипт для тестирования стратегии пробоя канала для биржи Битмекс. Криптовалюта, сама по себе является трендовым инструментом, именно поэтому, пробойные стратегии генерируют самую большую прибыль, а стратегия пробоя канала – является одной из самых эффективных трендовых стратегий. На результате оптимизации показан результат торговли на объеме в 20% от депозита. Но так как на Битмекс торговля идет фьючерсными контрактами, Вы можете использовать 50%, 100% и даже намного больше, в зависимости от Вашего отношения к риску. На момент публикации на бирже Битмекс есть 12 разных контрактов, т.е. Вы можете хороши диверсифицировать свою торговлю (предварительно оптимизируя настройки по каждый контракт). В скрипте Вы можете настроить множество вариантов торговли - таймфрейм, периоды для покупки и продажи, метод выхода из сделки, стоп-лосс, тейк-профит, рискменеджмент и т.п. Таким образом Вы создаете стратегию "под себя".
Pine Script™ strategy
by AlgoTrading_CC
2
Combo Backtest 123 Reversal & Extracting The Trend 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 Extracting The Trend The related article is copyrighted material from Stocks & Commodities Mar 2010 WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ strategy
by HPotter
2
Power X Strategy Back-testThis script back-test the Power X Strategy developed by Markus Heitkoetter and Rockwell Trading. For more detail about the strategy, please refer to "The PowerX Strategy: How to Trade Stocks and Options in Only 15 Minutes a Day" written by Markus Heitkoetter. Note that this script is not publish, develop or maintain by Rockwell Trading, and may have different results. Rockwell Trading has a powerful software called Power X Optimizer, which scan, back-test and optimize the best stock for the strategy. The Power X Strategy uses RSI , Slow Stochastic and MACD indicators under the hood. When RSI and slow Stochastic are both greater than 50 and MACD crosses up the signal line, it marks as up-trend. If RSI and slow stochastic are both less than 50 and MACD crosses down the signal line, it marks as down-trend. Other are mark as no trend. This back-test makes a long entry with an up-trend momentum and short entry with down-trend momentum. Trade is exited when profit target or stop lose is reach. Profit target and stop lose is calculated based on 7 days Average Daily Range (ADR). If the either of the momentum is lost, trade is exited the next day. It also skips the entire month of March 2020, since the market crash and is not in a normal market condition for the strategy.
Pine Script™ strategy
by therealhaolu
31
Combo Backtest 123 Reversal & Ergodic TSI 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 r - Length of first EMA smoothing of 1 day momentum 4 s - Length of second EMA smoothing of 1 day smoothing 8 u- Length of third EMA smoothing of 1 day momentum 6 Length of EMA signal line 3 Source of Ergotic TSI Close This is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ strategy
by HPotter
1
Combo Backtest 123 Reversal & Ergodic MDI 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 is one of the techniques described by William Blau in his book "Momentum, Direction and Divergence" (1995). If you like to learn more, we advise you to read this book. His book focuses on three key aspects of trading: momentum, direction and divergence. Blau, who was an electrical engineer before becoming a trader, thoroughly examines the relationship between price and momentum in step-by-step examples. From this grounding, he then looks at the deficiencies in other oscillators and introduces some innovative techniques, including a fresh twist on Stochastics. On directional issues, he analyzes the intricacies of ADX and offers a unique approach to help define trending and non-trending periods. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script™ strategy
by HPotter
6