OPEN-SOURCE SCRIPT
更新済 DCA, Support and Resistance with RSI and Trend Filter
This script is based on
tradingview.com/v/8avMvSbe/ script from Kieranj with added pyramiding and DCA
The buy condition (buyCondition) is triggered when the RSI crosses above the oversold threshold (ta.crossover(rsi, oversoldThreshold)), the trend filter confirms an uptrend (isUptrend is true), and the close price is greater than or equal to the support level (close >= supportLevel).
The partial sell condition (sellCondition) is triggered when the RSI crosses below the overbought threshold (ta.crossunder(rsi, overboughtThreshold)) and profit goal is reached, the trend filter confirms a downtrend (isUptrend is false), and the close price is less than or equal to the resistance level (close <= resistanceLevel).
Full sell will be triggered if trend is broken and profit goal is reached
With this implementation, the signals will only be generated in the direction of the trend on the 4-hour timeframe. The trend is considered up when the 50-period SMA is below the 200-period SMA (ta.sma(trendFilterSource, 50) < ta.sma(trendFilterSource, 200)).
Pyramiding should be activated, values like 100, so every DCA step should be around 1%
i have best results on 5 min charts
tradingview.com/v/8avMvSbe/ script from Kieranj with added pyramiding and DCA
The buy condition (buyCondition) is triggered when the RSI crosses above the oversold threshold (ta.crossover(rsi, oversoldThreshold)), the trend filter confirms an uptrend (isUptrend is true), and the close price is greater than or equal to the support level (close >= supportLevel).
The partial sell condition (sellCondition) is triggered when the RSI crosses below the overbought threshold (ta.crossunder(rsi, overboughtThreshold)) and profit goal is reached, the trend filter confirms a downtrend (isUptrend is false), and the close price is less than or equal to the resistance level (close <= resistanceLevel).
Full sell will be triggered if trend is broken and profit goal is reached
With this implementation, the signals will only be generated in the direction of the trend on the 4-hour timeframe. The trend is considered up when the 50-period SMA is below the 200-period SMA (ta.sma(trendFilterSource, 50) < ta.sma(trendFilterSource, 200)).
Pyramiding should be activated, values like 100, so every DCA step should be around 1%
i have best results on 5 min charts
リリースノート
-Added Wavetrend as additional indicator for buying/selling-Set all default parameters same as i doing backtests.
-other small fixes
リリースノート
Added new option:Using g trend as trend filter module:
tradingview.com/v/utIrJYJS/
thanks LUIS_GANDARA_G_TREND
リリースノート
- Added MCAD as trend indicator- Reworked multi time frames :
The strategy working now on 3 time frames
1. Time frame where buy/sell signals on base of Wavetrend(default is on) and RSI are triggered. I'm using 5 min.
2-3. Slow and fast trend time frames. Signals from time frame 1 are ignored if on this time frames RSI or Trend (MCAD or G trend) conditions are not meet. I'm using 15 min and 4 hours.
リリースノート
- in previous post index was of course MACD, cant edit anymore- Added new option for cooldown between orders
- fixed several bugs, specially on short side trading
リリースノート
- added new option: based on ATR partial sells can be deactivated- updated default values
リリースノート
- Fixed repainting, needed to remove all indicators except MACD for it for now, but MACD has the best performance anywayリリースノート
-- other repainting fixリリースノート
- fix, negative numbers in % profit goals working now, maybe good in some situations.リリースノート
- new options on fast and slow filters for full sells if wrong direction, it was hard coded till now- new options for threshold entries on slow trend filter, filter is not activated till threshold amount of entries is reached
リリースノート
--Added new parameter for slow trend:"Threshold profit %", slow trend filter will be disabled if current profit bigger then this value, default -2.
リリースノート
-- fixed bug: profit and profit outside trend made exactly opposite-- added new parameter: profit on high ATR (was the same as profit outside trend before)
-- added new parameter: source, was hard coded to close before, default close
-- added better comments to chart
リリースノート
-- Added ichimoku cloud as trend filter (default will stay MACD)-- Changed default MACD source from SMA to EMA
-- Bugfix: heikinashi and MACD
リリースノート
-- added Volatility Gaussian Bands [BigBeluga] ![Volatility Gaussian Bands [BigBeluga]](https://s3.tradingview.com/z/ZRD7xSGy_mid.png)
リリースノート
-- bugfix: fixed wrong executed part. sells in today releaseリリースノート
--Added additional full sell signals on fast and slow trendsリリースノート
-- bugfix full sell repainting in rare casesリリースノート
-- other bugfixリリースノート
--bugfix: cooldown periodリリースノート
-- Fixed small bug in "Threshold entries" on slow trend, changed default value to 3リリースノート
-- bugfix: buy and sell signal on same candle(very rare case)リリースノート
-- added new option:Additional entry signal on fast trend filter, if wave trend triggered(default true)
リリースノート
-- added Schaff Trend Cycle als option-- fixed several bugs
リリースノート
--other bugfixリリースノート
-- added new panic sell mode: it reducing position on a smart way depends of settings-- changed default part. sell to 10
-- fixed bugs
リリースノート
-- small bugfixes-- changed default part sell to 20%
リリースノート
-- bugfix: multiple trend filters simultaneously possibleリリースノート
-- New Option: disable entry or close position-- Bugfix
リリースノート
-- added new option: start position size and price-- bugfix
リリースノート
-- added separated profit(full sell) setting for slow and fast trend-- added separated wavetrend settings for slow and full trend
リリースノート
-- added ADX index-- bugfixes
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オープンソーススクリプト
TradingViewの精神に則り、この作者はスクリプトのソースコードを公開しているので、その内容を理解し検証することができます。作者に感謝です！無料でお使いいただけますが、このコードを投稿に再利用する際にはハウスルールに従うものとします。
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。