INVITE-ONLY SCRIPT
更新済 The Retriever
This Pine Script strategy, named "The Retriever" aims to capitalize on price dips based on the size of the candlestick body. It uses a moving average of the body size to identify potential long entry points. Here's a breakdown:
Body Size Calculation: It calculates the absolute difference between the close and open prices (body) to determine the candlestick body size.
Entry Signals:
long: A long entry signal is generated when the close price is significantly higher than the moving average of the body size (ta.sma(body, 100)) multiplied by a factor (mult). Thanks to this principle we are entering just bigger dips but just in case it is sudden movement, typically dip during bulish trend.
longExtra: A second, more aggressive long entry signal is generated when the close price is even further above the moving average (multiplied by mult * 2). This signal is very rare and it is helping to decrease entry point in case huge market dips which can occor just few times per year.
Quantity Calculation: The order quantity (qty) is dynamically calculated based on the current equity and the price range between minRange and maxRange. It aims to adjust the quantity inversely to the price range, possibly increasing the quantity when the price range is smaller. It is actually very smart in several ways:
Exit Conditions: All open positions are closed when either of these conditions is met:
The last candle is green (close is lower than open). There is also minProfit param defined which is set to 0 so it means that our position has to be in profit. So we are never closing in loss. We have to differentiate here between order and position. Order can be in loss but overal position has to be always in profit.
Body Size Calculation: It calculates the absolute difference between the close and open prices (body) to determine the candlestick body size.
Entry Signals:
long: A long entry signal is generated when the close price is significantly higher than the moving average of the body size (ta.sma(body, 100)) multiplied by a factor (mult). Thanks to this principle we are entering just bigger dips but just in case it is sudden movement, typically dip during bulish trend.
longExtra: A second, more aggressive long entry signal is generated when the close price is even further above the moving average (multiplied by mult * 2). This signal is very rare and it is helping to decrease entry point in case huge market dips which can occor just few times per year.
Quantity Calculation: The order quantity (qty) is dynamically calculated based on the current equity and the price range between minRange and maxRange. It aims to adjust the quantity inversely to the price range, possibly increasing the quantity when the price range is smaller. It is actually very smart in several ways:
- it is making bigger trades when market price is low (closer to manually defined minRange) and vice versa making smaller trades when market is close to maxRange
- trade size is calculated based on current equity so it allows to use compound interest effect
- as there is no SL in this strategy trade size is calculated to be max around 50-60% drawdown based on backtested results so it can survive 80-90% market drawdowns (entry point is after huge dip)
Exit Conditions: All open positions are closed when either of these conditions is met:
The last candle is green (close is lower than open). There is also minProfit param defined which is set to 0 so it means that our position has to be in profit. So we are never closing in loss. We have to differentiate here between order and position. Order can be in loss but overal position has to be always in profit.
リリースノート
New version released. It is newly integrating long term trades on EMA cross. The % of profitable trades is decreased but strategy can gain from long trends now.招待専用スクリプト
このスクリプトは作者が承認したユーザーのみアクセス可能です。使用するにはアクセス申請をして許可を得る必要があります。通常は支払い後に承認されます。詳細は下記の作者の指示に従うか、LukasNovakに直接お問い合わせください。
TradingViewは、作者を完全に信頼し、スクリプトの動作を理解していない限り、有料スクリプトの購入・使用を推奨しません。コミュニティスクリプトには無料のオープンソースの代替が多数あります。
作者の指示
Write me a DM and I can help you to set up this strategy using Binance exchange API.
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。
招待専用スクリプト
このスクリプトは作者が承認したユーザーのみアクセス可能です。使用するにはアクセス申請をして許可を得る必要があります。通常は支払い後に承認されます。詳細は下記の作者の指示に従うか、LukasNovakに直接お問い合わせください。
TradingViewは、作者を完全に信頼し、スクリプトの動作を理解していない限り、有料スクリプトの購入・使用を推奨しません。コミュニティスクリプトには無料のオープンソースの代替が多数あります。
作者の指示
Write me a DM and I can help you to set up this strategy using Binance exchange API.
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。