TradingView
roses27
2021年3月2日午後12時54分

Open Close Cross Strategy plus Explorer 

Ethereum / TetherUSBinance

詳細

Open Close Cross Strategy plus Explorer
V 1.0
There is a code that can control sensitivity. try to change 'ATR Multiplier' menu
There is a code for prevent 'repaint'. If you want it check 'Forces Non-Repainting' menu

thanks to
PMax Explorer STRATEGY & SCREENER KivancOzbilgic
Open Close Cross Strategy R5 revised by JustUncleL JustUncleL

リリースノート

Open Close Cross Strategy plus Explorer V 1.01
1. Explorer code error correction
2. Change menu order

リリースノート

Open Close Cross Strategy plus Explorer 1.04

1. remove 'Use Alternate Resolution?' menu

2. change 'Multiplier for Alternate Resolution('1' is original = screen resolution)' menu

3. change 'Forces to Non-Repainting' [0, '1', 2]
0 : Repainting allowed. - Quick responsiveness. you can respond to a tick. You can get a lot of signals.

1 : If 'Multiplier for Alternate Resolution' is '5' Repainting can occur 5 times or 0 times in one cycle
- Quick responsiveness and Relatively safe to use.

2 : Repainting is not allowed but you will wait for one cycle to see result.
If 'Screen resolution = 5 min' * 'Multiplier for Alternate Resolution = 5' You should wait 25 min.
- Slow responsiveness and you can lose your chance 'in' and 'out'.

4. clear up the coding


Real-time bar VS History bar

The difference between real-time and historical bar calculations

If you set 'Multiplier for Alternate Resolution' to '5' in historical bar
The signal is located at the beginning of the cycle.

If you set 'Multiplier for Alternate Resolution' to '5' in real-time bar
The signal is located at where the signal came from.

It is not Repainting.
This is how 'tradingview' deals with data.

リリースノート

Open Close Cross Strategy plus Explorer V 1.06

1. Explorer bugs fixed.

リリースノート

Open Close Cross Strategy plus Explorer V 1.1

1. add profit% : Profit fluctuations since signal generated until now.

2. add Profit change rate : 100 * Profit fluctuations% / min

3. change some code to to make it short.

リリースノート

Open Close Cross Strategy plus Explorer V 1.12

1. Remove Dealer Code from Screen Output

2. more input for Coins and Stocks

リリースノート

Open Close Cross Strategy plus Explorer V 1.14

1. Remove "Change ATR Calculation Method sma(tr)->atr?"

2. Add 'bars' at screen output. It can be compared to the information in the strategy test window.
'bars' indicates how many 'bars' have passed since the signal occurred.

リリースノート

Open Close Cross Strategy plus Explorer V 1.16

1. Correcting repainting defense algorithm error. thanks @dARgible

リリースノート

Open Close Cross Strategy plus Explorer V 1.18

1. The default value of the stock item is blank.

2. The screen label corrected an error that does not show the front digit when the fluctuation width is over 100%.

3. I have put in a notification message to facilitate the modification of the source code.

リリースノート


Open Close Cross Strategy plus Explorer V 1.2

1. Add Sorting Function "Label Sort by: ", options=["Profit", "CgRate", "None"]

2. Label Text Alignment

3. Speed up

リリースノート

Open Close Cross Strategy plus Explorer V 1.22

1. Menu changed

2. Label Text Alignment

3. Display Sorting Function by under line at Label

Profit%, 'CgRate'
--------

リリースノート

Open Close Cross Strategy plus Explorer 1.24

1. Label Text Alignment

2. Slightly changed historical bar calculations.

3. Slightly changed trend data calculations.

リリースノート

Open Close Cross Strategy plus Explorer V 1.26

1. add 'Remove Currency Display' menu

リリースノート

Open Close Cross Strategy plus Explorer V 1.28

1. Correct errors in 'String Manipulation'

リリースノート

Open Close Cross Strategy plus Explorer V 1.30

1. Tradingview data structure has changed. And 'f_security' function changed

2. Change 'Label Position y-axis(ohlc4[1] * %/100)' menu. See tooltips

2, Add tooltips.

リリースノート

Open Close Cross Strategy plus Explorer V 1.31

1. add 'process_orders_on_close = true' option for a quick decision

2. "Forces to Non-Repainting", options=[0,1,2] revived
I don't know if the real-time data from the source[0] is blocked only free users.
Free users will be provided with data that has been closed past the timeframe.period..
I don't understand the situation of paid users.

I'll leave it up to the user's choice.

If real-time data is blocked for all users, selecting '1" results in twice the delay of the 'timeframe.period'.


3. Before using this strategy.

In Strategy Tester window

Net Profit : as high as possible
Total Closed Trades : as little as possible
Percent Profitable : as high as possible
Profit Factor : as high as possible
Avg Trade : as high as possible. 1.1 percent this is not acceptable.
Avg # Bars in Trades : lager than 4 * (Multiplier for Alternate Resolution)
~10 Bars such things are not good to acceptable.

I saw a video of denigrating the algorithm by setting the 'Avg # Bars in Trades' to 2.

リリースノート

Open Close Cross Strategy plus Explorer V 1.32

Tradingview data structure has NOT changed.
My mistake.

1. set 'calc_on_every_tick=true'
Label data is updated in real time.

2. The code went back to the old days.

リリースノート

Open Close Cross Strategy plus Explorer V 1.34

1. Corrects errors that do not reflect 'Forces to Non-Repainting' menu changes in backtesting.

リリースノート

Open Close Cross Strategy plus Explorer V 1.36

1. Fixed an error with multiple id00s visible.

リリースノート

Open Close Cross Strategy plus Explorer V 1.38

1. When using strategy on a mobile phone, with 'calc_on_every_tick=true' the program will stops.
Default value is false.

2. OCCmax function slightly changed

リリースノート

Open Close Cross Strategy plus Explorer V 1.4

1. V 1.36, V 1.38 has sorting error. corrected

リリースノート

Open Close Cross Strategy plus Explorer V 1.42

1. clear up the coding

リリースノート

Open Close Cross Strategy plus Explorer V 1.421

1. Fix errors in long-term resolution calculations

リリースノート

Open Close Cross Strategy plus Explorer V 1.43

1. Error corrected ALMA, LSMA

2. If you feel the strategy is slow, modify the code and use it.

////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////
// //
// If you don't want a [screen label], comment or delete the line below all. //
// //
//////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

リリースノート

Open Close Cross Strategy plus Explorer V 1.431

0. for Fix Release Note Error

1. Error corrected ALMA, LSMA

2. If you feel the strategy is slow, modify the code and use it.

////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////
// //
// If you don't want a 'screen label', comment or delete the line below all. //
// //
//////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

リリースノート

Open Close Cross Strategy plus Explorer V 1.44

1. Error corrected ALMA, LSMA

2. Before applying this strategy to your actual investment, please go through a lot of simulations.

3. 'Forces To Non-Repainting' options '0' and '1' must have repainting.

4. The information displayed on the label contains at least as many delays as 'Alternate Resolution'.

リリースノート


Open Close Cross Strategy plus Explorer V 1.46

1. Add 'Trail stop loss prices %'

リリースノート

Open Close Cross Strategy plus Explorer V 1.462

1. Allow empty space in the 'Remove Currency Display' menu

リリースノート

Open Close Cross Strategy plus Explorer V 1.464

1. Slightly modified the'OCCmax' function.
コメント
AdamZurich
The strategy itself is very cool and I sincerely admire your work and the beauty that came out in the end.
roses27
@AdamZurich, thank you.
xuppra
Hi @roses27,
I keep an eye on your strategy since few weeks and i would like to know what kind of result do you get on live trading ?
Because result on backtest are a bit unrealistic (1600% perf in 9 days on BNBperp, might be linked to repaint previous data )
Do you think it is possible to have an additionnal setting to set the number of symbol in the screener label ?
Thx anyway :)
roses27
@xuppra, If you don't like too much profit, change the menu setting.
Menu>Properties>Order Size>100000 USD
It means that you only spend 100,000 dollars on investment every time.

The initial setting involves investing 100% of the capital and reinvesting all the profits from the investment.

But if you feel that you're making too much profit, you should pay 1% commission.
Menu>Properties>Commission 1%

And read 'March 4th Release Notes'
nrrd4life
@roses27, Do you have this as a script?
this is very interesting... I'd love to see it close when the green turns to yellow.
thomaschiarenza232
I am trying the strategy on the DE30 (timeframe 1m and 5m) but I notice that when I reload the page some signals change, can you tell me why? thank you
roses27
@thomaschiarenza232, read Help Center•Pine Script•Script or strategy makes incorrect calculations•Script or strategy gives different results after refreshing the page (repainting)
thomaschiarenza232
@roses27,sorry, i didn't understand what should i do? how can i solve the problem?
roses27
@thomaschiarenza232, . read tradingview > Help Center•Pine Script•Script or strategy makes incorrect calculations•Script or strategy gives different results after refreshing the page (repainting)
sandytutun
The strategy looks good to me. How to use the explorer feature of the strategy? does it similar to the Amibroker exploration deature?
詳細