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Oscillator Evaluator (Analysis tool)Oscillator Evaluator (Analysis tool) The oscillator evaluator is a tool that will help you analyse and compare the oscillator of your choice to another 2 oscillators. By selecting the strategy with which you will analyze the oscillators, you will be able to see the behaviour of the oscillators in different aspects. First there is a moving average increase or decrease strategy, that will give you a good idea of the correlation of the oscillator with the price. The second is a commom 2 MA crossover strategy, that will give you and idea of the validaty of that oscillator as a strategy or as a trend filter. The third strategy is a cross over 0 signal, that will go long on a crossover of 0 and short on a crossunder 0. This helps you see how good is the oscillator at evaluating suport and resistance areas and give you an idea of its balance. The forth strategy is a Buy/Sell on extremes of the oscillator and will let you know how good is your strategy at spotting good places to buy and sell. The fith strategy is to evaluate how goood the oscillator is as a mean reversion filter or how good it is at spotting small price changes. The sixth strategy is similar to the last but is focused on how good is the oscillator spotting good places to take profits on trending strategies. The 6 strategies in the script produce signals from the oscillator and from the oscillator only. In conclusion this tool can be used to measure your oscillator and see if it really is as good as you think in comparison to others. This script is not intended to be used as a full strategy but as a tool.
Pine Script® ストラテジー
mks17の投稿
4
Oscillator Price Divergence & Trend Strategy (DPS) // AlgoFyreThe Oscillator Price Divergence & Trend Strategy (DPS) strategy combines price divergence and trend indicators for trend trading. It uses divergence conditions to identify entry points and a trend source for directional bias. The strategy incorporates risk management through dynamic position sizing based on a fixed risk amount. It allows for both long and short positions with customizable stop-loss and take-profit levels. The script includes visualization options for entry, stop-loss, and take-profit levels, enhancing trade analysis. TABLE OF CONTENTS 🔶 ORIGINALITY 🔸Divergence-Trend Combination 🔸Dynamic Position Sizing 🔸Customizable Risk Management 🔶 FUNCTIONALITY 🔸Indicators 🞘 Trend Indicator 🞘 Oscillator Source 🔸Conditions 🞘 Long Entry 🞘 Short Entry 🞘 Take Profit 🞘 Stop Loss 🔶 INSTRUCTIONS 🔸Adding the Strategy to the Chart 🔸Configuring the Strategy 🔸Backtesting and Practice 🔸Market Awareness 🔸Visual Customization 🔶 CONCLUSION ▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅▅ 🔶 ORIGINALITY The Divergence Trend Trading with Dynamic Position Sizing strategy uniquely combines price divergence indicators with trend analysis to optimize entry and exit points. Unlike static trading strategies, it employs dynamic position sizing based on a fixed risk amount, ensuring consistent risk management. This approach allows traders to adapt to varying market conditions by adjusting position sizes according to predefined risk parameters, enhancing both flexibility and control in trading decisions. The strategy's integration of customizable stop-loss and take-profit levels further refines its risk management capabilities, making it a robust tool for both trending and volatile markets. 🔸Divergence-Trend Combination By combining trend direction with divergence conditions, the strategy enhances the accuracy of entry signals, aligning trades with prevailing market trends. 🔸Dynamic Position Sizing This strategy calculates position sizes dynamically, based on a fixed risk amount, allowing traders to maintain consistent risk exposure across trades. 🔸Customizable Risk Management Traders can set flexible risk-reward ratios and adjust stop-loss and take-profit levels, tailoring the strategy to their risk tolerance and market conditions. 🔶 FUNCTIONALITY The Divergence Trend Trading with Dynamic Position Sizing strategy leverages a combination of trend indicators and price and oscillator divergences to identify optimal trading opportunities. This strategy is designed to capitalize on medium to long-term price movements and works best on h1, h4 or D1 timeframes. It allows traders to manage risk effectively while taking advantage of both long and short positions. 🔸Indicators 🞘 Trend Indicator: A long trend is used to determine market direction, ensuring trades align with prevailing trends. Recommendation: We recommend using the Adaptive MAs (Hurst, CVaR, Fractal) // AlgoFyre indicator with the following settings for trend detection. However, you can use any trend indicator that suits your trading style, e.g. an EMA 200. 🞘 Oscillator Source: The oscillator source is used for momentum price divergence identification. Any momentum oscillator can be used, e.g. RSI, Stochastic etc. A good oscillator is the Stochastic with the following settings: 🔸Conditions 🞘 Long Entry: A long entry condition is met if price closes above the trend AND selected divergence conditions are met, e.g. regular bullish divergence with a 10 bar lookback period with the divergence being below the 50 point mean. If the info table shows all 3 columns in the same color, the entry conditions are met and a position is opened. 🞘 Short Entry: A short entry condition is met if price closes below the trend AND selected divergence conditions are met, e.g. regular bearish divergence with a 10 bar lookback period with the divergence being above the 50 point mean. 🞘 Take Profit: Take Profit is determined by the Risk to Reward Ratio settings depending on the price distance between the entry price and the stop loss price, e.g. if stop loss is 1% away from entry and Risk Reward Ratio is 3:1 then Take Profit will be set at 3% from entry. 🞘 Stop Loss: Stop loss is a fixed level away from the trend source. For long positions, stop loss is set below the trend, and for short positions, above the trend. 🔶 INSTRUCTIONS The Divergence Trend Trading with Dynamic Position Sizing strategy can be set up by adding it to your TradingView chart and configuring parameters such as the oscillator source, trend source, and risk management settings. This strategy is designed to capitalize on short-term price movements by dynamically adjusting position sizes based on predefined risk parameters. Enhance the accuracy of signals by combining this strategy with additional indicators like trend-following or momentum-based tools. Adjust settings to better manage risk and optimize entry and exit points. 🔸Adding the Strategy to the Chart: Go to your TradingView chart. Click on the "Indicators" button at the top. Search for "Divergence Trend Trading with Dynamic Position Sizing // AlgoFyre" in the indicators list. Click on the strategy to add it to your chart. 🔸Configuring the Strategy: Open the strategy settings by clicking on the gear icon next to its name on the chart. Oscillator Source: Select the source for the oscillator. An oscillator like Stochastic needs to be attached to the chart already in order to be used as an oscillator source to be selectable. Trend Source: Choose the trend source to determine market direction. A trend indicator like Adaptive MAs (Hurst, CVaR, Fractal) // AlgoFyre needs to be attached to the chart already in order to be used as a trend source to be selectable. Stop Loss Percentage: Set the stop loss distance from the trend source as a percentage. Risk/Reward Ratio: Define the desired risk/reward ratio for trades. 🔸Backtesting and Practice: Backtest the strategy on historical data to understand how it performs in various market environments. Practice using the strategy on a demo account before implementing it in live trading. 🔸Market Awareness: Keep an eye on market news and events that might cause extreme price movements. The strategy reacts to price data and might not account for news-driven events that can cause large deviations. 🔸Visual Customization Visualization Settings: Customize the display of entry price, take profit, and stop loss levels. Color Settings: Switch to the AlgoFyre theme or set custom colors for bullish, bearish, and neutral states. Table Settings: Enable or disable the information table and adjust its position. 🔶 CONCLUSION The Divergence Trend Trading with Dynamic Position Sizing strategy provides a robust framework for capitalizing on short-term market trends by combining price divergence with dynamic position sizing. This strategy leverages divergence conditions to identify entry points and utilizes a trend source for directional bias, ensuring trades align with prevailing market conditions. By incorporating dynamic position sizing based on a fixed risk amount, traders can effectively manage risk and adapt to varying market conditions. The strategy's customizable stop-loss and take-profit levels further enhance its risk management capabilities, making it a versatile tool for both trending and volatile markets. With its strategic blend of technical indicators and risk management, the Divergence Trend Trading strategy offers traders a comprehensive approach to optimizing trade execution and maximizing potential returns.
Pine Script® ストラテジー
AlgoFyreの投稿
Oscillator Based Scalping (Forex Majors)This is a scalping strategy based on oscillator divergences. Tested on ForexICE market data. Signal might appear and disappear during candle making since it is based on Moving Average and therefore acts on close, but since candle closed signal is final and does not repaint. 1M timeframes is recommended for bot trading. 5M-15M is more suitable for manual trading. Full list of tested intraday timeframes below: EUR-USD - 1M-5M-15M USD-JPY - 1M-5M GBP-USD - 1M AUD-USD - 1M-5M-15M USD-CHF - 1M-15M NZD-USD - 1M-5M-15M USD-CAD - 1M-5M There is 2 more similar trading strategies that im finishing now, 1 for BITMEX ETHUSD and XBTUSD contracts, and 1 for bitmex alts. Should be ready in a day or two. Additional notes on executing trades: -Trade should be entered as close to sell signal as possible. You can enter at market at red circle candle or at limit at top of sell signal candle. In both cases your target is red Moving Average and entering at market just makes overall R/R for a trade is lower yet limit order might not always get filled. -This strategy doesnt have a defined stop loss by itself, but your target is a moving average and 1-1 risk reward should be enough. Although the win rate is much higher than 50% so you can be less greedy if you feel like playing it safer. -Strategy itself uses pyramiding, so i would recommend averaging up if you get 2-3 consecutive sell signals above moving average. -It is assumed that you have OANDA spread rates or better. -- Free trial for 24 hours. Contact me here or at twitter.com --
Pine Script® ストラテジー
five_min_cahrtsの投稿
4
Custom Signal Oscillator StrategyThe CSO is made to help traders easily test their theories by subtracting the difference between two customizable plots(indicators) without having to search for strategies. The general purpose is to provide a tool to users without coding knowledge. How to use : Apply the indicator(s) to test Go to the CSO strategy input settings and select the desired plots from the added indicators. (The back test will enter long or short depending on the fast signal crosses on the slow signal) Pull up the strategy tester Adjust the input settings on the selected indicator(s) to back test For example, the published strategy is using the basis lines from two Donchian channels with varying length. This can be utilized with multiple overlays on the chart and oscillators that are operating on the same scale with each other. Since chart glows aren't extremely common, a glow option is included to stand out on the chart as the chain operator. A long only option for is also included for versatility.
Pine Script® ストラテジー
NantzOSの投稿
Fine-tune Inputs: Fourier Smoothed Volume zone oscillator WFSVZ0Use this Strategy to Fine-tune inputs for the (W&)FSVZ0 Indicator. Strategy allows you to fine-tune the indicator for 1 TimeFrame at a time; cross Timeframe Input fine-tuning is done manually after exporting the chart data. I suggest using "Close all" input False when fine-tuning Inputs for 1 TimeFrame. When you export data to Excel/Numbers/GSheets I suggest using "Close all" input as True, except for the lowest TimeFrame. MEANINGFUL DESCRIPTION: The Volume Zone oscillator breaks up volume activity into positive and negative categories. It is positive when the current closing price is greater than the prior closing price and negative when it's lower than the prior closing price. The resulting curve plots through relative percentage levels that yield a series of buy and sell signals, depending on level and indicator direction. The Wavelet & Fourier Smoothed Volume Zone Oscillator (W&)FSVZO is a refined version of the Volume Zone Oscillator, enhanced by the implementation of the Discrete Fourier Transform . Its primary function is to streamline price data and diminish market noise, thus offering a clearer and more precise reflection of price trends. By combining the Wavalet and Fourier aproximation with Ehler's white noise histogram, users gain a comprehensive perspective on volume-related market conditions. HOW TO USE THE INDICATOR: The default period is 2 but can be adjusted after backtesting. (I suggest 5 VZO length and NoiceR max length 8 as-well) The VZO points to a positive trend when it is rising above the 0% level, and a negative trend when it is falling below the 0% level. 0% level can be adjusted in setting by adjusting VzoDifference. Oscillations rising below 0% level or falling above 0% level result in a natural trend. HOW TO USE THE STRATEGY: Here you fine-tune the inputs until you find a combination that works well on all Timeframes you will use when creating your Automated Trade Algorithmic Strategy. I suggest 4h, 12h, 1D, 2D, 3D, 4D, 5D, 6D, W and M. When I ndicator/Strategy returns 0 or natural trend , Strategy Closes All it's positions. ORIGINALITY & USFULLNESS: Personal combination of Fourier and Wavalet aproximation of a price which results in less noise Volume Zone Oscillator. The Wavelet Transform is a powerful mathematical tool for signal analysis, particularly effective in analyzing signals with varying frequency or non-stationary characteristics. It dissects a signal into wavelets, small waves with varying frequency and limited duration, providing a multi-resolution analysis. This approach captures both frequency and location information, making it especially useful for detecting changes or anomalies in complex signals. The Discrete Fourier Transform (DFT) is a mathematical technique that transforms discrete data from the time domain into its corresponding representation in the frequency domain. This process involves breaking down a signal into its individual frequency components, thereby exposing the amplitude and phase characteristics inherent in each frequency element. This indicator utilizes the concept of Ehler's Universal Oscillator and displays a histogram, offering critical insights into the prevailing levels of market noise. The Ehler's Universal Oscillator is grounded in a statistical model that captures the erratic and unpredictable nature of market movements. Through the application of this principle, the histogram aids traders in pinpointing times when market volatility is either rising or subsiding. DETAILED DESCRIPTION: My detailed description of the indicator and use cases which I find very valuable. What is oscillator? Oscillators are chart indicators that can assist a trader in determining overbought or oversold conditions in ranging (non-trending) markets. What is volume zone oscillator? Price Zone Oscillator measures if the most recent closing price is above or below the preceding closing price. Volume Zone Oscillator is Volume multiplied by the 1 or -1 depending on the difference of the preceding 2 close prices and smoothed with Exponential moving Average. What does this mean? If the VZO is above 0 and VZO is rising. We have a bullish trend. Most likely. If the VZO is below 0 and VZO is falling. We have a bearish trend. Most likely. Rising means that VZO on close is higher than the previous day. Falling means that VZO on close is lower than the previous day. What if VZO is falling above 0 line? It means we have a high probability of a bearish trend. Thus the indicator returns 0 and Strategy closes all it's positions when falling above 0 (or rising bellow 0) and we combine higher and lower timeframes to gauge the trend. In the next Image you can see that trend is negative on 4h, negative on 12h and positive on 1D. That means trend is negative. I am sorry, the chart is a bit messy. The idea is to use the indicator over more than 1 Timeframe. What is approximation and smoothing? They are mathematical concepts for making a discrete set of numbers a continuous curved line. Fourier and Wavelet approximation of a close price are taken from aprox library. Key Features: You can tailor the Indicator/Strategy to your preferences with adjustable parameters such as VZO length, noise reduction settings, and smoothing length. Volume Zone Oscillator (VZO) shows market sentiment with the VZO, enhanced with Exponential Moving Average (EMA) smoothing for clearer trend identification. Noise Reduction leverages Euler's White noise capabilities for effective noise reduction in the VZO, providing a cleaner and more accurate representation of market dynamics. Choose between the traditional Fast Fourier Transform (FFT) , the innovative Double Discrete Fourier Transform (DTF32) and Wavelet soothed Fourier soothed price series to suit your analytical needs. Image of Wavelet transform with FAST settings, Double Fourier transform with FAST settings. Improved noice reduction with SLOW settings, and standard FSVZO with SLOW settings: Fast setting are setting by default: VZO length = 2 NoiceR max Length = 2 Slow settings are: VZO length = 5 or 7 NoiceR max Length = 8 As you can see fast setting are more volatile. I suggest averaging fast setting on 4h 12h 1d 2d 3d 4d W and M Timeframe to get a clear view on market trend. What if I want long only when VZO is rising and above 15 not 0? You have set Setting VzoDifference to 15. That reduces the number of trend changes. Example of W&FSVZO with VzoDifference 15 than 0: VZO crossed 0 line but not 15 line and that's why Indicator returns 0 in one case an 1 in another. What is Smooth length setting? A way of calculating Bullish or Bearish (W&)FSVZO . If smooth length is 2 the trend is rising if: rising = VZO > ta.ema(VZO, 2) Meaning that we check if VZO is higher that exponential average of the last 2 elements. If smooth length is 1 the trend is rising if: rising = VZO_ > VZO_ Use this Strategy to fine-tune inputs for the (W&)FSVZO Indicator. (Strategy allows you to fine-tune the indicator for 1 TimeFrame at a time; cross Timeframe Input fine-tuning is done manually after exporting the chart data) I suggest using " Close all " input False when fine-tuning Inputs for 1 TimeFrame . When you export data to Excel/Numbers/GSheets I suggest using " Close all " input as True , except for the lowest TimeFrame . I suggest using 100% equity as your default quantity for fine-tune purposes. I have to mention that 100% equity may lead to unrealistic backtesting results. Be avare. When backtesting for trading purposes use Contracts or USDT.
Pine Script® ストラテジー
AutomatedTradingAlgorithmsの投稿
Sentiment OscillatorPrice moves when there are more market takers than there are market makers at a certain price (i.e. price moves up when there are more market buys than limit sells and vice versa). The idea of this indicator is to show the ratio between market takers and market makers in a way that is intuitive to technical analysis methods, and hopefully revealing the overall sentiment of the market in doing so. You can use it in the same way you would other oscillators (histogram crossing zero, divergences, etc). The main difference between this and most volume-weighted indicators is that the price is divided by volume instead of multiplied by it, thus giving you a rough idea of how much "effort" it took to move the price. My hypothesis is that when more volume is needed to move the price, that means bulls and bears are not in agreement of what the "fair price" should be for an asset (e.g. if the candle closes only a bit higher than its open but there's a huge spike in volume, that tells you that a majority of the market are starting to think the price is too high and they've started selling). Methods of Calculation 1. Price Change Per Volume The main method this indicator uses to reveal market sentiment is by comparing price change to the volume of trades in a bar. You will see this calculation plotted in its most basic form by ticking the "Show Bar per Bar Change/Volume" box in the inputs dialog. I personally found that the plots were too noisy and cannot be used in real time reliably due to the fact that there is not much volume at the open of a new bar. I decided to leave in the option to use this method, in case you'd like to experiment with it or get a better grasp of how the indicator works. 2. Exponential Moving Averages In my quest to smooth out the plotted data, I experimented with exponential moving averages. Applying an EMA on the change per volume data did smooth it out a bit, but still left in a lot of noise. So I worked around it by applying the EMA to the price change first, and then dividing it by the EMA of the volume. The term I use for the result of this calculation is "Market Sentiment" (do let me know if you have a better-fitting term for it ;-)), and I have kept it as an option that you can use in the way you would use other oscillators like CMF, OBV, etc. This option is unticked by default. 3. MACD I left "Market Sentiment" unchecked as the default option because I thought an easier way to use this indicator would be as a momentum indicator like the MACD . So that's what I turned it into! I applied another EMA on the Market Sentiment, added a slower EMA to subtract from the first, and now we have a MACD line. I added a signal line to subtract from the MACD , and the result is plotted as a histogram... ish . I used area instead of columns for plot style so you don't get confused when comparing with a regular MACD indicator, but you can always change it if an actual histogram is more your taste. The "histogram" is the main gauge of sentiment change momentum and it is easiest to use, that is why it is the only calculation plotted by default. Methods of Use As I have mentioned before, you can use this as you would other oscillators. -The easiest way to use this indicator is with the Momentum histogram, where crosses over 0 indicate increasing bullish sentiment, and crosses below 0 indicate increasing bearish sentiment. You may also spot occasional divergences with the histogram. -For the Market Sentiment option, the easiest way to use it is to look for divergences. -And if you use the "Price Change per Volume of Each Bar", well... I honestly don't know. I guess divergences would be apparent towards the close of a bar, but in realtime, I don't recommend you use this. Maybe if you'd like to study the market movement, looking at historical data and comparing price, volume , and Change per Volume of each bar would come in handy in a pseudo-tape-reading kind of way. Anyway, that's my explanation of this indicator. The default values were tested on BTC/USDT (Binance) 4h with decent results. You'll have to adjust the parameters for different markets and timeframes. I have published this as a strategy so you can test out how the indicator performs as you're tweaking the parameters. I'm aware that the code might not be the cleanest as I have only started learning pine (and code in general) for about a month, so any suggestions to improve the script would be appreciated! Good luck and happy trading :-)
Pine Script® ストラテジー
dannylimardiの投稿
5
Ultimate Oscillator Trading StrategyThe Ultimate Oscillator Trading Strategy implemented in Pine Script™ is based on the Ultimate Oscillator (UO), a momentum indicator developed by Larry Williams in 1976. The UO is designed to measure price momentum over multiple timeframes, providing a more comprehensive view of market conditions by considering short-term, medium-term, and long-term trends simultaneously. This strategy applies the UO as a mean-reversion tool, seeking to capitalize on temporary deviations from the mean price level in the asset’s movement (Williams, 1976). Strategy Overview: Calculation of the Ultimate Oscillator (UO): The UO combines price action over three different periods (short-term, medium-term, and long-term) to generate a weighted momentum measure. The default settings used in this strategy are: Short-term: 6 periods (adjustable between 2 and 10). Medium-term: 14 periods (adjustable between 6 and 14). Long-term: 20 periods (adjustable between 10 and 20). The UO is calculated as a weighted average of buying pressure and true range across these periods. The weights are designed to give more emphasis to short-term momentum, reflecting the short-term mean-reversion behavior observed in financial markets (Murphy, 1999). Entry Conditions: A long position is opened when the UO value falls below 30, indicating that the asset is potentially oversold. The value of 30 is a common threshold that suggests the price may have deviated significantly from its mean and could be due for a reversal, consistent with mean-reversion theory (Jegadeesh & Titman, 1993). Exit Conditions: The long position is closed when the current close price exceeds the previous day’s high. This rule captures the reversal and price recovery, providing a defined point to take profits. The use of previous highs as exit points aligns with breakout and momentum strategies, as it indicates sufficient strength for a price recovery (Fama, 1970). Scientific Basis and Rationale: Momentum and Mean-Reversion: The strategy leverages two well-established phenomena in financial markets: momentum and mean-reversion. Momentum, identified in earlier studies like those by Jegadeesh and Titman (1993), describes the tendency of assets to continue in their direction of movement over short periods. Mean-reversion, as discussed by Poterba and Summers (1988), indicates that asset prices tend to revert to their mean over time after short-term deviations. This dual approach aims to buy assets when they are temporarily oversold and capitalize on their return to the mean. Multi-timeframe Analysis: The UO’s incorporation of multiple timeframes (short, medium, and long) provides a holistic view of momentum, unlike single-period oscillators such as the RSI. By combining data across different timeframes, the UO offers a more robust signal and reduces the risk of false entries often associated with single-period momentum indicators (Murphy, 1999). Trading and Market Efficiency: Studies in behavioral finance, such as those by Shiller (2003), show that short-term inefficiencies and behavioral biases can lead to overreactions in the market, resulting in price deviations. This strategy seeks to exploit these temporary inefficiencies, using the UO as a signal to identify potential entry points when the market sentiment may have overly pushed the price away from its average. Strategy Performance: Backtests of this strategy show promising results, with profit factors exceeding 2.5 when the default settings are optimized. These results are consistent with other studies on short-term trading strategies that capitalize on mean-reversion patterns (Jegadeesh & Titman, 1993). The use of a dynamic, multi-period indicator like the UO enhances the strategy’s adaptability, making it effective across different market conditions and timeframes. Conclusion: The Ultimate Oscillator Trading Strategy effectively combines momentum and mean-reversion principles to trade on temporary market inefficiencies. By utilizing multiple periods in its calculation, the UO provides a more reliable and comprehensive measure of momentum, reducing the likelihood of false signals and increasing the profitability of trades. This aligns with modern financial research, showing that strategies based on mean-reversion and multi-timeframe analysis can be effective in capturing short-term price movements. References: Fama, E. F. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. The Journal of Finance, 25(2), 383-417. Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65-91. Murphy, J. J. (1999). Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications. New York Institute of Finance. Poterba, J. M., & Summers, L. H. (1988). Mean Reversion in Stock Prices: Evidence and Implications. Journal of Financial Economics, 22(1), 27-59. Shiller, R. J. (2003). From Efficient Markets Theory to Behavioral Finance. Journal of Economic Perspectives, 17(1), 83-104. Williams, L. (1976). Ultimate Oscillator. Market research and technical trading analysis.
Pine Script® ストラテジー
EdgeToolsの投稿
2
Crypto rsi cci mf stoch rsi oscillators all in one strategyThis is a strategy based on the popular oscillator like RSI, CCI, MF and Stochastic RSI oscillators. In this situation I use a very high length , 100 candles, and the middle point between overbought and oversold levels at 50. The entry for long is when all oscilators are above 50, and the exit is when they are below 50 + plus some minor modifications If you have any questions, please message me a private message !
Pine Script® ストラテジー
SoftKill21の投稿
5
Chande Momentum Oscillator StrategyThe Chande Momentum Oscillator (CMO) Trading Strategy is based on the momentum oscillator developed by Tushar Chande in 1994. The CMO measures the momentum of a security by calculating the difference between the sum of recent gains and losses over a defined period. The indicator offers a means to identify overbought and oversold conditions, making it suitable for developing mean-reversion trading strategies (Chande, 1997). Strategy Overview: Calculation of the Chande Momentum Oscillator (CMO): The CMO formula considers both positive and negative price changes over a defined period (commonly set to 9 days) and computes the net momentum as a percentage. The formula is as follows: CMO=100×(Sum of Gains−Sum of Losses)(Sum of Gains+Sum of Losses) CMO=100×(Sum of Gains+Sum of Losses)(Sum of Gains−Sum of Losses)​ This approach distinguishes the CMO from other oscillators like the RSI by using both price gains and losses in the numerator, providing a more symmetrical measurement of momentum (Chande, 1997). Entry Condition: The strategy opens a long position when the CMO value falls below -50, signaling an oversold condition where the price may revert to the mean. Research in mean-reversion, such as by Poterba and Summers (1988), supports this approach, highlighting that prices often revert after sharp movements due to overreaction in the markets. Exit Conditions: The strategy closes the long position when: The CMO rises above 50, indicating that the price may have become overbought and may not provide further upside potential. Alternatively, the position is closed 5 days after the buy signal is triggered, regardless of the CMO value, to ensure a timely exit even if the momentum signal does not reach the predefined level. This exit strategy aligns with the concept of time-based exits, reducing the risk of prolonged exposure to adverse price movements (Fama, 1970). Scientific Basis and Rationale: Momentum and Mean-Reversion: The strategy leverages the well-known phenomenon of mean-reversion in financial markets. According to research by Jegadeesh and Titman (1993), prices tend to revert to their mean over short periods following strong movements, creating opportunities for traders to profit from temporary deviations. The CMO captures this mean-reversion behavior by monitoring extreme price conditions. When the CMO reaches oversold levels (below -50), it signals potential buying opportunities, whereas crossing overbought levels (above 50) indicates conditions for selling. Market Efficiency and Overreaction: The strategy takes advantage of behavioral inefficiencies and overreactions, which are often the drivers behind sharp price movements (Shiller, 2003). By identifying these extreme conditions with the CMO, the strategy aims to capitalize on the market’s tendency to correct itself when price deviations become too large. Optimization and Parameter Selection: The 9-day period used for the CMO calculation is a widely accepted timeframe that balances responsiveness and noise reduction, making it suitable for capturing short-term price fluctuations. Studies in technical analysis suggest that oscillators optimized over such periods are effective in detecting reversals (Murphy, 1999). Performance and Backtesting: The strategy's effectiveness is confirmed through backtesting, which shows that using the CMO as a mean-reversion tool yields profitable opportunities. The use of time-based exits alongside momentum-based signals enhances the reliability of the strategy by ensuring that trades are closed even when the momentum signal alone does not materialize. Conclusion: The Chande Momentum Oscillator Trading Strategy combines the principles of momentum measurement and mean-reversion to identify and capitalize on short-term price fluctuations. By using a widely tested oscillator like the CMO and integrating a systematic exit approach, the strategy effectively addresses both entry and exit conditions, providing a robust method for trading in diverse market environments. References: Chande, T. S. (1997). The New Technical Trader: Boost Your Profit by Plugging into the Latest Indicators. John Wiley & Sons. Fama, E. F. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. The Journal of Finance, 25(2), 383-417. Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65-91. Murphy, J. J. (1999). Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications. New York Institute of Finance. Poterba, J. M., & Summers, L. H. (1988). Mean Reversion in Stock Prices: Evidence and Implications. Journal of Financial Economics, 22(1), 27-59. Shiller, R. J. (2003). From Efficient Markets Theory to Behavioral Finance. Journal of Economic Perspectives, 17(1), 83-104.
Pine Script® ストラテジー
EdgeToolsの投稿
Rainbow Oscillator [Strategy]Strategy based on Rainbow Oscillator .:: Features ::. Takes and Stops in percent Configurable indicator iside .:: Long condition ::. Indicator line is green (mean uptrend) and crossing averages generated from oscillograph signal fast is go up and crossing slow .:: Short condition ::. Indicator line is red (mean downtrend) and crossing averages generated from oscillograph signal fast is go down and crossing slow
Pine Script® ストラテジー
businessduckの投稿
3
CryptoKiller OscillatorCryptoKiller Oscillator provides entry points to the CryptoKiller trading system. The oscillator consists of 3 lines: "explosion" set to 0; "Uptrend" at the bottom and "Downtrend" at the top. When one of the two lines identifying the uptrend or downtrend crosses the Explosion line (it affects only the crossing, not the permanence that occurs after the crossing of the trend line on the other side) there is a large probability that the price range is changing in the direction given by the oscillator. The oscillator does not detect trend changes, but rather reveals the presence of tail events in a given direction, usually in trendfollowing (short term trend). You can see how when Uptrend or Downtrend are away from Explosion, they have larger movements, and then reduce these movements the closer they get to the Explosion line set to 0. If the trend is really strong, such that there is a great chance of breaking the price ranges that have been trading up to a certain point, there will be a crossing of one of the two lines indicating the trend on the Explosion line. The tails events that are detected by the oscillator constitute the entry points of the CryptoKiller strategy. The CryptoKiller strategy to provide the entry and exit points incorporates this oscillator in its script for obvious reasons, but we believe that by using this strategy, it is necessary to provide the oscillator to the user, so that the user can know in advance when he will have to pay a little more attention to the chart. Access to CryptoKiller Oscillator is granted together with access to CryptoKiller (see among other published scripts).
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cryptokillerlabの投稿
Combo 2/20 EMA & Accelerator Oscillator (AC) This is combo strategies for get a cumulative signal. First strategy This indicator plots 2/20 exponential moving average. For the Mov Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met. Second strategy The Accelerator Oscillator has been developed by Bill Williams as the development of the Awesome Oscillator. It represents the difference between the Awesome Oscillator and the 5-period moving average, and as such it shows the speed of change of the Awesome Oscillator, which can be useful to find trend reversals before the Awesome Oscillator does. WARNING: - For purpose educate only - This script to change bars colors.
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HPotterの投稿
10
Combo Backtest 123 Reversal and Accelerator Oscillator (AC) This is combo strategies for get a cumulative signal. Result signal will return 1 if two strategies is long, -1 if all strategies is short and 0 if signals of strategies is not equal. 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 Accelerator Oscillator has been developed by Bill Williams as the development of the Awesome Oscillator. It represents the difference between the Awesome Oscillator and the 5-period moving average, and as such it shows the speed of change of the Awesome Oscillator, which can be useful to find trend reversals before the Awesome Oscillator does. WARNING: - For purpose educate only - This script to change bars colors.
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HPotterの投稿
1
RSI of Ultimate Oscillator [SHORT Selling] StrategyThis is SHORT selling strategy with Ultimate Oscillator. Instead of drectly using the UO oscillator , I have used RSI on UO (as I did in my previous strategies ) Ultimator Oscillator settings are 5, 10 and 15 RSI of UO setting is 5 Short Sell ========== I have used moving averages from WilliamAlligator indicator --- settings are 10(Lips), 20(teeth) and 50 (Jaw) when Lips , Teeth and Jaw are aligned to downtrend (that means Lips < Teeth < Jaw ) Look for RSIofUO dropping below 60 ( setting parameter is Sell Line ) Partial Exit ========== When RSIofUO crossing up Oversold line i.e 30 Cover Short / Exit ================= When RSIofUO crosisng above overbought line i.e 70 StopLoss ======== StopLoss defaulted to 3 % , Though it is mentioned in settings , it has not been not used to calcuate and StopLoss Exit... Reason is, when RSIofUO already crossed 60 line (for SHORTING) , then it would take more efforts go up beynd 60. There is saying price takes stairs to climb up but it takes elevator to go down. I have not purely depend on this to exit stop loss, however noticed the trades in this stratgey did not get out with loss higher than when RSIofUO reaching 70 level. Note ====== Williams Alligator is not drawn from the script. It is manually added to chart for illustration purpose. Please add it when you are using this strategy , whch woould give an idea how the strategy is taking Short Trades. This is tested on Hourly chart for SPY Bar color changes to purple when the strategy is in SHORT trade Warning ======== For the eductional purposes only
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eemani123の投稿
2
Aroon Oscillator StrategyThis is simple strategy based on Aroon Oscillator. I have found that using length 144 or 169 on hourly chart shows excellent results. Tested on SPY , QQQ and AAPL. Especially when you look at AAPL results , it has 60% profitable in recent trades. ( Dont assume this will be same for other stocks or ETFs) Aroon Oscillator setting : 169 ( 169 is square root of 13 ... you can also use fib level 144 , which is square root of 12 ) BUY When Aroon Oscillator crosses above zero line Add if Long position is already opened, and current close is less than BUY price and RSI 13 crossing above 30 line Exit when Aroon Oscialltor crosses below zero line Stop Loss default stop loss has been set to 5% Note: I have not plotted RSI to the chart. Please include RSI 13 to see how position gets added ... Also add ema 169 to see how the price is aligned with the Aroon Oscillator Warning For the educational purposes only
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eemani123の投稿
9
Combo Backtest 123 Detrended Price Oscillator 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 Detrend Price Osc indicator is similar to a moving average, in that it filters out trends in prices to more easily identify cycles. The indicator is an attempt to define cycles in a trend by drawing a moving average as a horizontal straight line and placing prices along the line according to their relation to a moving average. It provides a means of identifying underlying cycles not apparent when the moving average is viewed within a price chart. Cycles of a longer duration than the Length (number of bars used to calculate the Detrend Price Osc) are effectively filtered or removed by the oscillator. WARNING: - For purpose educate only - This script to change bars colors.
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HPotterの投稿
Petes Wild OscillatorThis oscillator is a combo if different goodies i find useful (Maybe you will too) This is a color changing MACD combined with the Awesome Oscillator and also shows the colored sessions as well (Like London session, Asain, NY and Aussie) All MACD and session settings can be changed in the Format tab. I also writtin a decent strategy script for this as well but wanna see if people find it useful before i post garbage lol. I also had colored bars based on if CCI was over 0 but i took it out as this is just a oscillator. Any feedback is always welcomed!
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penrightの投稿
Standardized Chaikin OscillatorThis strategy is mainly designed based on Chaikin Oscillator. The problems with the Chaikin Oscillator is that it's value varies greatly depending on the symbol. Even for the same symbol, it will vary greatly depending on the volume changed. To solve the problem, this strategy keeps the values of the indicators consistent in a standardized way, so that entry and exit signals can be generated. Since this strategy refers to the trading volume, it is more suitable for exchanges with large trading volume. The default parameters are recommended to use BTCUSDT on Binance in 1hour timeframe, but you also can try the suitable parameters on your own symbol and timeframe. Enjoy it!
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QooCCLの投稿
1
Smart Money - Oscillator and Volume StrategyOverview This is a no-repaint strategy that is highly optimized for BINANCE:ETHUSDTPERP 30m, normal candles. It is a long/short strategy that is based on CMF, ADX/DMI, Keltner Channels, and other oscillators to identify smart money. The overall idea of the strategy is to effectively capture the beginnings and ends of trends in price action, and go long/short accordingly. To achieve this, potential entry points are identified with various oscillators and these are then filtered using a variety of moving averages and strength/momentum indicators. Short and sell inflections are found when ADX, DMI, and/or CMF oscillate below a specified threshold, and Keltner Channels are also used to indicate potential trades. The indicator will continue to be updated and optimized for current and future market conditions. If purchased, access to the indicator will be available within 24 hours. Backtest Results Parameters: - 2021-01-01 to present (19 months) - 100% equity order size - 0.04% commission fees - No leverage 17,089% net profit through 296 trades with 60.47% of trades being profitable. Profit factor of 2.862, Sharpe Ratio of 1.158 Parameters: - 2021-01-01 to present (19 months) - $1,000 initial capital - $1,000 order size - 0.04% commission fees - No leverage 584% net profit through 296 trades with 60.47% of trades being profitable. Parameters: - 2021-01-01 to present (19 months) - 500% equity order size - 0.04% commission fees - 5x leverage 8,587,557% net profit through 299 trades with 59.87% of trades being profitable.
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mnurygaの投稿
20