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Fractal Trend Trading System [DW]This is an advanced utility that uses fractal dimension and trend information to generate useful insights about price activity and potential trade signals. In this script, my Advanced FDI algorithm is used to estimate the fractal dimension of the dataset over a user defined period. Fractal dimension, unlike spatial or topological dimension, measures how complexity or detail in an "object" changes as its unit of measurement changes, rather than the number of axes it occupies. Many forms of time series data (seismic data, ECG data, financial data, etc.) have been theoretically shown to have limited fractal properties. Consequently, we can estimate the fractal dimension from this data to get an approximate measure of how rough or convoluted the data stream is. Financial data's fractal dimension is limited to between 1 and 2, so it can also be used to roughly approximate the Hurst Exponent by the relationship H = 2 - D. When D=1.5, data statistically behaves like a random walk. D above 1.5 can be considered more rough or "mean reverting" due to the increase in complexity of the series. D below 1.5 can be considered more prone to trending due to the decrease in complexity of the series. In this script, you are given the option to apply my Band Shelf EQ algorithm to the dataset before estimating dimension. This enables you to transform your data and observe how its newly measured complexity changes the outputs. Whether you want to give emphasis to some frequencies, isolate specific bands, or completely alter the shape of your waveform, EQ filtration makes for an interesting experience. The default EQ preset in this script removes the low shelf, then attenuates low end and high end oscillations. The dominant cyclical components (bands 3 - 5 on default settings) are passed at 100%, keeping emphasis on 8 to 64 sample per cycle oscillations. The estimated dimension is then used to calculate the High Dimension Zone and the Error Bands. Both of these components are great for analyzing trends and for estimating support and resistance values. The High Dimension Zone is composed of a high line, low line, and midline that update their values when D is at or above the user defined zone activation threshold. The zone is then averaged over a user defined amount of updates and zone width is multiplied by a user defined value. The Error Bands are composed of a high, low, and middle band that are calculated using an error adjusted adaptive filter algorithm that utilizes dimension as the smoothing constant modulator. The basis filter for the error bands has two calculation types built in: -> MA - Calculates the filters as adaptive moving averages modulated by D. -> WAP - Calculates the filters as adaptive weighted average prices modulated by D. The WAP starting point can be based on the High Dimension Zone being moved or a user defined interval. You can also define the WAP's minimum and maximum periods for additional control of the initial and decayed sensitivity states. The alpha (smoothing constant) modulator can be fine tuned using the designated dimension thresholds. When D is at or below the low dimension threshold, the filter is most responsive, and vice-versa for the high dimension threshold. Alpha is then multiplied by a user defined amount for additional control of sensitivity. Band width is then multiplied by a user defined value. A Hull transformation can be optionally performed on the zone averaging and band filter algorithms as well, which will alter the frequency and phase responses at the cost of some overshoot. This transformation is the same as a typical Hull equation, but with custom filters being used instead of WMA. The calculated outputs are then used to gauge the trend for signal and color scheme calculations. First, a dominant trend indication is selected from its designated dropdown tab. The available built in indications to choose from are: -> Band Trend (Outer) - Detects band breakouts and saves their direction to gauge trend. -> Band Trend (Median) - Uses disparity between source and the band median to gauge trend. -> Zone Trend (Expansion) - Detects when the high fractal zone expands and saves its direction to gauge trend. -> Zone Trend (Outer Levels) - Detects zone breakouts and saves their direction to gauge trend. -> Zone Trend (Median) - Uses disparity between source and the zone median to gauge trend. Then the trend output is optionally filtered before triggering signals. There are multiple trend filtration options built into this script that can be used individually or in unison: -> Filter Trend With High Fractal Zone - Filters the trend using the specified zone level or combination of levels with either disparity or crossover conditions. There is a set of options for bullish and bearish trends. -> Filter Trend With Error Bands - Filters the trend using the specified band level or combination of levels with either disparity or crossover conditions. There is a set of options for bullish and bearish trends. -> Filter Trend With Band - Zone Disparity Condition - Filters the trend using the specified band level, zone level, and disparity direction. There is a set of options for bullish and bearish trends. -> Filter By Zone That Moves With The Trend - Filters the specified trend by detecting when the high fractal zone’s direction correlates. -> Filter By Bands That Move With The Trend - Filters the specified trend by detecting when the error bands’ direction correlates. -> Filter Using Wave Confirmation - Filters the specified trend by detecting when source is in a correlating wave with user defined length. You can also choose separate lengths for bullish and bearish trends. -> Filter By Bars With Decreasing Dimension - Filters the specified trend by detecting when fractal dimension is decreasing, suggesting source is approaching more linear movement. The filtered trend output is then used to generate entry and exit signals. There are multiple options included to fine tune how these signals behave. For entries, you have the following options built in: -> Limit Entry Dimension - Limits the range of dimensional values that are acceptable for entry with user defined thresholds. This can be incredibly useful for filtering out entries taken when price is moving in a more complex pattern, or when price is approaching a peak and you’re a little late to the party. -> Enable Position Increase Signals - Enables more entry signals to fire up to a user defined number of times when a position is active. This is helpful for those who incrementally increase their positions, or for those who want to see additional signals as reference. -> Limit Number Of Consecutive Trades - Limits the number of consecutive trades that can be opened in a single direction to a user defined maximum. This is especially useful for markets that only trend for brief durations. By limiting the amount of trades you take in one direction, you have more control over your market exposure. There is a set of these options for both bullish and bearish entries. For exits, you have the following options built in: -> Include Exit Signals From High Fractal Zone - Enables exit signals generated from either crossover or disparity conditions between price and a specified zone level. -> Include Exit Signals From Error Bands - Enables exit signals generated from either crossover or disparity conditions between price and a specified zone level. -> Include Inactive Trend Output For Exits - Triggers exit signals when the filtered trend output is an inactive value. -> Dimension Target Exit Method - Triggers exit signals based on fractal dimension hitting a user defined threshold. You can either choose for the exit to trigger instantly, or after dimension reverts from the target by a user specified amount. -> Exit At Maximum Entry Dimension - Triggers exit signals when dimension exceeds the maximum entry limit. -> Number Of Signals Required For 100% Exit - Controls the number of exit signals required to close the position. You can also choose whether or not to include partial exits. Enabling them will fire a partial signal when an exit occurs, but the position is not 100% closed. Of course, there is a set of these options for bullish and bearish exits. In my opinion, no system is complete without some sort of risk management protocol in place. So in this script, bullish and bearish trades come equipped with optional protective SL and TP levels with signals. The levels can be fixed or trailing, and are calculated with a user defined scale. The available scales for SL and TP distances are ticks, pips, points, % of price, ATR, band range, zone range, or absolute numerical value. Now what if you have some awesome signals of your own that you’d like to use in conjunction with this script? Well good news. You can! In addition to all of the customizable features built into the script, you can integrate your own signals into the system using the external data inputs and linking your script. This adds a whole new layer of customization to the system. With external signals, you can use your own custom dominant trend indication, filter the dominant trend, and trigger exits and protective stops using custom signals. The signal input is an integer format. 1=Bull Signal, -1=Bear Signal, 2=Bull Exit, -2=Bear Exit, 3=Bull SL Hit, -3=Bear SL Hit, 4=Bull TP Hit, -4=Bear TP Hit. You can also use the external input as a custom source value for either dimension or global sources to further tailor the system to your liking. The color scheme in this script utilizes two custom gradients that can be chosen for bar and background colors: -> Trend (Dominant or Filtered) - A polarized gradient that shows green scaled values for bullish trend and red scaled values for bearish trend. The colors are brighter and more vibrant as perceived trend strength increases. -> Dimension - A thermal gradient that shows cooler colors when dimension is higher, and hotter colors when dimension is lower. Both color schemes are dependent on the designated dimension thresholds. The script comes equipped with alerts for entries, additional entries, exits, partial exits, and protective stops so you can automate more and stare at your charts less. And lastly, the script comes equipped with additional external outputs to further your analysis: -> Entry And Exit Signals - Outputs in the same format as the external signal input with these additions: 5=Bull Increase, -5=Bear Increase, 6=Bull Reduce, -6=Bear Reduce. You can use these to send to other scripts, including strategy types so you can backtest your performance on TV’s engine. -> Dominant Trend - Outputs 1 for bullish and -1 for bearish. Can be used to send trend signals to another script. I designed this tool with individuality in mind. Every trader has a different situation. We trade on different schedules, markets, perspectives, etc. Analytical systems of basically any type are very seldom (if ever) “one size fits all” and usually require a fair amount of modification to achieve desirable results. That’s why this system is so freely customizable. Your system should be flexible enough to be tailored to your analytical style, not the other way around. When a system is limited in what you can control, it limits your experience, analytical potential, and possibly even profitability. This is not your typical pre-set system. If you're looking for just another "buy, sell" script that requires minimal thought, look elsewhere. If you’re ready to dive into a powerful technical system that allows you to tailor the experience to your style, welcome! ----------------------------------------------------------------------------------------------------------------------------------------------------------------- This is a premium script, and access is granted on an invite-only basis. To gain access, get a copy of the system overview, or for additional inquiries, send me a direct message. I look forward to hearing from you! ----------------------------------------------------------------------------------------------------------------------------------------------------------------- General Disclaimer: Trading stocks, futures, Forex, options, ETFs, cryptocurrencies or any other financial instrument has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in stocks, futures, Forex, options, ETFs or cryptocurrencies. Don’t trade with money you can’t afford to lose. This is neither a solicitation nor an offer to Buy/Sell stocks, futures, Forex, options, ETFs, cryptocurrencies or any other financial instrument. No representation is being made that any account will or is likely to achieve profits or losses of any kind. The past performance of any trading system or methodology is not necessarily indicative of future results.
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DonovanWallの投稿
182
EURNZD signal [DinhChienFX Corner] V1.0The right screen is never predicting before. Just a the best result at the history for confident to using for Trade. ------------------------ Risk: 1%. 1. The Long signal is calculate by the RSI indicator crossover 70, wait to Buy when the price corrects and crossunders the Upper Keltner Channel. 2. The Short signal is calculate by the RSI indicator crossunder 30, wait to Sell when the price corrects and crossovers the Lower Keltner Channel. 3. Stoploss and Take Profit is calculated by Plus or Minus the Average True Range indicator from the Price Entry. 4. Report the result at Backtest: a. The Long-term result: 1/1/2017 - 13 Sep 2020 b. The Mid-tern result (every year): - From 1/1/2017 to 1/1/2018: - From 1/1/2018 to 1/1/2019: - From 1/1/2019 to 1/1/2020: c. The Short-term result: - From 1/1/2020 - 13 Sep 2020 --------------------------------------- The right screen is never predicting before. Just a the best result at the history for confident to using for Trade. --------------------------------------- "Use the link below to obtain access to this indicator" or "PM us to obtain access"
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dinhchienの投稿
2
ATR Trailing Stop Strategy by ceyhunSame coding only coloring and strategy version added //Barcolor Green = Trail1 > Trail2 and close > Trail2 and low > Trail2 Blue = Trail1 > Trail2 and close > Trail2 and low < Trail2 Red = Trail2 > Trail1 and close < Trail2 and high < Trail2 Yellow = Trail2 > Trail1 and close < Trail2 and high > Trail2 //It gives White color where there is deterioration. Let's not use InfoPanel in strategy, it would be wrong as it signals the next day.
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ceyhunの投稿
23
HV/IV Options Indicator - Muthu SThis HV/IV indicator helps you to select an opt Option Strategy. It creates 5 areas & each area defines the present status of the option premium, which varies from Very Low to Very High. From the bottom, (Option Premium is) Area 1. Very Low Area 2. Low Area 3. Fair Area 4. High Area 5. Very High Find which area, current Implied Volatility (User Input) belongs in & choose the option strategy accordingly. Implied Volatility is marked in Black colour circles. Kindly note, Prior knowledge of Options, Volatility (Historical & Implied) is mandatory to use this indicator. This is shared for education purpose only.
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muthushunの投稿
31
NZDJPY signal [DinhChienFX Corner] Ver 1.0The right screen is never predicting before. Just a the best result at the history for confident to using for Trade. ------------------------ Risk: 1%. 1. The Long signal is calculate by the Close of candle crossing up The Keltner Channel Upper. 2. The Short {Sell] signal is calculate by the Close of candle crossing down The Keltner Channel Lower. 3. Reset the Up/Down confirm at Entry. 4. Don''t entry when occurs the Reversal Candle (over 80% the Heigh of Keltner Channel). a. Not filter the Candel is over 80%. b. Filter the Candel is over 80% for Not Entry. 5. Stoploss and Take Profit is calculated by Plus or Minus from the Price Entry. 6. Report the result at Backtest: a. The Long-term result: b. The Mid-tern result (every year): - From 1/1/2017 to 1/1/2018: - From 1/1/2018 to 1/1/2019: - From 1/1/2019 to 1/1/2020: c. The Short-term result: - From 1/1/2020 to 5 Sep 2020 --------------------------------------- The right screen is never predicting before. Just a the best result at the history for confident to using for Trade. Thanks for watching .
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dinhchienの投稿
The Lazy Trader - Index (ETF) Trend Following Robot50/150 moving average, index (ETF) trend following robot. Coded for people who cannot psychologically handle dollar-cost-averaging through bear markets and extreme drawdowns (although DCA can produce better results eventually), this robot helps you to avoid bear markets. Be a fair-weathered friend of Mr Market, and only take up his offer when the sun is shining! Designed for the lazy trader who really doesn't care... Recommended Chart Settings: Asset Class: ETF Time Frame: Daily Necessary ETF Macro Conditions: a) Country must have healthy demographics, good ratio of young > old b) Country population must be increasing c) Country must be experiencing price-inflation Default Robot Settings: Slow Moving Average: 50 (integer) //adjust to suit your underlying index Fast Moving Average: 150 (integer) //adjust to suit your underlying index Bullish Slope Angle: 5 (degrees) //up angle of moving averages Bearish Slope Angle: -5 (degrees) //down angle of moving averages Average True Range: 14 (integer) //input for slope-angle formula Risk: 100 (%) //100% risk means using all equity per trade ETF Test Results (Default Settings): SPY (1993 to 2020, 27 years), 332% profit, 20 trades, 6.4 profit factor, 7% drawdown EWG (1996 to 2020, 24 years), 310% profit, 18 trades, 3.7 profit factor, 10% drawdown EWH (1996 to 2020, 24 years), 4% loss, 26 trades, 0.9 profit factor, 36% drawdown QQQ (1999 to 2020, 21 years), 232% profit, 17 trades, 3.6 profit factor, 2% drawdown EEM (2003 to 2020, 17 years), 73% profit, 17 trades, 1.1 profit factor, 3% drawdown GXC (2007 to 2020, 13 years), 18% profit, 14 trades, 1.3 profit factor, 26% drawdown BKF (2009 to 2020, 11 years), 11% profit, 13 trades, 1.2 profit factor, 33% drawdown A longer time in the markets is better, with the exception of EWH. 6 out of 7 tested ETFs were profitable, feel free to test on your favourite ETF (default settings) and comment below. Risk Warning: Not tested on commodities nor other financial products like currencies (code will not work), feel free to leave comments below. Moving Average Slope Angle Formula: Reproduced and modified from source:
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TsangYouJunの投稿
3
EURUSD signal [DinhChienFX Corner] Ver 3.0* Signals are tested successfully for 3.5 years with a steady win rate year on year until now. Risk: 1%. * Backtest time: 3.5 years / Premium, varies between currency pairs (Cryto default backtest time is shorter since the market is open both Saturday and Sunday: about 2 years). The price rule of EURUSD in 20,000 past H1 candles past: - Upterm (Long): Buy + When the price crossing up (Crossover) the Upper line gives 1 point. - Downterm (Short): Sell + When the price crossing down (Crossunder) the Lower line gives 1 point. - 2 or more points (> = 2), the entry conditions are met - The entry point for the highest winning rate: when the price adjusts to the Upper / Lower line, the order price is at the closing price of the adjustment candle. - When the above conditions are met, the Indicator shows a Buy / Sell signal according to the trend. ----------------------------------- - Maximum risk / reward winning ratio: 1 / 1.05 - Stoploss: Calculated from the entry point + - actual fluctuation with the formula ATR (20) * risk ratio (risk). - Profit: Calculated from the entry point + - actual fluctuation by the formula ATR (20) * reward ratio (reward). - Profit: So the product has a stable profit of over 30% / year. - Should backtest 3 Years (long term), every Year (medium term) and quarterly or 6 months (short term). If each year the success rate is always over 50%, it can be used for real trade.
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dinhchienの投稿
4
Tilson T3 and MavilimW Triple Combined StrategyInspired by truly greatful Kivanç Ozbilgic (www.tradingview.com). The strategy tries to combined three different moving average strategies into one. Strategies covered are: 1. Tillson T3 Moving Average Strategy Developed by Tim Tillson, the T3 Moving Average is considered superior to traditional moving averages as it is smoother, more responsive and thus performs better in ranging market conditions as well. However, it bears the disadvantage of overshooting the price as it attempts to realign itself to current market conditions. It incorporates a smoothing technique which allows it to plot curves more gradual than ordinary moving averages and with a smaller lag. Its smoothness is derived from the fact that it is a weighted sum of a single EMA, double EMA, triple EMA and so on. When a trend is formed, the price action will stay above or below the trend during most of its progression and will hardly be touched by any swings. Thus, a confirmed penetration of the T3 MA and the lack of a following reversal often indicates the end of a trend. Here is what the calculation looks like: T3 = c1*e6 + c2*e5 + c3*e4 + c4*e3, where: – e1 = EMA (Close, Period) – e2 = EMA (e1, Period) – e3 = EMA (e2, Period) – e4 = EMA (e3, Period) – e5 = EMA (e4, Period) – e6 = EMA (e5, Period) – a is the volume factor, default value is 0.7 but 0.618 can also be used – c1 = – a^3 – c2 = 3*a^2 + 3*a^3 – c3 = – 6*a^2 – 3*a – 3*a^3 – c4 = 1 + 3*a + a^3 + 3*a^2 T3 MovingThe T3 Moving Average generally produces entry signals similar to other moving averages and thus is traded largely in the same manner. Strategy for Tillson T3 is if the close crossovers T3 line and for at least five bars the close was under the T3 2. Tillson T3 Fibonacci Cross Kivanc Ozbilgic added a second T3 line with a volume factor of 0.618 (Fibonacci Ratio) and length of 3 (fibonacci number) which can be added by selecting the T3 Fibonacci Strategy input box. Strategy for Tillson T3 Fibo is when the Fibo Line crossover the T3 it gives long signal vice versa. 3. MavilimW MavilimW is originally a support and resistance indicator based on fibonacci injected weighted moving averages. Strategy for MavilimW is is if the close crossovers T3 line and for at least five bars the close was under the T3 Hope you enjoy
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bartuaの投稿
4
Combo Strategy 123 Reversal & Future Lines of Demarcation 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 An FLD is a line that is plotted on the same scale as the price and is in fact the price itself displaced to the right (into the future) by (approximately) half the wavelength of the cycle for which the FLD is plotted. There are three FLD's that can be plotted for each cycle: An FLD based on the median price. An FLD based on the high price. An FLD based on the low price. WARNING: - For purpose educate only - This script to change bars colors.
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HPotterの投稿
4
365 Day High Breakout StrategySCRIPT NOTES - Strategy consists of 3 parameters :- 1. BUY on 365 day breakout (250 days taken in back-testing instead of 365 days considering weekends and other holidays in a year) 2. Moving averages (Noise Filtering condition ) 3. RELATIVE STRENTH indicator (Original Author - tradingview.com ) (Noise Filtering condition ) - Strategy works better on low volatile stocks. - This strategy is for self improvement and concept sharing purpose only. - Trading (including profit/loss) using this strategy is completely user's responsibility.
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Atma_Sakshatkarの投稿
TSS Strategy TESTThis is strategy for backtesting TSSPRO script and has all settings from this indicator. Strategy has setup for 100$ initial capital and 100% entering to each position and 0.04% exchange comission plus take-profit and stop-loss and TSS script settings. I also have settings for 15min timeframe for BTC & ETH with annually profit ~200-300% (no leverage. i.e. x1). You can also specify in settings: +Take profit +Stop-loss +Start & end time Annually Profit Strategy statistics for Binance BTCUSDT 4H (no leverage. i.e. x1) 2020(august) +134% 2019 +93% 2018 +135% PM me if you want to test it.
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romeotraderの投稿
Combo Strategy 123 Reversal & Fisher Transform Indicator 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 Market prices do not have a Gaussian probability density function as many traders think. Their probability curve is not bell-shaped. But trader can create a nearly Gaussian PDF for prices by normalizing them or creating a normalized indicator such as the relative strength index and applying the Fisher transform. Such a transformed output creates the peak swings as relatively rare events. Fisher transform formula is: y = 0.5 * ln ((1+x)/(1-x)) The sharp turning points of these peak swings clearly and unambiguously identify price reversals in a timely manner. WARNING: - For purpose educate only - This script to change bars colors.
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HPotterの投稿
3
Bollinger Bands Breakout StrategyBollinger Bands Breakout Strategy is the strategy version of Bollinger Bands Filter study version, which can be found under my scripts page. The strategy goes long when price closes above the upper band and goes short signal when price closes below the lower band. Bollinger Bands is a classic indicator that uses a simple moving average of 20 periods, along with plots of upper and lower bands that are 2 standard deviations away from the basis line. These bands help visualize price volatility and trend based on where the price is, in relation to the bands. The strategy doesn't take into account any other parameters such as Volume / RSI / Fundamentals etc, so user must use discretion based on confirmations from another indicator or based on fundamentals. The strategy results are based on purely long and short trades and doesn't take into account any user defined targets or stop losses. The strategy works great when the price closes above/below upper/lower bands with continuation on next bar. It is definitely useful to have this strategy or the Bollinger Bands filter along with other indicators to get early glimpse of breach/fail of bands on candle close during BB squeeze or based on volatility . This can be used on Heikin Ashi candles for spotting trends, but HA candles are not recommended for trade entries as they don't reflect true price of the asset. The strategy settings default is 55 SMA and 1 standard deviation for Bollinger Bands filter, but these can be changed from settings. It is definitely worth reading the 22 rules of Bollinger Bands written by John Bollinger if interested in trading Bollinger Bands successfully.
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TradeChartistの投稿
45
BlueFX Strategy GOLD M15We are releasing this separate script file for trading Gold on the M15 time frame using our strategy. This can now run independently from the main file instead of changing parameters and saving as a template - thus making the use of these specific settings even easier for our traders. You can see the back testing profitability shown below, although you can not use back testing to predict the future, both the volume of trades, net profit, win rate and draw down demonstrate a solid foundation and data to move forward from. The strategy itself is explained in the 'Blue FX Strategy' but see below too for more info. Our strategy will help you identify the current trend in the markets and highlight when this is changing. The strategy itself is based upon 4 indicators lining up in total confluence to increase the probability of the trade being a success. Absolutely no technical analysis is needed to trade this - this is a trading tool and has solid back testing results trading in isolation - although you may also use to support your own trading - the choice is yours. When a trade is valid - a Buy or Sell label will appear with the Entry price, SL and multiple TP's shown on the chart. IMPORTANT note, the test results show and confirm that the most profitable exit strategy with these Gold settings is 'FT&SL' this means we enter the trade with a Stop Loss (SL) and simply hold and follow the trend (Follow Trend = FT) until a reverse signal is printed. In our supporting video (see related ideas) you can see the impact of changing this target between multiple TP's and the net effect on both win rate and overall net profitability. The Lot size will also be displayed and this is based on the risk parameters you have set personally in the calculation section. What is a Trading View Script? A script is like an indicator but better, we can verify the success of our strategy by using Trading Views strategy tester function. As shown below and on the chart - you can see the 'Buy' and 'Close Buy' on the chart, supported by a live trading log showing you the entry, entry price date, volume and closing price. This is a great function for numerous reasons; firstly, you know you are using a strategy that has provided a positive expectancy in back testing, secondly you can use this as a trading journal to support your trading too. This in itself can help you with your trading psychology - letting winning trades run is a prime example of this. Take confidence in the statistics and performance over time. Ultimately, we believe we have saved YOU the need to firstly, find an edge and a strategy - and all of the time it takes to BACKTEST a strategy - to then find it may or may not work - and then you start again! Disclaimer alert; Please remember past performance is exactly that - how our strategy performed over those dates tested, it is not obviously a guarantee of future performance. Interested in access or more information? No problem, simply drop us a DM via trading view for access information. Thank you for reading. Darren
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pow_removetheguessworkの投稿
2
WaveTrend+ Strategy [SystemAlpha]This is a WaveTrend strategy based on WaveTrend Oscillator. In addition to using the normal crossovers, we use trend filters, trailing stop loss and take profit targets. WT+ Strategy was developed for crypto, forex and stocks for 15 minutes to daily timeframe. The main goal was to catch long term trends and ride them. In this strategy you have a choice of: Trend Filters: - Average Directional Index (ADX)  – buy when price is trend is up and sell when trend is down. - Moving Average (MA) – buy when price close above the defined moving average and sell when price close below moving average - Parabolic SAR – buy when SAR is above price is above price and sell when SAR is below price. - All - Use ADX, MA and SAR as filters For MA Filter , you can use the “TF MA Type”  and "TF MA Period" parameter to select Simple or Exponential Moving Average and length. Stop Loss: - Average True Range (ATR) – ATR % stop as trailing stop loss. - Parabolic SAR (SAR) – Parabolic SAR adapted as trailing stop loss.   For ATR , you can use the “ATR Trailing Stop Multiplier” parameter to set an initial offset for trailing stop loss. Take Profit Target: - Average True Range (ATR) – ATR % stop as trailing stop loss. - Standard % – Percent as target profit   For ATR , you can use the “ATR Take Profit Multiplier” parameter to set an initial offset for trailing stop loss. Additional feature include: - Regular and Hidden Divergence display and alerts - Filter Overbought and Oversold - Use WT Cross for Exit STRATEGY ONLY: - Set backtest dates - Set Trade direction - Long, Short or Both - Use timed exit - Select method and bars - Method 1: Exit after specified number of bars. - Method 2: Exit after specified number of bars, ONLY if position is currently profitable. - Method 3: Exit after specified number of bars, ONLY if position is currently losing. TradingView Links: WT+ Oscillator Companion: WT+ Alerts: How to use: 1. Apply the script by browsing through Indicators --> Invite-Only scripts and select the indicator 2. Once loaded, click the gear (settings) button to select/adjust the parameters based on your preference. 3. Wait for the next BUY or SELL signal to enter the trade! Disclaimer: The indicator and signals generated do not constitute investment advice; are provided solely for informational purposes and therefore is not an offer to buy or sell a security; are not warranted to be correct, complete or accurate; and are subject to change without notice.
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systemalphatraderの投稿
3
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
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alexgroverの投稿
9
Geometric Brownian Motion BandIf you are an option trader, who are constantly searching opportunities to set up inverse iron condor position or other strategies, you must be familiar in estimating the range induced by Geometric Brownian Motion (GBM), or Lognormal distribution someone may call. The theory behind is adopted in the Black Scholes Option Pricing model, this assumes the asset price follows the GBM, shown below, and estimates the range where the price will fall into on the specific date and probability. dS = a dt + v dW Assuming the drift term is zero, this GBM Band applies the same model and helps you to quickly assess the suitable range to set up your option strategies with simple setting: Length – number of bars covered Vol Multiple - the z-score of the probability Default values of the Length and Vol Multiple are set to 20 bars and 2.0 z-score respectively. You can find an example how the GMB Band work. You can also applies this GMB Band like how Bollinger's Band does for swing trade or breakaway trade. If you find this indicator is useful to you, Star it, Follow, Donate, Like and Share. Your support is a highly motivation for me.
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earnSmartAlgorithmの投稿
7
Combo Strategy 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.
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HPotterの投稿