This strategy is based on signals from the WilliamTrendFollower indicator. You can optimize the parameters of this strategy as you wish. I hope you get the most accurate result. About WilliamTrendFollower: With this indicator, we try to catch the trends in price. With continued use of this indicator, we expect it to eventually escape horizontal positions...
Simple backtest for Fisher Transform, clone of MT4 "Fisher_no_repainting" found here: What this backtest includes: -Customization of inputs for Fisher Transform calculation -Take profit 1 (TP1), and Stop-loss (SL), calculated using standard RMA-smoothed true range -Activation of TP1 after entry candle closes -Zero-cross entry signal plots -Longs and...
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...
Best for higher time frames - 30m, 1H, 2H, 3H, 4H, D this strategy uses several factors that are pushed through an Inverse Fisher Transform (IFT). The higher the TF, the better the performance, up to 98%, but the number of deals tends to drop). Middle time frames (5m, 15m) look viable with Scaled Price (Scaled %P) and MFI factors. The factor list can be extended...
A multi-timeframe Fisher indicator that has been updated to Pine version 3, added linear regression and RMA lines with up down colour coding, alert conditions for ease and autoview automatic trading, and a few other little tricks. This indicator will no longer repaint and will provide more accurate signals. I've also added a backtester to allow you to find...
This is the Backtester without Trailing Stops Credits to mortdiggiddy
A multi-timeframe strategy developed as a custom service. Note This strategy has been published only for customer verification and acceptance. Sorry, I cannot grant access to anyone else.
By John Ehlers from his book "Cybernetic Analysis for Stocks and Futures".
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...
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...