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Linear EDCA v1.2Strategy Description: Linear EDCA (Linear Enhanced Dollar Cost Averaging) is an enhanced version of the DCA fixed investment strategy. It has the following features: 1. Take the 1100-day SMA as a reference indicator, enter the buy range below the moving average, and enter the sell range above the moving average 2. The order to buy and sell is carried out at different "speed", which are set with two linear functions, and you can change the slope of the linear function to achieve different trading position control purposes 3. This fixed investment is a low-frequency strategy and only works on a daily level cycle ---------------- Strategy backtest performance: BTCUSD (September 2014~September 2022): Net profit margin 26378%, maximum floating loss 47.12% (2015-01-14) ETHUSD (August 2018~September 2022): Net profit margin 1669%, maximum floating loss 49.63% (2018-12-14) ---------------- How the strategy works: Buying Conditions: The closing price of the day is below the 1100 SMA, and the ratio of buying positions is determined by the deviation of the closing price from the moving average and the buySlope parameter Selling Conditions: The closing price of the day is above the 1100 SMA, and the ratio of the selling position is determined by the deviation of the closing price and the moving average and the sellSlope parameter special case: When the sellOffset parameter>0, it will maintain a small buy within a certain range above the 1100 SMA to avoid prematurely starting to sell The maximum ratio of a single buy position does not exceed defInvestRatio * maxBuyRate The maximum ratio of a single sell position does not exceed defInvestRatio * maxSellRate ---------------- Version Information: Current version v1.2 (the first officially released version) v1.2 version setting parameter description: defInvestRatio: The default fixed investment ratio, the strategy will calculate the position ratio of a single fixed investment based on this ratio and a linear function. The default 0.025 represents 2.5% of the position buySlope: the slope of the linear function of the order to buy, used to control the position ratio of a single buy sellSlope: the slope of the linear function of the order to sell, used to control the position ratio of a single sell sellOffset: The offset of the order to sell. If it is greater than 0, it will keep a small buy within a certain range to avoid starting to sell too early maxSellRate: Controls the maximum sell multiple. The maximum ratio of a single sell position does not exceed defInvestRatio * maxSellRate maxBuyRate: Controls the maximum buy multiple. The maximum ratio of a single buy position does not exceed defInvestRatio * maxBuyRate maPeriod: the length of the moving average, 1100-day MA is used by default smoothing: moving average smoothing algorithm, SMA is used by default useDateFilter: Whether to specify a date range when backtesting settleOnEnd: If useDateFilter==true, whether to close the position after the end date startDate: If useDateFilter==true, specify the backtest start date endDate: If useDateFilter==true, specify the end date of the backtest investDayofweek: Invest on the day of the week, the default is to close on Monday intervalDays: The minimum number of days between each invest. Since it is calculated on a weekly basis, this number must be 7 or a multiple of 7 The v1.2 version data window indicator description (only important indicators are listed): MA: 1100-day SMA RoR%: floating profit and loss of the current position maxLoss%: The maximum floating loss of the position. Note that this floating loss represents the floating loss of the position, and does not represent the floating loss of the overall account. For example, the current position is 1%, the floating loss is 50%, the overall account floating loss is 0.5%, but the position floating loss is 50% maxGain%: The maximum floating profit of the position. Note that this floating profit represents the floating profit of the position, and does not represent the floating profit of the overall account. positionPercent%: position percentage positionAvgPrice: position average holding cost -------------------------------- 策略说明： Linear EDCA（Linear Enhanced Dollar Cost Averaging）是一个DCA定投策略的增强版本，它具有如下特性： 1. 以1100日SMA均线作为参考指标，在均线以下进入定买区间，在均线以上进入定卖区间 2. 定买和定卖以不同的“速率”进行，它们用两条线性函数设定，并且你可以通过改变线性函数的斜率，以达到不同的买卖仓位控制的目的 3. 本定投作为低频策略，只在日级别周期工作 ---------------- 策略回测表现： BTCUSD（2014年09月~2022年09月）：净利润率26378%，最大浮亏47.12%（2015-01-14） ETHUSD（2018年08~2022年09月）：净利润率1669%，最大浮亏49.63%（2018-12-14） ---------------- 策略工作原理： 买入条件： 当日收盘价在 1100 SMA 之下，由收盘价和均线的偏离度，以及buySlope参数决定买入仓位比例 卖出条件： 当日收盘价在 1100 SMA之上，由收盘价和均线的偏离度，以及sellSlope参数决定卖出仓位比例 特例： 当sellOffset参数>0，则在 1100 SMA以上一定范围内还会保持小幅买入，避免过早开始卖出 单次买入仓位比例最大不超过 defInvestRatio * maxBuyRate 单次卖出仓位比例最大不超过 defInvestRatio * maxSellRate ---------------- 版本信息： 当前版本v1.2（第一个正式发布的版本） v1.2版本设置参数说明： defInvestRatio: 默认定投比例，策略会根据此比例和线性函数计算得出单次定投的仓位比例。默认0.025代表2.5%仓位 buySlope: 定买的线性函数斜率，用来控制单次买入的仓位倍率 sellSlope: 定卖的线性函数斜率，用来控制单次卖出的仓位倍率 sellOffset: 定卖的偏移度，如果大于0，则在一定范围内还会保持小幅买入，避免过早开始卖出 maxSellRate: 控制最大卖出倍率。单次卖出仓位比例最大不超过 defInvestRatio * maxSellRate maxBuyRate: 控制最大买入倍率。单次买入仓位比例最大不超过 defInvestRatio * maxBuyRate maPeriod: 均线长度，默认使用1100日MA smoothing: 均线平滑算法，默认使用SMA useDateFilter: 回测时是否要指定日期范围 settleOnEnd: 如果useDateFilter==true，在结束日之后是否平仓所持有的仓位平仓 startDate: 如果useDateFilter==true，指定回测开始日期 endDate: 如果useDateFilter==true，指定回测结束日期 investDayofweek: 每次在周几定投，默认在每周一收盘 intervalDays: 每次定投之间的最小间隔天数，由于是按周计算，所以此数字必须是7或7的倍数 v1.2版本数据窗口指标说明（只列出重要指标）： MA：1100日SMA RoR%: 当前仓位的浮动盈亏 maxLoss%: 仓位曾经的最大浮动亏损，注意此浮亏代表持仓仓位的浮亏情况，并不代表整体账户浮亏情况。例如当前仓位是1%，浮亏50%，整体账户浮亏是0.5%，但仓位浮亏是50% maxGain%: 仓位曾经的最大浮动盈利，注意此浮盈代表持仓仓位的浮盈情况，并不代表整体账户浮盈情况。 positionPercent%: 仓位持仓占比 positionAvgPrice: 仓位平均持仓成本
Strategia Pine Script®
od stephan8306
Simple RSI and SMA Long and Short (by Coinrule)The relative strength index ( RSI ) is a momentum indicator used in technical analysis . RSI measures the speed and magnitude of a security's recent price changes to evaluate overvalued or undervalued conditions in the price of that security. The RSI is displayed as an oscillator (a line graph) on a scale of zero to 100. The RSI can do more than point to overbought and oversold securities. It can also indicate securities that may be primed for a trend reversal or corrective pullback in price. It can signal when to buy and sell. Traditionally, an RSI reading of 70 or above indicates an overbought situation. A reading of 30 or below indicates an oversold condition. A simple moving average ( SMA ) calculates the average of a selected range of prices, usually closing prices, by the number of periods in that range. The Strategy enters and closes the trade when the following conditions are met: LONG SMA100 is greater than SMA150 RSI is greater than 50 SHORT SMA100 is less than SMA150 RSI is less than 50 When a long position is opened, it remains open until the conditions for a short are met at which point the long position is closed and the short position is opened. Then, when the conditions for the long position are met, the short will be closed and a long will be opened. This strategy is back tested from 1 January 2022 to simulate how the strategy would work in a bear market. The strategy provides good returns. The strategy assumes each order is using 30% of the available coins to make the results more realistic and to simulate you only ran this strategy on 30% of your holdings. A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance.
Strategia Pine Script®
od Coinrule
2
Davin's 10/200MA Pullback on SPY Strategy v2.0Strategy: Using 10 and 200 Simple moving averages, we capitalize on price pullbacks on a general uptrend to scalp 1 - 5% rebounds. 200 MA is used as a general indicator for bullish sentiment, 10 MA is used to identify pullbacks in the short term for buy entries. An optional bonus: market crash of 20% from 52 days high is regarded as a buy the dip signal. An optional bonus: can choose to exit on MA crossovers using 200 MA as reference MA (etc. Hard stop on 50 cross 200) Recommended Ticker: SPY 1D (I have so far tested on SPY and other big indexes only, other stocks appear to be too volatile to use the same short period SMA parameters effectively) + AAPL 4H How it works: Buy condition is when: - Price closes above 200 SMA - Price closes below 10 SMA - Price dumps at least 20% (additional bonus contrarian buy the dip option) Entry is on the next opening market day the day after the buy condition candle was fulfilled. Sell Condition is when: - Prices closes below 10 SMA - Hard stop at 15% drawdown from entry price (adjustable parameter) - Hard stop at medium term and long term MA crossovers (adjustable parameters) So far this strategy has been pretty effective for me, feel free to try it out and let me know in the comments how you found :) Feel free to suggest new strategy ideas for discussion and indicator building
Strategia Pine Script®
od Gold_D_Roger
5
Altered OBV On MACDHere is another strategy along with an indicator that is already published for everyone to use wisely in the tradingview platform. The strategy is not very planned to highlight where to enter and when to exit as it is just a system. So, it is always good practice to follow the signal of simple moving averages and that is the reason you could find those color lines in this strategy as well. As the indicator signals the entry point, it is wise to decide what the SMA (21, 50, 90, 200) signals us. When the price oscillated around the higher timeframe of moving averages, then it is wise to wait before entering. OBV: The OBV is perfect indicator to understand the strength of the particular stock. As the strength increase, the trend of the stock goes high along with price. But, the OBV is considered only with close of previous close which is to make sure the double confirmation on the price to accumulate the volume . Altered OBV: So, here is the altered OBV, which basically consider the close of previous close and also buying interested of the day when close is higher than open. MACD: I always admire the magic of MACD with pre-defined timeframe. Now, this MACD applied on top of altered OBV to signal us the moving of the ticker strength. Long: The long entry occurs when the MACD on Altered OBV signal bullish and the same time the MACD on close already bullish. Short The short denotes when the MACD on Altered OBV signal bearish and at the same time the MACD on close already bearish. I hope this would help on your swing trading strategy. Happy Investing.
Strategia Pine Script®
od stocktechbot
Trend Breakout high/low #1What is the Trend Breakout high/low #1? This script uses the high/low of each fixed time period as a conditional judgment, and when the high/low is broken as a buy/sell signal, trying to capture a trend. How to use this script? Start date and Stop date: You can choose the date of the test. Trading cycle: Selected time period is used as the basis for determining the high/low and is limited to one trade only. Stop range: This value will calculate the stop loss range. Set 50-100 that is better Fixed mode: Fixed of lots per transaction. ---Additional Functions--- Reversal mode: Reversing the buy and sell signals, may be useful in certain situations. Wighted mode: Increased profitability under certain conditions When win & When lose:Judgment when there is an ongoing loss/profit as a condition, may be useful in certain situations. Use closing price: Use the closing price breakout high/low as a conditional judgment, but this function sometimes fails. Notes: Trading cycle and your chart time period can't be set too close,that will result repainting. Stop range can't be set too small,that will result repainting either.
Strategia Pine Script®
od zxcv55602
1
RSI SMA Crossover StrategyOverview RSI SMA Crossover Strategy works the same way as traditional MA crossover strategies, but using RSI instead of price. When RSI crosses over the SMA, a long position is opened (buy). When RSI crosses under the SMA, the long position is closed (sell). This strategy can be very effective when the right inputs are used (see below). Be sure to use the backtesting tool to determine the optimal parameters for a given asset/timeframe. Inputs/Parameters RSI Length: length for RSI calculation (default = 50) SMA Length: length for SMA calculation (default = 25) Strategy Properties Initial Capital = $1000 No default properties are defined for Slippage, Commission, etc, so be sure to set these values to get accurate backtesting results. This script is being published open-source for a reason - save yourself a copy and adjust the settings as you like! Backtesting Results Testing on Bitcoin (all time index) 1D chart, with all default parameters. $1,000 initial investment on 10/07/2010 turns into almost $2.5 billion as of 08/30/2022 (compared to $334 million if the initial investment was held over the same period) Remember, results can vary greatly based on the variables mentioned above, so always be sure to backtest.
Strategia Pine Script®
od reees
4
Short Term RSI and SMA Percentage ChangeThis strategy utilises common indicators like RSI and moving averages in order to enter and exit trades. The Relative Strength Index (RSI) is a momentum indicator that has a value between 0 and 100, where a value greater than 70 is considered overbought and a value less than 30 is oversold. If the RSI value is above or below these values, then it can signal a possible trend reversal. The second indicator used in this strategy is the Simple Moving Average (SMA). A SMA is an arithmetic moving average calculated by adding recent prices and then dividing that figure by the number of time periods in the calculation average. For example, one could add the closing price of a coin for a number of time periods and then divide this total by that same number of periods. Short-term averages respond quickly to changes in the price of the underlying coin, while long-term averages are slower to react. Long/Exit orders are placed when three basic signals are triggered. Long Position: RSI is greater than 50 MA9 is greater than MA100 MA9 increases by 6% Exit Position: Price increases 5% trailing Price decreases 5% trailing The script is backtested from 1 May 2022 and provides good returns. A trading fee of 0.1% is also taken into account and is aligned to the base fee applied on Binance. This script also works well on AVAX 45m/1h, MATIC 15m/45m/1h and ETH 4h.
Strategia Pine Script®
od Coinrule
1
Stochastic Rsi+Ema - Auto Buy Scalper Scirpt v.0.3Simple concept for a scalping script, written for 5 minute candles, optimized for BTC. 1st script I've created from scratch, somewhat from scratch. Also part of the goal of this one is to hold coin as often as possible, whenever it's sideways or not dropping significantly. Designed to buy on the stochastic bottoms (K>D and rising, and <17) Then and sell after 1 of 3 conditions; a. After the price goes back up at least 1 % and then 1-2 period ema reversal b. After the rsi reversal (is dropping) and K
Strategia Pine Script®
od TechYes069
4
Moving Average Crossover StrategyThe Moving Average Crossover indicator uses 3 moving averages (2 simple moving averages and 1 exponential moving average ) to signal long and short opportunities based on moving average crossovers. This strategy serves as a backtest to that indicator. By taking entry and exit positions based on moving average crossovers, we are able to project profit with this script. You are given the option to select which moving average crossings trigger entry and exit signals. Fast refers to an EMA which should be your shortest MA. Slow refers to the first SMA which will serve as a signal line. Trend refers to a long SMA which will help determine if you should take long positions or short. You can also filter by extra conditions such as minimum volume or RSI. For example, you may have the script trigger a buy signal if the 5ema crosses the 20 sma while RSI reads 60 and sell if it crosses again. This strategy starts with $100,000 and uses 10% of the account per trade.
Strategia Pine Script®
od Decam9
5
Estrategia Larry Connors [JoseMetal]============ ENGLISH ============ - Description: This strategy is based on the original Larry Connors strategy, using 2 SMAs and RSI. The strategy has been optimized for better total profit and works better on 4H (tested on BTCUSDT). LONG: Price must be ABOVE the slow SMA. When a candle closes in RSI oversold area, the next candle closes out of the oversold area and the closing price is BELOW the fast SMA = open LONG. LONG is closed when a candle closes ABOVE the fast SMA. SHORT: Price must be BELOW the slow SMA. When a candle closes in RSI overbought area, the next candle closes out of the overbought area and the closing price is ABOVE the fast SMA = open SHORT. SHORT is closed when a candle closes BELOW the fast SMA. *Larry Connor's strategy does NOT use a fixed Stop Loss or Take Profit, as he said, that reduces performance significantly. - Visual: Both SMAs (fast and slow) are shown in the chart. By default, the fast SMA is aqua color, the slow changes between green and red depending on the "trend" (price over slow SMA = bullish, below = bearish). RSI can't be shown because TradingView doesn't allow to show both overlay and panel indicators, so candles get a RED color when RSI is in OVERBOUGHT area and GREEN when they're on OVERSOLD area to help with that. Background is colored when conditions are met and a position is going to be open, green for LONGs red for SHORTs. - Usage and recommendations: As this is a coded strategy, you don't even have to check for indicators, just open and close trades as the strategy shows. The original strategy uses a 5 period SMA instead of the 10, and 10/90 for oversold/overbought levels, this has been optimized after the testings and results but feel free to change settings and test by yourself. Also, the original strategy was developed for daily, but seems to work better en 4H. - Customization: As usual I like to make as many aspects of my indicators/strategies customizable, indicators, colors etc., feel free to ask if you feel that something that should be configurable is missing or if you have any ideas to optimize the strategy. ============ ESPAÑOL ============ - Descripción: Esta estrategia está basada en la estrategia original de Larry Connors, utilizando 2 SMAs y RSI. La estrategia ha sido optimizada para un mejor beneficio total y funciona mejor en 4H (probado en BTCUSDT). LONG: El precio debe estar por encima de la SMA lenta. Cuando una vela cierra en la zona de sobreventa del RSI, la siguiente vela cierra fuera de la zona de sobreventa y el precio de cierre está POR DEBAJO de la SMA rápida = abre LONG. Se cierra cuando una vela cierra POR ENCIMA de la SMA rápida. SHORT: El precio debe estar POR DEBAJO de la SMA lenta. Cuando una vela cierra en la zona de sobrecompra del RSI, la siguiente vela cierra fuera de la zona de sobrecompra y el precio de cierre está POR ENCIMA de la SMA rápida = abre SHORT. Se cierra cuando una vela cierra POR DEBAJO de la SMA rápida. *La estrategia de Larry Connor NO utiliza un Stop Loss o Take Profit fijo, como él dijo, eso reduce el rendimiento significativamente. - Visual: Ambas SMAs (rápida y lenta) se muestran en el gráfico. Por defecto, la SMA rápida es de color aqua, la lenta cambia entre verde y rojo dependiendo de la "tendencia" (precio por encima de la SMA lenta = alcista, por debajo = bajista). El RSI no puede mostrarse porque TradingView no permite mostrar tanto los indicadores superpuestos como los del panel, así que las velas obtienen un color ROJO cuando el RSI está en el área de SOBRECOMPRA y VERDE cuando están en el área de VENTA para ayudar a ello. El fondo se colorea cuando se cumplen las condiciones y se va a abrir una posición, verde para LONGs rojo para SHORTs. - Uso y recomendaciones: Como se trata de una estrategia ya programada, ni siquiera hay que comprobar los indicadores, sólo hay que abrir y cerrar las operaciones tal y como muestra la estrategia en el gráfico. La estrategia original utiliza una SMA de 5 periodos en lugar de 10, y 10/90 para los niveles de sobreventa/sobrecompra, esto ha sido optimizado después de las pruebas y los resultados, pero sé libre de cambiar la configuración y probarla por sí mismo. Además, la estrategia original fue desarrollada para diario, pero parece funcionar mejor en 4H. - Personalización: Como siempre me gusta hacer personalizables todos los aspectos de mis indicadores/estrategias, indicadores, colores, etc., preguntar si notas que falta algo que debería ser configurable o si tienes alguna idea para optimizar la estrategia.
Strategia Pine Script®
od JoseMetal
14
Uptrend and Oversold Index Swing Trading System 8H--- Foreword --- The Overbought and Oversold Index Swing Trading System or short: I11L Hypertrend primarily uses money management Strategies, EMA and SMA and my momentum Ideas for trying to produce satisfactory Alpha over a timespan of multiple years. --- How does it Work? --- It uses 20 different EMA's and SMA's to produce a score for each Bar. It will credit one Point If the EMA is above the SMA. A high score means that there is a strong Uptrend. Spotting the strong Uptrend early is important. The I11L Hypertrend System trys to spot the "UPTREND" by checking for a crossover of the Score(EMA) / Score(SMA). A low score means that there is a strong Downtrend. Its quite common to see a reversal to the mean after a Downtrend and spotting the bottom is important. The System trys to spot the reversal, or "OVERSOLD" state by a crossunder of the Score(EMA) / Score(SMA). --- What can i customize? --- -> Trading Mode: You can choose between two different trading modes, Oversold and Overbought(trend) and Random Buys to check if your systems Profitfactor is actually better then market. -> Work with the total equity: The system uses the initial capital per default for Backtesting purposes but seeing the maximum drawdown in a compounding mode might help! -> Use a trailing SL: A TSL trys to not lose too much if the trade goes against your TP -> Lookbackdistance for the Score: A higher Lookbackdistance results in a more lagging indicator. You have to find the balance between the confirmation of the Signal and the frontrunning. -> Leverage: To see how your strategie and your maximum Drawdown with the total equity mode enabled would have performed. -> Risk Capital per Trade unleveraged: How much the underlying asset can go against your position before the TSL hits, or the SL if no TSL is set. -> TPFactor: Your risk/reward Ratio. If you risk 3% and you set the ratio to 1.2, you will have a TP at 3 * 1.2 = 3.6% -> Select Date: Works best in the 8H Timeframe for CFD's. Good for getting a sense of what overfitting actually means and how easy one can fool themself, find the highest Profitfactor setting in the first Sector (Start - 2012) and then see if the second Sector (2012 - Now) produces Alpha over the Random Buy mode. --- I have some questions about the System --- Dear reader, please ask the question in the comment Section and i will do my best to assist you.
Strategia Pine Script®
od I11L
7
Long Term Heat/Volatility - Accumulation/Distribution v1This is a strategy specifically made for 1D BTC/USD with the aim of capturing cycle tops and bottoms. It's mainly based on two indicators: 21d average of ATR (volatility) and (BTC.price - 180d sma)/BTC.price (heat). The strategy only signals buys or sells after occurrences of high volatility, followed by extremely high or low heat values. It's optimized for utilizing accumulation and distribution at lower and higher prices respectively with respect to last 14 days. 2nd version will include dynamic dollar cost averaging during the accumulation and distribution periods.
Strategia Pine Script®
od spacekadet17
3
Mean Reversion Strategy v2 [KL]Description : This strategy will enter a position when the following conditions are met: a) Main signal: When source data (ATR) diverts from its moving average value, and b) Confirmation: If predicted direction of trend is favorable. Assumptions : During periods of high price volatility, ATR diverts from its moving average value. Eventually, ATR should revert. But since just knowing the magnitude of increase/decrease of ATR does not indicate a trend signal, we need to introduce a model to predict the current trend. In short: • Trend Prediction : This strategy calculates the expected logarithmic return of the security (the "Drift") and considers prices to be moving in uptrend if the drift curve is upward sloping. • Assessment of ATR diversion : To determine "yes/no" regarding whether ATR at a given point in time has diverted, this script conducts a two-tailed hypothesis test at each candlestick period. The null hypothesis (H0) is that the fast moving average value should equal the slow moving average value (say, denoted as H0: atr14 == atr28; it is assumed that atr28 is more meaningful for the purpose of describing the current trend because it has a larger sample size). Investopedia has an article summarizing this topic . Exit Condition : When trailing stop loss hits. Previous version : This strategy is based on Version 1 published back in September . This older version considers +/- one standard deviation to be the critical values relative to average ATR when testing whether ATR has diverted from the mean. This does not take Standard Error ("SE") into account. As a result, the threshold is often too wide and it generates too many entry signals.
Strategia Pine Script®
od DojiEmoji
10
Arch1tect's New Toy (Strategy Tester Version)Description: The version of Arch1tect's New Toy indicator with Strategy Tester added. This indicator tries to predict market trends by simply utilising 2 moving averages crossovers. How it works: Buy signals are triggered when the faster MA crosses over the slower MA from the downside to the upside. Sell signals are triggered when the faster MA crosses under the slower MA from the upside to the downside. How to use: Take buys when buy signal is triggered AND close existing sell position Take sells when sell signal is triggered AND close existing buy position Note: Settings are optimised for XAUUSD on the M1 chart. Extra: Alerts are included. You can toggle between EMA, WMA and SMA to your liking. Indicator version:
Strategia Pine Script®
od Tutorial05
2