OPEN-SOURCE SCRIPT
Hulk Grid Algorithm - The Quant Science
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Grid-based intraday algorithm that works 50% in trend following and 50% in swing trading. Orders are executed on a grid of 10 levels. The grid levels are dynamic and calculated on the difference between the previous day's open and close. The algorithm makes only long trades based on the following logic:
1. The daily close of the previous day is analyzed, the first condition is met if the previous day was bullish, closing higher than the 'opening.
2. Must pass 'x' number of bars before placing market orders.
3. The range, as the difference between close and open of the previous day must be greater than 'x'.
If these three conditions are met then the algorithm will proceed to place long orders. On a total of 10 grid levels, up to five trades are executed per day.
If the current close is above level 1 of the grid (previous day's close) then trend following trading will take place, working on the upper 5 levels. In this case each order is placed starting at level 1 and closed at each level above.
If the current close is below level 1 of the grid (previous day's open) then swing trading will be carried out, working on the lower 5 levels. In this case each order is placed starting at level 2 and closed at the upper level.
If at the time of order execution the price is above or below the stop loss and take profit levels, the algorithm will cancel the orders and prevent trading.
All orders are closed exclusively for two reasons:
1. If the stop loss or take profit level is confirmed.
2. If the daily session is ended.
UI Interface
You can adjust:
1. Backtesting period
2. 'x' number of bars before placing orders at the market (remember to always add 2 to the number you enter in the user interface if you enter 2 then execution will occur at the market opening after the fourth bar).
3. Intercepted price range between close and open of the previous day, avoiding trading on days when the range is too low.
4. Stop loss, level calculated from the 'last lower grid, if the market breaks this level the grid is destroyed and closes all open positions.
5. Take profit, the level calculated from the last upper grid, if the market breaks this level the grid is destroyed and closes all open positions.
The backtesting you see in the example was generated on:
This algorithm can be used only on intraday timeframe.
1. The daily close of the previous day is analyzed, the first condition is met if the previous day was bullish, closing higher than the 'opening.
2. Must pass 'x' number of bars before placing market orders.
3. The range, as the difference between close and open of the previous day must be greater than 'x'.
If these three conditions are met then the algorithm will proceed to place long orders. On a total of 10 grid levels, up to five trades are executed per day.
If the current close is above level 1 of the grid (previous day's close) then trend following trading will take place, working on the upper 5 levels. In this case each order is placed starting at level 1 and closed at each level above.
If the current close is below level 1 of the grid (previous day's open) then swing trading will be carried out, working on the lower 5 levels. In this case each order is placed starting at level 2 and closed at the upper level.
If at the time of order execution the price is above or below the stop loss and take profit levels, the algorithm will cancel the orders and prevent trading.
All orders are closed exclusively for two reasons:
1. If the stop loss or take profit level is confirmed.
2. If the daily session is ended.
UI Interface
You can adjust:
1. Backtesting period
2. 'x' number of bars before placing orders at the market (remember to always add 2 to the number you enter in the user interface if you enter 2 then execution will occur at the market opening after the fourth bar).
3. Intercepted price range between close and open of the previous day, avoiding trading on days when the range is too low.
4. Stop loss, level calculated from the 'last lower grid, if the market breaks this level the grid is destroyed and closes all open positions.
5. Take profit, the level calculated from the last upper grid, if the market breaks this level the grid is destroyed and closes all open positions.
The backtesting you see in the example was generated on:
BTCUSDT- Timeframe 15 min
- Stop loss 2%
- Take profit 2%
- Minimum bars 3
- Size grid range 500
This algorithm can be used only on intraday timeframe.
版本注释
This software has been deprecated. Now, you can use the new version Hulk Grid Algorithm V2.开源脚本
本着真正的TradingView精神，此脚本的作者已将其开源，以便交易者可以理解和验证它。向作者致敬！您可以免费使用它，但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。
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