MTF Trailing SL Strategy [QuantNomad]

This is a Multi-Timeframe version of my Trailing SL Strategy.
Few weeks ago I published Trailing SL Strategy. There I used only basic Trailing SL to enter positions.
It worked pretty well so I tried to work on it a bit. I thought what if you can use the same ATR TSL on different timeframes and combine them into one signal.
In this strategy you can use only ATR stops and choose 3 other higher timeframes in addition to your current timeframe.
You'll see Trailing SL plotted on the chart form all these timeframes.

Entry Long position if all 4 time-frames agree on long signal.
Exit Long positions when at least 2 time-frames disagree on long signal.

Entry to Short position if all 4 time-frames agree on Short signal.
Exit from Short positions when at least 2 time-frames disagree on Short signal.

Here is the link to my basic Trailing SL Strategy:

版本注释: Fixed backtesting range
版本注释: Updated the way I get the data from Higher Timeframe
从常用脚本中删除 添加到常用脚本
PineScript Programming: https://qntly.com/pinepro
TradingView Essential: https://qntly.com/tve

Pro Indicators: https://qntly.com/proind

YouTube: https://qntly.com/youtube
Discord: https://qntly.com/discord
Telegram: https://qntly.com/tel


Hi @QuantNomad, I'm using the indicator and works well, thanks! It would be nice if you could use multiple targets, so a kind of profit points, is there a way to take profit on certain points? On the support and resistanse levels for example?
QuantNomad jos-willem
@jos-willem, yep, good idea, it might work. I will try to take a look when I have some free time
Hi @QuantNomad It would be interesting to see if you could get a better result if you had 1 or 2 fixed targets in it. In testing I see that the indicator often reaches the 2 or 3 percent, is it possible to build in an adjustable target?
QuantNomad jos-willem
@jos-willem, You mean you want static PT in it?
jos-willem QuantNomad
@QuantNomad, yes like 2 or 3 targets of 1% 2% and 5% (option to change target in the setting)
QuantNomad jos-willem
@jos-willem, you mean like partial PT? I'm not sure I will implement it, it is too specific for a published strategy. You can use few strategy.exit calls with qry or qty_pecent parameter to take profit on few levels.
jos-willem QuantNomad
@QuantNomad, Ok thanks. Another idea, the indicator now responds to wicks. Would it be unwise for the indicator not to respond to wicks?
QuantNomad jos-willem
@jos-willem, you mean to wait for close? Yep, it might work. It will be a bit more stable, but the filling price will be a bit worse.
must you use higher time frames than your current time frame?
or can you have some lower and some higher?
首页 股票筛选器 外汇筛选器 加密货币筛选器 财经日历 如何运作 图表功能 价格 推荐朋友 网站规则 帮助中心 网站 & 经纪商解决方案 插件 图表解决方案 轻量图表库 博客 & 新闻 Twitter
概览 个人资料设置 账户和账单 推荐朋友 我的客服工单 帮助中心 已发表观点 粉丝 正在关注 私人消息 在线聊天 退出