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BTC Twitter SentimentBTC Twitter Sentiment - shows the total numbers of all negative, neutral and positive Bitcoin related tweets. On default settings, the tweets are plotted in red (negative) white (neutral) as well as green (positive). The three charts are stacked so the total number of tweets is easily discernible. Furthermore, there's an optional smoothing setting in the options. The Twitter Sentiment data is provided daily by IntoTheBlock; Since data is only updated once a day the graph might look chunky on lower timeframes, even with smoothing.
Pine Script™指标
由Powerscooter提供
2
BTC Hashrate ribbonsBTC Hash Rate ribbons / Hash Rate cross This strategy goes long when BTCs Hash Rate 30 day moving average crosses above the 60 day moving average, signifying that miner capitulation is over and recovery has started. When the opposite signal is given, which signifies the beginning of miner capitulation, the strategy goes short (or flat, depending on configuration). This is generally considered the most popular Hash Rate related strategy. The strategy is based on this medium article: medium.com Thanks to the recent integration of IntoTheBlock data into Tradingview, we can now effortlessly show Hash Rate data on our chart, keep in mind however, that IntoTheBlock doesn't provide Hash Rate data on timeframes below daily, so this strategy is based used on the daily, weekly or even monthly time frames. Hash Rate definition: The Bitcoin hash rate is the number of times per second that computers on the Bitcoin network are hashing data to verify transactions and perform the encryption that secures the network. The hash rate is an indicator of how healthy the Bitcoin network is at any given time, and is driven primarily by difficulty mining and the number of miners. Generally, a high hash rate is considered a good thing. More precisely, the Bitcoin hash rate is the number of times per second that computers on the Bitcoin network are hashing data to verify transactions and perform the encryption that secures the network.
Pine Script™策略
由Powerscooter提供
2
BTC Hashrate with smoothingBTC Hashrate with smoothing - thanks to the recent integration of IntoTheBlock data into Tradingview, we can now effortlessly show Hashrate data on our chart. One popular use for Hashrate is to buy when the 30 day moving average crosses above the 60 day moving average, signifying that miner capitulation is over and recovery has started. Definition The Bitcoin hash rate is the number of times per second that computers on the Bitcoin network are hashing data to verify transactions and perform the encryption that secures the network. The hash rate is an indicator of how healthy the Bitcoin network is at any given time, and is driven primarily by difficulty mining and the number of miners. Generally, a high hash rate is considered a good thing. More precisely, the Bitcoin hash rate is the number of times per second that computers on the Bitcoin network are hashing data to verify transactions and perform the encryption that secures the network.
Pine Script™指标
由Powerscooter提供
Ichimoku Cloud and Bollinger Bands (by Coinrule)The Ichimoku Cloud is a collection of technical indicators that show support and resistance levels, as well as momentum and trend direction. It does this by taking multiple averages and plotting them on a chart. It also uses these figures to compute a “cloud” that attempts to forecast where the price may find support or resistance in the future. The Ichimoku Cloud was developed by Goichi Hosoda, a Japanese journalist, and published in the late 1960s. It provides more data points than the standard candlestick chart. While it seems complicated at first glance, those familiar with how to read the charts often find it easy to understand with well-defined trading signals. The Ichimoku Cloud is composed of five lines or calculations, two of which comprise a cloud where the difference between the two lines is shaded in. The lines include a nine-period average, a 26-period average, an average of those two averages, a 52-period average, and a lagging closing price line. The cloud is a key part of the indicator. When the price is below the cloud, the trend is down. When the price is above the cloud, the trend is up. The above trend signals are strengthened if the cloud is moving in the same direction as the price. For example, during an uptrend, the top of the cloud is moving up, or during a downtrend, the bottom of the cloud is moving down. The Bollinger Bands are among the most famous and widely used indicators. A Bollinger Band is a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a simple moving average ( SMA ) of a security's price, but which can be adjusted to user preferences. They can suggest when an asset is oversold or overbought in the short term, thus providing the best time for buying and selling it. This strategy combines the Ichimoku Cloud with Bollinger Bands to better enter trades. Long orders are placed when these basic signals are triggered. Long Position: Tenkan-Sen is above the Kijun-Sen Chikou-Span is above the close of 26 bars ago Close is above the Kumo Cloud The closing price is greater than the upper standard deviation of the Bollinger Bands Short Position: Tenkan-Sen is below the Kijun-Sen Chikou-Span is below the close of 26 bars ago Close is below the Kumo Cloud The upper standard deviation of the Bollinger Band is greater than the closing price The script is backtested from 1 January 2022 and 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. This script also works well on BTC 30m/1h, ETH 2h, MATIC 2h/30m, AVAX 1h/2h, SOL 45m timeframes
Pine Script™策略
由Coinrule提供
TARVIS Labs - Alts Macro Bottom/Top SignalsSCRIPT DESCRIPTION PLEASE READ THROUGH THIS CAREFULLY. This is a script specifically written to help provide indicators from a macro view for ALTS. This script needs to be run on the 1 day. It helps indicate when to accumulate alts, and when its in a bull run when this a bull run top beginning to form with warnings, and a indicator that a top is in. This is described further below. NOTE - in order to accomodate most alts the script had to be broad enough in its indicators to cover many different scenarios. If you are trading a smaller altcoin I suggest taking a more conservative approach to accumulation. FAQs: 1. Why is there no accumulation zone showing up before an uptrend? This could be because the trend has been so strong for this coin that there hasn't been a strong enough signal to accumulate or this could be that the chart doesnt have enough historical data (needs over 2 years) for the indicators to flash green. 2. Why is there no tops shown for a chart Im looking at? This is either because there isn't enough historical data (needs over 2 years) for the indicators to build or because the altcoin didnt perform as well as the rest of the market. The altcoin has to perform as well as the market over the length of the bull run in order for the signals to show. Typically an altcoin that shows sharp increases and sharp drops shortly after will not have signals show up. 3. The "Potential End of Bull Run Top Indicator" showed up but we weren't near the top yet, why is that? The alts indicator has to work across many altcoins, and their trends are not all the same. This can lead to the indicator showing but not necessarily being the exact top. The data from the alts macro bottom/top signals should be paired with the "TARVIS Labs bitcoin macro bottom/top signals" indicator for BTC. The reasoning is because if the top is not showing that its in for Bitcoin its likely that the altcoin's top is also not in. You should use the two in tandem to know if the bull run top is very likely in. ACCUMULATION ZONE INDICATOR - LIGHT GREEN Description When we look at the general crypto landscape, the 200d & 300d EMAs are extremely useful. We can use their cross and momentum in order to determine a bottom forming. If the price has fallen over 40% below the 200 day EMA and the 200 day EMA has crossed below the 300d EMA, its a downtrend with a steep fall, which could indicate a good time to accumulate. When we see the 200 day EMA's slope drop drastically (over 5% w/w) it is also a good signal to accumulate. Strategy for Usage For alts, the strategy can vary drastically. You need to take into account: 1. the market cap of the altcoin, is it a smaller market cap altcoin or a larger one? 2. historical trend, does it typically trend strongly with a smaller accumulation zone? Once you've taken these into account you can form a strategy. For example, if the altcoin has had smaller accumulation zones historically you'll want to take advantage of the accumulation zones when they pop up and be more aggressive (say a 30 day accumulation). If the altcoin has historically had longer accumulation zones then you'll want to be more conservative with your strategy and potentially have a 100 day (or even longer) accumulation period. If the altcoin is a smaller market cap alt, you will want to also take that into account. You'll want to likely be more conservative, STRONG BUY IN ACCUMULATION ZONE INDICATOR - DARK GREEN Description We can add to the bottoming signal by looking for strong downtrends inside the bottoming signal. We do this by seeing when the 36 day EMA has a slope decreasing by 2% day/day. Strategy for Usage These strong downtrend days can be used to add more to our accumulation strategy. We can add more on these days (ex. double what you were planning to on a typical accumulation day). LOCAL TOP NEAR BULL RUN TOP INDICATOR - RED Description When the 100 week EMA is in a strong uptrend (4% increase w/w) we can look for significant loss of momentum in order to determine if a local top is in near a bull run top. This strategy uses a MACD with 9/36/9 config for the daily chart. We look for the signals momentum loss, when the slope becomes negative. Strategy for Usage Ideally the right strategy to use here is to exit the market when this indicator starts. When the indicator ends if the "Potential End of Bull Run Top Indicator" is not showing on the chart you can buy back into the market. POTENTIAL END OF BULL RUN TOP INDICATOR - DARK RED Description When the 100 week EMA is in a strong uptrend (3% increase w/w), and a MACD config of 108/234/9 has a negative signal slope signifying a very large momentum loss, but the 1d 18 EMA is still above the 1d 63 EMA we show this signal. Strategy for Usage This is a strong indicator that the top is in, and it potentially being the bull run top. Because alts can vary strongly in their charts, this should be a strong warning but not necessarily a certainty that the bull run is over.
Pine Script™指标
由arrash0x提供
2
Covering Shadow Candle PatternThis indicator shows 3 types of objects on chart: 1. downward red triangle above a candle: 3 green candles followed by a fourth red candle of which the low price is lower than the low of the 3 previous green candles, this is usually the sign of reversal from upward movement to a downward one. 2. 1. upward green triangle below a candle: 3 red candles followed by a fourth green candle of which the high price is higher than the high of the 3 previous red candles, this is usually the sign of reversal from downward movement to a upward one. 3. boxes: these boxes are drawn when the patterns of cases 1 and 2 fails to perform as expected which means we have some important areas at that level so it can be a resistance or support zone .
Pine Script™指标
由Mahdi_Fatemi1998提供
8
TARVIS Labs - Bitcoin Macro Bottom/Top SignalsSCRIPT DESCRIPTION This is a script specifically written to help provide indicators from a macro view. This script is best run on the 1 day interval on Bitstamp's $BTCUSD chart. It helps indicate when to accumulate bitcoin, and when its in a bull run when there are local tops, strong top warnings, and a signal to exit a bull run. This is described further below. If you don't have interest in trading on the way to the top I suggest turning off the following indicators in the settings of the indicator: - Opportunity To Buy Back In Indicator - Local Top Near Bull Run Top Indicator ACCUMULATION ZONE INDICATOR - LIGHT GREEN Description When we look at the history of Bitcoin every bottom has crossed below the 100 week EMA. Once it does its accompanied by hash ribbon cross with miner capitulation. After that is the prime time to accumulate as theres a clearer signal the bottom is in. Specifically, a signal to look for is the 14 day MACD/signal cross and the 14 day MACD continuing to stay above the signal until the price returns above the 100 week EMA. This is prime accumulation territory. Strategy for Usage A good strategy to use when accumulating the bottom is dollar-cost averaging over a 30 day period. The accumulation zone can last longer than 30 days but 30 days is a good range of time to DCA. STRONG BUY IN ACCUMULATION ZONE INDICATOR - DARK GREEN Description We can add to the bottoming signal by looking for post-downtrend reversals inside the bottoming signal. We do this by using a 9/19 daily cross. Strategy for Usage These post-downtrend reversals can potentially provide better targeted days for accumulation than the broader bottoming signal and can be used to add more on that day than on an average day for the dollar cost average strategy. Say for example, use 1/3 of funds on these days rather than 1/30th. OPPORTUNITY TO BUY BACK IN INDICATOR - BLUE Description When the 1d 18 EMA > 1d 63 EMA and the 12/52 1d crosses. These together provide good buy opportunities to buy bitcoin. Strategy for Usage If you happen to find yourself out of the market from your own TA or a trade, this signal can provide a buy opportunity to reenter the market if you're out of it. BULL RUN LOCAL TOP INDICATOR - ORANGE Description We will similarly use the 100 week EMA to determine trend reversal into a bull run. When we see the 100 week EMA uptrending, we can begin to look for local tops using the 9/19 daily MACD/signal bearish cross along with the 12 EMA having a negative slope, which could be the beginning signal for a local top. Strategy for Usage This is a rather light indicator, but can be used in tandem with your own technical analysis to determine if you want to reenter after you exit from its signal. LOCAL TOP NEAR BULL RUN TOP INDICATOR - RED Description When the 100 week EMA is in an uptrend we can look for significant loss of momentum in order to determine if a local top is in near a bull run top. Similar to the Bull Run Local Top Indicator, this strategy uses a MACD/signal cross but instead uses the 30/65 day EMAs. Strategy for Usage Ideally the right strategy to use here is to exit the market when this indicator starts. When the indicator ends if the "End of Bull Run Indicator" is not showing on the chart you can buy back into the market. TOP IS LIKELY IN INDICATOR Description When the 100 week EMA is in a very strong uptrend and the 9/19 weekly MACD/signal bearish cross occurs, and the 63 EMA begins to downtrend. Strategy for Usage This signal typically accompanies the "Local Top Near Bull Run Top Indicator" therefore if you're following the strategy you would likely already be out of the market, but if you're not and this signal fires its a strong signal the top is in and we're likely going to start seeing a strong retrace. This is typically right before we see the "End of Bull Run Indicator". There is only one occurrence where it wasn't followed by a large drop & the "End of Bull Run Indicator" and that was in the 2017 bull run where there were many strong retracements post local top. The likelihood we see that again is low, but if it were to happen you can buy back into the market when the "Top is Likely In Indicator" and the "Local Top Near Bull Run Top Indicator" are not firing. TOP IS LIKELY IN INDICATOR Description When the 100 week EMA is in a strong uptrend and the 9/19 weekly MACD/signal bearish cross occurs, and the 63 EMA begins to downtrend. Strategy for Usage This signal typically accompanies the "Local Top Near Bull Run Top Indicator" therefore if you're following the strategy you would likely already be out of the market, but if you're not and this signal fires its a strong signal the top is in and we're likely going to start seeing a strong retrace. This is typically right before we see the "End of Bull Run Indicator". There is only one occurrence where it wasn't followed by a large drop & the "End of Bull Run Indicator" and that was in the 2017 bull run where there were many strong retracements post local top. The likelihood we see that again is low, but if it were to happen you can buy back into the market when the "Top is Likely In Indicator" and the "Local Top Near Bull Run Top Indicator" are not firing. END OF BULL RUN INDICATOR Description When the 100 week EMA is in an uptrend and the 1d 18 EMA crosses the 1d 63 EMA. Strategy for Usage When the 100 week EMA is a strong uptrend and the 18/63 cross occurs the top is very likely in. It has occurred in every bull run top leading to the bear market.
Pine Script™指标
由arrash0x提供
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.
Pine Script™策略
由Coinrule提供
1
PlanB Quant Investing 101 v2This script has been Inspired by PlanB Article Quant Investing 101. With this script, I implemented Plan B strategy outlined in that article, trying to reproduce his findings independently and allowing TradeView Users to do the same. PlabB is aware of this effort, and he's positive about it, via Twitter commenting, liking and sharing of this resource . Trading Idea: This script uses RSI index to determine the Buy And Sell signal. As per the original PlanB article: IF ( RSI was above 90% last six months AND drops below 65%) THEN sell, IF ( RSI was below 50% last six months AND jumps +2% from the low) THEN buy, ELSE hold My simple code is aimed at replicating his study in Pine so that every TV user can check his signal.
Pine Script™策略
由fillippone提供
3
Trade HourThis script is just finds the best hour to buy and sell hour in a day by checking chart movements in past For example if the red line is on the 0.63 on BTC/USDT chart it mean the start of 12AM hour on a day is the best hour to buy (all based on It's just for 1 hour time-frame but you can test it on other charts. IMPORTANT: You can change time Zone in strategy settings.to get the real hours as your location timezone IMPORTANT: Its for now just for BTC/USDT but you can optimize and test for other charts... IMPORTANT: A green and red background color calculated for show the user the best places of buy and sell (green : positive signal, red: negative signals) settings : timezone : We choice a time frame for our indicator as our geo location source : A source to calculate rate of change for it Time Period : Time period of ROC indicator About Calculations: 1- We first get a plot that just showing the present hour as a zigzag plot 2- So we use an indicator ( Rate of change ) to calculate chart movements as positive and negative numbers. I tested ROC is the best indicator but you can test close-open or real indicator or etc as indicator. 3 - for observe effects of all previous data we should indicator_cum that just a full sum of indicator values. 4- now we need to split this effects to hours and find out which hour is the best place to buy and which is the best for sell. Ok we should just calculate multiple of hour*indicator and get complete sum of it so: 5- we will divide this number to indicator_cum : (indicator_mul_hour_cum) / indicator_cum 6- Now we have the best hour to buy! and for best sell we should just reverse the ROC indicator and recalculate the best hour for it! 7- A green and red background color calculated for show the user the best places of buy and sell that dynamically changing with observing green and red plots(green : positive signal, red: negative signals) when green plot on 15 so each day on hour 15 the background of strategy indicator will change to 15 and if its go upper after some days and reached to 16 the background green color will move to 16 dynamically.
Pine Script™策略
由mablue提供
1
Investing - Correlation Table This correlation tables idea is nothing new, many sites provides it. However, I couldn't find any simple correlation indicator on TradingView despite how simple this indicator is. This indicator works as its called. Calculating the correlation between 2 projects (can be used in stocks as well) using the 'ta.correlation' feature built into pinescript. When it comes to investing, we do not want our stocks / crypto project to be heavily correlated to each other. If they are heavily correlated to each other, then there isn't much point in diversifying. That being said, it can be useful for traders who trade multiple pairs. ----------------------------------------------------------------------------------------------------------------------------------------------------------- In this indicator, consist of 5 primary input and 15 secondary input (Symbol List). Correlation Source: This input options allow you to change how the correlation is calculated. By default, it uses 'close'. Correlation Percentage(%): This input options allows you configure how many (%) of correlation is considered as 'decoupled'. This correlation will only move between -100% ~ 100%. 100% refers to it moving together. -100% refers to it moving the opposite direction. For example, Project A rises in Price, what is the possibility of Project B following: A 100% correlation between Project A and Project B, refers to Project B will follow Project A movement. A 50% correlation between Project A and Project B, refers to there is only 50% chance for Project B to follow Project A movement. A -20% correlation between Project A and Project B, refers to there is a 20% chance of Project B moving the opposite direction of Project A (Refers to the table on chart above to better understand what the numbers means. DOT/USD has a 100% correlation to DOT/USD. However. MXCUSDT has a -37.2% correlation to DOT/USD.) Amounts Bars To Check: This input options will check the amount of bars since the last bar in the chart. If you want to know the correlation of the past 100 days in a daily chart, you will enter '100' into this options and it will check only the past 100 days. Symbol List This will allow you to input all the project symbol ticker ID to add into the correlation table. ----------------------------------------------------------------------------------------------------------------------------------------------------------- Originally, I wish to use for loop to go through the symbol list to reduce the amount of code required. However, due to limitation of 'request.security' feature, I had to abandon that idea and use hard-coded for requesting security and use a while loop to identify the symbol correlation value in the array set then set the table value accordingly. If there is any script writer could improve this or any unclear explanation, feel free to drop a comment below.
Pine Script™指标
由RrBc2提供
2
Crypto Terminal [Kioseff Trading]Hello! Introducing Crypto Terminal (: The indicator makes use of cryptocurrency data provided by vendor INTOTHEBLOCK. NOTE: The cryptocurrency on your chart must be paired with USD or USDT. Data won't load otherwise - possibly transient. For instance, BTCUSD or BTCUSDT, ETHUSD or ETHUSDT. Provided datasets: Twitter Sentiment Data Telegram Sentiment Data Whale Data (i.e. % of Asset Belonging to Whales) $100,000+ Transactions Bulls/Bears (Bulls Buying | Bears Selling) Current Position PnL (Currently Open Positions for the Coin are Retrieved and Plotted. Data is Split into Currently Profitable Positions, Losing Positions, and B/E Positions) Average Balance Holders/Traders Percentage (Addresses are Retrieved and Classified as Holding Accounts or Trader Accounts) Correlation Futures OI Perpetual OI Zero Balance Addresses Flow (Money Inflow & Outflow) Active Addresses Average Transaction Time Realized PnL (Addresses with Realized Profits, Realized Losses, and B/E) Cruisers A few more data points are provided. Additionally, you can plot the values of any dataset in a pane below price. Below are images of plottable data; different cryptocurrencies will be shown for each example (: Twitter sentiment data. Assess this data lightly; difficult to confirm accuracy. Telegram sentiment data. Assess this data lightly; difficult to confirm accuracy. Percentage of asset belonging to whales. $100,000+ transactions (volume oriented) Bulls buying; bears selling. Current positions at profit; current positions at loss; current positions at breakeven. Average balance. Percentage of asset belonging to traders; percentage of asset belonging to holders. Asset's 30-interval correlation to BTC. Perpetual open interest. Zero-balance addresses. Flows. Active addresses. Average transaction time. Addresses at realized profit; addresses at realized loss; addresses at breakeven. Cruiser data. Futures open interest. Naturally, this data isn't provided for every cryptocurrency; NaN values are returned in some instances. Table 1 I provided three data tables, which load independently, so you don't have to change plotted data to access values. Table 2 Lastly, you can create a 10-asset crypto index and run calculations against it. The image shows an example. I'll update this script with additional calculations/data in the near future. If you've any suggestions - please let me know! Enjoy (:
Pine Script™指标
由KioseffTrading提供
22
VIDYA Trend StrategyOne of the most common messages I get is people reaching out asking for quantitative strategies that trade cryptocurrency. This has compelled me to write this script and article, to help provide a quantitative/technical perspective on why I believe most strategies people write for crypto fail catastrophically, and how one might build measures within their strategies that help reduce the risk of that happening. For those that don't trade crypto, know that these approaches are applicable to any market. I will start off by qualifying up that I mainly trade stocks and ETFs, and I believe that if you trade crypto, you should only be playing with money you are okay with losing. Most published crypto strategies I have seen "work" when the market is going up, and fail catastrophically when it is not. There are far more people trying to sell you a strategy than there are people providing 5-10+ year backtest results on their strategies, with slippage and commissions included, showing how they generated alpha and beat buy/hold. I understand that this community has some really talented people that can create some really awesome things, but I am saying that the vast majority of what you find on the internet will not be strategies that create alpha over the long term. So, why do so many of these strategies fail? There is an assumption many people make that cryptocurrency will act just like stocks and ETFs, and it does not. ETF returns have more of a Gaussian probability distribution. Because of this, ETFs have a short term mean reverting behavior that can be capitalized on consistently. Many technical indicators are built to take advantage of this on the equities market. Many people apply them to crypto. Many of those people are drawn down 60-70% right now while there are mean reversion strategies up YTD on equities, even though the equities market is down. Crypto has many more "tail events" that occur 3-4+ standard deviations from the mean. There is a correlation in many equities and ETF markets for how long an asset continues to do well when it is currently doing well. This is known as momentum, and that correlation and time-horizon is different for different assets. Many technical indicators are built based on this behavior, and then people apply them to cryptocurrency with little risk management assuming they behave the same and and on the same time horizon, without pulling in the statistics to verify if that is actually the case. They do not. People do not take into account the brokerage commissions and slippage. Brokerage commissions are particularly high with cryptocurrency. The irony here isn't lost to me. When you factor in trading costs, it blows up most short-term trading strategies that might otherwise look profitable. There is an assumption that it will "always come back" and that you "HODL" through the crash and "buy more." This is why Three Arrows Capital, a $10 billion dollar crypto hedge fund is now in bankruptcy, and no one can find the owners. This is also why many that trade crypto are drawn down 60-70% right now. There are bad risk practices in place, like thinking the martingale gambling strategy is the same as dollar cost averaging while also using those terms interchangeably. They are not the same. The 1st will blow up your trade account, and the 2nd will reduce timing risk. Many people are systematically blowing up their trade accounts/strategies by using martingale and calling it dollar cost averaging. The more risk you are exposing yourself too, the more important your risk management strategy is. There is an odd assumption some have that you can buy anything and win with technical/quantitative analysis. Technical analysis does not tell you what you should buy, it just tells you when. If you are running a strategy that is going long on an asset that lost 80% of its value in the last year, then your strategy is probably down. That same strategy might be up on a different asset. One might consider a different methodology on choosing assets to trade. Lastly, most strategies are over-fit, or curve-fit. The more complicated and more parameters/settings you have in your model, the more likely it is just fit to historical data and will not perform similar in live trading. This is one of the reasons why I like simple models with few parameters. They are less likely to be over-fit to historical data. If the strategy only works with 1 set of parameters, and there isn't a range of parameters around it that create alpha, then your strategy is over-fit and is probably not suitable for live trading. So, what can I do about all of this!? I created the VIDYA Trend Strategy to provide an example of how one might create a basic model with a basic risk management strategy that might generate long term alpha on a volatile asset, like cryptocurrency. This is one (of many) risk management strategies that can reduce the volatility of your returns when trading any asset. I chose the Variable Index Dynamic Average (VIDYA) for this example because it's calculation filters out some market noise by taking into account the volatility of the underlying asset. I chose a trend following strategy because regressions are capturing behaviors that are not just specific to the equities market. The more volatile an asset, the more you have to back-off the short term price movement to effectively trend-follow it. Otherwise, you are constantly buying into short term trends that don't represent the trend of the asset, then they reverse and loose money. This is why I am applying a trend following strategy to a 4 hour chart and not a 4 minute chart. It is also important to note that following these long term trends on a volatile asset exposes you to additional risk. So, how might one mitigate some of that risk? One of the ways of reducing timing risk is scaling into a trade. This is different from "doubling down" or "trippling down." It is really a basic application of dollar cost averaging to reduce timing risk, although DCA would typically happen over a longer time period. If it is really a trend you are following, it will probably still be a trend tomorrow. Trend following strategies have lower win rates because the beginning of a trend often reverses. The more volatile the asset, the more likely that is to happen. However, we can reduce risk of buying into a reversal by slowly scaling into the trend with a small % of equity per trade. Our example "VIDYA Trend Strategy" executes this by looking at a medium-term, volatility adjusted trend on a 4 hour chart. The script scales into it with 4% of the account equity every 4-hours that the trend is still up. This means you become fully invested after 25 trades/bars. It also means that early in the trade, when you might be more likely to experience a reversal, most of your account equity is not invested and those losses are much smaller. The script sells 100% of the position when it detects a trend reversal. The slower you scale into a trade, the less volatile your equity curve will be. This model also includes slippage and commissions that you can adjust under the "settings" menu. This fundamental concept of reducing timing risk by scaling into a trade can be applied to any market. Disclaimer: This is not financial advice. Open-source scripts I publish in the community are largely meant to spark ideas that can be used as building blocks for part of a more robust trade management strategy. If you would like to implement a version of any script, I would recommend making significant additions/modifications to the strategy & risk management functions. If you don’t know how to program in Pine, then hire a Pine-coder. We can help!
Pine Script™策略
由TradeAutomation提供
3
Sherry on cryptoIf the price is above the 200 EMA, you are allowed to open only long positions and avoid shorts. If the price is below the 200 EMA, you are allowed to open only short position and avoid longs. Don't use this indicator alone, use RSI, Stochastic RSI etc. Do not use this indicator like a bot, do TA and FA as well. This is just an indicator, do not always rely on it. It requires experience. This indicator has different winrate in different timeframes. Set its value accordingly.
Pine Script™指标
由SherrySOC提供
3
CANDLE FILTER Todays scripts is based on my Pullback And Rally Candles with other meaningful candles such as Hammers and Dojis. You can choose which Candles to show on the cart and if you want to candles to appear above or below a moving average. If you follow my work, you may recognise some of these candles which I'm about to show you however these candles are 1) more refined and 2) has moving average filters. Ive included a D,6H,1H Candle in this script as on different timeframes - each swing low on average has a different amount of bars within the swing low / swing high so the DPB and RD will only work on the Daily //Pullback candle This candle is very powerful when used with simple Price Action such as Market Structure//Demand zones and support zones. (((((WORKS BEST IN UPTRENDS AND BOTTOM OF RANGES))))) Ive included a D,6H,1H Pullback Candle in this script as on different timeframes - each swing low on average has a different amount of bars within the swing low so the DPB will only work on the Daily //DAILY PULLBACK (Swing Traders) snapshot //4H PULLBACK (Swing Traders) snapshot - this signal will produce more signals due to the swing low filter on the 4H //1H PULLBACK snapshot - this signal has been refined due to too many candle displaying in weak areas !!!IF YOU DONT WANT TO USE PULLBACKS DURING DOWNTRENDS THEN USE THE EMA FILTER TO TURN OFF THE PULLBACKS WHEN PRICE IS BELOW THE MOVING AVERAGE!!! //Rally candle (My personal Favourite) (((((WORKS BEST IN DOWNTRENDS AND TOP OF RANGES))))) This candle is very powerful when used with simple Price Action such as Market Structure//Supply zones and Resistance zones. //DAILY RALLY(Swing Traders) snapshot //4H RALLY(Swing Traders) snapshot - this signal will produce more signals due to the swing high filter on the 4H !!!IF YOU DONT WANT TO USE RALLIES DURING UPTRENDSTHEN USE THE EMA FILTER TO TURN OFF THE RALLIES WHEN PRICE IS ABOVE THE MOVING AVERAGE!!! //POWERFUL DOJIS (INDECISION) snapshot We look for indecision in key areas to see if momentum is shifting. When combined with Pullbacks or Rallys - this will enhance the odds of a probably area. //HAMMERS snapshot //MOVING AVERAGES snapshot Short EMA = 50 Long EMA = 200 This filter can be used when the market is trending - look out for rejections off the moving averages Also you can chance the Short And Long EMA to choose which MA cross you want to use snapshot ALSO ALL THE CANDLES HAVE A ALERT CONDITIONS WHICH YOU CAN ACCESS - THIS WILL ALERT ANY CANDLE YOU CHOOSE Please leave a like/comment on this post as this is much appreciated....
Pine Script™指标
由LuxTradeVenture提供
13
Oversold RSI with tight SL Strategy (by Coinrule)This is one of the best strategies that can be used to get familiar with technical indicators and start to include them in your trading bot rules. ENTRY 1. This trading system uses the RSI ( Relative Strength Index ) to anticipate good points to enter positions. RSI is a technical indicator frequently used in trading. It works by measuring the speed and change of price movements to determine whether a coin is oversold (indicating a good entry point) or overbought (indicating a point of exit/entry for a short position). The RSI oscillates between 0 and 100 and is traditionally considered overbought when over 70 and oversold when below 30. 2. To pick the right moment to buy, the strategy enters a trade when the RSI falls below 30 indicating the coin is oversold and primed for a trend reversal. EXIT The strategy then exits the position when the price appreciates 7% from the point of entry. The position also maintains a tight stop-loss and closes the position if the price depreciates 1% from the entry price. The idea behind this is to cut your losing trades fast and let your winners ride. The best time frame for this strategy based on our backtesting data is the daily. Shorter time frames can also work well on certain coins, however in our experience, the daily works best. Feel free to experiment with this script and test it on a variety of your coins! With our backtesting data a trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange by volume. In the example shown, this strategy made a handsome net profit of 39.31% on Chainlink with 61.54% of trades being profitable.
Pine Script™策略
由Coinrule提供
Sideways Strategy DMI + Bollinger Bands (by Coinrule)Markets don’t always trade in a clear direction. At a closer look, most of the time, they move sideways. Relying on trend-following strategies all the time can thus lead to repeated false signals in such conditions. However, before you can safely trade sideways, you have to identify the most suitable market conditions. The main features of such strategies are: Short-term trades, with quick entries and quick exits Slightly contrarian and mean-reversionary Require some indicator that tells you it’s a sideways market This Sideways DMI + Bollinger Bands strategy incorporates such features to bring you a profitable alternative when the regular trend-following systems stop working. ENTRY 1. The trading system requires confirmation for a sideways market from the Directional Movement Index (DMI) before you can start opening any trades. For this purpose, the strategy uses the absolute difference between positive and negative DMI, which must be lower than 20. 2. To pick the right moment to buy, the strategy looks at the Bollinger Bands (BB). It enters the trade when the price crosses over the lower BB. EXIT The strategy then exits when the move has been exhausted. Generally, in sideways markets, the price should revert lower. The position is closed when the price crosses back down below the upper BB. The best time frame for this strategy based on our backtest is the 1-hr. Shorter timeframes can also work well on certain coins that are more volatile and trade sideways more often. However, as expected, these exhibit larger volatility in their returns. In general, this approach suits medium timeframes. A trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange.
Pine Script™策略
由Coinrule提供
3