开始

在脚本中搜索"backtesting"

CHOP Zone Entry Strategy + DMI/PSAR ExitThis is a Strategy with associated visual indicators and Long/Short and Reverse/Close Position Alerts for the Choppiness Index (CHOP) . It is used to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). CHOP is not directional, so a DMI script was ported into this strategy to allow for trend confirmation and direction determination; it consists of an Average Directional Index (ADX) , Plus Directional Indicator (+DI) and Minus Directional Indicator (-DI) . In addition, a Parabolic SAR is also included to act as a trailing stop during any strong trends. Development Notes --------------------------- This indicator, and most of the descriptions below, were derived largely from the TradingView reference manual. Feedback and suggestions for improvement are more than welcome, as well are recommended Input settings and best practices for use. www.tradingview.com www.tradingview.com www.tradingview.com Recommend using the below DMI and PSAR indicators in conjunction with this script to fully visualize and understand how entry and exit conditions are chosen. Variable inputs should correlate between the scripts for uniformity and visual compatibility. THANKS to LazyBear and his Momentum Squeeze script for helping me quickly develop a momentum state model for coloring the Chop line by trend. Strategy Description --------------------------- CHOP produces values that determine whether the market is choppy or trending . The closer the value is to 100 , the higher the choppiness levels , while the closer it is to 0 , the stronger the market is trending . Territories for both levels, and their associated upper and lower thresholds, are popularly defined using the Fibonacci Retracements, 61.8 and 38.2. Basic Use --------------------------- CHOP is often used to confirm the market condition to help you stay out of sideways markets and only enter when there is movement or imminent explosions. When readings are above the upper threshold, continued sideways movement may be expected, while readings below the lower threshold are typically indicative of a continuing trend. It is also used to anticipate upcoming trendiness changes, with the general belief that extended periods of consolidation (sideways movement) are followed by extended periods of strong, trending, directional movement, and vice versa. One limitation in this index is that you must be cautious in deciding whether the range or trend will likely continue, or if it will reverse. Confidence in price action and trend is higher when two or more indicators are in agreement -- while this strategy combines CHOP with both DMI and PSAR, we would still recommend pairing with other indicators to determine entry or exit trade opportunities. Recommend also choosing 'Once Per Bar Close' when creating alerts. Inputs --------------------------- Strategy Direction - an option to only trade Short, Long, Both, or only in the direction of the Trend (Follow Trend is the Default). Sensitivity - an incremental variable to test whether the past n candles are in the same trend state before triggering a delayed long or short alert (1 is the Default). Can help filter out noise and reduces active alerts. Show Chop Index - two visual styles are provided for user preference, a visible Chop line with a background overlay, or a compact column and label only view. Chop Lookback Period - the time period to be used in calculating CHOP (14 is the Default). Chop Offset - changing this number will move the CHOP either forwards or backwards relative to the current market (0 is the Default). Smooth Chop Line and Length - if enabled, the entered time period will be used in calculating a smooth average of the index (Enabled and 4 are the Defaults). Color Line to Trend Direction - toggles whether the index line is colored to visually depict the current trend direction (Enabled is the Default). Color Background - toggles the visibility of a background color based on the index state (Enabled is the Default). Enable DMI Option - if enabled, then entry will be confirmed by and dependent on the ADX Key Level, with any close or reversal confirmed by both ADX and +/-DI to determine whether there is a strong trend present or not (Enabled is the Default). ADX Smoothing - the time period to be used in calculating the ADX which has a smoothing component (14 is the Default). DI Length - the time period to be used in calculating the DI (14 is the Default). ADX Key Level - any trade with the ADX above the key level is a strong indicator that it is trending (23 to 25 is the suggested setting). Enable PSAR Option - enables trailing stop loss orders (Enabled is the Default). PSAR Start - the starting value for the Acceleration Force (0.015 is our chosen Default, 0.02 is more common). PSAR Increment - the increment in which the Acceleration Force will move (0.001 is our chosen Default, 0.02 is more common). PSAR Max Value - the maximum value of the Acceleration Factor (0.2 is the Default). Color Candles Option - an option to transpose the CHOP condition levels to the main candle bars. Note that the outer red and green border will still be distinguished by whether each individual candle is bearish or bullish during the specified timeframe. Note too that if both DMI and PSAR are deselected, then close determinations will default to a CHOP reversal strategy (e.g., close long when below 38.2 and close short when above 61.8). Though if either DMI or PSAR are enabled, then the CHOP reversal for close determination will automatically be disabled. Indicator Visuals --------------------------- For the candle colors, black indicates tight chop (45 to 55), yellow is loose chop (38.2 to 45 and 55 to 61.8), dark purple is trending down (< 38.2), and dark blue is trending up (> 61.8). The background color has additional shades to differentiate a wider range of more levels… • < 30 is dark purple • 30 to 38.2 is purple • 38.2 to 45 is light purple • 45 to 55 is black • 55 to 61.8 is light blue • 61.8 to 70 is blue • > 70 is dark blue Long, Short, Close, and Reverse labels are plotted on the Chop line, which itself can be colored based on the trend. The chop line can also be hidden for a clean and compact, columnar view, which is my preferred option (see example image below). Visual cues are intended to improve analysis and decrease interpretation time during trading, as well as to aid in understanding the purpose of this strategy and how its inclusion can benefit a comprehensive trading plan. DMI and Trend Strength --------------------------- To analyze trend strength, the focus should be on the ADX line and not the +DI or -DI lines.  An ADX reading above 25 indicates a strong trend , while a reading below 20 indicates a weak or non-existent trend .  A reading between those two values would be considered indeterminable. Though what is truly a strong trend or a weak trend depends on the financial instrument being examined; historical analysis can assist in determining appropriate values. DMI exits trade when ADX is below the user selected key level (e.g., default is 25) and when the +/- DI lines cross (e.g., -DI > +DI exits long position and +DI > -DI exits short position). PSAR and Trailing Stop --------------------------- PSAR is a time and price based indicator that excels at measuring direction and duration, though not the actual strength of a trend, which is why we use this in conjunction with DMI. It is also included in this script as a trailing stop option to maximize gains during strong trends and to mitigate any false ADX strengthening signals. This creates a parabola that is located below the candle during a Bullish trend and above during a Bearish trend. A buy or reversal is signaled when the price crosses above or below the Parabolic SAR. Long/Short Entry --------------------------- 1. CHOP must be over 61.8 (long) or under 38.2 (short). 2. If DMI is enabled, then the ADX signal line must be above the user selected Key Level (default is 25). 3. If Sensitivity is selected, then that past candle must meet the criteria in step 1, as well as all the intermediate candles in between. 4. If "Follow Trend" is selected and PSAR is enabled, then a long position can only open when the momentum and PSAR are in an uptrend, or short when both are in a downtrend, to include all intermediate candles if the Sensitivity option is set on a past candle. Close/Reverse --------------------------- 1. If DMI is enabled, then a close flag will be raised when the ADX signal drops below the Key Level (of 25), and -DI crosses over +DI (if long), or +DI crosses over -DI (if short). 2. If PSAR is enabled, then a close flag will be raised when the current trend state is opposite the last state. 3. If both DMI and PSAR are disabled, then a close flag will be raised if the Chop line drops under 38.2 (if long) or goes over 61.8 (if short). 4. If a Long or Short Entry is triggered on the same candle as any of the above close flags, then the position will be reversed, else the position will be closed. Strategy Alerts --------------------------- 1. Long Entry 2. Short Entry 3. Reverse 4. Close The provided backtest result is based on a position sizing of 10% equity with 100k initial capital. When testing SPX, disabling the DMI performed the best, but EURUSD performed poorly without it enabled, and TSLA had a small reduction in net profit. Timeframe likewise differed between commodities with TSLA performing best at 30M, SPX at 15M, and EURUSD at 4H. I do not plan on using this as a standalone strategy, but I also was expecting better results with the inclusion of EMI and PSAR to compliment the CHOP. Key elements of this script will likely be included in future, more holistic strategies. Disclaimer --------------------------- Past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script are not intended to provide any financial advice. Trade at your own risk. No known repainting, though there may be if an offset is introduced in the Inputs. I did my best not to code any other variables that repaint, but cannot fully attest to this fact.
Pine Script®策略
由IronCasper提供
4
[blackcat] L2 Ehlers Rocket RSI IndicatorLevel: 2 Background John F. Ehlers introuced Rocket RSI Indicator in May, 2018. Function In “RocketRSI—A Solid Propellant For Your Rocket Science Trading” in May, 2018, John Ehlers introduces a new take on the classic RSI indicator originally developed by J. Welles Wilder. Ehlers begins by introducing a new version of the RSI based on a simple accumulation of up and down closes rather than averages. To this he applies a Fisher transform. He tells us that the resultant output is statistically significant spikes that indicate cyclic turning points with precision. With this indicator, overbought and oversold conditions are clear: ## Oversold Entry Condition: Indicator crosses value (RocketRSI crosses over -2.00) ## Overbought Exit Condition: Indicator crosses value (RocketRSI crosses under 2.00) Note the used “crosses under 2.00” for the exit condition, rather than “crosses above 2.00.” This lets the winning positions ride further, and resulted in a better overall return in backtesting. Key Signal RocketRSI --> Ehlers Rocket RSI Indicator fast line Trigger --> Ehlers Rocket RSI Indicator slow line Pros and Cons 100% John F. Ehlers definition translation, even variable names are the same. This help readers who would like to use pine to read his book. Remarks The 90th script for Blackcat1402 John F. Ehlers Week publication. Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
Pine Script®指标
由blackcat1402提供
ProjectionGreetings Traders! I have decided to release a few scripts as open-source as I'm sure others can benefit from them and perhaps make them better.(Be sure to check my Profile for the other scripts as well: www.tradingview.com). This one is called Projection. Projection is based off the same Principle as some of my other scripts, such as Trade Manager() and Price Predictor(). I use a simple concept using line.new() to define some potential Price Projections. From the Settings of the Indicator, you can access a couple different Pre-Set options. Wide Parabola: Skinny Parabola: Straight Triangle: ZigZag1: ZigZag2: I wanted to give a Special Thanks to @Pinecoders for the custom RoundToTick Function from Backtesting/Trading Engine --> () If you like Projection, be sure to Like, Follow, and if you have any questions, don't be afraid to drop a comment below.
Pine Script®指标
由DrCatherineHalsey提供
17
User-Inputed Time Range & FibsGreetings Traders! I have decided to release a few scripts as open-source as I'm sure others can benefit from them and perhaps make them better.(Be sure to check my Profile for the other scripts as well: www.tradingview.com). This one is called User-Inputed Time Range & Fibs. The idea behind this script is to record the Range Highs and Lows of a User Defined Period, and plot potential Targets based on either Fibonacci Extensions or a Multiple of the Range Size. I created this originally for use with the US Session Initial Balance(From 9:30-10:30AM EST), however it can be set to any time period. What is Initial Balance? In simple words, Initial Balance (IB) is the price data, which are formed during the first hour of a trading session. Activity of traders forms the so-called Initial Balance at this time. This concept was introduced for the first time by Peter Steidlmayer when he presented the market profile to traders(atas.net). The IB is monitored as a break-out area for Range Extension traders. The IB High is also seen as an area of resistance and the IB Low as an area of support until it is broken(www.mypivots.com). As a note, depending on the Time Zone you are in, you may need to manually add or subtract from the Timed Range to match the desired Time. For example in NY Eastern Time, I have to use 8:30-9:30AM to Capture the 9:30-10-30AM IB for ES and NQ. Similarly, I must use 14:30-15:30PM to Capture the 9:30-10-30AM IB for BTC. You will need to make adjustments based on the Time Zone you are located in. I wanted to give a Special Thanks to @PineCoders for the Custom Rounding Function from Backtesting/Trading Engine--> (), Pinecoders.com for help with Tracking the Highs/Lows--> (www.pinecoders.com), and @TradeChartist for allowing me to use some of the code for the Fibonacci Extensions from his script here--> (). If you like User-Inputed Time Range & Fibs, be sure to Like, Follow, and if you have any questions, don't be afraid to drop a comment below.
Pine Script®指标
由DrCatherineHalsey提供
13
Price PredictorGreetings Traders! I have decided to release a few scripts as open-source as I'm sure others can benefit from them and perhaps make them better.(Be sure to check my Profile for the other scripts as well: www.tradingview.com). This one is called Price Predictor. How To Use Price Predictor Price Predictor acquires potential targets by measuring the Average Change of Price from a user-defined resolution, from Open to Open. By default, the Resolution is set to 1 Day, however you can play around with Weekly, Monthly, etc. When a new resolution period begins, Price Predictor will automatically adjust based on the new Average Change of Price. Due to the avoidance of Security() in this script, you may have to play around with the Timeframe that you use it in to ensure that you have enough bars on your chart to process the User-Defined Resolution. The first Target Zone represents Target 5 of my other script, Trade Manager()(Given that you set the Target Multiple and Default Threshold Inputs as the same in each script), and is the most likely to be hit before the end of the resolution period. In addition to a User-Defined Resolution, you also have the option of using a Custom Price to define Target Zones, however I'd recommend using my other script, Trade Manager(), if the volatility of the Instrument isn't too high. I wanted to give a Special Thanks to @Pinecoders for the Custom RoundToTick Function from The Backtesting/Trading Engine --> ( If you like Price Predictor, be sure to Like, Follow, and if you have any questions, don't be afraid to drop a comment below.
Pine Script®指标
由DrCatherineHalsey提供
12
Trade ManagerGreetings Traders! I have decided to release a few scripts as open-source as I'm sure others can benefit from them and perhaps make them better.(Be sure to check my Profile for the other scripts as well: www.tradingview.com). This one is called Trade Manager. How To Use Trade Manager Trade Manager acquires potential targets by measuring the Average Change of Price from a user-defined resolution, from Open to Open. By default, the Resolution is set to 1 Day, however you can play around with Weekly, Monthly, etc. When a new resolution period begins, Trade Manager will automatically adjust its Targets based on the new Average Change of Price. Due to the avoidance of Security() in this script, you may have to play around with the Timeframe that you use it in to ensure that you have enough bars on your chart to process the User-Defined Resolution. The idea behind Trade Manager is quite simple yet can be quite powerful at the same time. Consider a Daily Candle for example. You can clearly see how a vast amount of price movement can be encapsulated within it, sometimes in both directions. By measuring the Average Change of Price per day(From Open to Open), we can use this Average to build targets off of. Defining a small Threshold above and below the Open Price of the Daily Candle allows you to set Limit Orders at these levels with predefined Targets. Then, the use of the custom Trailing Stop and Break Even helps to secure profits without giving too much back to the market, all while managing your risk. Within the Settings of Trade Manager, you have the option to alter the logic of whether Break-Even is set after the first Target or second Target is hit. In addition to using a User-Defined Resolution Period, you can also input a Custom Price into the settings of Trade Manager and allow the Targets, Trailing Stop, and Break Even to be calculated from the Custom Price. I wanted to give a Special Thanks to @PineCoders for the Custom RoundToTick Function from The Backtesting/Trading Engine --> () As a note, there are times where price will break out very strongly from the Limit Price, sometimes crossing the Stop and Limit Price on the same bar. When this happens, it is difficult for Pine to determine which occurred first intra-bar, and as a result, it does not record a new position. In these instances, I'd recommend adjusting the Default Stop Multiple so it is below the bar. If you like Trade Manager, be sure to Like, Follow, and if you have any questions, don't be afraid to drop a comment below.
Pine Script®指标
由DrCatherineHalsey提供
13
QuantNomad - Heikin-Ashi PSAR AlertsUsing this script you can create alerts for my Heikin-Ashi PSAR Strategy: When creating alerts use "Once Per Bar Close" in parameters. #################### Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script®指标
由QuantNomad提供
6
QuantNomad - Heikin-Ashi PSAR StrategyContinue experimenting with different combinations of strategies. Here is the PSAR Strategy calculated based on HA candles. HA is already calculated inside the script, do not apply it to HA candles. Strategy is calculated based on 25% equity invested with 0.1% commission. #################### Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script®策略
由QuantNomad提供
21
ATR Parabolic SAR Strategy [QuantNomad]I created a version of Parabolic SAR when I accelerate it not based on the difference from the extreme point but based on current ATR. So the idea is that for a more volatile market it should move faster. Performance is calculated based on 25% equity invested and 0.1% commission. What do you think about it? Does it make sense to do something like that? Do you have in mind other ways I can accelerate it when the market starts to be more volatile? Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script®策略
由QuantNomad提供
22
Custom Screener with Alerts [QuantNomad]Some time ago I published an example of simple custom screener in PineScript: The only thing this screener did is created a dynamic label with screener output. Recently TradingView announced alerts from the strategy with the possibility to add custom messages to alerts. So using it I was able to create a bit more advanced screener which sends results as alert messages. With tools like Alertatron, you can easily redirect them to Telegram if you want. It works for 40 symbols (limitation of the number of security calls). To create your own screener you need to change only screenerFunc. The logic of this function is very simple, it outputs value you want to display in screener and condition based on which your screener should filter your stocks. To create alerts for this screener create an alert from strategy and use {{strategy.order.alert_message}} as alert message. Do you know now how to make this screener better? Let me know. Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script®策略
由QuantNomad提供
72
Schaff Trend Cycle + Double MAThis strategy uses two different moving averages to determine a trend. It opens a position on a pullback from a trend. Conditions for buy signal are: ►Crossover out of Shaff Trend Cycle's extreme levels ►The price is above its short period exponential moving average. ►A short period exponential moving average is above a long period exponential moving average. *Conditions for sell are the opposite. All in all, I don't think it needs to be on your chart but it can be optimized and even successful on some timeframes. Shaff Trend Cycle solution was provided by @everget, I converted his script to Pine v.4, added exponential averages and created an algorithm for backtesting.
Pine Script®策略
由OrcChieftain提供
1
Pivot Point SuperTrend [Backtest]Hello All, This is backtesting result of following indicator/strategy. I didn't work on adding other indicators. maybe in the future I can try to combine this with other indicators. You can visit following link to see "Pivot Point SuperTrend" . by using this backtesting tool, you can test&find better options There is option "Use Center Line to Close Entry for 50%" . by default it's not enabled. if you enable this option, pivot point center line may push you to close your entry for 50% (can be used as early stoploss/take profit line if you think it's risky) Enjoy!
Pine Script®策略
由LonesomeTheBlue提供
62
Stochastic Pop and Drop by Jake Bernstein v1 [Bitduke]I found a simple strategy by Jake Bernstein, modified it a little and created a strategy with Risk Management System (SL+TP); After that I test it on the different cryptocurrency pairs. About the Indicator Basically it's the strategy of 2 indicators: Stochastic Oscillator to define the bias and Average Directional Index to confirm it. One again, It uses Stochastic Oscillator to define the trading bias. In particular, the trading bias was deemed bullish when the weekly 14-period Stochastic Oscillator was above some default value (in him paper - 50) and rising and vice versa. Once the trading bias is established, Steckler used the Average Directional Index (ADX) to define a slowdown in the trend. ADX measures the strength of the trend and a move below 20 signals a weak trend. Modifications I didn't implement Average Directional Index (ADX) and test just different sources for data, oscillator periods and different levels in relation to the crypto market. So, it shows good results with two tight thresholds at 55 and 45 level. The bar chart below the defining the bullish and bearish periods (green and red) and gives a signal to enter the trade (purple bars). Backtesting Backtested on XBTUSD , BTCPERP (FTX) pairs. You may notice it shows good results on 3h timeframe. Relatively low drawdown ~ 10% (from 2019 to date) FTX ~ 22% (4 years from 2016) Bitmex I backtested on the different altcoin pairs as well, but the results were just not good. Relatively good results were shown by some index pairs from the FTX exchange ( FTX:SHITPERP ), but I think there is a few data for backtesting to be asure in them. Bitmex 3h (2017 - 2020) : i.imgur.com FTX 3h (2019 - 2020): i.imgur.com Possible Improvements - Regarding trading algorithm it would be good to check with strategy with ADX somehow. Maybe for the better entries - As for Risk Management system, it can be improved by adding trailing stop to the strategy. Link: school.stockcharts.com
Pine Script®策略
由Bitduke提供
3
expected range STRATEGYThis is the strategy version of "expected range STUDY". The buy and sell signals are generated with the study version, but what is displayed on the chart is different. Here, the PnL of each trade is shown on the chart, as well as the peak profit point of each trade up till the present. Black areas represent take profit and waiting for the next trade to start. Green = long. Red = short. Set to take profit at 53% and stoploss is set to -7%. Having a stoploss trigger does not put a black area on the chart. For the XBTUSD 2 hour chart, but use it however you like on whatever chart for backtesting. Enjoy. Don't get rekt. A good backtest doesn't mean a good forward test. Use at your own risk.
Pine Script®策略
由Jomy提供
9
expected range STUDYThis is an indicator that measures how much price movement (low to high) we've seen in a set of 1 bar back, 2 bars back, 3 bars back, 5 bars back, 8 bars back using the Fibonacci sequence up to 89 bars back, and then measures how low or high within each range we are, sort of like giving a rating of 0 for sitting on the lower Bollinger Band and a rating of 100 for sitting on the higher Bollinger band. It combines all the data and weights the data by the historical strength of signal from each length of bands. It's been tuned to a 2 hour XBTUSD chart, but it could be used on other things and other timeframes too. Some tweaking would be needed, though. The final result works more like a trend following indictor than and indicator that tries to pick an exact trend reversal point. However, you're free to use it how you want. Frequently you get a nice red or green spike up showing you when the bottom or top is in, but sometimes those spikes are just the start of an extended down move or up move. On the chart, a buy (long) signal is generated when the green line crosses up above the orange line. To make it extra clear the background is green when you should be long. A sell (short) signal is generated with the red line crosses up above the yellow line. The background will be red when you should be short. If the background is black, it's indicating a profit of over 53% was taken and it's waiting for another trade to start. Up to you to take profit or keep riding your trade. For XBTUSD trades, a full take profit on any trade exceeding 53% gains works nice (on 1x leverage) and a stoploss of -7% works quite nicely too. One could use this on up to 2x leverage but I wouldn't recommend going much higher. Have fun. Trade carefully. Don't get rekt. I will release the "expected range STRATEGY" to go along with this so you can do your own backtesting. Disclaimer: I haven't tested the alerts, but they should work. Use at your own risk.
Pine Script®指标
由Jomy提供
1
NoNonsense Forex - high timeframe trading absurd NON-REPAINTINGSome time ago I bumped into NoNonsense Forex - pretty good-looking course with well-designed videos, reasonable rules, etc. Nice explanatory videos, not selling anything, building indicators-only strategy. But there was one thing that really annoyed me - it was supposed to work only on Daily timeframe. What is the point in trading such high timeframe, if decisions changing market direction are playing out within 1 minute? What is the point in evaluating trades from 1994 if we are 25 years later? Anyway, I have developed this strategy, which is: - non-repainting - not using trailing-stop - not using any other known TradingView backtest bugs And I'm showing it as an example of OVERFITTING. Backtesting results look absurd: 100% profitable. But if you change any of the many parameters in the Settings popup, they will turn into disaster. It means, the rules of this strategy are very fragile. Don't trade this! Remember about backtesting rule #1: past results do not guarantee success in the future. I'm giving this strategy out with the source code. Feel free to do anything you want with it. But if you find parameters or modifications on, which allow profitable trading on lower timeframes, don't be shy, let me know :) ********* Forex / Indices / Commodities traders who want to start AUTO-TRADING might want to take a look at "TradingConnector", which allows no-latency trades execution from TradingView to MT4/MT5.
Pine Script®策略
由Peter_O提供
21
Visual RSI [LucF]Visual RSI offers a different way of looking at RSI by providing a composite representation of 9 different RSI-generated components. Instead of focusing on one line only, this approach blends multiple sources to provide the viewer with a larger context RSI-based picture. For those who don’t want to read • Green in bullish (>50) zone is the most bullish. • Red in bullish zone doesn’t necessarily mean bearish—it just means bullish strength is weakening. It may be just a pause before a reprise or exhaustion signalling a reversal—impossible to tell. • The same in inverse applies to the bearish zone (<50). For those who want to understand The nine components making up Visual RSI are: • a current timeframe RSI • a higher timeframe RSI • the delta between these two RSI lines • for each of these three basic components, two independent Bollinger band: one calculated for the bullish section of the scale (>50) and a separate one calculated for the lower bearish region. Dual BBs In my view, RSI’s position with regards to the centerline is much more important than its position in extreme areas. Why? Because the building block of RSI is the ratio of the averages of up/down moves during the RSI period. When the average of ups is greater, RSI is > 50. So while a rising signal starting from 20 let’s say, indicates that the rate of change is increasing, only when it crosses 50 can we say that sentiment balance has truly become bullish, and this information is more reliable than the signal being at a level corresponding to whatever estimate we make of what constitutes an extreme value. In my landscape, the general balance of a ratio provides more valuable information than the ratio’s exact value. The idea behind the dual BBs is to provide independent tracking information for both halves of the indicator’s space, which I find more useful than the normal method of simply adding a multiple of the standard deviation on both sides of the mean. With dual BBs, the upper BB will never go lower than the indicator’s centerline, and the lower BB will never go higher. The upper BB focuses on upper-bound volatility when the signal is bearish, and the lower BB focuses on downside volatility when the signal is bearish. The functions used to calculate the independent BBs are reusable on other signals if a centerline can be defined for them. A clamping percentage is implemented, so that when a BB line is hugging the centerline it clamps to it. This helps in providing earlier signals when they use the BB line states. Providing context to RSI What RSI measures indirectly is the balance in the rate of change—or the speed of price movement, but not its instant value, otherwise RSI would be even noisier. More precisely, RSI represents the relative strength of the up/down movement in the last n bars of RSI’s length, with 14 often used because that’s what Wilder proposed (Visual RSI’s defaults are 20 for the current timeframe and 40 for the higher timeframe). At every bar, a new value is added to the equation and an old value carrying equal weight is dropped, so a large dropped off value will have more impact on RSI’s value if the new bar’s move is small. This accounts for some of RSI’s speed in identifying exhaustion after important moves, but almost for some of its noise. Visual RSI is the result of trying to drown RSI’s noise in the context of other informational streams, while simultaneously providing even faster information than RSI alone, by giving more visual weight to the delta between the current and higher timeframe RSI’s. How to read Visual RSI The default settings show all 9 basic components as green/red areas of intensities varying with their importance. The most intense colors are reserved for the delta RSI and the BBs have the lightest intensities. The individual lines of components are intentionally difficult to distinguish so that focus is first on the general picture, including the all-important six-state background, and then on the delta RSI. One entry setup could be reversals in a larger trend context, so low pivots of the delta in a fully bullish context (a green background in the upper section of the indicator), and inversely, high pivots in a fully bearish context (a red background in the lower section of the indicator). Please resist the common misconception, when interpreting RSI, that a reversal in the signal will necessarily lead to a reversal in price. Each trend has its rhythm. Only machine-generated price action can progress regularly. It’s normal for trends to take a breather for some time before they continue or reverse, as traders driving the trend experience emotional fatigue and gradual fear. RSI reversals merely signify that such a breather has occurred—nothing more. Only the larger context can provide information that can situate that pause and put more meaningful odds on it having more probability of continuing in one direction or the other. This is the reasoning behind the setup just described. Features • All components can be hidden, displayed as a simple line, a uniformly colored fill, or a green/red fill (the default). • The background can be colored using 9 different methods, including 3 six-state methods using the rising/falling BB lines of the 3 basic components. These six states allow for bullish/bearish/neutral sentiment in both the upper and lower regions of the indicator. A bearish (dark red) background in the bullish (>50) section of the indicator represents decreasing bullishness. A bearish (slightly brighter red) in the bearish (<50) section of the indicator means incresingly bearish sentiment. The six-state backgrounds allow for neutral (no color) sentiment when no compelling signs can be found to conclude anything with meaningful odds. The default background uses the six-state method on the higher timeframe RSI’s BBs because I find it the most useful, as it represents the largest—and slowest—context sentiment among all the indicator’s components. • A thin status bar in the top part of the indicator also allows selection of the same 9 methods to color it. The default is a triple-state system using the rising/falling characteristics of the current timeframe RSI’s BBs to provide a short-term counterbalance to the long-term background. • Three different markers can be configured using approximately 70 permutations each, each filtered by 20 different filter permutations. When modification of the relevant parameters in the script’s Settings/Settings/Parameters section is added, possibilities are almost endless. If the generated signals are then fed into the PineCoders Engine and combined with the Engine’s own options, the permutations go up another order of magnitude, and changes to any setting can be instantly evaluated using the Engine’s backtesting results. • Five simple filters can be combined. They are additive. They include volume-related conditions and a chandelier, which I find useful because both volume and volatility (the chandelier using highs/lows and ATR) are sensible complementary sources to RSI’s momentum information. The filter’s state can be shown as a thin line at the bottom of the indicator. • Alerts can be configured using any of the marker/filter combinations mentioned. As usual, once your markers/filters are set up the way you want, create your alert from the chart/timeframe you want the alert to run on and be sure to use the “Once Per Bar Close” triggering condition. Use an alert message that will remind you of which combination of markers were used when creating the alert. • A plot providing entry signals for the PineCoders Backtesting & Trading Engine is supplied. It will use whichever marker/filter configuration is active to generate signals. • All higher timeframe information is non-repainting. Higher timeframe lines can be smoothed (the default). The selection of the higher timeframe can be made using 3 different methods: 1. By steps (if current timeframe <= 1 minute: 60 min, <= 60 min: 1D, <= 6H: 3D, <= 1D: 1W, <=1W: 1M, >1W: 12M) 2. By a user-defined multiple of the current timeframe 3. Using a fixed timeframe Thanks to: • Alex Orekhov aka @everget for the chandelier code. • @RicardoSantos who through a small remark early on, unknowingly put me on the track of eliminating noise through visual crowding. • The brilliant guys in the PineCoders Pro room for your knowledge, limitless creativity and constant companionship.
Pine Script®指标
由LucF提供
22
WOW no repainting and no security() call! 100% real results!If you couldn't tell by the title, this is a joke lmao. TV has an awful backtesting engine and I just wanted to prove this with a super simple script. We buy when close > open and sell when close < open. That's it. There is also some risk management and trade closing when we reach a certain drawdown, but wait! TradingView doesn't know what equity drawdown is because they don't use tick data or any lower timeframe data! Wowow! Ps - all tickdata for Forex & CFD historical data is free from Dukascopy if you want to perform your own backtesting ;) Dukascopy Data Enjoy -DasanC
Pine Script®策略
由DasanC提供
8