TradingView
cyatophilum
13. Nov. 2019 11:07

Cyatophilum Ultimate Trading Bot [BACKTEST] 

Beschreibung

Private Indicator.

This is an indicator for trading low timeframes. It is generic and configurable meaning you can use it not only on crypto, but also forex, CFD, stocks etc.

HOW IT WORKS

The user chooses between three powerful base strategies: Bollinger Bands + Stoch RSI, RSI Divergences or the SARMA Strategy.
He can also trade support and resistance breakouts, with or without the base strategy.

Use the Alert Setup version to trigger entry and exit alerts.



You can choose between a set of trend lines that will filter trades that are against the main trend in order to increase profitability.



The integrated Trailing Stop Loss will trigger an alert to exit the trade.



You can use the Trailing Take Profit with a configurable % deviation. It will also trigger an exit alert.



SAMPLE USE CASES

XBTUSD 5m BitMEX


XBTUSD 15m BitMEX


ETHUSD 5m BitMEX


ETHUSD 15m BitMEX


USD/WTI 1m IDC (Us Dollar/ WTI Crude OIL)


Backtest below for BITMEX:LTCZ19 in 15m timeframe.

To get access to the indicator, use the link below, thanks for reading!

Versionshinweise

Added a new backtesting feature which allows you to backtest on regular chart as if you were using the strategy on the Heikin Ashi chart.
Because we know the Strategy Tester doesn't work on the HA chart.
This way you can see the results if you were using the strategy on Heikin Ashi candles.

Versionshinweise

Bug fixes

Versionshinweise

New Feature: Higher Timeframe Double Trend Line
/!\ You must use a resolution higher from the current one /!\

Versionshinweise

Bug Fixes

Versionshinweise

New entries:
  • SuperTrend
  • Basic PSAR
  • Volume (Chaikin Money Flow)
  • Levels (Fibonacci: Long on fib 78 and 61. Short on fib 23 and 38)
  • Channels (Donchian)


New options:
Allow reverse orders
Bollinguer Bands Multiplier

Doubled default commission % per order (0.1%)

Versionshinweise

Bug fixes

Versionshinweise

Bug fixes

Versionshinweise

New entry option: Stochastique

Versionshinweise

Bug fixes and performance update
Configuration panel updated
Entry base indicators naming :
  • Scalp = for low time frame strategies
  • Swing = for high time frame strategies

Versionshinweise

New Feature! Filter trades when the market is going sideways! (useful in low time frames strategies)
ADX Sideways Filter from Higher Timeframe
Use this tool to understand how it works!
> tradingview.com/script/K4ewTBdF-MTF-Average-Directional-Index-Range-Detector/

Versionshinweise

Brought back the "LEVELS" entry.
Fixed a bug where the entry reversed when it shouldn't.

Versionshinweise

Bug fixes: Removed the repainting that was introduced with the double trend line.

Versionshinweise

New entry: MFI (Money Flow Index)
Long MFI entry triggers when MFI is oversold and reversing upwards.
Short MFI entry triggers when MFi is overbought and reversing downwards.

Versionshinweise

Updated Panel Info

Versionshinweise

New backtest feature

Stop Loss and Take Profit Alert Type

You can switch between "once per bar close" and "once per bar" to get a glimpse of what would be better for you.

Note: The strategy tester still waits for bar close, but using "once ber par" will not take wicks into account.

Versionshinweise

Update on info panel. Should be easier to read.

Versionshinweise

hotfix (TTP)

Versionshinweise

New optional feature:
Volume Cap (minimum) to filter trades when the volume is below a specified value.

Versionshinweise

Changed default settings

Versionshinweise

New optional backtest feature: Dollar Cost Average

Versionshinweise

Visual fix

Versionshinweise

Updated info panel

Versionshinweise

New options for the DCA (safety orders) feature:
  • Increased max DCA orders count to 2
  • DCA order step new option

Versionshinweise

bug fix: 2nd safety order was triggering when it shouldn't

Versionshinweise

Bug fix
(DCA orders with "allow reverse order option enabled" where triggering more times than expected)

Default parameters set for BITMEX:XBTUSD 5m

Versionshinweise

small fix
Default settings were a bit different than the alert setup

Versionshinweise

New entry added : CYATO AI
Based on a combo of volume, momentum and candle pattern.
Default settings updated, set for XBTUSD 5m

Versionshinweise

hotfix: typo in the code made cyato ai go only long

Versionshinweise

New feature: Exit Timer
Stuck in a trade for too long? Use this feature to trigger an exit after xx number of bars!

Versionshinweise

MAY UPDATE #1: DCA Feature

The existing DCA feature has been improved.

DCA stands for Dollar Cost Average. The idea is to open additional orders from the base order in order to improve risk management.
These additional orders are also called Safety Orders. The Ultimate Trading Bot Indicator can now handle up to 9 safety orders.

The strategy will now exit either from a take profit based on percentage from base order or a percentage from total volume. Configurable in the parameters.



Note: the base order and safety orders have equal order size (volume).

Other minor changes:

The default settings have been changed to fit a margin trading strategy on the BTC/USDT Binances Futures chart in 15 minutes timeframe. Backtest updated below.
The default order size is now 10% of equity.
The colors are now a bit less saturated.

Versionshinweise

  • Bug fix: Number of safety orders was one off.
  • Updated indicator settings visual.

Versionshinweise

New Trend Filters:
  • ALMA : Arnaud Legoux moving average. Offset is set to 0.85 and sigma to 6. The length is configurable.
  • RMA : Moving average used in the RSI. The length is configurable.
  • SWMA : Symmetrically weighted moving average with fixed length : 4.
  • VWMA : Volume weighted moving average. The length is configurable.


New option to add a red background color that highlights areas where trades are filtered by the ADX filter.

Simplified Heikin Ashi option: Now both backtest and alerts MUST be used on REGULAR candles. The option allows to use Heikin Ashi candles as source for the indicators (The take profit, stop loss and dca still use real prices).

Versionshinweise

Hotfix: DCA long stop loss now properly triggers when price crosses the line.

Versionshinweise

DCA feature: new option to use Trailing Stop Loss or Last DCA step as Stop Loss.

Versionshinweise

DCA bug fixes

Versionshinweise

Updated Info Panel - More compact and easier to read - Now shows up by default.

Versionshinweise

Added an option to change the info panel size.

Versionshinweise

NEW ENTRY: Top & Bottoms

Simply check the box in the input settings to add the Top & Bottom entries, or Double Top and Bottom entries.

Configure the ignore number in the advanced parameters section of the input settings.

The entries are calculated by my Top and Bottom indicator (you can find it in my profile scripts)

The entries will be filtered by trend filters, sideways filter , volume cap etc.

Versionshinweise

info panel small update

Versionshinweise

info panel small fix

Versionshinweise

New options for the Support/Resistance breakouts:
-Ignore Trend filters (true by default)
-Ignore ADX filter (true by default)

Available in the Advanced parameters section.

Versionshinweise

.

Versionshinweise

New entry: QQE (SWING) (Quantitative Qualitative Estimation)

Works well with "Allow reverse orders" option as it is a reversal indicator.

Configure the ATR multiplier and lookback in the Advanced Parameters section of the indicator' settings

Versionshinweise

New Backtest feature when using Safety orders !

The following parameters are now available in the indicator advanced parameters:
  • Base order size
  • Safety order size
  • Safety order volume scale


Note: when using safety orders, the order size will always be in contracts. When not used, the order size in set in the backtest parameters tab as usual.

Versionshinweise

Safety order step scale now works like this:
The scale will multiply step in percents between safety orders.
Let's assume there is a bot with safety order price deviation 1% and the scale is 2. Safety order prices would be:

It's the first order, we use deviation to place it: 0 + -1% = -1%.
Last safety order step multiplied by the scale and then added to the last order percentage. The last step was 1%, the new step will be 1% * 2 = 2%. The order will be placed: -1% + -2% = -3%.
Step: 2% * 2 = 4%. Order: -3%+ -4% =-7%.
Step: 4% * 2 = 8%. Order: -7%+ -8% =-15%.
Step: 8% * 2 = 16%. Order: -15%+ -16% =-31%.

Versionshinweise

Now works: ability to disable stop loss when using DCA.
=> Select Stop Loss Type : "Stop loss above" and turn off the Stop Loss feature.

Versionshinweise

The parameter "Safety Order Volume Scale" is now affecting the Take Profit line while using the "Percentage of Total Volume" Take Profit type.

Sample:

Versionshinweise

New feature: Session Filter
Pick a session range and any trade outside will not trigger!
Optional, turned off by default.

Note: It seems that on some markets when turning the feature on, the weekends are filtered out.
Note 2: You can use the "show red background when trades are filtered" to see when the session is active.

Versionshinweise

Info panel:
Now prints the max period the strategy tester can calculate based on the current timeframe. It is 20000 bars * current timeframe as to the current data loaded on the chart.

Versionshinweise

New ADX filter option to filter trades BELOW or ABOVE threshold

Versionshinweise

typo

Versionshinweise

bug fixes (DCA SL)

Versionshinweise

New entry: BB (Bollinger Bands), as there was a BB + RSI entry this one only uses Bollinger Bands when price gets back into them.

Versionshinweise

New trendlines: Adaptive Tilson T3 and MTF Adaptive Tilson T3.
Note that with adaptive trendlines the length (lookback) is automatically calculated.

Versionshinweise

Reverse Order On Stop Loss feature:
- Reverse entry alert and stop loss now trigger on the same bar.
- For security, this feature will not happen more than once.

Versionshinweise

Rollback 1 update before.

Versionshinweise

Fixed an issue with the security function that didn't return any value in some historical data.

Versionshinweise

Added an alert_message parameter to strategy functions in order to be able to use strategy alerts.

Long entry and DCA Long will trigger a "LONG" message

Long entry and DCA Short will trigger a "SHORT" message

Stop loss, Take Profit, exit signal will trigger an "EXIT" message.

Versionshinweise

CORE: No changes. You should be able to recreate your strategies with this new version.
Some input settings changed place for better understandability.

NEW ENTRY:
Higher/Lower Highs & Lows section
2 parameters: 1 safe and 1 risky.


NEW ENTRY:
MA Cross section
Ability to create signals from MA cross or price & MA cross.
When using Price & MA cross, the indicator waits from high/low to fully cross the trendline to avoid noise.


UPDATED:
TREND FILTER
- Added EXTERNAL trendline source.
To make it work:
1. Add the External Trendline (any indicator)
2. Select the related plot in the UTB trendline external source


- Added Adaptive HULL MA.
- Added parameter "Trend Condition" to choose how the trend is calculated, between " trendline slope" and price position (above or below)
- Added an option to exit a trade when the trend reverses.

UPDATED:
MTF TREND FILTER:
- Added MTF Adaptive HULL MA
- Added parameter "Trend Condition"

UPDATED:
VOLUME FILTER
Now has a whole section, you can choose between AUTO or MANUAL threshold.
- Added a bullish/bearish candle condition

NEW FILTER:
RSI FILTER (MTF)
2 threshold parameters to filter both long and short entries depending on the RSI value.

UPDATED:
SESSION FILTER
Now works on everyday of the week


MISC:
GRAPHICS : The background color to show filtered areas has now 2 colors to see when long and shorts are filtered.
Info Panel: Now shows the script version.
Default settings has everything turned off, this is to show new users how to create a strategy step by step.
See the info panel in the chart above if you want a sample configuration.

Versionshinweise

- Updated info panel.
- The indicator will now understand that the strategy is supposed to reverse when no SL and TP is set.

Versionshinweise

Info panel: now prints BB entry multiplier

Volume Filter AUTO mode improved

Added KAMA Trendline

Versionshinweise

S/R breakouts now works properly with Volume, RSI and Session filters. (In addition to ADX filter)

Versionshinweise

Create alerts from the backtest version!

-> Added Strategy Alerts text inputs.
How to use:
Write your alert messages for EXIT, LONG and SHORT orders in the settings (Backtest section).
Then click add alert, and in the placeholder, write the following:
{{strategy.order.alert_message}}

Versionshinweise

Bugfixes: S/R breakouts entries were ignoring the volume filter.

Versionshinweise

New entry "ASAP": creates an entry everytime a trade is closed. Meant to be used with the Trendline filter.

Versionshinweise

Regarding the safety orders, in rare cases a step wasn't triggered when it should.
The reverse order on stoploss option now works with safety orders enabled.

Versionshinweise

As requested, I added the entry "Cyato AI (SWING)".

Versionshinweise

Minor update: Backtest period settings improved.

Versionshinweise

New entry: "Adaptive Channels (SWING)", a swing trade indicator for long-only strategies.

Versionshinweise

Small fix: in some cases the backtest long/short results option wasn't working properly.

Versionshinweise

bugfix introduced in the last update.

Versionshinweise

New entry: "Cyato AI v2 (Scalp)"
What changed with Cyato AI version 1:
- added noiseless RSI (RSX) overbought/oversold check
- additional candle patterns
- will buy less "at the top" or "after the move"

The version 1 is still available, of course, still called "Cyato AI (Scalp)"

Cyato AI V2 seem to work well with VWMA 200 trendline and ADX filter.

Versionshinweise

Hotfix with Cyato AI V2 introduced lately. Short signals were not triggering.

Versionshinweise

Configuration panel udpated: smaller and better placement.

Added new alert system!
To use it:
1. Write your alert messages in the indicator settings (alert section at the bottom)
2. Click "Create Alert" as usual, but choose "alert() function calls only"

That's all! You will receive alerts for every event.

Versionshinweise

New setting for the MTF trendline: you can apply it on another pair.
For example if you are on ETHUSDT, and want the trendline to be on BTCUSDT, now you can.

Versionshinweise

DCA:
- Max safety trades count limitation changed from 9 to 100.
Note: it seems the strategy tester can only handle 82 open trades though.
- Added "alert type" setting for safety trades alerts to choose from "Once per bar" or "Once per bar close".
- Removed Stop loss type setting. We will just use the regular stop loss now which makes more sense.
- Average volume take profit calculation improved.

Trailing TP (Fix):
- Behavior update when using "Once per bar" alert type. The trailing TP will now exit when it should.

Versionshinweise

New DCA alert type : "All"
With this setting, the long/short dca alert is able to trigger several times during a candle whereas the other settings would trigger only once per bar even if the price breaks through several dca steps.
Note: the backtest still calculates results using only one trade per bar because of its limitations.

Versionshinweise

DCA small fixes: a dca signal cannot trigger on take profit or stop loss event

Versionshinweise

Added a price entry input that will create entry at the given price.

Versionshinweise

Price entry now takes wicks.

Versionshinweise

New entry: VWAP (Volume Weighted Average Price)
Configure the anchor, offset, standart deviation mutlipier for the bands, and choose to entry from VWAP price cross (trend mode) or bands price hits (rotation mode).
Combine the VWAP with the other features to improve the strategy.

Versionshinweise

- Backtest Period Inputs addition
- Info panel updated: now shows the real backtest period and the number of open trades in real time.
- Trailing TP graphic enhancements

Versionshinweise

Quality of life update for the inputs:
- Added tooltips
- Added a checkbox for each alert even to prevent the alert to trigger

Versionshinweise

Gave PSAR some love so that we can use it alongside filters like RSI filter to scalp low timeframes.
The PSAR value can now be a decimal value to get less noise on low timeframes.

Added new entry "BB + UO"
Combination of Bollinger Bands and Ultimate Oscillator.
The entry is triggered when price hits a band and UO is oversold/overbought and reversing.

Versionshinweise

Regarding Once Per Bar Alerts:
To be able to receive once per bar alerts with the strategy, you need to set the backtest parameter "Recalculate: On Every Tick" to true.
Otherwise the strategy will calculate the alerts on bar close only.
Using this paramter was causing a bug that stopped the alerts. This bug is fixed in this update.

Versionshinweise

"Recalculate : On every tick" set to true by default.
PSAR settings: added Start, Increment and Maximum.

Versionshinweise

Added Heikin Ashi (swing) entry

Versionshinweise

HA Swing entries behavior update when used with TP/SL

Versionshinweise

Added Buy & Hold Comparator panel.
The buy & Hold Comparator is an additional panel that turns green when the strategy's return is greater than the Buy & Hold return.
Note:
The Strategy Return is the strategy netprofit + the strategy openprofit.
Use longs results only and a 100% equity order size to compare to Buy & Hold.
Enable the panel in the Graphics section of the indicator settings.

Versionshinweise

Improved Trailing Take Profit behavior. Sometimes it would exit too early.
A bug when a long and short entry could happen on the same bar has been fixed.

Versionshinweise

BugFix DCA volume scale: the scaling now starts at 2nd DCA

Versionshinweise

It is now possible to retrieve the DCA order size in the alert message.
In your DCA long or short alert message, writing {order_size} will be replaced by the DCA order size.

Example:
"Order size is {order_size} contracts"
will be replaced by:
"Order size is 5 contracts"
Given the current safety order size is 5.

Versionshinweise

DCA / Safety Orders
Both base and safety order size no longer is in contracts but in either fixed currency amount or % of Equity.

Versionshinweise

Added a secondary Take Profit option & alert
- Configure your 2nd target in % (should be bigger than the 1rst)
- Configure the % quantity to exit on the 1rst Take Profit, between 0 and 100. The remaining % will be exit on the 2nd TP.

-> A useful feature to improve your strategies risk management!

Versionshinweise

Added new Backtest Results panel!
You can disable it by going in the style tab -> tables, or by clicking the indicator setting "Backtest Results Table".

Versionshinweise

Removed some "transp" arguments

Versionshinweise

Added placeholder {price} for Long + Short TP and SL alerts.

Versionshinweise

Added placeholders {price}, {TP} and {SL} to get the price values inside the Long & Short entry alerts.

Versionshinweise

Using \n in alert messages now creates a new line.

Versionshinweise

You can now write {position_size} in the alert messages in the indicator settings and it will be replaced by the value.

Versionshinweise

Performance udpate - alert messages fix: \n is now replaced by new line

Versionshinweise

Important bug fix regarding take profit alert messages. TP message was swapped with TP 2 message.

Versionshinweise

Added {TP2} placeholders in the entry alert messages.

Versionshinweise

{price} placeholder for entry alerts now take the limit price option into account.

Versionshinweise

.

Versionshinweise

Removed 2 digits rounding to the alert placeholders.

Versionshinweise

Added 2 alerts Long/short exit with reverse

Versionshinweise

Added a smoothing parameter for ADX filter.

Versionshinweise

Backtest panel: added max drop in flat value

Versionshinweise

Added an option to show the backtest table in replay mode.

Versionshinweise

Fixed a bug when using "reverse order on stoploss" option and DCA not calculating.

Versionshinweise

Added a "Contracts" option for safety orders' size. Useful for stock and futures.
Safety orders now properly get placed when using "once per bar" option.

Versionshinweise

Converted to pine v5
Added information in the backtest panel: required initial capital, amount of SO used, max days in a deal.

Versionshinweise

Bug fixes: dca not closing on take profit

Versionshinweise

ADX and RSI filter now use the indicator current bar when their resolution is same as Chart.

Versionshinweise

The Moving Average Cross Entry feature has been updated and improved with more options.

Versionshinweise

Added an optional DMI filter to the ADX fitler section.
Used to filter using directional Movement Index:
- only go long if DI+ is above DI-
- only go short if DI- is below DI+

Versionshinweise

Small bug fix: Required Initial capital in backtest panel was printed in contracts instead of quote currency.

Versionshinweise

Fix typo in backtest panel

Versionshinweise

Updated RSI filter:
- Now can be switched for a STOCH filter.
- Added option to filter ABOVE or BELOW the threshold for BOTH long and short signals.

Versionshinweise

Updated config panel and dca price deviation and scale input steps

Versionshinweise

changed step for input dca vol scale

Versionshinweise

Reduced safety order volume scale minimum from 1 to 0.1

Versionshinweise

When converting to pine v5, the style tab got altered. This update brings back the color and background customisation.

Versionshinweise

.

Versionshinweise

Fix a bug in the backtest when using "once per bar" DCA combined with reverse orders enabled

Versionshinweise

small update to prevent double signals in case of reversal strategy mode when stop loss and entry could trigger on the same bar. Now the entry signal triggers only.

Versionshinweise

Alert text inputs are bigger and now allows line returns!

Versionshinweise

Added alert placeholders:
{price} will return the close price
{ticker} symbol name without exchange prefix
{tickerid} symbol name with exchange prefix

Versionshinweise

Updated Trend Line Filters
- Code refactoring, the script should load a bit faster
- Added 'SMMA', 'VIDYA', 'FRAMA' and 'DEMA' trend lines

Versionshinweise

Removed config panel since there is now a built-in tab in the strategy tester where you can see all indicator parameters.

Versionshinweise

Script loading time optimisation update
It should load about 2s faster when backtesting

Versionshinweise

.

Versionshinweise

New stop loss setings: ATR Trailing stop
Added alert placeholders
Improved backtest engine (once per bar exits are now all placed using limit orders)
Fix a few bugs

Versionshinweise

Updated VWAP bands calculation

Versionshinweise

Updated inputs for better usability
Updated cyato swing AI
Added VWAP bar filter and source for bands touch
Updated graphics

Versionshinweise

Bug fix: the "EXIT" signal was not closing orders in the backtest due to an oversight from me in a previous udpate.

Versionshinweise

added a stop loss order on same bar as entry only for 'once per bar' scenarios where entry and stoploss happen on same bar. The order gets canceled on next bar.

Versionshinweise

- Code optimisation
- Added "Auto" Take profit and Stop Loss modes, based on average true range
- Added new alert placeholders

Versionshinweise

Added a start "Date" parameter for the "price entry" setting in the "advanced parameters" section

Versionshinweise

Added specific alert messages for the exit alert for long and short separated
Kommentare
hmueni
hey, how much do you charge for access to this??
cyatophilum
@hmueni, The pricing is available on my website, which link is in my signature above the related ideas.
CryptoStachu
I could test your indicator. Thank you
Djshauns
Excellent, H. A swing has been one of my favorites. It's actually worked better being a contrarian on a 5 min chart. Don't suppose you could add backtest to playing the opposite side? I.e.. Going short when a long is alerted. Anyway awesome site. I'm glad I joined.
cyatophilum
Thanks for your comment @Djshauns, unfortunately, there is no way to backtest the opposite side yet... but you can invert the backtest results ;)
kartik77
can i have access to this indicator? i would really appreciate if i do. thanks!
cyatophilum
@kartik77, the access is premium, the link is in my signature.
mihailnica10
could i test that ?
SignalAlgo
I want to try your trading strategy so can give me 7 days access where I can see it then it is works for me or not, it is ok for me so I can give you fees further access if possible u can get access to my trading view id SignalAlgo
cyatophilum
@SignalAlgo, hello, you can automatically get a week trial once you subscribe on my website which link is above in my signature.
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