cristian.d

CamarillaStrategy -V1 - H4 and L4 breakout - exits added

Exits added using trailing stops.
2.6 Profit Factor and 76% Profitable on SPY , 5M - I think it's a pretty good number for an automated strategy that uses Pivots . I don't think it's possible to add volume and day open price in relation to pivot levels -- that's what I do manually ..

Still trying to add EMA for exits.. it will increase profitability. You can play in pinescript with trailing stops entries..
Open-source Skript

Ganz im Sinne von TradingView hat der Autor dieses Skripts es als Open-Source veröffentlicht, damit Trader es verstehen und überprüfen können. Ein Hoch auf den Autor! Sie können es kostenlos verwenden, aber die Wiederverwendung dieses Codes in einer Publikation unterliegt den Hausregeln. Sie können das Skript den Favoriten hinzufügen, um es auf dem Chart zu verwenden.

Möchten Sie dieses Skript auf einem Chart verwenden?
//@version=2
//Created by CristianD
strategy(title="CamarillaStrategyV1", shorttitle="CD_Camarilla_StrategyV1", overlay=true) 
//sd = input(true, title="Show Daily Pivots?")
EMA = ema(close,8)

//Camarilla
pivot = (high + low + close ) / 3.0 
range = high - low
h5 = (high/low) * close 
h4 = close + (high - low) * 1.1 / 2.0
h3 = close + (high - low) * 1.1 / 4.0
h2 = close + (high - low) * 1.1 / 6.0
h1 = close + (high - low) * 1.1 / 12.0
l1 = close - (high - low) * 1.1 / 12.0
l2 = close - (high - low) * 1.1 / 6.0
l3 = close - (high - low) * 1.1 / 4.0
l4 = close - (high - low) * 1.1 / 2.0
h6 = h5 + 1.168 * (h5 - h4) 
l5 = close - (h5 - close)
l6 = close - (h6 - close)

// Daily line breaks
//sopen = security(tickerid, "D", open [1])
//shigh = security(tickerid, "D", high [1])
//slow = security(tickerid, "D", low [1])
//sclose = security(tickerid, "D", close [1])
//
// Color
//dcolor=sopen != sopen[1] ? na : black
//dcolor1=sopen != sopen[1] ? na : red
//dcolor2=sopen != sopen[1] ? na : green

//Daily Pivots 
dtime_pivot = security(tickerid, 'D', pivot[1]) 
dtime_h6 = security(tickerid, 'D', h6[1]) 
dtime_h5 = security(tickerid, 'D', h5[1]) 
dtime_h4 = security(tickerid, 'D', h4[1]) 
dtime_h3 = security(tickerid, 'D', h3[1]) 
dtime_h2 = security(tickerid, 'D', h2[1]) 
dtime_h1 = security(tickerid, 'D', h1[1]) 
dtime_l1 = security(tickerid, 'D', l1[1]) 
dtime_l2 = security(tickerid, 'D', l2[1]) 
dtime_l3 = security(tickerid, 'D', l3[1]) 
dtime_l4 = security(tickerid, 'D', l4[1]) 
dtime_l5 = security(tickerid, 'D', l5[1]) 
dtime_l6 = security(tickerid, 'D', l6[1]) 

//offs_daily = 0
//plot(sd and dtime_pivot ? dtime_pivot : na, title="Daily Pivot",color=dcolor, linewidth=2)
//plot(sd and dtime_h6 ? dtime_h6 : na, title="Daily H6", color=dcolor2, linewidth=2)
//plot(sd and dtime_h5 ? dtime_h5 : na, title="Daily H5",color=dcolor2, linewidth=2)
//plot(sd and dtime_h4 ? dtime_h4 : na, title="Daily H4",color=dcolor2, linewidth=2)
//plot(sd and dtime_h3 ? dtime_h3 : na, title="Daily H3",color=dcolor1, linewidth=3)
//plot(sd and dtime_h2 ? dtime_h2 : na, title="Daily H2",color=dcolor2, linewidth=2)
//plot(sd and dtime_h1 ? dtime_h1 : na, title="Daily H1",color=dcolor2, linewidth=2)
//plot(sd and dtime_l1 ? dtime_l1 : na, title="Daily L1",color=dcolor2, linewidth=2)
//plot(sd and dtime_l2 ? dtime_l2 : na, title="Daily L2",color=dcolor2, linewidth=2)
//plot(sd and dtime_l3 ? dtime_l3 : na, title="Daily L3",color=dcolor1, linewidth=3)
//plot(sd and dtime_l4 ? dtime_l4 : na, title="Daily L4",color=dcolor2, linewidth=2)
//plot(sd and dtime_l5 ? dtime_l5 : na, title="Daily L5",color=dcolor2, linewidth=2)
//plot(sd and dtime_l6 ? dtime_l6 : na, title="Daily L6",color=dcolor2, linewidth=2)

longCondition = close >dtime_h4 and open < dtime_h4 and EMA < close
if (longCondition)
    strategy.entry("Long", strategy.long)
    strategy.exit ("Exit Long","Long",  trail_points = 40,trail_offset = 1, loss =70) 
    //trail_points = 40, trail_offset = 3, loss =70 and


shortCondition = close <dtime_l4 and open >dtime_l4 and EMA > close
if (shortCondition)
    strategy.entry("Short", strategy.short)
    strategy.exit ("Exit Short","Short", trail_points = 10,trail_offset = 1, loss =20)
    

Kommentare

It does repaint. When you're using trailing stoploss, it's always gonna calculate the ratio from the high (Low in case of shorting)

This is not how live market operates as it can reach your stop loss in a middle of a candle no problem, thus resulting in unrealistic data.
+3 Antworten
repaint...
+2 Antworten
Nice one! Does this strategy repaint?
+1 Antworten
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cristian.d mynmi16
No repainting
+1 Antworten