Fibonacci Bollinger Bands Strategy [QuantNomad]This strategy is modified Stanard Bollinger Bands Strategy. Instead of using standard deviation, I use a metric of how big is the range for the last X bars. Also, I’m using Fibonacci levels as multipliers for BB.
In this strategy you have a choice of 3 different Trailing Stop Loss types:
Standard % – standard percent based TSL
Fibonacci Level – close your position on another Fibonacci level or basis line of BB.
Parabolic SAR – Parabolic SAR adapted as trailing stop loss.
For Standard % and Parabolic SAR, you can use the “TSL Offset” parameter to set an initial offset for trailing stop loss.
Parameters
BB Length – Bolinger Bands Length
Fib Entry Level – Entry BB Multiplier level. Can be one of Fibonacci levels: 0.236, 0.382, 0.5, 0.618, 0.786, 1.000
Trailing SL Type – Type of Trailing Stop Loss used to close positions. Can be one of 3 types: “Standard %”, “Fibonacci Level”, “Parabolic SAR”
TSL Offset (%) – Initial offset for TSL. Applicable to “Standard %” and “Parabolic SAR”
TSL Fib Level – Fibonacci level used for “Fibonacci level” type of TSL
TSL PSAR Start / Increment / Maximum – parameters for PSAR type of TSL.
Strategy side – you can choose the side of the strategy. You can require strategy to go only Long, Short to Both sides.
From/To Day/Month/Year – you can use these parameters to set backtesting range to check the performance of your strategy on a specific range
It's a pro indicator, you can have access to it for a small fee. Link to my PRO indicators you can find in my signature.
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.
Bollinger Bands (BB)
4. AutoBots Trading - BACKTEST: Bollinger BandsBACKTEST: Bollinger Bands
1. Description: 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.
2. Strategy rules: defined based on the component, signal count, entry prices, open order count, position check, position averages, conditional closes and close signals.
3. Risk management: system was defined based on the choice of only long, only short or both sides. Defining the choice of take profit, stop loss and trailing stos (no repaint).
4. Symbol: EURUSD (only)
5. Suggested Timeframe: 1H
6. Parameter for optimization: 13, 1.5, side: both, tp: 0.4%, sl: 0.2%, ts: na
7. Walk forward simulation
7.1. In sample period: jan/2018-jan/2020
7.2. Out of sample period: jan/2020 - ago/2020
** For purpose educate only
Strategy - Backtest Uber WAE - Waddah Attar Explosion [UTS]Backtest of WAE - Waddah Attar Explosion
Backtest with focus win/loss profitability.
Formula: profitability = win / (win+loss)
Default equity 100k USD
Default 2% Risk per trade
Default currency USD
Define backtest interval precisely by month, year, day
LONG and SHORT positions
Visualize SL and TP on chart
ATR (len: 14, smooth: SMA)
ATR based Stop-Loss, if hit trade will be closed and considered as loss
ATR based Take-Profit, if hit trade will be closed and considered as win
On TP or SL hit the trade is closed and marked as win/loss
Gap Trading Strategy: CME BitcoinI created a strategy which finds gaps on CME Futures market for Bitcoin, BTC1! and opens a long or short position on the crypto exchange depending on what kind of gap was found (up or down) on CME.
Up gap: today open price > previous day high price
Down gap: today open price < previous day low price
Two lines below the main chart show when gaps appear. The green line represents the size of up gaps, when it crosses zero it gives a long signal. The red line - represents the size of down gaps, when it crosses zero - short signal.
Instead of having to look between multiple charts, this simply overlays the past weeks open and close should a gap appear.
Usage:
Strategy flips long / short depending of indicator signals. It could cut the position by stop loss or take profit.
Features:
ability to set stop loss and take profit in %
ability to set delta for gaps (if you want to filter small ones)
ability to choose strategy type. Standart: Long Up/Short Down || Inverse: Short Up/Long Down.
Backtesting:
Backtested on BTCPERP ( FTX ) and XBTUSD (Bitmex).
It shows a low drawdown, a small number of trades and 50% of profit for the 2020.
For example, I set high delta for down gaps to filter small ones
Strategy doesn't repaint.
Mean Reversion w/ Bollinger BandsThis is a more advanced version of my original mean reversion script.
It employs the famous Bollinger Bands.
This robot will buy when price falls below the lower Bollinger Band, and sell when price moves above the upper Bollinger Band.
I've only tested it on the S&P 500, though you could try it out on other assets to see the backtest performance.
During the recent COVID-19 bear market drop, it produced several buy signals on the S&P which I followed, and made some nice gains so far.
I still think this would make a better investing strategy (buy undervalued / sell over-valued), rather than a trading strategy.
I use this robot for my long term portfolio.
Rsi, Ema , Ma and Bollinger Bands for 1 min BtcusdtThis is for 1 min Btcusdt pair.
I am tring to find a way to catch %1 ups and downs.
Basicly it buys when rsi low and minute candle closes under ema,ma and lower bollinger band,
it sells when candle goes over upper bb,low ma, when rsi high.
It sells when rsi high ,candle closes over upper bb,over low ma and does the opposite when buying.
I know it's crowded but still tring to learn what to do ^^
I welcome any suggestions to improve.
It works better with shorts for now.
Don't buy with this !! You might lose big !
Full Candle Outside BB [Bishnu103]Bollinger band defines volatility range based on the current market condition. If a full candle is created outside BB then it is highly volatile and it may reverse to the mean, i.e. middle BB.
Buy - when a green candle is created below lower BB (alert candle) and price goes above high of it.
Buy SL - low of alert candle
Target 1 - middle band
Target 2- upper band
Sell - when a red candle is cerated above upper BB (alert candle) and price goes below low of it
Sell SL - high of alert candle
Target 1 - middle band
Target 2 - lower band
************************************************************************************************************************************************************************************
Disclaimer: This is in-progress strategy. I plan to work further and improve this. So please use this in the live market very carefully and based on your own risk factors.
************************************************************************************************************************************************************************************
N.White_For_H4_TESTI use this Test version to determine price movement for a longer period, in the next versions Long / short signals will be added. Includes drawing support and resistance lines, Bollinger bands.
N.White_ScalpM15TestThis test version of the strategy is designed for scalping on the timeframe M15. It includes drawing support and resistance lines, a bollinger band.
N.White_ScalpM5TESTThis test version of the strategy is designed for scalping on the timeframe M5. It includes drawing support and resistance lines, a bollinger band.
NoScoobies Bollinger BandsBollinger Bands strategy that I am trying out, however I can't get my strategy.close to work. Looking for help.
inwCoin BB Break + BBWidth% StrategyEnglish
=======
Alternated version of my old Bollinger Bands strategy.
In this version, I'm using BB Squeeze option to determine the entry condition.
Entry Logic
--------------
1) BB must squeeze less than BB Width Percent parameter.
2) Price close above upper band.
Then strategy will enter trade with stop loss at low of 9 previous candles.
Exit Logic
------------
You can choose which option to exit trade
1) Exit if price close below basis line ( MA 20 )
2) Exit if price close below lower BB
You can choose additional option like;
- Limit max position size = 100%
* If unchecked, if your stop loss distant % is less than Risk Percent parameter, you can get bigger position size more than your available capital ( like leverage )
Bollinger Band BreakoutIt is a long only strategy.
1. Buy when price breaks out of the upper band.
2. Exit has two options. Option 1 allows you to exit using lower band. Option 2 allows you to exit using moving average.
3. Option 1 preferred over option 2 if the instrument is highly volatile.
4. Slippage and commissions are not considered in the return calculation.
Bollinger Bands BAT/USDT 30minThis is ready to use Bollinger Band strategy that was backtested on the data from the previous year 2019.
The main purpose of this strategy is to determine trades with the highest probability of success, to keep a consistent portfolio growth throughout the year. This strategy cherry-picks the most reliable points of entry on a particular timeframe (30m) for the particular asset (BAT/USDT). The backtest shows a great result of 78.95% profitability with the maximum drawdown of -4.02%. This is one of my strategies out of the group of automated strategies that helps to grow my portfolio steadily.
You are welcome to change inputs and backtest the following strategy. Any comments or ideas would be appreciated.
If you are happy with existing results and would like to automate the strategy, which can be done through alerts, then you need to convert it to study and add alerts in the code.
Let me know if you are interested in that and I will create a study based on this strategy.
CBMA Bollinger Bands Strategy directed [ChuckBanger]I just did a Bollinger Bands script with my newly CB moving average
While I'm generally against posting strategies because it's very easy to fake performance numbers... This is just to share a cool strategy snippet. My settings are 10 contracts/order with pyramiding set to 10. You can make the profitability a lot higher if you set the order size higher. But that dosent help you getting more out of this script when u make a bot of this script. I set the order size to 10 contracts to get your attention not to showcase the performance.
When the price is going down and outside of the lower side of the band. And when the price comes back into the channel the strategy buys. Usually that means the price is going up. And when the price is going up and outside of the upper band. The strategy sells when it crosses back in to the channel.
It is a very simple strategy but it is effective. I guess you need a proper stop-loss for this script to bee really profitable in a bot environment.
Combo Backtest 123 Reversal & DAPD This is combo strategies for get a cumulative signal.
First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.
Second strategy
This indicator is similar to Bollinger Bands. It based on DAPD - Daily
Average Price Delta. DAPD is based upon a summation for each of the
highs (hod) for the 21 days prior to today minus the summation for
each of the lows (lod) for the last 21 days prior to today. The result
of this calculation would then be divided by 21.
It will be buy when high above previos DAPD high and sell if low below previos DAPD low
WARNING:
- For purpose educate only
- This script to change bars colors.
EVWBB Strategy [QuantNomad]It's my new strategy using EVWMA (Elastic Volume Weighted Moving Average).
Now I created a Bollinger Bands strategy where basis level is EVWMA.
It looks pretty interesting but you have to be careful with the entries/exits on the same bar, I'm using stop orders, so on big moves it happens pretty often.
In the next version, I will try to eliminate these issues.
Entry for this strategy happens when price crossover upper for long and lower for short. I exit both short and long on basis level.
RW Simple Pairs TradeA Simple Implementation of a Pairs Trading Strategy
It uses a simple moving average of specified length (default = 20) and enters at cutoffs set by Entry ZScore. Trades are exited at the moving average.
It is intended to be run on pairs of stocks. To Spread KO and PEP, for example, use the ticker KO / PEP * 1000
To visualise the trade better add Bollinger bands to your charts, corresponding to the SMA length and Entry ZScore criteria you specified.
Bollinger Bands JuanSeNL Strategy Bitmex 15min
It is a conservative strategy that works in bitmex in a 15-minute time frame, identifies an oversold market and sells on the rebound
It has a modifiable takeprofit and stoploss but works fine as it is set by default
Only Longs
VoDVo by Solah AzmanVoDVo stand for Volatility Discounted Volume
The indicator examines the abnormality of volatility discounted volume. Several parameters would be applied to make buy signals(green bars) and McGinley crossovers are used to make sell signals(red bars). Please note that sell signals are not meant to be an optimal point, you are advised to use your best judgment to find an optimal price prior to sell signal.
It is designed to accommodate some degree of discretionary decision, hence objects are colour coordinated with traffic light.
Green bars: buy signal: entry recommendation.
Yellow dotted line: please reevaluate your position.
Red bars: sell signal: sell everything! it's too late to get creative.
