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Kendall Rank Correlation Coefficient (alt)This is a non-parametric correlation statistical test, which is less sensitive to magnitude and more to direction, hence why some people call this a "concordance test". This indicator was originally created by Alex Orekhov (everget), if you like this one, please show the original author some love: This version is extended by tartigradia (2022) to make it more readily useable: * Update to pinescript v5 * Default compare to current symbol (instead of only fixed symbols) * Add 1.0, 0.0 and -1.0 correlation levels lines. This indicator plots both the Kendall correlation in orange, and the more classical parametric Pearson correlation in purple for comparison. Either can be disabled in the Style tab.
Pine Script® Indikator
von tartigradia
MTF MACD BarOVERVIEW This indicator shows MACD(Moving Average Convergence/Divergence) is up or down, represented by a bar. This indicator is compatible with MTF. CONCEPTS What do you want to know about market analysis? Do you want a hard analysis? You can look for it. All I want to know is whether the commonly known technical analysis is 'UP' or 'DOWN'. All I want to know is whether the current market price is going up or down. Not only for the current, but also for the monthly, weekly, and daily status. I want to make a decision in a moment. Without even thinking about it. That is why I created a color-coded bar indicator to show the status. No need to frown anymore. DETAILS You need more information about MACD, click here. tradingview.com MACD histogram Green ⇒ Bar is green. MACD histogramRed ⇒ Bar is red.
Pine Script® Indikator
von FX_KEYSTONE
1
MTF Heikinashi BarOVERVIEW This indicator shows whether Heikin Ashi is up or down, represented by a bar. This indicator is compatible with MTF. CONCEPTS What do you want to know about market analysis? Do you want a hard analysis? You can look for it. All I want to know is whether the commonly known technical analysis is 'UP' or 'DOWN'. All I want to know is whether the current market price is going up or down. Not only for the current, but also for the monthly, weekly, and daily status. I want to make a decision in a moment. Without even thinking about it. That is why I created a color-coded bar indicator to show the status. No need to frown anymore. DETAILS Heikin means average. Ashi means legs. In this case, it means a candle. Close = (Close + Open + High + Low) / 4 For more information, click here. tradingview.com Heikin Ashi Up ⇒ green Heikin Ashi Down ⇒ red
Pine Script® Indikator
von FX_KEYSTONE
1
Carrey's Velocity and AccelerationThis is initially based on the MA Speed indicator from TradeStation () and expanded upon greatly. This implements 3 different variable MAs and calculates and plots both speed and acceleration of each. Also, a single line composite option is included for both speed and acceleration that changes color based on directional confluence of each MA's speed/acceleration. Additionally, optional labels are included to show where the 3 MAs are clustered, and a volatile move is expected, and where they are more distributed, expecting a temporary reversal. The additional acceleration concept comes from kinematics in physics. Utilizing time-based derivatives, we can calculate the velocity and acceleration of the moving averages, which can help us identify momentum of price action and locate reversals sooner.
Pine Script® Indikator
von CarreyTrades
1
Template Trailing Strategy (Backtester)💭 Overview + Title: Template Trailing Strategy (Backtester) + Author: Iason Nikolas (jason5480) + License: CC BY-NC-SA 4.0 💢 What is the "Template Trailing Strategy (Backtester)" ❓ The "Template Trailing Strategy (Backtester)" (TTS) is a back-tester orchestration framework. It supercharges the implementation-test-evaluation lifecycle of new trading strategies, by making it possible to plug in your own trading idea. While TTS offers a vast number of configuration settings, it primarily allows the trader to: Test and evaluate your own trading logic that is described in terms of entry, exit, and cancellation conditions. Define the entry and exit order types as well as their target prices when the limit, stop, or stop-limit order types are used. Utilize a variety of options regarding the placement of the stop-loss and take-profit target(s) prices and support for well-known techniques like moving to breakeven and trailing. Provide well-known quantity calculation methods to properly handle risk management and easily evaluate trading strategies and compare them. Alert on each trading event or any related change through a robust and fully customizable messaging system. All of the above makes TTS a practical toolkit: once you learn it, many repetitive tasks that strategy authors usually re-implement are eliminated. Using TradingView’s built-in backtesting engine makes testing and comparing ideas straightforward. By utilizing the TTS one can easily swap "trading logic" by testing, evaluating, and comparing each trading idea and/or individual component of a strategy. Finally, TTS, through its per-event alert management (and debugging) system, provides an automated solution that supports live trading with brokers via webhooks. NOTE: The "Template Trailing Strategy (Backtester)" does not dictate how you can combine different indicator types. Thus, it should not be confused as a "Trading System", because it gives its user full flexibility on that end (for better or worse). 💢 What is a "Signal Indicator" ❓ "Signal Indicator" (SI) is an indicator that can output a "signal" that follows a specific convention so that the "Template Trailing Strategy (Backtester)" can "understand" and execute the orders accordingly. The SI realizes the core trading logic signaling to the TTS when to enter, exit, or cancel an order. A SI instructs the TTS "when" to enter or exit, and the TTS determines "how" to enter and exit the position once the Signal Indicator generates a signal. A very simple example of a Signal Indicator might be a 200-day Simple Moving Average Signal. When the price of the security closes above the 200-day SMA, a SI would provide TTS with a "long entry signal". Once TTS receives the "long entry signal", the TTS will open a long position and send an alert or automated trade message via webhook to a broker, based on the Entry settings defined in TTS. If the TTS Entry settings specify a "Market" order type, then the open long position will be executed by TTS immediately. But if the TTS Entry settings specify a "Stop" order type with a 1% Stop Distance, then when the price of the security rises by 1% after the "long entry signal" occurs, the TTS will open a long position and the Long Entry alert or webhook to the broker will be sent. 🤔 How to Guide 💢 How to connect a "signal" from a "Signal Indicator" ❓ The "Template Trailing Strategy (Backtester)" was designed to receive external signals from a "Signal Indicator". In this way, a "new trading idea" can be developed, configured, and evaluated separately from the TTS. Similarly, the SI can be held constant, and the trading mechanics can change in the TTS settings and back-tested to answer questions such as, "Am I better with a different stop loss placement method, what if I used a limit order instead of a stop order to enter, what if I used 25% margin instead of trading spot market?" To make that possible by connecting an external signal indicator to TTS, you should: Add both your SI (e.g. "Two MA Signal Indicator" , "Click Signal Indicator" , "Signal Adapter" , "Signal Composer" ) and the TTS script to the same chart. Open the script's Settings / Inputs dialog for the TTS. In the 🛠️ STRATEGY group set 𝐃𝐞𝐚𝐥 𝐂𝐨𝐧𝐝𝐢𝐨𝐧𝐬 𝐌𝐨𝐝𝐞 to 🔨External (this makes TTS listen to an external signal source). Still inside 🛠️ STRATEGY locate the 🔌𝐒𝐢𝐠𝐧𝐚𝐥 🛈 input and choose the plotted output of your SI. The option should look like: "<SI short title>:🔌Signal to TTS" . Verbose troubleshooting & tips If the SI does not appear in the 🔌Signal 🛈 selector, confirm both scripts are added to the same chart and the SI exposes a plotted series (title often "🔌Signal to TTS"). When using multiple SIs, pick the SI instance that actually outputs the "🔌Signal to TTS" plotted series. Validate on the chart: when your SI changes state, the plotted "🔌Signal" series in the TTS (visible in the data window) should change accordingly. The TTS accepts only signals that follow the tts_convention DealConditions structure. Do not attempt to feed arbitrary scalar series without using conv.getDealConditions / conv.DealConditions. Make sure your SI composes a DealConditions value following the TTS convention (startLong, endLong, startShort, endShort — optional cancel fields). See the template below. If the plot is present but TTS does not react, ensure the SI plot is non-repainting (or accept realtime/backtest limitations). Test on historical bars first. Create alerts on the strategy (see the Alerts section). Use the {{strategy.order.alert_message}} placeholder in the Create Alert dialog to forward TTS messages. 💢 How to create a custom trading logic ❓ The "Template Trailing Strategy (Backtester)" provides two ways to plug in your custom trading logic. Both of them have their advantages and disadvantages. ✍️ Develop your own Customized "Signal Indicator" 💥 The first approach is meant to be used for relatively more complex trading logic. The advantages of this approach are the full control and customization you have over the trading logic and the relatively simple configuration setup by having two scripts only. The downsides are that you have to have some experience with pinescript or you are willing to learn and experiment. You should also know the exact formula for every indicator you will use since you have to write it by yourself. Copy-pasting from existing open-source indicators will get you started quite fast though. The idea here is either to create a new indicator script from scratch or to copy an existing non-signal indicator and make it a "Signal Indicator". To create a new script, press the "Pine Editor" button below the chart to open the "Pine Editor" and then press the "Open" button to open the drop-down menu with the templates. Select the "New Indicator" option. Add it to your chart to copy an existing indicator and press the source code {} button. Its source code will be shown in the "Pine Editor" with a warning on top stating that this is a read-only script. Press the "create a working copy". Now you can give a descriptive title and a short title to your script, and you can work on (or copy-paste) the (other) indicators of your interest. Once you have the information needed to decide, define a DealConditions object and plot it like this: import jason5480/tts_convention/ as conv // Calculate the start, end, cancel start, cancel end conditions dealConditions = conv.DealConditions.new( startLongDeal = , startShortDeal = , endLongDeal = , endShortDeal = , cnlStartLongDeal = , cnlStartShortDeal = , cnlEndLongDeal = , cnlEndShortDeal = ) // Use this signal in scripts like "Template Trailing Strategy (Backtester)" and "Signal Composer" that can utilize its value // Emit the current signal value according to the TTS framework convention plot(series = conv.getSignal(dealConditions), title = '🔌Signal to TTS', color = #808000, editable = false, display = display.data_window + display.status_line, precision = 0) You should import the latest version of the tts_convention library and write your deal conditions appropriately based on your trading logic and put them in the code section shown above by replacing the "…" part after "=". You can omit the conditions that are not relevant to your logic. For example, if you use only market orders for entering and exiting your positions the cnlStartLongDeal, cnlStartShortDeal, cnlEndLongDeal, and cnlEndShortDeal are irrelevant to your case and can be safely omitted from the DealConditions object. After successfully compiling your new custom SI script add it to the same chart with the TTS by pressing the "Add to chart" button. If all goes well, you will be able to connect your "signal" to the TTS as described in the "How to connect a "signal" from a "Signal Indicator"?" guide. 🧩 Adapt and Combine existing non-signal indicators 💥 The second approach is meant to be used for relatively simple trading logic. The advantages of this approach are the lack of pine script and coding experience needed and the fact that it can be used with closed-source indicators as long as the decision-making part is displayed as a line in the chart. The drawback is that you have to have a subscription that supports the "indicator on indicator" feature so you can connect the output of one indicator as an input to another indicator. Please check if your plan supports that feature here To plug in your own logic that way you have to add your indicator(s) of preference in the chart and then add the "Signal Adapter" script in the same chart as well. This script is a "Signal Indicator" that can be used as a proxy to define your custom logic in the CONDITIONS group of the "Settings/Inputs" tab after defining your inputs from your preferred indicators in the VARIABLES group. Then a "signal" will be produced, if your logic is simple enough it can be directly connected to the TTS that is also added to the same chart for execution. Check the "How to connect a "signal" from a "Signal Indicator"?" in the "🤔 How to Guide" for more information. If your logic is slightly more complicated, you can add a second "Signal Adapter" in your chart. Then you should add the "Signal Composer" in the same chart, go to the SIGNALS group of the "Settings/Inputs" tab, and connect the "signals" from the "Signal Adapters". "Signal Composer" is also a SI so its composed "signal" can be connected to the TTS the same way it is described in the "How to connect a "signal" from a "Signal Indicator"?" guide. At this point, due to the composability of the framework, you can add an arbitrary number (bounded by your subscription of course) of "Signal Adapters" and "Signal Composers" before connecting the final "signal" to the TTS. 💢 How to set up ⏰Alerts ❓ The "Template Trailing Strategy (Backtester)" provides a fully customizable per-event alert mechanism. This means that you may have an entirely different message for entering and exiting into a position, hitting a stop-loss or a take-profit target, changing trailing targets, etc. There are no restrictions, and this gives you great flexibility. First enable the events you want under the "🔔 ALERT MESSAGES" module. Each enabled event exposes a text area where you can craft the message using placeholders that TTS replaces with actual values when the event occurs. The placeholder categories (exact names used by the script) are: Chart & instrument: {{ticker}} {{base_currency}} {{quote_currency}} Entry / exit / stop / TP prices & offsets: {{entry_price}} {{exit_price}} {{stop_loss_price}} {{take_profit_price_1}} ... {{take_profit_price_5}} {{entry+_price}}, {{entry-_price}}, {{exit+_price}}, {{exit-_price}} — Optional offset helpers (computed using "Offset Ticks") Quantities, percents & derived quantities: {{entry_base_quantity}} — base units at entry (e.g. BTC) {{entry_quote_quantity}} — quote amount at entry (e.g. USD) {{risk_perc}} — % of capital risked for that entry (multiplied by 100 when "Percentage Range " is enabled) {{remaining_quantity_perc}} — % of the initial position remaining at close/SL {{remaining_base_quantity}} — remaining base units at close/SL {{take_profit_quantity_perc_1}} ... {{take_profit_quantity_perc_5}} — % sold/bought at each TP {{take_profit_base_quantity_1}} ... {{take_profit_base_quantity_5}} — base units closed at each TP ❗ Important: the per-event alert text is injected into the Create Alert dialog using TradingView's strategy placeholder: {{strategy.order.alert_message}} During the creation of a strategy alert, make sure the placeholder {{strategy.order.alert_message}} exists in the "Message" box. TradingView will substitute the per-event text you configured and enabled in TTS Settings/Inputs before sending it via webhook/notification. Tip: For webhook/broker execution, set the proper "Condition" in the Create Alert dialog (for changing-entry/exit/SL notifications use "Order fills and alert() function calls" or "alert() function calls only" as appropriate). 💢 How to execute my orders in a broker ❓ To execute your orders in a broker that supports webhook integration, you should enable the appropriate alerts in the "Template Trailing Strategy (Backtester)" first (see the "How to set up Alerts?" guide above). Then you should go to the "Create Alert/Notifications" tab check the "Webhook URL" and paste the URL provided by your broker. You have to read the documentation of your broker for more information on what messages are expected. Keep in mind that some brokers have deep integration with TradingView so a per-event alert approach might be overkill. 📑 Definitions This section tries to give some definitions in terms that appear in the "Settings/Inputs" tab of the "Template Trailing Strategy (Backtester)" 💢 What is Trailing ❓ Trailing is a technique where a price target follows another "barrier" price (usually high or low) by trying to keep a maximum distance from the "barrier" when it moves in only one direction (up or down). When the "barrier" moves in the other direction the price target will not change. There are as many types of trailing as price targets, which means that there are entry trailing, exit trailing, stop-loss trailing, and take-profit trailing techniques. 💢 What is a Moonbag ❓ A Moonbag in a trade is the quantity of the position that is reserved and will not be exited even if all take-profit targets defined in the strategy are hit, the quantity will be exited only if the stop-loss is hit or a close signal is received. This makes the stop-loss trailing technique in a trend-following strategy a good candidate to take advantage of a Moonbag. 💢 What is Distance ❓ Distance is the difference between two prices. 💢 What is Bias ❓ Bias is a psychological phenomenon where you make decisions based on market sentiment. For example, when you want to enter a long position you have a long bias, and when you want to exit from the long position you have a short bias. It is the other way around for the short position. 💢 What is the Bias Distance of a price target ❓ The Bias Distance of a price target is the distance that the target will deviate from its initial price. The direction of this deviation depends on the bias of the market. For example, suppose you are in a long position, and you set a take-profit target to the local highest high. In that case, adding a bias distance of five ticks will place your take-profit target 5 ticks below this local highest high because you have a short bias when exiting a long position. When the bias is long the bias distance will be added resulting in a higher target price and when you have a short bias the bias distance will be subtracted. ⚙️ Settings In the "Settings/Inputs" tab of the "Template Trailing Strategy (Backtester)", you can find all the customizable settings that are provided by the framework. The variety of those settings is vast; hence we will only scratch the surface here. However, for every setting, there is an information icon 🛈 where you can learn more if you mouse over it. The "Settings/Inputs" tab is divided into ten main groups. Each one of them is responsible for one module of the framework. Every setting is part of a group that is named after the module it represents. So, to spot the module of a setting find the title that appears above it comes with an emoji and uppercase letters. Some settings might have the same name but belong to different modules e.g. "Tgt Dist Mtd" (Target Distance Method). Some settings are indented, which means that they are closely related to the non-indented setting above. Usually, indented settings provide further configuration for one or more options of the non-indented setting above. The groups that correspond to each module of the framework are the following: 🗺️ Quick Module Cross-Reference (use emojis to jump to setting groups) 📆 FILTERS — session, date & weekday filters 🛠️ STRATEGY — internal vs external deal-conditions; pick the signal source 🔧 STRATEGY – INTERNAL — built-in Two MA logic for demonstration purposes 🎢 VOLATILITY — ATR / StDev update modes 🔷 ENTRY — entry order types & trailing 🎯 TAKE PROFIT — multi-step TP and trailing rules 🛑 STOP LOSS — stop placement, move-to-breakeven, trailing 🟪 EXIT — exit order types & cancel logic 💰 QUANTITY/RISK MANAGEMENT — position sizing, moonbag, limits 📊 ANALYTICS — stats, streaks, seasonal tables 🔔 ALERT MESSAGES — per-event alert templates & placeholders 😲 Caveats 💢 Does "Template Trailing Strategy (Backtester)" have repainting behavior? ❓ The answer is that the "Template Trailing Strategy (Backtester)" does not repaint as long as the "Signal Indicator" that is connected also does not repaint. If you developed your own SI make sure that you understand and know how to prevent this behavior. The publication by @PineCoders here will give you a good idea on how to avoid most of the repainting cases. ⚠️ There is an exception though, when the "Enable Trail⚠️💹" checkbox is checked, the Take Profit trailing feature is enabled, and a tick-based approach is used, meaning that after a while, when the TradingView discards all the real-time data, assumptions will be made by the backtesting engine that will cause a form of repainting. To avoid making false assumptions please disable this feature in the early stages and evaluate its usefulness in your strategy later on, after first confirming the success of the logic without this feature. In this case, consider turning on the bar magnifier feature. This way you will get more accurate backtest results when the Take Profit trailing feature is enabled. 💢 Can "Template Trailing Strategy (Backtester)" satisfy all my trading strategies ❓ While this framework can satisfy quite a large number of trading strategies there are cases where it cannot do so. For example, if you have a custom logic for your stop-loss or take-profit placement, or if you want to dollar cost average, then it might be better to start a new strategy script from scratch. ⚠️ It is not recommended to copy the official TTS code and start developing unless you are a Pine wizard! Even in that case, there is a stiff learning curve that might not be worth your time. Last, you must consider that I do not offer support for customized versions of the TTS script and if something goes wrong in the process you are all alone. 💝 Support & Feedback For feedback, bug reports, or feature requests, contact me via TradingView PM or use the script comments. Note: The author's personal links and contact are available on the TradingView profile. 🤗 Thanks Special thanks to the welcoming community members, who regularly gave feedback all those years and helped me to shape the framework as it is today! Thanks everyone who contributed by either filing a "defect report" or asking questions that helped me to understand what improvements were necessary to help traders. Enjoy! Jason
Pine Script® Strategie
von jason5480
220
multicolor Bollinger Bands (BB <-> KC)Concept: After every low volatile phase comes a high volatile phase and after every high volatile phase comes a low volatile phase. If the Bollinger bands are smaller then the Keltner channel (colored red), the price action is low in volatility… meaning a breakout (colored green) will happen soon. If Bollinger band is bigger than the Keltner channel = green If Bollinger band is smaller than the Keltner channel = red Displaying the Keltner Channel is optional If multicolor BB is disabled, BB color = blue (default color) Customise colors to your liking under settings -> style ----------------------------------- To get alerts for all coins 1. visit » tradingview.com/crypto-screener 2. set the filter to » Bollinger Upper Band (20) below Keltner Channels Upper Band (20) Bollinger Lower Band (20) above Keltner Channels Lower Bands (20) 3. add your own custom filters, like: exchange, marketcap, etc… 4. choose the timeframe you want 5. enable alerts
Pine Script® Indikator
von Indicator-Jones
3
Webhook Starter Kit [HullBuster] Introduction This is an open source strategy which provides a framework for webhook enabled projects. It is designed to work out-of-the-box on any instrument triggering on an intraday bar interval. This is a full featured script with an emphasis on actual trading at a brokerage through the TradingView alert mechanism and without requiring browser plugins. The source code is written in a self documenting style with clearly defined sections. The sections “communicate” with each other through state variables making it easy for the strategy to evolve and improve. This is an excellent place for Pine Language beginners to start their strategy building journey. The script exhibits many Pine Language features which will certainly ad power to your script building abilities. This script employs a basic trend follow strategy utilizing a forward pyramiding technique. Trend detection is implemented through the use of two higher time frame series. The market entry setup is a Simple Moving Average crossover. Positions exit by passing through conditional take profit logic. The script creates ten indicators including a Zscore oscillator to measure support and resistance levels. The indicator parameters are exposed through 47 strategy inputs segregated into seven sections. All of the inputs are equipped with detailed tool tips to help you get started. To improve the transition from simulation to execution, strategy.entry and strategy.exit calls show enhanced message text with embedded keywords that are combined with the TradingView placeholders at alert time. Thereby, enabling a single JSON message to generate multiple execution events. This is genius stuff from the Pine Language development team. Really excellent work! This document provides a sample alert message that can be applied to this script with relatively little modification. Without altering the code, the strategy inputs can alter the behavior to generate thousands of orders or simply a few dozen. It can be applied to crypto, stocks or forex instruments. A good way to look at this script is as a webhook lab that can aid in the development of your own endpoint processor, impress your co-workers and have hours of fun. By no means is a webhook required or even necessary to benefit from this script. The setups, exits, trend detection, pyramids and DCA algorithms can be easily replaced with more sophisticated versions. The modular design of the script logic allows you to incrementally learn and advance this script into a functional trading system that you can be proud of. Design This is a trend following strategy that enters long above the trend line and short below. There are five trend lines that are visible by default but can be turned off in Section 7. Identified, in frequency order, as follows: 1. - EMA in the chart time frame. Intended to track price pressure. Configured in Section 3. 2. - ALMA in the higher time frame specified in Section 2 Signal Line Period. 3. - Linear Regression in the higher time frame specified in Section 2 Signal Line Period. 4. - Linear Regression in the higher time frame specified in Section 2 Signal Line Period. 5. - DEMA in the higher time frame specified in Section 2 Trend Line Period. The Blue, Green and Orange lines are signal lines are on the same time frame. The time frame selected should be at least five times greater than the chart time frame. The Purple line represents the trend line for which prices above the line suggest a rising market and prices below a falling market. The time frame selected for the trend should be at least five times greater than the signal lines. Three oscillators are created as follows: 1. Stochastic - In the chart time frame. Used to enter forward pyramids. 2. Stochastic - In the Trend period. Used to detect exit conditions. 3. Zscore - In the Signal period. Used to detect exit conditions. The Stochastics are configured identically other than the time frame. The period is set in Section 2. Two Simple Moving Averages provide the trade entry conditions in the form of a crossover. Crossing up is a long entry and down is a short. This is in fact the same setup you get when you select a basic strategy from the Pine editor. The crossovers are configured in Section 3. You can see where the crosses are occurring by enabling Show Entry Regions in Section 7. The script has the capacity for pyramids and DCA. Forward pyramids are enabled by setting the Pyramid properties tab with a non zero value. In this case add on trades will enter the market on dips above the position open price. This process will continue until the trade exits. Downward pyramids are available in Crypto and Range mode only. In this case add on trades are placed below the entry price in the drawdown space until the stop is hit. To enable downward pyramids set the Pyramid Minimum Span In Section 1 to a non zero value. This implementation of Dollar Cost Averaging (DCA) triggers off consecutive losses. Each loss in a run increments a sequence number. The position size is increased as a multiple of this sequence. When the position eventually closes at a profit the sequence is reset. DCA is enabled by setting the Maximum DCA Increments In Section 1 to a non zero value. It should be noted that the pyramid and DCA features are implemented using a rudimentary design and as such do not perform with the precision of my invite only scripts. They are intended as a feature to stress test your webhook endpoint. As is, you will need to buttress the logic for it to be part of an automated trading system. It is for this reason that I did not apply a Martingale algorithm to this pyramid implementation. But, hey, it’s an open source script so there is plenty of room for learning and your own experimentation. How does it work The overall behavior of the script is governed by the Trading Mode selection in Section 1. It is the very first input so you should think about what behavior you intend for this strategy at the onset of the configuration. As previously discussed, this script is designed to be a trend follower. The trend being defined as where the purple line is predominately heading. In BiDir mode, SMA crossovers above the purple line will open long positions and crosses below the line will open short. If pyramiding is enabled add on trades will accumulate on dips above the entry price. The value applied to the Minimum Profit input in Section 1 establishes the threshold for a profitable exit. This is not a hard number exit. The conditional exit logic must be satisfied in order to permit the trade to close. This is where the effort put into the indicator calibration is realized. There are four ways the trade can exit at a profit: 1. Natural exit. When the blue line crosses the green line the trade will close. For a long position the blue line must cross under the green line (downward). For a short the blue must cross over the green (upward). 2. Alma / Linear Regression event. The distance the blue line is from the green and the relative speed the cross is experiencing determines this event. The activation thresholds are set in Section 6 and relies on the period and length set in Section 2. A long position will exit on an upward thrust which exceeds the activation threshold. A short will exit on a downward thrust. 3. Exponential event. The distance the yellow line is from the blue and the relative speed the cross is experiencing determines this event. The activation thresholds are set in Section 3 and relies on the period and length set in the same section. 4. Stochastic event. The purple line stochastic is used to measure overbought and over sold levels with regard to position exits. Signal line positions combined with a reading over 80 signals a long profit exit. Similarly, readings below 20 signal a short profit exit. Another, optional, way to exit a position is by Bale Out. You can enable this feature in Section 1. This is a handy way to reduce the risk when carrying a large pyramid stack. Instead of waiting for the entire position to recover we exit early (bale out) as soon as the profit value has doubled. There are lots of ways to implement a bale out but the method I used here provides a succinct example. Feel free to improve on it if you like. To see where the Bale Outs occur, enable Show Bale Outs in Section 7. Red labels are rendered below each exit point on the chart. There are seven selectable Trading Modes available from the drop down in Section 1: 1. Long - Uses the strategy.risk.allow_entry_in to execute long only trades. You will still see shorts on the chart. 2. Short - Uses the strategy.risk.allow_entry_in to execute short only trades. You will still see long trades on the chart. 3. BiDir - This mode is for margin trading with a stop. If a long position was initiated above the trend line and the price has now fallen below the trend, the position will be reversed after the stop is hit. Forward pyramiding is available in this mode if you set the Pyramiding value in the Properties tab. DCA can also be activated. 4. Flip Flop - This is a bidirectional trading mode that automatically reverses on a trend line crossover. This is distinctively different from BiDir since you will get a reversal even without a stop which is advantageous in non-margin trading. 5. Crypto - This mode is for crypto trading where you are buying the coins outright. In this case you likely want to accumulate coins on a crash. Especially, when all the news outlets are talking about the end of Bitcoin and you see nice deep valleys on the chart. Certainly, under these conditions, the market will be well below the purple line. No margin so you can’t go short. Downward pyramids are enabled for Crypto mode when two conditions are met. First the Pyramiding value in the Properties tab must be non zero. Second the Pyramid Minimum Span in Section 1 must be non zero. 6. Range - This is a counter trend trading mode. Longs are entered below the purple trend line and shorts above. Useful when you want to test your webhook in a market where the trend line is bisecting the signal line series. Remember that this strategy is a trend follower. It’s going to get chopped out in a range bound market. By turning on the Range mode you will at least see profitable trades while stuck in the range. However, when the market eventually picks a direction, this mode will sustain losses. This range trading mode is a rudimentary implementation that will need a lot of improvement if you want to create a reliable switch hitter (trend/range combo). 7. No Trade. Useful when setting up the trend lines and the entry and exit is not important. Once in the trade, long or short, the script tests the exit condition on every bar. If not a profitable exit then it checks if a pyramid is required. As mentioned earlier, the entry setups are quite primitive. Although they can easily be replaced by more sophisticated algorithms, what I really wanted to show is the diminished role of the position entry in the overall life of the trade. Professional traders spend much more time on the management of the trade beyond the market entry. While your trade entry is important, you can get in almost anywhere and still land a profitable exit. If DCA is enabled, the size of the position will increase in response to consecutive losses. The number of times the position can increase is limited by the number set in Maximum DCA Increments of Section 1. Once the position breaks the losing streak the trade size will return the default quantity set in the Properties tab. It should be noted that the Initial Capital amount set in the Properties tab does not affect the simulation in the same way as a real account. In reality, running out of money will certainly halt trading. In fact, your account would be frozen long before the last penny was committed to a trade. On the other hand, TradingView will keep running the simulation until the current bar even if your funds have been technically depleted. Entry and exit use the strategy.entry and strategy.exit calls respectfully. The alert_message parameter has special keywords that the endpoint expects to properly calculate position size and message sequence. The alert message will embed these keywords in the JSON object through the {{strategy.order.alert_message}} placeholder. You should use whatever keywords are expected from the endpoint you intend to webhook in to. Webhook Integration The TradingView alerts dialog provides a way to connect your script to an external system which could actually execute your trade. This is a fantastic feature that enables you to separate the data feed and technical analysis from the execution and reporting systems. Using this feature it is possible to create a fully automated trading system entirely on the cloud. Of course, there is some work to get it all going in a reliable fashion. Being a strategy type script place holders such as {{strategy.position_size}} can be embedded in the alert message text. There are more than 10 variables which can write internal script values into the message for delivery to the specified endpoint. Entry and exit use the strategy.entry and strategy.exit calls respectfully. The alert_message parameter has special keywords that my endpoint expects to properly calculate position size and message sequence. The alert message will embed these keywords in the JSON object through the {{strategy.order.alert_message}} placeholder. You should use whatever keywords are expected from the endpoint you intend to webhook in to. Here is an excerpt of the fields I use in my webhook signal: "broker_id": "kraken", "account_id": "XXX XXXX XXXX XXXX", "symbol_id": "XMRUSD", "action": "{{strategy.order.action}}", "strategy": "{{strategy.order.id}}", "lots": "{{strategy.order.contracts}}", "price": "{{strategy.order.price}}", "comment": "{{strategy.order.alert_message}}", "timestamp": "{{time}}" Though TradingView does a great job in dispatching your alert this feature does come with a few idiosyncrasies. Namely, a single transaction call in your script may cause multiple transmissions to the endpoint. If you are using placeholders each message describes part of the transaction sequence. A good example is closing a pyramid stack. Although the script makes a single strategy.close() call, the endpoint actually receives a close message for each pyramid trade. The broker, on the other hand, only requires a single close. The incongruity of this situation is exacerbated by the possibility of messages being received out of sequence. Depending on the type of order designated in the message, a close or a reversal. This could have a disastrous effect on your live account. This broker simulator has no idea what is actually going on at your real account. Its just doing the job of running the simulation and sending out the computed results. If your TradingView simulation falls out of alignment with the actual trading account lots of really bad things could happen. Like your script thinks your are currently long but the account is actually short. Reversals from this point forward will always be wrong with no one the wiser. Human intervention will be required to restore congruence. But how does anyone find out this is occurring? In closed systems engineering this is known as entropy. In practice your webhook logic should be robust enough to detect these conditions. Be generous with the placeholder usage and give the webhook code plenty of information to compare states. Both issuer and receiver. Don’t blindly commit incoming signals without verifying system integrity. Setup The following steps provide a very brief set of instructions that will get you started on your first configuration. After you’ve gone through the process a couple of times, you won’t need these anymore. It’s really a simple script after all. I have several example configurations that I used to create the performance charts shown. I can share them with you if you like. Of course, if you’ve modified the code then these steps are probably obsolete. There are 47 inputs divided into seven sections. For the most part, the configuration process is designed to flow from top to bottom. Handy, tool tips are available on every field to help get you through the initial setup. Step 1. Input the Base Currency and Order Size in the Properties tab. Set the Pyramiding value to zero. Step 2. Select the Trading Mode you intend to test with from the drop down in Section 1. I usually select No Trade until I’ve setup all of the trend lines, profit and stop levels. Step 3. Put in your Minimum Profit and Stop Loss in the first section. This is in pips or currency basis points (chart right side scale). Remember that the profit is taken as a conditional exit not a fixed limit. The actual profit taken will almost always be greater than the amount specified. The stop loss, on the other hand, is indeed a hard number which is executed by the TradingView broker simulator when the threshold is breached. Step 4. Apply the appropriate value to the Tick Scalar field in Section 1. This value is used to remove the pipette from the price. You can enable the Summary Report in Section 7 to see the TradingView minimum tick size of the current chart. Step 5. Apply the appropriate Price Normalizer value in Section 1. This value is used to normalize the instrument price for differential calculations. Basically, we want to increase the magnitude to significant digits to make the numbers more meaningful in comparisons. Though I have used many normalization techniques, I have always found this method to provide a simple and lightweight solution for less demanding applications. Most of the time the default value will be sufficient. The Tick Scalar and Price Normalizer value work together within a single calculation so changing either will affect all delta result values. Step 6. Turn on the trend line plots in Section 7. Then configure Section 2. Try to get the plots to show you what’s really happening not what you want to happen. The most important is the purple trend line. Select an interval and length that seem to identify where prices tend to go during non-consolidation periods. Remember that a natural exit is when the blue crosses the green line. Step 7. Enable Show Event Regions in Section 7. Then adjust Section 6. Blue background fills are spikes and red fills are plunging prices. These measurements should be hard to come by so you should see relatively few fills on the chart if you’ve set this up as intended. Section 6 includes the Zscore oscillator the state of which combines with the signal lines to detect statistically significant price movement. The Zscore is a zero based calculation with positive and negative magnitude readings. You want to input a reasonably large number slightly below the maximum amplitude seen on the chart. Both rise and fall inputs are entered as a positive real number. You can easily use my code to create a separate indicator if you want to see it in action. The default value is sufficient for most configurations. Step 8. Turn off Show Event Regions and enable Show Entry Regions in Section 7. Then adjust Section 3. This section contains two parts. The entry setup crossovers and EMA events. Adjust the crossovers first. That is the Fast Cross Length and Slow Cross Length. The frequency of your trades will be shown as blue and red fills. There should be a lot. Then turn off Show Event Regions and enable Display EMA Peaks. Adjust all the fields that have the word EMA. This is actually the yellow line on the chart. The blue and red fills should show much less than the crossovers but more than event fills shown in Step 7. Step 9. Change the Trading Mode to BiDir if you selected No Trades previously. Look on the chart and see where the trades are occurring. Make adjustments to the Minimum Profit and Stop Offset in Section 1 if necessary. Wider profits and stops reduce the trade frequency. Step 10. Go to Section 4 and 5 and make fine tuning adjustments to the long and short side. Example Settings To reproduce the performance shown on the chart please use the following configuration: (Bitcoin on the Kraken exchange) 1. Select XBTUSD Kraken as the chart symbol. 2. On the properties tab set the Order Size to: 0.01 Bitcoin 3. On the properties tab set the Pyramiding to: 12 4. In Section 1: Select “Crypto” for the Trading Model 5. In Section 1: Input 2000 for the Minimum Profit 6. In Section 1: Input 0 for the Stop Offset (No Stop) 7. In Section 1: Input 10 for the Tick Scalar 8. In Section 1: Input 1000 for the Price Normalizer 9. In Section 1: Input 2000 for the Pyramid Minimum Span 10. In Section 1: Check mark the Position Bale Out 11. In Section 2: Input 60 for the Signal Line Period 12. In Section 2: Input 1440 for the Trend Line Period 13. In Section 2: Input 5 for the Fast Alma Length 14. In Section 2: Input 22 for the Fast LinReg Length 15. In Section 2: Input 100 for the Slow LinReg Length 16. In Section 2: Input 90 for the Trend Line Length 17. In Section 2: Input 14 Stochastic Length 18. In Section 3: Input 9 Fast Cross Length 19. In Section 3: Input 24 Slow Cross Length 20. In Section 3: Input 8 Fast EMA Length 21. In Section 3: Input 10 Fast EMA Rise NetChg 22. In Section 3: Input 1 Fast EMA Rise ROC 23. In Section 3: Input 10 Fast EMA Fall NetChg 24. In Section 3: Input 1 Fast EMA Fall ROC 25. In Section 4: Check mark the Long Natural Exit 26. In Section 4: Check mark the Long Signal Exit 27. In Section 4: Check mark the Long Price Event Exit 28. In Section 4: Check mark the Long Stochastic Exit 29. In Section 5: Check mark the Short Natural Exit 30. In Section 5: Check mark the Short Signal Exit 31. In Section 5: Check mark the Short Price Event Exit 32. In Section 5: Check mark the Short Stochastic Exit 33. In Section 6: Input 120 Rise Event NetChg 34. In Section 6: Input 1 Rise Event ROC 35. In Section 6: Input 5 Min Above Zero ZScore 36. In Section 6: Input 120 Fall Event NetChg 37. In Section 6: Input 1 Fall Event ROC 38. In Section 6: Input 5 Min Below Zero ZScore In this configuration we are trading in long only mode and have enabled downward pyramiding. The purple trend line is based on the day (1440) period. The length is set at 90 days so it’s going to take a while for the trend line to alter course should this symbol decide to node dive for a prolonged amount of time. Your trades will still go long under those circumstances. Since downward accumulation is enabled, your position size will grow on the way down. The performance example is Bitcoin so we assume the trader is buying coins outright. That being the case we don’t need a stop since we will never receive a margin call. New buy signals will be generated when the price exceeds the magnitude and speed defined by the Event Net Change and Rate of Change. Feel free to PM me with any questions related to this script. Thank you and happy trading! CFTC RULE 4.41 These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
Pine Script® Strategie
von tradingtudi
10
McClellan Oscillator for DAX (GER30) [aftabmk modified]About McClellan Oscillator Developed by Sherman and Marian McClellan, the McClellan Oscillator is a breadth indicator derived from Net Advances, the number of advancing issues less the number of declining issues. Subtracting the 39-day exponential moving average of Net Advances from the 19-day exponential moving average of Net Advances forms the oscillator. As the formula reveals, the McClellan Oscillator is a momentum indicator that works similar to MACD . McClellan Oscillator signals can be generated with breadth thrusts, centerline crossovers, overall levels and divergences. About my version This version here is a modification, though: - It can only be used on the DAX index (DAX 30 or GER 30) - It only considers the DAX 30 stocks - The data window will provide a summary about rising and declining stocks - The data window will output the last change for each of the 30 stocks BUG I am only publishing this version because I am not sure if my current version is saved when I leave tradingview.com without publishing the script. This version still contains a bug - the if/else clauses do not correctly recognize declining stocks. So the oscillator should not be used as it is. Working on it these days. Feel free to provide feedback! Stuff I am working on - Coloring the area green/red according to the value - Fixing this bug/making this script more efficient DISCLAIMER This script was mainly written for educational purposes (training myself how to write custom indicatotors). As you can see, the code is really messy. Credits Based on the simple version of aftabmk You can find the original version by searching for McClellan Oscillator for nifty 50.
Pine Script® Indikator
von Unxi
Ruckard TradingLatinoThis strategy tries to mimic TradingLatino strategy. The current implementation is beta. Si hablas castellano o espanyol por favor consulta MENSAJE EN CASTELLANO más abajo. It's aimed at BTCUSDT pair and 4h timeframe. STRATEGY DEFAULT SETTINGS EXPLANATION max_bars_back=5000 : This is a random number of bars so that the strategy test lasts for one or two years calc_on_order_fills=false : To wait for the 4h closing is too much. Try to check if it's worth entering a position after closing one. I finally decided not to recheck if it's worth entering after an order is closed. So it is false. calc_on_every_tick=false pyramiding=0 : We only want one entry allowed in the same direction. And we don't want the order to scale by error. initial_capital=1000 : These are 1000 USDT. By using 1% maximum loss per trade and 7% as a default stop loss by using 1000 USDT at 12000 USDT per BTC price you would entry with around 142 USDT which are converted into: 0.010 BTC . The maximum number of decimal for contracts on this BTCUSDT market is 3 decimals. E.g. the minimum might be: 0.001 BTC . So, this minimal 1000 amount ensures us not to entry with less than 0.001 entries which might have happened when using 100 USDT as an initial capital. slippage=1 : Binance BTCUSDT mintick is: 0.01. Binance slippage: 0.1 % (Let's assume). TV has an integer slippage. It does not have a percentage based slippage. If we assume a 1000 initial capital, the recommended equity is 142 which at 11996 USDT per BTC price means: 0.011 BTC. The 0.1% slippage of: 0.011 BTC would be: 0.000011 . This is way smaller than the mintick. So our slippage is going to be 1. E.g. 1 (slippage) * 0.01 (mintick) commission_type=strategy.commission.percent and commission_value=0.1 : According to: binance . com / en / fee / schedule in VIP 0 level both maker and taker fees are: 0.1 %. BACKGROUND Jaime Merino is a well known Youtuber focused on crypto trading His channel TradingLatino features monday to friday videos where he explains his strategy. JAIME MERINO STANCE ON BOTS Jaime Merino stance on bots (taken from memory out of a 2020 June video from him): '~ You know. They can program you a bot and it might work. But, there are some special situations that the bot would not be able to handle. And, I, as a human, I would handle it. And the bot wouldn't do it. ~' My long term target with this strategy script is add as many special situations as I can to the script so that it can match Jaime Merino behaviour even in non normal circumstances. My alternate target is learn Pine script and enjoy programming with it. WARNING This script might be bigger than other TradingView scripts. However, please, do not be confused because the current status is beta. This script has not been tested with real money. This is NOT an official strategy from Jaime Merino. This is NOT an official strategy from TradingLatino . net . HOW IT WORKS It basically uses ADX slope and LazyBear's Squeeze Momentum Indicator to make its buy and sell decisions. Fast paced EMA being bigger than slow paced EMA (on higher timeframe) advices going long. Fast paced EMA being smaller than slow paced EMA (on higher timeframe) advices going short. It finally add many substrats that TradingLatino uses. SETTINGS __ SETTINGS - Basics ____ SETTINGS - Basics - ADX (ADX) Smoothing {14} (ADX) DI Length {14} (ADX) key level {23} ____ SETTINGS - Basics - LazyBear Squeeze Momentum (SQZMOM) BB Length {20} (SQZMOM) BB MultFactor {2.0} (SQZMOM) KC Length {20} (SQZMOM) KC MultFactor {1.5} (SQZMOM) Use TrueRange (KC) {True} ____ SETTINGS - Basics - EMAs (EMAS) EMA10 - Length {10} (EMAS) EMA10 - Source {close} (EMAS) EMA55 - Length {55} (EMAS) EMA55 - Source {close} ____ SETTINGS - Volume Profile Lowest and highest VPoC from last three days is used to know if an entry has a support VPVR of last 100 4h bars is also taken into account (VP) Use number of bars (not VP timeframe): Uses 'Number of bars {100}' setting instead of 'Volume Profile timeframe' setting for calculating session VPoC (VP) Show tick difference from current price {False}: BETA . Might be useful for actions some day. (VP) Number of bars {100}: If 'Use number of bars (not VP timeframe)' is turned on this setting is used to calculate session VPoC. (VP) Volume Profile timeframe {1 day}: If 'Use number of bars (not VP timeframe)' is turned off this setting is used to calculate session VPoC. (VP) Row width multiplier {0.6}: Adjust how the extra Volume Profile bars are shown in the chart. (VP) Resistances prices number of decimal digits : Round Volume Profile bars label numbers so that they don't have so many decimals. (VP) Number of bars for bottom VPOC {18}: 18 bars equals 3 days in suggested timeframe of 4 hours. It's used to calculate lowest session VPoC from previous three days. It's also used as a top VPOC for sells. (VP) Ignore VPOC bottom advice on long {False}: If turned on it ignores bottom VPOC (or top VPOC on sells) when evaluating if a buy entry is worth it. (VP) Number of bars for VPVR VPOC {100}: Number of bars to calculate the VPVR VPoC. We use 100 as Jaime once used. When the price bounces back to the EMA55 it might just bounce to this VPVR VPoC if its price it's lower than the EMA55 (Sells have inverse algorithm). ____ SETTINGS - ADX Slope ADX Slope help us to understand if ADX has a positive slope, negative slope or it is rather still. (ADXSLOPE) ADX cut {23}: If ADX value is greater than this cut (23) then ADX has strength (ADXSLOPE) ADX minimum steepness entry {45}: ADX slope needs to be 45 degrees to be considered as a positive one. (ADXSLOPE) ADX minimum steepness exit {45}: ADX slope needs to be -45 degrees to be considered as a negative one. (ADXSLOPE) ADX steepness periods {3}: In order to avoid false detection the slope is calculated along 3 periods. ____ SETTINGS - Next to EMA55 (NEXTEMA55) EMA10 to EMA55 bounce back percentage {80}: EMA10 might bounce back to EMA55 or maybe to 80% of its complete way to EMA55 (NEXTEMA55) Next to EMA55 percentage {15}: How much next to the EMA55 you need to be to consider it's going to bounce back upwards again. ____ SETTINGS - Stop Loss and Take Profit You can set a default stop loss or a default take profit. (STOPTAKE) Stop Loss % {7.0} (STOPTAKE) Take Profit % {2.0} ____ SETTINGS - Trailing Take Profit You can customize the default trailing take profit values (TRAILING) Trailing Take Profit (%) {1.0}: Trailing take profit offset in percentage (TRAILING) Trailing Take Profit Trigger (%) {2.0}: When 2.0% of benefit is reached then activate the trailing take profit. ____ SETTINGS - MAIN TURN ON/OFF OPTIONS (EMAS) Ignore advice based on emas {false}. (EMAS) Ignore advice based on emas (On closing long signal) {False}: Ignore advice based on emas but only when deciding to close a buy entry. (SQZMOM) Ignore advice based on SQZMOM {false}: Ignores advice based on SQZMOM indicator. (ADXSLOPE) Ignore advice based on ADX positive slope {false} (ADXSLOPE) Ignore advice based on ADX cut (23) {true} (STOPTAKE) Take Profit? {false}: Enables simple Take Profit. (STOPTAKE) Stop Loss? {True}: Enables simple Stop Loss. (TRAILING) Enable Trailing Take Profit (%) {True}: Enables Trailing Take Profit. ____ SETTINGS - Strategy mode (STRAT) Type Strategy: 'Long and Short', 'Long Only' or 'Short Only'. Default: 'Long and Short'. ____ SETTINGS - Risk Management (RISKM) Risk Management Type: 'Safe', 'Somewhat safe compound' or 'Unsafe compound'. ' Safe ': Calculations are always done with the initial capital (1000) in mind. The maximum losses per trade/day/week/month are taken into account. ' Somewhat safe compound ': Calculations are done with initial capital (1000) or a higher capital if it increases. The maximum losses per trade/day/week/month are taken into account. ' Unsafe compound ': In each order all the current capital is gambled and only the default stop loss per order is taken into account. That means that the maximum losses per trade/day/week/month are not taken into account. Default : 'Somewhat safe compound'. (RISKM) Maximum loss per trade % {1.0}. (RISKM) Maximum loss per day % {6.0}. (RISKM) Maximum loss per week % {8.0}. (RISKM) Maximum loss per month % {10.0}. ____ SETTINGS - Decimals (DECIMAL) Maximum number of decimal for contracts {3}: How small (3 decimals means 0.001) an entry position might be in your exchange. EXTRA 1 - PRICE IS IN RANGE indicator (PRANGE) Print price is in range {False}: Enable a bottom label that indicates if the price is in range or not. (PRANGE) Price range periods {5}: How many previous periods are used to calculate the medians (PRANGE) Price range maximum desviation (%) {0.6} ( > 0 ): Maximum positive desviation for range detection (PRANGE) Price range minimum desviation (%) {0.6} ( > 0 ): Mininum negative desviation for range detection EXTRA 2 - SQUEEZE MOMENTUM Desviation indicator (SQZDIVER) Show degrees {False}: Show degrees of each Squeeze Momentum Divergence lines to the x-axis. (SQZDIVER) Show desviation labels {False}: Whether to show or not desviation labels for the Squeeze Momentum Divergences. (SQZDIVER) Show desviation lines {False}: Whether to show or not desviation lines for the Squeeze Momentum Divergences. EXTRA 3 - VOLUME PROFILE indicator WARNING: This indicator works not on current bar but on previous bar. So in the worst case it might be VP from 4 hours ago. Don't worry, inside the strategy calculus the correct values are used. It's just that I cannot show the most recent one in the chart. (VP) Print recent profile {False}: Show Volume Profile indicator (VP) Avoid label price overlaps {False}: Avoid label prices to overlap on the chart. EXTRA 4 - ZIGNALY SUPPORT (ZIG) Zignaly Alert Type {Email}: 'Email', 'Webhook'. ' Email ': Prepare alert_message variable content to be compatible with zignaly expected email content format. ' Webhook ': Prepare alert_message variable content to be compatible with zignaly expected json content format. EXTRA 5 - DEBUG (DEBUG) Enable debug on order comments {False}: If set to true it prepares the order message to match the alert_message variable. It makes easier to debug what would have been sent by email or webhook on each of the times an order is triggered. HOW TO USE THIS STRATEGY BOT MODE: This is the default setting. PROPER VOLUME PROFILE VIEWING: Click on this strategy settings. Properties tab. Make sure Recalculate 'each time the order was run' is turned off. NEWBIE USER: (Check PROPER VOLUME PROFILE VIEWING above!) You might want to turn on the 'Print recent profile {False}' setting. Alternatively you can use my alternate realtime study: 'Resistances and supports based on simplified Volume Profile' but, be aware, it might consume one indicator. ADVANCED USER 1: Turn on the 'Print price is in range {False}' setting and help us to debug this subindicator. Also help us to figure out how to include this value in the strategy. ADVANCED USER 2: Turn on the all the (SQZDIVER) settings and help us to figure out how to include this value in the strategy. ADVANCED USER 3: (Check PROPER VOLUME PROFILE VIEWING above!) Turn on the 'Print recent profile {False}' setting and report any problem with it. JAIME MERINO: Just use the indicator as it comes by default. It should only show BUY signals, SELL signals and their associated closing signals. From time to time you might want to check 'ADVANCED USER 2' instructions to check that there's actually a divergence. Check also 'ADVANCED USER 1' instructions for your amusement. EXTRA ADVICE It's advised that you use this strategy in addition to these two other indicators: * Squeeze Momentum Indicator * ADX so that your chart matches as close as possible to TradingLatino chart. ZIGNALY INTEGRATION This strategy supports Zignaly email integration by default. It also supports Zignaly Webhook integration. ZIGNALY INTEGRATION - Email integration example What you would write in your alert message: ||{{strategy.order.alert_message}}||key=MYSECRETKEY|| ZIGNALY INTEGRATION - Webhook integration example What you would write in your alert message: { {{strategy.order.alert_message}} , "key" : "MYSECRETKEY" } CREDITS I have reused and adapted some code from 'Directional Movement Index + ADX & Keylevel Support' study which it's from TradingView console user. I have reused and adapted some code from '3ema' study which it's from TradingView hunganhnguyen1193 user. I have reused and adapted some code from 'Squeeze Momentum Indicator ' study which it's from TradingView LazyBear user. I have reused and adapted some code from 'Strategy Tester EMA-SMA-RSI-MACD' study which it's from TradingView fikira user. I have reused and adapted some code from 'Support Resistance MTF' study which it's from TradingView LonesomeTheBlue user. I have reused and adapted some code from 'TF Segmented Linear Regression' study which it's from TradingView alexgrover user. I have reused and adapted some code from "Poor man's volume profile" study which it's from TradingView IldarAkhmetgaleev user. FEEDBACK Please check the strategy source code for more detailed information where, among others, I explain all of the substrats and if they are implemented or not. Q1. Did I understand wrong any of the Jaime substrats (which I have implemented)? Q2. The strategy yields quite profit when we should long (EMA10 from 1d timeframe is higher than EMA55 from 1d timeframe. Why the strategy yields much less profit when we should short (EMA10 from 1d timeframe is lower than EMA55 from 1d timeframe)? Any idea if you need to do something else rather than just reverse what Jaime does when longing? FREQUENTLY ASKED QUESTIONS FAQ1. Why are you giving this strategy for free? TradingLatino and his fellow enthusiasts taught me this strategy. Now I'm giving back to them. FAQ2. Seriously! Why are you giving this strategy for free? I'm confident his strategy might be improved a lot. By keeping it to myself I would avoid other people contributions to improve it. Now that everyone can contribute this is a win-win. FAQ3. How can I connect this strategy to my Exchange account? It seems that you can attach alerts to strategies. You might want to combine it with a paying account which enable Webhook URLs to work. I don't know how all of this works right now so I cannot give you advice on it. You will have to do your own research on this subject. But, be careful. Automating trades, if not done properly, might end on you automating losses. FAQ4. I have just found that this strategy by default gives more than 3.97% of 'maximum series of losses'. That's unacceptable according to my risk management policy. You might want to reduce default stop loss setting from 7% to something like 5% till you are ok with the 'maximum series of losses'. FAQ5. Where can I learn more about your work on this strategy? Check the source code. You might find unused strategies. Either because there's not a substantial increases on earnings. Or maybe because they have not been implemented yet. FAQ6. How much leverage is applied in this strategy? No leverage. FAQ7. Any difference with original Jaime Merino strategy? Most of the times Jaime defines an stop loss at the price entry. That's not the case here. The default stop loss is 7% (but, don't be confused it only means losing 1% of your investment thanks to risk management). There's also a trailing take profit that triggers at 2% profit with a 1% trailing. FAQ8. Why this strategy return is so small? The strategy should be improved a lot. And, well, backtesting in this platform is not guaranteed to return theoric results comparable to real-life returns. That's why I'm personally forward testing this strategy to verify it. MENSAJE EN CASTELLANO En primer lugar se agradece feedback para mejorar la estrategia. Si eres un usuario avanzado y quieres colaborar en mejorar el script no dudes en comentar abajo. Ten en cuenta que aunque toda esta descripción tenga que estar en inglés no es obligatorio que el comentario esté en inglés. CHISTE - CASTELLANO ¡Pero Jaime! ¡400.000! ¡Tu da mun!
Pine Script® Strategie
von ruckard
28
365 Day High Breakout StrategySCRIPT NOTES - Strategy consists of 3 parameters :- 1. BUY on 365 day breakout (250 days taken in back-testing instead of 365 days considering weekends and other holidays in a year) 2. Moving averages (Noise Filtering condition ) 3. RELATIVE STRENTH indicator (Original Author - tradingview.com ) (Noise Filtering condition ) - Strategy works better on low volatile stocks. - This strategy is for self improvement and concept sharing purpose only. - Trading (including profit/loss) using this strategy is completely user's responsibility.
Pine Script® Strategie
von Atma_Sakshatkar
Super Z strategy - Thanks to Rafael Zioni//Original script //https://www.tradingview.com/script/wYknDlLx-super-Z/ This is a test for verifying if this interesting study works well. The author, thanks to him!!!, advise a possible repaint because the script uses security function. Refer to tradingview.com for more info on repainting: www.tradingview.com QUOTE: We can see repainting in the following cases: 1- Strategies using calc_on_every_tick=true. A strategy with parameter calc_on_every_tick = false may also be prone to repainting, but to a lesser degree. (this is not the case, ndr). 2- Using security for requesting data from a resolution higher than the resolution of the chart’s main symbol (i.e. do not use ion weelky chart if you set 1440 (1Day) in inputs) NOTE: Thanks again to Rafael Zioni. If he requires to delete this strategy, I'll do immediately.
Pine Script® Strategie
von 03.freeman
45
Laguerre RSI by KivancOzbilgic STRATEGYBacktesting. " Laguerre RSI is based on John EHLERS' Laguerre Filter to avoid the noise of RSI . Change alpha coefficient to increase/decrease lag and smoothness. Buy when Laguerre RSI crosses upwards above 20. Sell when Laguerre RSI crosses down below 80. While indicator runs flat above 80 level, it means that an uptrend is strong. While indicator runs flat below 20 level, it means that a downtrend is strong. " Developer: John EHLERS Author: KivancOzbilgic
Pine Script® Strategie
von mertriver1
8
SMA Cross Entry & Exit StrategyThis is a TradingView Strategy Script meaning you can't execute real trades using your exchange API connected to your TradingView account, it is designed for backtesting only This is a basic backtesting script for charting the bullish and bearish cross of two user defined simple moving averages, select the cog next to the name of the script ON the price chart in the left hand corner. The script will print to the screen either "Long Entry" or "Short Entry" depending on the direction of the cross. The script using TradingView strategies will subsequently close the opposite of the position that is executed when the bullish or bearish cross occurs. Simply put, if you are short and a bullish cross occurs, your short trade will close and be logged in strategies and the long will fire. You can pyramid the long and short positions to continue entering as long as the trend doesn't flip. You will find this in the script settings. Since this script is for backtesting you can manually set the "backtesting range" for TradingView Strategies and firing the "Long Entry" and "Short Entry". This as well, is in the settings. Notice: When the SMA cross occurs, you have to wait till the next candle before TradingView Strategy will print the "Long Entry" or "Short Entry" to the screen TradingView - How To Use Strategies: www.tradingview.com
Pine Script® Strategie
von Charts_and_Such_1
1