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200sma

SPY 200SMA +4% Entry -3% Exit Strategy (QQQ/TQQQ)USE THIS CHART ONLY ON THE SPY DAILY VIEW TLDR Summary of the Improved Strategy: When the price of SPY is +4% above the 200SMA BUY TQQQ and when the price of SPY drops to -3% under the SPY 200SMA SELL and slowly DCA into QQQ over the next 6-12 months or until price returns to +4% above the SPY 200SMA at which point you will go back into 100% TQQQ. Note: (if the price of QQQ goes 30% above the 200SMA of QQQ deleverage to QQQ or Sell to protect yourself from dot com level event) This latest update will cover some important refining points to the latest version of the strategy I posted previously covering two major enhancements after doing more research and talking to other members of the LETF community (special thanks to u/lobsterfanatic) There are three major changes I want to make in order to make this strategy the most optimal blend of Profit and Safety. Change 1: Using SPY instead of QQQ as the tracked underlying 200SMA the strategy is based around Backtest Start date of 1/1/2003 using QQQ & TQQQ (simulated) (Testfol.io) r/TQQQ - Backtest Start Date 1/1/2003 using QQQ & TQQQ (Simulated) Testfol.io Backtest Start Date 1/1/2003 using QQQ & TQQQ (Simulated) Testfol.io Change 2: Under the SPY 200SMA Trigger DCA into the underlying QQQ instead of Bonds/Cash r/TQQQ - Change 2: Under the SPY 200SMA Trigger DCA into the underlying QQQ instead of Bonds/Cash Change 2: Under the SPY 200SMA Trigger DCA into the underlying QQQ instead of Bonds/Cash So this one is an interesting one, above you can see the comparison of going into QQQ vs Bonds when you get a SELL signal from the strategy and exit the TQQQ position. You really only have two times when you lose money going into the underlying (-8% in the 2022 rate hike crash and -24% in the 08 Crash) overall the average is +6.91% which leads to much greater returns. If you want the strategy to be as easy and simple as possible just make a decision based on your risk tolerance of going into CASH/SGOV or QQQ based on the above data and your investing time horizon (if you may need to withdraw money at any point use CASH or BONDS, if you have years of time go QQQ). However this strategy has the goal of being completely bullet proof in any market scenario so in that spirit I would say the most optimal way to handle this if you want to make the strategy better is to sell to CASH/SGOV immediately when the SELL signal for the strategy comes through and then slowly DCA with the funds into the underlying over the next 12 months every month. Block back into the underlying. Buy all the way down and all the way up and when the next BUY signal triggers sell everything and return to 100% TQQQ Exposure. Change 3: Deleverage when too far above the QQQ 200SMA (Extremely rare but important) This is all about setting additional safety measures to deleverage when insanely high above the 200SMA, I'll just call this what it is...dot com bubble insurance. An extremely rare dagger in the dark that could assassinate your portfolio and an Achilles heel of this trading strategy. The 200SMA that this strategy revolves around is the mechanism that prevents mass drawdown events with a pseudo trailing stop loss, in the extremely rare event that price action skyrockets above the 200SMA too fast you become exposed to far too much risk, which necessitates this additional backstop. For this we will actually need to use the QQQ SMA instead of SPY as in these extremely rare scenarios we need it to be as accurate and sector specific as possible. The solution is simple, deleveraging as the price action of QQQ swings wildly upward too fast and too high above the QQQ 200SMA. You can choose whatever limits you would like but I'll be using these ones. Bodyguard Signal 1: 30% Above the QQQ 200SMA Deleverage to QQQ Bodyguard Signal 2: 40% Above the QQQ 200SMA SELL (This is the GTFO Level where you don't know where the top is but you don't really want to be there to find out lol)
Pine Script® strategy
by freefighter07
3
EMA/SMA RibbonThis indicator plots a two-line moving-average ribbon built from: 15-period EMA calculated on OHLC4 (Open+High+Low+Close)/4, with no offset 22-period SMA calculated on OHLC4, plotted with an offset of +6 bars The space between the two averages is filled to form a ribbon: Green ribbon when the EMA is above the SMA (using the SMA’s plotted/offset position so the color matches what you see on the chart) Red ribbon when the SMA is above the EMA Notes / Behavior: The indicator uses the chart timeframe (no custom timeframe logic). Because the SMA is intentionally shifted forward by 6 bars, the ribbon color is calculated against the visually aligned SMA so the color reflects the displayed relationship between the two lines. No crossover markers or dots are plotted (ribbon-only). How to use: Use the ribbon color as a quick visual trend bias: Green generally suggests bullish bias (EMA leading above the shifted SMA) Red generally suggests bearish bias (EMA below the shifted SMA)
Pine Script® indicator
by MPRManagement
200 SMA from 1H timeframe &LabelPlots the 200-period Simple Moving Average (SMA) calculated strictly on the 1-hour timeframe, visible and accurate on any chart timeframe (1m, 5m, 15m, 4H, daily, etc.). • The line appears “stepped” on lower timeframes (normal/expected for higher-TF data). • Includes a clean, updating label on the right edge showing the current 1H 200 SMA value. • Optional faint background tint highlights new 1H bars for easy visual reference. Ideal for: Multi-timeframe analysis, trend filtering, support/resistance on intraday charts, or confirming the broader hourly trend while trading lower timeframes.
Pine Script® indicator
by Cag100
1
P-MACD by DGTPrice and Moving Averages Convergence/Divergence, shortly named as P-MACD P-MACD is a trend-following momentum indicator that shows the relationship between Price and Long-term Moving Average (PMACD), and the relationship between two Moving Averages (MAMACD). P-MACD is composed of two lines, and an histogram, showing price distance (convergence/divergence) to its Long-term MA (PMACD), showing short-term MA distance (convergence/divergence) to long-term MA (MAMACD), and a histogram showing the difference (momentum) between the PMACD and MAMACD The PMACD is calculated by dividing the Price to Long-term Moving Average (200-period SMA/EMA) and finally smoothed with 9-period SMA/EMA - PMACD Line Formula : (Price / SlowMovingAverage -1) * 100 and smoothed with 9-period SMA/EMA The MAMACD is calculated by dividing the Short-term Moving Average (such as 20 SMA/EMA) to the Long-term Moving Average (such as 200-period SMA/EMA) - MAMACD Line Formula : (FastMovingAverage / SlowMovingAverage -1) * 100 The Histogram is calculated by subscripting PMACD and MAMACD - Formula : PMACD - MAMACD Optional Trend Cloud calculated based on fast and slow version of MAMACD What to look for: - Line Crosses : PMACD Line can function as a trigger(signal) for buy and sell signals. Buy when the PMACD crosses above the MAMACD line and sell - or short - when the PMACD crosses below the MAMACD line - Base Crosses : PMACD and/or MAMACD crosses above or below Baseline is another way to indicate the trend and momentum. MAMACD crosses of Baseline, MAMACD positive or negative, reflects short-term moving average crosses the long-term moving average and similarly, PMACD crosses of BaseLine, PMACD positive or negative, reflects price crosses a long-term moving average - Momentum : P-MACD helps investors understand whether the bullish or bearish movement in the price is strengthening or weakening displayed with a histogram which graphs the distance between the PMACD and MAMACD. Additionally, upward momentum is confirmed with a bullish crossover, which occurs when PMACD and/or MAMACD crosses above Baseline. Conversely, downward momentum is confirmed with a bearish crossover, which occurs when PMACD and/or MAMACD crosses below Baseline - Distance : Prices high above the moving average (MA) or low below it are likely to be remedied in the future by a reverse price movement. The more distant the PMACD is above or below its baseline indicates that the distance between the Price and its SMA is growing (regarding PMACD, You may find a detailed article explained in “Price Distance to its MA” indicator by DGT) . Similarly the more distant the MAMACD is above or below its baseline indicates that the distance between the two SMAs is growing - Trend : A rising P-MACD indicates an uptrend, while a declining P-MACD indicates a downtrend MACD vs. P-MACD MACD measures the relationship between two MAs, while the P-MACD measures both the relationship between price and its MA, and the relationship between two MAs. MAMACD Line of P-MACD If set to same moving average type and same lengths as in MACD will produce the same line as MACD line, only values are represented as percentage with MAMACD. Both measure momentum in a market, but, because they measure different factors, they differentiate from each other even if they have similarities in presentation. P-MACD provides additional insights, not only to MA relation but also to Price and MA relation Warning : Moving Average are calculated based on past prices, so they are lagging. The longer the time period for the moving average, the greater the lag as well as less sensitive to price changes. This study implements usage of 200-period long-term moving average, which implies that the P-MACD will provide insight especially for long-term trades, more suited for long-term trades, usage of P-MACD for short-term trades is recommend with lower timeframes (1H or lower). Indicators aim to generate a potential signal/indication of an upcoming opportunity, but, the Indicators themselves do not guarantee the future movement of a given financial instrument, and are most useful when used in combination with other techniques. Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely Disclaimer : The script is for informational and educational purposes only. Use of the script does not constitutes professional and/or financial advice. You alone the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd tradingview user liable for any possible claim for damages arising from any decision you make based on use of the script
Pine Script® indicator
by dgtrd
13