Scalper Bot [Backtester]Scalper Bot is a scalping strategy, looking for market turning points between support and resistance pivots
Scalper Bot is developed for Crypto markets. It has not been tested on forex or any other markets, however it is not limited to Crypto markets.
It can also be used on any trading pair, on any exchange and in any time frame.
Scalper Bot comes complete with 3 alerts:
- LONG: LONG indicates that the market could potentially go up
- SHORT: SHORT indicates that the market could potentially go down
- CLOSE: CLOSE is a trailing stop loss and indicates that the market is no longer moving in the anticipated direction and that the current position should be closed. The same CLOSE signal is used for both LONG and SHORT
When setting up alerts, LONG and SHORT alerts should be set up to give an alert on ONCE PER BAR CLOSE, whereas the CLOSE alert should be set to ONCE PER BAR
Scalper Bot is a margin trading script, and caution should be exercised when using margin trading
Commission in the backtester is set to 0% as each exchange and each trading pair has its own commission structure. Be sure to change this value for backtesting purposes to the required commission.
---INVITE-ONLY SCRIPT---
This is an invite-only script, if you would like to try out this bot, send me a message
Search in scripts for "bot"
QuantJazz Turbine Trader BETA v1.17QuantJazz Turbine Trader BETA v1.17 - Strategy Introduction and User Guide
Strategy Introduction
Welcome to the QuantJazz Turbine Trader BETA v1.17, a comprehensive trading strategy designed for TradingView. This strategy is built upon oscillator principles, drawing inspiration from the Turbo Oscillator by RedRox, and incorporates multiple technical analysis concepts including RSI, MFI, Stochastic oscillators, divergence detection, and an optional FRAMA (Fractal Adaptive Moving Average) filter.
The Turbine Trader aims to provide traders with a flexible toolkit for identifying potential entry and exit points in the market. It presents information through a main signal line oscillator, a histogram, and various visual cues like dots, triangles, and divergence lines directly on the indicator panel. The strategy component allows users to define specific conditions based on these visual signals to trigger automated long or short trades within the TradingView environment.
This guide provides an overview of the strategy's components, settings, and usage. Please remember that this is a BETA version (v1.17). While developed with care, it may contain bugs or behave unexpectedly.
LEGAL DISCLAIMER: QuantJazz makes no claims about the fitness or profitability of this tool. Trading involves significant risk, and you may lose all of your invested capital. All trading decisions made using this strategy are solely at the user's discretion and responsibility. Past performance is not indicative of future results. Always conduct thorough backtesting and risk assessment before deploying any trading strategy with real capital.
This work is licensed under Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International.
Core Concepts and Visual Elements
The Turbine Trader indicator displays several components in its own panel below the main price chart:
1. Signal Line (Avg & Avg2): This is the primary oscillator. It's a composite indicator derived from RSI, MFI (Money Flow Index), and Stochastic calculations, smoothed using an EMA (Exponential Moving Average).
Avg: The faster smoothed signal line.
Avg2: The slower smoothed signal line.
Color Coding: The space between Avg and Avg2 is filled. The color (Neon Blue/gColor or Neon Purple/rColor) indicates the trend based on the relationship between Avg and Avg2. Blue suggests bullish momentum (Avg > Avg2), while Purple suggests bearish momentum (Avg2 > Avg).
Zero Line Crosses: Crossovers of the Avg line with the zero level can indicate shifts in momentum.
2. Histogram (resMfi): This histogram is based on smoothed and transformed MFI calculations (Fast MFI and Slow MFI).
Color Coding: Bars are colored Neon Blue (histColorUp) when above zero, suggesting bullish pressure, and Neon Purple (histColorDn) when below zero, suggesting bearish pressure. Transparency is applied.
Zero Line Crosses: Crossovers of the histogram with the zero level can signal potential shifts in money flow.
3. Reversal Points (Dots): Dots appear on the Signal Line (specifically on Avg2) when the color changes (i.e., Avg crosses Avg2).
Small Dots: Appear when a reversal occurs while the oscillator is in an "extreme" zone (below -60 for bullish reversals, above +60 for bearish reversals).
Large Dots: Appear when a reversal occurs outside of these extreme zones.
Colors: Blue (gRdColor) for bullish reversals (Avg crossing above Avg2), Purple (rRdColor) for bearish reversals (Avg crossing below Avg2).
4. Take Profit (TP) Signals (Triangles): Small triangles appear above (+120) or below (-120) the zero line.
Bearish Triangle (Down, Purple rTpColor): Suggests a potential exit point for long positions or an entry point for short positions, based on the oscillator losing upward momentum above the 50 level.
Bullish Triangle (Up, Blue gTpColor): Suggests a potential exit point for short positions or an entry point for long positions, based on the oscillator losing downward momentum below the -50 level.
5. Divergence Lines: The strategy automatically detects and draws potential regular and hidden divergences between the price action (highs/lows) and the Signal Line (Avg).
Regular Bullish Divergence (White bullDivColor line, ⊚︎ label): Price makes a lower low, but the oscillator makes a higher low. Suggests potential bottoming.
Regular Bearish Divergence (White bearDivColor line, ⊚︎ label): Price makes a higher high, but the oscillator makes a lower high. Suggests potential topping.
Hidden Bullish Divergence (bullHidDivColor line, ⊚︎ label): Price makes a higher low, but the oscillator makes a lower low. Suggests potential continuation of an uptrend.
Hidden Bearish Divergence (bearHidDivColor line, ⊚︎ label): Price makes a lower high, but the oscillator makes a higher high. Suggests potential continuation of a downtrend.
Delete Broken Divergence Lines: If enabled, newer divergence lines originating from a similar point will replace older ones.
6. Status Line: A visual bar at the top (95 to 105) and bottom (-95 to -105) of the indicator panel. Its color intensity reflects the confluence of signals:
Score Calculation: +1 if Avg > Avg2, +1 if Avg > 0, +1 if Histogram > 0.
Top Bar (Bullish): Bright Blue (gStatColor) if score is 3, Faded Blue if score is 2, Black otherwise.
Bottom Bar (Bearish): Bright Purple (rStatColor) if score is 0, Faded Purple if score is 1, Black otherwise.
Strategy Settings Explained
The strategy's behavior is controlled via the settings panel (gear icon).
1. Date Range:
Start Date, End Date: Define the period for backtesting. Trades will only occur within this range.
2. Optional Webhook Configuration: (For Automation)
3C Email Token, 3C Bot ID: Enter your 3Commas API credentials if you plan to automate trading using webhooks. The strategy generates JSON alert messages compatible with 3Commas. You can go ahead and just leave the text field as defaulted, "TOKEN HERE" / "BOT ID HERE" if not using any bot automations at this time. You can always come back later and automate it. More info can be made available from QuantJazz should you need automation assistance with custom indicators and trading strategies.
3. 🚀 Signal Line:
Turn On/Off: Show or hide the main signal lines (Avg, Avg2).
gColor, rColor: Set the colors for bullish and bearish signal line states.
Length (RSI): The lookback period for the internal RSI calculation. Default is 2.
Smooth (EMA): The smoothing period for the EMAs applied to the composite signal. Default is 9.
RSI Source: The price source used for RSI calculation (default: close).
4. 📊 Histogram:
Turn On/Off: Show or hide the histogram.
histColorUp, histColorDn: Set the colors for positive and negative histogram bars.
Length (MFI): The base lookback period for MFI calculations. Default is 5. Fast and Slow MFI lengths are derived from this.
Smooth: Smoothing period for the final histogram output. Default is 1 (minimal smoothing).
5.💡 Other:
Show Divergence Line: Toggle visibility of regular divergence lines.
bullDivColor, bearDivColor: Colors for regular divergence lines.
Show Hidden Divergence: Toggle visibility of hidden divergence lines.
bullHidDivColor, bearHidDivColor: Colors for hidden divergence lines.
Show Status Line: Toggle visibility of the top/bottom status bars.
gStatColor, rStatColor: Colors for the status line bars.
Show TP Signal: Toggle visibility of the TP triangles.
gTpColor, rTpColor: Colors for the TP triangles.
Show Reversal points: Toggle visibility of the small/large dots on the signal line.
gRdColor, rRdColor: Colors for the reversal dots.
Delete Broken Divergence Lines: Enable/disable automatic cleanup of older divergence lines.
6. ⚙️ Strategy Inputs: (CRITICAL for Trade Logic)
This section defines which visual signals trigger trades. Each signal (Small/Large Dots, TP Triangles, Bright Bars, Signal/Histogram Crosses, Signal/Histogram Max/Min, Divergences) has a dropdown menu:
Long: This signal can trigger a long entry.
Short: This signal can trigger a short entry.
Disabled: This signal will not trigger any entry.
Must Be True Checkbox: If checked for a specific signal, that signal's condition must be met for any trade (long or short, depending on the dropdown selection for that signal) to be considered. Multiple "Must Be True" conditions act as AND logic – all must be true simultaneously.
How it Works:
The strategy first checks if all conditions marked as "Must Be True" (for the relevant trade direction - long or short) are met.
If all "Must Be True" conditions are met, it then checks if at least one of the conditions not marked as "Must Be True" (and set to "Long" or "Short" respectively) is also met.
If both steps pass, and other filters (like Date Range, FRAMA) allow, an entry order is placed.
Example: If "Large Bullish Dot" is set to "Long" and "Must Be True" is checked, AND "Bullish Divergence" is set to "Long" but "Must Be True" is not checked: A long entry requires BOTH the Large Bullish Dot AND the Bullish Divergence to occur simultaneously. If "Large Bullish Dot" was "Long" but not "Must Be True", then EITHER a Large Bullish Dot OR a Bullish Divergence could trigger a long entry (assuming no other "Must Be True" conditions are active).
Note: By default, the strategy is configured for long-only trades (strategy.risk.allow_entry_in(strategy.direction.long)). To enable short trades, you would need to comment out or remove this line in the Pine Script code and configure the "Strategy Inputs" accordingly.
7. 💰 Take Profit Settings:
Take Profit 1/2/3 (%): The percentage above the entry price (for longs) or below (for shorts) where each TP level is set. (e.g., 1.0 means 1% profit).
TP1/2/3 Percentage: The percentage of the currently open position to close when the corresponding TP level is hit. The percentages should ideally sum to 100% if you intend to close the entire position across the TPs.
Trailing Stop (%): The percentage below the highest high (for longs) or above the lowest low (for shorts) reached after the activation threshold, where the stop loss will trail.
Trailing Stop Activation (%): The minimum profit percentage the trade must reach before the trailing stop becomes active.
Re-entry Delay (Bars): The minimum number of bars to wait after a TP is hit before considering a re-entry. Default is 1 (allows immediate re-entry on the next bar if conditions met).
Re-entry Price Offset (%): The percentage the price must move beyond the previous TP level before a re-entry is allowed. This prevents immediate re-entry if the price hovers around the TP level.
8. 📈 FRAMA Filter: (Optional Trend Filter)
Use FRAMA Filter: Enable or disable the filter.
FRAMA Source, FRAMA Period, FRAMA Fast MA, FRAMA Slow MA: Parameters for the FRAMA calculation. Defaults provided are common starting points.
FRAMA Filter Type:
FRAMA > previous bars: Allows trades only if FRAMA is significantly above its recent average (defined by FRAMA Percentage and FRAMA Lookback). Typically used to confirm strong upward trends for longs.
FRAMA < price: Allows trades only if FRAMA is below the current price (framaSource). Can act as a baseline trend filter.
FRAMA Percentage (X), FRAMA Lookback (Y): Used only for the FRAMA > previous bars filter type.
How it Affects Trades: If Use FRAMA Filter is enabled:
Long entries require the FRAMA filter condition to be true.
Short entries require the FRAMA filter condition to be false (as currently coded, this acts as an inverse filter for shorts if enabled).
How to Use the Strategy
1. Apply to Chart: Open your desired chart on TradingView. Click "Indicators", find "QuantJazz Turbine Trader BETA v1.17" (you might need to add it via Invite-only scripts or if published publicly), and add it to your chart. The oscillator appears below the price chart, and the strategy tester panel opens at the bottom.
2. Configure Strategy Properties: In the Pine Script code itself (or potentially via the UI if supported), adjust the strategy() function parameters like initial_capital, default_qty_value, commission_value, slippage, etc., to match your account, broker fees, and risk settings. The user preferences provided (e.g., 1000 initial capital, 0.1% commission) are examples. Remember use_bar_magnifier is false by default in v1.17.
3. Configure Inputs (Settings Panel):
Set the Date Range for backtesting.
Crucially, configure the ⚙️ Strategy Inputs. Decide which signals should trigger entries and whether they are mandatory ("Must Be True"). Start simply, perhaps enabling only one or two signals initially, and test thoroughly. Remember the default long-only setting unless you modify the code.
Set up your 💰 Take Profit Settings, including TP levels, position size percentages for each TP, and the trailing stop parameters. Decide if you want to use the re-entry feature.
Decide whether to use the 📈 FRAMA Filter and configure its parameters if enabled.
Adjust visual elements (🚀 Signal Line, 📊 Histogram, 💡 Other) as needed for clarity.
4. Backtest: Use the Strategy Tester panel in TradingView. Analyze the performance metrics (Net Profit, Max Drawdown, Profit Factor, Win Rate, Trade List) across different assets, timeframes, and setting configurations. Pay close attention to how different "Strategy Inputs" combinations perform.
5. Refine: Based on backtesting results, adjust the input settings, TP/SL strategy, and signal combinations to optimize performance for your chosen market and timeframe, while being mindful of overfitting.
6. Automation (Optional): If using 3Commas or a similar platform:
Enter your 3C Email Token and 3C Bot ID in the settings.
Create alerts in TradingView (right-click on the chart or use the Alert panel).
Set the Condition to "QuantJazz Turbine Trader BETA v1.17".
In the "Message" box, paste the corresponding placeholder, which will pass the message in JSON from our custom code to TradingView to pass through your webhook: {{strategy.order.alert_message}}.
In the next tab, configure the Webhook URL provided by your automation platform. Put a Whale sound, while you're at it! 🐳
When an alert triggers, TradingView will send the pre-formatted JSON message from the strategy code to your webhook URL.
Final Notes
The QuantJazz Turbine Trader BETA v1.17 offers a wide range of customizable signals and strategy logic. Its effectiveness heavily depends on proper configuration and thorough backtesting specific to the traded asset and timeframe. Start with the default settings, understand each component, and methodically test different combinations of signals and parameters. Remember the inherent risks of trading and never invest capital you cannot afford to lose.
Fibonacci Swing Trading BotStrategy Overview for "Fibonacci Swing Trading Bot"
Strategy Name: Fibonacci Swing Trading Bot
Version: Pine Script v5
Purpose: This strategy is designed for swing traders who want to leverage Fibonacci retracement levels and candlestick patterns to enter and exit trades on higher time frames.
Key Components:
1. Multiple Timeframe Analysis:
The strategy uses a customizable timeframe for analysis. You can choose between 4hour, daily, weekly, or monthly time frames to fit your preferred trading horizon. The high and low-price data is retrieved from the selected timeframe to identify swing points.
2. Fibonacci Retracement Levels:
The script calculates two key Fibonacci retracement levels:
0.618: A common level where price often retraces before resuming its trend.
0.786: A deeper retracement level, often used to identify stronger support/resistance areas.
These levels are dynamically plotted on the chart based on the highest high and lowest low over the last 50 bars of the selected timeframe.
3. Candlestick Based Entry Signals:
The strategy uses candlestick patterns as the only indicator for trade entries:
Bullish Candle: A green candle (close > open) that forms between the 0.618 retracement level and the swing high.
Bearish Candle: A red candle (close < open) that forms between the 0.786 retracement level and the swing low.
When these candlestick patterns align with the Fibonacci levels, the script triggers buy or sell signals.
4. Risk Management:
Stop Loss: The stop loss is set at 1% below the entry price for long trades and 1% above the entry price for short trades. This tight risk management ensures controlled losses.
Take Profit: The strategy uses a 2:1 risk-to-reward ratio. The take profit is automatically calculated based on this ratio relative to the stop loss.
5. Buy/Sell Logic:
Buy Signal: Triggered when a bullish candle forms above the 0.618 retracement level and below the swing high. The bot then places a long position.
Sell Signal: Triggered when a bearish candle forms below the 0.786 retracement level and above the swing low. The bot then places a short position.
The stop loss and take profit levels are automatically managed once the trade is placed.
Strengths of This Strategy:
Swing Trading Focus: The strategy is ideal for swing traders, targeting longer-term price moves that can take days or weeks to play out.
Simple Yet Effective Indicators: By only relying on Fibonacci retracement levels and basic candlestick patterns, the strategy avoids complexity while capitalizing on well-known support and resistance zones.
Automated Risk Management: The built-in stop loss and take profit mechanism ensures trades are protected, adhering to a strict 2:1 risk/reward ratio.
Multiple Timeframe Analysis: The script adapts to various market conditions by allowing users to switch between different timeframes (4hour, daily, weekly, monthly), giving traders flexibility.
Strategy Use Cases:
Retracement Traders: Traders who focus on entering the market at key retracement levels (0.618 and 0.786) will find this strategy especially useful.
Trend Reversal Traders: The strategy’s reliance on candlestick formations at Fibonacci levels helps traders spot potential reversals in price trends.
Risk Conscious Traders: With its 1% risk per trade and 2:1 risk/reward ratio, the strategy is ideal for traders who prioritize risk management in their trades.
3C Reversal Filter v1In essence, this strategy is a heavily smoothed range filter.
This strategy includes a backtester and ability to connect it with your 3 commas bot(See adviced settings below)
The calculation steps below gives an example on how signals are made:
1. Calculating the price movement using ATR, % change, standard deviation etc..
2. Obtaining the smoothed price using SMA.
3. Obtaining the absolute value of the bar-to-bar change.
4. Applying EMA, twice, to the values in step 3.
5. Obtaining the slow trailing line by multiplying the result of step 4 by 1.618.
Think of it as a heavily smoothed price range
If the 1.618 value looks familiar, that’s because it’s used in Fibonacci sequences. You can of course experiment with other values. I’ve seen good results with both 2.618 and 4.236
What does the strategy do?
1. Determine Trend Detection
2. Detect Short-Term Momentum
3commas settings:
-For now you can only use simple bots.
-Create LONG and SHORT bots for the coins you like to trade and set up alerts(You can send long and short signal from the same alert)
-Set TP to 50% the strategy will handle buys and exits based on your inputs.
-Set safety orders to 0. I might add DCA to the strategy if testing proves that to be a good solution.
-When you have made the bots input the bot ID and token adress in the settings of the strategy.
-When creating the alert use this webhook :https://3commas.io/trade_signal/trading_view
-In the message field you use {{strategy.order.alert_message}} as the placeholder.
3c Ultimate reversal strategy With scanner and backtester v2This might just be the ultimate strategy to identify reversals.
This strategy includes a scanner, a backtester and ability to connect it with you 3 commas bot(See adviced settings below)
Strategy:
-Signals reversal that happened in the last bar. This signal DO NOT repaint.
-Identifies potential reversal that might happen in the current bar but can also not happen depending upon the timeframe closing price.
-The strategy combines the Moving Average Trend Changer, SuperTrend (ATR price detection) and ADX.
-It reduces the number of false signals in sideways market conditons and give more reliable trade signals.
-The signal does not repaint and can be used in any market condition. It determines the trend with high precision.
Take profit:
-Set 2 separate TP conditions.
-You can take profit using percentage, ATR, or RR(Risk Reward), aswell as using Trailing Take Profit.
- Use sell signal from the strategy(I often find way better results using that)
Stoploss:
-You can use either ATR, Percentage or sell signal from the strategy
(For now to let the strategy itself decide when to TP or SL, just set these parameters really high.)
Scanner:
-Identifies coins that are currently in the sell zone
-Identifies coins that are currently in the buy zone
-Screener explores up to 20 pairs in current graph's time frame.
-Optimize the strategy to your liking and use the built in backtester to see if it is a viable strategy.
3commas settings:
-For now you can only use simple bots.
-Create LONG and SHORT bots for the coins you like to trade and set up alerts(You can send long and short signal from the same alert)
-Set TP to 50% the strategy will handle buys and exits based on your inputs.
-Set safety orders to 0. I might add DCA to the strategy if testing proves that to be a good solution.
-When you have made the bots input the bot ID and token adress in the settings of the strategy.
-When creating the alert use this webhook :https://3commas.io/trade_signal/trading_view
-In the message field you use {{strategy.order.alert_message}} as the placeholder.
In the future this signal might make it to the 3commas marketplace. You can then subscribe to that signal where I have cherrypicked coins based on thorough backtesting and optimization.
Strategy Myth-Busting #1 - UT Bot+STC+Hull [MYN]This is part of a new series we are calling "Strategy Myth-Busting" where we take open public manual trading strategies and automate them. The goal is to not only validate the authenticity of the claims but to provide an automated version for traders who wish to trade autonomously.
Our first one is an automated version of the " The ULTIMATE Scalping Trading Strategy for 2022 " strategy from " My Trading Journey " who claims to have achieved not only profits but a 98.3% win rate. As you can see from the backtest results below, I was unable to substantiate anything close to that that claim on the same symbol (NVDA), timeframe (5m) with identical instrument settings that " My Trading Journey " was demonstrating with. Strategy Busted.
If you know of or have a strategy you want to see myth-busted or just have an idea for one, please feel free to message me.
This strategy uses a combination of 3 open-source public indicators:
UT Bot Alerts by QuantNomad
STC Indicator - A Better MACD By shayankm
Basic Hull Ma Pack tinkered by InSilico
Trading Rules:
5 min candles
Long
New Buy Signal from UT Bot Alerts Strategy
STC is green and below 25 and rising
Hull Suite is green
Short
New Sell Signal from UT Bot Alerts Strategy
STC is red and above 75 and falling
Hull Suite is red
BTC BOT [15min]This BOT is specialy designed for BTCUSDT 15 min Chart. It reacts to every Upward/Downward direction as fast as possible. It does not work well on higher time frame.
This BOT using 10 indicators to open a basic LONG/SHORT position.
1. CLOUD
2. TREND DETECTOR
3. TREND STRENGTH
4. PARABOLIC SAR
5. JMA
6. RANGE FILTER
7. ADX
8. TWAP TREND
9. FAST MA
10. MOMENTUM
This BOT also use 02 independent strategies for entering positions.
1. REVESALS (RSI Crossovers)
2. SCALPING (It can increase net profit but it can be risky)
ADX is the main component of this BOT.
This is purely BTC 15min strategy but this BOT could be easily convert into Altcoins Scalper.
MATIC/USD 1H Bot for 3commas (works w/o 3commas too)This is a MATIC/USD or USDT specific implementation of my BNB/USD 1 hour bot. It should work out of the gate correctly for MATIC, at least based on what has been happening with it for the past seven weeks. You can fiddle with the following settings using the gear icon:
Fast and slow MACD length
The decision to use RSI thresholds as requirements for buys and/or sells, as well as the chart timeframe to use for that (make sure you use the same timeframe as your chart or a higher timeframe. You don't want to use a 1m RSI on a one hour chart but you can use a 4 hour RSI on a 1 hour chart with no issues.)
Buy and/or sell RSI threshold limits
Trailing stop loss %
Start date (for backtesting, I usually leave mine with 1-2 months trailing as those are usually better indicators than how they would have performed over the past few years)
Stress levels
Moving Average length and type
Linear regression amount
The gist of this bot is that it will use a smoothed EMA to make informed buys and sells. The smoothing prevents most noise from affecting your orders. It also allows you to set a trailing stop loss. If you don't want to use this feature set the value to 100 and it will effectively disable it.
Finally, you can disable RSI threshold point visibility. This won't affect bot operation, it just makes it cleaner to look at on your chart. Disabling RSI buys or sells will also disable visibility.
This bot takes a shotgun strategy to buys and sells. It makes a lot of buys and the majority of them are closed with little to no movement up or down. However, the ones that are profitable make a LOT as you will see once you start testing.
I make the full version of these bots available (though the script is protected) so users can test them, however if you want to use it with 3commas you will need access to the full script. Message me if you want the code and we can figure something out.
Multiple Timeframe RSI Bot for 3commas (works w/o 3commas too)Overview
A few days ago I wrote a new RSI-based strategy. The idea was that you could set up buy and sell RSI thresholds and when RSI crossed that threshold it would make a buy or a sell depending on which one it hit. It worked very well on multiple coins that I tested. I then started to think that maybe there was a better way to execute this concept using multiple timeframe RSIs and this bot represents that idea. It is better and more versatile than the previous bot in every single way. In fact at this point I think this is my most elegant bot to date. It's not as flashy as my other scipts but it is an extremely reliable performer and comes with lower risk than some of my other more outlandish automated trading ideas.
Concept
This script monitors the RSI of all timeframes you have picked in settings and displays chosen values on your chart. It defaults to 5m, 15m and 30m enabled with the rest of the timeframe options disabled and it will only show the RSI chart of timeframes you are currently using. You can specify one or more (in any combination) from the following list:
1m
5m
15m
30m
1h
4h
1d
1w
On each bar it checks each timeframe's RSI value to see if it is is lower (for a buy) or higher (for a sell) than the respective threshold you have picked in settings for that timeframe. On any given bar if enough of your used RSI values are above or below their respective thresholds to be equal to or greater than your set Number of Thresholds for Buy value a buy or sell is executed. In other words, when the number of total (different timeframed) RSI buy thresholds currently met is equal to or greater than the Number of Thresholds for a Buy value you set in settings, a buy is placed. Similarly, when the total number of differently timeframed RSI sell thresholds currently hit is equal to or greater than the total sell threshold you have in settings, a sell is placed.
I have had the best results using 5m, 15 and 30m together with the total threshold value for both buys and sells set to three which is what I left as the default. However, there are limitless ways to use this and I'm sure that over the coming months I will come up with some more creative ways to use it. Please experiment a bit and if you feel like sharing you can comment on this page as to what you find works best.
Like all my scripts this includes a date backtester. I have the start date set to Nov 1, 2021 because I feel you should never backtest a new strategy on older data if you don't specifically have a reason to do it. You likely won't get reliable results, hence the date selector.
Settings
Number of Thresholds for Buy
This is a global setting. You can use any positive whole number here that is one or greater. If it is set to one, one or more of the RSI thresholds you have selected for each chart timeframe will need to be lower than the RSI threshold value you have set for that particular timeframe's settings and once that happens the bot will buy. For example, if I have this value set to (1) and I am using a 5m, 15m and 30m chart, a buy will be placed on the first bar that any of these RSIs drop to below the respective value you have set for them in settings. If I have it set to two in the same scenario, I will need at least two RSI values to be below their respective thresholds. Since each RSI value is set separately you have a ton of creative options here. I refer to the number of currently met RSI buy thresholds per bar as 'buy count' going forward in this document. The buy count resets to zero each bar which means they will all need to be met on the same bar. You will need to make sure this setting is equal to or less than the number of differently timeframed RSIs you are using or it won't ever buy. For example, if you are using only a 5m and 15m RSI but I have the Number of Thresholds for Buy set to three it will never make a buy because you will have at max two thresholds met.
Number of Thresholds for Sell
This is the same concept above except for sells obviously. I chose to make these independent for maximum flexibility but you can obviously use the same value for both if you'd like. I refer to the number of currently met RSI sell thresholds as 'sell count' for the rest of this document. You will need to make sure this number is equal to or less than the number of differently timeframed RSIs you are using or you will potentially get a buy but never a sell. Use the backtester to figure this out or message me if you get stuck.
Display Multi RSI Table?
This will show you all of the available RSI settings that are currently in play. Note that only timeframes which are equal to or higher than your current TradingView chart timeframe will be accurate. This is due to the fact that these values are looked up once per bar, so if you are set to a 1h chart you won't get 5m values every 5m, instead getting the 5m RSI once per hour. For best results set your chart to the lowest timeframe that you have enabled from the options below this.
Use XX RSI?
This turns a particular timeframe's RSI off and on. If you turn it off it will disappear from the chart and its thresholds won't be applied to the strategy.
XX RSI Length
You can set the RSI length for each timeframe you want to use separately. The default value is 14.
XX RSI Buy / Sell Threshold
These are all also set separately for each timeframe. Any time XX timeframe's RSI is below the Buy Threshold for that timeframe it will increase the buy count by +1 for that bar. Since the count resets to zero each bar, you will need to have at least your Number of Thresholds for Buy worth of RSI values below their respective thresholds on any given bar for a buy to happen. The opposite is true for sells.
Usage
For each timeframe you pick you will also need to set a buy and a sell threshold. I have the defaults set to 30 and 70 which is pretty standard but you should experiment and see what works best for you. Each individual timeframe has its own buy and sell threshold which makes this script about as customizable as you want it to be.
Set your chart to the lowest timeframe that you are using, ie if you are using 1h, 4h and 1d use a 1h chart. If you are using 5m, 15m and 30m use a 5m chart. You need to do this because it will only refresh each RSI on the interval your chart is set to, so if you have 5m, 15m and 30m but use a 1h chart the strategy will basically lose most of its effectiveness because there should be twelve different 5m RSI values in each hour but you will only recalculate once every hour since your chart is set to one hour, and will therefore only get one 5m value, one 15m value and one 30m value per 1h bar. If you don't understand this just trust me and set it to the lowest timeframe you are currently using.
I didn't put a stop loss in this version but I will in the next update.
I think that's about it! If you have questions please ask. I give access to this script away for free for testing but in order to use it with 3commas you will need the entire script. Message me if you want it and we can figure something out.
[Fedra Algotrading Strategy Trailing Stop Version]Simpler version of my popular strategy.Optimized for cryptocurrencies. Originally conceived to trade automatically through bots (that's how I use it), it also works to get signals and trade manually in any exchange.
It works in spot.
Buy the dip:
Attempts to buy on the dip, finding entries when the price makes abrupt dips that break deviation of the linear regression of the last periods.
Trend Detection:
Determines whether the market is in an uptrend or downtrend by crossing 2 SMAs + super trend in different temporalities. This affects the performance of the strategy. It works as a filter to avoid making entries in a downtrend.
% Trailing Stop Loss. The Stop Loss is placed a % below the price and accompanies it in the rises to make the most of an uptrend.
Optionally, you can set up a percentage Take Profit
It allows you to easily configure the backtest period to optimize the parameters for consistent results.
The strategy calculates by default a commission of 0.1% on each trade to make the backtest more "pessimistic".
Includes advanced features for compatibility with different bots platforms in the market.
Risk management by % of equity or by maximum series of losses.
////////////////////////////
Versión más simple de mi popular estrategia, optimizada para criptomonedas. Originalmente concebida para operar automáticamente a través de bots (así es como la uso yo), también funciona para obtener señales y operar manualmente en cualquier exchange.
Funciona en spot.
Compra en la caída:
Intenta comprar en la caída, encontrando entradas cuando el precio hace caídas abruptas que rompen la desviación de la regresión lineal de los últimos períodos.
Detección de tendencia:
Determina si el mercado está en tendencia alcista o bajista mediante el cruce de 2 SMAs + super trend en diferentes temporalidades. Esto afecta al rendimiento de la estrategia. Funciona como un filtro para evitar hacer entradas en contra de la tendencia del mercado.
% Trailing Stop Loss. El Stop Loss se coloca un % por debajo del precio y lo acompaña en las subidas para aprovechar una tendencia alcista.
Opcionalmente, se puede establecer un porcentaje de Take Profit
Permite configurar fácilmente el periodo de backtest para optimizar los parámetros y obtener resultados consistentes.
La estrategia calcula por defecto una comisión del 0,1% en cada operación para que el backtest sea más "pesimista".
Incluye características avanzadas para la compatibilidad con diferentes plataformas de bots en el mercado.
Gestión del riesgo por % del capital o por serie máxima de pérdidas.
[Fedra Algotrading Strategy Trailing Stop]Algotrading strategy optimized for cryptocurrencies. Originally conceived to trade automatically through bots (that's how I use it), it also works to get signals and trade manually in any exchange.
It works in spot.
Buy the dip:
Attempts to buy on the dip, finding entries when the price makes abrupt dips that break deviation of the linear regression of the last periods.
Trend Detection:
Determines whether the market is in an uptrend or downtrend by crossing 2 SMAs + super trend in different temporalities. This affects the performance of the strategy. It works as a filter to avoid making entries in a downtrend. It also includes other advanced filters to find the best selling price on losses.
Break Even:
If the market enters a downtrend with an open trade, the Break Even sell is triggered, (configurable, default 1.5%). The intention is to close the trade as soon as possible, but without losses. The value of 1.5% is intended to cover commission costs and a possible spread.
Conditional SL Level: Determines a tolerance level in %, from which it is allowed to sell at a loss, while the price is above this level, the scrip will only sell at a profit.
% Trailing Stop Loss. The Stop Loss is placed a % below the price and accompanies it in the rises to make the most of an uptrend.
It allows you to easily configure the backtest period to optimize the parameters for consistent results.
The strategy calculates by default a commission of 0.1% on each trade to make the backtest more "pessimistic".
Includes advanced features for compatibility with different bots platforms in the market.
Risk management by % of equity or by maximum series of losses.
////////////////SPANISH///////////////////
Estrategia de Algotrading optimizada para criptomonedas. Originalmente concebida para operar de manera automática mediante bots (así la utilizo yo), funciona también para obtener señales y operar manualmente en cualquier exchange.
Funciona en spot.
Buy the dip:
Intenta comprar en el dip, encontrando entradas cuando el precio hace bajadas abruptas que rompen la desviación de la regresión lineal de los últimos periodos
Detección de Trend:
Determina si el mercado tiene una tendencia alcista o bajista mediante el cruce de 2 SMAs + super trend en distintas temporalidades. Esto afecta el funcionamiento de la estrategia. Funciona como filtro para evitar realizar entradas en una tendencia bajista. Incluye también otros filtros avanzados para encontrar el mejor precio de venta en pérdidas.
Break Even:
Si el mercado entra en tendencia bajista con una operación abierta, se activa la venta en Break Even, (configurable, por defecto 1.5%). La intención es cerrar la operación lo antes posible, pero sin pérdidas. El valor de 1.5% está pensado para cubrir los costos de comisiones y un posible spread.
Nivel de SL Condicional: Determina un nivel de tolerancia en %, a partir del cual se permite la venta en pérdidas, mientras el precio esté sobre este nivel, el scripto sólo venderá en ganancias
% Trailing Stop Loss. El Stop Loss se ubica un % debajo del precio y lo acompaña en las subidas para aprovechar al máximo un uptrend.
Permite configurar de manera muy fácil el periodo de backtest para optimizar los parámetros para resultados consistentes.
La estrategia calcula por defecto una comisión de 0.1% en cada operación para que el backtest sea más "pesimista".
Incluye funciones avanzadas para compatibilidad con diferentes plataforma de bots del mercado.
Administración de risego por % del capital o por máxima serie de pérdidas
Dankland Playground Moneymaker - V2“version 2” of my playground bot script. Its essentially a powerhouse suite of strategies. Although it is similar to the previous script, it nets different results as sections have been changed. Such as the somewhat reluctant removal of the Chande Momentum... The RSIs have also been updated, this was one of the main changes. RSIS now include a Moving Average cross of RSI to generate signals above and below the given thresholds instead of simply on crossing a threshold. This should give greater functionality overall. Most functions including Moving Averages have been updated to include a wider range of kinds of moving averages. This includes not just the moving average cross, but MACD and RSIs as well. I tried to perform the same upgrade on the %B, Stochastics and SMI, but hit the unpacked code limit of 60,000 lines... So, more “versions” will have to come for future “upgrades”, with the recognition that there will be cases where the old, “downgraded” versions may perform better and that some people (like myself) may continue to use them on some markets until I/we devise superior settings on the new ones for said markets. For instance, instead of replacing my 1 hr BTCUSD bot (where I used the now deleted Chande to pretty pleasing affect...) I made a new one for LINKUSD 10 min so I can have both running for now and work on replacing the BTCUSD later.
How it works basically is this... you have 16 oscillators which can all be used as independently as you wish. They can be split up into different groups or ran all together.
When in separate groups they should not be able to sell eachothers positions without triggering a full stop loss by turning the Independence/Stop All switches on. Every single oscillator has its own entry and exit position sizing which can be stated as either a percent of balance or a flat amount of contracts (or both combined). Each oscillator has a minimum amount of profit you can tell it to sell it, which is calculated from the average cost of your current position, which does include all groups. This works out to help you average out better entry and exit prices, essentially a method of DCAing.
You can set the minimum sale amount, which is to keep it from placing orders below your exchanges minimum dollar trade cost.
All this functionality combined also ensures more accurate back tests by ensuring that the script simply cannot spend money it doesn't see as in the balance, whereas other scripts will use a percentage of equity, and once 100% of your equity is in BTC for instance, it will keep buying more BTC for free and thus spoof up backtest numbers. If you look through the strategies here, many people claim to have amazing scripts and then you look into it and this is happening and skewing their numbers. These people are either very ignorant or what they made or scam artists and trolls in my opinion.
This version also includes On Bar Close switches for each oscillator. When switched on, signals are only allowed to generate on Bar Close. This helps to prevent retriggering from live signals, which when you are running this many oscillators, will become a problem! However, in most cases, you do not need to generate signals intrabar, as backtests will show, ignoring intrabar buys and sells (intrabar stop losses can still be very important though!) won't exactly keep you from high profitability strategies, but rather, allowing elements of chaos from live indicators moving up and down intrabar will, in fact, drift your actual results further and further from the backtest. You want an accurate backtest though. So choose wisely when you turn these off and you will do better.
The included oscillators are as follows:
NO MORE Chande Momentum cross – REMOVED – I was hitting PINE code limits here so I had to make choices and this one simply had to go. Begone!
Moving Average Cross
MACD cross
%B Bollinger cross
Stochastic cross + region filter
Stochastic RSI cross + region filter
SMII cross and region filter
Three RMIs
Know-Sure-Thing line-cross
Coppock Curve line-cross
TRIX line-cross
RSI of MA w/ MA cross
RSI of MA of KST w/ MA cross
RSI of MA of Coppock Curve w/ MA cross
RSI of MA of Trix w/ MA cross
So the idea is that this is essentially multiple strategies combined into one backtestable house. Balance is calculated for all position sizes in order to try to prevent false entries that plague so many scripts (IE, you set pyramiding to 2, each buy $1000, initial balance $1000, and yet it buys two orders off the bat for $2000 total and nets 400% profit because the second was considered free, happens on 90+% of scripts on Tradingview if you aren't very very careful!)
You tune each indicator and position size them so that they work together as well as you can and in doing so you are able to create a single backtest that is capable of running a bot, essentially, between multiple strategies - you can run a slower Moving Average cross, a faster SMI cross or MACD , or Bollinger that grabs big moves only, all the while having MACD trade small bonuses along the way. This way you can weight the Risk to Reward of each against eachother.
I will not try to claim this is something you can open and with no work have the best bot on the planet. This scripts intention is to take a lot of relatively common trading strategies and combine them under on roof with some risk management and the ability to weigh each against eachother.
If you are looking for a super advanced singular algorithm that tries to capture every peak and valley exactly on the dot, this is not for you. If you are looking for a tool with a high level of customizability, with a publisher who intends to update it to the best of his ability in accordance to seeking to make the best product that I personally can make for both myself and the community (because I will be using this myself of course!) that was specifically designed with the intention of performing well in spot markets by averaging low entry costs and high exit costs, this is for you! That is the exact intention here. It can certainly work with margin, but you will have to take extra care in setting your stop losses. I intend to make a version capable of going short which will be included as part of the package. It may take some work to keep all of the risk management working as well for shorts though. There will be more scripts added to the “package” as I hit the limit on this one a few times and have had to keep some ideas out already.
The current backtest shown is hand-optimized by myself for Link /USD 10min market (Binance US – shouldn't need much work to fit to other exchange markets) with multiple stop losses.
HatiKO Envelopes v3Published source code is subject to the terms of the GNU Affero General Public License v3.0
Old flaws have been resolved.
This script describes and provides backtesting functionality to internal strategy of algorithmic crypto trading software "HatiKO bot".
Suitable for backtesting any Cryptocurrency Pair on any Exchange/Platform, any Timeframe.
Core Mechanics of this strategy are based on theory of price always returning to Moving Average + Envelopes indicator (Moving_average_envelope from Wiki)
Developement of this script and trading software is inspired by:
"Essential Technical Analysis: Tools and Techniques to Spot Market Trends" by Leigh Stevens (published on 12th of April 2002)
"Moving Average Envelopes" by ChartSchool, StockCharts platform (published on 13th of April 2015 or earlier)
"Коля Колеснік" from Crypto Times channel ("Метод сетка", published on 19th of August 2018)
"3 ways to use Moving Average Envelopes" by Rich Fitton, published on Trader's Nest (published on 28st of November 2018 or earlier)
noro's "Robot WhiteBox ShiftMA" strategy v1 script, published on TradingView platform (published on 29th of August 2018)
"Moving Average Envelopes: A Popular Trading Tool" Investopedia article (published 25th of June 2019)
and KROOL1980's blogpost on Argolabs ("Гридерство или Сетка как источник прибыли на форекс", published on 27th of February 2015)
Core Features:
1) Up to 9 Envelopes in each direction (Long/Short)
2) Use any of 6 different basis MAs, optionally use different MAs for Opening and Closure
3) Use different Timeframes for MA calculation, without any repainting and lookahead bias.
4) Fixed order size, not Martingale strategy
5) Close open position earlier by using Deviation parameter
6) PineScript v4 code
7) Anti-Spire (protection against situations like LTCUSD (Bitmex) 12/26/2020)
9) Lottery for each level
10) Total profit for the day. When activated, a histogram is drawn.
Options description:
Lot - % from your initial balance to use for order size calculation
Timeframe Short - Timeframe to use for Short Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Short - Type of MA to use for Short Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Short - Source of Price for Short Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short - Period used for Short Opening MA calculation, should be >=1, default is 3
MA offset Short - Offset for MA value used for Short Envelopes calculation, should be >= 0, default is 0
Timeframe Long - Timeframe to use for Long Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Long - Type of MA to use for Long Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Long - Source of Price for Long Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long - Period used for Long Opening MA calculation, should be >=1, default is 3
MA offset Long - Offset for MA value used for Long Envelopes calculation, should be >= 0, default is 0
Mode close MA Short - Enable different MA for Short position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Short Close - Timeframe to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Short - Type of MA to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Short Close - Source of Price for Short Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short Close - Period used for Short Opening MA calculation, should be >=1, default is 3
Short Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Short Close - Offset for MA value used for Short Position Closure calculation, should be >= 0, default is 0
Mode close MA Long - Enable different MA for Long position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Long Close - Timeframe to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Long - Type of MA to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Long Close - Source of Price for Long Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long Close - Period used for Long Opening MA calculation, should be >=1, default is 3
Long Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Long Close - Offset for MA value used for Long Position Closure calculation, should be >= 0, default is 0
Short 1..9 - % from MA value to put Envelopes at, for Shorts numbers should be positive, the higher is number, the higher should be Short n position, example: "Short 1 = 1, Short 2 = 2, etc."
Long 1..9 - % from MA value to put Envelopes at, for Longs numbers should be negative, the lower is number, the lower should be Long n position, example: "Long 1 = -1, Long 2 = -2, etc."
Graph notes:
Green lines - Long Envelopes .
Red lines - Short Envelopes .
Orange line - MA for closing of Short positions.
Lime line - MA for closing of Long positions.
Histogram - Profit for the last day. Black = 0, Green> 0, Red <0.
Old flaws have been resolved.
At the moment, there is one bug - if the closing and opening occurs on the same candle, then there is no close on the same candle. The situation is possible with small values of Envelope.
**************************************************************************************************************************************************************************************************************
Опубликованный исходный код регулируется Условиями Стандартной Общественной Лицензии GNU Affero v3.0
Старые недоработки были решены.
Этот скрипт описывает и предоставляет функции бектеста для внутренней стратегии алгоритмического программного обеспечения "HatiKO bot".
Подходит для тестирования любой криптовалютной пары на любой бирже/платформе, на любом таймфрейме.
Кор-механика этой стратегии основана на теории всегда возвращающейся к значению МА цены с использованием индикатора Envelopes (Moving_average_envelope from Wiki)
Разработка этого скрипта и программного обеспечения для торговли вдохновлена следующими источниками:
Книга "Essential Technical Analysis: Tools and Techniques to Spot Market Trends" Ли Стивенса (опубликовано 12 апреля 2002 года)
«Moving Average Envelopes» от ChartSchool, платформа StockCharts (опубликовано 13 апреля 2015 года или раньше)
«Коля Колеснік» с канала Crypto Times («Метод сетка», опубликовано 19 августа 2018 года)
«Moving Average Envelopes: A Popular Trading Tool», статья Investopedia (опубликовано 25 июня 2019 года)
Блог KROOL1980 из Argolabs («Гридерство или Сетка как источник прибыли на форекс», опубликовано 27 февраля 2015 года)
Основные особенности:
1) До 9-х Ордеров в каждом из направлении (Лонг / Шорт)
2) Выбор из 6-ти разных базовых МА, опционально используйте разные МА для открытия и закрытия.
3) Используйте разные таймфреймы для расчета MA, без перерисовки и "эффекта стеклянного шара".
4) Фиксированный размер ордера, а не стратегия Мартингейла
5) Возможность закрытия открытой позиции заблаговременно, используя параметр Deviation
6) Код реализован на PineScript v4
7) Антишпиль ( защита от ситуаций типа LTCUSD ( Bitmex ) 26.12.2020 )
9) Лотность для каждого уровня
10) Суммарный профит за день. При активации рисуется гистограмма.
Описание параметров:
Lot - % от вашего первоначального баланса, используется при расчете размера Ордера
Timeframe Short - таймфрейм, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Short - тип MA, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию SMA
Data Short - источник цены для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short - период, используемый для расчета МА Открытия Шорт позиций, должен быть >= 1, по умолчанию 3
MA Offset Short - смещение значения MA, используемого для расчета Шорт Ордеров, должно быть >= 0, по умолчанию 0
Timeframe Long - таймфрейм, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Long - тип MA, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию SMA
Data Long - источник цены для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long - период, используемый для расчета МА Открытия Лонг позиций, должен быть >= 1, по умолчанию 3
MA Offset Long - смещение значения MA, используемого для расчета Лонг Ордеров, должно быть >= 0, по умолчанию 0
Mode close MA Short - Включает отдельное MA для закрытия Шорт позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Short Close - таймфрейм, используемый для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Short - тип MA, используемый при расчете МА Закрытия Шорт позиции. Mожно выбрать из списка, по умолчанию SMA
Data Short Close - источник цены для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short Close - период, используемый для расчета МА Закрытия Шорт позиции, должен быть >= 1, по умолчанию 3
Short Deviation - % отклонения от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Short Close - смещение значения MA, используемого для расчета закрытия Шорт позиции, должно быть >= 0, по умолчанию 0
Mode close MA Long - Включает разные MA для закрытия Лонг позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Long Close - таймфрейм, используемый для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Long - тип MA, используемый при расчете МА Закрытия Лонг позиции. Mожно выбрать из списка, по умолчанию SMA
Data Long Close - источник цены для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long Close - период, используемый для расчета МА Закрытия Лонг позиции, должен быть >= 1, по умолчанию 3
Long Deviation -% для перехода от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Long Close - смещение значения MA, используемого для расчета закрытия Лонг позиции, должно быть >= 0, по умолчанию 0
Short 1..9 - % от значения MA для размещения Ордеров, для Шорт Ордеров должен быть положительным, чем выше номер, тем выше должна располагаться позиция Short n, например: « Short 1 = 1, Short 2 = 2 и т.д. "
Long 1..9 - % от значения MA для размещения Ордеров, для Лонг Ордеров должно быть отрицательным, чем ниже число, тем ниже должна располагаться позиция Long n, например: « Long 1 = -1, Long 2 = -2, и т.д."
Пояснения к графику:
Зеленые линии - Лонг Ордера.
Красные линии - Шорт Ордера.
Оранжевая линия - MA Закрытия Шорт позиций.
Лаймовая линия - MA Закрытия Лонг позиций.
Гистограмма - Профит за последние сутки.Черная = 0, Зеленая > 0, красная < 0.
Старые недоработки были решены.
На данный момент есть один баг - если закрытие и открытие происходит на одной свече, то на этой же свече нет закрытия. Ситуация возможна при небольших значениях Envelope.
Published source code is subject to the terms of the GNU Affero General Public License v3.0
Old flaws have been resolved.
This script describes and provides backtesting functionality to internal strategy of algorithmic crypto trading software "HatiKO bot".
Suitable for backtesting any Cryptocurrency Pair on any Exchange/Platform, any Timeframe.
Core Mechanics of this strategy are based on theory of price always returning to Moving Average + Envelopes indicator (Moving_average_envelope from Wiki)
Developement of this script and trading software is inspired by:
"Essential Technical Analysis: Tools and Techniques to Spot Market Trends" by Leigh Stevens (published on 12th of April 2002)
"Moving Average Envelopes" by ChartSchool, StockCharts platform (published on 13th of April 2015 or earlier)
"Коля Колеснік" from Crypto Times channel ("Метод сетка", published on 19th of August 2018)
"3 ways to use Moving Average Envelopes" by Rich Fitton, published on Trader's Nest (published on 28st of November 2018 or earlier)
noro's "Robot WhiteBox ShiftMA" strategy v1 script, published on TradingView platform (published on 29th of August 2018)
"Moving Average Envelopes: A Popular Trading Tool" Investopedia article (published 25th of June 2019)
and KROOL1980's blogpost on Argolabs ("Гридерство или Сетка как источник прибыли на форекс", published on 27th of February 2015)
Core Features:
1) Up to 9 Envelopes in each direction (Long/Short)
2) Use any of 6 different basis MAs, optionally use different MAs for Opening and Closure
3) Use different Timeframes for MA calculation, without any repainting and lookahead bias.
4) Fixed order size, not Martingale strategy
5) Close open position earlier by using Deviation parameter
6) PineScript v4 code
7) Anti-Spire (protection against situations like LTCUSD (Bitmex) 12/26/2020)
9) Lottery for each level
10) Total profit for the day. When activated, a histogram is drawn.
Options description:
Lot - % from your initial balance to use for order size calculation
Timeframe Short - Timeframe to use for Short Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Short - Type of MA to use for Short Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Short - Source of Price for Short Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short - Period used for Short Opening MA calculation, should be >=1, default is 3
MA offset Short - Offset for MA value used for Short Envelopes calculation, should be >= 0, default is 0
Timeframe Long - Timeframe to use for Long Opening MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Long - Type of MA to use for Long Opening MA calculation, can be chosen from dropdown list, default is SMA
Data Long - Source of Price for Long Opening MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long - Period used for Long Opening MA calculation, should be >=1, default is 3
MA offset Long - Offset for MA value used for Long Envelopes calculation, should be >= 0, default is 0
Mode close MA Short - Enable different MA for Short position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Short Close - Timeframe to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Short - Type of MA to use for Short Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Short Close - Source of Price for Short Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Short Close - Period used for Short Opening MA calculation, should be >=1, default is 3
Short Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Short Close - Offset for MA value used for Short Position Closure calculation, should be >= 0, default is 0
Mode close MA Long - Enable different MA for Long position Closure, default is "false". If false, Closure MA = Opening MA
Timeframe Long Close - Timeframe to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is Current Graph Timeframe
MA Type Close Long - Type of MA to use for Long Position Closure MA calculation, can be chosen from dropdown list, default is SMA
Data Long Close - Source of Price for Long Closure MA calculation, can be chosen from dropdown list, default is OHLC4
MA Length Long Close - Period used for Long Opening MA calculation, should be >=1, default is 3
Long Deviation - % to move from MA value, used to close position above or beyond MA, can be negative, default is 0
MA offset Long Close - Offset for MA value used for Long Position Closure calculation, should be >= 0, default is 0
Short 1..9 - % from MA value to put Envelopes at, for Shorts numbers should be positive, the higher is number, the higher should be Short n position, example: "Short 1 = 1, Short 2 = 2, etc."
Long 1..9 - % from MA value to put Envelopes at, for Longs numbers should be negative, the lower is number, the lower should be Long n position, example: "Long 1 = -1, Long 2 = -2, etc."
Graph notes:
Green lines - Long Envelopes .
Red lines - Short Envelopes .
Orange line - MA for closing of Short positions.
Lime line - MA for closing of Long positions.
Histogram - Profit for the last day. Black = 0, Green> 0, Red <0.
Old flaws have been resolved.
At the moment, there is one bug - if the closing and opening occurs on the same candle, then there is no close on the same candle. The situation is possible with small values of Envelope.
**************************************************************************************************************************************************************************************************************
Опубликованный исходный код регулируется Условиями Стандартной Общественной Лицензии GNU Affero v3.0
Старые недоработки были решены.
Этот скрипт описывает и предоставляет функции бектеста для внутренней стратегии алгоритмического программного обеспечения "HatiKO bot".
Подходит для тестирования любой криптовалютной пары на любой бирже/платформе, на любом таймфрейме.
Кор-механика этой стратегии основана на теории всегда возвращающейся к значению МА цены с использованием индикатора Envelopes (Moving_average_envelope from Wiki)
Разработка этого скрипта и программного обеспечения для торговли вдохновлена следующими источниками:
Книга "Essential Technical Analysis: Tools and Techniques to Spot Market Trends" Ли Стивенса (опубликовано 12 апреля 2002 года)
«Moving Average Envelopes» от ChartSchool, платформа StockCharts (опубликовано 13 апреля 2015 года или раньше)
«Коля Колеснік» с канала Crypto Times («Метод сетка», опубликовано 19 августа 2018 года)
«Moving Average Envelopes: A Popular Trading Tool», статья Investopedia (опубликовано 25 июня 2019 года)
Блог KROOL1980 из Argolabs («Гридерство или Сетка как источник прибыли на форекс», опубликовано 27 февраля 2015 года)
Основные особенности:
1) До 9-х Ордеров в каждом из направлении (Лонг / Шорт)
2) Выбор из 6-ти разных базовых МА, опционально используйте разные МА для открытия и закрытия.
3) Используйте разные таймфреймы для расчета MA, без перерисовки и "эффекта стеклянного шара".
4) Фиксированный размер ордера, а не стратегия Мартингейла
5) Возможность закрытия открытой позиции заблаговременно, используя параметр Deviation
6) Код реализован на PineScript v4
7) Антишпиль ( защита от ситуаций типа LTCUSD ( Bitmex ) 26.12.2020 )
9) Лотность для каждого уровня
10) Суммарный профит за день. При активации рисуется гистограмма.
Описание параметров:
Lot - % от вашего первоначального баланса, используется при расчете размера Ордера
Timeframe Short - таймфрейм, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Short - тип MA, используемый для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию SMA
Data Short - источник цены для расчета МА Открытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short - период, используемый для расчета МА Открытия Шорт позиций, должен быть >= 1, по умолчанию 3
MA Offset Short - смещение значения MA, используемого для расчета Шорт Ордеров, должно быть >= 0, по умолчанию 0
Timeframe Long - таймфрейм, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Long - тип MA, используемый для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию SMA
Data Long - источник цены для расчета МА Открытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long - период, используемый для расчета МА Открытия Лонг позиций, должен быть >= 1, по умолчанию 3
MA Offset Long - смещение значения MA, используемого для расчета Лонг Ордеров, должно быть >= 0, по умолчанию 0
Mode close MA Short - Включает отдельное MA для закрытия Шорт позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Short Close - таймфрейм, используемый для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Short - тип MA, используемый при расчете МА Закрытия Шорт позиции. Mожно выбрать из списка, по умолчанию SMA
Data Short Close - источник цены для расчета МА Закрытия Шорт позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Short Close - период, используемый для расчета МА Закрытия Шорт позиции, должен быть >= 1, по умолчанию 3
Short Deviation - % отклонения от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Short Close - смещение значения MA, используемого для расчета закрытия Шорт позиции, должно быть >= 0, по умолчанию 0
Mode close MA Long - Включает разные MA для закрытия Лонг позиции, по умолчанию «false». Если false, MA Закрытия = MA Открытия
Timeframe Long Close - таймфрейм, используемый для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию - таймфрейм текущего графика
MA Type Close Long - тип MA, используемый при расчете МА Закрытия Лонг позиции. Mожно выбрать из списка, по умолчанию SMA
Data Long Close - источник цены для расчета МА Закрытия Лонг позиций, может быть выбран из списка, по умолчанию OHLC4
MA Length Long Close - период, используемый для расчета МА Закрытия Лонг позиции, должен быть >= 1, по умолчанию 3
Long Deviation -% для перехода от значения MA, используется для закрытия позиции выше или ниже рассчитанного значения MA, может быть отрицательным, по умолчанию 0
MA Offset Long Close - смещение значения MA, используемого для расчета закрытия Лонг позиции, должно быть >= 0, по умолчанию 0
Short 1..9 - % от значения MA для размещения Ордеров, для Шорт Ордеров должен быть положительным, чем выше номер, тем выше должна располагаться позиция Short n, например: « Short 1 = 1, Short 2 = 2 и т.д. "
Long 1..9 - % от значения MA для размещения Ордеров, для Лонг Ордеров должно быть отрицательным, чем ниже число, тем ниже должна располагаться позиция Long n, например: « Long 1 = -1, Long 2 = -2, и т.д."
Пояснения к графику:
Зеленые линии - Лонг Ордера.
Красные линии - Шорт Ордера.
Оранжевая линия - MA Закрытия Шорт позиций.
Лаймовая линия - MA Закрытия Лонг позиций.
Гистограмма - Профит за последние сутки.Черная = 0, Зеленая > 0, красная < 0.
Старые недоработки были решены.
На данный момент есть один баг - если закрытие и открытие происходит на одной свече, то на этой же свече нет закрытия. Ситуация возможна при небольших значениях Envelope.
NEO 5 min botThis bot design for Neo for 5 min chart
its a combination of low scanner (free script on my page) and linear regression and also pivots system
the buy system controlled by HTF , and also by the buy loss (short or long)
so lets say the bot go short but the trend is reversing upward, then by % that you choose you make it a buy so you do not miss the trade the same when your long is loosing then you buy it again at lower level by % you choose and by that you increase your chance for a better position of buy without pyramide
the sell system determine by Len and deviation and high time frame that control the pivot system
for any other assets it need to be optimise
I try to build a system that specific to each coin , so each bot design for a specif task or specific asset
so this bot work very weel on neo 5 min, it may not work well on others so be aware of it
use your money wisely when you buy or sell :)
[astropark] 4h Crypto/USDT Strategy [strategy]Dear Followers,
today a new Swing and Scalper Tool , which works great for Cryptocurrencies on the USDT market on 4h timeframe .
This tool has some cool features:
it works on many timeframes, but best one is 4H timeframe : so you can enjoy both manual and bot trading by using a 24/7 running bot;
it comes in three working mode : default, alternative and high frequency ;
auto-stoploss: you can enable an stoploss in trade, bot will follow
It's always suggested to use a proper money and risk management in trades. This is not the "Holy Grail", it does not exist.
Strategy results are calculated from the beginning of 2018 till now, so more than 2 years, using 10000$ as initial capital and working at 1x leverage (no leverage at all!) and 0.1% trading fee already applied.
You can always DM me if you need any help to configure it on your preferred chart or if you want a customization of this bot for a specific pair.
This script will let you backtest this script and check profitability on your preferred market.
The alarms version of this indicator, which will let you set all notification alerts you may need in order to be alerted on each triggered signals, can be found by searching for astropark's "4h Crypto/USDT Strategy".
This is a premium indicator , so send me a private message in order to get access to this script.
UT Bot Strategy with Backtesting Range [QuantNomad]UT Bot indicator was inially developer by @Yo_adriiiiaan
Idea of original code belongs @HPotter
I can't update my original UT Bot Strategy so I publishing new strategy with backtesting range included.
I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it.
Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles.
Do not add this strategy to HA candles, use usual candles and this checkbox.
Original script:
UT Bot
Crypto Turtle - Trend Following StrategyThis represents a bot I have written that uses a heavily modified version of the Turtle strategy for cryptocurrency trading. This is meant to be traded on the 4 Hour candlestick. This strategy doesn't 100% accurately reflect the bot due to limitations of pinescript. The actual bot enters on the signal much faster, detects bitcoin price rally and adjust its positions accordingly, follows all pairs traded on poloniex at once.
I am publishing this strategy here to gauge interest, and may list the bot on bitcointalk in the future for sale.
WaverVanir Alpha Reversal Scalper [ETF Eval Bot]🧠 Strategy Overview:
The WaverVanir Alpha Reversal Scalper is a precision-engineered futures trading bot designed to pass prop firm evaluations, specifically Elite Trader Funding (ETF) via Tradovate integration.
This scalping engine was developed after analyzing over 100+ evaluation trades, and is powered by institutional logic, volume behavior, and adaptive VWAP-based confluence.
🔍 Core Logic:
Directional Bias: Trades long only based on VWAP slope confirmation (to avoid funding-damaging shorts)
Entry Conditions:
Price deviates below VWAP standard deviation
Volume spike exceeds 1.5× 20-period average
Bullish reversal wick detected (smart money pattern)
Exit Management:
Stop Loss: 10-tick precision SL below local low
Take Profit: 2.5R static or dynamic trailing stop
Session Filter: Trades only between 9:00–14:00 ET, avoiding lunch and close traps
📊 Backtest Summary (ESU2025)
Metric Result
Net Profit $9,487.50
Profit Factor 1.66 (longs)
Sharpe Ratio 0.03
Sortino Ratio 0.042
Winning Bias Long-Only
Max Drawdown Under $3,000
Commissions $0 (sim tested)
🧪 Tested across March–July 2025 on CME Mini ES (ESU2025)
🔒 Short trades disabled after review: Net −$7,312.50 loss on shorts alone
✅ Profit factor improves > 60% post-optimization
🔄 Recent Optimizations
❌ Disabled unprofitable short setups
✅ VWAP slope filter added for institutional alignment
✅ Trailing stop logic added (activates after 1.5R)
⏱️ Session filter to reduce market noise
🧠 Designed For:
Passing ETF funding challenges quickly
Avoiding drawdown breaches with controlled risk
Running on TradingView with direct Tradovate integration
🚀 Execution-Ready
This bot runs natively on TradingView. Simply:
Add the Pine Script to your chart
Use a tradable symbol (e.g., ESU2025)
Create an alert using “Order fills”
✅ Enable auto-trading to Tradovate
📡 Learn More
🔗 Powered by VolanX Protocol, the AI-driven infrastructure layer of
🌐 WaverVanir International LLC – where institutional logic meets retail precision.
—
🧠 Want to upgrade this bot to include macros, adaptive entries, or launch in NQ/CL?
💬 Drop a comment or message — let’s build your funding empire.
#ES #Futures #ETF #Funding #PropFirm #TradingBot #VWAP #VolumeProfile #AlphaScalper #WaverVanir #VolanX
Supertrend Hombrok BotSupertrend Hombrok Bot – Automated Trading Strategy for Dynamic Market Conditions
This trading strategy script has been developed to operate automatically based on detailed market conditions. It combines the popular Supertrend indicator, RSI (Relative Strength Index), Volume, and ATR (Average True Range) to determine the best entry and exit points while maintaining proper risk management.
Key Features:
Supertrend as the Base: Uses the Supertrend indicator to identify the market's trend direction, generating buy signals when the market is in an uptrend and sell signals when in a downtrend.
RSI Filter: The RSI is used to determine overbought and oversold conditions, helping to avoid entries in extreme market conditions. Entries are avoided when RSI > 70 (overbought) and RSI < 30 (oversold), reducing the risk of false movements.
Volume Filter: The strategy checks if the trading volume is above the average multiplied by a user-defined factor. This ensures that only significant movements, with higher liquidity, are considered.
Candle Body Size: The strategy filters only candles with a body large enough relative to the ATR (Average True Range), ensuring that the price movements on the chart have sufficient strength.
Risk Management: The bot is configured to operate with an adjustable Risk/Reward Ratio (R:R). This means that for each trade, both Take Profit (TP) and Stop Loss (SL) are adjusted based on the market's volatility as measured by the ATR.
Automatic Entries and Exits: The script automatically executes entries based on the specified conditions and exits with predefined Stop Loss and Take Profit levels, ensuring risk is controlled for each trade.
How It Works:
Buy Condition: Triggered when the market is in an uptrend (Supertrend), the volume is above the adjusted average, the candle body is strong enough, and the RSI is below the overbought level.
Sell Condition: Triggered when the market is in a downtrend (Supertrend), the volume is above the adjusted average, the candle body is strong enough, and the RSI is above the oversold level.
Alerts:
Buy and Sell Alerts are configured with detailed information, including Stop Loss and Take Profit values, allowing the user to receive notifications when trading conditions are met.
Capital Management:
The capital per trade can be adjusted based on account size and risk profile.
Important Note:
Always test before trading with real capital: While the strategy has been designed based on solid technical analysis methods, always perform tests in real-time market conditions with demo accounts before applying the bot in live trading.
Disclaimer: This script is a tool to assist in the trading process and does not guarantee profit. Past performance is not indicative of future results, and the trader is always responsible for their investment decisions.
Reversal Trading Bot Strategy[BullByte]Overview :
The indicator Reversal Trading Bot Strategy is crafted to capture potential market reversal points by combining momentum, volatility, and trend alignment filters. It uses a blend of technical indicators to identify both bullish and bearish reversal setups, ensuring that multiple market conditions are met before entering a trade.
Core Components :
Technical Indicators Used :
RSI (Relative Strength Index) :
Purpose : Detects divergence conditions by comparing recent lows/highs in price with the RSI.
Parameter : Length of 8.
Bollinger Bands (BB) :
Purpose : Measures volatility and identifies price levels that are statistically extreme.
Parameter : Length of 20 and a 2-standard deviation multiplier.
ADX (Average Directional Index) & DMI (Directional Movement Index) :
Purpose : Quantifies the strength of the trend. The ADX threshold is set at 20, and additional filters check for the alignment of the directional indicators (DI+ and DI–).
ATR (Average True Range) :
Purpose : Provides a volatility measure used to set stop levels and determine risk through trailing stops.
Volume SMA (Simple Moving Average of Volume ):
Purpose : Helps confirm strength by comparing the current volume against a 20-period average, with an optional filter to ensure volume is at least twice the SMA.
User-Defined Toggle Filters :
Volume Filter : Confirms that the volume is above average (or twice the SMA) before taking trades.
ADX Trend Alignment Filter : Checks that the ADX’s directional indicators support the trade direction.
BB Close Confirmation : Optionally refines the entry by requiring price to be beyond the upper or lower Bollinger Band rather than just above or below.
RSI Divergence Exit : Allows the script to close positions if RSI divergence is detected.
BB Mean Reversion Exit : Closes positions if the price reverts to the Bollinger Bands’ middle line.
Risk/Reward Filter : Ensures that the potential reward is at least twice the risk by comparing the distance to the Bollinger Band with the ATR.
Candle Movement Filter : Optional filter to require a minimum percentage move in the candle to confirm momentum.
ADX Trend Exit : Closes positions if the ADX falls below the threshold and the directional indicators reverse.
Entry Conditions :
Bullish Entry :
RSI Divergence : Checks if the current close is lower than a previous low while the RSI is above the previous low, suggesting bullish divergence.
Bollinger Confirmation : Requires that the price is above the lower (or upper if confirmation is toggled) Bollinger Band.
Volume & Trend Filters : Combines volume condition, ADX strength, and an optional candle momentum condition.
Risk/Reward Check : Validates that the trade meets a favorable risk-to-reward ratio.
Bearish Entry :
Uses a mirror logic of the bullish entry by checking for bearish divergence, ensuring the price is below the appropriate Bollinger level, and confirming volume, trend strength, candle pattern, and risk/reward criteria.
Trade Execution and Exit Strateg y:
Trade Execution :
Upon meeting the entry conditions, the strategy initiates a long or short position.
Stop Loss & Trailing Stops :
A stop-loss is dynamically set using the ATR value, and trailing stops are implemented as a percentage of the close price.
Exit Conditions :
Additional exit filters can trigger early closures based on RSI divergence, mean reversion (via the middle Bollinger Band), or a weakening trend as signaled by ADX falling below its threshold.
This multi-layered exit strategy is designed to lock in gains or minimize losses if the market begins to reverse unexpectedly.
How the Strategy Works in Different Market Conditions :
Trending Markets :
The ADX filter ensures that trades are only taken when the trend is strong. When the market is trending, the directional movement indicators help confirm the momentum, making the reversal signal more reliable.
Ranging Markets :
In choppy markets, the Bollinger Bands expand and contract, while the RSI divergence can highlight potential turning points. The optional filters can be adjusted to avoid false signals in low-volume or low-volatility conditions.
Volatility Management :
With ATR-based stop-losses and a risk/reward filter, the strategy adapts to current market volatility, ensuring that risk is managed consistently.
Recommendation on using this Strategy with a Trading Bot :
This strategy is well-suited for high-frequency trading (HFT) due to its ability to quickly identify reversal setups and execute trades dynamically with automated stop-loss and trailing exits. By integrating this script with a TradingView webhook-based bot or an API-driven execution system, traders can automate trade entries and exits in real-time, reducing manual execution delays and capitalizing on fast market movements.
Disclaimer :
This script is provided for educational and informational purposes only. It is not intended as investment advice. Trading involves significant risk, and you should always conduct your own research and analysis before making any trading decisions. The author is not responsible for any losses incurred while using this script.
Iron Bot Statistical Trend Filter📌 Iron Bot Statistical Trend Filter
📌 Overview
Iron Bot Statistical Trend Filter is an advanced trend filtering strategy that combines statistical methods with technical analysis.
By leveraging Z-score and Fibonacci levels, this strategy quantitatively analyzes market trends to provide high-precision entry signals.
Additionally, it includes an optional EMA filter to enhance trend reliability.
Risk management is reinforced with Stop Loss (SL) and four Take Profit (TP) levels, ensuring a balanced approach to risk and reward.
📌 Key Features
🔹 1. Statistical Trend Filtering with Z-Score
This strategy calculates the Z-score to measure how much the price deviates from its historical mean.
Positive Z-score: Indicates a statistically high price, suggesting a strong uptrend.
Negative Z-score: Indicates a statistically low price, signaling a potential downtrend.
Z-score near zero: Suggests a ranging market with no strong trend.
By using the Z-score as a filter, market noise is reduced, leading to more reliable entry signals.
🔹 2. Fibonacci Levels for Trend Reversal Detection
The strategy integrates Fibonacci retracement levels to identify potential reversal points in the market.
High Trend Level (Fibo 23.6%): When the price surpasses this level, an uptrend is likely.
Low Trend Level (Fibo 78.6%): When the price falls below this level, a downtrend is expected.
Trend Line (Fibo 50%): Acts as a midpoint, helping to assess market balance.
This allows traders to visually confirm trend strength and turning points, improving entry accuracy.
🔹 3. EMA Filter for Trend Confirmation (Optional)
The strategy includes an optional 200 EMA (Exponential Moving Average) filter for trend validation.
Price above 200 EMA: Indicates a bullish trend (long entries preferred).
Price below 200 EMA: Indicates a bearish trend (short entries preferred).
Enabling this filter reduces false signals and improves trend-following accuracy.
🔹 4. Multi-Level Take Profit (TP) and Stop Loss (SL) Management
To ensure effective risk management, the strategy includes four Take Profit levels and a Stop Loss:
Stop Loss (SL): Automatically closes trades when the price moves against the position by a certain percentage.
TP1 (+0.75%): First profit-taking level.
TP2 (+1.1%): A higher probability profit target.
TP3 (+1.5%): Aiming for a stronger trend move.
TP4 (+2.0%): Maximum profit target.
This system secures profits at different stages and optimizes risk-reward balance.
🔹 5. Automated Long & Short Trading Logic
The strategy is built using Pine Script®’s strategy.entry() and strategy.exit(), allowing fully automated trading.
Long Entry:
Price is above the trend line & high trend level.
Z-score is positive (indicating an uptrend).
(Optional) Price is also above the EMA for stronger confirmation.
Short Entry:
Price is below the trend line & low trend level.
Z-score is negative (indicating a downtrend).
(Optional) Price is also below the EMA for stronger confirmation.
This logic helps filter out unnecessary trades and focus only on high-probability entries.
📌 Trading Parameters
This strategy is designed for flexible capital management and risk control.
💰 Account Size: $5000
📉 Commissions and Slippage: Assumes 94 pips commission per trade and 1 pip slippage.
⚖️ Risk per Trade: Adjustable, with a default setting of 1% of equity.
These parameters help preserve capital while optimizing the risk-reward balance.
📌 Visual Aids for Clarity
To enhance usability, the strategy includes clear visual elements for easy market analysis.
✅ Trend Line (Blue): Indicates market midpoint and helps with entry decisions.
✅ Fibonacci Levels (Yellow): Highlights high and low trend levels.
✅ EMA Line (Green, Optional): Confirms long-term trend direction.
✅ Entry Signals (Green for Long, Red for Short): Clearly marked buy and sell signals.
These features allow traders to quickly interpret market conditions, even without advanced technical analysis skills.
📌 Originality & Enhancements
This strategy is developed based on the IronXtreme and BigBeluga indicators,
combining a unique Z-score statistical method with Fibonacci trend analysis.
Compared to conventional trend-following strategies, it leverages statistical techniques
to provide higher-precision entry signals, reducing false trades and improving overall reliability.
📌 Summary
Iron Bot Statistical Trend Filter is a statistically-driven trend strategy that utilizes Z-score and Fibonacci levels.
High-precision trend analysis
Enhanced accuracy with an optional EMA filter
Optimized risk management with multiple TP & SL levels
Visually intuitive chart design
Fully customizable parameters & leverage support
This strategy reduces false signals and helps traders ride the trend with confidence.
Try it out and take your trading to the next level! 🚀
Gabriel's Witcher Strategy [65 Minute Trading Bot]Strategy Description: Gabriel's Witcher Strategy
Author: Gabriel
Platform: TradingView Pine Script (Version 5)
Backtested Asset: Avalanche (Coinbase Brokage for Volume adjustment)
Timeframe: 65 Minutes
Strategy Type: Comprehensive Trend-Following and Momentum Strategy with Scalping and Risk Management Features
Overview
Gabriel's Witcher Strategy is an advanced trading bot designed for the Avalanche pair on a 65-minute timeframe. This strategy integrates a multitude of technical indicators to identify and execute high-probability trading opportunities. By combining trend-following, momentum, volume analysis, and range filtering, the strategy aims to capitalize on both long and short market movements. Additionally, it incorporates scalping mechanisms and robust risk management features, including take-profit (TP) levels and commission considerations, to optimize trade performance and profitability.
====Key Components====
Source Selection:
Custom Source Flexibility: Allows traders to select from a wide range of price and volume sources (e.g., Close, Open, High, Low, HL2, HLC3, OHLC4, VWAP, On-Balance Volume, etc.) for indicator calculations, enhancing adaptability to various trading styles.
Various curves of Volume Analysis are employed:
Tick Volume Calculation: Utilizes tick volume as a fallback when actual volume data is unavailable, ensuring consistency across different data feeds.
Volume Indicators: Incorporates multiple volume-based indicators such as On-Balance Volume (OBV), Accumulation/Distribution (AccDist), Negative Volume Index (NVI), Positive Volume Index (PVI), and Price Volume Trend (PVT) for comprehensive market analysis.
Trend Indicators:
ADX (Average Directional Index): Measures trend strength using either the Classic or Masanakamura method, with customizable length and threshold settings. It's used to open positions when the mesured trend is strong, or exit when its weak.
Jurik Moving Average (JMA): A smooth moving average that reduces lag, configurable with various parameters including source, resolution, and repainting options.
Parabolic SAR: Identifies potential reversals in market trends with adjustable start, increment, and maximum settings.
Custom Trend Indicator: Utilizes highest and lowest price points over a specified timeframe to determine current and previous trend bases, visually represented with color-filled areas.
Momentum Indicators:
Relative Strength Index (RSI): Evaluates the speed and change of price movements, smoothed with a custom length and source. It's used to not enter the market for shorts in oversold or longs for overbought conditions, and to enter for long in oversold or shorts for overboughts.
Momentum-Based Calculations: Employs both Double Exponential Moving Averages (DEMA) on a MACD-based RSI to enhance momentum signal accuracy which is then further accelerated by a Hull MA. This is the technical analysis tool that determines bearish or bullish momentum.
OBV-Based Momentum Conditions: Uses two exponential moving averages of OBV to determine bullish or bearish momentum shifts, anomalities, breakouts where banks flow their funds in or Smart Money Concepts trade.
Moving Averages (MA):
Multiple MA Types: Includes Simple Moving Average (SMA), Exponential Moving Average (EMA), Weighted Moving Average (WMA), Hull Moving Average (HMA), and Volume-Weighted Moving Average (VWMA), selectable via input parameters.
MA Speed Calculation: Measures the percentage change in MA values to determine the direction and speed of the trend.
Range Filtering:
Variance-Based Filter: Utilizes variance and moving averages to filter out trades during low-volatility periods, enhancing trade quality.
Color-Coded Range Indicators: Visualizes range filtering with color changes on the chart for quick assessment.
Scalping Mechanism:
Heikin-Ashi Candles: Optionally uses Heikin-Ashi candles for smoother price action analysis.
EMA-Based Trend Detection: Employs fast, medium, and slow EMAs to determine trend direction and potential entry points.
Fractal-Based Filtering: Detects regular or BW (Black & White) fractals to confirm trade signals.
Take Profit (TP) Management:
Dynamic TP Levels: Calculates TP levels based on the number of consecutive long or short entries, adjusting targets to maximize profits.
TP Signals and Re-Entry: Plots TP signals on the chart and allows for automatic re-entry upon TP hit, maintaining continuous trade flow.
Risk Management:
Commission Integration: Accounts for trading commissions to ensure net profitability.
Position Sizing: Configured to use a percentage of equity for each trade, adjustable via input parameters.
Pyramiding: Allows up to one additional position per direction to enhance gains during strong trends.
Alerts and Visual Indicators:
Buy/Sell Signals: Plots visual indicators (triangles and flags) on the chart to signify entry and TP points.
Bar Coloring: Changes bar colors based on ADX and trend conditions for immediate visual cues.
Price Levels: Marks significant price levels related to TP and position entries with cross styles.
Input Parameters
Source Settings:
Custom Sources (srcinput): Choose from various price and volume sources to tailor indicator calculations.
ADX Settings:
ADX Type (ADX_options): Select between 'CLASSIC' and 'MASANAKAMURA' methods.
ADX Length (ADX_len): Defines the period for ADX calculation.
ADX Threshold (th): Sets the minimum ADX value to consider a strong trend.
RSI Settings:
RSI Length (len_3): Period for RSI calculation.
RSI Source (src_3): Source data for RSI.
Trend Strength Settings:
Channel Length (n1): Period for trend channel calculation.
Average Length (n2): Period for smoothing trend strength.
Jurik Moving Average (JMA) Settings:
JMA Source (inp): Source data for JMA.
JMA Resolution (reso): Timeframe for JMA calculation.
JMA Repainting (rep): Option to allow JMA to repaint.
JMA Length (lengths): Period for JMA.
Parabolic SAR Settings:
SAR Start (start): Initial acceleration factor.
SAR Increment (increment): Acceleration factor increment.
SAR Maximum (maximum): Maximum acceleration factor.
SAR Point Width (width): Visual width of SAR points.
Trend Indicator Settings:
Trend Timeframe (timeframe): Period for trend indicator calculations.
Momentum Settings:
Source Type (srcType): Select between 'Price' and 'VWAP'.
Momentum Source (srcPrice): Source data for momentum calculations.
RSI Length (rsiLen): Period for momentum RSI.
Smooth Length (sLen): Smoothing period for momentum RSI.
OBV Settings:
OBV Line 1 (e1): EMA period for OBV line 1.
OBV Line 2 (e2): EMA period for OBV line 2.
Moving Average (MA) Settings:
MA Length (length): Period for MA calculations.
MA Type (matype): Select MA type (1: SMA, 2: EMA, 3: HMA, 4: WMA, 5: VWMA).
Range Filter Settings:
Range Filter Length (length0): Period for range filtering.
Range Filter Multiplier (mult): Multiplier for range variance.
Take Profit (TP) Settings:
TP Long (tp_long0): Percentage for long TP.
TP Short (tp_short0): Percentage for short TP.
Scalping Settings:
Scalping Activation (ACT_SCLP): Enable or disable scalping.
Scalping Length (HiLoLen): Period for scalping indicators.
Fast EMA Length (fastEMAlength): Period for fast EMA in scalping.
Medium EMA Length (mediumEMAlength): Period for medium EMA in scalping.
Slow EMA Length (slowEMAlength): Period for slow EMA in scalping.
Filter (filterBW): Enable or disable additional fractal filtering.
Pullback Lookback (Lookback): Number of bars for pullback consideration.
Use Heikin-Ashi Candles (UseHAcandles): Option to use Heikin-Ashi candles for smoother trend analysis.
Strategy Logic
Indicator Calculations:
Volume and Source Selection: Determines the primary data source based on user input, ensuring flexibility and adaptability.
ADX Calculation: Computes ADX using either the Classic or Masanakamura method to assess trend strength.
RSI Calculation: Evaluates market momentum using RSI, further smoothed with custom periods.
Trend Strength Assessment: Utilizes trend channel and average lengths to gauge the robustness of current trends.
Jurik Moving Average (JMA): Smooths price data to reduce lag and enhance trend detection.
Parabolic SAR: Identifies potential trend reversals with adjustable parameters for sensitivity.
Momentum Analysis: Combines RSI with DEMA and OBV-based conditions to confirm bullish or bearish momentum.
Moving Averages: Employs multiple MA types to determine trend direction and speed.
Range Filtering: Filters out low-volatility periods to focus on high-probability trades.
Trade Conditions:
Long Entry Conditions:
ADX Confirmation: ADX must be above the threshold, indicating a strong uptrend.
RSI and Momentum: RSI below 70 and positive momentum signals.
JMA and SAR: JMA indicates an uptrend, and Parabolic SAR is below the price.
Trend Indicator: Confirms the current trend direction.
Range Filter: Ensures market is in an upward range.
Scalping Option: If enabled, additional scalping conditions must be met.
Short Entry Conditions:
ADX Confirmation: ADX must be above the threshold, indicating a strong downtrend.
RSI and Momentum: RSI above 30 and negative momentum signals.
JMA and SAR: JMA indicates a downtrend, and Parabolic SAR is above the price.
Trend Indicator: Confirms the current trend direction.
Range Filter: Ensures market is in a downward range.
Scalping Option: If enabled, additional scalping conditions must be met.
Position Management:
Entry Execution: Places long or short orders based on the identified conditions and user-selected position types (Longs, Shorts, or Both).
Take Profit (TP): Automatically sets TP levels based on predefined percentages, adjusting dynamically with consecutive trades.
Re-Entry Mechanism: Allows for automatic re-entry upon TP hit, maintaining active trading positions.
Exit Conditions: Closes positions when TP levels are reached or when opposing trend signals are detected.
Visual Indicators:
Bar Coloring: Highlights bars in green for bullish conditions, red for bearish, and orange for neutral.
Plotting Price Levels: Marks significant price levels related to TP and trade entries with cross symbols.
Signal Shapes: Displays triangle and flag shapes on the chart to indicate trade entries and TP hits.
Alerts:
Custom Alerts: Configured to notify traders of long entries, short entries, and TP hits, enabling timely trade management and execution.
Usage Instructions
Setup:
Apply the Strategy: Add the script to your TradingView chart set to BTCUSDT with a 65-minute timeframe.
Configure Inputs: Adjust the input parameters under their respective groups (e.g., Source Settings, ADX, RSI, Trend Strength, etc.) to match your trading preferences and risk tolerance.
Position Selection:
Choose Position Type: Use the Position input to select Longs, Shorts, or Both based on your market outlook.
Execution: The strategy will automatically execute and manage positions according to the selected type, ensuring targeted trading actions.
Signal Interpretation:
Buy Signals: Blue triangles below the bars indicate potential long entry points.
Sell Signals: Red triangles above the bars indicate potential short entry points.
Take Profit Signals: Flags above or below the bars signify TP hits for long and short positions, respectively.
Bar Colors: Green bars suggest bullish conditions, red bars indicate bearish conditions, and orange bars represent neutral or consolidating markets.
Risk Management:
Default Position Size: Set to 100% of equity. Adjust the default_qty_value as needed for your risk management strategy.
Commission: Accounts for a 0.1% commission per trade. Adjust the commission_value to match your broker's fees.
Pyramiding: Allows up to one additional position per direction to enhance gains during strong trends.
Backtesting and Optimization:
Historical Testing: Utilize TradingView's backtesting features to evaluate the strategy's performance over historical data.
Parameter Tuning: Optimize input parameters to align the strategy with current market dynamics and personal trading objectives.
Alerts Configuration:
Set Up Alerts: Enable and configure alerts based on the predefined alertcondition statements to receive real-time notifications of trade signals and TP hits.
Additional Features
Comprehensive Indicator Integration: Combines multiple technical indicators to provide a holistic view of market conditions, enhancing trade signal accuracy.
Scalping Options: Offers an optional scalping mechanism to capitalize on short-term price movements, increasing trading flexibility.
Dynamic Take Profit Levels: Adjusts TP targets based on the number of consecutive trades, maximizing profit potential during favorable trends.
Advanced Volume Analysis: Utilizes various volume indicators to confirm trend strength and validate trade signals.
Customizable Range Filtering: Filters trades based on market volatility, ensuring trades are taken during optimal conditions.
Heikin-Ashi Candle Support: Optionally uses Heikin-Ashi candles for smoother price action analysis and reduced noise.
====Recommendations====
Thorough Backtesting:
Historical Performance: Before deploying the strategy in a live trading environment, perform comprehensive backtesting to understand its performance under various market conditions. These are the premium settings for Avalanche Coinbase.
Optimization: Regularly review and adjust input parameters to ensure the strategy remains effective amidst changing market volatility and trends. Backtest the strategy for each crypto and make sure you are in the right brokage when using the volume sources as it will affect the overall outcome of the trading strategy.
Risk Management:
Position Sizing: Adjust the default_qty_value to align with your risk tolerance and account size.
Stop-Loss Implementation: Although the strategy includes TP levels, they're also consided to be a stop-loss mechanisms to protect against adverse market movements.
Commission Adjustment: Ensure the commission_value accurately reflects your broker's fees to maintain realistic backtesting results. Generally, 0.1~0.3% are most of the average broker's comission fees.
Slipage: The slip comssion is 1 Tick, since the strategy is adjusted to only enter/exit on bar close where most positions are available.
Continuous Monitoring:
Strategy Performance: Regularly monitor the strategy's performance to ensure it operates as expected and make adjustments as needed. A max-drawndown hit has been added to operate in case the premium Avalanche settings go wrong, but you can turn it off an adjust the equity percentage to 50% if you are confortable with the high volatile max-drown or even 100% if your account allows you to borrow cash.
Customization:
Indicator Parameters: Tailor indicator settings (e.g., ADX length, RSI period, MA types) to better fit your specific trading style and market conditions.
Scalping Options: Enable or disable scalping based on your trading preferences and risk appetite.
Conclusion
Gabriel's Witcher Strategy is a robust and versatile trading solution designed to navigate the complexities of the Crypto market. By integrating a wide array of technical indicators and providing extensive customization options, this strategy empowers traders to execute informed and strategic trades. Its comprehensive approach, combining trend analysis, momentum detection, volume evaluation, and range filtering, ensures that trades are taken during optimal market conditions. Additionally, the inclusion of scalping features and dynamic take-profit management enhances the strategy's adaptability and profitability potential. Unlike any trading strategy, with both diligent testing and continuous monitoring under the strategy tester, it's possible to achieve sustained success by adjusting the settings to the individual Crypto that need it, for example this one is preset for Avalanche Coinbase 65 Miinutes but it can be adjust for BTCUSD or Etherium if you backtest and search for the right settings.
RSI Box Strategy (pseudo- Grid Bot)This is a strategy intended primarily for algorithmic traders. It's a pseudo-grid bot that uses a dynamic, volume-weighted grid that only updates when the RSI meets certain conditions. It's also a breakout strategy, whereas normal grid bots are not (typical grid bots sell when a higher grid is reached, whereas this strategy sells when a lower grid is breached under specific conditions). This strategy also sells 100% of pyramiding orders on close.
In a nutshell, the strategy updates its grid to the volume-weighted highest/lowest values of your given source ("src" in the settings) each time that there is a RSI crossunder/crossover. From this range it produces an evenly-spaced grid of five lines, and uses the current source to determine which grid line is closest to the source. Then, if the source crosses over the line directly above the current line, it enters a buy order. If the source crosses under the line directly below the current line, it enters a sell order.
You can configure shorts, source, RSI length, and overbought/oversold levels in the settings.
For the strategy results below: fees are at 0.1% per trade, with order size 1% of equity and a max pyramiding value of 33. For a greater R/R profile, you can increase the order size, which will increase drawdown but potentially yield better results.
