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Compound strategyIn this strategy, I looked at how to manage the crypto I bought. Once we have a little understanding of how cryptocurrency is valued, we can manage the coins we have. For example, the most valuable coin in a coin is to sell when it is overvalued and re-buy when it is undervalued. Furthermore, I realised that buying from the right place and selling at the right time is very important to make a good profit. When it says sell, it's divided into several parts. 1. When the major uptrend is over and we are able to make the desired profit, we will sell our holdings outright. 2. Selling in the middle of a down trend and buying less than that amount again 3. When a small uptrend is over, sell the ones you bought at a lower price and make a small profit. The other important thing is that the average cost is gradually reduced. Also, those who sell at a loss will reduce their profit (winning rate), so knowing that we will have a chance to calculate our loss and recover it. I used this to write a strategy in Trading View. I have put the link below it. From that we can see how this idea works. What I did was I made the signal by taking some technical indicators as I did in the previous one (all the indicators I got in this case were directional indicators, then I was able to get a good correlation and a standard deviation. I multiplied the correlation and the standard deviation by both and I took the signal as the time when the graph went through zero, and I connected it to the volume so that I could see some of the volume supported by it.) Now let me tell you a little bit about what I see in this strategy. In this I used the compound effect. That is, the strategy, the profit he takes to reinvest. On the other hand, the strategy itself can put a separate stop loss value on each trade and avoid any major loss from that trade. I also added to this strategy the ability to do swing trading. That means we can take the small profits that come with going on a big up trend or a big down trend. Combined with Compound Effect, Stop Loss and Swing Trading, I was able to make a profit of 894% per annum (1,117.62% for 15 months) with a winning rate of 80%. Winning rate dropped to 80% because I added stop loss and swing trading. The other thing is that I applied DCA to this in both the up trend and the down trend (both). That was another reason for me to make a good profit. The orange line shows how to reduction of costly trade. The yellow line shows the profit and you can see that the profit line does not go down during the loss trades. That's because I want to absorb the loss from that trade.
Pine Script® strategy
by pcooma
12
Combo Backtest 123 Reversal & Statistical Volatility This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This indicator used to calculate the statistical volatility, sometime called historical volatility, based on the Extreme Value Method. Please use this link to get more information about Volatility. WARNING: - For purpose educate only - This script to change bars colors.
Pine Script® strategy
by HPotter
11
Pattern Recognition Probabilities [racer8]Brief 🌟 Pattern Recognition Probabilities (PRP) is a REALLY smart indicator. It uses the correlation coefficient formula to determine if the current set of bars resembles that of past patterns. It counts the number of times the current pattern has occurred in the past and looks at how it performed historically to determine the probability of an up move, down move, or neutral move. I'd like to say, I'm proud of this indicator 😆🤙 This is the SMARTEST indicator I have ever made 🧠🧠🧠 Note: PRP doesn't give you actual probabilities, but gives you instead the historical occurrences of up, down, and neutral moves that resulted after the pattern. So you can calculate probabilities based on these valuable statistics. So for example, PRP can tell you this pattern has historically resulted in 55 up moves, 20 down moves, and 60 neutral moves. Parameters 🌟 You can adjust the Pattern length, Minimum correlation, Statistics lookback, Exit after time, and Atr multiplier parameters. Pattern length - determines how long the pattern is Minimum correlation - determines the minimum correlation coefficient needed to pass as a similiar enough pattern. Statistics lookback - lookback period for gathering all the patterns in the past. Exit after time - determines when exit occurred (number of periods after pattern) ; is the point that represents the pattern's result. Atr multiplier - determines minimum atr move needed to qualify whether result was an up/down move or a neutral move. If a particular historical pattern resulted in a move that was less than the min atr, then it is recorded as a neutral move in the statistics. Thanks for reading! 🙏 Good luck 🍀 Stay safe 😷 Drink lots of water💧 Enjoy! 🥳 and Hit the like button! 👍
Pine Script® indicator
by racer8
28
Daily GAP StatsI did not write the script from scratch but rather started editing code of an existing one. The original code came from a script called GAP DETECTOR by @Asch- First up: I am a trader, not a programmer and therefore my code most likely is inefficient. If someone with more expertise would like to help and optimize it - feel free to get in touch, I am always happy to learn some new tricks. :) This script does 2 things: - It shows daily gaps stats based on user inputs - It shows color coded labels on gap days with additional information in tooltips ( important: make sure to read 'known issues/limitations' at the end ) User Inputs ========== Although the input dialog is pretty straight forward, I do a quick rundown: - Length: max lookback time - Gap Direction: self explanatory - Show All Gaps | Cont Only | Reversal Only | Off: This refers to the way labels are displayed on gap days (again: make sure to read known issues/limitations!) - Show All Gaps: does what it says - Cont Only: only shows gaps where price continued in the gap direction. If you filter for gap ups and chose 'Cont only' you will only see labels on gap days where price closed above the open (and vice versa if you scan for gap downs). - Reversal Only: you will only see labels for closes below the open on gap up days (and the opposite on gap down days) - Off: self explanatory - Gap Measure in ATR/PCT: self explanatory, ATR is calculated over a 10d period - Gap Size (Abs Values): no negative values allowed here. If you filter for gap downs and enter 3 it means it will show gaps where the stock fell more than 3 ATR/PCT on the open. - RVOL Factor: along with significant gaps should come significant volume. RVOL = volume of the gap day / 20d average volume - Viewing Options: Placing the stats label in the window is a bit tricky (see knonw issues/limitations) and I was not sure which way I liked better. See for yourself what works best for you. Known Isusses/Limitations: ======================= - Positioning of the stats table: As to my knowledge, Tradingview only allows label positioning relative to price and not relative to the chart window. I tried to always display the gap stats table in the upper right corner, using 52wk high as y-coordinate. This works ok most of the time, but is not pretty. If anybody has some fancy way to tag the label in a fixed position, please get in touch. - Max number of labels per script: TradingView has a limitation that allows a maxium of ~50 labels per script. If there are more labels, TradingView will automatically cut the oldest ones, without any notification. I have found this behaviour to be rather inconsistent - sometimes it'll dump labels even if there are a lot fewer than 50. Hopefully TradingView will drop this limitation at one point in the future. Important: The inconsistent display of the gap day labels has NO INFLUENCE on the calculations in the gap stats table - the count and the calculations are complete and correct!
Pine Script® indicator
by dax50
15
Alpha Performance of PeriodAlpha Performance of Period (PoP) produces a visualization of returns (gains and losses) over a quarterly, monthly, or annual period. It also displays the total % gain and loss over any length of days, months, and years as defined by the user. Performance of Period (PoP) can be used to understand the performance of an asset over multiple periods using a single chart layout, and to compare the performance of different assets by using a multi-chart layout. This can, for example, be used to compare the NASDAQ, S&P, and DJI over the past 20 years to create a dow vs. nasdaq vs. s&p performance chart. This can help you understand a comparison of historical returns by showing which performs the best month-over-month, quarter-to-quarter, year-to-year, throughout any custom period of days/months/years. The ability to get a visualization of the % gain/loss can help to better understand how markets have performed over time and which markets have historically performed the best. Check out the up and coming Educational Idea we will be releasing soon after this is live to see an example of how we use this tool. Current Period Label ----- Current Period : This label shows the current period's performance only when you hover over it. (This label is located to the left of the current period's open candle and at the current candles close price) TICKER "Time Period" Performance Label ----- Total Period Gain : The total of all % gain periods from the start to end date. Largest Period Gain : The biggest % gain period from the start to end date. Total Period Loss : The total of all % loss periods from the start to end date. Largest Period Loss : The biggest % loss period from the start to end date. Total period Performance : The total % performance, the difference between the total gain and total loss. NOTE : The "Current Period" performance is excluded from ALL five of the above-mentioned figures. This was done to avoid giving inaccurate comparison figures due to the period not being finished yet. Inputs ----- Current Script Version + Info : A drop-down list of instructions for the user to refer to. Dark Mode Labels : Toggle on for Dark Mode. This is done since Labels text and background color can not be adjusted separately within the visual inputs so this is the best fit solution. Time Period of Returns : Pick the period of performance you would like to emulate monthly/quarterly/annual. Start Date : The day to start tracking performance. Start Month : The month to start tracking performance. Start Year : The year to start tracking performance. End Date : The day to stop tracking performance. End Month : The month to stop tracking performance. End Year : The year to stop tracking performance. As always if you have any feedback let us know in the comments and leave a like if you enjoy this tool :)
Pine Script® indicator
by AlphaBotSystem
4
Layering PlotsLets say you want to layer into a position and you'd like to see it turn around. The study lets you set a baseline and increments above and below that baseline. A green cross is plotted ever time the price crosses above one of the increments, and red when crossing below that increment. In the example I set the baseline to $22.1, and Layer increments to $0.50. So it will plot a cross every 50 cents above and below the baseline. This can be used on any chart period (daily, hourly, 5min...), but is limited to 9 layers above and below the baseline. NOTES... Lime = when price crosses above a layer that is above the baseline Green = when price crosses above a layer below the baseline Pink = when price crosses below a layer that is above the baseline Red = when price crosses below a layer below the baseline IMPORTANT... This does not plot sometimes. I'm using a crossover crossunder function, and if a candle gaps open below and ends above a layer, this will not plot. It is not in error, just the way that function works. I will be looking to improve this study, wanted to share what I have for now.
Pine Script® indicator
by oldinvestor
Multi-Timeframe VWAPShows the Daily, Weekly, Monthly, Quarterly, and Yearly VWAP. Also shows the previous closing VWAP, which is usually very near the HLC3 standard pivot for the previous time frame. i.e. The previous daily VWAP closing price is usually near the current Daily Pivot. Tickers interact well with the previous Daily and Weekly closing VWAP. Enabling the STDEV bands shows 3 separate standard deviation levels, defaulted at 1, 2, and 3. The lookback period for the bands is always changing with each new bar, since the standard deviation is calculated from the current bar to the beginning of the period. This is different from bollinger bands, as the lookback is constant (usually 20 periods is the textbook default). The STDEV bands interval of interest can be changed from Day (D), Week (W), Month (M), Quarter (Q), Year (Y). Tickers tend to bounce very well on Daily, Weekly, and Yearly VWAP (Yes... Year). Use this code and observe the Year VWAP on several major symbols through the past few years and eyes will be opened.
Pine Script® indicator
by mortdiggiddy
64
GEOMETRIC STANDARD DEVIATION BANDS v1 by @XeL_ArjonaGEOMETRIC STANDARD DEVIATION BANDS Ver.1 By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The embedded code and ideas within this work are FREELY AND PUBLICLY available on the Web for NON LUCRATIVE ACTIVITIES and must remain as is. WHAT'S THIS? This IS NOT the wheel "Re-Invention"... This is exactly what the name says: A pair of Envelope Bands to measure "volatility", constructed at statistical relation from within price series and their Rolling back MEAN (Simple Moving Average). YES, What Mr. Bollinger did and put it's name to this simple, cleaver and popular formula. This time, I took the time to make another simple mod, but seems to me to be quite functional in REAL VOLATILE assets like in the example chart: TO USE THEIR GEOMETRIC MODE!! Cheers! Any feedback or public modification(s) are quite welcome to the community....! @XeL_Arjona Apr 28 2016
Pine Script® indicator
by xel_arjona
6
EVWMA Acc/Dist. Pressure & FRACTAL BANDS by @XeL_ArjonaEVWMA ACCUMULATION/DISTRIBUTION PRESSURE & FRACTAL BANDS Version: 3.0 @ 4.11.2015 By Ricardo M Arjona @XeL_Arjona DISCLAIMER: The following indicator IS NOT INTENDED TO BE A FORMAL INVESTMENT ADVICE OR TRADING RECOMMENDATION BY THE AUTHOR, nor should be construed as such. Users will be fully responsible by their use regarding any kind of trading vehicles or assets. The following script and ideas within this work are FREELY AND PUBLICLY availables on the Web for NON LUCRATIVE ACTIVITIES and must remain as is. -== IMPORTANT: THIS IS AN EXPERIMENTAL INDICATOR ==- What is this? This work is a derivation of my previous Accumulation/Distribution scripts publicly available in TradingView in an effort to clean, speedup and make the indicator cleaner as possible. The current indicator is based on already tested and Mathematically proof concepts as described below: The MAIN Rolling back median line or "Vortex" is constructed by a simple and equal weighting of distributed volume along the candle range (This approach is just an "estimator" of Buyers Vs. Sellers given the lack of tick resolution in TradingView, a real "DELTA" can only be 100% reliable with Market Depth (Ask/Bid ticks)), Given this, with each "volume weights", the price is post-processed against a true statistical Average calculation formerly: ELASTIC VOLUME WEIGHTED MOVING AVERAGE. The FRACTAL BANDS are just Standard Deviation's with GOLDEN RATIO as multiplier (1.618) derived one from each other within it's origin on the former "Vortex Median". The Standard Error Bands comply as the original indicator described by Jon Andersen but given the true statistical nature of EVWMA, the original LinReg line has been substituted by the former. ALL NEW IDEAS OR MODIFICATIONS to this indicator are welcome in favor to deploy a better technical tool. Any important addition to this work MUST REMAIN PUBLIC by means of CreativeCommons CC & TradingView user rules. (C) 2015 @XeL_Arjona
Pine Script® indicator
by xel_arjona
7
Standard Error Bands by @XeL_arjonaStandard Error Bands - Code by @XeL_arjona Original implementation by: Traders issue: Stocks & Commodities V. 14:9 (375-379): Standard Error Bands by Jon Andersen Version 1 For a quick and publicly open explanation of this Statistical indicator, you can refer at Here! Extract from the former URL: Standard Error bands are quite different than Bollinger's. First, they are bands constructed around a linear regression curve. Second, the bands are based on two standard errors above and below this regression line. The error bands measure the standard error of the estimate around the linear regression line. Therefore, as a price series follows the course of the regression line the bands will narrow, showing little error in the estimate. As the market gets noisy and random, the error will be greater resulting in wider bands.
Pine Script® indicator
by xel_arjona
4