Mulai

Exponential

XPloRR MA-Buy ATR-Trailing-Stop Long Term Strategy Beating B&HXPloRR MA-Buy ATR-MA-Trailing-Stop Strategy Long term MA Trailing Stop strategy to beat Buy&Hold strategy None of the strategies that I tested can beat the long term Buy&Hold strategy. That's the reason why I wrote this strategy. Purpose: beat Buy&Hold strategy with around 10 trades. 100% capitalize sold trade into new trade. My buy strategy is triggered by the EMA(blue) crossing over the SMA curve(orange). My sell strategy is triggered by another EMA(lime) of the close value crossing the trailing stop(green) value. The trailing stop value(green) is set to a multiple of the ATR(15) value. ATR(15) is the SMA(15) value of the difference between high and low values. Every stock has it's own "DNA", so first thing to do is find the right parameters to get the best strategy values voor EMA, SMA and Trailing Stop. Then keep using these parameter for future buy/sell signals only for that particular stock. Do the same for other stocks. Here are the parameters: Exponential MA: buy trigger when crossing over the SMA value (use values between 11-50) Simple MA: buy trigger when EMA crosses over the SMA value (use values between 20 and 200) Stop EMA: sell trigger when Stop EMA of close value crosses under the trailing stop value (use values between 8 and 16) Trailing Stop #ATR: defines the trailing stop value as a multiple of the ATR(15) value Example parameters for different stocks (Start capital: 1000, Order=100% of equity, Period 1/1/2005 to now): BAR(Barco): EMA=11, SMA=82, StopEMA=12, Stop#ATR=9 Buy&HoldProfit: 45.82%, NetProfit: 294.7%, #Trades:8, %Profit:62.5%, ProfitFactor: 12.539 AAPL(Apple): EMA=12, SMA=45, StopEMA=12, Stop#ATR=6 Buy&HoldProfit: 2925.86%, NetProfit: 4035.92%, #Trades:10, %Profit:60%, ProfitFactor: 6.36 BEKB(Bekaert): EMA=12, SMA=42, StopEMA=12, Stop#ATR=7 Buy&HoldProfit: 81.11%, NetProfit: 521.37%, #Trades:10, %Profit:60%, ProfitFactor: 2.617 SOLB(Solvay): EMA=12, SMA=63, StopEMA=11, Stop#ATR=8 Buy&HoldProfit: 43.61%, NetProfit: 151.4%, #Trades:8, %Profit:75%, ProfitFactor: 3.794 PHIA(Philips): EMA=11, SMA=80, StopEMA=8, Stop#ATR=10 Buy&HoldProfit: 56.79%, NetProfit: 198.46%, #Trades:6, %Profit:83.33%, ProfitFactor: 23.07 I am very curious to see the parameters for your stocks and please make suggestions to improve this strategy.
Strategi Pine Script®
oleh XPl0RR
1
6 Simple Blue & 5 Exponential Yellow Moving Averages6 simple and 5 exponential Moving Averages in one indicator. I made this because its not always easy to tell what average the price might be bouncing off from when you only have a couple at a time. For some reason, the defaults aren't working. To fix this, just open the configuration for the indicator after the first time that you load it. Then check/uncheck the box and set the time period. If anyone knows how I can fix this in the code, please let me know. Blue indicators are simple and the Yellow are exponential. Thinner more transparent lines are shorter term averages and Thicker lines are longer term averages. I modeled it after the source of several other scripts which had less averages
Indikator Pine Script®
oleh ryanman0
7
Fractal Adaptive Moving AverageSettings: FRAMA: blue line, SC = 252, FC = 40, length = 252 EMA: orange line, length = 50 FRAMA seems to be the evolution of the current and much-used EMA. The basic strategy is simple: long if the price crosses up the line, short or exit if vice versa. The main difference between EMA and FRAMA is that the first one seems to lag much more than the first one, as we can see from the chart below (crude oil daily chart) FYI etfhq.com quantstrattrader.wordpress.com
Indikator Pine Script®
oleh Shizaru
8
EMA bullish/bearish dashboard - MTFThis is a good reminder for which way you should be placing orders. It's best to not ignore these signals!!! lime = full bull - 100ema above 200ema and price is above 200ema green = hallf bull - price now below 200ema but 100ema is still above the 200 maroon = full bear - opposite of full bull red = half bear - opposite of half bull Also with multi timeframe option - so I guess you could stack several of these on a single framed chart if you wanted.
Indikator Pine Script®
oleh squattter
1