Double Bollinger StrategyFrom "Bitcoin Trading Strategies: Algorithmic Trading Strategies For Bitcoin And Cryptocurrency That Work" by David Hanson.
*Works better with 1hr time frame and some input optimisations.
"Double Bollinger Band Scalping System
Recommended Timeframe: 1 minute or 5 minute *
Required Indicators:
// - RSI with a length of 14 (default settings)
// - Bollinger band #1 settings: Length = 50, stDev = 1 Hide the basis/middle line (basis line not needed for this strategy)
Note: This is the slower bollinger band in the directions
// - Bollinger band #2 settings: Length 20, stDev = 1 Hide the basis/middle line (basis line not needed for this strategy)
Note: This is the faster bollinger band in the directions
Enter Long/Buy Trade When:
// - RSI is above the level 50
// - A candle closes above the top of the faster bollinger band
Enter a long when a candle then closes above the top of the slower bollinger band, and price is above the top of both bands
Place a stop loss under the low of the entry candle Example of a long trade using this strategy
Exit Long Trade When: A candle closes below the top band of the fast bollinger band
Enter Short/Sell Trade When:
// - RSI is below the level 50
// - A candle closes below the bottom of the faster bollinger band
Enter a short when a candle then closes below the bottom of the slower bollinger band, and price is below both bands
Place a stop loss above the high of the entry candle Example of a short trade using this strategy
Exit Short Trade When: Price closes inside the bottom of the faster bollinger band"
Volatilitas
Donchian Channels strategy with backtestHere's another trading strategy for you. This one is based on the standard Donchian Channels.
This one will - by default - wait for 2 consecutive higher highs (or lower lows) before taking a position. This can be disabled so the script will take a new trade without waiting for the 2nd high or low.
This is useful to avoid getting into a trade when market makers are aiming for a swing-failure pattern (= taking out stop/losses below the last low or above the last high)
For people who don't like to short, there's also the option to exclude shorts.
Enjoy!
Tendies Heist Auto Compounding ExampleThis is an example of how we can use compounding to control our position size. This example shows how we can automatically add and reduce position size based on account equity. The "initial capital" in properties is the starting account equity. At default its set to 100,000. If our max position size is set to 25 then the very first position that's taken has a position size of 10, IF our leverage is set to 10,000. Account equity divided by leverage equals position size. So in that example 100,000 divided by 10,000 in leverage gives us a max position size of 10. However the max position size was set to 25 meaning we would need 250k in equity for it to open a position size of 25 with the leverage set at 10k. Now if the initial capital was set to 100,000 and the max position size was set to 5 and leverage remained at 10,000, all though 100,000 divided by 10,000 equals 10 it will ONLY open a position size of 5, because the max position size in this example was set at 5. Since this works for strategies you may look through the trade log on the posted back test and check out the position size, you can see in this back test the default 100k is used for the initial capital and the default 10k was used for the leverage. You will be able to see as this logic loses money it takes contracts away and as it gains money it adds contracts. I'm using trading view's basic strategy logic example to provide an example of how the compounding logic works.
Note, don't forget to add the syntax below to your strategy.entry call for this logic to work.
qty = size
Tendies Heist LLC 2021
Kifier's MFI/STOCH Hidden Divergence/Trend BeaterMFI/STOCH Hidden Divergence/Trend Beater
General Idea:
My premise around this strategy was to make a general strategy for crypto that would help out with finding entry positions for when you’re bullish on a crypto and want to hold on for a while, and at the same time avoiding massive drops. Essentially a way to mix long term/ swing trading; I somewhat achieved my goal however it still requires a lot of logic tuning of the trend averages.
I’m a huge proponent of volume indicators and coupled with average closing price, I think this gives a really good idea of what is happening with the market. It gives an idea on the market and retail investor sentiment. This generally gives you logical entry positions (Although I don’t know how amazing that will work with all cryptos, there’s a fine line between a good strategy and one that just rides bubble market conditions, some would argue that’s still a success and others not)
How it works:
There are many components to the strategy that try to do different things:
First of all there are two types of entries, a MFI hidden divergence with a STOCH check, essentially it will only fire when a divergence is detected while STOCH is above 50%, however this might be changed in the future as due to the volatile nature of cryptos, the STOCH is not too effective. The second entry is a simple MFI/STOCH trend, if STOCH is above 50% and the trend is detected to be in a trending long, once a MFI crossover over the 50% line is detected an entry is placed, this is designed to get out profit where the divergence would otherwise be less accurate during strongly trending conditions.
-MFI is a great indicator, as a volume weighted momentum indicator I find it the most accurate of all, the STOCH however is a great indicator to get a general picture of simple market conditions and can filter out the emotional noise of retail investors.
-VWMA and an SMA (The bottom oscillator) gives an idea of the trend tacking into account of the volume, this serves as a more short term filter of the trend for filters.
-OBV checks are done between the OBV and an EMA of the OBV, to get the idea of a volume weighted long trend, which is important for crypto as there are massive rallies to go up due to retail greed, it’s great to jump onto it at the beginning, and get off before the stack of cards fall apart.
-ATR is used to detect when the market is relatively just ranging or moving sideways, which is where the hidden divergence entries are done, during predictable and profitable market conditions.
- Stop loss is based on the closest support of the entry, this is a nice medium of room to breath but also an actual stop loss.
Future plans and improvements:
Currently there’s a lot I want to improve, mostly the divergence detection and the overall sharpe ratio could be much better, but the current value of 0.5 gives me hope that the strategy is onto something. I also want to change TP from a percentage stop to something more dynamic but that might be too optimistic. The current plan is to paper trade test this either by manual or by a python bot, to see how it performs with some user input as well.
Chaikin Money Flow + MACD + ATRHere I present you on of Trade Pro's Trading Idea: Chaikin Money Flow + MACD + ATR.
This strategy is not as profitable as it can be seen in one of his videos. In the forex market, the strategy could reach a maximum of 35% profitability.
I have, as some of my followers have requested, created an overview of the current position, risk and leverage settings in the form of a table.
Furthermore, one can again swap between short and long positions.
It is now possible to select or deselect individual indicators.
I have chosen the ATR alone as a take profit stop loss, as in his strategy.
A position is only triggered as soon as all prerequisites have been fulfilled and a command is executed. This prevents false triggering by bots and repainting.
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How does the strategy work?
ENTRY
Long
The MACD indicator must be above the zero line.
Then the K line must cross the D line.
Finally, when this happens, the Money Flow Index must be above the zero line.
Short
Contrary to the premise of long positions.
EXIT
ATR Exit
The value of ATR at the time of buying is multiplied by the value entered in "Profit factor ATR" and "Stop factor ATR". As soon as the price reaches this value, it is closed.
Important
The script must be optimized for each coin or currency pair.
I will publish a guide to the strategy shortly. There I will explain how the table works and how to set the strategy correctly.
The results of the strategy are without commissions and leverage.
If you have any questions or feedback, please let me know in the comments.
Bollinger Bands + ADX Strategy// This strategy uses Bollinger Bands to buy when the price
// crosses over the lower band and sell when it crosses down
// the upper band. It only takes trades when the ADX is
// below a certain level, and exits all trades when it's above it.
Momentum Trading By Mahfuz AzimA following indicator is Momentum Trading that uses fast QQE crosses with Moving Averages
Use for trend direction filtering. QQE or Qualitative Quantitative Estimation is based
Relative strength index (RSI), but uses a smoothing technique as an additional transformation. Three crosses can be selected (all selected by default)
DEMA/EMA & VOLATILITY (VAMS)The biggest issue with momentum following strategies is over signaling during whipsaw periods. I created this strategy that measure momentum with DEMA (Fast Moving) and EMA (Slow moving). In order to mitigate over signaling during whipsaw periods I implemented the average true range percentage (ATRP) to measure realized volatility. If momentum is picking up while volatility is under a certain threshold it purchases the security. If momentum slows while volatility picks up it sells the security. Additionally, if momentum picks up, but volatility is high, it stays out of the security. This follows the theory that during sustained uptrends volatility will decrease, and during market corrections the volatility picks up. Following the old adage that markets climb up the stairs, and fall out the window. Note that this strategy does repaint due to it entering and closing positions at the close of the bars. I forgot to mention how volatility is measured high vs low. If the ATRP is above the EMA of the ATRP the strategy interprets the volatility is increasing and does not enter the security & Vice Versa for selling (with momentum signal of MAs)
This is just my first strategy, any feedback would be much appreciated.
[KL] Relative Volume StrategyThis strategy will Long when:
Confirmation #1: when volume is relatively high
Confirmation #2: during periods of price consolidation (See )
It exits when either (a) stop loss limit is reached, or when (b) price actions suggest trend is bearish.
Measuring price volatility to assume consolidation:
For each candlestick, we quantify price volatility by referring to the value of standard deviations (2x) of closing prices over a look-back period of 20 candles. This is exactly what the Bollinger Band (“BOLL”) indicates by default.
Knowing the value of standard deviation (2x) of prices (aka the width of lower/upper BOLL bands), we then compare it with ATR (x2) over a user-defined length (can be configured in settings). Volatility is considered to be low, relatively, when the standard deviation (x2) of prices is less than ATR (2x).
Ichimoku Long and Short StrategyThis is a script which tell u when all the parameters in the ichimoku are positive or negative this to open a long or short.
Conditions to show a long:
-Ichimoku cloud in green
-Price Close above Ichimoku cloud
-Lagging span above cloud
-Conversion line above base line
Conditions to show a short:
-Ichimoku cloud in red
-Price close below Ichimoku cloud
-Lagging span below cloud
-Conversion line below base line
Dont take this as principal signal to take longs and shorts. Create your own strategy and dont trust 100% in te indicator.
For highers TF use highers TP and SL and for lowest TF use lowest TP and SL.
This is te settings i use :
15M TF
Conversion line: 9
Base line: 26
Lagging span: 52
displacement: 26
TP: 5%
SL: 3%
1H TF
Conversion line: 9
Base line: 26
Lagging span: 52
displacement: 26
TP: 8%
SL: 4%
If u find better settings pls share ir with us.
TF = Time Frame
TP = Take Profit
SL = Stop Loss
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BTC Volatility Band StrategyThis script/strategy is a pullback system designed for securities with high volatility so naturally Bitcoin is an excellent choice for trading this. This could be used both on a daily chart or on lower timeframes (I found good results on 3hr timeframe but haven't tested it on anything under 1hr).
A volatility band is created by comparing the candle close price of the previous 2 candles and and it uses this change in price to create a moving average. A band is wrapped around the moving average with a standard deviation of 1 for the inner band and 2 for the outer band. If the price is above a pre-set MA (moving average filter) then it is determined we are in an uptrend so the strategy will issue a buy signal when we are in an uptrend and there is a pullback which causes the lower inner deviation band to be spiked, but if the price continues and falls through the outer deviation band then a buy signal will not issue as this detriments that the volatility spike is to great. You can see a spike "buy" event occur on the indicator where the background is coloured green. For a short/sell then there will be a spike on the upper inner band and we are below the pre-set MA filter, for this it shows with red background on the indicator.
The user can change the date range they wish to test, the moving average period for the volatility tracking and the inner and outer band deviations. On BTC I left the inner deviation and outer deviation bands on standard settings but found the 3 period volatility tracking to be good for trading 1 day chart and the 5 period volatility tracking good for the 3hr chart. Since this is not a buy and hold strategy then for trading you would probably want to stick with the most liquid coins so you can get in and out very fast on any exchange. If you wanted to tray this on less volatile markets then changing the inner deviation band to ~0.75 would work okay in various futures markets likely stocks as well. The take profit and stop loss levels are based on a multiple of the trading range looking back the past 7 candles.
Attached result is trading 1 BTCUSDT contract on Binance.
SuperTrend - Custom Screener and Dynamic AlertsTrading View today published a desktop Bad Internet connection indicator ?! which set me thinking…
Despite recently introduced Dynamic Alerts many scripts do not leverage the information available for active traders and traders on the GO!
So decided to share this script totally ALERT focused on one of the most popular DAY trading indicators.
Of course no more BAD internet problem as long your TV APP is configured , you will have enough data for a mental picture of the chart..
The Alerts give you the BAR Close , %percent gain or loss over previous day CLOSE ++ Previous Day High and Low to effectively plan your trade without a chart!(just in case)
2 additions in the way Alerts are delivered over the last script :
1. You get SUMMARY alerts or concatenated alerts by default , however if you uncomment or activate code lines 48 and 55 you will get individual Stock alerts Too!
2. Summary Alerts will come only if there is some Buy or Sell signal NO more empty Alerts!
Few useful EXTRAS in the code :
1. Flexible code can convert any indicator to screener or Alert function.
2. You will NOT get Mutable Variable error while converting any indicator to screener as long as the function is in "GLOBAL" scope..
3. Many Custom Screeners are available but few give OHLC data in output so easily…and very difficult for traders to MODIFY hundreds of lines of code..
4. For UP or DOWN on SCREEN Stock monitoring copy /paste functions in line 41 and 42 in lieu of CROSS functions in 44 and 51 respectively..
5. You can also uncomment/activate lines 66 and 67 for labels in monitoring.
6. The default mode of the scripts is set to Alerts!
Max Stocks only 20!
Finally idea is to help traders to use the great features that TV works so hard to create and constantly improvise.
Enjoy Profitable Trading on the Fly !!
PMax on Rsi w/T3 *Strategy*Profit Maximizer Indicator on RSI with Tillson T3 Moving Average:
PMax uses ATR calculation inside, for this reason users couldn't manage to use PMax on RSI because RSI indicator doesn't have High and Low values in bars, but ATR needs that values. So I personally calculate RSI in a different way to have High and Low values of RSI wrt price bars.
IMPORTANT:
Because of the sudden movements and divergences on RSI , this indicator must firstly optimized for the charts before using. Optimization can be held by users for the meaningful parameters for each chart.
3 parameters are critical when optimizing:
First: Multiplier
Second: Tillson T3 Length
Third: T3 Volume Factor
Says, Kıvanç Özbilgiç. Here's the strategy version for you to backtest & optimize properly.
Enjoy.
Newton theory (Bollinger Band Breakout)Initial capital 1000 USD
Order size 10%
Commission 0.3% with slippage
Timeframe 4h
This is Simple Bollinger Band Trend find out strategy.
I'm using the usual trailing offset as an exit for this strategy.
using 1x leverage to go long short within 3years backtest result more then 200% for all usd pair.
in next version i will try to find out more optimize sma,std,sl,tp parameter by using freqtrade hyperparameter optimization.
Happy Trading :)
3 EMA + Stochastic RSI + ATR 3ESRA
v0.2a
Coded by Vaida Bogdan
3ESRA consists of a 3 EMA cross + a close above (for longs) the quickest EMA
or below (for shorts). Note that I've deactivated the RSI Cross Over/Under
(you can modify the code and activate it). The strategy also uses a stop loss
that's at 1 ATR distance from the entry price and a take profit that's at
4 times the ATR distance from the entry price.
Chandelier + BB + EMASIn this strategy I am using the Emas and bollinger bands' width to determine the entry conditions:
Objetive of emas: Determine the current market trend
BB: Avoid low volatility market periods
Chandelier: Exit trades
Long Condition:
Once the fast moving average turns above the slow ma is first signal
Entry into the trade if the width crosses above the threshold set up by the user
Short condition: Exact opposite to long condition
Current idea is using an suppose capital of 1000 USD and paying commissions of 0.2%.
Educational purposes only at the time.
Crypto EMA Trend Reversal StrategyThis is an EMA crossover strategy which involves 5 EMAs to trigger trades. The strategy has two take profit settings and uses a stop loss.
TP1 and SL are based on ATR and TP2 is an EMA crossover.
The strategy goes both long and short and the default settings work particularly well as a scalping strategy for ETHUSDT on the 5M time frame.
I have also created another version with tweaked settings for scalping LINKUSDT on the 5M with very similar results.
There is an option to add a volume condition parameter within the script on lines 26-28 which can be added to the end of lines 34-35 in the following format: and vol_cond
I personally don't currently use the volume condition parameter.
Long/Short Volatility AlgoA modification of my leveraged ETF algorithm. Giving out for free because it's a sloppy algorithm, and I personally use a much more refined algorithm developed by someone much smarter than me.
EMA RSI ATR Hidden Div Strat - 1 MinHey there!
Hereby I present you the EMA RSI Lowest Low Hidden Divergence strategy, which I discovered on a youtube channel.
He has tested the strategy hundreds of times manually, herewith I try to automate the whole thing.
Since I use the strategy with a bot, it can only enter long positions for now. But in the future I will add the possibility to trade short positions.
The strategy was tested with BTC/ USDT in 1m chart (8 days). The values must be adjusted depending on the timeframe and coin.
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How does the strategy work?
First of all, we need a bullish hidden divergence.
Once this is detected, the following parameters are checked:
The 50 EMA must cross the 250 EMA .
Then, the candle must close above the 50 EMA .
The K line of the RSI STOCH indicator need to crosses the D line.
If the next candle closes above the 50 EMA , a long position is opened.
The stop loss is determined with the "lowest low/highest high lookback".
The profit factor is multiplied by the value of the lowest low/highest high lookback.
The results of the strategy are without commissions and levers.
If you have any questions or feedback, please let me know in the comments.
In the future I will add other types of stop loss / take profits. (ATR; %; eg.)
I wish you good luck with the strategy!
HMA_ATR StrategyATR with HMA experimental minimalist bot for ETHBTC .
A strategy for use by Automated Algorithm systems.
Different from normal ATR as it uses HMA for smoothing.
Example settings result shown here on chart include commission 0.5%
[EURUSD60] BB Expansion StrategyOverview
This is a strategy that can be used in the EURUSD 60 time frame.
It is a trend-following method that uses Bollinger Bands Expansions.
The idea of using Bollinger Bands expansion is well known to the general public, but I don’t know any strategy that this idea has been PINE coded.
The three main components of this strategy are as follows.
・Long term BB and Short term BB : When the short term BB expands more than the long term BB, it suggests the occurrence of a trend.
・14EMA of 240 t/f : The direction of 14EMA of the upper time frame is used as the trend direction.
・ATR lines : As a stop-loss line and a take-profit line.
Description
Fig. Long entry pattern
Fig. Short entry pattern
・Description of lines
Gray : Large BB (=Long term BB)
White : Small BB (=Short term BB)
Blue or Red line : Upper t/f EMA(default: 14EMA), blue is up-trend, red is down-trend
Yellow : Stop loss line by ATR(the term is 14)
Purple : Take profit line by ATR(the term is 14)
・Description of strategy
First of all, when the small BB expands more than the large BB, this strategy detects the occurrence of a trend.
Second, When the price crosses over or crosses under small BB basis, this strategy entries long or short to trend direction (by upper time frame 14EMA).
The default stop-loss range is three times ATR value, and the default take-profit target is 1.5 times the stop-loss range (=risk reward ratio is 1.5).
Multi Supertrend with no-repaint HTF option strategyThis is the strategy version of the multi supertrend indicator.
The RoMDD looks good :)
Checked in ETHUSDT 1hour with auto HTF ON.
Have a look :)
Binance Estimaed Liquidations indicator/strategy
1) Provides ESTIMATED liquidation amount based od difference on volume between binance futures and coinbase spot(by default, you can change this)
2) Provides some strategies based on this numbers
