Combo Backtest 123 Reversal & CMOaDisparity Index 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
The related CMOaDisparity Index article is copyrighted material from Stocks & Commodities Dec 2009
My strategy modification.
WARNING:
- For purpose educate only
- This script to change bars colors.
Algotrading
N Bars Down Backtest Evaluates for n number of consecutive lower closes. Returns a value
of 1 when the condition is true or 0 when false.
WARNING:
- For purpose educate only
- This script to change bars colors.
N Bars Up Backtest Evaluates for n number of consecutive higher closes. Returns a value
of 1 when the condition is true or 0 when false.
WARNING:
- For purpose educate only
- This script to change bars colors.
HatiKO EnvelopesPublished source code is subject to the terms of the GNU Affero General Public License v3.0
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 4 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
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 Shift 1..4 - % from MA value to put Envelopes at, for Shorts numbers should be positive, the higher is number, the higher should be Shift position, example: "Shift 1 = 1, shift 2 = 2, etc."
Long Shift 1..4 - % from MA value to put Envelopes at, for Longs numbers should be negative, the lower is number, the lower should be Shift position, example: "Shift 1 = -1, shift 2 = -2, etc."
From Year 20XX - Backtesting Starting Year number, only 20xx supported as script is cryptocurrency-oriented.
To Year 20XX - Backtesting Final Year number, only 20xx supported as script is cryptocurrency-oriented.
From Month - Years starting Month, optional tweaking, changing not recommended
To Month - Years ending Month, optional tweaking, changing not recommended
From day - Months starting day, optional tweaking, changing not recommended
To day - Months ending day, optional tweaking, changing not recommended
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.
**************************************************************************************************************************************************************************************************************
Опубликованный исходный код регулируется Условиями Стандартной Общественной Лицензии GNU Affero v3.0
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)
«3 ways to use Moving Average Envelopes» Рича Фиттона, опубликованные в «Trader's Nest» (опубликовано 28 ноября 2018 года или раньше)
Скрипт стратегии noro "Robot WhiteBox ShiftMA" v1, опубликованный на платформе TradingView(опубликовано 29 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 4-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
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 Shift 1..4 - % от значения MA для размещения Ордеров, для Шорт Ордеров должен быть положительным, чем выше номер, тем выше должна располагаться позиция Shift, например: «Shift 1 = 1, Shift 2 = 2 и т.д. "
Long Shift 1..4 - % от значения MA для размещения Ордеров, для Лонг Ордеров должно быть отрицательным, чем ниже число, тем ниже должна располагаться позиция Shift, например: «Shift 1 = -1, Shift 2 = -2, и т.д."
From Year 20XX - Год начала тестирования, из-за ориентированности на криптовалюты поддерживаются только значения формата 20хх.
To Year 20XX - Год окончания тестирования, из-за ориентированности на криптовалюты поддерживаются только значения формата 20хх.
From Month - Начальный месяц, опционально, менять не рекомендуется
To Month - Конечный месяц, опционально, менять не рекомендуется
From day - Начальный день месяца, опционально, менять не рекомендуется
To day - Конечный день месяца, опционально, менять не рекомендуется
Пояснения к графику:
Зеленые линии - Лонг Ордера.
Красные линии - Шорт Ордера.
Оранжевая линия - MA Закрытия Шорт позиций.
Лаймовая линия - MA Закрытия Лонг позиций.
Adaptive Price Zone Backtest The adaptive price zone (APZ) is a volatility-based technical indicator that helps investors
identify possible market turning points, which can be especially useful in a sideways-moving
market. It was created by technical analyst Lee Leibfarth in the article “Identify the
Turning Point: Trading With An Adaptive Price Zone,” which appeared in the September 2006 issue
of the journal Technical Analysis of Stocks and Commodities.
This indicator attempts to signal significant price movements by using a set of bands based on
short-term, double-smoothed exponential moving averages that lag only slightly behind price changes.
It can help short-term investors and day traders profit in volatile markets by signaling price
reversal points, which can indicate potentially lucrative times to buy or sell. The APZ can be
implemented as part of an automated trading system and can be applied to the charts of all tradeable assets.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & D_ELI (Ehlers Leading Indicator) 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 plots a single
Daily DSP (Detrended Synthetic Price) and a Daily ELI (Ehlers Leading
Indicator) using intraday data.
Detrended Synthetic Price is a function that is in phase with the dominant
cycle of real price data. This one is computed by subtracting a 3 pole Butterworth
filter from a 2 Pole Butterworth filter. Ehlers Leading Indicator gives an advanced
indication of a cyclic turning point. It is computed by subtracting the simple
moving average of the detrended synthetic price from the detrended synthetic price.
Buy and Sell signals arise when the ELI indicator crosses over or under the detrended
synthetic price.
See "MESA and Trading Market Cycles" by John Ehlers pages 64 - 70.
WARNING:
- For purpose educate only
- This script to change bars colors.
Simple Price Momentum - How To Create A Simple Trading StrategyThis script was built using a logical approach to trading systems. All the details can be found in a step by step guide below. I hope you enjoy it. I am really glad to be part of this community. Thank you all. I hope you not only succeed on your trading career but also enjoy it.
docs.google.com
Combo Backtest 123 Reversal & Comparative Relative Strength 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
Comparative Relative Strength Strategy for ES
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & EMA & Volume WeightingThis 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
The related article is copyrighted material from Stocks & Commodities 2009 Oct
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & DMI & Moving Average 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
The related article is copyrighted material from Stocks & Commodities Aug 2009
WARNING:
- For purpose educate only
- This script to change bars colors.
Kase Dev Stops Backtest The Kase Dev Stops system finds the optimal statistical balance between letting profits run,
while cutting losses. Kase DevStop seeks an ideal stop level by accounting for volatility (risk),
the variance in volatility (the change in volatility from bar to bar), and volatility skew
(the propensity for volatility to occasionally spike incorrectly).
Kase Dev Stops are set at points at which there is an increasing probability of reversal against
the trend being statistically significant based on the log normal shape of the range curve.
Setting stops will help you take as much risk as necessary to stay in a good position, but not more.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & CMOfilt 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 plots a CMO which ignores price changes which are less
than a threshold value. CMO was developed by Tushar Chande. A scientist,
an inventor, and a respected trading system developer, Mr. Chande developed
the CMO to capture what he calls "pure momentum". For more definitive
information on the CMO and other indicators we recommend the book The New
Technical Trader by Tushar Chande and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc.
It is most closely related to Welles Wilder`s RSI, yet it differs in several ways:
- It uses data for both up days and down days in the numerator, thereby directly
measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term extreme
movements in price are not hidden. Once calculated, smoothing can be applied to the
CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly see
changes in net momentum using the 0 level. The bounded scale also allows you to
conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & CMOav 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 plots average of three different length CMO's. This indicator
was developed by Tushar Chande. A scientist, an inventor, and a respected
trading system developer, Mr. Chande developed the CMO to capture what he
calls "pure momentum". For more definitive information on the CMO and other
indicators we recommend the book The New Technical Trader by Tushar Chande
and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc.
It is most closely related to Welles Wilder?s RSI, yet it differs in several ways:
- It uses data for both up days and down days in the numerator, thereby directly
measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term extreme
movements in price are not hidden. Once calculated, smoothing can be applied to
the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly see
changes in net momentum using the 0 level. The bounded scale also allows you to
conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & CMOabsThis 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 plots the absolute value of CMO. CMO was developed by Tushar
Chande. A scientist, an inventor, and a respected trading system developer,
Mr. Chande developed the CMO to capture what he calls "pure momentum". For
more definitive information on the CMO and other indicators we recommend the
book The New Technical Trader by Tushar Chande and Stanley Kroll.
The CMO is closely related to, yet unique from, other momentum oriented indicators
such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely
related to Welles Wilder`s RSI, yet it differs in several ways:
- It uses data for both up days and down days in the numerator, thereby directly
measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term extreme
movements in price are not hidden. Once calculated, smoothing can be applied to
the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly see
changes in net momentum using the 0 level. The bounded scale also allows you to
conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
DAKELAX-XRPUSDT Bollinger Band Strategy for TradebotlerDAKELAX-XRPUSDT is a Tradebotler strategy designed to run on XRPUSDT for binance, it's a simple reverse to mean strategy and when backtested on may-aug 2019 on H1 timeframe it performs pretty well in backtest as well as running live.
In order to get started install the Tradebotler extension and connect the strategy with Binance or other crypto exchanges of your choice such as Kraken, Bitstamp, Bitmex, Bittrex, Polyneux etc, etc.
Combo Backtest 123 Reversal & CMO & WMA 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 plots Chande Momentum Oscillator and its WMA on the
same chart. This indicator plots the absolute value of CMO.
The CMO is closely related to, yet unique from, other momentum oriented
indicators such as Relative Strength Index, Stochastic, Rate-of-Change,
etc. It is most closely related to Welles Wilder?s RSI, yet it differs
in several ways:
- It uses data for both up days and down days in the numerator, thereby
directly measuring momentum;
- The calculations are applied on unsmoothed data. Therefore, short-term
extreme movements in price are not hidden. Once calculated, smoothing
can be applied to the CMO, if desired;
- The scale is bounded between +100 and -100, thereby allowing you to clearly
see changes in net momentum using the 0 level. The bounded scale also allows
you to conveniently compare values across different securities.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Chande Forecast Oscillator 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
The Chande Forecast Oscillator developed by Tushar Chande The Forecast
Oscillator plots the percentage difference between the closing price and
the n-period linear regression forecasted price. The oscillator is above
zero when the forecast price is greater than the closing price and less
than zero if it is below.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Chaikin 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
Chaikin's Volatility indicator compares the spread between a security's
high and low prices. It quantifies volatility as a widening of the range
between the high and the low price.
You can use in the xPrice1 and xPrice2 any series: Open, High, Low, Close, HL2,
HLC3, OHLC4 and ect...
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Center Of Gravity 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
The indicator is based on moving averages. On the basis of these, the
"center" of the price is calculated, and price channels are also constructed,
which act as corridors for the asset quotations.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Strategy 123 Reversal & CCI 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
The Commodity Channel Index (CCI) is best used with markets that display cyclical or
seasonal characteristics, and is formulated to detect the beginning and ending of these
cycles by incorporating a moving average together with a divisor that reflects both possible
and actual trading ranges. The final index measures the deviation from normal, which indicates
major changes in market trend.
To put it simply, the Commodity Channel Index (CCI) value shows how the instrument is trading
relative to its mean (average) price. When the CCI value is high, it means that the prices are
high compared to the average price; when the CCI value is down, it means that the prices are low
compared to the average price. The CCI value usually does not fall outside the -300 to 300 range
and, in fact, is usually in the -100 to 100 range.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Bull Power 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
Bull Power Indicator
To get more information please see "Bull And Bear Balance Indicator"
by Vadim Gimelfarb.
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Breakout Range Short 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
Breakout Range Short Strategy
WARNING:
- For purpose educate only
- This script to change bars colors.
Combo Backtest 123 Reversal & Breakout Range Long 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
Breakout Range Long Strategy
WARNING:
- For purpose educate only
- This script to change bars colors.