The Strategy - Ichimoku Kinko Hyo and more
The purpose of this strategy is to make the signals from my scripts available for verification by backtests. Different signal and filter combinations can be created and specific manual parameter optimization can be carried out.
In detail, this strategy includes:
23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting
In detail, this strategy includes:
23 entry signals
two entry filters with each 9 filters
two exit filters with each 9 filters
take profit and stop loss
time period for backtesting
เอกสารเผยแพร่:
Bug fixed.
เอกสารเผยแพร่:
Added all Ichimoku signals as filter.
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...
Chikou X Price is not working. At the moment I don't know why... but the study signal is working.
I have to rework the exit filters...
เอกสารเผยแพร่:
Exit filter bug fixed.
Exit filter parameter added.
Exit filter parameter added.
เอกสารเผยแพร่:
Tow DMI ADX signlas added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)
Tailing stop added.
Signal 1 long:
Di+ is above D- and ADX is between DI- and DI+ (long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s )
Signal 2 long:
DI+ is above DI- and ADX is above ADX Threshold (long_2 = diplus_s > diminus_s and adx_s >= adx_thres)
Tailing stop added.
เอกสารเผยแพร่:
Segments signal from my "Two Fractals Trendlines" study added.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.
The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.
Trend line signal from my "Two Fractals Trendlines" study added. This signal is not rsi filtered by default like is the study but a pure trendline signal of two fractals.
Changed Bar sig into Bar cross breakout sig.
The signals are not repainting according to my tests. At the moment I don't trust the backtest results with trailing stop... didn't live tested.
เอกสารเผยแพร่:
Chikou bug fixed.
Minor improvements.
New signals added.
Minor improvements.
New signals added.
เอกสารเผยแพร่:
SuperTrend exit filter bug fixed.
A note on repainting and trailing stop:
All signals, input filters and output filters do not repaint unless "Recalculate after every tick" is used.
Backtests with a trailing stop are only useful for large values. The reason is that TV backtests only work with bar closed. As a result, the trailing stop exit is always, in the case of a trailing long position: last candle high minus offset. Apart from that, trailing stops generally seem pointless. I did back-tests with Metatrader mt4 on every tick basis in Forex markets and found nothing useful. I hoped it would be different with BTC, which is not the case.
A note on repainting and trailing stop:
All signals, input filters and output filters do not repaint unless "Recalculate after every tick" is used.
Backtests with a trailing stop are only useful for large values. The reason is that TV backtests only work with bar closed. As a result, the trailing stop exit is always, in the case of a trailing long position: last candle high minus offset. Apart from that, trailing stops generally seem pointless. I did back-tests with Metatrader mt4 on every tick basis in Forex markets and found nothing useful. I hoped it would be different with BTC, which is not the case.
เอกสารเผยแพร่:
Screenshot issue
เอกสารเผยแพร่:
Some signals added to filters.
Fractals 1-2-3 signal added.
TRIX indicator added.
Filter bug fixed.
Fractals 1-2-3 signal added.
TRIX indicator added.
Filter bug fixed.
เอกสารเผยแพร่:
Screenshot issue.
เอกสารเผยแพร่:
Entry signals added:
Higher-low/Lower-high bar sig
Entry on every bar-open sig
Exit limit added
Pyramiding mode added (at the moment it makes sense to use pyramiding only in long or short direction)
A guide to backtesting in pyramid mode:
Choose your favorit timeframe and market e.g. 1h and BYBIT:BTCUSD -> choose long or short entry e.g. long -> enable "Pyramid mode" -> choose your favorite entry signal -> optionally choose an entry filter -> choose an exit filter or take profit, stop loss, limit price, trail price e.g. "Enable take profit" -> set a backtesting periode with a trend e.g. long 01.11.2020 to 21.11.2020 -> increase properties/pyramiding e.g. 200
A general note on pyramiding:
Pre-analyze your favorite market to make sure the probability of a trend is very high. Pyramiding can be used very agressively and can kill your account if you are wrong. Always use sub accounts with money you can afford to lose for trading with pyramiding. Use low leverage and small entry positions. This is just a tool, you act at your own risk.
Higher-low/Lower-high bar sig
Entry on every bar-open sig
Exit limit added
Pyramiding mode added (at the moment it makes sense to use pyramiding only in long or short direction)
A guide to backtesting in pyramid mode:
Choose your favorit timeframe and market e.g. 1h and BYBIT:BTCUSD -> choose long or short entry e.g. long -> enable "Pyramid mode" -> choose your favorite entry signal -> optionally choose an entry filter -> choose an exit filter or take profit, stop loss, limit price, trail price e.g. "Enable take profit" -> set a backtesting periode with a trend e.g. long 01.11.2020 to 21.11.2020 -> increase properties/pyramiding e.g. 200
A general note on pyramiding:
Pre-analyze your favorite market to make sure the probability of a trend is very high. Pyramiding can be used very agressively and can kill your account if you are wrong. Always use sub accounts with money you can afford to lose for trading with pyramiding. Use low leverage and small entry positions. This is just a tool, you act at your own risk.
เอกสารเผยแพร่:
SMA filter bug fixed.
Code cleaned up.
Take average profit added.
Code cleaned up.
Take average profit added.
เอกสารเผยแพร่:
"Toggle take-average-profit type" added.
Reverse fractal signal improved.
Reverse fractal signal improved.
เอกสารเผยแพร่:
Kijun-dist X Tenkan-Kijun-dist signal added (inspired by a follower). Also implemented in the Kijun-dist script.
เอกสารเผยแพร่:
Kijun-dist X Tenkan-Kijun-dist signal replaced by Kijun-dist X Tenkan-dist signal.
เอกสารเผยแพร่:
Revised parts of code and some signals.
เอกสารเผยแพร่:
Screenshot issue.
เอกสารเผยแพร่:
"2nd ENTRY Signal" option added. The two available entry signals are OR-linked. All filters and exits work with both entry signals.
Reverse fractal signal revised.
Reverse fractal signal revised.
เอกสารเผยแพร่:
"2nd ENTRY Signal" bug fixed.
Reverse fractal signal improved.
Reverse fractal signal improved.
เอกสารเผยแพร่:
Grid signals added. For precise grid gaps, use a large gap size with a small time frame as the strategy works with closed bars . For BTC, e.g. use a grid gap = 300 in a time frame of 1h or lower. Prefere a long or short grid in pyramid mode with average take profit. Pre-analyse whether the market is trending or moving sideways.
เอกสารเผยแพร่:
"Take average-entry profit" works now similar to the forward grid. Take profit is taken in equal steps. This is useful in conjunction with "take average-entry profit - quantity ..." < 100%.
Trix added to CB/CB signal.
Trix added to CB/CB signal.
เอกสารเผยแพร่:
Removed forward grid. TP and SL are not working correctly with a short-grid. I am looking for an alternative way that works with Tradingview.
เอกสารเผยแพร่:
Screenshot issue.
เอกสารเผยแพร่:
The average-entry TP and SL work properly in a long grid (at least with BTC on Bybit). Short grid still pending...
เอกสารเผยแพร่:
Script reworked.
Tooltips and groups added.
Tooltips and groups added.
เอกสารเผยแพร่:
Strategy parameters changed/adapted.
เอกสารเผยแพร่:
Changed the average take profit and the average stop loss calculation. Now the profit and the step is calculated on basis of ATR.
It seems I have to rework some signals... maybe later.
It seems I have to rework some signals... maybe later.
เอกสารเผยแพร่:
Stop loss bug fixed.
เอกสารเผยแพร่:
Time frames for entry signals added. Ichimoku signals to filters added.
เอกสารเผยแพร่:
Pin bar signal added.
Average position price line added.
Time frames for entry and exit filters added.
Average position price line added.
Time frames for entry and exit filters added.
เอกสารเผยแพร่:
Removed "Backtest (...)".
Fixed entry signal bug when using a higher time frame filter.
Script now works with contracts instead of percent of equity.
MACD(fast) slope sig (no pyr) added.
Fixed entry signal bug when using a higher time frame filter.
Script now works with contracts instead of percent of equity.
MACD(fast) slope sig (no pyr) added.
เอกสารเผยแพร่:
All signals now also work with pyramiding.
เอกสารเผยแพร่:
Repainting option added.
เอกสารเผยแพร่:
Script converted to Pine v5.
เอกสารเผยแพร่:
Screenshot issue.
เอกสารเผยแพร่:
Info panel for unrealized profit/loss added.
Some copy/paste bugs fixed since the last conversion. Now everything should work correct again.
New signals and filters added.
IB/IS signal improved .
Comments for strategy.close() added.
Some copy/paste bugs fixed since the last conversion. Now everything should work correct again.
New signals and filters added.
IB/IS signal improved .
Comments for strategy.close() added.
เอกสารเผยแพร่:
Exits filters revised.
เอกสารเผยแพร่:
Script revised (signals, fiters, exits, live trading comments)
เอกสารเผยแพร่:
Code revised/updated.
Inputs rearranged.
Inputs rearranged.