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พาราโบลิค สต๊อป และ รีเวอร์ส (PSAR)

CHOP Zone Entry Strategy + DMI/PSAR ExitThis is a Strategy with associated visual indicators and Long/Short and Reverse/Close Position Alerts for the Choppiness Index (CHOP) . It is used to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). CHOP is not directional, so a DMI script was ported into this strategy to allow for trend confirmation and direction determination; it consists of an Average Directional Index (ADX) , Plus Directional Indicator (+DI) and Minus Directional Indicator (-DI) . In addition, a Parabolic SAR is also included to act as a trailing stop during any strong trends. Development Notes --------------------------- This indicator, and most of the descriptions below, were derived largely from the TradingView reference manual. Feedback and suggestions for improvement are more than welcome, as well are recommended Input settings and best practices for use. www.tradingview.com www.tradingview.com www.tradingview.com Recommend using the below DMI and PSAR indicators in conjunction with this script to fully visualize and understand how entry and exit conditions are chosen. Variable inputs should correlate between the scripts for uniformity and visual compatibility. THANKS to LazyBear and his Momentum Squeeze script for helping me quickly develop a momentum state model for coloring the Chop line by trend. Strategy Description --------------------------- CHOP produces values that determine whether the market is choppy or trending . The closer the value is to 100 , the higher the choppiness levels , while the closer it is to 0 , the stronger the market is trending . Territories for both levels, and their associated upper and lower thresholds, are popularly defined using the Fibonacci Retracements, 61.8 and 38.2. Basic Use --------------------------- CHOP is often used to confirm the market condition to help you stay out of sideways markets and only enter when there is movement or imminent explosions. When readings are above the upper threshold, continued sideways movement may be expected, while readings below the lower threshold are typically indicative of a continuing trend. It is also used to anticipate upcoming trendiness changes, with the general belief that extended periods of consolidation (sideways movement) are followed by extended periods of strong, trending, directional movement, and vice versa. One limitation in this index is that you must be cautious in deciding whether the range or trend will likely continue, or if it will reverse. Confidence in price action and trend is higher when two or more indicators are in agreement -- while this strategy combines CHOP with both DMI and PSAR, we would still recommend pairing with other indicators to determine entry or exit trade opportunities. Recommend also choosing 'Once Per Bar Close' when creating alerts. Inputs --------------------------- Strategy Direction - an option to only trade Short, Long, Both, or only in the direction of the Trend (Follow Trend is the Default). Sensitivity - an incremental variable to test whether the past n candles are in the same trend state before triggering a delayed long or short alert (1 is the Default). Can help filter out noise and reduces active alerts. Show Chop Index - two visual styles are provided for user preference, a visible Chop line with a background overlay, or a compact column and label only view. Chop Lookback Period - the time period to be used in calculating CHOP (14 is the Default). Chop Offset - changing this number will move the CHOP either forwards or backwards relative to the current market (0 is the Default). Smooth Chop Line and Length - if enabled, the entered time period will be used in calculating a smooth average of the index (Enabled and 4 are the Defaults). Color Line to Trend Direction - toggles whether the index line is colored to visually depict the current trend direction (Enabled is the Default). Color Background - toggles the visibility of a background color based on the index state (Enabled is the Default). Enable DMI Option - if enabled, then entry will be confirmed by and dependent on the ADX Key Level, with any close or reversal confirmed by both ADX and +/-DI to determine whether there is a strong trend present or not (Enabled is the Default). ADX Smoothing - the time period to be used in calculating the ADX which has a smoothing component (14 is the Default). DI Length - the time period to be used in calculating the DI (14 is the Default). ADX Key Level - any trade with the ADX above the key level is a strong indicator that it is trending (23 to 25 is the suggested setting). Enable PSAR Option - enables trailing stop loss orders (Enabled is the Default). PSAR Start - the starting value for the Acceleration Force (0.015 is our chosen Default, 0.02 is more common). PSAR Increment - the increment in which the Acceleration Force will move (0.001 is our chosen Default, 0.02 is more common). PSAR Max Value - the maximum value of the Acceleration Factor (0.2 is the Default). Color Candles Option - an option to transpose the CHOP condition levels to the main candle bars. Note that the outer red and green border will still be distinguished by whether each individual candle is bearish or bullish during the specified timeframe. Note too that if both DMI and PSAR are deselected, then close determinations will default to a CHOP reversal strategy (e.g., close long when below 38.2 and close short when above 61.8). Though if either DMI or PSAR are enabled, then the CHOP reversal for close determination will automatically be disabled. Indicator Visuals --------------------------- For the candle colors, black indicates tight chop (45 to 55), yellow is loose chop (38.2 to 45 and 55 to 61.8), dark purple is trending down (< 38.2), and dark blue is trending up (> 61.8). The background color has additional shades to differentiate a wider range of more levels… • < 30 is dark purple • 30 to 38.2 is purple • 38.2 to 45 is light purple • 45 to 55 is black • 55 to 61.8 is light blue • 61.8 to 70 is blue • > 70 is dark blue Long, Short, Close, and Reverse labels are plotted on the Chop line, which itself can be colored based on the trend. The chop line can also be hidden for a clean and compact, columnar view, which is my preferred option (see example image below). Visual cues are intended to improve analysis and decrease interpretation time during trading, as well as to aid in understanding the purpose of this strategy and how its inclusion can benefit a comprehensive trading plan. DMI and Trend Strength --------------------------- To analyze trend strength, the focus should be on the ADX line and not the +DI or -DI lines.  An ADX reading above 25 indicates a strong trend , while a reading below 20 indicates a weak or non-existent trend .  A reading between those two values would be considered indeterminable. Though what is truly a strong trend or a weak trend depends on the financial instrument being examined; historical analysis can assist in determining appropriate values. DMI exits trade when ADX is below the user selected key level (e.g., default is 25) and when the +/- DI lines cross (e.g., -DI > +DI exits long position and +DI > -DI exits short position). PSAR and Trailing Stop --------------------------- PSAR is a time and price based indicator that excels at measuring direction and duration, though not the actual strength of a trend, which is why we use this in conjunction with DMI. It is also included in this script as a trailing stop option to maximize gains during strong trends and to mitigate any false ADX strengthening signals. This creates a parabola that is located below the candle during a Bullish trend and above during a Bearish trend. A buy or reversal is signaled when the price crosses above or below the Parabolic SAR. Long/Short Entry --------------------------- 1. CHOP must be over 61.8 (long) or under 38.2 (short). 2. If DMI is enabled, then the ADX signal line must be above the user selected Key Level (default is 25). 3. If Sensitivity is selected, then that past candle must meet the criteria in step 1, as well as all the intermediate candles in between. 4. If "Follow Trend" is selected and PSAR is enabled, then a long position can only open when the momentum and PSAR are in an uptrend, or short when both are in a downtrend, to include all intermediate candles if the Sensitivity option is set on a past candle. Close/Reverse --------------------------- 1. If DMI is enabled, then a close flag will be raised when the ADX signal drops below the Key Level (of 25), and -DI crosses over +DI (if long), or +DI crosses over -DI (if short). 2. If PSAR is enabled, then a close flag will be raised when the current trend state is opposite the last state. 3. If both DMI and PSAR are disabled, then a close flag will be raised if the Chop line drops under 38.2 (if long) or goes over 61.8 (if short). 4. If a Long or Short Entry is triggered on the same candle as any of the above close flags, then the position will be reversed, else the position will be closed. Strategy Alerts --------------------------- 1. Long Entry 2. Short Entry 3. Reverse 4. Close The provided backtest result is based on a position sizing of 10% equity with 100k initial capital. When testing SPX, disabling the DMI performed the best, but EURUSD performed poorly without it enabled, and TSLA had a small reduction in net profit. Timeframe likewise differed between commodities with TSLA performing best at 30M, SPX at 15M, and EURUSD at 4H. I do not plan on using this as a standalone strategy, but I also was expecting better results with the inclusion of EMI and PSAR to compliment the CHOP. Key elements of this script will likely be included in future, more holistic strategies. Disclaimer --------------------------- Past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script are not intended to provide any financial advice. Trade at your own risk. No known repainting, though there may be if an offset is introduced in the Inputs. I did my best not to code any other variables that repaint, but cannot fully attest to this fact.
กลยุทธ์ Pine Script™
โดย IronCasper
4
Parabolic SAR Swing strategy GBP JPY Daily timeframeToday I bring you a new strategy thats made of parabolic sar. It has optmized values for GBPJPY Daily timeframe chart. It also has a time period selection, in order to see how it behave between selected years. The strategy behind it is simple : We have an uptrend , (the psar is below our candles) we go long. We exit when our candle crosses the psar value. The same applies for downtrend(the psar is above our candles), where we go short. We exit when our candle cross the psar value. Among the basic indicators, it looks like PSAR is one of the best canditates for swing trading. If you have any questions, please let me know.
กลยุทธ์ Pine Script™
โดย SoftKill21
Parabolic SAR (MTF)This is a multi-timeframe Parabolic SAR indicator which uses 1 and 4 hour charts. Using this indicator is simple, if the LifeTime line is green then buy, if red then sell OR don't trade. So... Green Line - This strategy is in a buy position Red Line - This strategy is in a sell position Any other colour - DON'T TRADE The traders approach is simple, when all indicators are green or red, then take the trade. As soon as one indicator changes, then re-evaluate using your normal process, such as price action, to determine whether to close the trade or continue. If you require any further information or script modifications, please message me. PLEASE CHECK OUT MY OTHER SCRIPTS
อินดิเคเตอร์ Pine Script™
โดย ForexResearchLabs
1
Supertrend (MTF) & Parabolic SAROne of my mixed approach strategy indicators which includes: - Parabolic SAR - 1 Hour Supertrend - 4 Hour Supertrend Whilst this script may appear slow due to the 4hr Supertrend, it does a great job of managing breakouts. Using this indicator is simple, if the line labeled Lifetime is green then buy, if red then sell OR don't trade. So... Green Line - This strategy is in a buy position Red Line - This strategy is in a sell position Any other Color - DON'T TRADE The traders approach is simple, when all indicators are green or red, then take the trade. As soon as one indicator changes, then re-evaluate using your normal process, such as price action, to determine whether to close the trade or continue. If you require any further information or script modifications, please message me. PLEASE CHECK OUT MY OTHER SCRIPTS
อินดิเคเตอร์ Pine Script™
โดย ForexResearchLabs
11
High/low crypto strategy with MACD/PSAR/ATR/EWaveToday I am glad to bring you another great creation of mine, this time suited for crypto markets. MARKET Its a high and low strategy, designed for crypto markets( btcusd , btcusdt and so on), and suited for for higher time charts : like 1hour, 4hours, 1 day and so on. Preferably to use 1h time charts. COMPONENTS Higher high and lower low between different candle points MACD with simple moving average PSAR for uptrend and downtrend Trenddirection made of a modified moving average and ATR And lastly elliot wave oscillator to have an even better precision for entries and exits. ENTRY DESCRIPTION For entries we have : when the first condition is meet(we have a succession on higher high or lower lows), then we check the macd histogram level, then we pair that with psar for the direction of the trend, then we check the trend direction based on atr levels with MA applied on it and lastly to confirm the direction we check the level of elliot wave oscillator. If they are all on the same page we have a short or a long entry. STATS Its a low win percentage , we usually have between 10-20% win rate, but at the same time we use a 1:30 risk reward ratio . By this we achieve an avg profit factor between 1.5- 2.5 between different currencies. RISK MANAGEMENT In this example, the stop loss is 0.5% of the price fluctuation ( 10.000 -> 9950 our sl), and tp is 15% (10.000 - > 11500). In this example also we use a 100.000 capital account, risking 5% on each trade, but since its underleveraged, we only use 5000 of that ammount on every trade. With leveraged it can be achieved better profits and of course at the same time we will encounter bigger losses. The comission applied is 5$ and a slippage of 5 points aswell added. For any questions or suggestions regarding the script , please let me know.
กลยุทธ์ Pine Script™
โดย SoftKill21
Simple and efficient PSAR swing strategyThis is a strategy build inside tradingview, which I found it works great with swing/position trading. It works based on parabolic sar indicator, when indicator is below the candle, is an uptrend and when its its above is a downtrend. At the same time it's very nice, because it has a sort of stop loss which is dynamic, because it triggers when candle crosses with indicator, so you dont have to worry about stop loss or take profit . The key here of course, is going to be the risk management, if you want to success with it, never trade more than 2% of you capital, and if you want you can always apply a rule inside the code to close all position if x % amount of equity was going down, although I recommend have patience and let the system do its job. I recommend this strategy to be used with charts like 1 day or 1 week. If you need and want I can convert it to an indicator that uses alerts (although with strategy as well can be made to send alerts). PS. When you add this strategy on chart, inside is has different versions, if you use first version(1), it uses the system I explain above. If you use the last one, its based on risk management when the stop loss is the difference between psar and the candle, but it still needs some adjustments to make. Overall first one is atm much more profitable, but I believe that the version with risk management can be much better, but it need much more adjustments to make which I dont have the time at the moment for it. Enjoy it .
กลยุทธ์ Pine Script™
โดย SoftKill21
5
QuantNomad - Heikin-Ashi PSAR AlertsUsing this script you can create alerts for my Heikin-Ashi PSAR Strategy: When creating alerts use "Once Per Bar Close" in parameters. #################### Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting. This post and the script don’t provide any financial advice.
อินดิเคเตอร์ Pine Script™
โดย QuantNomad
6
QuantNomad - Heikin-Ashi PSAR StrategyContinue experimenting with different combinations of strategies. Here is the PSAR Strategy calculated based on HA candles. HA is already calculated inside the script, do not apply it to HA candles. Strategy is calculated based on 25% equity invested with 0.1% commission. #################### Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting. This post and the script don’t provide any financial advice.
กลยุทธ์ Pine Script™
โดย QuantNomad
21
One-Stop Trading SetupOne-Stop Trading Setup: This script designed to identify up, down, and sideways trends. 200 HMA, 9 EMA, PSAR, and ATR are used to identify the strength of any instrument. Candle Colors - Simpler approach to follow: Green color indicates for up side trade signals Red color indicates for down side trade signals Yellow color can be interpreted for stop, sideways, and counter trade trade signals Multiple Trade Setups: Green Zone - Trading green candles within green zone has better odds of long trades Red Zone - Trading red candles within red zone has better odds of short trades 200 HMA - Candles above 200 HMA mostly for long trades. Candles below 200 HMA usually for short trades. But the zone also very important to consider 9 EMA - Cross over above 200 HMA in Green zone, look for long trades. Cross over below 200 HMA in red zone, look for short trades PSAR - This can be used as potential initial warning sign. Also can be used to exit partial or wait for it goes to opposite side for taking trade decisions Candle Above all - If Green candle and above all the indicators, then very good sign of long side. If red candle and below all indicators, then very good sign of short side. Multiple Time Frame: This works very well with any instrument and on any time frame. Always its better to do analysis on multi time frame before entry, exit, and trade execution. Back test it with this setup and also observe it on live market. That will give edge in taking trade decisions. All the best and happy trading. Disclaimer: This script and setup is written with the sole purpose of identifying the strength of any instrument. Interpretation, trade decisions, and changing inputs are up to each individual users/trades.
อินดิเคเตอร์ Pine Script™
โดย pckalai
16
ATR Parabolic SAR Strategy [QuantNomad]I created a version of Parabolic SAR when I accelerate it not based on the difference from the extreme point but based on current ATR. So the idea is that for a more volatile market it should move faster. Performance is calculated based on 25% equity invested and 0.1% commission. What do you think about it? Does it make sense to do something like that? Do you have in mind other ways I can accelerate it when the market starts to be more volatile? Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting. This post and the script don’t provide any financial advice.
กลยุทธ์ Pine Script™
โดย QuantNomad
21
Extension from 20 Period Simple Moving AverageSimple indicator to help show when stocks are over extended intraday. It's based on the distance between a stock and it's moving average. The thesis being that, the farther away a stock is from it's 20 period simple moving average, the move extended it is. I've found that when a stock is more than 2-3% extended from it's 5min 20 period moving average, it's typically getting over extended, and can be a great time to start considering a short. I primarily use this indicator when shorting intraday parabolic moves, while the stock is still on the frontside of the move. Note that this works best when the indicator is showing overextended AND there's a volume spike/mountain matching the overextension. In the attached example, you can see that I overlay this indicator on top of the volume panel because it helps me better visualize when the stock is getting over extended on heavy/elevated volume. Hope this helps; any feedback is appreciated! P.S. This works best on a 5min chart, but I'm sure it could be helpful on other timeframes, but may need to tweak the default outer bounds percentage.
อินดิเคเตอร์ Pine Script™
โดย CapitalMastery
5
mForex - 3 Moving Average - Parabolic SARScript identifies the uptrend and downtrend according to the average price of the MA and PSAR lines. Rules of sale: - Open short positions when: MA12 cuts MA26 and MA52 from the top. PSAR dots on the price line - Stop loss: At the dots of PSAR and use Trailing Stop facing up On the nearest peak - Profit-taking: Corresponding ratio of R: R (1: 2) - Open long positions when: MA12 cuts MA26 and MA52 from the bottom. PSAR dots below the price line - Stop loss: At the dots of PSAR and use Trailing Stop facing down Below the nearest peak - Profit-taking: Corresponding ratio of R: R (1: 2)
อินดิเคเตอร์ Pine Script™
โดย redf0x1
1
Nailed BarsNailed bars was introduced by Joy22 in an article "Pip Nailer Trading System" submit on forexstrategiesresources on 06/01/2012 Rule of Nailed Bars is below: 1. Nailed Sell Bar: * PSAR appears above the bar * The Awesome Oscillator (AO) turns red * The Accelerator Oscillator (AC) turns red 2. Nailed Buy Bar: * PSAR appears below the bar * The Awesome Oscillator (AO) turns green * The Accelerator Oscillator (AC) turns green === About this indicator: Nailed Bars === This indicator is detecting all nailed bars was appeared on chart and display infomations in a panel. So traders who are using "Pip Nailer Trading System" can easily control the trade.
อินดิเคเตอร์ Pine Script™
โดย inno14
Candle Color GeneratorCandle Color Generator: This indicator is designed to highlight the candle colors based on the combinations of Parabolic SAR (PSAR) and 2 Hull Moving Averages (HMA). Colors: Yellow, Red, and Green colors are used to describe the candle colors depends on its position to PSAR and 2 HMAs. PSAR: PSAR position above or below candle position is differentiated by Red and Green colors HMAs: As default settings 20 HMA is considered as lower period and 50 HMA is considered period for the calculation Trade What You See: This indicator will help to see how the setup of particular instrument coming up. Users/Traders can use and trade based on what they see and interpret from it. Disclaimer: Idea of publishing this script is to identify the strength of the instrument using multiple confirmation. Using this indicator, changing inputs (show/hide/change period), and trading decisions are up to the users/traders. Courtesy: Thanks to inventors of HMA (Alan Hull), PSAR(Welles Wilder) as these inputs are used to make some calculations
อินดิเคเตอร์ Pine Script™
โดย pckalai
MTF Trailing SL Alerts [QuantNomad]These are alerts for my MTF Trailing SL Strategy. Entry Long position if all 4 time-frames agree on the long signal. Exit Long positions when at least 2 time-frames disagree on the long signals. Entry to Short position if all 4 time-frames agree on Short signal. Exit from Short positions when at least 2 time-frames disagree on Short signal. Use "Once Per Bar Close" when creating alerts. Link to the strategy:
อินดิเคเตอร์ Pine Script™
โดย QuantNomad
8