[Aill3urs V.0.4] Strategy Albert - EMA / Level / S&R/ WilliamThis INVIT-ONLY strategy is based on EMA / William / Level / Support & Resistance / Trends and work on low timeframe < 5min
NOTE: you can add this strategy to your chart and you should test different timeframe
Please use comment section for any feedback.
I have also a study with alarms Long Entry / Long Exit / Short Entry / Short Exit
For any question DM me for any request.
Xbt
Lancelot vstop intraday trending strategyDear all,
Free strategy again.
I found using 3 volatility stop with different settings could be very helpful when trading an intraday trending market.
With the ATR setting or 5, 10, 15, we can weed out many false break.
Vstop setting is OHLC4.
On the other hand, this strategy also utilize Renko as part of the strategy, so you could say this strategy is mainly an intraday break out trend following strategy.
Works well on BTCUSD XBTUSD, as well as other major liquid alt Pairs.
And lastly,
Save Hong Kong, the revolution of our times.
QuarryLake v4As some of you requested, I will make the code for QuarryLake Open for you all.
I have also updated the script in version 4.
This strategy consists of 3 indicators that I found works quite well together.
Keltner Channel, Waddah Attah Explosion, and Volatility Stop .
KC Period = 200
KCATR = 5
Vstop Period = 3
Vstop Mult = 1.5
Long when close > KC, close > Vstop, WAE trendUp
Short when close < KC, close < Vstop, WAE trendDown
Works well on BTCUSD XBTUSD , as well as other major liquid Pair.
This strategy utilized a modified Kelly position sizing for BTCUSD Bitstamp , feel free to modify it to your needs.
And lastly,
Save Hong Kong, the revolution of our times.
Lancelot RR StrategyDear all,
Free strategy again.
This strategy consists of 2 indicators I think works well with each other as a trend following strategy.
The 2 indicators are Renko chart and Relative Vigor Index.
This is a long-only breakout strategy that aims to capture the majority of the trend.
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
Lancelot ATR Volume MeterThis is an experiment I did a while back ago.
I often think On Balance Volume is a great indicator as trend direction and volume cannot lie.
However, I bumped into a few problems.
It is slow, doesn't show volatility and often time it is prone to chop.
That's why I added ATR to the equation.
Original OBV calculation
src > 0? : +volume : src < 0? -volume
Modified OBV with ATR
src > 0 ? +volume * (volume / atr) : src < 0? -volume * (volume / atr)
I have used 2 ema for this modified OBV.
ema 3
ema 18
By adding ATR to the equation we can smooth out many erratic price movement. (Stop hunting)
Also, when price move slowly but steady, often prepping for a big move, this indicator will move faster.
In short, this indicator prevents you from being stop hunted and also provide great entry for a trending market.
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
Lancelot Band - ATR Reversal+Trending IndicatorThis is an indicator I created recently, with the mind of spotting where price might reverse and where the price is trending. You can see this as the primary indicator for your system, however, it is recommended you use this in conjunction with other confirmation indicators.
This script focus solely on ATR or Average True Range.
This indicator is the combination of the baseline from the Ichimoku cloud and the concept of the Keltner channel.
Baseline period = 14
ATR period = 14
ATR Mult = 1.5
For reversal
Long when price crossover Lower band & Stop loss at xLower band
Sell when price crossunder Upper band & Stop loss at xUpper band
For Trend Following
Long when price crossover xUpper band and Stop loss at Upper band
Short when price crossunder xLower band and Stop loss at Upper band
Again, you will need other indicators to help you to succeed in this system. This indicator will not generate the best exit for your position but will generate a good entry signal when you use it with both volume indicator and exit indicator.
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
Alert-QuarryLake Indicator Map - ATR Trend Following Strategy A lot of times I don't like my chart crowding with indicators, thus the reason for creating this script for my strategy QuarryLake.
This script also comes with alert.
Below is the explanation for QuarryLake
I have also updated the script in version 4.
This strategy consists of 3 indicators that I found works quite well together.
Keltner Channel, Waddah Attah Explosion, and Volatility Stop.
You can find WAE here
KC Period = 200
KCATR = 5
Vstop Period = 3
Vstop Mult = 1.5
Long when close > KC, close > Vstop, WAE trendUp
Short when close < KC, close < Vstop, WAE trendDown
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Please acknowledge my effort by like and follow.
And lastly,
Save Hong Kong, the revolution of our times.
Trend Confirmation Indicator - Triple OBVDear all, you might wonder is there a confirmation indicator that has a high hit rate, is dependable, and could rely on the information it gives you when making a decision?
Here I present an indicator I developed specifically for cryptocurrency, in the minds of eliminating fakeouts and traps.
Trend is always invalid then there is a lack of volume, so by tracking the momentum of price direction & volume, we can have a ballpark about where the market is moving to.
On balance volume
obvshort = ema3
obvmedium = ema9
obvlong = ema26
This is a lagging indicator, which means it's not good at predicting reversal.
This is also the reason why
long signal = obvshort > obvmedium and obvshort > obvlong
shortsignal = obvshort < obvmedium and obvshort < obvlong
both without obvmedium >< obvlong
This indicator will not lie to you.
At last
Save Hong Kong, the revolution of our time.
CloudRest ATR based cloudThis is an indicator I have been working on for the past 2 years, developed specifically for cryptocurrency.
It is primarily a trend following indicator with great success and it performs the best in 4hrs to the weekly chart.
There are two components of this indicator.
The baseline from Ichimoku cloud and volatility stop .
baseline period = 26
volatility stop = 1.5ATR, 3
You can view this as the main component of a trend following system but you will need other confirmation indicators to confirm your entry.
Feel free to modify the script for your own system.
Feel free to follow me on twitter @Lancelot_Auger
I will be posting more content in the future, stay tuned.
And lastly,
Free hong kong, the revolution of our time!
TipTopTraders - #1 Swing Trader Inidicator - 1H+ guaranteed $$$$The specifics of this script are quite simple. Using comparisons of BTC, DXY, and Gold indexes, the MA changes color in the direction of the trend in such a way that you get near-perfect entries and exits.
I've used this new script of mine for the last few months to clock in huge profits in the pump to 12K and the dump down to $9K - refer to chart:
This indicator makes trading so easy, you barely need other confirmations to trade off of it. The higher the time frame the better, but anything below 1 Hour charts can get a bit hairy, in which I would recommend using other contribution indicators for confirmations of trends.
If you want access to this script and everything else currently in development, then please do not hesitate to ask about pricing and membership via a PM.
Thanks!!!!!!!!
Swaps/spot volume ratio [XBT]Inspired by @SimpeLyfe on both tradingview and twitter
Takes BitMex's XBT volume and divides it by a basket of spot exchanges volume to determine a ratio between both of them.
Has options like: Smoothing or no smoothing, Showing individual data points or data points summed up over a specified period.
Open source so enjoy!
Double RSI Strategy(ALMA RSI + Hull RSI)We're back at it with a brand new strategy centered around an Arnaud Legoux RSI and Hull RSI. This one took a lot longer to make than usual, which is the reason there hasn't been any new posts the last week.
The first component of the strategy is the Hull RSI. The Hull RSI is shown in light blue and its upper and lower bounds are plotted as the dark pink and teal horizontal lines. Applying a Hull Moving Average to the RSI results in higher smoothness and less false signals. The lengths of the RSI and the HMA of the RSI can both be adjusted by the user.
We then used a similar process to calculate an Arnaud Legoux Moving Average(ALMA) of the RSI. The ALMA RSI is shown as the solid white line, while its upper and lower thresholds are the green and red horizontal lines. The ALMA RSI is a great tool since it is adaptable for multiple different uses - users can adjust the offset, sigma, and length values to modify the RSI's responsiveness and smoothness.
Input Options for ALMA RSI:
-Offset : Value in range {0,1} that adjusts the curve of the Gaussian Distribution. A higher value will result in higher responsiveness but lower smoothness. A lower value will mean higher smoothness but less responsiveness.
-Length : The lookback for each ALMA calculation.
-Sigma : Defines the sharpe of the curve coefficients.
The entry and exit signals generated by the Hull RSI are represented by the small green(buy) and red(sell) circles, while the green and red vertical highlights are the ALMA RSI's buy and sell signals. By default, we set the pyramiding to 3, with 50% equity used in each trade to allow the ALMA to make the longer-term swing trades and higher frequency trades made with the Hull RSI.
The strategy will be posted on our website, ProfitProgrammers.com, soon. As always, we will be offering 3 day trials for this strategy so feel free to send a quick message to start the trial period!
The K2 v2.0 StrategyThe updated version of THE K2 is finally here! A lot of changes were made when creating the second version of the K2, but the result was a much higher level of performance.
The new K2 consists of a 1 minute 'fast' CCI and 15 minute slow CCI. We identified key thresholds for each one to construct a more complex trading approach. The green shapes on the chart represent buy signals and the red shapes are sell signals. The text above them is the percentage of equity used in each trade. These percentages are based on the CCI's position relative to the fixed thresholds. By doing this, the strategy achieves a higher frequency of trades and lower max drawdown.
Here's a guide to help understand the various shapes:
Circles: Slow CCI trades using 50% equity.
Squares: 25%
Triangles: 15%
Crosses(X's): 10%
We will update the user guide on our website(ProfitProgrammers.com) to include an in-depth guide to using the new K2.
The results displayed on the chart are the results for the month of April. As always, the K2 strategy comes with its study equivalent(at no extra cost).
If you're interested in the K2, message us for a free 3 day trial!
All of our invite only studies and strategies can be found on our website ProfitProgrammers.com
Relative Vigor IndexHere we are looking at a trend strength indicator based on the Relative Vigor Index(RVI). The RVI measures trend strength by comparing the open-close and high-low ranges for the current and three most recent periods. As a zero-centered oscillator, the RVI oscillates above and below zero to signal the strength of the trend.
As there are different ways to interpret the RVI, we have included 3 different modes for traders to choose from in the input option menu:
1. Zero-Crossing:
The RVI Histogram will turn green when it crosses above zero and red when it crosses below. Therefore, a green RVI means the trend is bullish and red means bearish. This mode is better for longer-term swing trading in comparison to the other 2 modes.
2. Increasing / Decreasing:
The RVI histogram will turn green when it is increasing(rvi >= rvi ) and red when it is decreasing. A green RVI is viewed as a bullish signal and red means bearish. This mode is a good middle-ground between the Zero-Crossing and Signal Comparison modes.
3. Signal Comparison:
Here, the RVI is compared to its signal line. If the RVI is greater than its signal line, the histogram is green, indicating a bullish trend, while red means bearish. This mode is preferred for scalping.
Hope everyone finds this one useful!
You can check out our other invite only studies/strategies at our website: profitprogrammers.com
QuantNomad - SuperTrend - XBTUSD - 1mInteresting performance for Super Trend strategy for XBTUSD 1m chart.
Params: ST Mult: 2, ST Period 14.
Performance: 144% profit, 1988 trades, only 41% prof, 2.04% dd , 2.51 Sharpe.
On its own, it might be not a very good strategy, but the big amount of trades allows you to add more filters and improve it.
And remember:
Past performance does not guarantee future results.
Hull RSI
This is an RSI that is smoothed with a faster Hull Moving Average. The upper pink and bottom teal lines represent the 95th and 5th percentiles of Hull RSI values over a window of user-defined length.
The two percentile bands function identically to the traditional upper and lower bounds used in the standard RSI setup. Buy signals are plotted as the vertical green background highlights and sell signals are the red highlights. Buy signal is generated when RSI is below the lower teal line and then crosses above it. Sell signals occur when Hull RSI was previously above the upper pink line and then crosses back under.
ALMA MACDThis indicator creates a MACD based on Arnaud Legoux Moving Averages (ALMA). I prefer this implementation over the standard MACD based on exponential moving averages as it filters out most of the minor price fluctuations that lead to false signals.
To learn more check out our other posts about the Arnaud Legoux Moving Average:
Crypto Fund indicatorThis indicator is just a slight modified version of the godmode indicator developed by xSilas.
It helps to spot and extreme building selling or buying pressure.
I use it mainly for BTC on the 1h chart but can do the job on other crypto-assets and timeframes such as 5min, 30min etc.
Vortex Trend Tracker 2.0 + RSIHere's an updated version of our Vortex Trend Tracker indicator.
Here's the link to the original if anyone wants to read more about the Vortex or see the first version:
We've added in 4 rsi's of varying lengths for this second version(2 fast and 2 slow) that create the background color effect.
XBT Long 15 Minutes IndicatorXBT Long 15 Minutes Indicator shows Buy and Sell signals on XBT / Bitmex.
Open Long position with "C" and close it with "V".
It was designed to use it in 15 Minutes Scale.
Stop Loss: 3.3%.
Stop Gain: 4.3%.
Statistics from 5/1/19 untill 7/8/19.
23 Win Trades.
8 Loss Trades.
Effectiveness: 74.2%.
Profit: 66.3%.
I use it with 10X leverage.
PROFIT FACTOR: 3.75.
I am using it from 6/1/19.
You are responsible for the use.
I can not assure the future success.
OBV StochasticsThis indicator uses both a standard Stochastic Oscillator based on security prices and stochastically oscillated OBV values.
Explanation:
Stochastics measure momentum by comparing the current closing price to its lowest and highest price over a user-defined window of n periods. Without going too in depth, traders can view the K value as the current value for the stochastic indicator and the D value as a Simple Moving Average of K values. Users can adjust the length of that Simple Moving Average through modifying the smooth D parameter in the input option menu.
Traders can also define the upper and lower bounds for both sets of K and D values. These are plotted on the graph as the horizontal red (upper) line and horizontal green (lower) line. Generally, the upper line is viewed as the threshold at which a security can be considered overBought. Conversely, the lower green line is the threshold at which they can be viewed as overSold.
OBV, or On-Balance Volume, is a versatile momentum indicator that we discussed in our OBV Z-Scores open-source script. That is a good place to look if you're looking to gain a better understanding of the OBV indicator. By applying the stochastic formula to the OBV, it allows us to gain a better understanding of the current OBV value relative to its historical data and display the OBV in a {0.100} bounded range of values.
Plotting the standard price-based Stoch. K and D in combination with the Stoch. OBV K and D can help identify divergences and track the progression and direction of trends. For example, you can see that when the two move in opposite directions or when one significantly outpaces the other, it often hints towards an impending reversal.
The Graph:
As mentioned the upper and lower overbought and oversold thresholds can be adjusted by the trader and are plotted on the graph in red and green.
The green oscillating line represents the Stoch. K of OBV values, while the red line symbolizes the OBV D values.
The teal line is the standard Stoch. K and the orange line is the standard Stoch. D.
Users have two options for background highlights. The first option is to use green highlights to show entry signals and red highlights to show exit signals. These signals are based on the criteria we have set for identifying optimal entry and exit points. This is shown in the second pane.
The second option is to plot red highlights whenever Stoch. OBV K crosses the upper bound and green highlights whenever it crosses the lower bound. This is shown in the bottom pane. NOTE: Choosing this option means that signals will not be displayed in sequential entry-exit order (instead this is a good option if traders only want to identify when the security is overbought or oversold).
Input Options:
Traders can adjust the respective smooth K and smooth D values for both the standard stoch. and OBV stoch. Additionally, the lookback window length can be adjusted as well as the upper and lower bounds(in addition to the display options shown above).
Alerts:
Indicator sends alerts when entry and exit conditions are met, as well as alerts to inform traders when overbought/oversold conditions are met. Alerts can be tailored for GunBot / other automated trading platforms upon request.
~Happy Trading~
VWMA CrossesThis is a simple tool that gives traders a simple visual representation of Volume-Weighted Moving Average ( VWMA ) crossovers that is pretty similar to the MACD . We don't typically trade solely based on the VWMA , but it is definitely one of our go-to tools when combining multiple indicators.
When trading with VWMA's, it is common to enter a position when the fast VWMA crosses over the slow VWMA . In other words, the fast VWMA was previously less than the slow VWMA and is now greater in value than the slow VWMA . Conversely, traders often exit their positions when the fast VWMA crosses under the slow VWMA .
This tool plots the absolute value of the difference between the fast and slow VWMA's as a histogram. When the difference between the fast and slow VWMA's is greater than zero (meaning fast > slow), then the bars are green. The bars then turn red when the fast VWMA is less than the slow VWMA . The blue circle-line is a Simple Moving Average of the difference between the two lines.
Here's a quick guide to interpreting the chart:
if (fast VWMA > slow VWMA ) and (difference < sma of differences)
then color = lime green
if (fast VWMA > slow VWMA ) and (difference > sma of differences)
then color = dark green
if (fast VWMA < slow VWMA ) and (difference < sma of differences)
then color = light red
if (fast VWMA < slow VWMA ) and (difference > sma of differences)
then color = dark red
~Happy Trading~
Vortex Trend TrackerThough it may sound complex, the Vortex Indicator is essentially an uptrend line and a downtrend line. The vortex indicator can be used for a variety of purposes, including tracking the strength of trends, identifying/anticipating reversals, and generating entry/exit signals. It’s calculation is shown in the open-source code below.
To reduce the number of whipsaws produced by the indicator, we used an Exponential Moving Average of vmPlus and vmNegative values with a default length of 10. Decreasing this length will result in a more responsive vortex at the cost of more whipsaws and false signals.
The chart shows the absolute value of the difference between the uptrend and downtrend line displayed as the main histogram.
If the uptrend line is greater than the downtrend (thus indicating positive movement), then the histogram bars will be either light green or dark green. If the uptrend line has just now crossed the downtrend line, then the bar will be dark green. Bars will also be dark green when the uptrend line is greater than the downtrend line and the uptrend line is increasing. This means the trend is increasing in strength still. If the uptrend line is greater than the downtrend line, but is decreasing, then the bars will be light green. This means that the upwards trend is losing strength.
If the downtrend line is greater than the uptrend line, then there is a negative trend occurring and the bars will be either red or light red. If the downtrend line has just crossed over the uptrend line or is increasing in value, then the bar will be red. If the downtrend line is greater than the uptrend line, but is decreasing in value, then the bars will be light red (meaning the downtrend is weakening).
One way to trade using this vortex is to enter a long position when the bar color changes from red to light red. This would mean that the downtrend is decreasing in strength and an upwards reversal is likely to occur soon. Then, traders can exit their long position when the bars change from dark green to light green. When that color change occurs it means that the uptrend is running out of steam and price is unlikely to continue its upwards climb.
Traders can also choose to have the uptrend and downtrend lines plotted as well in the input menu. This may make it easier to visualize the Vortex and its usefulness in identifying reversals.
