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Двойная экспоненциальная скользящая средняя (DEMA)

Exponantial Spread StrategyIt is strongly recommended to evaluate the strategy's performance on long time frames such as 1D or 4H. This strategy calculates a custom moving average by the formula EMA+(TEMA-DEMA)*G, G being the gain parameter. The main idea behind that is since TEMA is much more adaptive than DEMA their spread give us momentum, and incorporating this with a gain allows us to calculate a very responsive but yet not noisy moving average. We calculate 4 MAs like described with gains 0,1,2,3 from less adaptive (normal EMA) to most adaptive. When they align in terms of position and the price is above the original MA we enter a long position, and do partial exits at each crossunder weighted by how adaptive ma is, the more adaptive the less weight, we do a full stop when the price crossed below under the original MA or the position aligment changed.
Стратегия Pine Script™
от mertenes3
Quantoshi Global Liquidity StrategyThis strategy leverages global liquidity data alongside technical indicators like the Rate of Change (ROC) and Double Exponential Moving Average (DEMA) to identify optimal long-entry points during major market trends. The script is designed to capture long-term, sustained momentum and includes built-in risk management by filtering out rapid price spikes. It is best suited for swing trading or long-term trend trading. Key Features: Global Liquidity Data: The strategy incorporates data from major global central banks and M2 money supply to calculate a comprehensive liquidity index, which is a critical component for long-term trend detection. ROC-DEMA Crossover: It combines the Rate of Change (ROC) and a 100-period Double Exponential Moving Average (DEMA) to identify momentum shifts. Long entries are triggered when these indicators confirm an upward trend. Price Thresholds: The strategy compares the current price to the price from several candles ago to ensure positions are not entered during unsustainable price surges. Custom Alerts: Automated alerts for long entries and exits allow users to automate their trades or receive timely notifications when market conditions are met. How It Works: The strategy enters long positions when ROC and DEMA signals confirm a positive trend, and the price conditions suggest a sustainable upward momentum. Long exits occur when the momentum reverses, with a clear crossover signal of ROC below DEMA. Custom alert messages make it ideal for automated trading setups. Why It's Unique: This strategy combines liquidity data with technical indicators to filter noise and focus on significant market shifts. It allows traders to capture major trend reversals without needing to actively monitor the charts, making it useful for those focused on swing or long-term trading. Backtesting & Risk Management: Given its long-term focus, this strategy generates only a few signals per decade when used on a weekly timescale. As a result, traditional backtesting show few trades, but historical analysis reveals its effectiveness in capturing major market movements. Account Size: The backtest is based on a $1,000 account size to represent a realistic trading scenario. Commissions & Tick size: Commission fees of 0.1% and a tick size of 100 are applied to reflect real-world trading conditions. Trade Size: Risk per trade is limited to 5% of the account balance to align with sound risk management practices.
Стратегия Pine Script™
от Quantoshi
12/26-IT strategyBase of this Strategy is crossover of 12EMA on 26EMA. Also multiple other criteria has to meet for buy signal, Criterias mentioned below ////////////////////////////////// There two entry option to select. Either one or both can be selected: 1. Only 12/26 Cross over a. 12/26 crossover. b. RSI (14) value to be between a range (RSI is inbuilt, but lower and upper range can be defined in settings) c. MACD (12, 26) to be positive and above signal line (this is inbuilt) 2. Recent 12/26 Cross over and closing above pivot point(resistance) a. 12/26 crossover has to be recent, CrossOverLookbackCandles value will look for crossover in # previous candles.. b. RSI (14) value to be between a range (RSI is inbuilt, but lower and upper range can be defined in settings) c. MACD (12, 26) to be positive and above signal line (this is inbuilt) d. closing above resistance line ////////////////////////////////// For Exit we have three options. you can select any SL as per your need, multiple SLs can also be selected 1. Trailing Stop Loss. Source for TSL is adjustable(open, close, high or low), also you have to mention % below your source TSL has to be placed. Once closing is below TSL, exit will be triggered. 2. Closing below 7SMA After 7SMA SL is enabled, 7SMA will be plotted on chart and exit signal will be triggered when closing is below 7SMA. Choose this option for LESS risk and rewards 3. 12/26 Crossdown Once 12EMA crossdown below 26EMA, exit will be triggered. Choose this option for HIGH risk and rewards ////////////////////////////////// Resistance line is plotted based on left and right candles, if 10(can be changed) is used for both left and right, indicator will look for 10 candles in left and 10 candles in right and if both left and right candle are lower then a line is plotted. Source has to be selected (close or high) ////////////////////////////////// Qty mentioned in Buy trigger will be based on BUYVALUE entered ////////////////////////////////// Multiple Target option is available, if first target is matched how much percentage of qty to be sold can be defined. If you wish to have only one Target, then exit qty in first target must be 100
Стратегия Pine Script™
от Abdul-Rahim
10
Titan EMA Averaging Strategy - (DYOR) By MrCryptoTitan EMA Averaging Strategy (VIP Only) Enable Longs or Shorts only Works With Crypto + Forex with correct back tested settings This is not set and forget. This requires you to back test and have relevant Risk Management in place. The Strategy: The script uses 3EMA with engulfing candle to enter a trade in either short or long direction. You will need to test the settings and adjust them so there isn't too many - re-entries and make sure you take profit big enough to not trigger on same candle. When setting alerts you can use once per bar however this may trigger multiple alerts if the candle is moving very fast so this is not recommended. So doing once per bar close will mean entry is confirmed as bar is closed. You will need to select this in drop down menu. - Max Trade Limit. - All in one Alert. - Basically add syntax for example- Long/Take Profit/Re-entry/Emergency Stop. Then add one alert and select "Alert() function calls Only" Change Alert name to custom. That's it. -Built-in Strategy tester. - Trade Filter - Multi-MA Filters. - MA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "DEMA", "TEMA", VWAP - ADX Filter based on Level. Please note when running this strategy you can only trade longs only or shorts only for this setup to be potentially profitable. Also note that setting unrealistic profit targets will make a loss. So it is very important to back test everything. This Script does not use any Security functions. All indicators which are used part of the strategy are obtained from Trading View indicator Library and have source code has been changed to make this into Strategy. Please Do Your Own Research before using this. Anymore information please DM me directly
Стратегия Pine Script™
от MrCrypto_
19
action zone - ATR stop reverse order strategy v0.1 by 9nckACTION ZONE-ATR MOD v0.1 DOCUMENTATION Overview This tradingview pine script strategy is mainly created to enrich my coding skill. It is a combination of “CDC-ACTIONZONE” and my personal studies of trading techniques in various sources e.g.book, course or blog. This strategy purposefully built to connect with my automatic trading bot. However, It will be very useful to aid your trading routine by diminishing mental distraction which possibly leads to bad trades. How does it work? This strategy will do a basic simple thing that most traders do by creating entry signals on both sides long/short and also set the stop loss. Furthermore, It will also reverse the order (from long to short and vice versa (if long/short conditions are met). Finally, it will recalculate the stop loss/take profit price in every complete bar to increase the chance of winning and limit our loss. Entry rules(Long/Short) If you have no open order, an order will be created when a fast EMA crosses(up(long)/down(short) the slow EMA(It’s as simple as that). If you have an open order, the current order will be (sold if long, covered if short) and the opposite side order will be created. Exit and Reverse rules(Long/Short) If fast EMA cross (DOWN(long), UP(short)), the current order will be closed, THE OPPOSITE SIDE ORDER WILL ALSO BE CREATED. Risk management FLEX STOP PRICE : initial value will be set at the bar which order created. It is a fast ema (+/-) MIDDLE ATR value. If MIDDLE ATR value rises, it will be our new stop price. If MIDDLE ATR value falls, stop price unchanged If Price OVERBOUGHT(long)/SOLD(short), LOW of that bar will be a new stop price. Minimum position hold period In order to eliminate risk of repeatedly open, close orders in sideway trends. Minimum hold period must be passed to start exit our position. However, It always respects stop loss prices. The value refers to the number of bars. MUST READ!!! This strategy uses only MARKET ORDER. If you trade with a bot, make sure you choose only enormous market cap tokens. This strategy is bi-direction strategy. It will work best in the DERIVATIVE market. It was initially designed to compete in the cryptocurrency market which has very high volume and volatility. I only use this strategy in 1HR (acceptable change rate, optimum trade frequency) How (should) we use it? Choose crypto future pairs (recommend only top 10-15 market volume pairs in Binance, let’s say 1000M+ trade value) Choose your time frame (1H is strongly recommended) Setup your portfolio profile (Setting->Properties) such as Initial cap, order size, commission. DO NOT USE CAL ON EVERY TICK IT WILL CAUSE REPAINTING AND YOUR CAPITAL IS BLEEDING !!! BACKTEST FIRST!! Back test is a combination of art, math and statis(and a bit of luck). You can apply to train and test methods or whatever you are familiar with. In my opinion, your test period should include UPTREND, SIDEWAY, DOWNTREND. Fine tune fast, slow ema first(my best ema length of 1H timeframe around 7-10, 17-22). Try to eliminate fault breakout trade and use other options only necessary. Hopefully we can use automatic optimization on Pine Script soon. Don’t forget to turn off using a specific backtest date option to start your strategy.A THIS IS NOT A PERFECT (OR EVEN PROFITABLE) STRATEGY. USE AT YOUR OWN RISK AND TRADE RESPONSIBLY. DYOR DUDE.
Стратегия Pine Script™
от fenirlix
8
DEMA/EMA & VOL (Short strategy)Hello, I am trying to build a short momentum strategy that is based off of the DEMA crossing under the EMA, but because many momentum strategies send too many signals, I have also implemented a volatility condition based on the average true range percentage (ATRP). Essentially, as momentum moves downwards + volatility (ATRP) moves upwards, it shorts the security. However, I am having an issue with exiting trades. I think this would be a great strategy if I could simply get the strategy to exit the trades. Does anyone mind looking through the source code and tell me what I might be doing wrong? In return, I would hope that this strategy could be useful to you in same way! Thank you for looking!
Стратегия Pine Script™
от Qorbanjf
Best Crypto DEMA Strategy Long onlyThis is a crypto strategy suited for big time frames like 3h+. THIS IS A LONG ONLY STRATEGY , SUITED TO BEAT BUY AND HOLD ! It's a very risky strategy because it has no stop loss at all, so be extremely careful with it. This strategy is made of 2 DEMA a fast and a slow one. We have two rules : entry it's when we have a crossunder between the slow DEMA and the fast DEMA. We exit when the opposite happens, in this case, when the slow is above fast. For this example I used an initial capital of 1000 eur, using 100% of it always, and a commission of 0.2% per each deal.
Стратегия Pine Script™
от SoftKill21
DEMA Strategy with MACDThe Double Exponential Moving Average (DEMA) indicator was introduced in January 1994 by Patrick G. Mulloy, in an article in the "Technical Analysis of Stocks & Commodities" magazine: "Smoothing Data with Faster Moving Averages" It attempts to remove the inherent lag associated to Moving Averages by placing more weight on recent values. The name suggests this is achieved by applying a double exponential smoothing which is not the case. The name double comes from the fact that the value of an EMA (Exponential Moving Average) is doubled. To keep it in line with the actual data and to remove the lag the value "EMA of EMA" is subtracted from the previously doubled ema. DEMA is a very responsive system. A lot of signals can be generated only when trading with DEMA. In this strategy, I combined Dema buy-sell signals with MACD indicator. When you activate MACD confirmation from settings; When DEMA comes to long situation, the MACD histogram is checked to be positive.
Стратегия Pine Script™
от melihtuna
7
Triangular moving average (or Saucius) Bands v2Two bands are designed around the triangular moving average (see sauciusfinance altervista for further references). Bands based upon triangular bands are more precise and quicker than those which use Bollinger’s method (simple moving average), Keltner’s one, Highs and lows and so on. Just enter long when prices cross over “middleband” and go short viceversa. As filter, the color of the signal’ candle (green/red, i.e. close minus open) must be coeherent with your next position (price shall go down if you want to go short and viceversa). Upper and lower bands are the target: close the position when price undergo the upper band (or High band) in case of long and when price overcome the lower one (Low band) in case of short. Frequently price have a retracement towards middleband: for being safe, open another long position again (after the previous one) if the close is higher than the upper band (lower than the lower band in case of short). K is only a factor to determine the distance of the middleband to the lower one (since Big stock markets tends always to grow, short is less interesting). You can use my indicator in all temporal frame for many (not all!) financial instruments. For a quick (but not hysteric) trading, use graph 30′ to open position, and wait the next bar for a confirm. As second filter, simply open position coerehent with the daily graph (I meanif in daily desk signal is long, do not open short position in the 30 minutes’ one). Blue lines are the fixed exiting prices (stop loss / target profit) while bands are coloured. Enjoy them! Contact me for any questions about the code
Стратегия Pine Script™
от saucius