Регистрация

Turtle

HTF Multi-Asset Sync Display ProHTF Multi-Asset Sync Display Pro A professional-grade indicator designed for advanced multi-timeframe and multi-symbol analysis. This powerful tool enables synchronized visualization of up to three different assets across various timeframes, making it perfect for correlation analysis, market structure comparison, and smart money tracking. Overview HTF Multi-Asset Sync Display Pro is an advanced visualization tool that allows traders to monitor up to three different symbols simultaneously on a single chart. Whether you're analyzing correlations, divergences, or inter-market relationships, this indicator provides a comprehensive solution for complex market analysis. Usage Examples 1. Multi-Timeframe Analysis of Single Symbol Perfect for traders focusing on market structure and order flow: - Configure all three sets to display different higher timeframes of the chart's main symbol - Example: On 5M chart, display 15M, 1H, and 4H timeframes Benefits: - Clear visualization of higher timeframe market structure - Real-time order flow analysis across multiple timeframes - Better context for ICT PD Arrays on higher timeframes - Enhanced understanding of support/resistance levels - Improved timing for entries and exits 2. Correlated Assets Analysis Ideal for traders working with related instruments: - Display higher timeframes of correlated assets (e.g., ES, NQ, and YM) Benefits: - Easy identification of divergences between correlated symbols - Enhanced probability assessment for CRT setups - Improved Turtle Soup trading opportunities - Clear visualization of relative strength/weakness - Better timing for market reversals 3. Extended Analysis with Multiple Indicators Advanced setup for comprehensive market analysis: - Use two instances of the indicator to display up to 6 different HTF sets - Synchronization capabilities ensure precise alignment between indicators Benefits: - Extended market coverage with up to 6 HTF sets - Perfect synchronization between indicator instances - Comprehensive view of market structure - Enhanced correlation analysis capabilities - Maximum flexibility in timeframe selection Note: The ability to combine multiple instances of the indicator, each showing three HTF sets, provides traders with unprecedented analytical capabilities while maintaining perfect synchronization across all displayed timeframes. Key Features Multi-Symbol Display - Display up to three different symbols simultaneously - Up to 12 candles for each symbol - Customizable colors and styles for each symbol - Adjustable vertical offsets for optimal visual arrangement - Flexible scale factor for precise price movement comparison Comprehensive Timeframe Support - Intraday: 1, 2, 3, 4, 5, 6, 10, 15, 30, 45, 60, 90, 120, 180, 240 minutes - Daily: D, 2D - Weekly: W, 2W - Monthly: M - Compatibility between all minutes timeframes for synchronization Dual Synchronization Modes Auto Mode - Automatic alignment based on relative price levels - Perfect for quick visual comparison Manual Mode - Precise synchronization based on candle closing times - Ideal for detailed technical analysis Session Markers - Two configurable session lines (e.g., Regular Open and True Day Open) - Adjustable line length, style, and color - Flexible timezone support for global markets Visual Customization - Fully customizable candle appearance including wicks - Optional vertical lines for better time orientation - Scalability for optimal price movement comparison - Professional labeling system Trading Applications Correlation Analysis - Monitor relationships between currency pairs - Analyze crypto/stock correlations - Identify divergences between related instruments - Track inter-market relationships Smart Money Analysis - Identify accumulation zones - Detect manipulation phases - Track distribution phases - Analyze institutional levels - Monitor smart money footprints ICT Price Delivery (PD) Arrays Analysis - Enhanced visualization for manual PD Arrays identification - Clear display of higher timeframe price action - Improved visibility of potential PD Array structures - Better context for manual analysis Visual aid for ICT concepts identification - Helps traders manually spot potential Breaker Blocks and Order Blocks - Clearer view for identifying Inefficient Price Points - Better context for Fair Value Gaps analysis - Enhanced visibility for Mitigation Points and Liquidity Voids detection Note: This indicator provides enhanced visualization tools to support manual ICT analysis. It does not automatically detect or mark PD Arrays or other ICT concepts - it serves as a visual aid for traders who understand and manually apply ICT concepts in their analysis. Market Structure Analysis - Compare price structure across timeframes - Identify key levels on multiple timeframes - Analyze session breakouts and swings - Track market structure shifts Candle Range Theory (CRT) - Compare candle ranges across timeframes - Identify potential breakout/breakdown levels - Analyze relationships between HTF and LTF candle ranges - Recognize reversal points at HTF range extremes Turtle Soup Strategy Enhancement - Identify false breakouts - Validate breakouts by comparing LTF momentum with HTF structure - Precise entry and exit level determination Trading Efficiency Time Management - All necessary information on one chart - Eliminate timeframe switching - Quick market condition analysis - Enhanced trading efficiency Decision Making - Instant market structure overview - Quick key level identification - Efficient trade setup confirmation - Better entry and exit timing Note For optimal results, we recommend starting by setting the Base Price Level to the approximate price level of the main symbol, then adjusting the vertical offsets of other symbols according to your preferences.
Индикатор Pine Script™
от CZtrading1976
GFG Turtle SoupThe GFG Turtle Soup indicator is a custom script designed to identify potential reversal points in the market by detecting specific price patterns over a user-defined lookback period. This indicator is based on the "Turtle Soup" strategy, which aims to exploit false breakouts and generate buy or sell signals when certain conditions are met. Key Features: Lookback Period: The indicator examines a user-defined period (default is 5 bars) to determine the highest high or lowest low, crucial for identifying potential reversal zones. Signal Characters: The indicator provides visual cues on the chart using customizable characters (default is a turtle emoji 🐢) to mark potential bullish or bearish setups. Pattern Detection: Bearish Signal: A potential sell signal is generated when the current bar makes a higher high, but the close is lower than the high of the previous bar, signaling a possible reversal after a false breakout to the upside. Bullish Signal: A potential buy signal is generated when the current bar makes a lower low, but the close is higher than the low of the previous bar, indicating a possible reversal after a false breakout to the downside. Visual and Alert System: The indicator not only marks the signals on the chart but also triggers alerts, allowing traders to take action promptly on lower timeframes. This indicator is particularly useful for traders looking to identify reversal points where price may have overextended in one direction, providing opportunities to enter the market in the opposite direction.
Индикатор Pine Script™
от Gfritschg
GKD-C Turtle Trading Channel [Loxx]The Giga Kaleidoscope GKD-C Turtle Trading Channel is a confirmation module included in Loxx's "Giga Kaleidoscope Modularized Trading System." █ GKD-C Turtle Trading Channel The "Turtle Trading Channel" refers to a method of trading based on a concept taught by Richard Dennis and William Eckhardt to a group of traders known as the Turtles in the 1980s. This approach involves a set of rules for buying and selling commodities or financial instruments, primarily based on breakouts from a certain range. In trading, a "channel" is often represented as two lines on a price chart: an upper line representing a resistance level and a lower line representing a support level. In the context of Turtle Trading, these lines are typically drawn based on recent high and low prices, and trades are initiated when the price breaks out of this channel, indicating a potential trend. █ Giga Kaleidoscope Modularized Trading System Core components of an NNFX algorithmic trading strategy The NNFX algorithm is built on the principles of trend, momentum, and volatility. There are six core components in the NNFX trading algorithm: 1. Volatility - price volatility; e.g., Average True Range, True Range Double, Close-to-Close, etc. 2. Baseline - a moving average to identify price trend 3. Confirmation 1 - a technical indicator used to identify trends 4. Confirmation 2 - a technical indicator used to identify trends 5. Continuation - a technical indicator used to identify trends 6. Volatility/Volume - a technical indicator used to identify volatility/volume breakouts/breakdown 7. Exit - a technical indicator used to determine when a trend is exhausted 8. Metamorphosis - a technical indicator that produces a compound signal from the combination of other GKD indicators* *(not part of the NNFX algorithm) What is Volatility in the NNFX trading system? In the NNFX (No Nonsense Forex) trading system, ATR (Average True Range) is typically used to measure the volatility of an asset. It is used as a part of the system to help determine the appropriate stop loss and take profit levels for a trade. ATR is calculated by taking the average of the true range values over a specified period. True range is calculated as the maximum of the following values: -Current high minus the current low -Absolute value of the current high minus the previous close -Absolute value of the current low minus the previous close ATR is a dynamic indicator that changes with changes in volatility. As volatility increases, the value of ATR increases, and as volatility decreases, the value of ATR decreases. By using ATR in NNFX system, traders can adjust their stop loss and take profit levels according to the volatility of the asset being traded. This helps to ensure that the trade is given enough room to move, while also minimizing potential losses. Other types of volatility include True Range Double (TRD), Close-to-Close, and Garman-Klass What is a Baseline indicator? The baseline is essentially a moving average, and is used to determine the overall direction of the market. The baseline in the NNFX system is used to filter out trades that are not in line with the long-term trend of the market. The baseline is plotted on the chart along with other indicators, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR). Trades are only taken when the price is in the same direction as the baseline. For example, if the baseline is sloping upwards, only long trades are taken, and if the baseline is sloping downwards, only short trades are taken. This approach helps to ensure that trades are in line with the overall trend of the market, and reduces the risk of entering trades that are likely to fail. By using a baseline in the NNFX system, traders can have a clear reference point for determining the overall trend of the market, and can make more informed trading decisions. The baseline helps to filter out noise and false signals, and ensures that trades are taken in the direction of the long-term trend. What is a Confirmation indicator? Confirmation indicators are technical indicators that are used to confirm the signals generated by primary indicators. Primary indicators are the core indicators used in the NNFX system, such as the Average True Range (ATR), the Moving Average (MA), and the Relative Strength Index (RSI). The purpose of the confirmation indicators is to reduce false signals and improve the accuracy of the trading system. They are designed to confirm the signals generated by the primary indicators by providing additional information about the strength and direction of the trend. Some examples of confirmation indicators that may be used in the NNFX system include the Bollinger Bands, the MACD (Moving Average Convergence Divergence), and the MACD Oscillator. These indicators can provide information about the volatility, momentum, and trend strength of the market, and can be used to confirm the signals generated by the primary indicators. In the NNFX system, confirmation indicators are used in combination with primary indicators and other filters to create a trading system that is robust and reliable. By using multiple indicators to confirm trading signals, the system aims to reduce the risk of false signals and improve the overall profitability of the trades. What is a Continuation indicator? In the NNFX (No Nonsense Forex) trading system, a continuation indicator is a technical indicator that is used to confirm a current trend and predict that the trend is likely to continue in the same direction. A continuation indicator is typically used in conjunction with other indicators in the system, such as a baseline indicator, to provide a comprehensive trading strategy. What is a Volatility/Volume indicator? Volume indicators, such as the On Balance Volume (OBV), the Chaikin Money Flow (CMF), or the Volume Price Trend (VPT), are used to measure the amount of buying and selling activity in a market. They are based on the trading volume of the market, and can provide information about the strength of the trend. In the NNFX system, volume indicators are used to confirm trading signals generated by the Moving Average and the Relative Strength Index. Volatility indicators include Average Direction Index, Waddah Attar, and Volatility Ratio. In the NNFX trading system, volatility is a proxy for volume and vice versa. By using volume indicators as confirmation tools, the NNFX trading system aims to reduce the risk of false signals and improve the overall profitability of trades. These indicators can provide additional information about the market that is not captured by the primary indicators, and can help traders to make more informed trading decisions. In addition, volume indicators can be used to identify potential changes in market trends and to confirm the strength of price movements. What is an Exit indicator? The exit indicator is used in conjunction with other indicators in the system, such as the Moving Average (MA), the Relative Strength Index (RSI), and the Average True Range (ATR), to provide a comprehensive trading strategy. The exit indicator in the NNFX system can be any technical indicator that is deemed effective at identifying optimal exit points. Examples of exit indicators that are commonly used include the Parabolic SAR, and the Average Directional Index (ADX). The purpose of the exit indicator is to identify when a trend is likely to reverse or when the market conditions have changed, signaling the need to exit a trade. By using an exit indicator, traders can manage their risk and prevent significant losses. In the NNFX system, the exit indicator is used in conjunction with a stop loss and a take profit order to maximize profits and minimize losses. The stop loss order is used to limit the amount of loss that can be incurred if the trade goes against the trader, while the take profit order is used to lock in profits when the trade is moving in the trader's favor. Overall, the use of an exit indicator in the NNFX trading system is an important component of a comprehensive trading strategy. It allows traders to manage their risk effectively and improve the profitability of their trades by exiting at the right time. What is an Metamorphosis indicator? The concept of a metamorphosis indicator involves the integration of two or more GKD indicators to generate a compound signal. This is achieved by evaluating the accuracy of each indicator and selecting the signal from the indicator with the highest accuracy. As an illustration, let's consider a scenario where we calculate the accuracy of 10 indicators and choose the signal from the indicator that demonstrates the highest accuracy. The resulting output from the metamorphosis indicator can then be utilized in a GKD-BT backtest by occupying a slot that aligns with the purpose of the metamorphosis indicator. The slot can be a GKD-B, GKD-C, or GKD-E slot, depending on the specific requirements and objectives of the indicator. This allows for seamless integration and utilization of the compound signal within the GKD-BT framework. How does Loxx's GKD (Giga Kaleidoscope Modularized Trading System) implement the NNFX algorithm outlined above? Loxx's GKD v2.0 system has five types of modules (indicators/strategies). These modules are: 1. GKD-BT - Backtesting module (Volatility, Number 1 in the NNFX algorithm) 2. GKD-B - Baseline module (Baseline and Volatility/Volume, Numbers 1 and 2 in the NNFX algorithm) 3. GKD-C - Confirmation 1/2 and Continuation module (Confirmation 1/2 and Continuation, Numbers 3, 4, and 5 in the NNFX algorithm) 4. GKD-V - Volatility/Volume module (Confirmation 1/2, Number 6 in the NNFX algorithm) 5. GKD-E - Exit module (Exit, Number 7 in the NNFX algorithm) 6. GKD-M - Metamorphosis module (Metamorphosis, Number 8 in the NNFX algorithm, but not part of the NNFX algorithm) (additional module types will added in future releases) Each module interacts with every module by passing data to A backtest module wherein the various components of the GKD system are combined to create a trading signal. That is, the Baseline indicator passes its data to Volatility/Volume. The Volatility/Volume indicator passes its values to the Confirmation 1 indicator. The Confirmation 1 indicator passes its values to the Confirmation 2 indicator. The Confirmation 2 indicator passes its values to the Continuation indicator. The Continuation indicator passes its values to the Exit indicator, and finally, the Exit indicator passes its values to the Backtest strategy. This chaining of indicators requires that each module conform to Loxx's GKD protocol, therefore allowing for the testing of every possible combination of technical indicators that make up the six components of the NNFX algorithm. What does the application of the GKD trading system look like? Example trading system: Backtest: Multi-Ticker CC Backtest Baseline: Hull Moving Average Volatility/Volume: Hurst Exponent Confirmation 1: Advance Trend Pressure as shown on the chart above Confirmation 2: uf2018 Continuation: Coppock Curve Exit: Rex Oscillator Metamorphosis: Baseline Optimizer Each GKD indicator is denoted with a module identifier of either: GKD-BT, GKD-B, GKD-C, GKD-V, GKD-M, or GKD-E. This allows traders to understand to which module each indicator belongs and where each indicator fits into the GKD system. ? Giga Kaleidoscope Modularized Trading System Signals Standard Entry 1. GKD-C Confirmation gives signal 2. Baseline agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Volatility/Volume agrees 1-Candle Standard Entry 1a. GKD-C Confirmation gives signal 2a. Baseline agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum Next Candle 1b. Price retraced 2b. Baseline agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Baseline Entry 1. GKD-B Baseline gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Volatility/Volume agrees 7. Confirmation 1 signal was less than 'Maximum Allowable PSBC Bars Back' prior 1-Candle Baseline Entry 1a. GKD-B Baseline gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSBC Bars Back' prior Next Candle 1b. Price retraced 2b. Baseline agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Volatility/Volume Entry 1. GKD-V Volatility/Volume gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Confirmation 2 agrees 6. Baseline agrees 7. Confirmation 1 signal was less than 7 candles prior 1-Candle Volatility/Volume Entry 1a. GKD-V Volatility/Volume gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSVVC Bars Back' prior Next Candle 1b. Price retraced 2b. Volatility/Volume agrees 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Baseline agrees Confirmation 2 Entry 1. GKD-C Confirmation 2 gives signal 2. Confirmation 1 agrees 3. Price inside Goldie Locks Zone Minimum 4. Price inside Goldie Locks Zone Maximum 5. Volatility/Volume agrees 6. Baseline agrees 7. Confirmation 1 signal was less than 7 candles prior 1-Candle Confirmation 2 Entry 1a. GKD-C Confirmation 2 gives signal 2a. Confirmation 1 agrees 3a. Price inside Goldie Locks Zone Minimum 4a. Price inside Goldie Locks Zone Maximum 5a. Confirmation 1 signal was less than 'Maximum Allowable PSC2C Bars Back' prior Next Candle 1b. Price retraced 2b. Confirmation 2 agrees 3b. Confirmation 1 agrees 4b. Volatility/Volume agrees 5b. Baseline agrees PullBack Entry 1a. GKD-B Baseline gives signal 2a. Confirmation 1 agrees 3a. Price is beyond 1.0x Volatility of Baseline Next Candle 1b. Price inside Goldie Locks Zone Minimum 2b. Price inside Goldie Locks Zone Maximum 3b. Confirmation 1 agrees 4b. Confirmation 2 agrees 5b. Volatility/Volume agrees Continuation Entry 1. Standard Entry, 1-Candle Standard Entry, Baseline Entry, 1-Candle Baseline Entry, Volatility/Volume Entry, 1-Candle Volatility/Volume Entry, Confirmation 2 Entry, 1-Candle Confirmation 2 Entry, or Pullback entry triggered previously 2. Baseline hasn't crossed since entry signal trigger 4. Confirmation 1 agrees 5. Baseline agrees 6. Confirmation 2 agrees
Индикатор Pine Script™
от loxx
Pa Deviation[M]Hello everyone, First of all, what is deviation? It can be said that the price goes down (or goes out) under the past pivot zone and enters the range again after lingering for a while. (I think so) I think there is a sign of trend reversal as it hunts the stops below (or above) the pivot zone as well. (RektProof also has a strategy for this.) In this indicator, I determined the deviation limits with the atr of the pivot regions. For example, the deviation area (pivot zone - atr) must be greater than. It should also make a grand entrance into the range. Let me tell you a little about the settings: Pivot Length: It is the value entered for determining the pivot regions. For example, if the pivot length is 5, the low must be less than the past 5 lows and the next 5 lows. Minimum Bar: The value that determines the minimum bar of the deviation area. For example, if the minimum bar is 4, the indicator will show deviation areas consisting of minimum 4 bars. Example Deviation: 1.Pivots and Pivot Lines As you can see in the image, there are many pivot points. Let's take the lowest pivot point and draw an imaginary line. This is our pivot line 2.Deviation As you can see, an accumulation has occurred under our pivot line. If the price goes above our pivot line again, it will be a deviation. 3.Return to Range Voila! Price accumulated below the pivot line and splendidly rose above the pivot line. This is the deviation area for us now. Other Examples:
Индикатор Pine Script™
от Milvetti
1
[Strategy]Turtle's 20day High Low Break StrategyJapanese below / 日本語説明は下記 Overview I have made this strategy mimicking the legendary traders group, Turtle’s 20days high low break strategy with more options available for take profit(TP) and stop loss(SL) conditions. The main component of the strategy is same as my indicator, Previous N days/weeks/months high/low(see the link below) and with this strategy, you can backtest previous N days high/low break strategy. Unlike the indicator, you can specify another previous N days high/low as TP condition. This is because Turtle used 10days low as TP condition for 20days high break buy strategy, according to articles/books about them. ATR and other factors which is said to be used in their original strategy are not included in this strategy. Previous N Days/Weeks/Months High Low What is Turtle? Turtle is the group of traders founded by Richard Dennis and William Eckhardt to prove their theory that good traders can be trained or not. It is said that Turtle had made more than 175 million dollars over 5 years and some of the traders has become fund managers or successful individual traders even after the experiment. What is this strategy like? The strategy generates long entries once prices break previous N days highs and short entries when previous N days lows broken. N is user input so you can adjust it for your own strategy. As mentioned above, you can also specify another set of different previous N days high/low for TP conditions. e.g. 55 days high(low) break for entry and 20days low(high) break for take profit condition. How to use it? What this strategy shows is almost same as the indicator, Previous N days/weeks/months high/low. It displays previous N days/weeks/months highs and lows and you can set up entry condition based on previous N days high/low. Previous N weeks/months highs/lows can be used as take profit points when you develop your own strategy based on this. See the parameters below for the rest of the details. Parameters TP condition: You can select from “Pips”, “When opposite entries” or “Previous high low break”. When “When opposite entries” selected, the strategy exits the open positions when opposite directional entries happened. e.g. Long positions will be closed when short entries made. If you would like to exit positions with specific previous N days highs/lows, you can enter N in Previous N days High/Low for TP field with “Previous high low break” selected. SL condition: You can select from “Pips” or “Swing High/Low”. If “Swing High/Low” selected, left bars and right bars need input to determine swing high/low. Note: If you select “pips” in TP/SL conditions, it currently works only for forex pairs. What timeframe is the best for this strategy? As this strategy is for swing trading, longer timeframes are the best. Base on my quick check upon strategy’s performance over USD pairs in forex, daily timeframe works best, however, it could fit in with lower timeframes such as 4H and 1H by adjusting TP/SL conditions. Look at the sample result below. The result shows the strategy’s performance for USDJPY for over 40 years on Daily timeframe and it performs fairly good with more than 2 profit factor over long period of time with up-trending equity curve. It is just a simulation but the data shows Turtle’s strategy still works. ================= 概要 伝説のトレーダー集団タートルの20日高値・安値ブレイク手法を模倣して作成したストラテジーです。 利益確定や損切り条件を設定可能なようにして、より柔軟性を持たせています。 ストラテジーの主要な構造は過去にリリースしたインジケーターPrevious N days/weeks/months high/lowと同じです(下記リンク参照)。 このストラテジーを使うと、過去N日高値・安値のブレイク手法のバックテストを行うことが可能です。 また、前述のインジケーターとは異なり、このストラテジーでは利益確定条件のために、もう一つ別の過去N日高値・安値を設定することができます。これはタートルが20日高値のブレイクで買いエントリーを行う場合、10日安値ブレイクを手仕舞いの基準として使っていたことからです。 タートルのオリジナル手法ではATRやその他の要素も用いられていたようですが、このストラテジーには含まれていません。 Previous N Days/Weeks/Months High Low タートルとは何か？ タートルとは、「優れたトレーダーは育成可能か？」の問いを証明するために、投資家リチャード・デニス氏とウィリアム・エックハート氏によって組織されたトレーダー集団です。 タートルは5年間に渡って1億7千5百万ドル以上を稼ぎ出したと言われており、この実験終了後にはヘッジファンドを運営する者や個人投資家として成功したトレーダーを輩出したことで知られています。 このストラテジーの特徴 このストラテジーは、価格が過去N日高値をブレイクした時にロングエントリーを、過去N日安値をブレイクした時にショートエントリーを実行します。 Nはパラメーターで指定可能なので、皆さんの独自の手法開発のために調整することができます。 また、前述の通り、利益確定条件としてエントリー条件とは別の過去N日高値・安値を指定することが可能です。 例：エントリーには55日の高値・安値のブレイクを用い、決済には20日高値・安値のブレイクを用いるなど。 使い方 このストラテジーは前述のインジケーターとほぼ同じ内容のラインを表示します。 過去N日、N週間、Nヶ月の高値・安値を表示でき、エントリーの条件として過去N日高値・安値を指定することができます。 過去N週・Nヶ月高値・安値ラインは利益確定の目安に用いるなど、皆さんが独自の手法を構築するときの参考として使ってください。 その他のパラメーターについては以下の詳細を参照ください。 パラメーター： TP condition（利益確定条件）: “Pips(Pips指定)”, “When opposite entries(逆方向エントリー時)” or “Previous N days high low break(過去N日高値・安値)”から選択することができます。 “When opposite entries” を選択した場合、現在のポジションは、現在ポジションとは逆方向のエントリー条件が満たされた時に、決済されます。 例: ロングポジションはショートのエントリーが実行されると同時に決済される。 特定の過去N日高値・安値ブレイクを決済条件としたい場合は、“Previous N days high low break”を選択の上、該当するN日を”Previous N days High/Low for TP”の項目に入力してください。 SL condition(損切り基準): “Pips(Pips指定)”、“Swing High/Low(スウィングハイ・ロー)”から選択することができます。 “Swing High/Low”選択時は、高値・安値決定に必要な左右のバーの本数を指定します。 注：TP、SL条件でPipsを選択した場合は、現時点では為替通貨ペアのみに機能します。 このストラテジーに最適の時間軸は？ 当ストラテジーはスウィングトレードの手法となっているため、長期の時間軸が適しています。 為替のドルストレートペアでの結果を見てみると日足が最も適していますが、利益確定や損切り条件を調整することで、4時間足や1時間足向きにもアレンジできると思います。 上に示したストラテジーの例は、ドル円の日足における過去40年間以上でのバックテストの結果ですが、これだけの長期に渡って右上がりのエクイティカーブとともにプロフィットファクター2近くを維持するなど、かなり良い結果と言えるのではないでしょうか。 これは一つのシミュレーション結果に過ぎませんが、データを見る限りタートルの手法は現在でも機能すると言えるでしょう。
Стратегия Pine Script™
от FX365_Thailand
Turtle Money ManagementThe Turtle Trading approach* is a trend following system that uses volatility for position size. *(Richard Dennis & William Eckhardt ) Turtle traders use the N unit system for risk management, which has its own advantages. This indicator offers beginners a simple interface that uses the same logic. Using ATR (Average True Range) to measure volatility. The indicator shows the suggested position size and stop-loss price. You need to activate position line to see how it behaved in the past. Information about the Turtle system shows that it works in a daily candle. Intraday candles can be misleading (for ATR) because of this indicator use daily ATR by default. I leave the choice to you. Limits recommended by Turtle Traders - Single Trade % 2 Maximum risk Single Market % 4 Maximum risk Closely Correlated Markets % 6 Maximum risk Loosely Correlated Markets % 10 Maximum risk Single Direction – Long or Short % 12 Maximum risk
Индикатор Pine Script™
от miraalgo
1
The Turtle Trading ChannelTurtle Rules: To trade exactly like the turtles did, you need to set up two indicators representing the main and the failsafe system. Set up the main indicator with TradePeriod = 20 and StopPeriod = 10 (A.k.a S1) Set up the failsafe indicator with TradePeriod = 55 and StopPeriod = 20 (A.k.a S2) The entry strategy using S1 is as follows Buy 20-day breakouts using S1 only if last signaled trade was a loss. Sell 20-day breakouts using S1 only if last signaled trade was a loss. If last signaled trade by S1 was a win, you shouldn't trade -Irregardless of the direction or if you traded last signal it or not- The entry strategy using S2 is as follows: Buy 55-day breakouts only if you ignored last S1 signal and the market is rallying without you Sell 55-day breakouts only if you ignored last S1 signal and the market is pluging without you The turtles had a progressive position sizing approach that boosted their winnings. Once a trading decision has been made you should... Enter the market with 2% risk. Place stop-loss 2ATR from the opening price. If the position moves in your favor 1/2ATR, enter the market again with 2% risk and trail all stop-losses 2ATR from current price. If the position moves in your favor 1/2ATR, enter the market again with 2% risk and trail all stop-losses 2ATR from current price. If the position moves in your favor 1/2ATR, enter the market again with 2% risk and trail all stop-losses 2ATR from current price. Stop adding to positions when 4 positions have been taken. (*** And see money management rule below) The exit strategy is carried out using the line with the shortest period of the indicator: Exit longs taken using S1 when price action closes below a 10-day low Exit shorts taken using S1 when price action closes above a 10-day high Exit longs taken using S2 when price action closes below a 20-day low Exit shorts taken using S2 when price action closes avove a 20-day high The turtles had very strict money management too. Initial position risk was 2%, but it decreased according to the current drawdown. If the account had a 10% drawdown, the risk for each trade should decrease a 20% If the account had a 20% drawdown, the risk for each trade should decrease a 40%. If the account had a 30% drawdown, the risk for each trade should decrease a 60%. So, if the account had a N% drawdown, the risk for each trade should decrease N*2%. Spanish Traslation : Reglas de las tortugas: Para tradear exactamente como lo hacían las tortugas, debe configurar dos indicadores que representen el sistema principal y el de seguridad . Configure el indicador principal con TradePeriod = 20 y StopPeriod = 10 (Aka S1 ) Configure el indicador de seguridad con TradePeriod = 55 y StopPeriod = 20 usando un color diferente. (También conocido como S2 ) La estrategia de entrada usando S1 es la siguiente Compre rupturas de 20 días usando S1 solo si la última operación señalada fue una pérdida. Venda rupturas de 20 días usando S1 solo si la última operación señalada fue una pérdida. Si la última operación señalada por S1 fue una victoria, no debe operar, independientemente de la dirección o si la última operación la realizó o no. La estrategia de entrada con S2 es la siguiente: Compre rupturas de 55 días solo si ignoró la última señal S1 y el mercado se está recuperando sin usted Venda rupturas de 55 días solo si ignoró la última señal S1 y el mercado se está disparando sin usted Las tortugas tenían un enfoque de tamaño de posición progresivo que aumentó sus ganancias. Una vez que se haya tomado una decisión comercial, debe ... Ingresar al mercado con un 2% de riesgo. Coloque el stop-loss 2ATR desde el precio de apertura. Si la posición se mueve a su favor 1 / 2ATR, ingrese al mercado nuevamente con un 2% de riesgo y arrastre todos los stop-loss 2ATR del precio actual. Si la posición se mueve a su favor 1 / 2ATR, ingrese al mercado nuevamente con un 2% de riesgo y arrastre todos los stop-loss 2ATR del precio actual. Si la posición se mueve a su favor 1 / 2ATR, ingrese al mercado nuevamente con un 2% de riesgo y arrastre todos los stop-loss 2ATR del precio actual. Deje de agregar posiciones cuando se hayan tomado 4 posiciones. (*** Y vea la regla de administración de dinero a continuación) La estrategia de salida se realiza utilizando la línea de menor periodo del indicador: Salga de largos tomados usando S1 cuando la acción del precio cierra por debajo de un mínimo de 10 días Salga de los cortos tomados con S1 cuando la acción del precio cierre por encima de un máximo de 10 días Salga de largos tomados usando S2 cuando la acción del precio cierra por debajo de un mínimo de 20 días Salga de los cortos tomados con S2 cuando la acción del precio se cierre evite un máximo de 20 días Las tortugas también tenían una administración de dinero muy estricta . El riesgo de la posición inicial fue del 2%, pero disminuyó de acuerdo con la reducción actual. Si la cuenta tiene una reducción del 10%, el riesgo de cada operación debería disminuir un 20%. Si la cuenta tiene una reducción del 20%, el riesgo de cada operación debería disminuir un 40%. Si la cuenta tiene una reducción del 30%, el riesgo de cada operación debería disminuir un 60%. Entonces, si la cuenta tiene una reducción del N%, el riesgo de cada operación debería disminuir N * 2%.
Индикатор Pine Script™
от 4alphabsolute
1
Slow and Fast TurtleThis script is based on the famous turtle strategy with add on cha stop. - Fast Buy triggered when price cross upper DC 20. - Slow Buy triggered when price cross upper DC55. - There is 2 lines (black line) which is Stop Line and Average Up line. - Stop when price close below Stop Line and Average Up when price close above Average Up line. - There is 2 Sell signal which is Fast Sell and Slow Sell. Fast Sell triggered when price close below than lower DC 10 and Slow Sell triggered when price close below than lower DC 20. - Cha stop is also sell signal which is triggered when close price is lower than lowest 2 days before.
Индикатор Pine Script™
от hazwanhadzari
Donchian Channels Strategy - Long Term TrendFor Educational Purposes. Results can differ on different markets and can fail at any time. Profit is not guaranteed. This only works in a few markets and in certain situations. Changing the settings can give better or worse results for other markets. This is a longer term trend following strategy that uses Donchian Channels for trend following and uses the upper and lower bands to find price breakouts to enter the market and then uses the middle band as a trailing stop to exit. DCs are known as the original trend following strategy made by Richard Donchian. Usually the middle band uses the same length of the upper and lower bands in its calculation but I included the default option of using a middle band that is double the length of the other bands, but also an option to use the regular input length that most Donchian strategies use if needed. If long term trends are somehow found, this longer middle band lets the profits run longer and lets you see where the long trends were at if the market had any. The double lengthed middle band looks surprisingly very similar to a 3x ATR trailing stop, which is the recommended setting Wilder suggested for trend following. If a good ATR stop or other trailing stop can't be found, this longer middle band can act as a substitute for it. For some reason I can't seem to find anything related to Donchian strategies on here despite the popularity and simplicity of it, not even a single working one to my liking, so I made my own. It seems this strategy only works in trending markets. I intentionally handpicked a market that the backtest does well on to illustrate the potential it might have for other markets where trending following strategies might work on and what to expect the results in those might be. Trend following strategies are said to have high profits but at the same time lower accuracy due to the failure rate of being able to catch the right trend. If you all got any suggestions or feedback please let me.
Стратегия Pine Script™
от SparkyFlary
1
Volatility GuppyBased on my previous script "Turtle N Normalized," this script plots the CM SuperGuppy on the value of N to identify changing trends in the volatility of any instrument. Turtle rules taken from an online PDF: "The Turtles used a concept that Richard Dennis and Bill Eckhardt called N to represent the underlying volatility of a particular market. N is simply the 20-day exponential moving average of the True Range, which is now more commonly known as the ATR. Conceptually, N represents the average range in price movement that a particular market makes in a single day, accounting for opening gaps. N was measured in the same points as the underlying contract. The Turtles built positions in pieces which we called Units. Units were sized so that 1 N represented 1% of the account equity. Thus, a unit for a given market or commodity can be calculated using the following formula: Unit = 1% of Account/(N x Dollars per Point)" To normalize the Unit formula, this script instead takes the value of (close/N). Dollars per point = 1 for stocks and crypto, but will change depending on the contract specifications for individual futures . "Since the Turtles used the Unit as the base measure for position size, and since those units were volatility risk adjusted, the Unit was a measure of both the risk of a position, and of the entire portfolio of positions." When the EMA's are green, volatility is decreasing. When the EMA's are red, volatility is increasing. When the EMA's are grey, the trend is changing.
Индикатор Pine Script™
от MartinShkreIi
2
Turtle N NormalizedSimple script that calculates the normalized value of N. Rules taken from an online PDF containing the original Turtle system: "The Turtles used a volatility-based constant percentage risk position sizing algorithm. The Turtles used a concept that Richard Dennis and Bill Eckhardt called N to represent the underlying volatility of a particular market. N is simply the 20-day exponential moving average of the True Range, which is now more commonly known as the ATR. Conceptually, N represents the average range in price movement that a particular market makes in a single day, accounting for opening gaps. N was measured in the same points as the underlying contract. The Turtles built positions in pieces which we called Units. Units were sized so that 1 N represented 1% of the account equity. Thus, a unit for a given market or commodity can be calculated using the following formula: Unit = 1% of Account/(N x Dollars per Point)" To normalize the Unit formula, this script instead takes the value of (close/N). Dollars per point = 1 for stocks and crypto, but will change depending on the contract specifications for individual futures. "Since the Turtles used the Unit as the base measure for position size, and since those units were volatility risk adjusted, the Unit was a measure of both the risk of a position, and of the entire portfolio of positions." When the value of N is high, volatility is low and you should be more risk-on. When the value of N is low, volatility is high and you should be more risk-off.
Индикатор Pine Script™
от MartinShkreIi
Turtle ProINTRODUCTION This indicator is to give BUY/SELL signal based on price action. There are 2 types of BUY/SELL Signals Fast Turtle Buy/Sell Slow Turtle Buy/Sell FAST TURTLE Signal > Fast Turtle is based on 2 Bars High and 2 Bars Low setup > Buy/Sell signal appears at the top of the chart. SLOW TURTLE Signal > Slow Turtle is based on 20 Bars High and 10 Bars Low setup > Buy/Sell signal appears top/bottom of the candlestick Fast Turtle and Slow Turtle will appear on the same chart without additional configuration required. It also includes 4 EMAs line. EMA10, EMA20, EMA50 and EMA200. Turtle Pro is now allow users to set Alert Notification for Fast/Slow Turtle Signal Step by step ALERT Notification Setup Note to moderator: This external link is purely step by step illustration of how to set up Alert Notification Notes :- 1) Best use with "FiFT Pro & ATOM Pro" indicators 2) Please contact me for access
Индикатор Pine Script™
от kgiap123
91
[Zekis]Turtle Trading Donchian Price Channels StrategyOne of the most famous strategy in the history of trading, #Turtle strategy have numerous legends, one of them is using Donchian Price Channels with 55 period for entries and 20 period for exits. Can be used with any time frame Added alerts I added re-entries and re-exits for more scalps or for laddering trading. Also you can modify parameters for entries and exits for your market needs. Trade safe! @Zekis
Индикатор Pine Script™
от edward_Z
11
(2) MoTrend VS-1150A great deal has been written about trend trading, simply because it’s a profitable trading technique, that simply works. The MoTrend indicator displays trending, momentum and stiffness to the trader guiding them to potential trend trading opportunities. MoTrend also contains a very sophisticated exit strategy, allowing the trader to ride the trend to its most profitable exit point.   MoTrend was developed by determining when the Short-Term Hurst Channel(STHC) merge with the Long-Term Hurst Channel (LTHC). This event is flagged in two manors. First the STH channels blue line obscures the green or red lines of the LTH cycle channel. This triggers a change in the background color of your Cycles price chart to light green, as illustrated below, and in a change in color of the background of the MOTREND indicator to dark green on up-trends. These background colors shift to progressive shades of red when the trend is indicating down. Because the MoTrend indicator was designed to work in concert with the Cycles indicator, the MoTrend signals are designed to progressively bleed into the Genie Cycles indicator. The two are not required to both be active on your screen at the same time, as each one is a free standing indicator working` completely independently of each other. When the STH channel moves to the top of the LTH channel you are seeing the confirmed beginning of a positive trend. The MOTREND indicators most important asset is the ability to provide traders with a clear indications when, in all probability, the trend is coming to an end. This is accomplished by the magnetic effect of the STH channel.  As long as the price range of the trades remain within the short-term channel, not exceeding the lower threshold of the bounding channel, the entire channel will remain attached to the top of the long-term channel.  This magnetic effect of the short-term channel provides you with the ability to stay in your trade in the face of small, short-term reversals as long as those price changes don’t drag the STH channel lower.  As soon as that occurs, your positive trend is demonstrating weakness and you should shift your trade evaluation to the stiffness histogram indicator show in the same indicator window.   The Stiffness indicator helps determine if you should continue in this trade after the Hurst cycles uncouples. The Stiffness indicator is simply counting the number of bars/days that your equity has remained above a specified moving average (MA) without penetrating that moving average. The indicator utilizes two adjustable variables, both a look-back or length for the moving average and a period of time or window that you are focused on. This is plotted as a series of columns plotted on two scales. Zero to 100 for uptrends (green columns) and 0 to -100 (red columns) for down trends. The period length provides the trader with a window of time that you want to determine if the price is penetrating the moving average you have set. The Stiffness indicator was described in the trading journal; Technical Analysis of Stocks and Commodities, by Markos Katsanos, Nov 25, 2018.   Finally, you can turn on a price line that is recalculated to become constrained within the parameters of the MoTrend indicators -100 to +100 range. This provides the trader the ability to see the relationship of price changes against the MoTrend and Stiffness indicators all in one indicator pane, window. Access this Genie indicator for your Tradingview account, through our web site. (Links Below) This will provide you with additional educational information and reference articles, videos, input and setting options and trading strategies this indicator excels in.
Индикатор Pine Script™
от StockSwinger
1
Turtle Strategy Short Sell VersionThis is a short-sell version of the strategy based on the famous turtle system. www.tradingblox.com In a nutshell, it a trend trading system where you are shorting on strength (in the downtrend), selling on weakness (that it might be reversing). positions should be entered when the price crosses under the 20-day low (S1 low) or 55-day low (S2 low). positions should be exited when the prices crosses over the 10-day high (S1 high) or 20-day high (S2 high) you can add positions at every unit (measured by multiple of n, where n=1 ATR) stops should be placed at 2*n above every position entered, when the stop is hit exit your entire position. positions should be entered everytime price crosses under S1 or S2, with one exception: if the last trade was an S1 trade and it was a winning trade, skip the next trade unless the price crosses under S2, if that is the case, you should take it. S1 and S2 levels are also configurable for high and lows. N multiple for stops and pyramid are also configurable To change this from a strateg to a study: 1) uncomment the next line and comment out the strategy line. 2) at the end of the file comment out the last 2 lines study(title="Turtle Study Short", overlay=true)
Стратегия Pine Script™
от eugene71
5
Real TurtleThere are a few different attempts at the turtle strategy on here, but none that I have seen thus far correctly follow the strategy as I know it. This version uses a stop order to trail out of the position by moving the stop order to match the exit channel or stoploss as the N*2( ema of True Range * 2). This version of turtle strategy also uses stop orders for entry on either side in order to enter at optimal time. The ability to specify a backtest period was borrowed from another script, I grabbed it so long ago I no longer remember from whom i borrowed it, if it was yours I will credit you if you PM me. This version unlike others also allows you to specify a risk % so you only risk that percentage of your equity in a trade, as calculated from your stoploss. Disclaimer: I have published several scripts in the past when i was first learning pinescript and they are all horrible please ignore those. I would delete them, but TV doesn't allow you to delete.
Стратегия Pine Script™
от DashTrader
18