INVITE-ONLY SCRIPT

Price Change Scalping Strategy v1.0 - 3Commas Edition

Mis à jour
Introduction

This strategy implements the Price Change Scalping (PCS) strategy specifically for the 3Commas platform. The Input settings have been redesigned to match the same inputs as the 3Commas My Bot Settings page. Only the "Deal Start Condition" section will echo the required PCS-related settings found in the original Price Change Scalping Strategy v1.0 to successfully implement the strategy.

The strategy uses a price rate of change (ROC) momentum calculation to determine the percent change in price between a defined range of bars. The calculated ROC value is then compared to the Upper Threshold and Lower Threshold values to determine if a trade setup is to be activated. If the threshold is crossed, a trade setup will occur based on the indicator settings. Entry, Take Profit, and Stop Loss prices are calculated and displayed on the chart. Once the Entry Price is crossed, a long or short position is created (depending on the direction) and once the Take Profit price is crossed, the position is closed. If the Entry Price is not crossed within a specific number of bars, the trade setup is canceled, and it will proceed to monitor price changes for the next set up.

How is it original and useful?

This strategy is unique in that the strategy version fully supports the TradingView backtester, which will enable you to perform experiments with various settings to evaluate performance using the historical chart data. The study version implements the "Start Deal" and "Close Deal" alerts for you to integrate with 3Comma's "Trading View Custom Signal" start condition. Both script versions will provide the same configuration abilities. The following list is a brief description of its usefulness:

  • Full support for all possible 3Commas bot settings.
  • Define a short or long trading strategy.
  • Price change data source and offset settings.
  • Your layering placement relative to the entry price.
  • Your trading parameters like take profit and stop loss offsets, trailing take profit support, exchange commission rates, trading start time, and order size multiplication for each layer.
  • Flexible trade eligibility rules that can use other chart indicators, like RSI or EMA, to exclude the selection of entry prices for trading.
  • The visibility of detailed statistics from the chart history pertaining to trading sessions started and closed, session durations, win rate, price action drops and bounces, as well as layer utilization.
  • The visibility of detailed Used Amount for Each Step table that details how each layer will be allocated for trading.


How does it compare to other scripts in the Public Library?

The strategy offers a very detailed, comprehensive settings to address all types of markets found on TradingView where you can implement the price change scalping strategy. The strategy version can be considered the first of its kind on TradingView to leverage the backtester to provide informative, detailed performance measurements surrounding this unique trading strategy. The study version will implement the latest alert framework called "Any Alert() Function" where you can create a single alert to handle multiple events, which include:

  • Deal Start
  • Deal Close


Strategy Results

The default settings are designed to define a "loose" price change settings to ensure that the indicator will render chart elements when first loaded as well as to allow the backtester to gather order executions and display performance summary. The strategy version is using $10,000 initial capital, a commission rate of 0.1% for both entries and exits, and a 1 tick slippage setting. It is also using 3.4881% of the equity for the Base Order Size, 4.7097% of equity for the first Safety Order Size. The Maximum Safety Trade Count is 7 with a Safety Order Volume Scale of 1.33, and a take profit of 2% with no stop loss. All other settings are defaults.

It is recommended that the indicator be "tuned" for your specific market to best implement the price change strategy and obtain better desirable results. You do so by scrolling through the chart's history and observing moments when prices tend to move rapidly. Measure the number or bars it typically takes for the price to change at a specific rate. Using this information, you can adjust the Price Change Settings accordingly to configure the indicator for the chart.

Always keep in mind that past performance may not be indicative of future results. Settings that seem favorable for one market may be found to be disastrous in another. Therefore, do take the time needed to understand how the settings will behave with the given chart symbol.

Enjoy! 😊👍

How to obtain access to the script?

You have two choices:

  • Use the "Website" link below to obtain access to this indicator, or
  • Send us a private message (PM) in TradingView itself.
Notes de version
v1.0.16 - Patch Release (3Commas Edition Only)

New fixes in this release:

  • Fixed a defect where the Trade Eligibility Condition would fail to work properly because a function is not called on each tick calculation.
Notes de version
v1.0.17 - Patch Release (3Commas Edition Only)

New features and fixes in this release for both Indicator and Strategy:

  • Added "Position" drop-downs to control the placement of the Statistics table on the chart.
  • Added validation logic to layer position size and price to avoid runtime errors when the safety order configuration is calculating extremely high sizes and negative prices.
  • Added "Stop Loss Timeout Activated" and "Stoploss Timeout Bar Count" data point to the Data Window.
  • Added minor enhancements to the settings UI and table styling.
  • Combined several statistic data point together to keep the Statistics table as short as possible.
  • Fixed a defect where enabling the "Stop Loss Timeout (bars)" feature was not working properly.
  • Fixed a defect where using a "Safety Order Volume Scale" value of 1 was not working properly.
  • Replaced TP, TTP, and SL label shapes with plot shapes in order to avoid the 500 labels limit and improve readability in these events in the chart history.
Notes de version
v1.0.18 - Patch Release (3Commas Edition Only)

New features and fixes in this release for both Indicator and Strategy:

  • Added the "Equal To" and "Not Equal To" options in the "Is" inputs in the "Enable Trade Eligibility Condition" sub-section.
  • Fixed a defect where the Win/Loss Rate % was not being calculated for Stop Loss Timeouts.
  • Fixed a defect where using the "Stop Loss Timeout (bars)" with a "Stop Loss Action" of "Close Deal & Stop Bot" was not stopping trading.
  • Fixed a defect where the Strategy Tester was showing a 2nd safety order entry, but the total volume size for the safety order was unevenly split between the two. The fix involved implementing a workaround with the strategy.exit() by supplying a value for the 'from_entry' argument instead of omitting it to handle all the orders.
  • Updated the default value for the "Long Condition" and "Short Condition" check boxes to checked to avoid an extra step when enabling the Trade Eligibility Condition settings.
Notes de version
v1.0.19 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Added the "Timeframe" data point to the "3C-DCA STATISTICS" table.
  • Added more abbreviation settings (MAD & SDSP) to the "Summary" data point in the "3C-DCA STATISTICS" table.
  • Added show/hide input controls for the various sections of the "3C-DCA STATISTICS" table.
  • Added "Show Profit/Loss Zones" and "Show Unrealized Profit/Loss Label" inputs to show or hide these new chart features.
  • Fixed a defect where the strategy would submit multiple limit orders on the real-time bar as it is crossing a Safety Order layer when "Recalculate On Every Tick" is checked in the Properties tab. (Strategy version only)
  • Fixed a defect where a single bar will cross the entry price (base order) and the take profit price within the same bar, thus causing it to close the deal immediately at the entry price instead of the take profit price.
  • Fixed a defect where the Entry Price line would stay connected to the next trade setup that starts immediately after conclusing a deal.
  • Fixed a defect where the deviation from the base order for the first safety order was not being inverted correctly for the "Short" strategy setting.
  • Fixed a defect where the first safety order was being considered crossed when the candle that started the deal was also exceeding the deviation percentage from the base order.
  • Removing the use of barstate.islast to prevent the alert repaint warning when creating alerts. (Indicator version only)
  • Updated the "Daily P&L" data point in the "3C-DCA STATISTICS" table to display the calculated daily P & L in deals and for the entire lookback period (in total).
  • Updated the safety order lines to place the price label at the real-time bar instead of the entry bar to improve readability.
  • Updated the inputs in the STRATEGY and SAFETY ORDERS section to match the new UI changes on 3Commas. Also updated tooltip content.
Notes de version
v1.0.20 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Updated the default value of the "Stop Date/Time" input to 2030-01-01.
Notes de version
v1.0.21 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Added new "Ignore Value" inputs for the Start and Close Deal Signal sections.
  • Added new "Link to TradingView Script" and "Link to Documentation" inputs to the "GENERAL INFO" section.
  • Added the "No. of Single-Bar Entries & Exits" data point to the "3C-DCA STATISTICS" table.
  • Added new "Stat Label Font Weight" input to change the font labels to bold or normal for the "3C-DCA STATISTICS" table.
  • Removed almost all tooltip icons and text due to the 60K compiled tokens limitation and tooltips consume a lot of these tokens.
  • Updated the Statistics table rendering criteria to draw the table during Replay mode of the chart.
Notes de version
v1.0.22 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Fixed a defect where using the "Percentage from base order" option for the "Take Profit Type" input was not calculating the Take Profit price correctly.
Notes de version
v1.0.23 - Patch Release

New fixes in this release for both Indicator and Strategy:

  • Fixed a defect where a single candle will cross a safety layer and the take profit price and not close the deal.
Notes de version
v1.0.24 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Added support for a comma-delimited list of values for the "Bot ID" input with placeholders "{{bot_id_1}}", "{{bot_id_2}}"..."{{bot_id_10}}", etc. (Indicator Only)
  • Fixed a defect where the "Errors Found" table would disappear when the current bar would complete, and a new bar would begin.
Notes de version
v1.0.25 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Added the "in Deal ##" values for the "Min Bars in Deals" and "Max Bars in Deals" data point in the statistics table.
  • Updated the "Pair" data point in the Statistics table to show the 3Commas formatted symbol instead of the TradingView ticker ID in order to know if you should use the "Use Custom Symbol" input or not.
Notes de version
v1.0.26 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Added "No. of Base Order-Only Deals" data point to the 3C-DCA Statistics table.
  • Converted the "Open Deal Signal Message" and "Close Deal Signal Message" inputs to text area to support multi-line messages.
  • Fixed a defect where checking the "Open Deal Signal Message" and "Close Deal Signal Message" checkboxes when the "Bot ID" input was blank would cause a "Index 1 is out of bounds" fatal error.
  • Moved the "Base & Safety Order Size Unit" drop-down into it's own row instead of next to the "Base Order Size" input.
  • Updated the JSON messages in the "Open Deal Signal Message" and "Close Deal Signal Message" inputs to contain the newline character ("\n") due to some users needing it for a successful signal to be accepted by 3Commas.
  • Upgraded to source code to version 5 of Pine Script.
Notes de version
v1.0.27 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Added the "Verify Price For Limit Orders (ticks)" input to the "ADVANCED SETTINGS" section. (Indicator only)
  • Added the "Total Volume" data point to the 3C-DCA Statistics table that reports all the base & quote volume used in all the deals.
  • Fixed a defect where the "Max Safety Order Price Deviation" data point in the 3C-DCA Statistics table was displaying "NaN%". (Indicator only)
  • Fixed a defect with the Profit/Loss Zones background color not having any transparency and added the color settings to the Style tab for customization.
Notes de version
v1.0.28 - Patch Release

New features and fixes in this release for both Indicator and Strategy:

  • Added the "close_entries_rule" argument to the "strategy()" function in order to eliminate single limit orders being broken out to multiples in the Strategy Tester. (Strategy only)
  • Updated the drop-down inputs that have a blank value to a single dash (-) in order to better support the Optimiser plugin's ability to read the values.
Notes de version
v1.0.29 - Patch Release

New features/fixes in this release:

  • Implementing a workaround to avoid a defect with the Strategy Tester where calling "strategy.close_all()" function twice will open a short position in the List of Trades table. (Strategy only)
Notes de version
v1.0.30 - Patch Release

New features/fixes in this release:

  • Fixed a defect caused by implementing the workaround in the previous release where the entry stop order was not being canceled when the "Maximum Number Of Bars To Enter Trade" is reached. (Strategy only)
Notes de version
v1.0.31 - Patch Release

New features/fixes in this release:

  • Fixed a defect where there was a missing comma in the "Close Deal Signal Message" text area after the 0 value for the "delay_seconds" property. (Indicator only)
Notes de version
v1.0.32 - Patch Release

New features/fixes in this release:

  • Fixed a defect where the "Strategy" setting of "Short" was not triggering the entry alert when crossing the Entry Price.
  • Reordered the "STRATEGY" and "SAFETY ORDERS" sections to match the Advanced user interface for improved efficiency when comparing settings between 3Commas and the script settings.
Notes de version
v1.0.33 - Patch Release

New features/fixes in this release:

  • Added the ability to set the Take Profit % after a given number of bars in a deal has been reached as a result of the following:
  • Added the "Set TP to [X]%, on bars in deal [Y]" input to the "TAKE PROFIT" section.
  • Added the "When price is beyond new TP price, then [choice]" input to the "TAKE PROFIT" section.
  • Moved the "Set TP to Breakeven, after Safety Order No." input to the "TAKE PROFIT" section.
Notes de version
v1.0.34 - Patch Release

New features/fixes in this release:

  • Fixed a defect where using the "Cooldown Between Deals (bars)" input was only working for the ASAP Deal Start Condition.
Notes de version
v1.0.35 - Patch Release

New features/fixes in this release:

  • Added the "Override Minimum Tick Precision", "Custom Minimum Tick Precision", and "Method To Adjust Prices To Minimum Tick Precision" inputs to the "ADVANCED SETTINGS" section to handle exchanges that require a specific precision in prices.
  • Added the "Safety Order Filled" alert condition.
  • Added the "Safety Order Filled Signal Message" checkbox and text area to support the "add_funds_in_quote" or "add_funds_in_base" messages that are found on the bot Information page.
  • Added new placeholders for the "Safety Order Filled Signal Message" alerts message. (Indicator version only)
    New placeholders are: {{event_name}}, {{break_even_price}}, {{stop_loss_price}}, {{take_profit_price}}, {{base_order_price}}, {{count_of_filled_safety_orders}}, {{safety_order_quote_volume}}, {{safety_order_base_amount}}
  • Fixed a defect where TV no longer supports line breaks in the "stepline" line style that is used for the "Breakeven", "Take Profit", and "Stoploss" price lines.
  • Reordered the "Max Active Safety Trades Count" and "Max Safety Trades Count" inputs to match the order with 3Commas Bot Settings page.
  • Reordered the "Stat Label Font Weight" input to be above the "Cell Text Size" input for the Statistics Table settings since it really is not related to the Custom theme color inputs that were surrounding it.
  • Reordered the data points in the Data Window to move the price values at the top because TV's will only allow the first 19 data points to be resolved using placeholders in alert condition messages.
  • Renamed the "Open Deals & Stop" input to "Open X Deals & Stop" to match the label for the input on the 3Commas Bot Settings page.
  • Renamed the "ALERT SETTINGS" section to "ANY ALERT() FUNCTION CALL" to make it more clear about the type of alert that must be used for the inputs in the section.
Notes de version
v1.0.37 - Patch Release

New features/fixes in this release:

  • Reverted the changes in v1.0.36 because TradingView has resolved the compiler issues that was preventing the indicator from being added to the chart for the first time.
  • Replaced the "Link to TradingView Script" and "Link to Documentation" inputs with the "Links to TradingView Script & Documentation" text area to make it easier to read the information.
3commasbacktestingDCARate of Change (ROC)scalpingstoplosstakeprofit

Script sur invitation seulement

L'accès à ce script est limité aux utilisateurs autorisés par l'auteur et nécessite généralement un paiement. Vous pouvez l'ajouter à vos favoris, mais vous ne pourrez l'utiliser qu'après avoir demandé et obtenu l'autorisation de son auteur. Contactez prosum_solutions pour plus d'informations, ou suivez les instructions de l'auteur ci-dessous.

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Instructions de l'auteur

To request access to this script, either use the "Website" link below or send us a private message (PM) in TradingView. We will respond as soon as possible.

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