Scaled Normalized Vector Strategy, ver.4.1This modification of the Scaled Normalized Vector Strategy uses trailing stops and is optimized for lower TFs.
Recherche dans les scripts pour "Trailing stop"
Kaufman Adaptive BandsIntroduction
Bands are quite efficient in technical analysis, they can provide support and resistance levels, provide breakouts points, trailing stop loss/take profits positions and can show the current market volatility to the user. Most of the time bands are made from a central tendency estimator like a moving average plus/minus a volatility indicator. Therefore bands can be made out of pretty much everything thus allowing for any kind of flavors.
So i propose a band indicator made from a Kaufman adaptive moving average using an estimate of the standard deviation.
Construction
The Kaufman moving average is an exponential averager using the efficiency ratio as smoothing variable, length control the period of kama and in order to provide more smoothness a power parameter has been introduced, higher values of power will return smoother results.
The volatility indicator is made from a biased estimation of the standard deviation by using the square root of the mean of the square minus the square of the mean method, except that we use kama instead of a mean.
The bands are made by adding/subtracting this volatility indicator with kama.
How To Use
The ability of the indicator to adapt to the current market state is what makes him a great tool for avoiding major exposition during ranging market, therefore the indicator will have a greater motion during trending market, or more simply the bands will move during trending markets while staying "flat" during ranging ones. Therefore the indicator might be more suited to breakouts, even if some cases will return what where turning points, this is particularly true during ranging markets.
Of course the efficiency ratio is not an "unbiased" trend metric indicator, it can consider high volatility markets as trending markets. Its one of his downsides.
High values of power will create smoother bands.
When using a low power parameter use an higher mult. In general using a low power value will make the bands move more freely as well as making them closer to each others.
Conclusion
At least the indicator is really nice to the eyes when using high power values, its ability to adapt to the market is a great addition to other more classical bands indicators, i also introduced a volatility estimator based on kama, some might have used the following estimation : kama(abs(price - kama)) which would have created a slower result. A trailing stop might be made from it if i see request about such addition.
If you are curious here are some more images of the indicator performing on different markets. Thanks for reading !
Renko Plot StrategyThis strategy lets you plot Renko open and close values, based on your preferred Renko size brick, on normal candle chart. You can use it on any timeframe, define your preferred brick size and trailing stop.
Modified Gann HiLo ActivatorIntroduction
The gann hilo activator is a trend indicator developed by Robert Krausz published into W. D. Gann Treasure Discovered: Simple Trading Plans for Stocks & Commodities . This indicator crate a trailing stop aiming to show the direction of the trend.
This indicator is fairly easy to compute and dont require lot of skills to understand. First we calculate the simple moving average of both price high and price low, when the close price is higher than the moving average of the price high the indicator return the moving average of the price low, else the indicator return the moving average of the price high if the close price is lower than the moving average of the price low.
My indicator add a different calculation method in order to avoid whipsaw trades as well as adding significance to the moving average length. A Median method has been added to provide more robustness.
The Indicator
The indicator is a simple trailing stop aiming to show the direction of the trend. The indicator use a different source instead of the price high/low for its calculation. The first method is the "SMA" method which like the classic hilo indicator use a simple moving average for the calculation of the indicator.
Sma Method with length = 25
The "Median" use a moving median instead of a simple moving average, this provide more robustness.
Median Method with length = 25
The shape is less curved and the indicator can sometimes avoid whipsaw with high's length periods.
Mult Parameter
The mult parameter is a parameter set to be lower or equal to 1 and greater or equal to 0. High values allow the indicator to be far from the price thus avoiding whipsaw trades, lower ones lower the distance from the price. A mult parameter of 0.1 approximate the original hilo indicator.
In blue the indicator with mult = 0.1 and in radical red the original hilo activator.
Conclusion
The modifications allow more control over the indicator as well as adding more robustness while the original one is destined to fail when market price is more complex.
Thanks for reading :)
For any questions/suggestions feel free to pm me
Generalized SSL by Vts// Generalized SSL:
// This is the very first time the SSL indicator, whose acronym I ignore, is on Tradingview.
// It is based on moving averages of the highs and lows.
// Similar channel indicators can be found, whereas
// this one implements the persistency inside the channel, which is rather tricky.
// The green line is the base line which decides entries and exits, possibly with trailing stops.
// With respect to the original version, here one can play with different moving averages.
// The default settings are (10,SMA)
//
// Vitelot/Yanez/Vts March 2019
Chandelier ExitThis is a redesign of the Chandelier Exit indicator. It removes stupid transitions between Chandelier Exit' states and highlights initial points for both lines.
This indicator was originally developed by Charles Le Beau and popularized by Dr. Alexander Elder in his book "Come Into My Trading Room: A Complete Guide to Trading" (2002).
In short, this is a trailing stop-loss based on the Average True Range (ATR).
Fisher Transform Multi-Timeframe Backtest (No Trailing)This is the Backtester without Trailing Stops
Credits to mortdiggiddy
Chandelier Exit V2 by fr3762 KIVANÇChandelier Exit Version 2 with two lines Long Stop and Short Stop
There is a Chandelier exit for long positions and one for short positions. The Chandelier Exit (long) hangs three ATR values below the 22-period high. This means it rises and falls as the period high and the ATR value changes. The Chandelier Exit for short positions is placed three ATR values above the 22-period low. The spreadsheet examples show sample calculations for both.
According to the theory, traders should exit long positions at either the highest high since entry minus 3 ATRs .
Similarly traders should exit short positions at either the lowest low since entry plus 3 ATRs .
Developed by Charles Le Beau and featured in Alexander Elder's books, the Chandelier Exit sets a trailing stop-loss based on the Average True Range (ATR). The indicator is designed to keep traders in a trend and prevent an early exit as long as the trend extends. Typically, the Chandelier Exit will be above prices during a downtrend and below prices during an uptrend.
The author, Chuck LeBeau explains: It lets "... profits run in the direction of a trend while still offering some protection against any reversal in trend."
The exit stop is placed at a multiple of average true ranges from the highest high or highest close since the entry of the trade.
Chandelier Exit will rise instantly whenever new highs are reached. As the highs get higher the stop moves up but it never moves downward.
The Chandelier Exit is mostly used to set a trailing stop-loss during a trend. Trends sometimes extend further than we anticipate and the Chandelier Exit can help traders ride the trend a little longer. Even though it is mostly used for stop-losses, the Chandelier Exit can also be used as a trend tool. A break above the Chandelier Exit (long) signals strength, while a break below the Chandelier Exit (short) signals weakness. Once a new trend begins, chartists can then use the corresponding Chandelier Exit to help define this trend.
Developer: Charles Le Beau
Here's the link to a complete list of all my indicators:
tr.tradingview.com
Şimdiye kadar paylaştığım indikatörlerin tam listesi için: tr.tradingview.com
Chandelier Exit by fr3762 KIVANÇChandelier Exit
Developed by Charles Le Beau and featured in Alexander Elder's books, the Chandelier Exit sets a trailing stop-loss based on the Average True Range (ATR). The indicator is designed to keep traders in a trend and prevent an early exit as long as the trend extends. Typically, the Chandelier Exit will be above prices during a downtrend and below prices during an uptrend.
The author, Chuck LeBeau explains: It lets "... profits run in the direction of a trend while still offering some protection against any reversal in trend."
According to the theory, traders should exit long positions at either the highest high since entry minus 3 ATRs .
Similarly traders should exit short positions at either the lowest low since entry plus 3 ATRs .
The exit stop is placed at a multiple of average true ranges from the highest high or highest close since the entry of the trade.
Chandelier Exit will rise instantly whenever new highs are reached. As the highs get higher the stop moves up but it never moves downward.
The Chandelier Exit is mostly used to set a trailing stop-loss during a trend. Trends sometimes extend further than we anticipate and the Chandelier Exit can help traders ride the trend a little longer. Even though it is mostly used for stop-losses, the Chandelier Exit can also be used as a trend tool. A break above the Chandelier Exit (long) signals strength, while a break below the Chandelier Exit (short) signals weakness. Once a new trend begins, chartists can then use the corresponding Chandelier Exit to help define this trend.
Developer: Charles Le Beau
Average True Range Trailing Stops
Choices of Alerts supported (mainly for free members with only one alert):
Long crossover : to inform when a long position is available
Short crossover: to inform when a long position is available
Long/Short crossover : to inform when any position is available
Binque's Stop Loss IndicatorBinque's Stop Loss Indicator is a great way to visualize a trailing stop loss based on a percent from the high. i.e. If the high was $10 of a trading day and your stop loss was set at 5% (percent) then your chart would show a small dot 5% below the high of the day. This is a great way to quickly see a trailing stock idea. Change the color to match your back ground. Adjust your trailing stop loss to fit your trading style.
Note: This indicator is calculated off of the daily high.
DayLow - Chart the Moving Average of the DAILY LOW PriceThis is a moving average of the Daily LOW Price over a short period of time (i.e. 3 day low moving average, etc...) Great for tracking trailing stops for a stock on an up swing.
Moving Average Cross and/or Bbands botHello TradingView and world!
This is one of our latest concepts for an actual bot builder. This script comes with a bunch of features that we're hoping will alleviate a lot of the stress and confusion around using and building strategies here on TV. Especially if the end-goal is to automate the strategies using Autoview.
This is a combination of 2 strategies, and gives you full control of each component within the script.
The 2 strategies are:
2 Moving Averages == if close is greater than moving average and moving average 1 is greater than moving average 2
Bolling Bands == if close is less than lower or greater than upper
Features / Settings included :
- Ability to change settings from a commodity market (default) to an altcoin or forex market.
- Backtest time period selector component
- Heiken Ashi Candles on/off
- Moving Average Strategy on/off
- Bollinger Bands Strategy on/off
- Both Moving Average settings can be adjusted
- Bollinger Bands length and multiplier can be adjusted.
- Pyramiding Greater Than, Equal To, or Less Than
- Trailing Stop with the ability to set a price in which the Trailing Stop activate
- Take Profit on/off and editable
- Stop Loss on/off and editable
- Margin Call on/off dependent on Leverage which is editable
- If pyramiding is used, the strategy will calculate and display your average on the chart
- Profit and Loss visuals added to the chart
You can watch a video here on how all the settings can be used and work together.
www.youtube.com
You can learn more about Autoview here:
autoview.with.pink
Get your invite and join us in slack here:
slack.with.pink
Average True Range Reversed Strategy Average True Range Trailing Stops Strategy, by Sylvain Vervoort
The related article is copyrighted material from Stocks & Commodities Jun 2009
Please, use it only for learning or paper trading. Do not for real trading.
JC_MacD_RSI_Candle_Strat_public//
// Author : Jacques CRETINON
// Last Version : V1.0 11-22-2016
//
// Risk disclaimer : Do not use this script in production environment. We assume no liability or responsibility for any damage to you, your computer, or your other property, due to the use of this script.
//
// Purpose of this script :
// 1- use same pine code for strategy or study script (with simple modifications)
// 2- be able to send alerts : enterlong, entershort, exitlong, exitshort, stoplosslong, stoplossshort, takeprofitlong, takeprofitshort in a study script like a strategy script should do
// 3- do not repaint (I HOPE)
//
// RoadMap :
// 1- manage : Trailing Stop Loss and Trailing Stop Loss offset
//
// I use this script :
// 1- with default value for XAUUSD, current chart resolution : 1mn, large timeframe : 15mn.
// 2- That's why I hard code MACD5 (5mn average), MACD15 (15mn average), MACD60 (1h average) ...
// 3- MACD, RSI (1mn and 15mn) and Candles info are my inputs to take any decisions
//
// I do not publish my enterLong, enterShort, exitLong and exitShort conditions (lines 204 to 207 are sample !) as they are not as perfect as I'd like. Fell free to use your own conditions :)
//
// Please, report me any bug, fell free to discuss and share. English is not my natural language, so be clement ;) Happy safe trading :)
Strategy Code Example - Risk Management*** THIS IS JUST AN EXAMPLE OF STRATEGY RISK MANAGEMENT CODE IMPLEMENTATION ***
For my own future reference, and for anyone else who needs it.
Pine script strategy code can be confusing and awkward, so I finally sat down and had a little think about it and put something together that actually works (i think...)
Code is commented where I felt might be necessary (pretty much everything..) and covers:
Take Profit
Stop Loss
Trailing Stop
Trailing Stop Offset
...and details how to handle the input values for these in a way that allows them to be disabled if set to 0, without breaking the strategy.exit functionality or requiring a silly amount of statement nesting.
Also shows how to use functions (or variables/series) to execute trade entries and exits.
Cheers!
CapnsSurferThis is a simple RMA Trend that may help you decide for SL or TP. Similar to CapnsBands this uses Donchian Channels.. but remember. Your Trade Your Money
Howto Read Capns Surfer - I will write more later
First of all this is NOT a BUY or SELL indicator. However with this you can define sweet spots for ENTRIES, or TRAILING STOPS and recognize the trend.
Sweetspots
Ichimoku-Hausky Trading systemThis is a indicator with some parts of the ichimoku and EMA. It's my first script so i have used other peoples script (Chris Moody and DavidR) as reference cause I really have no idea myself on how to script with pinescript.
Hope that is okay!
I use 20M timeframe but it should work with any timeframe! I have not tested this system much so I would really appreciate feedback and tips for better entries, settings etc..
Tenken-sen: green line
Kijun-sen: blue line
EMA: Purple
Rules:
Buy:
IF price crosses or bounce above Kijun-sen
THEN see if market has closed above EMA
IF Market has closed above EMA
THEN see if EMA is above Kijun-sen
IF EMA is above Kijun-sen
THEN buy and set trailing stop 5 pips below EMA
Sell:
IF price crosses or bounce below Kijun-sen
THEN see if market has closed below EMA
IF Market has closed below EMA
THEN see if EMA is below Kijun-sen
IF EMA is below Kijun-sen
THEN sell and set trailing stop 5 pips above EMA
QQEThe Metastock version of Quantative Qualitative Estimation with two trailing stop lines and more options
Yellow line can be hidden if its too many signals and expirement with the Slow/Fast Trailing stop lines.
SuperTrend BFThe SuperTrend overlay by Olivier Seban provides an excellent 'trailing stop' that can be used with any bar length for bullish or bearish moves. My preferred timeframe is weekly for capturing huge (Super) moves. For instance applying it to AAPL, this baby would have us reeling in a fivebagger over the course of three years. Patience and holding your nerve are key to trend following and I like to think of SuperTrend as a great big visual 'crutch' right there on the chart.
Essentially this is an average true range trailing stop, of which there are several versions available (eg see the Sylvain Vervoort version programmed by H Potter). SuperTrend differs by referring the stop back from the middle of the bar (High+Low)/2. This is similar to using the Vervoort with a tweak to the number of ATR's considered. At the end of the day its a matter of preference and what works best for you.
CM_Parabolic SAREnhanced Parabolic Sar
Simply Enhances Default Parabolic SAR by creating Two Color Options, One for UpTrend, Other for DownTrend
Ability To Turn On/Off The Up Trending Parabolic SAR, And The Down Trending Parabolic SAR
Great Indicator For Trailing Stops.
Statistical Trend Forecast Pro📈 OverviewStatistical Trend Forecast Pro
is an advanced predictive tool designed to project future price action based on rigorous statistical analysis. Unlike standard lagging indicators (like Moving Averages), this script calculates the exact trajectory of the current trend using Linear Regression (Least Squares Method) and projects a "Cone of Uncertainty" into the future.This tool answers three critical questions for any trader:What is the true direction (Slope) of the current trend?Where is the price statistically likely to go (Target)?When does a move become statistically extreme (Breakout/Reversal)?
🧠 Theoretical BackgroundThe core engine of this indicator uses Covariance to calculate the precise slope and intercept of the price relative to time.The Forecast Line: A projection of the regression line into the future.The Cone of Uncertainty: Financial markets follow a "Random Walk" component. This indicator models volatility dispersion using a square-root-of-time function ($\sqrt{t}$). This means the further we look into the future, the wider the channel becomes, reflecting the natural increase in uncertainty.
✨ Key FeaturesDual-Threshold System (Visual vs. Alerts):Visual Channel: Draw the cone at a standard level (e.g., 2.0 Sigma) to see the general context.Background Alerts: Set alerts at a higher threshold (e.g., 3.0 Sigma) to be notified only during extreme volatility events, keeping your chart clean but your surveillance tight.Smart Dashboard:A customizable table displays the exact Trend Slope, Target Price, and Volatility Range in real-time.Includes color-coding (Green/Red) to instantly identify trend direction.Advanced Alert Engine:Breakout: Triggered when price exits the statistical cone.Re-Entry (Mean Reversion): Triggered when price returns into the cone after an excursion.Trend Filtering: Option to ignore signals that go against the main slope.Polyline Rendering: Uses Pine Script v6 dynamic polylines for smooth, curved visualization of the uncertainty cone (no blocky steps).Source Flexibility: Supports hlc3 (Typical Price) or hl2 input sources to reduce noise from candle wicks.
📚 User Manual & StrategiesStrategy 1: The "Volatility Squeeze" BreakoutSetup: Look for the cone to become narrow (low historical volatility).Trigger: Price breaks out of the cone's upper or lower boundary with a steep slope.Confirmation: The Dashboard Slope turns bright Green (Bullish) or Red (Bearish).Logic: A breakout from a low-volatility statistical range often signals the start of a new impulsive trend.Strategy 2: Mean Reversion (The "Rubber Band")Setup: Price extends far beyond the cone (e.g., hitting the 3.0 Sigma invisible wall).Trigger: Use the "Re-Entry" Alert. Wait for the price to close back inside the cone.Target: The central dashed orange line (The Regression Mean).Logic: Prices rarely stay at 3+ standard deviations for long. A return to the mean is statistically probable.Strategy 3: Trend Following with ConfluenceSetup: Enable "Filter by Trend" in the settings.Action: Only take Long trades if the Forecast Slope is positive, or Short trades if negative. Use the central dashed line as a dynamic trailing stop or support level.
⚙️ Settings GuideLookback Length: The number of past bars used to calculate the trend. (Default: 30)Forecast Horizon: How many bars into the future to project. (Default: 20)Widening Factor: Controls how fast the cone opens up. Higher values = wider cone end (more uncertainty).Alert Trigger (Sigma): The multiplier for backend alerts. Set this higher than the "Visual Channel" to filter noise.Source Data: Recommended set to hlc3 to include wicks in the calculation, or close for standard analysis.
⚠️ Disclaimer:This tool provides statistical projections based on past data. It does not guarantee future performance. Use it as part of a comprehensive trading strategy with proper risk management.
