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Speculative Growth Map (FOR BITCOIN)With the ever-increasing volatility flooding the cryptocurrency markets how do you ever know which side of the coin do you lie on in your investments?
The Speculative Growth Map, SGM, aims to show investors whether they are buying into the hype or actually getting a good deal on their purchase. This indicator works by working out the growth of the asset divided into eight major sections and two extreme scenarios. The first four lines, indicated by red. show that if the market enters into that area you should not be purchasing any more assets for that market as the market has entered into optimized growth. The next four lines, in green, indicate that you should be looking into purchasing the asset as it has entered a dip or a pullback. Next up, the yellow lines, indicate an extreme growth or extreme pullbacks. If the market comes close to either of these, it indicates major price action is about to occur.
How does it actually work?
It's pretty simple.
The SGM indicator works by creating EMAs of the close multiplied by 1%, 5%, 7.5%, and 10% growths for the hodl region in red. Vice Versa, EMAs of -1%, -5%, -7.5%, and -10% growth to indicate it's time to buy the asset. The yellow lines essentially mark out the bottom and the tops whenever the price goes below and above the buy and hodl region and then separates them into two but similar lines for the top and the bottom. Indicator
Period Dollar Cost Average BacktesterHere is a simple script to calculate the profits and other dollar cost average strategy statistics. This strategy was created to avoid asset price volatility, so the pump and dump scheme does not affect the portfolio. By dividing the investment amount into periods, the investor doesn’t need to analyze the market, fundamental analysis, or anything. The goal is to increase the asset holdings and avoid fast and robust price movements.
This indicator has some configurations.
Amount to buy: the amount to buy at each time
Broker fee %: the fee percentage that the broker has for spot trade
Frequency: the frequency of the investments. Example: 1 Day means that every day, it will buy an amount of the asset
Starting Date: when the indicator will start the investment simulation
Ending Date: when the indicator will end the investment simulation
InfoCell With/Height: it relates to the panel for view purposes. Change the values to fit better on your screen.
This indicator has three lines:
Total Invested (green): total amount invested at the end of the period
Total Net Profit (pink): total profit by converting the amount of the asset bought at the latest closing price
Holding Profits (yellow): the amount that would be in the portfolio if the investor had invested all the capital in a signal trade at the beginning of the period.
The statistics panel has some information to help you understand buying the asset in one or more trades. So, besides those three lines that were mentioned above, here are the other statistics:
Entry Price: The price of the asset when the first investment was made
Gross Profit: Total amount of profit, not excluding the losses
Gross Losses: Total amount of losses, not excluding the profits
Profit Factor: The Gross Profit divided by the Gross Loss. A value above 1 means it’s profitable.
Profit/Trades: Net profit per trade. This includes the broker fees.
Recovery Factor: The Net profit divided by the relative drawdown. The higher the recovery factor, the faster the recovery of a loss
Total Asset Bought: The amount of the asset that was bought at the end of the investment plan
Absolute Drawdown: The total amount of losses that made the account balance go below its initial value
Relative Drawdown: The max drawdown that occurred, no matter the account balance amount
Total Trades: number of times the investment was made in the selected period
Total Fee: total Fee that was spent on the total investment
Total Winning Trades: the total amount of winning trades. A trade is considered a winner if the net profit is up compared with the latest investment.
Total Losing Trades: the total amount of losing trades. A trade is considered a loser if the net profit is down compared to the latest investment.
Max consecutive wins: the max amount of consecutive winning trades
Max consecutive losses: the max amount of consecutive losing trades
The chart above uses the default configuration of the indicator. Placed on the BTCUSD market, taking the time range of January 1st, 2018 to January 1st, 2022, 4 years. Buying a BTC amount with 10 USDT every day in that period would generate a more than 500% profit. Compared to the profit amount by just holding the count, which was close to 350% profit, the dollar cost average by period would be much more profitable. Indicator
TFO + ATR Strategy with Trailing Stop LossThis strategy is an experiment to learn what happens when The Trend Flex Oscillator (by Dr. John Ehlers) is used in conjunction with a volatility indicator like ATR. It was designed with cryptocurrency trading in mind.
The way I coded this experiment makes it unsuitable for bear market conditions.
When applied to a bull market, this trend-following strategy will open long positions when oversold price action appear to be reversing. It will typically close a position within a few days unless it gets caught in a bear market, in which case it holds on for dear life. I have tried to make back-testing very simple, but you should never trust it. It's merely and interesting tool for adjusting the many parameters that I've made editable in the configuration window. Those values include the ATR and TFO parameters, as well as setting a trailing stop loss. When closing a position, the strategy can optionally be told to ignore the trend analysis and only obey the trailing stop loss value. I've made an attempt to allow the user to define the minimum profit necessary to allow the strategy to close all all positions. In my observations, the 2H candlestick charts seem to produce the best results, although the parameters of the strategy could theoretically be adjusted to suit other time periods.
In summary...
This strategy has a bias for HODL (Holds on to Losses) meaning that it provides NO STOP LOSS protection!
Also note that the default behavior is designed for up to 15 open long orders, and executes one order to close them all at once.
Opening a long position is predicated on The Trend Flex Oscillator (TFO) rising after being oversold, and ATR above a certain volatility threshold.
Closing a long is handled either by TFO showing overbought while above a certain ATR level, or the Trailing Stop Loss. Pick one or both.
If the strategy is allowed to sell before a Trailing Stop Loss is triggered, you can set a "must exceed %". Do not mistake this for a stop loss.
Short positions are not supported in this version. Back-testing should NEVER be considered an accurate representation of actual trading results.
// portions © allanster (date window code)
// portions © Dr. John Ehlers (Trend Flex Oscillator)
This code is provided for educational purposes only. The results of this strategy should not be considered investment advice.
The user of this script acknowledges that it can result in serious financial loss when used as a trading tool Strategy
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Smart RebalanceThis script is based on the portfolio rebalancing strategy. It's designed to work with cryptocurrencies, but it can work with any market.
How portfolio rebalance works?
Let's assume your initial capital is $1000, and you want to distribute it into 4 coins. This script takes the USDT as the stable coin for the initial money, so in case you want other currency, the pairs must be with that fiat as the quote.
Following our example, you would take BTC, ETH, BNB, and FTT. After selecting the coins, it's time to choose how much allocation is on each. Let's put 25% on each. This way, $250 of our capital on each coin.
After selecting the coins and their allocation, you choose the price change ratio for rebalancing. Let's use 1%. Next, you start to watch the markets. The first thing that happens, following our example, is the BTCUSDT price moving 1% up.
That amount hit the ratio of 1% for the rebalance. Hence, you sell 1% of BTC for USDT and redistribute to the other coins, buying 0.25% of each currency to rebalance the portfolio.
Next, ETHUSDT goes 1% down, time to rebalance again. This time, you need to take 0.33% of each other coin and buy ETH, so this way, it's all divided as the chosen allocation.
Why use rebalancing?
Looks easy, right? It is, but very time demanding. Demands even more if you raise the number of coins you want to distribute. Having a system to do that automatically is a must to work efficiently. Rebalancing spreads the risk among multiple currencies. This way, you earn small when it goes up, but you lose small when it goes down.
What this script helps with portfolio rebalance?
This indicator will not buy/sell for you but will help you choose the best markets for your rebalancing. Which coin will work best in that period? Do I need to have more than 8 coins? How much must be my ratio? Those questions you can answer using this indicator.
What this script has?
Start and End dates
The script will work for a certain period. All calculations will be done in that period.
Coin Ratio %
The amount of price movement of each asset that will be used to calculate the rebalancing
Initial Capital and Broker Fee
The amount of capital to be used on the rebalancing and the broker fee you want to use the strategy. The cost will be applied on every trade, buying or selling the coins.
Assets, allocations, and colors
It's possible to select from 2 to 10 assets to be used on the portfolio. Each purchase must have the allocation %. Suppose the sum of the allocations is different from 100%. In that case, a warning message will appear on the chart instead of the statistics.
Panel and tooltips
There is a panel with a summary of the results
Set allocations automatically
There is an option to make the indicator use the daily asset volume from the day before to determine the allocation percentage of each asset. This option is better if you are unsure how much allocation you want to use on each coin.
Use this indicator as a backtest for your rebalancing strategy. The selected market on the chart will not affect the calculation on this indicator, but the time frame will. The higher the time frame, the higher the coin ratio % must be.
About the code
The code is written to use arrays to store the values of each asset, making the calculations on each candle inside the time range. The for-loops are used to reduce the code length and make it easy to change the analysis of all assets. Finally, the script has some comments on the code.
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Double SupertrendThis strategy is based on a custom indicator that was created based on the Supertrend indicator. At its core, there are always 2 super trend indicators with different factors to reduce market noise (false signals).
The strategy/indicator has some parameters to improve the signals and filters.
TECHNICAL ANALYSIS
☑ Show Indicators
This option will enable/disable the Supertrend indicators on the chart.
☑ Length
The length will be used on the Supertrend Indicator to calculate its values.
☑ Dev Fast
The fast deviation or factor from one of the super trend indicators. This will be the leading indicator for entry signals, as well as for the exit signals.
☑ Dev Slow
The slow deviation or factor from one of the super trend indicators. This will be the confirmation indicator for entry and exit signals.
☑ Exit Type
It's possible to select from 4 options for the exit signals. Exit signals always take profit target.
☑ ⥹ Reversals
This option will make the strategy/indicator calculate the exit signals based on the difference between the given period's highest and lowest candle value (see Period on this list). It's displayed on the chart with the cross. As it's possible to verify in the image below, there are multiple exit spots for every entry.
☑ ⥹ ATR
Using ATR as a base indicator for exit signals will make the strategy/indicator place limit/stop orders. Candle High + ATR for longs, Candle Low - ATR for shorts. The strategy will show the ATR level for take profit and stick with it until the next signal. This way, the take profit value remains based on the candle of the entry signal.
☑ ⥹ Fast Supertrend
With this option selected, the exit signals will be based on the Fast Supertsignal value, mirrored to make a profit.
☑ ⥹ Slow Supertrend
With this option selected, the exit signals will be based on the Slow Supertsignal value, which is mirrored to take profit.
☑ Period
This will represent the number of candles used on the exit signals when Reversals is selected as Exit Type. It's also used to calculate the gradient used on the Fills and Supertrend signals.
☑ Multiplier
It's used on the take profit when the ATR option is selected on the Exit Type.
STRATEGY
☑ Use The Strategy
This will enable/disable the strategy to show the trades calculations.
☑ Show Use Long/Short Entries
Option to make the strategy show/use Long or Short signals. Available only if Use The Strategy is enabled
☑ Show Use Exit Long/Short
Option to make the strategy show/use Exit Long or Short signals (valid when Reversals option is selected on the Exit Type). Available only if Use The Strategy is enabled
☑ Show Use Add Long/Short
Option to make the strategy show/use Add Long or Short signals. With this option enabled, the strategy will place multiple trades in the same direction, almost the same concept as a pyramiding parameter. It's based on the Fast Supersignal when the candle fails to cross and reverses. Available only if Use The Strategy is enabled
☑ Trades Date Start/End
The date range that the strategy will check the market data and make the trades
HOW TO USE
It's very straightforward. A long signal will appear as a green arrow with a text Long below it. A short signal will appear as a red arrow with a text Short above it. It's ideal to wait for the candle to finish to validate the signal.
The exit signals are optional but give a good idea of the configuration used when backtesting. Each market and timeframe will have its own configuration for the best results. On average, sticking to ATR as an exit signal will have less risk than the other options.
☑ Entry Signals
Follow the arrows with Long/Short texts on them. Wait for the signal candle to close to validate the entry.
☑ Exit Signals
Use them to close your position or to trail stop your orders and maximize profits. Select the exit type suitable for each timeframe and market
☑ Add Entries
It's possible to increase the position following the add margin/contracts based on the Add signals. Not mandatory, but may work as reentries or late entries using the same signal.
☑ What about Stop Loss?
The stop-loss levels were not included as a separated signal because it's already in the chart. There are some possible ideas for the stop loss:
☑⥹ Candle High/Low (2nd recommend option)
When it's a Long signal from the entry signal candle, the stop loss can be the Low value of the same candle. Very tight stop loss in some cases, depending on the candle range
☑⥹ Local Top/Bottom
Selecting the local top/bottom as stop loss will give the strategy more room for false breakouts or reversals, keeping the trade open and minimizing noises. Increases the risk
☑⥹ Fast Supertrend (1st recommend option)
The fast supertrend can be used as stop-loss as well. making it a moving level and working close to trail stop management
☑⥹ Fixed Percentage
It's possible to use a fixed risk percentage for the trades, making the risk easier to control and project. Since the market volatility is not fixed, this may affect the accuracy of the trades
☑⥹ Based on the ATR (3rd recommend option)
When the exit type option ATR is selected, it will display the take profit level for that entry. Just mirror that value and put it as stop-loss, or multiply that amount by 1.5 to have more room for market noise.
EXAMPLE CONFIGURATIONS
Here are some configuration ideas for some markets (all of them are from crypto, especially futures markets)
BTCUSDT 15min - Default configuration
BTCUSDT 1h - Length 10 | Dev Fast 3 | Dev Slow 4 | Exit Type ATR | Period 50 | Multiplier 1
BTCUSDT 4h - Length 10 | Dev Fast 2 | Dev Slow 4 | Exit Type ATR | Period 50 | Multiplier 1
ETHUSDT 15min - Length 20 | Dev Fast 1 | Dev Slow 3 | Exit Type Fast Supertrend | Period 50 | Multiplier 1
IOTAUSDT 15min - Length 10 | Dev Fast 1 | Dev Slow 2 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
OMGUSDT 15min - Length 10 | Dev Fast 1 | Dev Slow 4 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
VETUSDT 15min - Length 10 | Dev Fast 3 | Dev Slow 4 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
HOW TO FIND OTHER CONFIGURATIONS
Here are some steps to find suitable configurations
select a market and time frame
enable the Use This Strategy option on the strategy
open the strategy tester panel and select the performance summary
open the strategy configuration and go to properties
change the balance to the same price of the symbol (example: BTCUSDT 60.000, use 60.000 as balance)
go back to the inputs tab and keep changing the parameters until you see the net profit be positive and bigger than the absolute value of the drawdown
in case you can't find a suitable configuration, try other timeframes
Since the tester reflects what happened in the past candles, it's not guaranteed to give the same results. However, this indicator/Strategy can be used with other indicators as a leading signal or confirmation signal.
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