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Канал Дончиана (DC)

Lagged Donchian Channel + EMAThis strategy is based on a lagged 24 periods Donchian Channel and a 200 periods EMA . The enter positions are calculated this way : Bull entry 1. we wait for the close of a candle below the channel and it must be below the 200 EMA 2. the following candle must be a green one and close in the lagged channel 3. we put a long order at the close of the second candle, a stop loss at the low of last 3 candles and a x3 take profit Bear entry 1. we wait for the close of a candle above the channel and it must be above the 200 EMA 2. the following candle must be a red one and close in the lagged channel 3. we put a short order at the close of the second candle, a stop loss at the high of last 3 candles and a x3 take profit For both long or short positions : If the order is not filled, it's cancelled if the price reach 50% of the TP or if the price reach the stop loss level The position is closed if a new bear/bull condition appears in the other side of the position (if a bear appears when you're long and inversement) Features : Position calculator's included with leverage option Labels of position can be plotted or not Bull/Bear channels can be plotted with red and green filled All parameters can be changed for backtesting Better results have been got with defaults parameters on LTCUSDTPERP in H1 timeframe => profit factor of 2.84 with almost 100 positions. Hope this strategy will be useful and it would be cool if I could get feedback, comments or better combinations of parameters !! Don't hesitate to like and leave a comment ;) @Mysteriown
Стратегия
от UnknownUnicorn4889556
5
Modified Donchian ChannelRelease Note: This indicator setup highly inspired by Donchian Channel and Hull Moving Average. Big thanks to both Richard Donchian and Alan Hull. Back test and live test it and come to conclusion of how to use this indicator for live trading. 200 HMA: 200 Hull Moving Average plays major role in deciding the right trades using Donchian Channel. As part of this setup, If price is below 200 HMA, then the Donchian Channel is highlighted in Red color If price is above 200 HMA, then the Donchian Channel is highlighted in Green color Donchian Channel: Default 20 period is used for the Donchian channel. However, the color highlight as per 200 HMA position. Also, the middle basis color changes to Green and Red based on candle close of above or below. Additionally, 5 period Donchian basis is used as tight stop loss. This can be used wisely or optionally based on trade decisions Disclaimer: //Idea of publishing this script is to identify the strength of the instrument using multiple confirmation. //Using this indicator, changing inputs, and trading decisions are up to the users/traders. //Courtesy: Thanks to Richard Donchian and Alan Hull as this indicator/script inspired by Donchian Channels and Hull Moving Average
Индикатор
от pckalai
4
VPCI MA cross [LM]Hello guys, I would like to introduce you a script that combines two indicators: VPCI( volume price confirmation indicator) and donchian MAs VPCI: Fundamentally, the VPCI reveals the proportional imbalances between price trends and volume-adjusted price trends. An uptrend with increasing volume is a market characterized by greed supported by the fuel needed to grow. An uptrend without volume is complacent and reveals greed deprived of the fuel needed to sustain itself. Investors without the influx of other investors ( volume ) will eventually lose interest and the uptrend should eventually breakdown. A falling price trend reveals a market driven by fear. A falling price trend without volume reveals apathy, fear without increasing energy. Unlike greed, fear is self-sustaining, and may endure for long time periods without increasing fuel or energy. Adding energy to fear can be likened to adding fuel to a fire and is generally bearish until the VPCI reverses. In such cases, weak-minded investor's, overcome by fear, are becoming irrationally fearful until the selling climax reaches a state of maximum homogeneity. At this point, ownership held by weak investor’s has been purged, producing a type of heat death capitulation. These occurrences may be visualized by the VPCI falling below the lower standard deviation of a Bollinger Band of the VPCI, and then rising above the lower band, and forming a 'V' bottom. I have used MA's on top of VPCI and looking for crosses. Percatage that is shown in label is calculation of difference between previous cross and current close price. So you know if you would be flipping what % you would gain or loose, all is rounded with precission of two DONCHIAN I took donchain calculation from ichimoku to calculate conversion line and base line(both are giving me information about whether it's trending or not and distance from the mean) There are various sections in setting: VPCI - setting of MA lengths(for smaller timeframes I recommend using bigger MA length) DONCHAIN - setting length for conversion and base line Any suggestions are welcome
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от lmatl
3
Double Donchian, Double Keltner, no-overlayThis is rather an educational script on how you can put multiple channels on the chart in a relatively non-confusing manner. Because it can be done doesn't mean you should do it (especially as a beginner). However, you might want to use maybe two. Normally, TradingView would put them all over each other causing chart to lose readability. By a few clever conditions, higher timeframe KC does draw on the chart only if it is outside lower timeframe KC. Lower timeframe Donchian is 99,5% outside both Keltner Channels, and it will not show if it overlaps at any point. Higher TF Donchian ale two lines but no background. Keltner channel 1 uses original settings Keltner channel 2 uses TradingView default settings Donchian 1 uses TradingView default Donchian 2 uses 60 periods used by Turtles if I remember it correct Have a great trade!
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от OrcChieftain
1
Different Donchian PeriodsHi! This is a very simple script that I couldn't find on TradingView yet. Look at this indicator how you want (band, cloud, ma's) and create your own settings, I did not test it. Normally, Donchian average calculates the average(middle) of the highest point of a given period and the lowest point of that same period. Here I use two separate periods, one for highest, a different one for lowest. That's it :) Let me know if it's useful to you, I appreciate your comments.
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от EvoSti_
GM All-purposeThis script plots multiple EMA's also it shows you when a particular EMA crosses up or below another EMA. You can customize the EMA's based on your setups or preferences. This script basically will help you easily identify when a particular EMA has crossed over or crossed under another EMA at one glance. Particularly useful when there is a lot of entanglement of the EMA's There is also dual Bollinger Bands & Donchian Channels that are available to check the volatility of that particular scrip, which will help you stay in the trade or exit based on your criteria.
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от farokh_dubash
Weeknights Donchian CloudDonchian Channel Trading system visualised as a cloud. Regular/Quick inputs; Length: 20 Entry Length: 20 Stop Length: 10 Alternate/Slower Inputs; Length: 55 Entry Length: 55 Stop Length: 20 For a more in-depth review, look up "Turtle Trading" rules The simplest way to use the cloud; -When the cloud flips from above to below (support), close any shorts and open a long -When the cloud flips from below to above (resistance), close any longs and open a short -Cloud is flipped based on a breakout on the high / low -Most effectively used on the daily, but can be used on any time frame -For traditional markets, an input of 20 is most commonly used -For 24/7 markets, an input of 28 is most commonly used -Find an input that makes the most sense to you! I appreciate any feedback, feel free to message me on twitter / comment! Twitter ; @ImWeeknight Credit to user KivancOzbilgic for helping with the script
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от w33kn1ght
Channel Break [for free bot]I present to you a script for testing the channel breakout strategy for the Bitmex exchange. Cryptocurrency itself is a trending tool, which is why breakout strategies generate the largest profits, and the channel breakout strategy is one of the most effective trend strategies. The optimization result shows the result of trading on a volume of 20% of the deposit. But since Bitmex trades in futures contracts, you can use 50%, 100% and even much more, depending on your attitude to risk. At the time of publication on the Bitmex exchange there are 12 different contracts, i.e. You can diversify your trading well (by pre-optimizing the settings for each contract). In the script, you can set up many trading options - timeframe, periods for buying and selling, method of exiting a trade, stop loss, take profit, risk management, etc. Thus, you create a strategy "for yourself". Представляю Вам скрипт для тестирования стратегии пробоя канала для биржи Битмекс. Криптовалюта, сама по себе является трендовым инструментом, именно поэтому, пробойные стратегии генерируют самую большую прибыль, а стратегия пробоя канала – является одной из самых эффективных трендовых стратегий. На результате оптимизации показан результат торговли на объеме в 20% от депозита. Но так как на Битмекс торговля идет фьючерсными контрактами, Вы можете использовать 50%, 100% и даже намного больше, в зависимости от Вашего отношения к риску. На момент публикации на бирже Битмекс есть 12 разных контрактов, т.е. Вы можете хороши диверсифицировать свою торговлю (предварительно оптимизируя настройки по каждый контракт). В скрипте Вы можете настроить множество вариантов торговли - таймфрейм, периоды для покупки и продажи, метод выхода из сделки, стоп-лосс, тейк-профит, рискменеджмент и т.п. Таким образом Вы создаете стратегию "под себя".
Стратегия
от AlgoTrading_CC
2
Donchian Strat EXMOThis is simple test of Turtle Trading strategy by Richard Dennis. The script meant to place orders on Donchian Channel borders. It's best to test and use on mid-term charts like 1H and more. I've chosen Kraken XBT/USDT chart because this market opened in december 2019. The main problem of crypto trading strategy testing is the bullish market of 2017 year. That enormous growth gives unrealisting expectations to all trend-following strategies tested.
Стратегия
от pskoroplas
1
Donchian Trend RibbonHello Traders, I think you all know Donchian Channels. so I am not going to write about it. With this indicator I tried to create Donchian Trend Ribbon by using Donchian Channels. How it works ? - it calculates main trend direction by using the length that is user-defined. so you can change it as you wish - then it calculates trend direction for each 9 lower lengths. if you set the length = 20 then the lengths are 19, 18,...11 - and it checks if the trend directions that came from lower lengths is same or not with main trend direction. - it changes the trend color of the ribbon. - Warning: Entry points may also represents trend reversal. So you should use stoploss line if you decide to take buy/sell positions. P.S. I didn't backtest it, it's non-repainting, it should be used educational purposes only. Published by user request. You may want to see following one: Enjoy!
Индикатор
от LonesomeTheBlue
74
Donchian TrendHello All, I think all of you knows Donchian Channels . so I am not going to write about it. With this indicator I tried to create Trend Lines by using Donchian Channel upper/lower bands. I tried add possible entry levels as well. How it works ? - it calculates main trend direction by using the length that is user-defined. so you can change it as you wish - then it calculates trend direction for 9 lower lengths. if you set the length = 20 then the lengths are 19, 18,...11 - and it checks if the trend directions that came from lower lengths is same or not with main trend direction. - it changes the trendline color. lighter trend line means stonger trend, darker trend lines means entry points or possible trend reversal. - it puts entry points by using trend directions that were created by using lower lengths. it gets entry points if high/low touches main trend line as well. Warning: Arrows are entry points but it may also represents trend reversal. So you should use stoploss line if you decide to take buy/sell positions. P.S. I didn't backtest it, it's non-repainting, it should be used educational purposes only . I believe it can be improved, so I am open for new ideas to improve it ;) Enjoy!
Индикатор
от LonesomeTheBlue
17
Combo Backtest 123 Reversal & Donchian Channel Width This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy The Donchian Channel was developed by Richard Donchian and it could be compared to the Bollinger Bands. When it comes to volatility analysis, the Donchian Channel Width was created in the same way as the Bollinger Bandwidth technical indicator was. As was mentioned above the Donchian Channel Width is used in technical analysis to measure volatility. Volatility is one of the most important parameters in technical analysis. A price trend is not just about a price change. It is also about volume traded during this price change and volatility of a this price change. When a technical analyst focuses his/her attention solely on price analysis by ignoring volume and volatility, he/she only sees a part of a complete picture only. This could lead to a situation when a trader may miss something and lose money. Lets take a look at a simple example how volatility may help a trader: Most of the price based technical indicators are lagging indicators. When price moves on low volatility, it takes time for a price trend to change its direction and it could be ok to have some lag in an indicator. When price moves on high volatility, a price trend changes its direction faster and stronger. An indicator's lag acceptable under low volatility could be financially suicidal now - Buy/Sell signals could be generated when it is already too late. Another use of volatility - very popular one - it is to adapt a stop loss strategy to it: Smaller stop-loss recommended in low volatility periods. If it is not done, a stop-loss could be generated when it is too late. Bigger stop-loss recommended in high volatility periods. If it is not done, a stop-loss could be triggered too often and you may miss good trades. WARNING: - For purpose educate only - This script to change bars colors.
Стратегия
от HPotter
Ichimoku Kinkō hyō Keizen 改MTF善The script is not finnished yet and show's an other interpretation of how it could be scripted Step -1 is complete... Basic Ichimoku with asjutable length and editable lines colors and visibilities. Step -2 in progress... Adding ability to une multiple Spans, sens and Kumo on higher and lower timeframe. Your Step : Like and Share ;) have a good year 2020 ! 2020-01-06 /--------/ -R.V. Jan 06 Release Notes: The script is not finnished yet and show's an other interpretation of how it could be scripted Step -1 is complete... Basic Ichimoku with asjutable length and editable lines colors and visibilities. Step -2 in progress... Adding ability to une multiple Spans, sens and Kumo on higher and lower timeframe. Your Step : Like and Share ;) have a good year 2020 ! 2020-01-06 /--------/ -R.V. Jan 07 Jan 13 Release Notes: MTF Ichimoku is on it's way !! Jan 17 Release Notes: The script is not finnished yet and show's an interpretation of how it could be scripted Step -1 is complete... Basic Ichimoku with asjutable length and editable lines colors and visibilities. Step -2 in complete... Adding ability to use multiple Spans, sens and Kumo on higher timeframe. Step -3 in progress... Creating a UNIX based function to framgments actual chart periods in subcandles or "Subprices/periods" to plot multiple Spans, sens and Kumo on LOWER timeframe. Your Step : Like and Share ;) have a good year 2020 ! /--------Coder--------/ -R.V.
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от RVD-Projects
ATR-ranged Donch on 15min// This is a simple Mean Reversion & Breakout Indicator. // A Donchian Channel is plotted. A threshold equal to 0.25 of Daily ATR. // If price reverses from this threshold, then it can be taken as possible Mean Reversion. // If price crosses the previous Donchian levels, it can be taken as a possible breakout. // Typical of such strategy is the whipsaw effect when price movement is just flat. // I have marked the region where the lower and higher thresholds are closer to be an indicative of whipsaw. // But it is not really effective to avoid whipsaw.
Индикатор
от Masa_1234
4
Donchian Channels Alert SystemThis time I was using an script/indicator that was originally written by ChrisMoody on 12-14-2014, as turned it an Alert System to know whether the price breaks above or below the donchian channel of 20 periods. I would like to show you how easy is to use it and configure it to receive this alerts in your phone. Here's a page about what Donchian Channels are for the ones that don't know already: www.investopedia.com This simple indicator prints a green alert when the close price crosses above the upper band of the DC, and a red alert when the price crosses the lower band of the DC. When these conditions are met, the indicator throws an alertcondition signal. You can personalize your Trading View alerts using this information. Create new alert, In the condition select "DC Alert System" and below select "Break Above" or "Break Below" depending on the case you're looking for. Save the Alert and voila. Simply as that. The Donchian Channel period is set to 20 by default, but you can update it to what suit best for you. Hope this is a +1 to your trade alert system. Have a good day! If you like this script please give me a like and comment below.
Индикатор
от rodrigo.aprieto
7