1. Quadrat
2. Multi-Indikator Adaptive Trend Trading-Strategie

Multi-Indikator Adaptive Trend Trading-Strategie

Schriftsteller:ChaoZhang, Datum: 2023-12-28 17:59:58
Tags:

---

---

/*backtest
start: 2022-12-21 00:00:00
end: 2023-12-27 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

////////////////////////////////////////////////////////////////////////////////
//START▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

c="███████╗ █████╗  █████╗   ██╗   ██╗ █████╗ ██╗   ██╗ ██████╗ ██╗  ██╗███╗  ██╗"
o="╚════██║██╔══██╗██╔══██╗  ██║   ██║██╔══██╗██║   ██║██╔════╝ ██║  ██║████╗ ██║"
d="  ███╔═╝███████║██║  ╚═╝  ╚██╗ ██╔╝███████║██║   ██║██║  ██╗ ███████║██╔██╗██║"
e="██╔══╝  ██╔══██║██║  ██╗   ╚████╔╝ ██╔══██║██║   ██║██║  ╚██╗██╔══██║██║╚████║"
r="███████╗██║  ██║╚█████╔╝    ╚██╔╝  ██║  ██║╚██████╔╝╚██████╔╝██║  ██║██║ ╚███║"
s="╚══════╝╚═╝  ╚═╝ ╚════╝      ╚═╝   ╚═╝  ╚═╝ ╚═════╝  ╚═════╝ ╚═╝  ╚═╝╚═╝  ╚══╝"

//@version=5
strategy("Instrument-Z", overlay=true, initial_capital=1600, default_qty_type=strategy.percent_of_equity, default_qty_value=90, commission_value=0.075)

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//BAR COLOR AND EMA AREA▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//BAR COLOR
bullCcolor = close > open ? #80cbc4 : na
bearCcolor = close < open ? #ef9a9a : na
bullC = close > open
bearC = close < open
bullE = bullC and bearC[1] and close > open[1] ? color.new(#ffffff, 100) : bullCcolor
bearE = bearC and bullC[1] and close < open[1] ? color.new(#ffffff, 100) : bearCcolor
barcolor(bullE)
barcolor(bearE)

//EMA 1
len1 = 10
ema1 = ta.ema(close, len1)
//EMA 2
len2 = 100
ema2 = ta.ema(close, len2)
//EMA COLORS
emacolor = ema1 > ema2 ? #26a69a : #ef5350
//EMA PLOTS
ema1line = plot(ema1, title="EMA 1", color=color.new(#ffffff, 100), editable=false)
ema2line = plot(ema2, title="EMA 2", color=color.new(#ffffff, 100), editable=false)
fill(ema1line, ema2line, title="EMA Area", color=color.new(emacolor, 90))

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//INITIAL OPTIONS▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

src = input.source(defval=close, title="Source", group="SETUP GUIDE AT YouTube.com/c/ZacVaughnYT")
//tfr = input.timeframe("", title="Resolution")
//request.security(syminfo.tickerid, tfr, expression, barmerge.gaps_on)

//POSITIONS
TradeDir = input.string("LONG", title="Trade Direction", options=["LONG", "SHORT"], group="POSITIONS")
TrendTrade = input(false, "Only Trade with Trend", group="POSITIONS")

//UPTREND PROFIT AND LOSS
UTsellProf = input(true, title="Only Sell in Profit", group="UPTREND 🠕 PROFIT & LOSS")
UTminProf = input.float(title="Minimum Profit (%)", defval=3.6, minval=0, maxval=100,  step=.1, group="UPTREND 🠕 PROFIT & LOSS") / 100
UTuseTP = input(true,  title="Use Take Profit", group="UPTREND 🠕 PROFIT & LOSS")
UTTPperc = input.float(title="Take Profit (%)", defval=11.5, minval=0, maxval=1000, step=.1, group="UPTREND 🠕 PROFIT & LOSS") / 100
UTuseSL = input(true,  title="Use Stop Loss", group="UPTREND 🠕 PROFIT & LOSS")
UTSLperc = input.float(title="Stop Loss (%)", defval=-7.5, minval=-50, maxval=0, step=.1, group="UPTREND 🠕 PROFIT & LOSS") / 100
UTuseTE = input(false, title="Use Trade Expiration", group="UPTREND 🠕 PROFIT & LOSS")
UTTEbars = input.int(title="Expire After (bars)", defval=200, minval=1, maxval=10000, group="UPTREND 🠕 PROFIT & LOSS")

//DOWNTREND PROFIT AND LOSS
DTsellProf = input(true, title="Only Sell in Profit", group="DOWNTREND 🠗 PROFIT & LOSS")
DTminProf = input.float(title="Minimum Profit (%)", defval=1, minval=0, maxval=100,  step=.1, group="DOWNTREND 🠗 PROFIT & LOSS") / 100
DTuseTP = input(false,  title="Use Take Profit", group="DOWNTREND 🠗 PROFIT & LOSS")
DTTPperc = input.float(title="Take Profit (%)", defval=15, minval=0, maxval=1000, step=.1, group="DOWNTREND 🠗 PROFIT & LOSS") / 100
DTuseSL = input(true,  title="Use Stop Loss", group="DOWNTREND 🠗 PROFIT & LOSS")
DTSLperc = input.float(title="Stop Loss (%)", defval=-7.4, minval=-50, maxval=0, step=.1, group="DOWNTREND 🠗 PROFIT & LOSS") / 100
DTuseTE = input(false, title="Use Trade Expiration", group="DOWNTREND 🠗 PROFIT & LOSS")
DTTEbars = input.int(title="Expire After (bars)", defval=200, minval=1, maxval=10000, group="DOWNTREND 🠗 PROFIT & LOSS")

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//TREND MOVING AVERAGE▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//TREND MA
ma(source, length, type) =>
     type == "SMA"  ? ta.sma(source, length) :
     type == "EMA"  ? ta.ema(source, length) :
     type == "RMA"  ? ta.rma(source, length) :
     type == "HMA"  ? ta.wma(2*ta.wma(source, length/2)-ta.wma(source, length), math.floor(math.sqrt(length))) :
     type == "WMA"  ? ta.wma(source, length) :
     type == "VWMA" ? ta.vwma(source, length) :
     na
mat_type   = input.string("EMA", "Trend MA", inline="Trend MA", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="POSITIONS")
mat_length = input.int(300, "", inline="Trend MA", minval=1, step=5, group="POSITIONS")
mat = ma(src, mat_length, mat_type)
matcolor = mat > mat[1] ? #26a69a : #ef5350
matline = plot(mat, color=color.new(matcolor, 50), linewidth=2, title="Trend MA")
matRevS = input(false, title="Sell After Trend Reverses", group="POSITIONS")
matRevSbars = input.int(10, "Sell After (bars)", group="POSITIONS")

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//CROSSING MOVING AVERAGES▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UPTREND OPTIONS
//Cross
UTUsemaX = input(false, "Moving Average Cross", group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTReqmaXscore = UTUsemaX ? 1 : 0
//Position
UTUsemaP = input(true, "Moving Average Position", group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTReqmaPscore = UTUsemaP ? 1 : 0
//Histogram
UTUsemaH = input(false, "MA Histogram Reverse", group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTReqmaHscore = UTUsemaH ? 1 : 0

//DOWNTREND OPTIONS
//Cross
DTUsemaX = input(false, "Moving Average Cross", group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTReqmaXscore = DTUsemaX ? 1 : 0
//Position
DTUsemaP = input(true, "Moving Average Position", group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTReqmaPscore = DTUsemaP ? 1 : 0
//Histogram
DTUsemaH = input(false, "MA Histogram Reverse", group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTReqmaHscore = DTUsemaH ? 1 : 0

//UPTREND INPUTS
//MA1
UTma1_type   = input.string("RMA", "MA 1", inline="UT MA 1", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTma1_length = input.int(7, "", inline="UT MA 1", minval=1, group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTma1 = ma(src, UTma1_length, UTma1_type)
UTma1Color = mat > mat[1] ? color.new(color.blue, 35) : color.new(color.blue, 100)
UTma1line = plot(UTma1, color=UTma1Color, title="UT MA 1")
//MA2
UTma2_type   = input.string("HMA", "MA 2", inline="UT MA 2", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTma2_length = input.int(54, "", inline="UT MA 2", minval=1, group="UPTREND 🠕 MOVING AVERAGE SIGNALS")
UTma2 = ma(src, UTma2_length, UTma2_type)
UTma2Color = mat > mat[1] ? color.new(color.purple, 35) : color.new(color.purple, 100)
UTma2line = plot(UTma2, color=UTma2Color, title="UT MA 2")
UTmahist = UTma1 - UTma2

//DOWNTREND INPUTS
//MA1
DTma1_type   = input.string("RMA", "MA 1", inline="DT MA 1", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTma1_length = input.int(7, "", inline="DT MA 1", minval=1, group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTma1 = ma(src, DTma1_length, DTma1_type)
DTma1Color = mat > mat[1] ? color.new(color.blue, 100) : color.new(color.blue, 35)
DTma1line = plot(DTma1, color=DTma1Color, title="DT MA 1")
//MA2
DTma2_type   = input.string("HMA", "MA 2", inline="DT MA 2", options=["SMA", "EMA", "RMA", "HMA", "WMA", "VWMA"], group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTma2_length = input.int(54, "", inline="DT MA 2", minval=1, group="DOWNTREND 🠗 MOVING AVERAGE SIGNALS")
DTma2 = ma(src, DTma2_length, DTma2_type)
DTma2Color = mat > mat[1] ? color.new(color.purple, 100) : color.new(color.purple, 35)
DTma2line = plot(DTma2, color=DTma2Color, title="DT MA 2")
DTmahist = DTma1 - DTma2

//UPTREND SIGNALS
UTmaXup = UTUsemaX and UTma1 > UTma2 and UTma1[1] < UTma2[1] ? 1 : 0
UTmaXdn = UTUsemaX and UTma1 < UTma2 and UTma1[1] > UTma2[1] ? 1 : 0
UTmaPup = UTUsemaP and UTma1 > UTma2 ? 1 : 0
UTmaPdn = UTUsemaP and UTma1 < UTma2 ? 1 : 0
UTmaHup = UTUsemaH and UTmahist > UTmahist[1] and UTmahist[1] < UTmahist[2] ? 1 : 0
UTmaHdn = UTUsemaH and UTmahist < UTmahist[1] and UTmahist[1] > UTmahist[2] ? 1 : 0

//DOWNTREND SIGNALS
DTmaXup = DTUsemaX and DTma1 > DTma2 and DTma1[1] < DTma2[1] ? 1 : 0
DTmaXdn = DTUsemaX and DTma1 < DTma2 and DTma1[1] > DTma2[1] ? 1 : 0
DTmaPup = DTUsemaP and DTma1 > DTma2 ? 1 : 0
DTmaPdn = DTUsemaP and DTma1 < DTma2 ? 1 : 0
DTmaHup = DTUsemaH and DTmahist > DTmahist[1] and DTmahist[1] < DTmahist[2] ? 1 : 0
DTmaHdn = DTUsemaH and DTmahist < DTmahist[1] and DTmahist[1] > DTmahist[2] ? 1 : 0

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//STOCHASTIC RSI▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UPTREND OPTIONS
//Cross
UTUseSrsiX = input(false, "Stoch RSI Cross Signal", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTReqSrsiXscore = UTUseSrsiX ? 1 : 0
//Level
UTUseSrsiL = input(true, "Use Buy/Sell Levels", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTsablevelb = input.int(61, "Buy Below Level", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTsablevels = input.int(13, "Sell Above Level", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTReqSrsiLscore = UTUseSrsiL ? 1 : 0
//Position
UTUseSrsiP = input(false, "Use Stoch RSI Position", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTReqSrsiPscore = UTUseSrsiP ? 1 : 0
//Divergence
UTUseSrsiD = input(false, "Stoch RSI Divergence", group="UPTREND 🠕 STOCH RSI SIGNALS")
UTReqSrsiDscore = UTUseSrsiD ? 1 : 0

//DOWNTREND OPTIONS
//Cross
DTUseSrsiX = input(false, "Stoch RSI Cross Signal", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTReqSrsiXscore = DTUseSrsiX ? 1 : 0
//Level
DTUseSrsiL = input(true, "Use Buy/Sell Levels", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTsablevelb = input.int(61, "Buy Below Level", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTsablevels = input.int(13, "Sell Above Level", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTReqSrsiLscore = DTUseSrsiL ? 1 : 0
//Position
DTUseSrsiP = input(false, "Use Stoch RSI Position", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTReqSrsiPscore = DTUseSrsiP ? 1 : 0
//Divergence
DTUseSrsiD = input(false, "Stoch RSI Divergence", group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTReqSrsiDscore = DTUseSrsiD ? 1 : 0

//UPTREND INPUTS
//STOCH RSI
UTlengthRSI = input.int(12, "RSI Length", minval=1, group="UPTREND 🠕 STOCH RSI SIGNALS")
UTlengthStoch = input.int(20, "Stochastic Length", minval=1, group="UPTREND 🠕 STOCH RSI SIGNALS")
UTrsi1 = ta.rsi(src, UTlengthRSI)
UTrk = ta.sma(ta.stoch(UTrsi1, UTrsi1, UTrsi1, UTlengthStoch), 3)
UTrd = ta.sma(UTrk, 3)

//DOWNTREND INPUTS
//STOCH RSI
DTlengthRSI = input.int(12, "RSI Length", minval=1, group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTlengthStoch = input.int(20, "Stochastic Length", minval=1, group="DOWNTREND 🠗 STOCH RSI SIGNALS")
DTrsi1 = ta.rsi(src, DTlengthRSI)
DTrk = ta.sma(ta.stoch(DTrsi1, DTrsi1, DTrsi1, DTlengthStoch), 3)
DTrd = ta.sma(DTrk, 3)

//UPTREND DIVERGENCE
inRange(cond) =>
	bars = ta.barssince(cond == true)
	5 <= bars and bars <= 60
osc2 = UTrk
//Pivots
plFound2 = na(ta.pivotlow(osc2, 5, 2)) ? false : true
phFound2 = na(ta.pivothigh(osc2, 5, 2)) ? false : true
//Regular Bullish
oscHL2 = osc2[2] > ta.valuewhen(plFound2, osc2[2], 1) and inRange(plFound2[1])
priceLL2 = low[2] < ta.valuewhen(plFound2, low[2], 1)
bullCond2 = priceLL2 and oscHL2 and plFound2
//Hidden Bullish
oscLL2 = osc2[2] < ta.valuewhen(plFound2, osc2[2], 1) and inRange(plFound2[1])
priceHL2 = low[2] > ta.valuewhen(plFound2, low[2], 1)
hiddenBullCond2 = priceHL2 and oscLL2 and plFound2
//Regular Bearish
oscLH2 = osc2[2] < ta.valuewhen(phFound2, osc2[2], 1) and inRange(phFound2[1])
priceHH2 = high[2] > ta.valuewhen(phFound2, high[2], 1)
bearCond2 = priceHH2 and oscLH2 and phFound2
//Hidden Bearish
oscHH2 = osc2[2] > ta.valuewhen(phFound2, osc2[2], 1) and inRange(phFound2[1])
priceLH2 = high[2] < ta.valuewhen(phFound2, high[2], 1)
hiddenBearCond2 = priceLH2 and oscHH2 and phFound2

//DOWNTREND DIVERGENCE
osc3 = DTrk
//Pivots
plFound3 = na(ta.pivotlow(osc3, 5, 2)) ? false : true
phFound3 = na(ta.pivothigh(osc3, 5, 2)) ? false : true
//Regular Bullish
oscHL3 = osc3[2] > ta.valuewhen(plFound3, osc3[2], 1) and inRange(plFound3[1])
priceLL3 = low[2] < ta.valuewhen(plFound3, low[2], 1)
bullCond3 = priceLL3 and oscHL3 and plFound3
//Hidden Bullish
oscLL3 = osc3[2] < ta.valuewhen(plFound3, osc3[2], 1) and inRange(plFound3[1])
priceHL3 = low[2] > ta.valuewhen(plFound3, low[2], 1)
hiddenBullCond3 = priceHL3 and oscLL3 and plFound3
//Regular Bearish
oscLH3 = osc3[2] < ta.valuewhen(phFound3, osc3[2], 1) and inRange(phFound3[1])
priceHH3 = high[2] > ta.valuewhen(phFound3, high[2], 1)
bearCond3 = priceHH3 and oscLH3 and phFound3
//Hidden Bearish
oscHH3 = osc3[2] > ta.valuewhen(phFound3, osc3[2], 1) and inRange(phFound3[1])
priceLH3 = high[2] < ta.valuewhen(phFound3, high[2], 1)
hiddenBearCond3 = priceLH3 and oscHH3 and phFound3

//UPTREND SIGNALS
UTSrsiXup = UTUseSrsiX and UTrk > UTrd and UTrk[1] < UTrd[1] ? 1 : 0
UTSrsiXdn = UTUseSrsiX and UTrk < UTrd and UTrk[1] > UTrd[1] ? 1 : 0
UTSrsiLup = UTUseSrsiL and UTrk < UTsablevelb ? 1 : 0
UTSrsiLdn = UTUseSrsiL and UTrk > UTsablevels ? 1 : 0
UTSrsiPup = UTUseSrsiP and UTrk > UTrd ? 1 : 0
UTSrsiPdn = UTUseSrsiP and UTrk < UTrd ? 1 : 0
UTSrsiDup = UTUseSrsiD and bullCond2 ? 1 : 0
UTSrsiDdn = UTUseSrsiD and bearCond2 ? 1 : 0

//DOWNTREND SIGNALS
DTSrsiXup = DTUseSrsiX and DTrk > DTrd and DTrk[1] < DTrd[1] ? 1 : 0
DTSrsiXdn = DTUseSrsiX and DTrk < DTrd and DTrk[1] > DTrd[1] ? 1 : 0
DTSrsiLup = DTUseSrsiL and DTrk < DTsablevelb ? 1 : 0
DTSrsiLdn = DTUseSrsiL and DTrk > DTsablevels ? 1 : 0
DTSrsiPup = DTUseSrsiP and DTrk > DTrd ? 1 : 0
DTSrsiPdn = DTUseSrsiP and DTrk < DTrd ? 1 : 0
DTSrsiDup = DTUseSrsiD and bullCond3 ? 1 : 0
DTSrsiDdn = DTUseSrsiD and bearCond3 ? 1 : 0

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//WAVETREND▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UPTREND OPTIONS
//Cross
UTUsewtX = input(false, "WaveTrend Cross", group="UPTREND 🠕 WAVETREND SIGNALS")
UTReqwtXscore = UTUsewtX ? 1 : 0
//Level
UTUsewtL = input(true, "WaveTrend Level", group="UPTREND 🠕 WAVETREND SIGNALS")
UTwablevelb = input.int(82, "Buy Below Level", group="UPTREND 🠕 WAVETREND SIGNALS")
UTwablevels = input.int(15, "Sell Above Level", group="UPTREND 🠕 WAVETREND SIGNALS")
UTReqwtLscore = UTUsewtL ? 1 : 0
//Position
UTUsewtP = input(false, "WaveTrend Position", group="UPTREND 🠕 WAVETREND SIGNALS")
UTReqwtPscore = UTUsewtP ? 1 : 0
//Divergence
UTUsewtD = input(false, "WaveTrend Divergence", group="UPTREND 🠕 WAVETREND SIGNALS")
UTReqwtDscore = UTUsewtD ? 1 : 0

//DOWNTREND OPTIONS
//Cross
DTUsewtX = input(false, "WaveTrend Cross", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTReqwtXscore = DTUsewtX ? 1 : 0
//Level
DTUsewtL = input(false, "WaveTrend Level", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTwablevelb = input.int(0, "Buy Below Level", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTwablevels = input.int(0, "Sell Above Level", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTReqwtLscore = DTUsewtL ? 1 : 0
//Position
DTUsewtP = input(false, "WaveTrend Position", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTReqwtPscore = DTUsewtP ? 1 : 0
//Divergence
DTUsewtD = input(false, "WaveTrend Divergence", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTReqwtDscore = DTUsewtD ? 1 : 0

//UPTREND INPUTS
//WT
UTlenC = input.int(9, title="Channel Length", group="UPTREND 🠕 WAVETREND SIGNALS")
UTlenA = input.int(12, title="Average Length", group="UPTREND 🠕 WAVETREND SIGNALS")
UTap = hlc3 
UTesa = ta.ema(UTap, UTlenC)
UTd1 = ta.ema(math.abs(UTap - UTesa), UTlenC)
UTci = (UTap - UTesa) / (0.015 * UTd1)
UTtci = ta.ema(UTci, UTlenA)
UTwt1 = UTtci
UTwt2 = ta.sma(UTwt1, 4)
UTwthist = UTwt2 - UTwt1

//DOWNTREND INPUTS
//WT
DTlenC = input.int(9, title="Channel Length", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTlenA = input.int(12, title="Average Length", group="DOWNTREND 🠗 WAVETREND SIGNALS")
DTap = hlc3 
DTesa = ta.ema(DTap, DTlenC)
DTd1 = ta.ema(math.abs(DTap - DTesa), DTlenC)
DTci = (DTap - DTesa) / (0.015 * DTd1)
DTtci = ta.ema(DTci, DTlenA)
DTwt1 = DTtci
DTwt2 = ta.sma(DTwt1, 4)
DTwthist = DTwt2 - DTwt1

//UPTREND DIVERGENCE
osc4 = UTwt1
//Pivots
plFound4 = na(ta.pivotlow(osc4, 5, 2)) ? false : true
phFound4 = na(ta.pivothigh(osc4, 5, 2)) ? false : true
//Regular Bullish
oscHL4 = osc4[2] > ta.valuewhen(plFound4, osc4[2], 1) and inRange(plFound4[1])
priceLL4 = low[2] < ta.valuewhen(plFound4, low[2], 1)
bullCond4 = priceLL4 and oscHL4 and plFound4
//Hidden Bullish
oscLL4 = osc4[2] < ta.valuewhen(plFound4, osc4[2], 1) and inRange(plFound4[1])
priceHL4 = low[2] > ta.valuewhen(plFound4, low[2], 1)
hiddenBullCond4 = priceHL4 and oscLL4 and plFound4
//Regular Bearish
oscLH4 = osc4[2] < ta.valuewhen(phFound4, osc4[2], 1) and inRange(phFound4[1])
priceHH4 = high[2] > ta.valuewhen(phFound4, high[2], 1)
bearCond4 = priceHH4 and oscLH4 and phFound4
//Hidden Bearish
oscHH4 = osc4[2] > ta.valuewhen(phFound4, osc4[2], 1) and inRange(phFound4[1])
priceLH4 = high[2] < ta.valuewhen(phFound4, high[2], 1)
hiddenBearCond4 = priceLH4 and oscHH4 and phFound4

//DOWNTREND DIVERGENCE
osc5 = DTwt1
//Pivots
plFound5 = na(ta.pivotlow(osc5, 5, 2)) ? false : true
phFound5 = na(ta.pivothigh(osc5, 5, 2)) ? false : true
//Regular Bullish
oscHL5 = osc5[2] > ta.valuewhen(plFound5, osc5[2], 1) and inRange(plFound5[1])
priceLL5 = low[2] < ta.valuewhen(plFound5, low[2], 1)
bullCond5 = priceLL5 and oscHL5 and plFound5
//Hidden Bullish
oscLL5 = osc5[2] < ta.valuewhen(plFound5, osc5[2], 1) and inRange(plFound5[1])
priceHL5 = low[2] > ta.valuewhen(plFound5, low[2], 1)
hiddenBullCond5 = priceHL5 and oscLL5 and plFound5
//Regular Bearish
oscLH5 = osc5[2] < ta.valuewhen(phFound5, osc5[2], 1) and inRange(phFound5[1])
priceHH5 = high[2] > ta.valuewhen(phFound5, high[2], 1)
bearCond5 = priceHH5 and oscLH5 and phFound5
//Hidden Bearish
oscHH5 = osc5[2] > ta.valuewhen(phFound5, osc5[2], 1) and inRange(phFound5[1])
priceLH5 = high[2] < ta.valuewhen(phFound5, high[2], 1)
hiddenBearCond5 = priceLH5 and oscHH5 and phFound5

//UPTREND SIGNALS
UTwtXup = UTUsewtX and UTwt1 > UTwt2 and UTwt1[1] < UTwt2[1] and UTwt1 < 0 ? 1 : 0
UTwtXdn = UTUsewtX and UTwt1 < UTwt2 and UTwt1[1] > UTwt2[1] and UTwt1 > 0 ? 1 : 0
UTwtLup = UTUsewtL and UTwt1 < UTwablevelb ? 1 : 0
UTwtLdn = UTUsewtL and UTwt1 > UTwablevels ? 1 : 0
UTwtPup = UTUsewtP and UTwt1 > UTwt2 ? 1 : 0
UTwtPdn = UTUsewtP and UTwt1 < UTwt2 ? 1 : 0
UTwtDup = UTUsewtD and bullCond4 ? 1 : 0
UTwtDdn = UTUsewtD and bearCond4 ? 1 : 0

//DOWNTREND SIGNALS
DTwtXup = DTUsewtX and DTwt1 > DTwt2 and DTwt1[1] < DTwt2[1] and DTwt1 < 0 ? 1 : 0
DTwtXdn = DTUsewtX and DTwt1 < DTwt2 and DTwt1[1] > DTwt2[1] and DTwt1 > 0 ? 1 : 0
DTwtLup = DTUsewtL and DTwt1 < DTwablevelb ? 1 : 0
DTwtLdn = DTUsewtL and DTwt1 > DTwablevels ? 1 : 0
DTwtPup = DTUsewtP and DTwt1 > DTwt2 ? 1 : 0
DTwtPdn = DTUsewtP and DTwt1 < DTwt2 ? 1 : 0
DTwtDup = DTUsewtD and bullCond5 ? 1 : 0
DTwtDdn = DTUsewtD and bearCond5 ? 1 : 0

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//COLLECT SIGNALS▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UT REQUIRED SCORES
UTReqScore = UTReqmaXscore + UTReqmaPscore + UTReqmaHscore + UTReqSrsiXscore + UTReqSrsiLscore + UTReqSrsiPscore + UTReqSrsiDscore + UTReqwtXscore + UTReqwtLscore + UTReqwtPscore + UTReqwtDscore
//DT REQUIRED SCORES
DTReqScore = DTReqmaXscore + DTReqmaPscore + DTReqmaHscore + DTReqSrsiXscore + DTReqSrsiLscore + DTReqSrsiPscore + DTReqSrsiDscore + DTReqwtXscore + DTReqwtLscore + DTReqwtPscore + DTReqwtDscore

//UT SIGNAL SCORES
UTSigB = UTmaXup + UTmaPup + UTmaHup + UTSrsiXup + UTSrsiLup + UTSrsiPup + UTSrsiDup + UTwtXup + UTwtLup + UTwtPup + UTwtDup
UTSigS = UTmaXdn + UTmaPdn + UTmaHdn + UTSrsiXdn + UTSrsiLdn + UTSrsiPdn + UTSrsiDdn + UTwtXdn + UTwtLdn + UTwtPdn + UTwtDdn
//DT SIGNAL SCORES
DTSigB = DTmaXup + DTmaPup + DTmaHup + DTSrsiXup + DTSrsiLup + DTSrsiPup + DTSrsiDup + DTwtXup + DTwtLup + DTwtPup + DTwtDup
DTSigS = DTmaXdn + DTmaPdn + DTmaHdn + DTSrsiXdn + DTSrsiLdn + DTSrsiPdn + DTSrsiDdn + DTwtXdn + DTwtLdn + DTwtPdn + DTwtDdn

//UT BUY AND SELL
UTNormB = UTSigB == UTReqScore ? 1 : na
UTNormS = UTSigS == UTReqScore ? 1 : na
//DT BUY AND SELL
DTNormB = DTSigB == DTReqScore ? 1 : na
DTNormS = DTSigS == DTReqScore ? 1 : na

//CHECK TREND DIRECTION
UpTrend = mat > mat[1]
BCond = UpTrend ? UTNormB : DTNormB
SCond = UpTrend ? UTNormS : DTNormS

//FINALIZE
LongEntryFinal  = TrendTrade ? BCond and mat > mat[1] : BCond
LongExitFinal   = TrendTrade ? SCond and mat > mat[1] : SCond
ShortEntryFinal = TrendTrade ? SCond and mat < mat[1] : SCond
ShortExitFinal  = TrendTrade ? BCond and mat < mat[1] : BCond

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//STOP LOSS & TAKE PROFIT▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//UT MINIMUM PROFIT
UTmpconvertL = strategy.position_avg_price * (1 + UTminProf)
UTmpconvertS = strategy.position_avg_price * (1 - UTminProf)
UTmpdefineL = TradeDir == "LONG" ? (UTmpconvertL < close and strategy.openprofit > 0) and UTsellProf : na
UTmpdefineS = TradeDir == "SHORT" ? (UTmpconvertS > close and strategy.openprofit > 0) and UTsellProf : na
UTSPL = LongExitFinal and UTmpdefineL
UTSPS = ShortExitFinal and UTmpdefineS
//DT MINIMUM PROFIT
DTmpconvertL = strategy.position_avg_price * (1 + DTminProf)
DTmpconvertS = strategy.position_avg_price * (1 - DTminProf)
DTmpdefineL = TradeDir == "LONG" ? (DTmpconvertL < close and strategy.openprofit > 0) and DTsellProf : na
DTmpdefineS = TradeDir == "SHORT" ? (DTmpconvertS > close and strategy.openprofit > 0) and DTsellProf : na
DTSPL = LongExitFinal and DTmpdefineL
DTSPS = ShortExitFinal and DTmpdefineS
//COLLECT
sellProf = UpTrend ? UTsellProf : DTsellProf
SPL = UpTrend ? UTSPL : DTSPL
SPS = UpTrend ? UTSPS : DTSPS

//UT TAKE PROFIT
UTtpconvertL = strategy.position_avg_price * (1 + UTTPperc)
UTtpconvertS = strategy.position_avg_price * (1 - UTTPperc)
UTTPL = TradeDir == "LONG" ? (UTtpconvertL < close) and UTuseTP : na
UTTPS = TradeDir == "SHORT" ? (UTtpconvertS > close) and UTuseTP : na
//DT TAKE PROFIT
DTtpconvertL = strategy.position_avg_price * (1 + DTTPperc)
DTtpconvertS = strategy.position_avg_price * (1 - DTTPperc)
DTTPL = TradeDir == "LONG" ? (DTtpconvertL < close) and DTuseTP : na
DTTPS = TradeDir == "SHORT" ? (DTtpconvertS > close) and DTuseTP : na
//COLLECT
TPL = UpTrend ? UTTPL : DTTPL
TPS = UpTrend ? UTTPS : DTTPS

//UT STOP LOSS
UTslconvertL = strategy.position_avg_price * (1 + UTSLperc)
UTslconvertS = strategy.position_avg_price * (1 - UTSLperc)
UTSLL = TradeDir == "LONG" ? (UTslconvertL > close) and UTuseSL : na
UTSLS = TradeDir == "SHORT" ? (UTslconvertS < close) and UTuseSL : na
//DT STOP LOSS
DTslconvertL = strategy.position_avg_price * (1 + DTSLperc)
DTslconvertS = strategy.position_avg_price * (1 - DTSLperc)
DTSLL = TradeDir == "LONG" ? (DTslconvertL > close) and DTuseSL : na
DTSLS = TradeDir == "SHORT" ? (DTslconvertS < close) and DTuseSL : na
//COLLECT
SLL = UpTrend ? UTSLL : DTSLL
SLS = UpTrend ? UTSLS : DTSLS

//UT TRADE EXPIRE
entrypos = strategy.opentrades == 1 and strategy.opentrades[1] < 1
UTexpirebars = UTuseTE ? UTTEbars : 1000000
UTTE =  ta.barssince(entrypos) >= UTexpirebars
//DT TRADE EXPIRE
DTexpirebars = DTuseTE ? DTTEbars : 1000000
DTTE =  ta.barssince(entrypos) >= DTexpirebars
//COLLECT
TE = UpTrend ? UTTE : DTTE

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//PLOTSHAPES▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//LONG
plotshape((TradeDir == "LONG") and LongEntryFinal, location=location.belowbar, style=shape.arrowup,   color=color.new(#26a69a, 100), text="⌃", textcolor=#26a69a, size=size.tiny, title="Long BUY Label")
plotshape((TradeDir == "LONG") and LongExitFinal,  location=location.abovebar, style=shape.arrowdown, color=color.new(#ef5350, 100), text="⌄", textcolor=#ef5350, size=size.tiny, title="Long SELL Label")
//SHORT
plotshape((TradeDir == "SHORT") and ShortEntryFinal, location=location.abovebar, style=shape.arrowdown, color=color.new(#ef5350, 100), text="⌄", textcolor=#ef5350, size=size.tiny, title="Short SELL Label")
plotshape((TradeDir == "SHORT") and ShortExitFinal,  location=location.belowbar, style=shape.arrowup,   color=color.new(#26a69a, 100), text="⌃", textcolor=#26a69a, size=size.tiny, title="Short BUY Label")

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//STRATEGY TRADES▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

//LONG
if (TradeDir == "LONG") and LongEntryFinal
	strategy.entry("inLong", strategy.long, comment="LEn")
if (TradeDir == "LONG") and sellProf ? SPL : LongExitFinal
	strategy.close("inLong", comment="LEx")

//SHORT
if (TradeDir == "SHORT") and ShortEntryFinal
	strategy.entry("inShort", strategy.short, comment="SEn")
if (TradeDir == "SHORT") and sellProf ? SPS : ShortExitFinal
	strategy.close("inShort", comment="SEx")

//TAKE
if TPL
    strategy.close("inLong", comment="TP")
if TPS
    strategy.close("inShort", comment="TP")
//STOP
if SLL
    strategy.close("inLong", comment="SL")
if SLS
    strategy.close("inShort", comment="SL")
//EXPIRE
if TE
    strategy.close_all(comment="TE")
	
//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////
//ALERTS▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼▼

useentryalert  = input(defval=true, title="Use ENTRY Alert", group="Custom Alert Messages")
entrystring    = input.string(title="Entry Alert Message", defval="ENTRY", confirm=false, group="Custom Alert Messages")
useexitalert   = input(defval=true, title="Use EXIT Alert", group="Custom Alert Messages")
exitstring     = input.string(title="Exit Alert Message", defval="EXIT", confirm=false, group="Custom Alert Messages")
usetakealert   = input(defval=true, title="Use TAKE Alert", group="Custom Alert Messages")
takestring     = input.string(title="Take Profit Alert Message", defval="TAKE", confirm=false, group="Custom Alert Messages")
usestopalert   = input(defval=true, title="Use STOP Alert", group="Custom Alert Messages")
stopstring     = input.string(title="Stop Loss Alert Message", defval="STOP", confirm=false, group="Custom Alert Messages")
useexpirealert = input(defval=true, title="Use EXPIRE Alert", group="Custom Alert Messages")
expirestring   = input.string(title="Expire Trade Alert Message", defval="EXPIRE", confirm=false, group="Custom Alert Messages")

//LONG
if ((TradeDir == "LONG") and LongEntryFinal) and useentryalert
	alert("{\"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
if (TradeDir == "LONG") and (UTsellProf ? SPL : LongExitFinal) and useexitalert
	alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
//SHORT
if ((TradeDir == "SHORT") and ShortEntryFinal) and useentryalert
	alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
if (TradeDir == "SHORT") and (UTsellProf ? SPL : ShortExitFinal) and useexitalert
	alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
//OTHER
if TPL or TPS and usetakealert
    alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
if SLL or SLS and usestopalert
    alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)
if TE and useexpirealert
    alert("{\"action\": \"close_at_market_price\",  \"message_type\": \"bot\",  \"bot_id\": 7040545,  \"email_token\": \"9b842a1b-9cb4-48ac-9ed4-524c98557e5f\",  \"delay_seconds\": 0}", alert.freq_once_per_bar)

//END▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲▲
////////////////////////////////////////////////////////////////////////////////

---

• VWAP-RSI Überverkauft unter BTC-Kurzstrategie
• Quant-Strategie auf Basis von linearer Regressions-Interception
• Strategie der mittleren Umkehrlinie
• Fibonacci HMA KI Kauf-Verkauf-Signalstrategie
• Drei Umkehrstrategien von innen nach unten
• Strategie für den quantitativen Handel mit doppelten gleitenden Durchschnitten
• Geliebte RSI-Strategie in Pine Script
• Die in Artikel 4 Absatz 1 Buchstabe a der Verordnung (EU) Nr. 575/2013 festgelegten Risikopositionswerte sind zu berücksichtigen, sofern sie nicht in der Verordnung (EU) Nr. 575/2013 festgelegt sind.
• Dynamische Strategie zur Verringerung von Verlusten
• Langsame RSI-OB/OS-Strategie
• Relative Volumenpreisstrategie
• Langsamer Stochastischer Trend nach Strategie
• Umfassende quantitative Handelsstrategie auf der Grundlage mehrerer Indikatoren
• Parabolische Multi-Indikator-Handelsstrategie für Stopp- und Reserveanforderungen
• Premium-Doppelttrendfilter-MA-Verhältnisstrategie
• Strategie zur Verfolgung der Trendentwicklung der konvergenten doppelten gleitenden Durchschnitte
• Strategie für den Ausbruch der dreifachen EMA-Überschreitungen
• Quantitative Handelsstrategie auf Basis von Bollinger Bands
• Super Trend Umkehrstrategie
• Durchbruch-Strategie zur Nachverfolgung des gleitenden Durchschnittstrends