Bully Signals
ESte indicador esta hecho para darte las senales de venta y compra con un riesgo beneficio de 1.50 usalo en periodos de 15 mnts
ESte indicador esta hecho para darte las senales de venta y compra con un riesgo beneficio de 1.50 usalo en periodos de 15 mnts
Parameters
| Name | Default | What it controls |
|---|---|---|
| v_input_1 | 14 | RSI Length |
| v_input_2 | 6 | RSI Smoothing |
| v_input_3 | 4.238 | Fast QQE Factor |
| v_input_4 | 10 | Thresh-hold |
Source Pine Script
/*backtest
start: 2021-07-27 00:00:00
end: 2022-08-02 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=5
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © colinmck
indicator('Bully signals', overlay=true)
RSI_Period = input(14, title='RSI Length')
SF = input(6, title='RSI Smoothing')
QQE = input(4.238, title='Fast QQE Factor')
ThreshHold = input(10, title='Thresh-hold')
src = close
Wilders_Period = RSI_Period * 2 - 1
Rsi = ta.rsi(src, RSI_Period)
RsiMa = ta.ema(Rsi, SF)
AtrRsi = math.abs(RsiMa[1] - RsiMa)
MaAtrRsi = ta.ema(AtrRsi, Wilders_Period)
dar = ta.ema(MaAtrRsi, Wilders_Period) * QQE
longband = 0.0
shortband = 0.0
trend = 0
DeltaFastAtrRsi = dar
RSIndex = RsiMa
newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi
longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband
shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband
cross_1 = ta.cross(longband[1], RSIndex)
trend := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)
FastAtrRsiTL = trend == 1 ? longband : shortband
// Find all the QQE Crosses
QQExlong = 0
QQExlong := nz(QQExlong[1])
QQExshort = 0
QQExshort := nz(QQExshort[1])
QQExlong := FastAtrRsiTL < RSIndex ? QQExlong + 1 : 0
QQExshort := FastAtrRsiTL > RSIndex ? QQExshort + 1 : 0
//Conditions
qqeLong = QQExlong == 1 ? FastAtrRsiTL[1] - 50 : na
qqeShort = QQExshort == 1 ? FastAtrRsiTL[1] - 50 : na
// Plotting
plotshape(qqeLong, title='Bully long', text='Buy', textcolor=color.new(color.white, 0), style=shape.labelup, location=location.belowbar, color=color.new(color.green, 0), size=size.tiny)
plotshape(qqeShort, title='Bully short', text='Sell', textcolor=color.new(color.white, 0), style=shape.labeldown, location=location.abovebar, color=color.new(color.red, 0), size=size.tiny)
// Alerts
alertcondition(qqeLong, title='Buy', message='Buy')
alertcondition(qqeShort, title='Sell', message='Sell')
if qqeLong
strategy.entry("Enter Long", strategy.long)
else if qqeShort
strategy.entry("Enter Short", strategy.short)Published by ChaoZhang on the FMZ strategy square · last modified 2022-08-03. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.
Build this with AgenKit
A spec is not a trading system. Paste this into your coding agent and AgenKit runs a specialist team — architecture, test-first build, risk gates, review — with paper trading on by default.
/agenkit build a production-grade trading bot with a backtest engine, risk controls and paper trading by default from strategies/Bully-Signals.md- npx agenkit install engineering-kit in your project
- Paste the command into your agent and approve each phase
- Get tests, backtest, risk controls and a paper-trading switch
Understand it first
Before you run this, read the lesson behind the idea and how to backtest it honestly. Specs like this one are the survivors of an unknown number of trials; deflate their results accordingly.