Trading system based on price ranges


Enter Long
Cross (C, BBandBot (C, opt1, S, opt2))
Exit Long
Cross (C, BBandTop (C, opt1, S, opt3))
Enter Short
Cross (BBandTop (C, opt1, S, opt2), C)
Exit Short
Cross (BBandBot (C, opt1, S, opt3), C)
BolBand & RSI

Antitrendovaya system, positions are opened when Bollinger Bands and RSI both show an overbought / oversold

Enter Long
Cross (BBandBot (C, opt1, S, opt2), C) AND RSI (opt3) <opt5
Exit Long
Cross (C, BBandTop (C, opt1, S, opt2)) AND RSI (opt3)> opt4
Enter Short
Cross (C, BBandTop (C, opt1, S, opt2)) AND RSI (opt3)> opt4
Exit Short
Cross (BBandBot (C, opt1, S, opt2), C) AND RSI (opt3) <opt5

Comment: possible variants of these systems - to close the line is used with another option of averaging, than to open, or with another option Deviations.

Keltner Channel
Enter Long
Cross (C, Mov ((C + H + L) / 3, opt1, S) + Mov (HL, opt1, S))
Exit Long
C <Mov ((C + H + L) / 3, opt1, S)
Enter Short
Cross (Mov ((C + H + L) / 3, opt1, S) - Mov (HL, opt1, S), C)
Exit Short
C> Mov ((C + H + L) / 3, opt1, S)
STARC Band
Enter Long
Cross (C, Mov (C, opt1, S) + opt2 * ATR (opt3))
Exit Long
C <Mov (C, opt1, S)
Enter Short
Cross (Mov (C, opt1, S) - opt2 * ATR (opt3), C)
Exit Short
C> Mov (C, opt1, S)
Parabolic & MA
Enter Long
Ref (C, -1) <Ref(SAR(opt1, opt2),-1) AND C> SAR (opt1, opt2) AND C> Mov (C, opt3, S)
Enter Short
Ref (C, -1)> Ref (SAR (opt1, opt2), -1) AND C <SAR (opt1, opt2) AND C <Mov (C, opt3, S)
VolatilitySyst_ATR
Enter Long
Cross (C, Ref (C + opt2 * ATR (opt1), -1))
Enter Short
Cross (Ref (C - opt2 * ATR (opt1), -1), C)
ChannelReturning
Stop & Revers return system to channel
Enter Long
Cross (LLV (Ref (LOW, -1), opt1), C)
Exit Long
Cross (C, HHV (Ref (HIGH, -1), opt1))
Enter Short
Cross (C, HHV (Ref (HIGH, -1), opt1))
Exit Short
Cross (LLV (Ref (LOW, -1), opt1), C)
ChannellBreakout
Stop & Revers channel breakout system
Enter Long
Cross (C, HHV (Ref (HIGH, -1), opt1))
Exit Long
Cross (LLV (Ref (LOW, -1), opt1), C)
Enter Short
Cross (LLV (Ref (LOW, -1), opt1), C)
Exit Short
Cross (C, HHV (Ref (HIGH, -1), opt1))
ChanBreak & PullBack
Channel breakout with pull back.

Opening range breakout pullback followed; opt1 - setting the viewport boundaries of the channel, opt2 - setting out the duration of a rollback, opt3 - window parameter channel view the rollback

Enter Long
BarsSince (Cross (C, HHV (Ref (HIGH, -1), opt1))) <opt2 AND
BarsSince (Cross (C, HHV (Ref (HIGH, -1), opt1)))> 0 AND L <LLV (Ref (LOW, -1), opt3) AND L> LLV (Ref (LOW, -1), opt1)
Exit Long
C <LLV (Ref (LOW, -1), opt1)
Enter Short
BarsSince (Cross (LLV (Ref (LOW, -1), opt1), C)) <opt2 AND BarsSince (Cross (LLV (Ref (LOW, -1), opt1), C))> 0 AND H> HHV ( Ref (HIGH, -1), opt3) AND H <HHV (Ref (HIGH, -1), opt1)
Exit Short
C> HHV (Ref (HIGH, -1), opt1)

Comment: excludes the opening on the candle, which broke the channel. If the waiting period for the rollback price crossed the border opposite the channel, the position is not open. The open position is liquidated if the price crosses the opposite of the channel.

LinRegr_extr

A counter system of the channel in the form of linear prediction extremes, opening on a pullback from the channel

Enter Long
LOW> TSF (LOW, opt1) AND Ref (LOW, -1)> TSF (LOW, opt1) AND Ref (LOW, -2)> TSF (LOW, opt1)
Enter Short
HIGH <TSF (HIGH, opt1) AND Ref (HIGH, -1) <TSF (HIGH, opt1) AND Ref (HIGH, -2) <TSF (HIGH, opt1).