Differences
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occ-indicator [2020/06/17 16:40] profitview |
occ-indicator [2020/08/11 19:10] profitview |
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| - | <alert type="success" icon="fa fa-refresh"> **Open Close Cross 3.5**: (5/5/2020) | + | <alert type="success" icon="fa fa-refresh">**Open Close Cross 4.0**: (11/8/2020) |
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| - | - Adapted to use Pinescript v4 enabling the use of plot values in alerts! | + | - Added new Cross Spread Override option (counteract filtering of bigger moves, more TPs!) |
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| - | - Added option to show signal stats / overall profit loss calculation (beta / TP1 profit only!) | + | - Performance improvements due to optimized MA switching! |
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| - | - Replaced SL Squeeze option with multiple SL-from-TP levels | + | - Renamed "Cyclical" volatility filter to its original "Switch" and |
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| - | - Added option for additional trade logic only stoploss (SL "Buffer") | + | \_ added maximum limit, variable window and smoothing options (better sideways filtering!) |
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| - | - Added Min Spread option for better sideways protection | + | - Added multi-level profit calculations / virtual position simulation - beta! |
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| - | - Added Min/Max Spread Window options for improved "bart" protection | + | - Added risk based buy-in and (maximum) leverage auto calculation |
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| - | - Added ATR settings and ATR offset % to better tweak ATR stoploss | + | - Added OHLC, side, size, lev., TP and SL to default alert message syntax |
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| - | - Limited ATR with hard baseline stoploss | + | - Added new unified entry alert condition |
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| - | - Added Exit Loss Buffer % option to account for fees/slippage | + | - Added stochastic and smoothing options for RSI filter |
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| - | - Added Trend Resolution option "From Chart" | + | - Added MA type options for trend, price variation and volume filter |
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| - | - Added Trend Bar Delay option | + | - Added PEMA (Pentuple Exponential), LMA (Leo), CMA (Corrected), CWMA (Cubed Weighted), |
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| - | - Improved RSI and Historic Volatility descriptions | + | \_ OWMA (Optimal Weighted), SRWMA (Square Root Weighted), EHMA (Exponential Hull), |
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| - | - Added seperate Alert Conditions for TP/SL/Spike according to trade direction | + | \_ FLSMA (Fisher Least Squares), LRMA (Linear Regression), LFMA (Laguerre Filter), |
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| - | - Added option to signal trades open longer than given number of bars | + | \_ SFMA (Sequential Filter) and JMA (Jurik) moving averages |
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| - | - Added Custom Name field to improve selection for multiple layers | + | - Removed "Stop Loss only before TP" option (now auto according to stat TP amounts) |
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| - | - Fixed Spike Profit option sometimes triggering errornously | + | - Added debug info option for entries resulting in SL or TP |
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| - | - New default settings optimized for XBTUSD 1H (90% win rate for >1yr!) | + | \_ (limited by TV/Pine to the last ~50 entries) |
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| + | - Added seperate counts for long/short per SL/TP etc. to stats | ||
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| + | - Changed display of durations in stats to mins/hours/days (dynamic) | ||
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| + | - Added non-lossy flips to stats | ||
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| + | - Plot lines for SL/TP now hidden when not in trade | ||
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| + | - Fixed Cross Strength Min/Max/Override settings not being percentage (prev 0.01 = now 1.0 !) | ||
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| + | - Fixed Exit Loss Buffer setting not being percentage (prev 0.01 = now 1.0 !) | ||
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| + | - Fixed some Lossy/SL exit conditions being indicated erroneously | ||
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| + | - Fixed ZEMA (Zero Lag) calculation | ||
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| + | - Fixed Spike Profit alert condition | ||
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| + | - Improved defaults for XBTUSD 1H setup | ||
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| + | NOTE: Values for "Cross Strength Min" (formerly "Cross Spread Min"), "Cross Strength Max" (formerly | ||
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| + | "Cross Spread Max") and "Exit Loss Buffer" have to be multiplied by 100 compared to previous OCC versions! | ||
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| - | **OCC** is a multipurpose moving average cross indicator that is primarily designed for swing margin trading and scalping cryptocurrencies but can be adapted to a multitude of high volatility assets. It features a daily and intraday trend confirmation filter, a proprietary Cross Strength filter and other smoothing filters, an Average True Range based stop loss, a broad range of volatility protection and take profit signals optimized to catch spikes besides a multitude of moving averages to optimize it's results for each asset. | + | **OCC** is a multipurpose moving average cross indicator that is primarily designed for swing margin trading and scalping cryptocurrencies but can be adapted to a multitude of high volatility assets. It features a daily and intraday trend confirmation filter, a proprietary Cross Strength filter and other smoothing filters, an Average True Range based (or trailing) stop loss, a broad range of volatility protection and take profit signals optimized to catch spikes besides a multitude of moving averages to optimize it's results for each asset. |
| Open Close Cross is based on an original idea by Albert Yang and developed into a working automatable strategy with proprietary technology (Cross Strength & Trend Filter, Price Variation etc.) by ProfitView LLC. | Open Close Cross is based on an original idea by Albert Yang and developed into a working automatable strategy with proprietary technology (Cross Strength & Trend Filter, Price Variation etc.) by ProfitView LLC. | ||
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| Open Close Cross by Albert Yang | Open Close Cross by Albert Yang | ||
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| - | Cross Strength & Trend Filter by Soeren Parker | + | Cross Strength & Trend Filter by Soeren Parker / ProfitView LLC |
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| Hull Moving Average by Alan Hull | Hull Moving Average by Alan Hull | ||