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SSL Hybrid

EMA
1
Follow
1781
Followers

This script is designed for the NNFX Method, so it is recommended for Daily charts only.
Tried to implement a few VP NNFX Rules
This script has a SSL / Baseline (you can choose between the SSL or MA), a secondary SSL for continiuation trades and a third SSL for exit trades.
Alerts added for Baseline entries, SSL2 continuations, Exits.
Baseline has a Keltner Channel setting for "in zone" Gray Candles
Added "Candle Size > 1 ATR" Diamonds from my old script with the criteria of being within Baseline ATR range.

backtest

img

Source
Pine
/*backtest
start: 2022-04-16 00:00:00
end: 2022-05-15 23:59:00
period: 45m
basePeriod: 5m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//By Mihkel00
// This script is designed for the NNFX Method, so it is recommended for Daily charts only. 
// Tried to implement a few VP NNFX Rules
Strategy parameters
Strategy parameters
Show Baseline
Show SSL1
Show ATR bands
ATR Period
ATR Multi
ATR Smoothing
SSL1 / Baseline Type
SSL1 / Baseline Length
SSL2 / Continuation Type
SSL 2 Length
EXIT Type
EXIT Length
Source
Kijun MOD Divider
* Jurik (JMA) Only - Phase
* Jurik (JMA) Only - Power
* Volatility Adjusted (VAMA) Only - Volatility lookback length
Modular Filter, General Filter Only - Beta
Modular Filter Only - Feedback
Modular Filter Only - Feedback Weighting
EDSMA - Super Smoother Filter Length
EDSMA - Super Smoother Filter Poles
useTrueRange
Base Channel Multiplier
Color Bars
Continuation ATR Criteria
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