Created a Parabolic SAR strategy where price has to close under/above the level before for it to reverse. This way it should be a bit more stable and protect you from false breakouts.
It was impossible to adjust the built-in "sar" function so I implemented PSAR from scratch. So if you're interested in how it's work inside you can check the code and probably...
It's my new strategy using EVWMA (Elastic Volume Weighted Moving Average).
Now I created a Bollinger Bands strategy where basis level is EVWMA.
It looks pretty interesting but you have to be careful with the entries/exits on the same bar, I'm using stop orders, so on big moves it happens pretty often.
In the next version, I will try to eliminate these issues....
![BTCUSDT: Parabolic SAR Strategy (on close) [QuantNomad]](https://s3.tradingview.com/g/gK7skk6m_mid.png "Parabolic SAR Strategy (on close) [QuantNomad]")
![BTCUSDT: EVWBB Strategy [QuantNomad]](https://s3.tradingview.com/e/E7Cs9PAp_mid.png "EVWBB Strategy [QuantNomad]")