Mulakan

Candlestick analysis

Turtle Strategy Pullback EntryThis strategy, titled “Turtle Strategy Pullback Entry”, is a trend-following system designed to capture breakouts more efficiently by entering after a slight pullback. Instead of buying immediately when the price breaks the 20-day high, the strategy waits for the price to pull back by 1% below that high, offering a better entry point and reducing the chances of false breakouts. Once the pullback level is reached, a long position is initiated. The trade is then managed using three exit conditions: it will close if the price drops 1.4% below the entry (acting as a stop loss), if the price rises 1.8% above the entry (taking profit), or if the price closes below the 20-day low, which serves as a trend invalidation signal. The position size is based on 100% of the equity by default, and the chart visually shows the 20-day high, low, and pullback level along with a green background when a position is active. This approach helps traders ride strong trends while avoiding premature entries, making it suitable for swing or position trading across stocks, forex, or crypto markets.
Strategi Pine Script®
oleh sarthakssan71
Volume Exhaustion RSI Reversal StrategyKey Features: Volume Logic: 1. Identifies two consecutive red bars (down periods) or green bars (up periods) 2. First down or up bars has the highest volume of the three 3. Volume decreases on the second down or up bars 4. Current (third) bar is green for up Reversal or red for down Reversal with higher volume than second bar RSI Logic: Uses standard 14-period RSI Detects "V" shape pattern (decline, trough, rise) Requires trough value <= 30 (oversold condition) or <= 70 (overbought condition) Current bar shows RSI rising from trough Execution: Enters long/Short position when both volume and RSI conditions are met Plots green "BUY/SELL" labels below the trigger candle Visualization: Green "BUY/SELL" labels appear below qualifying candles Strategy positions shown in the strategy tester How To Use: Apply to any timeframe (works best on 5M-15M charts) Combine with price action confirmation for example when candle 3 closes above candle 2 for "BUY" Or when Closes below for "SELL" Ideal for oversold reversals in downtrends Works best with volume-based assets Note: The strategy enters at the close of the trigger candle. Always backtest before live trading and consider adding stop-loss protection.
Strategi Pine Script®
oleh smithyommite
Az's EMA Scalper with Trend Confirmation (Fast TF)Az's EMA Scalper with Trend Confirmation combines fast-moving average signals with multi-timeframe trend analysis for precision intraday trading. The strategy uses a customizable moving average (7 types including EMA, HMA, ALMA) applied to Heikin-Ashi or regular candles on user-defined timeframes. Core Mechanics: Trend Identification: Calculates MA values for open/close/high/low prices Determines trend direction Bullish (green) and bearish (red) Entry Signals: Long entries when MA_close crosses above MA_open Short entries when MA_close crosses below MA_open Trade filters: LONG/SHORT/BOTH/NONE Risk Management: Fixed stop loss (points) Fixed take profit (points) Auto-position closing for directional modes Visual Features: Colored trend cloud (bullish/bearish) Optional MA plots for close/high/low Customizable colors and transparency Optimized For: Fast timeframes (1-15min charts) Configurable trend confirmation (any higher timeframe) Backtesting window control The strategy simplifies price action into clear visual trends while maintaining flexibility through 15+ input parameters. Trades align with the dominant trend direction shown by the colored MA cloud, with exits triggered by profit targets, stop losses, or counter-trend MA crosses.
Strategi Pine Script®
oleh sabuwalaazaz
Multi-Confluence Swing Hunter V1# Multi-Confluence Swing Hunter V1 - Complete Description Overview The Multi-Confluence Swing Hunter V1 is a sophisticated low timeframe scalping strategy specifically optimized for MSTR (MicroStrategy) trading. This strategy employs a comprehensive point-based scoring system that combines optimized technical indicators, price action analysis, and reversal pattern recognition to generate precise trading signals on lower timeframes. Performance Highlight: In backtesting on MSTR 5-minute charts, this strategy has demonstrated over 200% profit performance, showcasing its effectiveness in capturing rapid price movements and volatility patterns unique to MicroStrategy's trading behavior. The strategy's parameters have been fine-tuned for MSTR's unique volatility characteristics, though they can be optimized for other high-volatility instruments as well. ## Key Innovation & Originality This strategy introduces a unique **dual scoring system** approach: - **Entry Scoring**: Identifies swing bottoms using 13+ different technical criteria - **Exit Scoring**: Identifies swing tops using inverse criteria for optimal exit timing Unlike traditional strategies that rely on simple indicator crossovers, this system quantifies market conditions through a weighted scoring mechanism, providing objective, data-driven entry and exit decisions. ## Technical Foundation ### Optimized Indicator Parameters The strategy utilizes extensively backtested parameters specifically optimized for MSTR's volatility patterns: **MACD Configuration (3,10,3)**: - Fast EMA: 3 periods (vs standard 12) - Slow EMA: 10 periods (vs standard 26) - Signal Line: 3 periods (vs standard 9) - **Rationale**: These faster parameters provide earlier signal detection while maintaining reliability, particularly effective for MSTR's rapid price movements and high-frequency volatility **RSI Configuration (21-period)**: - Length: 21 periods (vs standard 14) - Oversold: 30 level - Extreme Oversold: 25 level - **Rationale**: The 21-period RSI reduces false signals while still capturing oversold conditions effectively in MSTR's volatile environment **Parameter Adaptability**: While optimized for MSTR, these parameters can be adjusted for other high-volatility instruments. Faster-moving stocks may benefit from even shorter MACD periods, while less volatile assets might require longer periods for optimal performance. ### Scoring System Methodology **Entry Score Components (Minimum 13 points required)**: 1. **RSI Signals** (max 5 points): - RSI < 30: +2 points - RSI < 25: +2 points - RSI turning up: +1 point 2. **MACD Signals** (max 8 points): - MACD below zero: +1 point - MACD turning up: +2 points - MACD histogram improving: +2 points - MACD bullish divergence: +3 points 3. **Price Action** (max 4 points): - Long lower wick (>50%): +2 points - Small body (<30%): +1 point - Bullish close: +1 point 4. **Pattern Recognition** (max 8 points): - RSI bullish divergence: +4 points - Quick recovery pattern: +2 points - Reversal confirmation: +4 points **Exit Score Components (Minimum 13 points required)**: Uses inverse criteria to identify swing tops with similar weighting system. ## Risk Management Features ### Position Sizing & Risk Control - **Single Position Strategy**: 100% equity allocation per trade - **No Overlapping Positions**: Ensures focused risk management - **Configurable Risk/Reward**: Default 5:1 ratio optimized for volatile assets ### Stop Loss & Take Profit Logic - **Dynamic Stop Loss**: Based on recent swing lows with configurable buffer - **Risk-Based Take Profit**: Calculated using risk/reward ratio - **Clean Exit Logic**: Prevents conflicting signals ## Default Settings Optimization ### Key Parameters (Optimized for MSTR/Bitcoin-style volatility): - **Minimum Entry Score**: 13 (ensures high-conviction entries) - **Minimum Exit Score**: 13 (prevents premature exits) - **Risk/Reward Ratio**: 5.0 (accounts for volatility) - **Lower Wick Threshold**: 50% (identifies true hammer patterns) - **Divergence Lookback**: 8 bars (optimal for swing timeframes) ### Why These Defaults Work for MSTR: 1. **Higher Score Thresholds**: MSTR's volatility requires more confirmation 2. **5:1 Risk/Reward**: Compensates for wider stops needed in volatile markets 3. **Faster MACD**: Captures momentum shifts quickly in fast-moving stocks 4. **21-period RSI**: Reduces noise while maintaining sensitivity ## Visual Features ### Score Display System - **Green Labels**: Entry scores ≥10 points (below bars) - **Red Labels**: Exit scores ≥10 points (above bars) - **Large Triangles**: Actual trade entries/exits - **Small Triangles**: Reversal pattern confirmations ### Chart Cleanliness - Indicators plotted in separate panes (MACD, RSI) - TP/SL levels shown only during active positions - Clear trade markers distinguish signals from actual trades ## Backtesting Specifications ### Realistic Trading Conditions - **Commission**: 0.1% per trade - **Slippage**: 3 points - **Initial Capital**: $1,000 - **Account Type**: Cash (no margin) ### Sample Size Considerations - Strategy designed for 100+ trade sample sizes - Recommended timeframes: 4H, 1D for swing trading - Optimal for trending/volatile markets ## Strategy Limitations & Considerations ### Market Conditions - **Best Performance**: Trending markets with clear swings - **Reduced Effectiveness**: Highly choppy, sideways markets - **Volatility Dependency**: Optimized for moderate to high volatility assets ### Risk Warnings - **High Allocation**: 100% position sizing increases risk - **No Diversification**: Single position strategy - **Backtesting Limitation**: Past performance doesn't guarantee future results ## Usage Guidelines ### Recommended Assets & Timeframes - **Primary Target**: MSTR (MicroStrategy) - 5min to 15min timeframes - **Secondary Targets**: High-volatility stocks (TSLA, NVDA, COIN, etc.) - **Crypto Markets**: Bitcoin, Ethereum (with parameter adjustments) - **Timeframe Optimization**: 1min-15min for scalping, 30min-1H for swing scalping ### Timeframe Recommendations - **Primary Scalping**: 5-minute and 15-minute charts - **Active Monitoring**: 1-minute for precise entries - **Swing Scalping**: 30-minute to 1-hour timeframes - **Avoid**: Sub-1-minute (excessive noise) and above 4-hour (reduces scalping opportunities) ## Technical Requirements - **Pine Script Version**: v6 - **Overlay**: Yes (plots on price chart) - **Additional Panes**: MACD and RSI indicators - **Real-time Compatibility**: Confirmed bar signals only ## Customization Options All parameters are fully customizable through inputs: - Indicator lengths and levels - Scoring thresholds - Risk management settings - Visual display preferences - Date range filtering ## Conclusion This scalping strategy represents a comprehensive approach to low timeframe trading that combines multiple technical analysis methods into a cohesive, quantified system specifically optimized for MSTR's unique volatility characteristics. The optimized parameters and scoring methodology provide a systematic way to identify high-probability scalping setups while managing risk effectively in fast-moving markets. The strategy's strength lies in its objective, multi-criteria approach that removes emotional decision-making from scalping while maintaining the flexibility to adapt to different instruments through parameter optimization. While designed for MSTR, the underlying methodology can be fine-tuned for other high-volatility assets across various markets. **Important Disclaimer**: This strategy is designed for experienced scalpers and is optimized for MSTR trading. The high-frequency nature of scalping involves significant risk. Past performance does not guarantee future results. Always conduct your own analysis, consider your risk tolerance, and be aware of commission/slippage costs that can significantly impact scalping profitability.
Strategi Pine Script®
oleh Quant_Trading_Pro
3
Volatility Index Percentile Risk STOCK StrategyVolatility-Index Percentile Risk STOCK Strategy ────────────────────────────────────────────── PURPOSE • Go long equities only when implied volatility (from any VIX-style index) is in its quietest percentile band. • Scale stop-loss distance automatically with live volatility so risk stays proportional across timeframes and market regimes. HOW IT WORKS 1. Pull the closing price of a user-selected volatility index (default: CBOE VIX, Nasdaq VXN, etc.). 2. Compute its 1-year (252-bar) percentile. – If percentile < “Enter” threshold → open / maintain long. – If percentile > “Exit” threshold → flatten. 3. Set the stop-loss every bar at: SL % = (current VIX value) ÷ Risk Divisor (e.g., VIX = 20 and divisor = 57 → 0.35 % SL below entry). This keeps risk tighter when volatility is high and looser when it’s calm. USER INPUTS • VIX-style Index   — symbol of any volatility index • Look-back     — length for percentile (default 252) • Enter Long < Percentile — calm-market trigger (default 15 %) • Exit Long > Percentile — fear trigger (default 60 %) • Risk Divisor (SL)  — higher number = tighter stop; start with 57 on 30-min charts • Show Debug Plots — optional visibility of percentile & SL% RECOMMENDED BACK-TEST SETTINGS • Timeframe: 30 min – Daily on liquid stocks/ETFs highly correlated to the chosen VIX. • Initial capital: 100 000 | Order size: 10 % of equity • Commission: 0.03 %   | Slippage: 5 ticks • Enable *Bar Magnifier* and *Fill on bar close* for realistic execution. ADDITIONAL INFORMATION • **Self-calibrating risk** – no static ATR or fixed %, adapts instantly to changing volatility. • **Percentile filter** – regime-aware entry logic that avoids false calm periods signalled by raw VIX levels. • **Timeframe-agnostic** – works from intraday to weekly; √T-style divisor lets you fine-tune stops quickly ,together with the percentiles and days length. • Zero look-ahead. CAVEATS • Long-only; no built-in profit target. Add one if your plan requires fixed R:R exits. • Works best on indices/stocks that move with the selected vol index. • Back-test results are educational; past performance never guarantees future returns. LICENSE & CREDITS Released under the Mozilla Public License 2.0. Inspired by academic research on volatility risk premia and mean-reversion. DISCLAIMER This script is for informational and educational purposes only. It is **not** financial advice. Use at your own risk.
Strategi Pine Script®
oleh exlux
Z Score 主图策略 — v1.02Hello Traders, Here is my new year gift for the community, Digergence for Many Indicators v4. I tried to make it modular and readable as much as I can. Thanks to Pine Team for improving Pine Platform all the time! How it works? - On each candle it checks divergences between current and any of last 16 Pivot Points for the indicators. - it search divergence on choisen indicators => RSI , MACD , MACD Histogram, Stochastic , CCI , Momentum, OBV, VWMACD, CMF and any External Indicator! - it checks following divergences for 16 pivot points that is in last 100 bars for each Indicator. --> Regular Positive Digergences --> Regular Negative Digergences --> Hidden Positive Digergences --> Hidden Negative Digergences - for positive divergences first it checks if closing price is higher than last closing price and indicator value is higher than perious value, then start searching divergence - for negative divergences first it checks if closing price is lower than last closing price and indicator value is lower than perious value, then start searching divergence Some Options: Pivot Period: you set Pivot Period as you wish. you can see Pivot Points using "Show Pivot Points" option Source for Pivot Points: you can use Close or High/Low as source Divergence Type: you can choose Divergence type to be shown => "Regular", "Hidden", "Regular/Hidden" Show Indicator Names: you have different options to show indicator names => "Full", "First Letter", "Don't Show" Show Divergence Number: option to see number of indicators which has Divergence Show Only Last Divergence: if you enable this option then it shows only last Positive and Negative Divergences you can include any External Indicator to see if there is divergence - enable "Check External Indicator" - and then choose External indicator name in the list, "External Indicator" - External indicator name is shown as Extrn - related external indicator must be added before enabling this option Coloring, line width and line style options for different type of divergences. Following Alerts added: - Positive Regular Divergence Detected - Negative Regular Divergence Detected - Positive Hidden Divergence Detected - Negative Hidden Divergence Detected Now lets see some examples:
Strategi Pine Script®
oleh cqxistus82
Aftershock Playbook: Stock Earnings Drift EngineStrategy type Event-driven post-earnings momentum engine (long/short) built for single-stock charts or ADRs that publish quarterly results. What it does Detects the exact earnings bar (request.earnings, lookahead_off). Scores the surprise and launches a position on that candle’s close. Tracks PnL: if the first leg closes green, the engine automatically re-enters on the very next bar, milking residual drift. Blocks mid-cycle trades after a loss until the next earnings release—keeping the risk contained to one cycle. Think of it as a sniper that fires on the earnings pop, reloads once if the shot lands, then goes silent until the next report. Core signal inputs Component Default Purpose EPS Surprise % +0 % / –5 % Minimum positive / negative shock to trigger longs/shorts. Reverse signals? Off Quick flip for mean-reversion experiments. Time Risk Mgt. Off Optional hard exit after 45 calendar days (auto-scaled to any TF). Risk engine ATR-based stop (ATR × 2 by default, editable). Bar time stop (15-min → Daily: Have to select the bar value ). No pyramiding beyond the built-in “double-tap”. All positions sized as % of equity via Strategy Properties. Visual aids Yellow triangle marks the earnings bar. Diagnostics table (top-right) shows last Actual, Estimate, and Surprise %. Status-line tool-tips on every input. Default inputs Setting Value Positive surprise ≥ 0 % Negative surprise ≤ –5 % ATR stop × 2 ATR length 50 Hold horizon 350 ( 1h timeframe chart bars) Back-test properties Initial capital  10 000 Order size    5 % of equity Pyramiding    1 (internal re-entry only) Commission   0.03 % Slippage     5 ticks Fills      Bar magnifier ✔ · On bar close ✔ · Standard OHLC ✔ How to use Add the script to any earnings-driven stock (AAPL, MSFT, TSLA…). Turn on Time Risk Management if you want stricter risk management Back-test different ATR multipliers to fit the stock’s volatility. Sync commission & slippage with your broker before forward-testing. Important notes Works on every timeframe from 15 min to 1 D. Sweet spot around 30min/1h All request.earnings() & request.security() calls use lookahead_off—zero repaint. The “double-tap” re-entry occurs once per winning cycle to avoid drift-chasing loops. Historical stats ≠ future performance. Size positions responsibly.
Strategi Pine Script®
oleh exlux
LA SOÑADA 7000 4h//@version=5 strategy(title='LA SOÑADA 7000 4h', calc_on_order_fills=true, calc_on_every_tick=false, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.04, overlay=true, default_qty_type=strategy.cash, default_qty_value=60000) buffer = input.float(title='buffer', defval=0.3, minval=0, step=0.1) b1 = close * (1 + buffer / 100) b2 = close * (1 - buffer / 100) strategy.entry('Long', strategy.long, when=close > b1, comment='entry') strategy.close('Long', when=close < b2, comment='exit') //money management stop_loss = input.int(15, 'Stop loss %', minval=1, step=1) sl = strategy.position_avg_price * (1 - stop_loss / 100) close_Stop = close < sl strategy.close('Long', when=close_Stop, comment='Stop loss') Target_profit = input.int(50, 'Target Profit %', minval=1, step=1) tp = strategy.position_avg_price * (1 + Target_profit / 100) close_Target = close > tp strategy.close('Long', when=close_Target, comment='Target')
Strategi Pine Script®
oleh federicomiranda13
Quantum Reversal# 🧠 Quantum Reversal ## **Quantitative Mean Reversion Framework** This algorithmic trading system employs **statistical mean reversion theory** combined with **adaptive volatility modeling** to capitalize on Bitcoin's inherent price oscillations around its statistical mean. The strategy integrates multiple technical indicators through a **multi-layered signal processing architecture**. --- ## ⚡ **Core Technical Architecture** ### 📊 **Statistical Foundation** - **Bollinger Band Mean Reversion Model**: Utilizes 20-period moving average with 2.2 standard deviation bands for volatility-adjusted entry signals - **Adaptive Volatility Threshold**: Dynamic standard deviation multiplier accounts for Bitcoin's heteroscedastic volatility patterns - **Price Action Confluence**: Entry triggered when price breaches lower volatility band, indicating statistical oversold conditions ### 🔬 **Momentum Analysis Layer** - **RSI Oscillator Integration**: 14-period Relative Strength Index with modified oversold threshold at 45 - **Signal Smoothing Algorithm**: 5-period simple moving average applied to RSI reduces noise and false signals - **Momentum Divergence Detection**: Captures mean reversion opportunities when momentum indicators show oversold readings ### ⚙️ **Entry Logic Architecture** ``` Entry Condition = (Price ≤ Lower_BB) OR (Smoothed_RSI < 45) ``` - **Dual-Condition Framework**: Either statistical price deviation OR momentum oversold condition triggers entry - **Boolean Logic Gate**: OR-based entry system increases signal frequency while maintaining statistical validity - **Position Sizing**: Fixed 10% equity allocation per trade for consistent risk exposure ### 🎯 **Exit Strategy Optimization** - **Profit-Lock Mechanism**: Positions only closed when showing positive unrealized P&L - **Trend Continuation Logic**: Allows winning trades to run until momentum exhaustion - **Dynamic Exit Timing**: No fixed profit targets - exits based on profitability state rather than arbitrary levels --- ## 📈 **Statistical Properties** ### **Risk Management Framework** - **Long-Only Exposure**: Eliminates short-squeeze risk inherent in cryptocurrency markets - **Mean Reversion Bias**: Exploits Bitcoin's tendency to revert to statistical mean after extreme moves - **Position Management**: Single position limit prevents over-leveraging ### **Signal Processing Characteristics** - **Noise Reduction**: SMA smoothing on RSI eliminates high-frequency oscillations - **Volatility Adaptation**: Bollinger Bands automatically adjust to changing market volatility - **Multi-Timeframe Coherence**: Indicators operate on consistent timeframe for signal alignment --- ## 🔧 **Parameter Configuration** | Technical Parameter | Value | Statistical Significance | |-------------------|-------|-------------------------| | Bollinger Period | 20 | Standard statistical lookback for volatility calculation | | Std Dev Multiplier | 2.2 | Optimized for Bitcoin's volatility distribution (95.4% confidence interval) | | RSI Period | 14 | Traditional momentum oscillator period | | RSI Threshold | 45 | Modified oversold level accounting for Bitcoin's momentum characteristics | | Smoothing Period | 5 | Noise reduction filter for momentum signals | --- ## 📊 **Algorithmic Advantages** ✅ **Statistical Edge**: Exploits documented mean reversion tendency in Bitcoin markets ✅ **Volatility Adaptation**: Dynamic bands adjust to changing market conditions ✅ **Signal Confluence**: Multiple indicator confirmation reduces false positives ✅ **Momentum Integration**: RSI smoothing improves signal quality and timing ✅ **Risk-Controlled Exposure**: Systematic position sizing and long-only bias --- ## 🔬 **Mathematical Foundation** The strategy leverages **Bollinger Band theory** (developed by John Bollinger) which assumes that prices tend to revert to the mean after extreme deviations. The RSI component adds **momentum confirmation** to the statistical price deviation signal. **Statistical Basis:** - Mean reversion follows the principle that extreme price deviations from the moving average are temporary - The 2.2 standard deviation multiplier captures approximately 97.2% of price movements under normal distribution - RSI momentum smoothing reduces noise inherent in oscillator calculations --- ## ⚠️ **Risk Considerations** This algorithm is designed for traders with understanding of **quantitative finance principles** and **cryptocurrency market dynamics**. The strategy assumes mean-reverting behavior which may not persist during trending market phases. Proper risk management and position sizing are essential. --- ## 🎯 **Implementation Notes** - **Market Regime Awareness**: Most effective in ranging/consolidating markets - **Volatility Sensitivity**: Performance may vary during extreme volatility events - **Backtesting Recommended**: Historical performance analysis advised before live implementation - **Capital Allocation**: 10% per trade sizing assumes diversified portfolio approach --- **Engineered for quantitative traders seeking systematic mean reversion exposure in Bitcoin markets through statistically-grounded technical analysis.**
Strategi Pine Script®
oleh ArganaBridgeCapital
4
Double Bottom Strategy (Long Only, ATR Trailing Stop + Alerts)Updated chart script: This script implements a long-only breakout strategy based on the recognition of a Double Bottom price pattern, enhanced with a 50 EMA trend filter and a dynamic ATR-based trailing stop. It is suitable for traders looking to capture reversals in trending markets using a structured pattern-based entry system. 🧠 Key Features: Double Bottom Detection: Identifies double bottom structures using pivot lows with configurable tolerance. ATR-Based Trailing Stop: Manages exits using a trailing stop calculated from Average True Range (ATR), dynamically adjusting to market volatility. EMA Filter (Optional): Filters trades to only go long when price is above the 50 EMA (trend confirmation). Alerts: Real-time alerts on entry and exit, formatted in JSON for webhook compatibility. Backtest Range Controls: Customize historical testing period with start and end dates. ✅ Recommended Markets: Gold (XAUUSD) S&P 500 (SPX, ES) Nasdaq (NDX, NQ) Stocks (Equities) ⚠️ Not recommended for Forex due to differing behavior and noise levels in currency markets. 🛠️ User Guidance: Tune the pivot period, tolerance, and ATR settings for best performance on your chosen asset. Backtest thoroughly over your selected date range to assess historical effectiveness. Use small position sizes initially to test viability in live or simulated environments.
Strategi Pine Script®
oleh ojiyamu