Average HL Range - SATThis indicator dynamically display consolidation range base on three series ( high, low and close). it also display range breakout when a close occurs outside of the range. HeikinAshi and Diffrent Timeframe data can be requested to reduce the noise from the market. All setting are configurable : entryprice, takeprofits, Risk: REward, Dark Mode
Cari dalam skrip untuk "entry"
Zazzamira 50-25-25 Trend SystemPublishing my trading system script. It consist of several conditions to happen in order to open a trade. Work best on ES/MES 5 minute timeframe.
I like to use it with this settings:
- UTC -6 (don't tick Exchange Timezone)
and rest as default
To enter a trade, the following conditions must be met: Entry 1: the opening range (8:30AM - 9:15AM UTC-6) must be defined and the price must close above or below the opening range on the 5-minute timeframe. This entry condition defines the trade direction (above = long / below = short). Once the opening range is defined, the Trend-Based Fib Extension is applied from the range high to the range low (and vice versa). Fib levels are required for Exit conditions. Entry 2: the 8 - 27 - 67 - 97 EMAs must be defined. If the EMAs value order is 8 > 27 > 67 > 97, long-only trades are allowed. If the EMAs value order is 8 < 27 < 67 < 97, short-only trades are allowed. This entry condition filters fake breakouts of Entry 1. Entry 3: no trades are allowed after 12:59 UTC-6 (2PM EST). Entry 4: if Entry 1, Entry 2, and Entry 3 conditions are valid and the price hasn't reached the 23.6% Fib line, an entry order can be set at the range high/long with 4 contracts. To exit a trade, the following conditions must be met: Exit 1 (Stop loss): set a trailing stop based on 2.1x ATR (14) from entry. Exit 2: take 50% profits at the 23.6% Fib and leave trailing stop untouched. Exit 3: if Exit 2 triggers, take 50% (25% of total entry) off at 61.8% Fib, leaving Exit 2 trailing stop values valid. Exit 4: exit the full position at the FIB 100% value. Exit 5: all trades must be closed at 3pm UTC-6 (4PM EST). So basically Take Profit are 50%-25%-25% of position.
Code has been written by © Hiubris_Indicators who has been an amazing coder and gave me the possibility to make this script public so a really big shoutout to him.
Strategy Myth-Busting #5 - POKI+GTREND+ADX - [MYN]This is part of a new series we are calling "Strategy Myth-Busting" where we take open public manual trading strategies and automate them. The goal is to not only validate the authenticity of the claims but to provide an automated version for traders who wish to trade autonomously.
Our fifth one we are automating is one of the strategies from "The Best 3 Buy And Sell Indicators on Tradingview + Confirmation Indicators ( The Golden Ones ))" from "Online Trading Signals (Scalping Channel)". No formal backtesting was done by them and resuructo messaged me asking if we could validate their claims.
Originally, we mimic verbatim the settings Online Trading Signals was using however weren't getting promising results. So before we stopped there we thought we might want to see if this could be improved on. So we adjusted the Renko Assignment modifier from ATR to Traditional and adjusted the value to be higher from 30 to 47. We also decided to try adding another signal confirmation to eliminate some of the ranged market conditions so we choose our favorite, ADX . Also, given we are using this on a higher time-frame we adjusted the G-Channel Trend detection source from close to OHLC4 to get better average price action indication and more accurate trend direction.
This strategy uses a combination of 2 open-source public indicators:
poki buy and sell Take profit and stop loss by RafaelZioni
G-Channel Trend Detection by jaggedsoft
Trading Rules
15m - 4h timeframe. We saw best results at the recommended 1 hour timeframe.
Long Entry:
When POKI triggers a buy signal
When G-Channel Trend Detection is in an upward trend (Green)
ADX Is above 25
Short Entry:
When POKI triggers a sell signal
When G-Channel Trend Detection is in an downward trend (red)
ADX Is above 25
If you know of or have a strategy you want to see myth-busted or just have an idea for one, please feel free to message me.
Strategy Myth-Busting #6 - PSAR+MA+SQZMOM+HVI - [MYN]This is part of a new series we are calling "Strategy Myth-Busting" where we take open public manual trading strategies and automate them. The goal is to not only validate the authenticity of the claims but to provide an automated version for traders who wish to trade autonomously.
Our sixth one we are automating is " I Tested ''7% Profit Per Day" Scalping Strategy 100 Times ( Unexpected Results ) " from " TradeIQ " which claims to have made 175% profit on the 5 min chart of BTCUSD with a having a 61% win rate in just 32 days.
Originally, we mimicked verbatim the indicators and settings TradeIQ was using however weren't getting promising results anything close to the claim so we decided to try and improve on it. We changed the static Parabolic SAR to be adaptive based upon the timeframe. We did this by using an adjustable multiplier for the PSAR Max. Also, In TradeIQ's revised version he substituted Hawkeye's Volume Indicator in lieu of Squeeze Momentum. We found that including both indicators we were getting better results so included them both. Feel free to experiment more. Would love to see how this could be improved on.
This strategy uses a combination of 4 open-source public indicators:
Parabolic Sar (built in)
10 in 1 MA's by hiimannshu
Squeeze Momentum by lazybear
HawkEYE Volume Indicator by lazybear
Trading Rules
5m timeframe and above. We saw equally good results in the higher (3h - 4h) timeframes as well.
Long Entry:
Parabolic Sar shifts below price at last dot above and then previous bar needs to breach above that.
Price action has to be below both MA's and 50MA needs to be above 200MA
Squeeze Momentum needsd to be in green or close to going green
HawkEYE Volume Indicator needs to be show a green bar on the histagram
Short Entry:
Parabolic Sar shifts above price at last dot below and then previous bar needs to breach below that.
Price action needs to be above both MA's and 50MA needs to be below 200MA
Squeeze Momentum needsd to be in red or close to going red
HawkEYE Volume Indicator needs to be show a red bar on the histagram
If you know of or have a strategy you want to see myth-busted or just have an idea for one, please feel free to message me.
Risk Management Strategy TemplateThis strategy is intended to be used as a base template for building new strategies.
It incorporates the following features:
Risk management:
Configurable X% loss per stop loss
Configurable R:R ratio
Trade entry:
Calculated position size based on risk tolerance
Trade exit:
Stop Loss currently configurable ATR multiplier but can be replaced based on strategy
Take Profit calculated from Stop Loss using R:R ratio
Backtesting:
Configurable backtesting range by date
Trade drawings:
TP/SL boxes drawn for all trades. Can be turned on and off
Trade exit information labels. Can be turned on and off
NOTE: Trade drawings will only be applicable when using overlay strategies
Debugging:
Includes section with useful debugging techniques
Strategy conditions
Trade entry:
LONG
C1: Price is above EMA line
C2: RSI is crossing out of oversold area
SHORT
C1: Price is below EMA line
C2: RSI is crossing out of overbought area
Trade exit:
Stop Loss: Stop Loss ATR multiplier is hit
Take Profit: R:R multiplier * Stop Loss is hit
The idea is to use RSI to catch pullbacks within the main trend.
Note that this strategy is intended to be a simple base strategy for building upon. It was not designed to be traded in its current form.
DMI StrategyThis strategy is based on DMI indicator. It helps me to identify base or top of the script. I mostly use this script to trade in Nifty bank options, even when the signal comes in nifty . It can be used to trade in other scripts as well. Pivot points can also be used to take entry. Long entry is taken when DI+(11) goes below 10 and DI-(11) goes above 40 , whereas short entry is taken when DI-(11) goes below 10 and DI+(11) goes above 40.
For bank nifty , I take the trade in the strike price for which the current premium is nearby 300, with the SL of 20%. If premium goes below 10% I buy one more lot to average, but exit if the premium goes below 20% of the first entry. If the trade moves in the correct direction, we need to start trailing our stoploss or exit at the pre-defined target.
As this a strategy, there is one problem. While we are in the phase of "long", if again the "long" phase comes, it will not be shown on chart until a "short" phase has come, and vice versa. This has been resolved by creating an indicator instead of strategy with the name of "DMI Buy-sell on chart". Please go through that to get more entry points.
Please have a look at strategy tester to back test
DMI StrategyThis strategy is based on DMI indicator. It helps me to identify base or top of the script. I mostly use this script to trade in Nifty bank options, even when the signal comes in nifty. It can be used to trade in other scripts as well. Pivot points can also be used to take entry. Long entry is taken when DI+(11) goes below 10 and DI-(11) goes above 40, whereas short entry is taken when DI-(11) goes below 10 and DI+(11) goes above 40.
For bank nifty, I take the trade in the strike price for which the current premium is nearby 300, with the SL of 20%. If premium goes below 10% I buy one more lot to average, but exit if the premium goes below 20% of the first entry. If the trade moves in the correct direction, we need to start trailing our stoploss or exit at the pre-defined target.
Please have a look at strategy tester to back test.
3ngine Global BoilerplateABOUT THE BOILERPLATE
This strategy is designed to bring consistency to your strategies. It includes a macro EMA filter for filtering out countertrend trades,
an ADX filter to help filter out chop, a session filter to filter out trades outside of desired timeframe, alert messages setup for automation,
laddering in/out of trades (up to 6 rungs), trailing take profit , and beautiful visuals for each entry. There are comments throughout the
strategy that provide further instructions on how to use the boilerplate strategy. This strategy uses `threengine_global_automation_library`
throughout and must be included at the top of the strategy using `import as bot`. This allows you to use dot notation
to access functions in the library - EX: `bot.orderCurrentlyExists(orderID)`.
HOW TO USE THIS STRATEGY
1. Add your inputs
There is a section dedicated for adding your own inputs near the top of the strategy, just above the boilerplate inputs
2. Add your calculations
If your strategy requires calculations, place them in the `Strategy Specific Calculations` section
3. Add your entry criteria
Add your criteria to strategySpecificLongConditions (this gets combined with boilerplate conditions in longConditionsMet)
Add your criteria to strategySpecificShortConditions (this gets combined with boilerplate conditions in shortConditionsMet)
Set your desired entry price (calculated on every bar unless stored as a static variable) to longEntryPrice and shortEntryPrice. ( This will be the FIRST ladder if using laddering capabilities. If you pick 1 for "Ladder In Rungs" this will be the only entry. )
4. Plot anything you want to overlay on the chart in addition to the boilerplate plots and labels. Included in boilerplate:
Average entry price
Stop loss
Trailing stop
Profit target
Ladder rungs
Customizable Non-Repainting HTF MACD MFI Scalper Bot Strategy v2Customizable Non-Repainting HTF MACD MFI Scalper Bot Strategy v2
This script was originally shared by Wunderbit as a free open source script for the community to work with. This is my second published iteration of this idea.
WHAT THIS SCRIPT DOES:
It is intended for use on an algorithmic bot trading platform but can be used for scalping and manual trading.
This strategy is based on the trend-following momentum indicator . It includes the Money Flow index as an additional point for entry.
This is a new and improved version geared for lower timeframes (15-5 minutes), but can be run on larger ones as well. I am testing it live as my high frequency trader.
HOW IT DOES IT:
It uses a combination of MACD and MFI indicators to create entry signals. Parameters for each indicator have been surfaced for user configurability.
Take profits are now trailing profits, and the stop loss is now fixed. Why? I found that the trailing stop loss with ATR in the previous version yields very good results for back tests but becomes very difficult to deploy live due to transaction fees. As you can see the average trade is a higher profit percentage than the previous version.
HOW IS MY VERSION ORIGINAL:
Now instead of using ATR stop loss, we have a fixed stop loss - counter intuitively to what some may believe this performs better in live trading scenarios since it gives the strategy room to move. I noticed that the ATR trailing stop was stopping out too fast and was eating away balance due to transaction fees.
The take profit on the other hand is now a trailing profit with a customizable deviation. This ensures that you can have a minimum profit you want to take in order to exit.
I have depracated the old ATR trailing stop as it became too confusing to have those as different options. I kept the old version for others that want to experiment with it. The source code still requires some cleanup, but its fully functional.
I added in a way to show RSI values and ATR values with a checkbox so that you can use the new an improved ATR Filter (and grab the right RSI values for the RSI filter). This will help to filter out times of very low volatility where we are unlikely to find a profitable trade. Use the "Show Data" checkbox to see what the values are on the indicator pane, then use those values to gauge what you want to filter out.
Both versions
Delayed Signals : The script has been refactored to use a time frame drop down. The higher time frame can be run on a faster chart (recommended on one minute chart for fastest signal confirmation and relay to algotrading platform.)
Repainting Issues : All indicators have been recoded to use the security function that checks to see if the current calculation is in realtime, if it is, then it uses the previous bar for calculation. If you are still experiencing repainting issues based on intended (or non intended use), please provide a report with screenshot and explanation so I can try to address.
Filtering : I have added to additional filters an ABOVE EMA Filter and a BELOW RSI Filter (both can be turned on and off)
Customizable Long and Close Messages : This allows someone to use the script for algorithmic trading without having to alter code. It also means you can use one indicator for all of your different alterts required for your bots.
HOW TO USE IT:
It is intended to be used in the 5-30 minute time frames, but you might be able to get a good configuration for higher time frames. I welcome feedback from other users on what they have found.
Find a pair with high volatility (example KUCOIN:ETH3LUSDT ) - I have found it works particularly well with 3L and 3S tokens for crypto. although it the limitation is that confrigurations I have found to work typically have low R/R ratio, but very high win rate and profit factor.
Ideally set one minute chart for bots, but you can use other charts for manual trading. The signal will be delayed by one bar but I have found configurations that still test well.
Select a time frame in configuration for your indicator calculations.
Select the strategy config for time frame (resolution). I like to use 5 and 15 minutes for scalping scenarios, but I am interested in hearing back from other community memebers.
Optimize your indicator without filters : customize your settings for MACD and MFI that are profitable with your chart and selected time frame calculation. Try different Take Profits (try about 2-5%) and stop loss (try about 5-8%). See if your back test is profitable and continue to optimize.
Use the Trend, RSI, ATR Filter to further refine your signals for entry. You will get less entries but you can increase your win ratio.
You can use the open and close messages for a platform integration, but I choose to set mine up on the destination platform and let the platform close it. With certain platforms you cannot be sure what your entry point actually was compared to Trading View due to slippage and timing, so I let the platform decide when it is actually profitable.
Limitations: this works rather well for short term, and does some good forward testing but back testing large data sets is a problem when switching from very small time frame to large time frame. For instance, finding a configuration that works on a one minute chart but then changing to a 1 hour chart means you lose some of your intra bar calclulations. There are some new features in pine script which might be able to address, this, but I have not had a chance to work on that issue.
SuperIchi StrategyTRADE CONDITIONS
Long entry:
Tenkan-Sen is above Kijun-Sen (blue line above red line)
Price closes above both Tenkan-Sen and Kijun-Sen (price closes above both blue and red lines)
Tenkan-Sen and Kijun-Sen is above Senkou Span (both blue and red lines are above cloud)
Senkou Span is green (cloud is green)
Price pulled back and closed below both Tenkan-Sen and Kijun-Sen within last X (configurable in settings) candles (price pulled back below blue and red lines)
Short entry:
Tenkan-Sen is below Kijun-Sen (blue line below red line)
Price closes below both Tenkan-Sen and Kijun-Sen (price closes below both blue and red lines)
Tenkan-Sen and Kijun-Sen is below Senkou Span (both blue and red lines are below cloud)
Senkou Span is red (cloud is red)
Price pulled back and closed above both Tenkan-Sen and Kijun-Sen within last X (configurable in settings) candles (price pulled back above blue and red lines)
Risk management:
Each trade risks 2% of account (configurable in settings)
SL size determined by swing low/high of previous X candles (configurable in settings) or using the ATR override (configurable in settings) where the max of swing high/low or ATR value will be used to calculate SL
TP is calculated by Risk:Reward ratio (configurable in settings)
TIPS
Timeframe: I have found best results running on anything 5M and above
CREDITS
SuperIchi by LuxAlgo
Boom Hunter + Hull Suite + Volatility Oscillator StrategyTRADE CONDITIONS
Long entry:
Boom Hunter (leading indicator): Trigger line crosses over Quotient 2 line (white cross over red)
Hull Suite (trend confirmation): Price closed above hull suite line and hull suite is green (represented by horizontal line at -10 in strategy pane)
Volatility Oscillator (volatility confirmation): Volatility spike trigger line is above upper band (represented by horizontal line at -30 in strategy pane)
Short entry:
Boom Hunter (leading indicator): Trigger line crosses under Quotient 2 line (white cross under red)
Hull Suite (trend confirmation): Price closed below hull suite line and hull suite is red (represented by horizontal line at -10 in strategy pane)
Volatility Oscillator (volatility confirmation): Volatility spike trigger line is below lower band (represented by horizontal line at -30 in strategy pane)
Risk management:
Each trade risks 3% of account (configurable in settings)
SL size determined by swing low/high of previous X candles (configurable in settings) or 1 ATR if swing is less than 1 ATR
TP is calculated by Risk:Reward ratio (configurable in settings)
TIPS
Timeframe: I have found good results running on BTC/USDT 5M chart
Note: To help visual identification of trade entries and exits you may wish to add the Hull Suite and Volatility Oscillator to the chart separately. It was not possible to display them in a clear way within a single panel for the strategy. Make sure you set the settings of the auxiliary indicators to match what is in the settings of this indicator if you do decide to add them.
CREDITS
Boom Hunter Pro by veryfid
Hull Suite by InSilico
Volatility Oscillator by veryfid
QQE MOD + SSL Hybrid + Waddah Attar ExplosionTRADE CONDITIONS
Long entry:
QQE Mod changes to Blue (leading indicator)
SSL Hybrid is Blue and price is above MA Channel line
Waddah Attar Explosion is Green and above Explosion line
Short entry:
QQE Mod changes to Red (leading indicator)
SSL Hybrid is Red and price is below MA Channel line
Waddah Attar Explosion is Red and above Explosion line
Risk management:
Each trade risks 2% of account (configurable in settings)
SL size determined by swing low/high of previous X candles (configurable in settings)
TP is triggered on SSL Hybrid EXIT arrow signals
TIPS
Timeframe: Personally I've found best results running this on 1H timeframe.
Note: To help visual identification of trade entries and exits you may wish to add the SSL Hybrid and Waddah Attar Explosion to the chart separately. They are being used to determine trade entry/exit within the code of this strategy but it was not possible to display them in a clear way within a single panel. Make sure you set the settings of the auxiliary indicators to match what is in the settings of this indicator if you do decide to add them.
CREDITS
QQE MOD byMihkel00
SSL Hybrid by Mihkel00
Waddah Attar Explosion by shayankm
AVG Stochastic Strategy [M30 Backtesting]1. AVG Stochastic Calculate
1.1 AVG %K is calculated by apply EMA with smooth K period on Average of Original Stochastic %k & %d
+ avg_k=ema((%k+%d)/2,smoothK)
1.2 AVG %D is calculated by apply EMA with %d period on AVG %K
+ avg_d=ema(avg_k,periodD)
2. Parameter
+ %K Length: 21
+ %K Smoothing: 3
+ %D Smoothing: 3
+ Symbol: BTC/USDT
+ Timeframe: M30
+ Pyramiding: Maximum 3 orders at the same direction.
3. Signal
3.1 Buy Signal
+ Entry: AVG %K crossover AVG %D and AVG %D < 20
+ Exit: AVG %D > 80
3.2 Sell Signal
+ Entry: AVG %K crossunder AVG %D and AVG %D > 80
+ Exit: AVG %D < 20
Smoothed Waddah ATR~~~All Credit to LAZY BEAR for posting the original Script which is an old MT4 indicator.~~~~
No this system does not repaint... if it does let me know. Either the code is wrong or you are using a repainting chart such as renko candles.
*PURPOSE*
This Is an "Enhanced or Smoothed" version of the script that captures the heiken-ashi closing price as its main calculation variable. While using normal bar or line charts. Enhancements integrate trade filters to reduce false signals.
*WHAT TYPE OF TRADING STRATEGY IS THIS?*
This is a Long Only, Trend Trading System. Is intended to be applied to Charts/Timeframes that produce sustainable trends for which ever asset you are trading.
*NOTE OF ADVICE REGARDING SETTINGS*
Settings can be tweaked but I have found that best results come with the given settings. If a chart is too choppy to trade this indicator successfully, it is advised not to change the settings but either find a different timeframe or different asset to apply this strategy to.
TLDR
Indicator measures the change of the MacD (difference between MAC D of given EMA's) and compares it to the difference between the Upper and Lower Bollinger bands. Green bar over trigger line= entry. Red bar over trigger line = close.
*SETTINGS AND INPUTS*
-MacD of HeikenAshi chart (will always be of the Heikenashi chart even when applied to different chart type)
sensitivity = input(150, title='Sensitivity') =range should be (125-175)multiplier so that MacD can be compared to BB
fastLength = input(20, title='MacD FastEMA Length')
slowLength = input(40, title='MacD SlowEMA Length')
-Bollinger Band of currently used price chart type
channelLength = input(20, title='BB Channel Length')
mult = input(1.5, title='BB Stdev Multiplier')
-14 Period RSI Trade Filter (set to 0 to Disable)
RSI14filter = input(40, title='RSI Value trade filter') =only gives entry when RSI is higher than given value
*ABSTRACT & CONCEPT*
TLDR - Indicator measures the change of the MacD (difference between MAC D of given EMA's) and compares it to the difference between the Upper and Lower Bollinger bands. Green bar over trigger line= entry. Red bar over trigger line = close.
Indicator plots -
Bars are the change in the MAC D and the indicator line is the difference in the BB.
When Bars are higher than the indicator line then it is considered a trend "Explosion"
Green Bars are Trend Explosion to the upside, Red Bars are Trend explosion to the downside.
GENERAL DETAIL-
the core calculation is measuring the change in MacD of current candle compared to the MacD of two previous candles.
This value is multiplied by the sensitivy so it can be compared to the change in Bollinger Band Width.
if the MACD change is positive then you get a green/lime bar for that value. If the MacDchange is negative you get a red/orange bar for that value.
and are determined by whether the actual change is increasing in that direction or decreasing. (bars getting taller or bars getting shorter)
Entry signal for long is A positive change in MACD difference (Green bar) that is greater than the change of the bollinger band (orange signal line) AND if the RSI value is above your filter.
Close signal or Trend Stop Warning Signal is given when a Negative MacD Difference (red bar) is greater than the change of the bollinger band (orange Line)
*CONSIDERATIONS AND THOUGHTS*
I have over 150 iterations of this indicator and this is the most consistent and best version of settings and filters I was able to generate. I built this indicator specifically for 3 charts. SPY monthly, QQQ monthly, BTC 3 Day. However this indicator works well on any long term bullish chart. (tech stocks are great) .
Trend trading systems are intended to be homerun hitting, plunge protecting indicators that allow for long legs and expanding volatility. This indicator does this as the trigger line is Dynamic with the expansion and contraction of the bollinger band.
I do not take every signal specifically not the close signals. Instead they more like warnings in ultra bullish environments.
If i had to pair this indicator with any other filter than the RSI, it would be a long term moving average i.e. the 50 week or equivalent for your chart. signals above rising moving averages means that you are trading with an upward trending market.
Hope this helps. Happy trades.
-SnarkyPuppy
Webhook Starter Kit [HullBuster]
Introduction
This is an open source strategy which provides a framework for webhook enabled projects. It is designed to work out-of-the-box on any instrument triggering on an intraday bar interval. This is a full featured script with an emphasis on actual trading at a brokerage through the TradingView alert mechanism and without requiring browser plugins.
The source code is written in a self documenting style with clearly defined sections. The sections “communicate” with each other through state variables making it easy for the strategy to evolve and improve. This is an excellent place for Pine Language beginners to start their strategy building journey. The script exhibits many Pine Language features which will certainly ad power to your script building abilities.
This script employs a basic trend follow strategy utilizing a forward pyramiding technique. Trend detection is implemented through the use of two higher time frame series. The market entry setup is a Simple Moving Average crossover. Positions exit by passing through conditional take profit logic. The script creates ten indicators including a Zscore oscillator to measure support and resistance levels. The indicator parameters are exposed through 47 strategy inputs segregated into seven sections. All of the inputs are equipped with detailed tool tips to help you get started.
To improve the transition from simulation to execution, strategy.entry and strategy.exit calls show enhanced message text with embedded keywords that are combined with the TradingView placeholders at alert time. Thereby, enabling a single JSON message to generate multiple execution events. This is genius stuff from the Pine Language development team. Really excellent work!
This document provides a sample alert message that can be applied to this script with relatively little modification. Without altering the code, the strategy inputs can alter the behavior to generate thousands of orders or simply a few dozen. It can be applied to crypto, stocks or forex instruments. A good way to look at this script is as a webhook lab that can aid in the development of your own endpoint processor, impress your co-workers and have hours of fun.
By no means is a webhook required or even necessary to benefit from this script. The setups, exits, trend detection, pyramids and DCA algorithms can be easily replaced with more sophisticated versions. The modular design of the script logic allows you to incrementally learn and advance this script into a functional trading system that you can be proud of.
Design
This is a trend following strategy that enters long above the trend line and short below. There are five trend lines that are visible by default but can be turned off in Section 7. Identified, in frequency order, as follows:
1. - EMA in the chart time frame. Intended to track price pressure. Configured in Section 3.
2. - ALMA in the higher time frame specified in Section 2 Signal Line Period.
3. - Linear Regression in the higher time frame specified in Section 2 Signal Line Period.
4. - Linear Regression in the higher time frame specified in Section 2 Signal Line Period.
5. - DEMA in the higher time frame specified in Section 2 Trend Line Period.
The Blue, Green and Orange lines are signal lines are on the same time frame. The time frame selected should be at least five times greater than the chart time frame. The Purple line represents the trend line for which prices above the line suggest a rising market and prices below a falling market. The time frame selected for the trend should be at least five times greater than the signal lines.
Three oscillators are created as follows:
1. Stochastic - In the chart time frame. Used to enter forward pyramids.
2. Stochastic - In the Trend period. Used to detect exit conditions.
3. Zscore - In the Signal period. Used to detect exit conditions.
The Stochastics are configured identically other than the time frame. The period is set in Section 2.
Two Simple Moving Averages provide the trade entry conditions in the form of a crossover. Crossing up is a long entry and down is a short. This is in fact the same setup you get when you select a basic strategy from the Pine editor. The crossovers are configured in Section 3. You can see where the crosses are occurring by enabling Show Entry Regions in Section 7.
The script has the capacity for pyramids and DCA. Forward pyramids are enabled by setting the Pyramid properties tab with a non zero value. In this case add on trades will enter the market on dips above the position open price. This process will continue until the trade exits. Downward pyramids are available in Crypto and Range mode only. In this case add on trades are placed below the entry price in the drawdown space until the stop is hit. To enable downward pyramids set the Pyramid Minimum Span In Section 1 to a non zero value.
This implementation of Dollar Cost Averaging (DCA) triggers off consecutive losses. Each loss in a run increments a sequence number. The position size is increased as a multiple of this sequence. When the position eventually closes at a profit the sequence is reset. DCA is enabled by setting the Maximum DCA Increments In Section 1 to a non zero value.
It should be noted that the pyramid and DCA features are implemented using a rudimentary design and as such do not perform with the precision of my invite only scripts. They are intended as a feature to stress test your webhook endpoint. As is, you will need to buttress the logic for it to be part of an automated trading system. It is for this reason that I did not apply a Martingale algorithm to this pyramid implementation. But, hey, it’s an open source script so there is plenty of room for learning and your own experimentation.
How does it work
The overall behavior of the script is governed by the Trading Mode selection in Section 1. It is the very first input so you should think about what behavior you intend for this strategy at the onset of the configuration. As previously discussed, this script is designed to be a trend follower. The trend being defined as where the purple line is predominately heading. In BiDir mode, SMA crossovers above the purple line will open long positions and crosses below the line will open short. If pyramiding is enabled add on trades will accumulate on dips above the entry price. The value applied to the Minimum Profit input in Section 1 establishes the threshold for a profitable exit. This is not a hard number exit. The conditional exit logic must be satisfied in order to permit the trade to close. This is where the effort put into the indicator calibration is realized. There are four ways the trade can exit at a profit:
1. Natural exit. When the blue line crosses the green line the trade will close. For a long position the blue line must cross under the green line (downward). For a short the blue must cross over the green (upward).
2. Alma / Linear Regression event. The distance the blue line is from the green and the relative speed the cross is experiencing determines this event. The activation thresholds are set in Section 6 and relies on the period and length set in Section 2. A long position will exit on an upward thrust which exceeds the activation threshold. A short will exit on a downward thrust.
3. Exponential event. The distance the yellow line is from the blue and the relative speed the cross is experiencing determines this event. The activation thresholds are set in Section 3 and relies on the period and length set in the same section.
4. Stochastic event. The purple line stochastic is used to measure overbought and over sold levels with regard to position exits. Signal line positions combined with a reading over 80 signals a long profit exit. Similarly, readings below 20 signal a short profit exit.
Another, optional, way to exit a position is by Bale Out. You can enable this feature in Section 1. This is a handy way to reduce the risk when carrying a large pyramid stack. Instead of waiting for the entire position to recover we exit early (bale out) as soon as the profit value has doubled.
There are lots of ways to implement a bale out but the method I used here provides a succinct example. Feel free to improve on it if you like. To see where the Bale Outs occur, enable Show Bale Outs in Section 7. Red labels are rendered below each exit point on the chart.
There are seven selectable Trading Modes available from the drop down in Section 1:
1. Long - Uses the strategy.risk.allow_entry_in to execute long only trades. You will still see shorts on the chart.
2. Short - Uses the strategy.risk.allow_entry_in to execute short only trades. You will still see long trades on the chart.
3. BiDir - This mode is for margin trading with a stop. If a long position was initiated above the trend line and the price has now fallen below the trend, the position will be reversed after the stop is hit. Forward pyramiding is available in this mode if you set the Pyramiding value in the Properties tab. DCA can also be activated.
4. Flip Flop - This is a bidirectional trading mode that automatically reverses on a trend line crossover. This is distinctively different from BiDir since you will get a reversal even without a stop which is advantageous in non-margin trading.
5. Crypto - This mode is for crypto trading where you are buying the coins outright. In this case you likely want to accumulate coins on a crash. Especially, when all the news outlets are talking about the end of Bitcoin and you see nice deep valleys on the chart. Certainly, under these conditions, the market will be well below the purple line. No margin so you can’t go short. Downward pyramids are enabled for Crypto mode when two conditions are met. First the Pyramiding value in the Properties tab must be non zero. Second the Pyramid Minimum Span in Section 1 must be non zero.
6. Range - This is a counter trend trading mode. Longs are entered below the purple trend line and shorts above. Useful when you want to test your webhook in a market where the trend line is bisecting the signal line series. Remember that this strategy is a trend follower. It’s going to get chopped out in a range bound market. By turning on the Range mode you will at least see profitable trades while stuck in the range. However, when the market eventually picks a direction, this mode will sustain losses. This range trading mode is a rudimentary implementation that will need a lot of improvement if you want to create a reliable switch hitter (trend/range combo).
7. No Trade. Useful when setting up the trend lines and the entry and exit is not important.
Once in the trade, long or short, the script tests the exit condition on every bar. If not a profitable exit then it checks if a pyramid is required. As mentioned earlier, the entry setups are quite primitive. Although they can easily be replaced by more sophisticated algorithms, what I really wanted to show is the diminished role of the position entry in the overall life of the trade. Professional traders spend much more time on the management of the trade beyond the market entry. While your trade entry is important, you can get in almost anywhere and still land a profitable exit.
If DCA is enabled, the size of the position will increase in response to consecutive losses. The number of times the position can increase is limited by the number set in Maximum DCA Increments of Section 1. Once the position breaks the losing streak the trade size will return the default quantity set in the Properties tab. It should be noted that the Initial Capital amount set in the Properties tab does not affect the simulation in the same way as a real account. In reality, running out of money will certainly halt trading. In fact, your account would be frozen long before the last penny was committed to a trade. On the other hand, TradingView will keep running the simulation until the current bar even if your funds have been technically depleted.
Entry and exit use the strategy.entry and strategy.exit calls respectfully. The alert_message parameter has special keywords that the endpoint expects to properly calculate position size and message sequence. The alert message will embed these keywords in the JSON object through the {{strategy.order.alert_message}} placeholder. You should use whatever keywords are expected from the endpoint you intend to webhook in to.
Webhook Integration
The TradingView alerts dialog provides a way to connect your script to an external system which could actually execute your trade. This is a fantastic feature that enables you to separate the data feed and technical analysis from the execution and reporting systems. Using this feature it is possible to create a fully automated trading system entirely on the cloud. Of course, there is some work to get it all going in a reliable fashion. Being a strategy type script place holders such as {{strategy.position_size}} can be embedded in the alert message text. There are more than 10 variables which can write internal script values into the message for delivery to the specified endpoint.
Entry and exit use the strategy.entry and strategy.exit calls respectfully. The alert_message parameter has special keywords that my endpoint expects to properly calculate position size and message sequence. The alert message will embed these keywords in the JSON object through the {{strategy.order.alert_message}} placeholder. You should use whatever keywords are expected from the endpoint you intend to webhook in to.
Here is an excerpt of the fields I use in my webhook signal:
"broker_id": "kraken",
"account_id": "XXX XXXX XXXX XXXX",
"symbol_id": "XMRUSD",
"action": "{{strategy.order.action}}",
"strategy": "{{strategy.order.id}}",
"lots": "{{strategy.order.contracts}}",
"price": "{{strategy.order.price}}",
"comment": "{{strategy.order.alert_message}}",
"timestamp": "{{time}}"
Though TradingView does a great job in dispatching your alert this feature does come with a few idiosyncrasies. Namely, a single transaction call in your script may cause multiple transmissions to the endpoint. If you are using placeholders each message describes part of the transaction sequence. A good example is closing a pyramid stack. Although the script makes a single strategy.close() call, the endpoint actually receives a close message for each pyramid trade. The broker, on the other hand, only requires a single close. The incongruity of this situation is exacerbated by the possibility of messages being received out of sequence. Depending on the type of order designated in the message, a close or a reversal. This could have a disastrous effect on your live account. This broker simulator has no idea what is actually going on at your real account. Its just doing the job of running the simulation and sending out the computed results. If your TradingView simulation falls out of alignment with the actual trading account lots of really bad things could happen. Like your script thinks your are currently long but the account is actually short. Reversals from this point forward will always be wrong with no one the wiser. Human intervention will be required to restore congruence. But how does anyone find out this is occurring? In closed systems engineering this is known as entropy. In practice your webhook logic should be robust enough to detect these conditions. Be generous with the placeholder usage and give the webhook code plenty of information to compare states. Both issuer and receiver. Don’t blindly commit incoming signals without verifying system integrity.
Setup
The following steps provide a very brief set of instructions that will get you started on your first configuration. After you’ve gone through the process a couple of times, you won’t need these anymore. It’s really a simple script after all. I have several example configurations that I used to create the performance charts shown. I can share them with you if you like. Of course, if you’ve modified the code then these steps are probably obsolete.
There are 47 inputs divided into seven sections. For the most part, the configuration process is designed to flow from top to bottom. Handy, tool tips are available on every field to help get you through the initial setup.
Step 1. Input the Base Currency and Order Size in the Properties tab. Set the Pyramiding value to zero.
Step 2. Select the Trading Mode you intend to test with from the drop down in Section 1. I usually select No Trade until I’ve setup all of the trend lines, profit and stop levels.
Step 3. Put in your Minimum Profit and Stop Loss in the first section. This is in pips or currency basis points (chart right side scale). Remember that the profit is taken as a conditional exit not a fixed limit. The actual profit taken will almost always be greater than the amount specified. The stop loss, on the other hand, is indeed a hard number which is executed by the TradingView broker simulator when the threshold is breached.
Step 4. Apply the appropriate value to the Tick Scalar field in Section 1. This value is used to remove the pipette from the price. You can enable the Summary Report in Section 7 to see the TradingView minimum tick size of the current chart.
Step 5. Apply the appropriate Price Normalizer value in Section 1. This value is used to normalize the instrument price for differential calculations. Basically, we want to increase the magnitude to significant digits to make the numbers more meaningful in comparisons. Though I have used many normalization techniques, I have always found this method to provide a simple and lightweight solution for less demanding applications. Most of the time the default value will be sufficient. The Tick Scalar and Price Normalizer value work together within a single calculation so changing either will affect all delta result values.
Step 6. Turn on the trend line plots in Section 7. Then configure Section 2. Try to get the plots to show you what’s really happening not what you want to happen. The most important is the purple trend line. Select an interval and length that seem to identify where prices tend to go during non-consolidation periods. Remember that a natural exit is when the blue crosses the green line.
Step 7. Enable Show Event Regions in Section 7. Then adjust Section 6. Blue background fills are spikes and red fills are plunging prices. These measurements should be hard to come by so you should see relatively few fills on the chart if you’ve set this up as intended. Section 6 includes the Zscore oscillator the state of which combines with the signal lines to detect statistically significant price movement. The Zscore is a zero based calculation with positive and negative magnitude readings. You want to input a reasonably large number slightly below the maximum amplitude seen on the chart. Both rise and fall inputs are entered as a positive real number. You can easily use my code to create a separate indicator if you want to see it in action. The default value is sufficient for most configurations.
Step 8. Turn off Show Event Regions and enable Show Entry Regions in Section 7. Then adjust Section 3. This section contains two parts. The entry setup crossovers and EMA events. Adjust the crossovers first. That is the Fast Cross Length and Slow Cross Length. The frequency of your trades will be shown as blue and red fills. There should be a lot. Then turn off Show Event Regions and enable Display EMA Peaks. Adjust all the fields that have the word EMA. This is actually the yellow line on the chart. The blue and red fills should show much less than the crossovers but more than event fills shown in Step 7.
Step 9. Change the Trading Mode to BiDir if you selected No Trades previously. Look on the chart and see where the trades are occurring. Make adjustments to the Minimum Profit and Stop Offset in Section 1 if necessary. Wider profits and stops reduce the trade frequency.
Step 10. Go to Section 4 and 5 and make fine tuning adjustments to the long and short side.
Example Settings
To reproduce the performance shown on the chart please use the following configuration: (Bitcoin on the Kraken exchange)
1. Select XBTUSD Kraken as the chart symbol.
2. On the properties tab set the Order Size to: 0.01 Bitcoin
3. On the properties tab set the Pyramiding to: 12
4. In Section 1: Select “Crypto” for the Trading Model
5. In Section 1: Input 2000 for the Minimum Profit
6. In Section 1: Input 0 for the Stop Offset (No Stop)
7. In Section 1: Input 10 for the Tick Scalar
8. In Section 1: Input 1000 for the Price Normalizer
9. In Section 1: Input 2000 for the Pyramid Minimum Span
10. In Section 1: Check mark the Position Bale Out
11. In Section 2: Input 60 for the Signal Line Period
12. In Section 2: Input 1440 for the Trend Line Period
13. In Section 2: Input 5 for the Fast Alma Length
14. In Section 2: Input 22 for the Fast LinReg Length
15. In Section 2: Input 100 for the Slow LinReg Length
16. In Section 2: Input 90 for the Trend Line Length
17. In Section 2: Input 14 Stochastic Length
18. In Section 3: Input 9 Fast Cross Length
19. In Section 3: Input 24 Slow Cross Length
20. In Section 3: Input 8 Fast EMA Length
21. In Section 3: Input 10 Fast EMA Rise NetChg
22. In Section 3: Input 1 Fast EMA Rise ROC
23. In Section 3: Input 10 Fast EMA Fall NetChg
24. In Section 3: Input 1 Fast EMA Fall ROC
25. In Section 4: Check mark the Long Natural Exit
26. In Section 4: Check mark the Long Signal Exit
27. In Section 4: Check mark the Long Price Event Exit
28. In Section 4: Check mark the Long Stochastic Exit
29. In Section 5: Check mark the Short Natural Exit
30. In Section 5: Check mark the Short Signal Exit
31. In Section 5: Check mark the Short Price Event Exit
32. In Section 5: Check mark the Short Stochastic Exit
33. In Section 6: Input 120 Rise Event NetChg
34. In Section 6: Input 1 Rise Event ROC
35. In Section 6: Input 5 Min Above Zero ZScore
36. In Section 6: Input 120 Fall Event NetChg
37. In Section 6: Input 1 Fall Event ROC
38. In Section 6: Input 5 Min Below Zero ZScore
In this configuration we are trading in long only mode and have enabled downward pyramiding. The purple trend line is based on the day (1440) period. The length is set at 90 days so it’s going to take a while for the trend line to alter course should this symbol decide to node dive for a prolonged amount of time. Your trades will still go long under those circumstances. Since downward accumulation is enabled, your position size will grow on the way down.
The performance example is Bitcoin so we assume the trader is buying coins outright. That being the case we don’t need a stop since we will never receive a margin call. New buy signals will be generated when the price exceeds the magnitude and speed defined by the Event Net Change and Rate of Change.
Feel free to PM me with any questions related to this script. Thank you and happy trading!
CFTC RULE 4.41
These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
Bollinger Band with RSI
Using combination bollinger band and RSI indicator as guide to predict price volatility and the best entry point. The strategy logic is pretty straightforward where we're interested with close price that touches the lower bollinger band ; there are only two scenarios that will happened after the price reaches the lower band; the price might rebound from the lower bollinger band or drop lower and continue downtrend. To confirm the price movement, we use a second indicator which is the RSI to further investigate the price trend. For example, if the price reaches the lower bollinger band but the RSI value is not in the oversold region, we can conclude that the price will go lower and continue downtrend. If the RSI value is in the oversold region, we can use this price area as our entry point.
Stop loss is necessary to avoid losing too much capital if the RSI value lingers too long in the oversold region.
Best take profit area is when the price rebound above the middle bollinger band area/upper bollinger band or when the RSI reaches overbought region; whichever comes first.
Long entry:
RSI < 30 & close price < lower bollinger band
Exit entry:
RSI > 70
Default stop loss: -25%
Swing/Daytrading strategy with reversal option
Hello, today I bring a swing reversal strategy that work on all financial markets.
It uses timeframes starting from 1h, the bigger the better.
Its very dangerous because it has no stop loss, neither a take profit. Our exit condition is based on the reversal on the entry .
For entry we have 2 types : normal and reversal
Lets say we want to go long , for that we check the last CLOSE of a candle with the previos HIGH. If its higher than that, and at the same time CLOSE is bigger than the moving average, we have a long entry.
For short we have CLOSE with the previous LOW. If its lower than that and at the same time is lower than moving average, we have a short entry.
For moving average we use T3 MA
For reversal what I do, is , I take the short condition and I apply it to long, and for long I apply the short condition.
On many cases I found out it work amazingly.
I forgot to add: it also has a time entry system, so we use the best hours/sessions for entries .
Exit a trade: lets say we enter short, when we find a long condition, we close short and enter into long. Viceversa for long.
If you have any questions, let me know.
Enjoy it :)
RSI Moving Average with Signal LineDefault values:
RSI = white
RSI Prime ( RSI of RSI ) = yellow
EMA 34 = blue
EMA 55 = red
They are listed in order of reactiveness to price changes. Think of them like the Williams Alligator...
White and yellow work the fastest, with WHITE being signal and YELLOW being trigger. Great for LTF
Blue and red work the slowest, with BLUE being frequently testing RED as support/resistance. Great for HTF
Long Entry:
RSIs both > SMAS (signal)
RSI > RSI Prime (confirmation)
Long Exit:
RSI < RSI Prime (signal)
RSIs both < SMAs (confirmation)
Short Entry:
RSIs both < SMAS (signal)
RSI < RSI Prime (confirmation)
Short Exit:
RSI > RSI Prime (signal)
RSIs both > SMAS (confirmation)
Triple EMA Scalper low lag stratHi all,
This strategy is based on the Amazing scalper for majors with risk management by SoftKill21
The change is in lines 11-20 where the sma's are replaced with Triple ema's to
lower the lag.
The original author is SoftKill21. His explanation is repeated below:
Best suited for 1M time frame and majors currency pairs.
Note that I tried it at 3M time frame.
Its made of :
Ema ( exponential moving average ) , long period 25
Ema ( exponential moving average ) Predictive, long period 50,
Ema ( exponential moving average ) Predictive, long period 100
Risk management , risking % of equity per trade using stop loss and take profits levels.
Long Entry:
When the Ema 25 cross up through the 50 Ema and 100 EMA . and we are in london or new york session( very important the session, imagine if we have only american or european currencies, its best to test it)
Short Entry:
When the Ema 25 cross down through the 50 Ema and 100 EMA , and we are in london or new york session( very important the session, imagine if we have only american or european currencies, its best to test it)
Exit:
TargetPrice: 5-10 pips
Stop loss: 9-12 pips
Amazing scalper for majors with risk managementHello,
Today I am glad to bring you an amazing simple and efficient scalper strategy.
Best suited for 1M time frame and majors currency pairs.
Its made of :
Ema (exponential moving average) , long period 25
Ema(exponential moving average) Predictive, long period 50,
Ema(exponential moving average) Predictive, long period 100
Risk management , risking % of equity per trade using stop loss and take profits levels.
Long Entry:
When the Ema 25 cross up through the 50 Ema and 100 EMA. and we are in london or new york session( very important the session, imagine if we have only american or european currencies, its best to test it)
Short Entry:
When the Ema 25 cross down through the 50 Ema and 100 EMA, and we are in london or new york session( very important the session, imagine if we have only american or european currencies, its best to test it)
Exit:
TargetPrice: 5-10 pips
Stop loss: 9-12 pips
Hope you enjoy it :)
percentrank strategySrategy for percentrank
Percent rank is the percents of how many previous values was less than or equal to the current value of given series.
long entry: intersection line 1 from bottom to top
short entry: crossing line 2 from top to bottom
Стратегия для индикатора percentrank
Процентный рейтинг — это процент от количества предыдущих значений, которые были меньше или равны текущему значению данной серии.
вход в лонг: пересечение line 1 снизу вверх
вход в шорт: пересечение line 2 сверху вниз
Two Take Profit StrategyThis script is for research purposes only. I am not a financial advisor.
Entry Condition
This strategy is based on two take profit targets and scaling out strategy. The entry rule is very simple. Whenever the EMA crossover WMA, the long trade is taken and vice versa.
Take Profit and Stop Loss
The first take profit is set at 20 pips above the long entry and the second take profit is set at 40 pips above the long entry. Meanwhile, the stop loss is set at 20 pips below the long entry.
Money Management
When the first take profit is achieved, half of the position is closed. The rest of the position is open to achieve either second take profit or stop loss.
There are three outcomes when using this strategy. Let's say you enter the trade with 200 lot size and you are risking 2% of your equity.
1. The first outcome is when the price hits stop loss, you lose the entire 2%.
2. The second outcome is when the price hits the first take profit and you close half of your position. Meaning that you have gained 1%. Then you let the trade running and eventually it hits stop loss. The total loss is 0% because the remaining lot size which is 200/2=100 times by 20pips is 1%. You have gained the earlier 1% and then loss 1%. At this point, you are at break even.
3. The third outcome is similar to the second out but instead of hiring stop loss, the trade is running to your favor and hits the second take profit.
Therefore, you gained 1% from the first take profit and you gained another 2% for the second take profit. Your total gained is 3%
Summary
The reason behind this strategy is to minimize risk. with normal strategy, you only have two outcomes which are either win or loss. With this strategy, you have three outcomes which are win, loss or break even.
REVELATIONS (VoVix - PoC) REVELATIONS (VoVix - POC): True Regime Detection Before the Move
Let’s not sugarcoat it: Most strategies on TradingView are recycled—RSI, MACD, OBV, CCI, Stochastics. They all lag. No matter how many overlays you stack, every one of these “standard” indicators fires after the move is underway. The retail crowd almost always gets in late. That’s never been enough for my team, for DAFE, or for anyone who’s traded enough to know the real edge vanishes by the time the masses react.
How is this different?
REVELATIONS (VoVix - POC) was engineered from raw principle, structured to detect pre-move regime change—before standard technicals even light up. We built, tested, and refined VoVix to answer one hard question:
What if you could see the spike before the trend?
Here’s what sets this system apart, line-by-line:
o True volatility-of-volatility mathematics: It’s not just "ATR of ATR" or noise smoothing. VoVix uses normalized, multi-timeframe v-vol spikes, instantly detecting orderbook stress and "outlier" market events—before the chart shows them as trends.
o Purist regime clustering: Every trade is enabled only during coordinated, multi-filter regime stress. No more signals in meaningless chop.
o Nonlinear entry logic: No trade is ever sent just for a “good enough” condition. Every entry fires only if every requirement is aligned—local extremes, super-spike threshold, regime index, higher timeframe, all must trigger in sync.
o Adaptive position size: Your contracts scale up with event strength. Tiny size during nominal moves, max leverage during true regime breaks—never guesswork, never static exposure.
o All exits governed by regime decay logic: Trades are closed not just on price targets but at the precise moment the market regime exhausts—the hardest part of systemic trading, now solved.
How this destroys the lag:
Standard indicators (RSI, MACD, OBV, CCI, and even most “momentum” overlays) simply tell you what already happened. VoVix triggers as price structure transitions—anyone running these generic scripts will trade behind the move while VoVix gets in as stress emerges. Real alpha comes from anticipation, not confirmation.
The visuals only show what matters:
Top right, you get a live, live quant dashboard—regime index, current position size, real-time performance (Sharpe, Sortino, win rate, and wins). Bottom right: a VoVix "engine bar" that adapts live with regime stress. Everything you see is a direct function of logic driving this edge—no cosmetics, no fake momentum.
Inputs/Signals—explained carefully for clarity:
o ATR Fast Length & ATR Slow Length:
These are the heart of VoVix’s regime sensing. Fast ATR reacts to sharp volatility; Slow ATR is stability baseline. Lower Fast = reacts to every twitch; higher Slow = requires more persistent, “real” regime shifts.
Tip: If you want more signals or faster markets, lower ATR Fast. To eliminate noise, raise ATR Slow.
o ATR StdDev Window: Smoothing for volatility-of-volatility normalization. Lower = more jumpy, higher = only the cleanest spikes trigger.
Tip: Shorten for “jumpy” assets, raise for indices/futures.
o Base Spike Threshold: Think of this as your “minimum event strength.” If the current move isn’t volatile enough (normalized), no signal.
Tip: Higher = only biggest moves matter. Lower for more signals but more potential noise.
o Super Spike Multiplier: The “are you sure?” test—entry only when the current spike is this multiple above local average.
Tip: Raise for ultra-selective/swing-trading; lower for more active style.
Regime & MultiTF:
o Regime Window (Bars):
How many bars to scan for regime cluster “events.” Short for turbo markets, long for big swings/trends only.
o Regime Event Count: Only trade when this many spikes occur within the Regime Window—filters for real stress, not isolated ticks.
Tip: Raise to only ever trade during true breakouts/crashes.
o Local Window for Extremes:
How many bars to check that a spike is a local max.
Tip: Raise to demand only true, “clearest” local regime events; lower for early triggers.
o HTF Confirm:
Higher timeframe regime confirmation (like 45m on an intraday chart). Ensures any event you act on is visible in the broader context.
Tip: Use higher timeframes for only major moves; lower for scalping or fast regimes.
Adaptive Sizing:
o Max Contracts (Adaptive): The largest size your system will ever scale to, even on extreme event.
Tip: Lower for small accounts/conservative risk; raise on big accounts or when you're willing to go big only on outlier events.
o Min Contracts (Adaptive): The “toe-in-the-water.” Smallest possible trade.
Tip: Set as low as your broker/exchange allows for safety, or higher if you want to always have meaningful skin in the game.
Trade Management:
o Stop %: Tightness of your stop-loss relative to entry. Lower for tighter/safer, higher for more breathing room at cost of greater drawdown.
o Take Profit %: How much you'll hold out for on a win. Lower = more scalps. Higher = only run with the best.
o Decay Exit Sensitivity Buffer: Regime index must dip this far below the trading threshold before you exit for “regime decay.”
Tip: 0 = exit as soon as stress fails, higher = exits only on stronger confirmation regime is over.
o Bars Decay Must Persist to Exit: How long must decay be present before system closes—set higher to avoid quick fades and whipsaws.
Backtest Settings
Initial capital: $10,000
Commission: Conservative, realistic roundtrip cost:
15–20 per contract (including slippage per side) I set this to $25
Slippage: 3 ticks per trade
Symbol: CME_MINI:NQ1!
Timeframe: 1 min (but works on all timeframes)
Order size: Adaptive, 1–3 contracts
No pyramiding, no hidden DCA
Why these settings?
These settings are intentionally strict and realistic, reflecting the true costs and risks of live trading. The 10,000 account size is accessible for most retail traders. 25/contract including 3 ticks of slippage are on the high side for NQ, ensuring the strategy is not curve-fit to perfect fills. If it works here, it will work in real conditions.
Tip: Set to 1 for instant regime exit; raise for extra confirmation (less whipsaw risk, exits held longer).
________________________________________
Bottom line: Tune the sensitivity, selectivity, and risk of REVELATIONS by these inputs. Raise thresholds and windows for only the best, most powerful signals (institutional style); lower for activity (scalpers, fast cryptos, signals in constant motion). Sizing is always adaptive—never static or martingale. Exits are always based on both price and regime health. Every input is there for your control, not to sell “complexity.” Use with discipline, and make it your own.
This strategy is not just a technical achievement: It’s a statement about trading smarter, not just more.
* I went back through the code to make sure no the strategy would not suffer from repainting, forward looking, or any frowned upon loopholes.
Disclaimer:
Trading is risky and carries the risk of substantial loss. Do not use funds you aren’t prepared to lose. This is for research and informational purposes only, not financial advice. Backtest, paper trade, and know your risk before going live. Past performance is not a guarantee of future results.
Expect more: We’ll keep pushing the standard, keep evolving the bar until “quant” actually means something in the public code space.
Use with clarity, use with discipline, and always trade your edge.
— Dskyz , for DAFE Trading Systems
