GRID SPOT TRADING ALGORITHM - GRID BOT TRADING STRATEGYGRID SPOT TRADING ALGORITHM : LONG ONLY STRATEGY OPEN SOURCE
This is a long only strategy for spot assets.
HOW IT WORKS
Grid trading is a trading strategy where an investor creates a so-called "price grid". The basic idea of the strategy is to repeatedly buy at the pre-specified price and then wait for the price to rise above that level and then sell the position (and vice versa with shorting or hedging).
FEATURES
Grids: This algorithm has a total of 10 grids.
Take profit: The trader can increase or decrease the distance between the grids from the User Interface panel, the distance between one grid and another represents the take profit.
Management: The algorithm buys 10% of the capital every time the price breaks down a grid and sells during a rise to the next higher grid. The initial capital is invested in 10 sizes which represent 10% of the capital per trade.
Stop Loss: The algorithm knows no stop loss as long as it is not activated from the User Interface panel. By activating the stop loss from the User Interface panel the algorithm will insert a close condition on all trades which will be calculated from the last lower grid.
Trades: Trades are opened only if the price is within the grid. If the market leaves the grid the algorithm will not buy new positions or sell new positions.
Optimal market conditions: The favorable market for this algorithm is the sideways market.
LIMITATIONS OF THE MODEL
The trader must take into account that this is a static model. It only works perfectly well if the market is in a sideways phase and incurs heavy losses if the market takes a downward trend. The model is unusable for an uptrend. The trader must therefore carefully analyze the market where he intends to use this strategy, making sure that the price is in a sideways phase.
USES
Indispensable research and backtesting tool for those using bots for their investments. The algorithm produces a backtesting of the strategy for past history. It is used by professional traders to understand if this strategy has been profitable on a market and what parameters to use for bots using this strategy (Kucoin, Binance etc.).
If you would like to develop your own algorithm with customized conditions based on a grid strategy, please contact us.
If you need help in using this tool, please contact us without hesitation.
Cari dalam skrip untuk "profit"
Compound strategyIn this strategy, I looked at how to manage the crypto I bought. Once we have a little understanding of how cryptocurrency is valued, we can manage the coins we have. For example, the most valuable coin in a coin is to sell when it is overvalued and re-buy when it is undervalued. Furthermore, I realised that buying from the right place and selling at the right time is very important to make a good profit. When it says sell, it's divided into several parts.
1. When the major uptrend is over and we are able to make the desired profit, we will sell our holdings outright.
2. Selling in the middle of a down trend and buying less than that amount again
3. When a small uptrend is over, sell the ones you bought at a lower price and make a small profit.
The other important thing is that the average cost is gradually reduced. Also, those who sell at a loss will reduce their profit (winning rate), so knowing that we will have a chance to calculate our loss and recover it. I used this to write a strategy in Trading View. I have put the link below it. From that we can see how this idea works. What I did was I made the signal by taking some technical indicators as I did in the previous one (all the indicators I got in this case were directional indicators, then I was able to get a good correlation and a standard deviation. I multiplied the correlation and the standard deviation by both and I took the signal as the time when the graph went through zero, and I connected it to the volume so that I could see some of the volume supported by it.)
Now let me tell you a little bit about what I see in this strategy. In this I used the compound effect. That is, the strategy, the profit he takes to reinvest. On the other hand, the strategy itself can put a separate stop loss value on each trade and avoid any major loss from that trade. I also added to this strategy the ability to do swing trading. That means we can take the small profits that come with going on a big up trend or a big down trend. Combined with Compound Effect, Stop Loss and Swing Trading, I was able to make a profit of 894% per annum (1,117.62% for 15 months) with a winning rate of 80%. Winning rate dropped to 80% because I added stop loss and swing trading. The other thing is that I applied DCA to this in both the up trend and the down trend (both). That was another reason for me to make a good profit. The orange line shows how to reduction of costly trade. The yellow line shows the profit and you can see that the profit line does not go down during the loss trades. That's because I want to absorb the loss from that trade.
Strategy█ OVERVIEW
This library is a Pine Script™ programmer’s tool containing a variety of strategy-related functions to assist in calculations like profit and loss, stop losses and limits. It also includes several useful functions one can use to convert between units in ticks, price, currency or a percentage of the position's size.
█ CONCEPTS
The library contains three types of functions:
1 — Functions beginning with `percent` take either a portion of a price, or the current position's entry price and convert it to the value outlined in the function's documentation.
Example: Converting a percent of the current position entry price to ticks, or calculating a percent profit at a given level for the position.
2 — Functions beginning with `tick` convert a tick value to another form.
These are useful for calculating a price or currency value from a specified number of ticks.
3 — Functions containing `Level` are used to calculate a stop or take profit level using an offset in ticks from the current entry price.
These functions can be used to plot stop or take profit levels on the chart, or as arguments to the `limit` and `stop` parameters in strategy.exit() function calls.
Note that these calculated levels flip automatically with the position's bias.
For example, using `ticksToStopLevel()` will calculate a stop level under the entry price for a long position, and above the entry price for a short position.
There are also two functions to assist in calculating a position size using the entry's stop and a fixed risk expressed as a percentage of the current account's equity. By varying the position size this way, you ensure that entries with different stop levels risk the same proportion of equity.
█ NOTES
Example code using some of the library's functions is included at the end of the library. To see it in action, copy the library's code to a new script in the Pine Editor, and “Add to chart”.
For each trade, the code displays:
• The entry level in orange.
• The stop level in fuchsia.
• The take profit level in green.
The stop and take profit levels automatically flip sides based on whether the current position is long or short.
Labels near the last trade's levels display the percentages used to calculate them, which can be changed in the script's inputs.
We plot markers for entries and exits because strategy code in libraries does not display the usual markers for them.
Look first. Then leap.
█ FUNCTIONS
percentToTicks(percent) Converts a percentage of the average entry price to ticks.
Parameters:
percent : (series int/float) The percentage of `strategy.position_avg_price` to convert to ticks. 50 is 50% of the entry price.
Returns: (float) A value in ticks.
percentToPrice(percent) Converts a percentage of the average entry price to a price.
Parameters:
percent : (series int/float) The percentage of `strategy.position_avg_price` to convert to price. 50 is 50% of the entry price.
Returns: (float) A value in the symbol's quote currency (USD for BTCUSD).
percentToCurrency(price, percent) Converts the percentage of a price to money.
Parameters:
price : (series int/float) The symbol's price.
percent : (series int/float) The percentage of `price` to calculate.
Returns: (float) A value in the symbol's currency.
percentProfit(exitPrice) Calculates the profit (as a percentage of the position's `strategy.position_avg_price` entry price) if the trade is closed at `exitPrice`.
Parameters:
exitPrice : (series int/float) The potential price to close the position.
Returns: (float) Percentage profit for the current position if closed at the `exitPrice`.
priceToTicks(price) Converts a price to ticks.
Parameters:
price : (series int/float) Price to convert to ticks.
Returns: (float) A quantity of ticks.
ticksToPrice(price) Converts ticks to a price offset from the average entry price.
Parameters:
price : (series int/float) Ticks to convert to a price.
Returns: (float) A price level that has a distance from the entry price equal to the specified number of ticks.
ticksToCurrency(ticks) Converts ticks to money.
Parameters:
ticks : (series int/float) Number of ticks.
Returns: (float) Money amount in the symbol's currency.
ticksToStopLevel(ticks) Calculates a stop loss level using a distance in ticks from the current `strategy.position_avg_price` entry price. This value can be plotted on the chart, or used as an argument to the `stop` parameter of a `strategy.exit()` call. NOTE: The stop level automatically flips based on whether the position is long or short.
Parameters:
ticks : (series int/float) The distance in ticks from the entry price to the stop loss level.
Returns: (float) A stop loss level for the current position.
ticksToTpLevel(ticks) Calculates a take profit level using a distance in ticks from the current `strategy.position_avg_price` entry price. This value can be plotted on the chart, or used as an argument to the `limit` parameter of a `strategy.exit()` call. NOTE: The take profit level automatically flips based on whether the position is long or short.
Parameters:
ticks : (series int/float) The distance in ticks from the entry price to the take profit level.
Returns: (float) A take profit level for the current position.
calcPositionSizeByStopLossTicks(stopLossTicks, riskPercent) Calculates the position size needed to implement a given stop loss (in ticks) corresponding to `riskPercent` of equity.
Parameters:
stopLossTicks : (series int) The stop loss (in ticks) that will be used to protect the position.
riskPercent : (series int/float) The maximum risk level as a percent of current equity (`strategy.equity`).
Returns: (int) A quantity of contracts.
calcPositionSizeByStopLossPercent(stopLossPercent, riskPercent, entryPrice) Calculates the position size needed to implement a given stop loss (%) corresponding to `riskPercent` of equity.
Parameters:
stopLossPercent : (series int/float) The stop loss in percent that will be used to protect the position.
riskPercent : (series int/float) The maximum risk level as a percent of current equity (`strategy.equity`).
entryPrice : (series int/float) The entry price of the position.
Returns: (int) A quantity of contracts.
exitPercent(id, lossPercent, profitPercent, qty, qtyPercent, comment, when, alertMessage) A wrapper of the `strategy.exit()` built-in which adds the possibility to specify loss & profit in as a value in percent. NOTE: this function may work incorrectly with pyramiding turned on due to the use of `strategy.position_avg_price` in its calculations of stop loss and take profit offsets.
Parameters:
id : (series string) The order identifier of the `strategy.exit()` call.
lossPercent : (series int/float) Stop loss as a percent of the entry price.
profitPercent : (series int/float) Take profit as a percent of the entry price.
qty : (series int/float) Number of contracts/shares/lots/units to exit a trade with. The default value is `na`.
qtyPercent : (series int/float) The percent of the position's size to exit a trade with. If `qty` is `na`, the default value of `qty_percent` is 100.
comment : (series string) Optional. Additional notes on the order.
when : (series bool) Condition of the order. The order is placed if it is true.
alertMessage : (series string) An optional parameter which replaces the {{strategy.order.alert_message}} placeholder when it is used in the "Create Alert" dialog box's "Message" field.
Double SupertrendThis strategy is based on a custom indicator that was created based on the Supertrend indicator. At its core, there are always 2 super trend indicators with different factors to reduce market noise (false signals).
The strategy/indicator has some parameters to improve the signals and filters.
TECHNICAL ANALYSIS
☑ Show Indicators
This option will enable/disable the Supertrend indicators on the chart.
☑ Length
The length will be used on the Supertrend Indicator to calculate its values.
☑ Dev Fast
The fast deviation or factor from one of the super trend indicators. This will be the leading indicator for entry signals, as well as for the exit signals.
☑ Dev Slow
The slow deviation or factor from one of the super trend indicators. This will be the confirmation indicator for entry and exit signals.
☑ Exit Type
It's possible to select from 4 options for the exit signals. Exit signals always take profit target.
☑ ⥹ Reversals
This option will make the strategy/indicator calculate the exit signals based on the difference between the given period's highest and lowest candle value (see Period on this list). It's displayed on the chart with the cross. As it's possible to verify in the image below, there are multiple exit spots for every entry.
☑ ⥹ ATR
Using ATR as a base indicator for exit signals will make the strategy/indicator place limit/stop orders. Candle High + ATR for longs, Candle Low - ATR for shorts. The strategy will show the ATR level for take profit and stick with it until the next signal. This way, the take profit value remains based on the candle of the entry signal.
☑ ⥹ Fast Supertrend
With this option selected, the exit signals will be based on the Fast Supertsignal value, mirrored to make a profit.
☑ ⥹ Slow Supertrend
With this option selected, the exit signals will be based on the Slow Supertsignal value, which is mirrored to take profit.
☑ Period
This will represent the number of candles used on the exit signals when Reversals is selected as Exit Type. It's also used to calculate the gradient used on the Fills and Supertrend signals.
☑ Multiplier
It's used on the take profit when the ATR option is selected on the Exit Type.
STRATEGY
☑ Use The Strategy
This will enable/disable the strategy to show the trades calculations.
☑ Show Use Long/Short Entries
Option to make the strategy show/use Long or Short signals. Available only if Use The Strategy is enabled
☑ Show Use Exit Long/Short
Option to make the strategy show/use Exit Long or Short signals (valid when Reversals option is selected on the Exit Type). Available only if Use The Strategy is enabled
☑ Show Use Add Long/Short
Option to make the strategy show/use Add Long or Short signals. With this option enabled, the strategy will place multiple trades in the same direction, almost the same concept as a pyramiding parameter. It's based on the Fast Supersignal when the candle fails to cross and reverses. Available only if Use The Strategy is enabled
☑ Trades Date Start/End
The date range that the strategy will check the market data and make the trades
HOW TO USE
It's very straightforward. A long signal will appear as a green arrow with a text Long below it. A short signal will appear as a red arrow with a text Short above it. It's ideal to wait for the candle to finish to validate the signal.
The exit signals are optional but give a good idea of the configuration used when backtesting. Each market and timeframe will have its own configuration for the best results. On average, sticking to ATR as an exit signal will have less risk than the other options.
☑ Entry Signals
Follow the arrows with Long/Short texts on them. Wait for the signal candle to close to validate the entry.
☑ Exit Signals
Use them to close your position or to trail stop your orders and maximize profits. Select the exit type suitable for each timeframe and market
☑ Add Entries
It's possible to increase the position following the add margin/contracts based on the Add signals. Not mandatory, but may work as reentries or late entries using the same signal.
☑ What about Stop Loss?
The stop-loss levels were not included as a separated signal because it's already in the chart. There are some possible ideas for the stop loss:
☑⥹ Candle High/Low (2nd recommend option)
When it's a Long signal from the entry signal candle, the stop loss can be the Low value of the same candle. Very tight stop loss in some cases, depending on the candle range
☑⥹ Local Top/Bottom
Selecting the local top/bottom as stop loss will give the strategy more room for false breakouts or reversals, keeping the trade open and minimizing noises. Increases the risk
☑⥹ Fast Supertrend (1st recommend option)
The fast supertrend can be used as stop-loss as well. making it a moving level and working close to trail stop management
☑⥹ Fixed Percentage
It's possible to use a fixed risk percentage for the trades, making the risk easier to control and project. Since the market volatility is not fixed, this may affect the accuracy of the trades
☑⥹ Based on the ATR (3rd recommend option)
When the exit type option ATR is selected, it will display the take profit level for that entry. Just mirror that value and put it as stop-loss, or multiply that amount by 1.5 to have more room for market noise.
EXAMPLE CONFIGURATIONS
Here are some configuration ideas for some markets (all of them are from crypto, especially futures markets)
BTCUSDT 15min - Default configuration
BTCUSDT 1h - Length 10 | Dev Fast 3 | Dev Slow 4 | Exit Type ATR | Period 50 | Multiplier 1
BTCUSDT 4h - Length 10 | Dev Fast 2 | Dev Slow 4 | Exit Type ATR | Period 50 | Multiplier 1
ETHUSDT 15min - Length 20 | Dev Fast 1 | Dev Slow 3 | Exit Type Fast Supertrend | Period 50 | Multiplier 1
IOTAUSDT 15min - Length 10 | Dev Fast 1 | Dev Slow 2 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
OMGUSDT 15min - Length 10 | Dev Fast 1 | Dev Slow 4 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
VETUSDT 15min - Length 10 | Dev Fast 3 | Dev Slow 4 | Exit Type Slow Supertrend | Period 50 | Multiplier 1
HOW TO FIND OTHER CONFIGURATIONS
Here are some steps to find suitable configurations
select a market and time frame
enable the Use This Strategy option on the strategy
open the strategy tester panel and select the performance summary
open the strategy configuration and go to properties
change the balance to the same price of the symbol (example: BTCUSDT 60.000, use 60.000 as balance)
go back to the inputs tab and keep changing the parameters until you see the net profit be positive and bigger than the absolute value of the drawdown
in case you can't find a suitable configuration, try other timeframes
Since the tester reflects what happened in the past candles, it's not guaranteed to give the same results. However, this indicator/Strategy can be used with other indicators as a leading signal or confirmation signal.
Bollinger Bands And Aroon Scalping (by Coinrule)Many technical indicators can be profitable in certain market conditions while failing in others. No indicator is perfect alone.
All the best trading strategies involve multiple indicators and leverage the benefit of each of them. The following is an optimised strategy based on Bollinger Bands and the Aroon indicator.
The Bollinger Bands are among the most famous and widely used indicators. They can suggest when an asset is oversold or overbought in the short term, thus provide the best time for buying and selling it.
A strategy buying dips can work well during times of uptrend. Downtrends will result in a drawdown for the P&L of the strategy. The suggested approach minimises the drawdowns, ensuring that the system trades only when it's more likely to close the trade in profit.
The Setup
ENTRY
The price crosses below the basis line of the Bollinger Band indicator
The Aroon Indicator is above 90
EXIT
The price crosses below the upper Bollinger Band
The Aroon Indicator drops below 70
The Aroon Indicator plays a key role in this strategy. It acts as a confirmation that the asset is currently in an uptrend. On the other hand, it acts as a stop if market conditions deteriorate. The strategy uses an Aroon Indicator set to 288 periods to provide a longer-term view on market conditions, not being heavily dependent on short-term volatility.
The best time frame for this strategy based on our backtest is the 4-hr . The 1-hr can work well with three times more trades, on average. As trades increase, the profitability decreases. Yet again, this is the confirmation that trading more does not mean gaining more.
To make the results more realistic, the strategy assumes each order to trade 30% of the available capital. A trading fee of 0.1% is taken into account. The fee is aligned to the base fee applied on Binance, which is the largest cryptocurrency exchange.
Intraday FOREX london scalperThis forex System is only for ECN Broker Account.
Pairs: Major with spread < 0.0001 (EUR/USD).
Setup:
Wait for the market to make to 60 minute from the open.
If the market is near the intraday high be prepared to go short
If the market is near an intraday low for the same time period, then be prepared to go long.
Rules for entry
For sell setups: Enter on sell stop 1 pip from low of the last 15 min bar.
For buy setups: Enter in buy stop 1 pip from high of the last 15-minute bars.
Rules for exit
Take profit: Close out positions on 6 pips profit..
Stop Loss: Close out on 5 pips loss or if trade takes more than 1 minute.
Chaikin Money Flow + MACD + ATRHere I present you on of Trade Pro's Trading Idea: Chaikin Money Flow + MACD + ATR.
This strategy is not as profitable as it can be seen in one of his videos. In the forex market, the strategy could reach a maximum of 35% profitability.
I have, as some of my followers have requested, created an overview of the current position, risk and leverage settings in the form of a table.
Furthermore, one can again swap between short and long positions.
It is now possible to select or deselect individual indicators.
I have chosen the ATR alone as a take profit stop loss, as in his strategy.
A position is only triggered as soon as all prerequisites have been fulfilled and a command is executed. This prevents false triggering by bots and repainting.
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How does the strategy work?
ENTRY
Long
The MACD indicator must be above the zero line.
Then the K line must cross the D line.
Finally, when this happens, the Money Flow Index must be above the zero line.
Short
Contrary to the premise of long positions.
EXIT
ATR Exit
The value of ATR at the time of buying is multiplied by the value entered in "Profit factor ATR" and "Stop factor ATR". As soon as the price reaches this value, it is closed.
Important
The script must be optimized for each coin or currency pair.
I will publish a guide to the strategy shortly. There I will explain how the table works and how to set the strategy correctly.
The results of the strategy are without commissions and leverage.
If you have any questions or feedback, please let me know in the comments.
Realtime Delta Volume Action [LucF]█ OVERVIEW
This indicator displays on-chart, realtime, delta volume and delta ticks information for each bar. It aims to provide traders who trade price action on small timeframes with volume and tick information gathered as updates come in the chart's feed. It builds its own candles, which are optimized to display volume delta information. It only works in realtime.
█ WARNING
This script is intended for traders who can already profitably trade discretionary on small timeframes. The high cost in fees and the excitement of trading at small timeframes have ruined many newcomers to trading. While trading at small timeframes can work magic for adrenaline junkies in search of thrills rather than profits, I DO NOT recommend it to most traders. Only seasoned discretionary traders able to factor in the relatively high cost of such a trading practice can ever hope to take money out of markets in that type of environment, and I would venture they account for an infinitesimal percentage of traders. If you are a newcomer to trading, AVOID THIS TOOL AT ALL COSTS — unless you are interested in experimenting with the interpretation of volume delta combined with price action. No tool currently available on TradingView provides this type of close monitoring of volume delta information, but if you are not already trading small timeframes profitably, please do not let yourself become convinced that it is the missing piece you needed. Avoid becoming a sucker who only contributes by providing liquidity to markets.
The information calculated by the indicator cannot be saved on charts, nor can it be recalculated from historical bars.
If you refresh the chart or restart the script, the accumulated information will be lost.
█ FEATURES
Key values
The script displays the following key values:
• Above the bar: ticks delta (DT), the total ticks for the bar, the percentage of total ticks that DT represents (DT%)
• Below the bar: volume delta (DV), the total volume for the bar, the percentage of total volume that DV represents (DV%).
Candles
Candles are composed of four components:
1. A top shaped like this: ┴, and a bottom shaped like this: ┬ (picture a normal Japanese candle without a body outline; the values used are the same).
2. The candle bodies are filled with the bull/bear color representing the polarity of DV. The intensity of the body's color is determined by the DV% value.
When DV% is 100, the intensity of the fill is brightest. This plays well in interpreting the body colors, as the smaller, less significant DV% values will produce less vivid colors.
3. The bright-colored borders of the candle bodies occur on "strong bars", i.e., bars meeting the criteria selected in the script's inputs, which you can configure.
4. The POC line is a small horizontal line that appears to the left of the candle. It is the volume-weighted average of all price updates during the bar.
Calculations
This script monitors each realtime update of the chart's feed. It first determines if price has moved up or down since the last update. The polarity of the price change, in turn, determines the polarity of the volume and tick for that specific update. If price does not move between consecutive updates, then the last known polarity is used. Using this method, we can calculate a running volume delta and ticks delta for the bar, which becomes the bar's final delta values when the bar closes (you can inspect values of elapsed realtime bars in the Data Window or the indicator's values). Note that these values will all reset if the script re-executes because of a change in inputs or a chart refresh.
While this method of calculating is not perfect, it is by far the most precise way of calculating volume delta available on TradingView at the moment. Calculating more precise results would require scripts to have access to tick data from any chart timeframe. Charts at seconds timeframes do use exchange/broker ticks when the feeds you are using allow for it, and this indicator will run on them, but tick data is not yet available from higher timeframes. Also, note that the method used in this script is far superior to the intrabar inspection technique used on historical bars in my other "Delta Volume" indicators. This is because volume and ticks delta here are calculated from many more realtime updates than the available intrabars in history. Unfortunately, the calculation method used here cannot be used on historical bars, where intrabar inspection remains, in my opinion, the optimal method.
Inputs
The script's inputs provide many ways to personalize all the components: what is displayed, the colors used to display the information, and the marker conditions. Tooltips provide details for many of the inputs; I leave their exploration to you.
Markers
Markers provide a way for you to identify the points of interest of your choice on the chart. You control the set of conditions that trigger each of the five available markers.
You select conditions by entering, in the field for each marker, the number of each condition you want to include, separated by a comma. The conditions are:
1 — The bar's polarity is up/dn.
2 — `close` rises/falls ("rises" means it is higher than its value on the previous bar).
3 — DV's polarity is +/–.
4 — DV% rises (↕).
5 — POC rises/falls.
6 — The quantity of realtime updates rises (↕).
7 — DV > limit (You specify the limit in the inputs. Since DV can be +/–, DV– must be less than `–limit` for a short marker).
8 — DV% > limit (↕).
9 — DV+ rises for a long marker, DV– falls for a short.
10 — Consecutive DV+/DV– on two bars.
11 — Total volume rises (↕).
12 — DT's polarity is +/–.
13 — DT% rises (↕).
14 — DT+ rises for a long marker, DT– falls for a short.
Conditions showing the (↕) symbol do not have symmetrical states; they act more like filters. If you only include condition 4 in a marker's setup, for example, both long and short markers will trigger on bars where DV% rises. To trigger only long or short markers, you must add a condition providing directional differentiation, such as conditions 1 or 2. Accordingly, you would enter "1,4" or "2,4".
For a marker to trigger, ALL the conditions you specified for it must be met. Long markers appear on the chart as "Mx▲" signs under the values displayed below candles. Short markers display "Mx▼" over the number of updates displayed above candles. The marker's number will replace the "x" in "Mx▲". The script loads with five markers that will not trigger because no conditions are associated with them. To activate markers, you will need to select and enter the set of conditions you require for each one.
Alerts
You can configure alerts on this script. They will trigger whenever one of the configured markers triggers. Alerts do not repaint, so they trigger at the bar's close—which is also when the markers will appear.
█ HOW TO USE IT
As a rule, I do not prescribe expected use of my indicators, as traders have proved to be much more creative than me in using them. Additionally, I tend to think that if you expect detailed recommendations from me to be able to use my indicators, it's a sign you are in a precarious situation and should go back to the drawing board and master the necessary basics that will allow you to explore and decide for yourself if my indicators can be useful to you, and how you will use them. I will make an exception for this thing, as it presents fairly novel information. I will use simple logic to surmise potential uses, as contrary to most of my other indicators, I have NOT used this one to actually trade. Markets have a way of throwing wrenches in our seemingly bullet-proof rationalizing, so drive cautiously and please forgive me if the pointers I share here don't pan out.
The first thing to do is to disable your normal bars. You can do this by clicking on the eye icon that appears when you hover over the symbol's name in the upper-left corner of your chart.
The absolute value and polarity of DV mean little without perspective; that's why I include both total volume for the bar and the percentage that DV represents of that total volume. I interpret a low DV% value as indecision. If you share that opinion, you could, let's say, configure one of the markers on "DV% > 80%", for example (to do so you would enter "8" in the condition field of any marker, and "80" in the limit field for condition 8, below the marker conditions).
I also like to analyze price action on the bar with DV%. Small DV% values should often produce small candle bodies. If a small DV% value occurs on a bar with much movement and high volume, I'm thinking "tough battle with potential explosive power when one side wins". Conversely, large bodies with high DV% mean that large volume is breaching through multiple levels, or that nobody is suddenly willing to take the other side of a normal volume of trades.
I find the POC lines really interesting. First, they tell us the price point where the most significant action (taking into account both price occurrences AND volume) during the bar occurred. Second, they can be useful when compared against past values. Third, their color helps us in figuring out which ones are the most significant. Unsurprisingly, bunches of orange POCs tend to appear in consolidation zones, in pauses, and before reversals. It may be useful to often focus more on POC progression than on `close` values. This is not to say that OHLC values are not useful; looking, as is customary, for higher highs or lower lows, or for repeated tests of precise levels can of course still be useful. I do like how POCs add another dimension to chart readings.
What should you do with the ticks delta above bars? Old-time ticker tape readers paid attention to the sounds coming from it (the "ticker" moniker actually comes from the sound they made). They knew activity was picking up when the frequency of the "ticks" increased. My thinking is that the total number of ticks will help you in the same way, since increasing updates usually mean growing interest—and thus perhaps price movement, as increasing volatility or volume would lead us to surmise. Ticks delta can help you figure out when proportionally large, random orders come in from traders with other perspectives than the short-term price action you are typically working with when you use this tool. Just as volume delta, ticks delta are one more informational component that can help you confirm convergence when building your opinions on price action.
What are strong bars? They are an attempt to identify significance. They are like a default marker, except that instead of displaying "Mx▲/▼" below/above the bar, the candle's body is outlined in bright bull/bear color when one is detected. Strong bars require a respectable amount of conditions to be met (you can see and re-configure them in the inputs). Think of them as pushes rather than indications of an upcoming, strong and multi-bar move. Pushes do, for sure, often occur at the beginning of strong trends. You will often see a few strong bars occur at 2-3 bar intervals at the beginning or middle of trends. But they also tend to occur at tops/bottoms, which makes their interpretation problematic. Another pattern that you will see quite frequently is a final strong bar in the direction of the trend, followed a few bars later by another strong bar in the reverse direction. My summary analyses seemed to indicate these were perhaps good points where one could make a bet on an early, risky reversal entry.
The last piece of information displayed by the indicator is the color of the candle bodies. Three possible colors are used. Bull/bear is determined by the polarity of DV, but only when the bar's polarity matches that of DV. When it doesn't, the color is the divergence color (orange, by default). Whichever color is used for the body, its intensity is determined by the DV% value. Maximum intensity occurs when DV%=100, so the more significant DV% values generate more noticeable colors. Body colors can be useful when looking to confirm the convergence of other components. The visual effect this creates hopefully makes it easier to detect patterns on the chart.
One obvious methodology that comes to mind to trade with this tool would be to use another indicator like Technical Ratings at a higher timeframe to identify the larger context's trend, and then use this tool to identify entries for short-term trades in that direction.
█ NOTES AND RAMBLINGS
Instant Calculations
This indicator uses instant values calculated on the bar only. No moving averages or calculations involving historical periods are used. The only exception to this rule is in some of the marker conditions like "Two consecutive DV+ values", where information from the previous bar is used.
Trading Small vs Long Timeframes
I never trade discretionary at the 5sec–5min timeframes this indicator was designed to be used with; I trade discretionary at 1D, 1W and 1M timeframes, and let systems trade at smaller timeframes. The higher the timeframe you trade at, the fewer fees you will pay because you trade less and are not churning trading volume, as is inevitable at smaller timeframes. Trading at higher timeframes is also a good way to gain an instant edge on most of the trading crowd that has its nose to the ground and often tends to forget the big picture. It also makes for a much less demanding trading practice, where you have lots of time to research and build your long-term opinions on potential future outcomes. While the future is always uncertain, I believe trades riding on long-term trends have stronger underlying support from the reality outside markets.
To traders who will ask why I publish an indicator designed for small timeframes, let me say that my main purpose here is to showcase what can be done with Pine. I often see comments by coders who are obviously not aware of what Pine is capable of in 2021. Since its humble beginnings seven years ago, Pine has grown and become a serious programming language. TradingView's growing popularity and its ongoing commitment to keep Pine accessible to newcomers to programming is gradually making Pine more and more of a standard in indicator and strategy programming. The technical barriers to entry for traders interested in owning their trading practice by developing their personal tools to trade have never been so low. I am also publishing this script because I value volume delta information, and I present here what I think is an original way of analyzing it.
Performance
The script puts a heavy load on the Pine runtime and the charting engine. After running the script for a while, you will often notice your chart becoming less responsive, and your chart tab can take longer to activate when you go back to it after using other tabs. That is the reason I encourage you to set the number of historical values displayed on bars to the minimum that meets your needs. When your chart becomes less responsive because the script has been running on it for many hours, refreshing the browser tab will restart everything and bring the chart's speed back up. You will then lose the information displayed on elapsed bars.
Neutral Volume
This script represents a departure from the way I have previously calculated volume delta in my scripts. I used the notion of "neutral volume" when inspecting intrabar timeframes, for bars where price did not move. No longer. While this had little impact when using intrabar inspection because the minimum usable timeframe was 1min (where bars with zero movement are relatively infrequent), a more precise way was required to handle realtime updates, where multiple consecutive prices often have the same value. This will usually happen whenever orders are unable to move across the bid/ask levels, either because of slow action or because a large-volume bid/ask level is taking time to breach. In either case, the proper way to calculate the polarity of volume delta for those updates is to use the last known polarity, which is how I calculate now.
The Order Book
Without access to the order book's levels (the depth of market), we are limited to analyzing transactions that come in the TradingView feed for the chart. That does not mean the volume delta information calculated this way is irrelevant; on the contrary, much of the information calculated here is not available in trading consoles supplied by exchanges/brokers. Yet it's important to realize that without access to the order book, you are forfeiting the valuable information that can be gleaned from it. The order book's levels are always in movement, of course, and some of the information they contain is mere posturing, i.e., attempts to influence the behavior of other players in the market by traders/systems who will often remove their orders when price comes near their order levels. Nonetheless, the order book is an essential tool for serious traders operating at intraday timeframes. It can be used to time entries/exits, to explain the causes of particular price movements, to determine optimal stop levels, to get to know the traders/systems you are betting against (they tend to exhibit behavioral patterns only recognizable through the order book), etc. This tool in no way makes the order book less useful; I encourage all intraday traders to become familiar with it and avoid trading without one.
(IK) Base Break BuyThis strategy first calculates areas of support (bases), and then enters trades if that support is broken. The idea is to profit off of retracement. Dollar-cost-averaging safety orders are key here. This strategy takes into account a .1% commission, and tests are done with an initial capital of 100.00 USD. This only goes long.
The strategy is highly customizable. I've set the default values to suit ETH/USD 15m. If you're trading this on another ticker or timeframe, make sure to play around with the settings. There is an explanation of each input in the script comments. I found this to be profitable across most 'common sense' values for settings, but tweaking led to some pretty promising results. I leaned more towards high risk/high trade volume.
Always remember though: historical performance is no guarantee of future behavior . Keep settings within your personal risk tolerance, even if it promises better profit. Anyone can write a 100% profitable script if they assume price always eventually goes up.
Check the script comments for more details, but, briefly, you can customize:
-How many bases to keep track of at once
-How those bases are calculated
-What defines a 'base break'
-Order amounts
-Safety order count
-Stop loss
Here's the basic algorithm:
-Identify support.
--Have previous candles found bottoms in the same area of the current candle bottom?
--Is this support unique enough from other areas of support?
-Determine if support is broken.
--Has the price crossed under support quickly and with certainty?
-Enter trade with a percentage of initial capital.
-Execute safety orders if price continues to drop.
-Exit trade at profit target or stop loss.
Take profit is dynamic and calculated on order entry. The bigger the 'break', the higher your take profit percentage. This target percentage is based on average position size, so as safety orders are filled, and average position size comes down, the target profit becomes easier to reach.
Stop loss can be calculated one of two ways, either a static level based on initial entry, or a dynamic level based on average position size. If you use the latter (default), be aware, your real losses will be greater than your stated stop loss percentage . For example:
-stop loss = 15%, capital = 100.00, safety order threshold = 10%
-you buy $50 worth of shares at $1 - price average is $1
-you safety $25 worth of shares at $0.9 - price average is $0.966
-you safety $25 worth of shares at $0.8. - price average is $0.925
-you get stopped out at 0.925 * (1-.15) = $0.78625, and you're left with $78.62.
This is a realized loss of ~21.4% with a stop loss set to 15%. The larger your safety order threshold, the larger your real loss in comparison to your stop loss percentage, and vice versa.
Indicator plots show the calculated bases in white. The closest base below price is yellow. If that base is broken, it turns purple. Once a trade is entered, profit target is shown in silver and stop loss in red.
888 BOT #backtest█ 888 BOT #backtest (open source)
This is an Expert Advisor 'EA' or Automated trading script for ‘longs’ and ‘shorts’, which uses only a Take Profit or, in the worst case, a Stop Loss to close the trade.
It's a much improved version of the previous ‘Repanocha’. It doesn`t use 'Trailing Stop' or 'security()' functions (although using a security function doesn`t mean that the script repaints) and all signals are confirmed, therefore the script doesn`t repaint in alert mode and is accurate in backtest mode.
Apart from the previous indicators, some more and other functions have been added for Stop-Loss, re-entry and leverage.
It uses 8 indicators, (many of you already know what they are, but in case there is someone new), these are the following:
1. Jurik Moving Average
It's a moving average created by Mark Jurik for professionals which eliminates the 'lag' or delay of the signal. It's better than other moving averages like EMA , DEMA , AMA or T3.
There are two ways to decrease noise using JMA . Increasing the 'LENGTH' parameter will cause JMA to move more slowly and therefore reduce noise at the expense of adding 'lag'
The 'JMA LENGTH', 'PHASE' and 'POWER' parameters offer a way to select the optimal balance between 'lag' and over boost.
Green: Bullish , Red: Bearish .
2. Range filter
Created by Donovan Wall, its function is to filter or eliminate noise and to better determine the price trend in the short term.
First, a uniform average price range 'SAMPLING PERIOD' is calculated for the filter base and multiplied by a specific quantity 'RANGE MULTIPLIER'.
The filter is then calculated by adjusting price movements that do not exceed the specified range.
Finally, the target ranges are plotted to show the prices that will trigger the filter movement.
Green: Bullish , Red: Bearish .
3. Average Directional Index ( ADX Classic) and ( ADX Masanakamura)
It's an indicator designed by Welles Wilder to measure the strength and direction of the market trend. The price movement is strong when the ADX has a positive slope and is above a certain minimum level 'ADX THRESHOLD' and for a given period 'ADX LENGTH'.
The green color of the bars indicates that the trend is bullish and that the ADX is above the level established by the threshold.
The red color of the bars indicates that the trend is down and that the ADX is above the threshold level.
The orange color of the bars indicates that the price is not strong and will surely lateralize.
You can choose between the classic option and the one created by a certain 'Masanakamura'. The main difference between the two is that in the first it uses RMA () and in the second SMA () in its calculation.
4. Parabolic SAR
This indicator, also created by Welles Wilder, places points that help define a trend. The Parabolic SAR can follow the price above or below, the peculiarity that it offers is that when the price touches the indicator, it jumps to the other side of the price (if the Parabolic SAR was below the price it jumps up and vice versa) to a distance predetermined by the indicator. At this time the indicator continues to follow the price, reducing the distance with each candle until it is finally touched again by the price and the process starts again. This procedure explains the name of the indicator: the Parabolic SAR follows the price generating a characteristic parabolic shape, when the price touches it, stops and turns ( SAR is the acronym for 'stop and reverse'), giving rise to a new cycle. When the points are below the price, the trend is up, while the points above the price indicate a downward trend.
5. RSI with Volume
This indicator was created by LazyBear from the popular RSI .
The RSI is an oscillator-type indicator used in technical analysis and also created by Welles Wilder that shows the strength of the price by comparing individual movements up or down in successive closing prices.
LazyBear added a volume parameter that makes it more accurate to the market movement.
A good way to use RSI is by considering the 50 'RSI CENTER LINE' centerline. When the oscillator is above, the trend is bullish and when it is below, the trend is bearish .
6. Moving Average Convergence Divergence ( MACD ) and ( MAC-Z )
It was created by Gerald Appel. Subsequently, the histogram was added to anticipate the crossing of MA. Broadly speaking, we can say that the MACD is an oscillator consisting of two moving averages that rotate around the zero line. The MACD line is the difference between a short moving average 'MACD FAST MA LENGTH' and a long moving average 'MACD SLOW MA LENGTH'. It's an indicator that allows us to have a reference on the trend of the asset on which it is operating, thus generating market entry and exit signals.
We can talk about a bull market when the MACD histogram is above the zero line, along with the signal line, while we are talking about a bear market when the MACD histogram is below the zero line.
There is the option of using the MAC-Z indicator created by LazyBear, which according to its author is more effective, by using the parameter VWAP ( volume weighted average price ) 'Z-VWAP LENGTH' together with a standard deviation 'STDEV LENGTH' in its calculation.
7. Volume Condition
Volume indicates the number of participants in this war between bulls and bears, the more volume the more likely the price will move in favor of the trend. A low trading volume indicates a lower number of participants and interest in the instrument in question. Low volumes may reveal weakness behind a price movement.
With this condition, those signals whose volume is less than the volume SMA for a period 'SMA VOLUME LENGTH' multiplied by a factor 'VOLUME FACTOR' are filtered. In addition, it determines the leverage used, the more volume , the more participants, the more probability that the price will move in our favor, that is, we can use more leverage. The leverage in this script is determined by how many times the volume is above the SMA line.
The maximum leverage is 8.
8. Bollinger Bands
This indicator was created by John Bollinger and consists of three bands that are drawn superimposed on the price evolution graph.
The central band is a moving average, normally a simple moving average calculated with 20 periods is used. ('BB LENGTH' Number of periods of the moving average)
The upper band is calculated by adding the value of the simple moving average X times the standard deviation of the moving average. ('BB MULTIPLIER' Number of times the standard deviation of the moving average)
The lower band is calculated by subtracting the simple moving average X times the standard deviation of the moving average.
the band between the upper and lower bands contains, statistically, almost 90% of the possible price variations, which means that any movement of the price outside the bands has special relevance.
In practical terms, Bollinger bands behave as if they were an elastic band so that, if the price touches them, it has a high probability of bouncing.
Sometimes, after the entry order is filled, the price is returned to the opposite side. If price touch the Bollinger band in the same previous conditions, another order is filled in the same direction of the position to improve the average entry price, (% MINIMUM BETTER PRICE ': Minimum price for the re-entry to be executed and that is better than the price of the previous position in a given %) in this way we give the trade a chance that the Take Profit is executed before. The downside is that the position is doubled in size. 'ACTIVATE DIVIDE TP': Divide the size of the TP in half. More probability of the trade closing but less profit.
█ STOP LOSS and RISK MANAGEMENT.
A good risk management is what can make your equity go up or be liquidated.
The % risk is the percentage of our capital that we are willing to lose by operation. This is recommended to be between 1-5%.
% Risk: (% Stop Loss x % Equity per trade x Leverage) / 100
First the strategy is calculated with Stop Loss, then the risk per operation is determined and from there, the amount per operation is calculated and not vice versa.
In this script you can use a normal Stop Loss or one according to the ATR. Also activate the option to trigger it earlier if the risk percentage is reached. '% RISK ALLOWED'
'STOP LOSS CONFIRMED': The Stop Loss is only activated if the closing of the previous bar is in the loss limit condition. It's useful to prevent the SL from triggering when they do a ‘pump’ to sweep Stops and then return the price to the previous state.
█ BACKTEST
The objective of the Backtest is to evaluate the effectiveness of our strategy. A good Backtest is determined by some parameters such as:
- RECOVERY FACTOR: It consists of dividing the 'net profit' by the 'drawdown’. An excellent trading system has a recovery factor of 10 or more; that is, it generates 10 times more net profit than drawdown.
- PROFIT FACTOR: The ‘Profit Factor’ is another popular measure of system performance. It's as simple as dividing what win trades earn by what loser trades lose. If the strategy is profitable then by definition the 'Profit Factor' is going to be greater than 1. Strategies that are not profitable produce profit factors less than one. A good system has a profit factor of 2 or more. The good thing about the ‘Profit Factor’ is that it tells us what we are going to earn for each dollar we lose. A profit factor of 2.5 tells us that for every dollar we lose operating we will earn 2.5.
- SHARPE: (Return system - Return without risk) / Deviation of returns.
When the variations of gains and losses are very high, the deviation is very high and that leads to a very poor ‘Sharpe’ ratio. If the operations are very close to the average (little deviation) the result is a fairly high 'Sharpe' ratio. If a strategy has a 'Sharpe' ratio greater than 1 it is a good strategy. If it has a 'Sharpe' ratio greater than 2, it is excellent. If it has a ‘Sharpe’ ratio less than 1 then we don't know if it is good or bad, we have to look at other parameters.
- MATHEMATICAL EXPECTATION: (% winning trades X average profit) + (% losing trades X average loss).
To earn money with a Trading system, it is not necessary to win all the operations, what is really important is the final result of the operation. A Trading system has to have positive mathematical expectation as is the case with this script: ME = (0.87 x 30.74$) - (0.13 x 56.16$) = (26.74 - 7.30) = 19.44$ > 0
The game of roulette, for example, has negative mathematical expectation for the player, it can have positive winning streaks, but in the long term, if you continue playing you will end up losing, and casinos know this very well.
PARAMETERS
'BACKTEST DAYS': Number of days back of historical data for the calculation of the Backtest.
'ENTRY TYPE': For '% EQUITY' if you have $ 10,000 of capital and select 7.5%, for example, your entry would be $ 750 without leverage. If you select CONTRACTS for the 'BTCUSDT' pair, for example, it would be the amount in 'Bitcoins' and if you select 'CASH' it would be the amount in $ dollars.
'QUANTITY (LEVERAGE 1X)': The amount for an entry with X1 leverage according to the previous section.
'MAXIMUM LEVERAGE': It's the maximum allowed multiplier of the quantity entered in the previous section according to the volume condition.
The settings are for Bitcoin at Binance Futures (BTC: USDTPERP) in 15 minutes.
For other pairs and other timeframes, the settings have to be adjusted again. And within a month, the settings will be different because we all know the market and the trend are changing.
Fibonacci-Trading-Indikator_3Daily (weekly, monthly) profits with the Fibonacci trading indicator_3
Quotes move in Fibonacci ratios in liquid markets. With this indicator you receive information for daily trades or for position trades based on a week or on a monthly basis, in which area you should ideally enter the market and where the minimum achievable price target is. This price target is 61.8% of yesterday's trading range, or the trading range of the previous week, or the trading range of the previous month, depending on the time frame for which the indicator should calculate the minimum achievable high / low. This is also where you realize your profit.
For this calculation, the following entries must be made in the properties window of the indicator:
• Preselection uptrend / downtrend.
• Time frame (day, week, ...) of the price bar for the possible high / low to be determined.
• Trading range of the previous day, or the previous week, or the previous month.
• Current lowest low of the selected time frame when trading has started and prices are rising.
• Current highest high of the selected time frame when trading has started and prices are falling.
Important areas for trading are:
• The entry range 0% - 23.6% for long or short.
• The target price level 61.8%.
Choose a suitable time frame to detect the direction of movement while the quotes are still moving in the entry area. The camelback indicator can be of great help. Also test the resolution setting of the camelback indicator. With a resolution of 1 hour in the 6 or 12 minute chart, you get a perspective for the broader direction. Movement patterns of corrections or consolidations, if they last more than a day or a week, also give clues to the coming direction of movement for the trade. So look back to see what happened yesterday, a week ago, or a month ago. Pay attention to the market anatomy, find out how the market works, count the price bars in consolidations and trends.
After entering the values the indicator will show the Fibonacci expansion price levels for the possible high or low for the selected time frame. Buy / sell within the entry range between 0% and 23.6% as the market moves towards the last long / or short entry point. This is the course range up to the 23.6% course level. The 61.8% price level is the minimum expected price target. We assume that the current bar will reach at least 61.8% of the trading range of the previous day, week or month. Depending on the set time frame. You should therefore realize the profits you have made with 50% of the position when the prices have reached the 61.8% level. With a suitable trailing stop you can be stopped with the rest of the position, but do not risk more than 50% of the profits.
With the quarter or year preselection and the corresponding entries, the minimum expected quarterly high / quarterly low or annual high / annual low can be determined.
The Fibonacci price levels can be shown and hidden. In the chart click on the gear wheel for “Chart Settings”. In the “Scaling” menu, the price levels can be displayed with the preselection “Label for indicator names” and “Label for last indicator value”. Slide the chart to the right to find possible support and resistance at the price levels that could provide confirmation of the target.
In the event of input errors or missing entries for a time frame, the indicator is hidden.
Pay attention to your trade management to avoid losses.
The new Fibonacci Trading Indicator_3 has the following additions and changes:
Area code for the quarter time frame has been added.
The entry area received a 23.6% and a 50% subdivision. Two envelope lines above the 23.6% entry level in the case of an upward trend and below the 23.6% entry level in the case of a downtrend, with a width of 23.6% and 14.6% of the entry level, are intended to indicate that the closing price is higher the quotations have broken out of the entry-level area.
A volatility stop for upward and downward trends can be activated.
A factor is added to the fluctuation range of each price bar for the stop. Then a moving average is calculated with an adjustable period. The period setting should be set between 5 and 10. The result can be smoothed adjustable.
Presetting:
Periods = 10
Factor = 1.4
Smoothing = 7
With the assumption that the market entry in an upward trend occurs when the prices break out above a bar high, the result of the stop calculation is subtracted from the bar high. In the case of a downward trend, the result of the stop calculation is added to the price bar low.
When entering the market, set the factor to 2.4. If inside bars follow a trend movement, the stop should be brought closer. Try the factor setting 0.4 or less. The smallest adjustable factor is 0.1.
For the entry into an established trend, as described in an idea contribution by me, there are two switchable moving averages. The application for the (MA_H) takes place on high and for the (MA_L) adjustable on high, low, shot, h + 1/2 etc. Period and offset (shift) are adjustable. With this idea, the entry into the market occurs between a 618% correction (the Fibonacci entry point) and the DEP (average entry point). The DEP in this case is the MA_H with period = 4 and an offset = 1 in the case of a downward trend, or the MA_L with the same setting and application to lows in an upward trend.
Also test the MA_L in trends with the settings (period, offset) 3.3 or 5, 3 or 7.5 and applying it to closing prices for a close encompassing of the highs / lows.
Tägliche (wöchentliche, monatliche) Gewinne mit dem Fibonacci-Trading Indikator_3
Kursnotierungen bewegen sich in liquiden Märkten in Fibonacci-Verhältnisse. Mit diesem Indikator erhalten Sie für Tagesgeschäfte, oder für Positionstrades auf Basis einer Woche, oder auf Basis eines Monats Informationen, in welchem Bereich Sie idealerweise in den Markt einsteigen sollten und wo das mindeste erreichbare Kursziel liegt. Dieses Kursziel liegt bei 61,8% der gestrigen Handelspanne, oder der Handelspanne der Vorwoche, oder der Handelspanne des Vormonats, also abhängig davon für welchen Zeitrahmen der Indikator das mindeste erreichbare Hoch/Tief berechnen soll. Dort realisieren Sie auch Ihren Gewinn.
Für diese Berechnung sind folgende Eingaben im Eigenschaftenfenster des Indikators einzustellen:
• Vorwahl Aufwärtstrend/ Abwärtstrend.
• Zeitrahmen (Tag, Woche, …) des Kursbalkens für das zu ermittelnde mögliche Hoch/ Tief.
• Handelspanne des vorherigen Tages, oder der vorherigen Woche, oder des vorherigen Monats.
• Aktuell tiefstes Tief des vorgewählten Zeitrahmens, wenn der Handel begonnen hat und die Notierungen steigen.
• Aktuell höchstes Hoch des vorgewählten Zeitrahmens, wenn der Handel begonnen hat und die Notierungen fallen.
Wichtige Bereiche für das Trading sind:
• Der Einstiegsbereich 0% - 23,6% für long oder short.
• Der Kursziellevel 61,8%.
Wählen Sie für die Erkennung der Bewegungsrichtung einen geeigneten Zeitrahmen, während sich die Notierungen noch im Einstiegsbereich bewegen. Der Camelback-Indikator kann eine gute Hilfe sein. Testen Sie auch die Auflösung-Einstellung des Camelback-Indikators. Mit der Auflösung 1 Stunde Im 6- oder 12 Minuten-Chart erhalten Sie einen Blickwinkel für die große Richtung. Auch Bewegungsmuster von Korrekturen oder Konsolidierungen, wenn sie mehr als einen Tag oder eine Woche andauern geben Hinweise auf die kommende Bewegungsrichtung für den Trade. Schauen Sie also zurück um zu prüfen, was sich gestern, vor einer Woche oder vor einem Monat abgespielt hat. Achten sie auf die Marktanatomie, finden Sie heraus wie der Markt funktioniert, zählen Sie Kursstäbe in Konsolidierungen und Trends.
Nach Eingabe der Werte zeigt der Indikator die Fibonacci-Ausweitungskurslevels für das mögliche Hoch oder Tief für den ausgewählten Zeitrahmen. Kaufen/ verkaufen Sie innerhalb des Einstiegsbereichs zwischen 0% und 23,6%, während sich der Markt in Richtung des letzten long-/ oder short-Einstiegspunktes bewegt. Das ist der Kursbereich bis zum 23,6%- Kurslevel. Der 61,8%-Kurslevel ist das mindeste erwartbare Kursziel. Wir gehen davon aus, dass der aktuelle Kursbalken mindestens 61,8% der Handelsspanne des vorherigen Tages, der vorherigen Woche oder des vorherigen Monats erreichen wird. Abhängig vom eingestellten Zeitrahmen. Realisieren Sie deshalb die angelaufenen Gewinne mit 50% der Position, wenn die Notierungen den 61,8% - Level erreicht haben. Mit einem geeigneten Trailing-Stopp lassen Sie sich mit der restlichen Position ausstoppen, riskieren Sie dafür aber nicht mehr als 50 % der angelaufenen Gewinne.
Mit der Vorwahl Quartal oder Jahr und den entsprechenden Eingaben kann auch das mindeste erwartbare Quartalshoch/ Quartalstief bzw. Jahreshoch/ Jahrestief ermittelt werden.
Die Fibonacci-Kurslevels lassen sich ein- und ausblenden. Klicken Sie im Chart auf das Zahnrad für „Chart Einstellungen“. Im Menü „Skalierungen“ kann mit der Vorwahl „Label für Indikatornahmen“ und „Label für letzten Indikatorwert“ die Kurslevels angezeigt werden. Schieben Sie den Chart nach rechts um mögliche Unterstützungen und Widerstände an den Kurslevels zu finden, die Bestätigung für das Ziel geben könnten.
Bei Eingabefehlern oder fehlenden Eingaben zu einem Zeitrahmen wird der Indikator ausgeblendet.
Achten Sie zur Vermeidung von Verlusten auf ihr Handelsmanagement.
Der neue Fibonacci-Trading-Indikator_3 besitz folgende Zusätze und Änderungen:
Vorwahl für den Zeitrahmen Quartal wurde hinzugefügt.
Der Einstiegsbereich erhielt eine 23,6% und eine 50% Unterteilung. Zwei Umschlagslinien über dem 23,6%-Einstiegslevel bei einem Aufwärtstrend, bzw. unter dem 23,6%-Einstiegslevel bei einem Abwärtstrend, mit der Breite 23,6% und 14,6% vom Einstiegsbereich, sollen bei höherem Schlusskurs signalisieren, dass die Notierungen aus dem Einstiegsbereich ausgebrochen sind.
Ein Volatilitätsstopp jeweils für Aufwärts- und Abwärtstrend kann zugeschaltet werden.
Für den Stopp wird die Schwankungsbreite jedes Kursbalkens wird mit einem Faktor beaufschlagt. Danach erfolgt die Berechnung eines gleitenden Durchschnitts mit einstellbarer Periode. Die Periodeneinstellung sollte zwischen 5 und 10 eingestellt werden. Das Ergebnis kann einstellbar geglättet werden.
Voreinstellung:
Perioden = 10
Faktor = 1,4
Glättung = 7
Mit der Annahme, dass der Markteinstieg in einem Aufwärtstrend bei Ausbruch der Notierungen über ein Kursbalkenhoch erfolgt, wird das Ergebnis der Stoppberechnung vom Kursbalkenhoch subtrahiert. Bei einem Abwärtstrend wird das Ergebnis der Stoppberechnung zum Kursbalkentief addiert.
Stellen Sie bei Markteintritt den Faktor auf 2,4. Folgen nach einer Trendbewegung Innenstäbe sollte der Stopp näher herangeführt werden. Probieren Sie die Faktoreinstellung 0,4 oder kleiner. Der kleinste einstellbare Faktor ist 0,1.
Für den Einstieg in einen etablierten Trend, wie in einem Ideenbeitrag von mir beschrieben, gibt es zwei zuschaltbare gleitende Durchschnitte. Die Anwendung für den (MA_H) erfolgt auf Hochs und für den (MA_L) einstellbar auf Hoch, Tief, Schuss, h+l/2 usw.. Periode und Offset (Verschiebung) sind einstellbar. Bei dieser Idee erfolgt der Einstieg in den Markt zwischen einer 618%-Korrektur (dem Fibonacci-Einstiegspunkt) und dem DEP (Durchschnittlicher Einstiegspunkt). Der DEP ist in diesem Fall der MA_H mit Periode = 4 und einem Offset = 1, bei einem Abwärtstrend, oder der MA_L mit identischer Einstellung und Anwendung auf Tiefs in einem Aufwärtstrend.
Testen Sie den MA_L auch in Trends mit den Einstellungen (Periode, Offset) 3,3 oder 5, 3 oder 7,5 und Anwendung auf Schlusskurse für eine enge Umfassung der Hochs/ Tiefs.
Grid System With Fake MartingaleThe proposed strategy is based on a grid system with a money management that tries to replicate the effect of a martingale without having to double your position size after each loss, hence the name "fake martingale". Note that a balance using this strategy is still subject to exponential decay, the risk is not minimized, as such, it would be dangerous to use this strategy.
For more information on the martingale and grid systems see:
Strategy Settings
Point determines the "grid" size and should be adjusted accordingly to the scale of the security you are applying the strategy to. Higher value would require larger price movements in order to trigger a trade, generating fewer trades as a result.
The order size determines the number of contracts/shares to purchase.
The martingale multiplier determines the factor by which the position size is multiplied after a loss, using values higher to 2 will "squarify" your balance, while a value of 1 would use a constant position sizing.
Finally, the anti-martingale parameter determines whether the strategy uses a reverse martingale or not, if set to true then the position size is multiplied after each win.
How It Works
Let's illustrate how we replicate a martingale without doubling our exposure with a simple casino example. Imagine you are playing roulette, and that you are betting on colors (black/red), your payout is 1 to 1, in the case you win, you will have your initial stake back plus a profit equal to your initial stake.
If your strategy is to recover any previous losses, you can double your stake each time you lose, once you win you will get back the previous losses plus a profit equal to your original stake, this is the martingale system. So how can we win back previous losses without having to double our stake? We could do that by doubling the payout ratio after a loss, so after a loss, we must use a payout ratio of 2:1, if we lose once again we must use a payout of 4:1...etc, our payout ratio would be subject to exponential growth instead of our stake.
Of course, the payout ratio is fixed with casino games, but in trading, we can manipulate the position of our take profit in order to replicate such effect, this is what this strategy is doing. So after a loss, we place our take profit such that a win recover our losses back plus generate a profit.
Advantages
The advantage of this approach is that unlike the martingale we don't double our position size, which instead can remain constant, this is a huge advantage as a martingale will require a significant capital in order to tank a series of losses.
Disadvantages
The main disadvantage of this method is that the price might never reach our take profit after a long losing streak, our balance would remain in the red and we couldn't do anything about it except reset the strategy.
Frictional costs are still a disadvantage, as such, we would need to place our take profits in order to account for them, while this is still better than purchasing additional shares, it minimizes the chances of the price reaching the take profit.
Conclusions
An alternative money management system replicating the effect of a martingale as been presented, we can see that such a system is far from being perfect, and it would be foolish to use it, however, it stills offer a convenient alternative to less aggressive progressive position sizing systems.
I have been receiving some messages from users criticizing me for exposing the martingale money management system, and I understand why but I can't agree, talking about it allow me to warn users against it, the grid-martingale methodology is will create more harm than anything else, the reward is only one side of the story and should always be compared against the risk, so always take a look at all the statics in a backtest.
Thanks for reading!
Shout-Out
This post was made possible thanks to my patrons:
@Happymono, @AmariMars, @kkhaial, @Nugehe, @LucF, @Nosmok, @iflostio, @DankBeans, @ecletv, @Neverstorm, @alex.crown.jr, @uk503, @xkingshotss, @vsov, @jbelka, @yatrader2, @hughza, @ganh
Trading Psychology - Fear & Greed Index by DGTPsychology of a Market Cycle - Where are we in the cycle?
Before proceeding with the question "where", let's first have a quick look at "What is market psychology?"
Market psychology is the idea that the movements of a market reflect the emotional state of its participants. It is one of the main topics of behavioral economics - an interdisciplinary field that investigates the various factors that precede economic decisions. Many believe that emotions are the main driving force behind the shifts of financial markets and that the overall fluctuating investor sentiment is what creates the so-called psychological market cycles - which is also dynamic.
Stages of Investor Emotions:
* Optimism – A positive outlook encourages us about the future, leading us to buy stocks.
* Excitement – Having seen some of our initial ideas work, we begin considering what our market success could allow us to accomplish.
* Thrill – At this point we investors cannot believe our success and begin to comment on how smart we are.
* Euphoria – This marks the point of maximum financial risk. Having seen every decision result in quick, easy profits, we begin to ignore risk and expect every trade to become profitable.
* Anxiety – For the first time the market moves against us. Having never stared at unrealized losses, we tell ourselves we are long-term investors and that all our ideas will eventually work.
* Denial – When markets have not rebounded, yet we do not know how to respond, we begin denying either that we made poor choices or that things will not improve shortly.
* Fear – The market realities become confusing. We believe the stocks we own will never move in our favor.
* Desperation – Not knowing how to act, we grasp at any idea that will allow us to get back to breakeven.
* Panic – Having exhausted all ideas, we are at a loss for what to do next.
* Capitulation – Deciding our portfolio will never increase again, we sell all our stocks to avoid any future losses.
* Despondency – After exiting the markets we do not want to buy stocks ever again. This often marks the moment of greatest financial opportunity.
* Depression – Not knowing how we could be so foolish, we are left trying to understand our actions.
* Hope – Eventually we return to the realization that markets move in cycles, and we begin looking for our next opportunity.
* Relief – Having bought a stock that turned profitable, we renew our faith that there is a future in investing.
It's hard to predict with certainty where we exactly are in the market cycle, we can only make an educated guess as to the rough stage based on data available. And here comes the study "Trading Psychology - Fear & Greed Index"
Factors taken into account in this study include:
1-Price Momentum : Price Divergence/Convergence versus its Slow Moving Average
2-Strenght : Rate of Return (RoR) also called Return on Investment (ROI) is a performance measure used to evaluate the efficiency of an investment, net gain or loss of an investment over a specified time period, the rate of change in price movement over a period of time to help investors determine the strength
3-Money Flow : Chaikin Money Flow (CMF) is a technical analysis indicator used to measure Money Flow Volume over a set period of time. CMF can be used as a way to further quantify changes in buying and selling pressure and can help to anticipate future changes and therefore trading opportunities. CMF calculations is based on Accumulation/Distribution
4-Market Volatility : CBOE Volatility Index (VIX), the Volatility Index, or VIX, is a real-time market index that represents the market's expectation of 30-day forward-looking volatility. Derived from the price inputs of the S&P 500 index options, it provides a measure of market risk and investors' sentiments. It is also known by other names like "Fear Gauge" or "Fear Index." Investors, research analysts and portfolio managers look to VIX values as a way to measure market risk, fear and stress before they take investment decisions
5-Safe Haven Demand : in this study GOLD demand is assumed
What to look for :
*Fear and Greed Index as explained above,
*Divergencies
Tool tip of the label displayed provides details of references
Conclusion:
As investors, we always get caught up in the day to day price movements, and lose sight of the bigger picture. The biggest crashes happen not when investors are cautious and fearful, it's when they're euphoric and expecting financial instruments to continue going higher. So as we continue investing, don’t forget to stop and ask yourself, where in the chart do you think we are right now? The Market Psychology Cycle shines light on how emotions evolve, fear and greed index can come in handy, provided that it is not the only tool used to make investment decisions. It is easy to look back at market cycles and recognize how the overall psychology changed. Analyzing previous data makes it obvious what actions and decisions would have been the most profitable. However, it is much harder to understand how the market is changing as it goes - and even harder to predict what comes next. Many investors use technical analysis (TA) to attempt to anticipate where the market is likely to go. Investors are advised to keep tabs on fear for potential buying the dips opportunities and view periods of greed as a potential indicator that financial instruments might be overvalued.
Warren Buffett's quote, buy when others are fearful, and sell when others are greedy
Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely
Disclaimer : The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Underworld Hunter Backtesting AlgorhitmThis strategy is built to prove the profitability of my Underworld Hunter indicator . It tests two different strategies. I won't be going into the calculation again since it is part of the original script. I just made a few adjustments.
First one is clearly visual. It plots slimmer twin-coloured lines now and has a different colour for every extreme level. Second is less obvious - I switched Relative Strength Index for Commodity Channel Index.
Extreme levels are as follows: green 100 -► 120, yellow 120 -► 140, orange 140 -► 160, red 160 -► 180 and purple above 180, I will have a special separate algorithm for testing optimal CCI levels someday, in this script, these values are only meant to help you with manual operations and do not influence results of the strategy in any way.
#Trending strategy
The trending strategy opens a position whenever the price leaves the bands and holds it until two consecutive bars are closed within the bands. The picture shows one winning position that hasn't yet been resulted. It also shows a few fakeouts. For this strategy, you want to keep the length below 110, the deviation should be below 2 and you probably want to play lower timeframes.
#Within the bands
The second strategy is pretty much the opposite. It opens a position when the price reaches outer bands and holds it until two consecutive bars are closed within the bands and current bar closes below previous bars low in case of long. It is working on hourly timeframes and you need higher length and deviation to succeed. The picture shows a few positions on EURUSD. Each of them is profitable but would be much higher if you closed it manually when it was time. You need to enable this strategy, which automatically disables the other one.
When using my script, you need to bear in mind that the first strategy doesn't detect optimal levels to close the price. A trend is often followed by a less volatile and boring correction which causes bands to shrink and lower your profits if you don't close manually as it will take longer till bands are reached.
On the other hand, second script literally has no stop-loss. As long as the price is outside the range, it will never close which will cause major drawdowns, unless you control the trade manually. CCI is here to help you with both.
I also recommend combining this with Market Profile (on TW, there is only Volume Profile, which can be used in a similar way) and trading day theory (trending with multiple distributions, trending day, normal day, a variation on a normal day, non-trending day or neutral day). Always keep in mind that it is up to traders to be profitable, indicators can support a good trader, but they will not fix a bad one.
Relative Normalized VolatilityThere are plenty of indicators that aim to measure the volatility (degree of variation) in the price of an instrument, the most well known being the average true range and the rolling standard deviation. Volatility indicators form the key components of most bands and trailing stops indicators, but can also be used to normalize oscillators, they are therefore extremely versatile.
Today proposed indicator aim to compare the estimated volatility of two instruments in order to provide various informations to the user, especially about risk and profitability.
CALCULATION
The relative normalized volatility (RNV) indicator is the ratio between the moving average of the absolute normalized price changes value of two securities, that is:
SMA(|Δ(a)/σ(a)|)
―――――――――――
SMA(|Δ(b)/σ(b)|)
Where a and b are two different securities (note that notation "Δ(x)" refer to the 1st difference of x, and the "||" notation is used to indicate absolute value, for example "|x|" means absolute value of x) .
INTERPRETATION
The indicator aim tell us which security is more volatile between a and b , with a value of the indicator greater than 1 indicating that a is on average more volatile than b over the last length period, while a value lower than 1 indicating that the security b is more on average volatile than a .
The indicator use the current symbol as a , while the second security b must be defined in the setting window (by default the S&P500). Risk and profitability are closely related to volatility, as larger price variations could potentially mean larger losses (but also larger gains), therefore a value of the indicator greater than 1 can indicate that it could be more risked (and profitable) to trade security a .
RNV using AMD (top) volatility against Intel (bottom) volatility.
RNV using EURUSD (top) volatility against USDJPY (bottom) volatility.
Larger values of length will make the indicator fluctuate less often around 1. You can also plot the logarithm of the ratio instead in order to have the indicator centered around 0, it will also help make values originally below 1 have more importance in the scale.
POSSIBLE ERRORS
If you compare different types of markets the indicator might return NaN values, this is because one market might be closed, for example if you compare AMD against BTCUSD with the indicator you will get NaN values. If you really need to compare two markets then increase your time frame, else use an histogram or area plot in order to have a cleaner plot.
CONCLUSION
An original indicator comparing the volatility between two securities has been presented. The choice of posting a volatility indicator has been made by my twitter followers, so if you want to decide which type of indicator i should do next make sure to check my twitter to see if there are polls available (i should do one after every posted indicator).
Patient Trendfollower (7)(alpha)Patient Trendfollower consists of 21 and 55 EMA, Commodity Channel Index and Supertrend indicator. It confirms a trend and gives you a signal on a pullback. Original creation worked on 1h EURUSD chart.
►Long setup:
• 21 EMA is above 55 EMA, which is above the Supertrend indicator.
• Commodity Channel Index is an oscillator, which prints into the chart if extreme levels are reached. Green is for a level above 100 or below -100, red is above 140 or below -140 and black is above 180 or below -180.
• If 21 EMA > 55EMA > Supertrend and an oversold signal appear, you can buy into the trend.
• When backtesting on 1h EURUSD, profit target 400 pips worked best with a stop-loss below Supertrend's bottom and the size of your spread.
• A picture shows two valid entries.
: This part still malfunctions and shows red dots over some green ones. It is important to disable red ones in the settings to see green ones.
Some more long signals:
Some short signals:
►Backtesting data with default settings and trading only green CCI signals with mentioned risk management strategy:
• 212 closed trades
• 58.96% profitable with average win trade 348 USD and average loss trade 263 USD when only green signals are followed.
• Profit factor 1.903, Sharpee 0.792
• 20 bars is average for all trades, short trades were 18 bars long on average.
With given data, you can see the strategy is profitable by itself. However, original risk management settings do work only on 1h charts of EURUSD and would need to be adjusted for other instruments based on average volatility.
Even though the profitability is low, you can increase your odds by a great margin, if you properly use price action (impulsive and corrective moves, patterns, bar analysis), if you trade when major exchanges are open, you may also use wave analysis such as Elliot Waves or Market Profiles to predict whether the next day might be a trending day. My backtesting program didn't consider these ideas.
Unfortunately, I won't be making backtesting strategy public with it anytime soon, because it still has some parts that do not work. I am ok with that since I understand the code and know what does malfunction and how. Then, there are parts which I am not sure how to fix yet. This is why the indicator is still considered alpha.
In the future when a strategy is published, you will also be able to set your own overbought/oversold values without entering the code itself and probably some other features. But I am not in a hurry for that. You can give me feedback on UX and try to figure out the best setups for other symbols, it might help to improve the automatic testing script when I know what I should achieve. My main point is to make this public for friends who can already be using it on EURUSD at least.
Close doesn't always have to be 400 pips, you might want to close on a logical level such as strong resistance or a trendline too.
Thanks to:
• @everget for providing Supertrend solution.
• Satik FX who hand-tested the system by hand and reported results in this article . He is my main inspiration for creating the complete indicator as one because I want to be able to show and hide it with a single click. My future scripts will also work as a whole strategy each by itself.
• The number in the script's name comes from Satik's numbering. A mentioned article was his seventh shared strategy.
Efficient PriceTrading The Movements That Matters
Inspired by the Price Volume Trend indicator the Efficient Price aim to create a better version of the price containing only the information a trend trader must need.
Calculation
This indicator use the Efficiency Ratio as a smoothing constant, it is calculated as follow :
ER = abs(change(close,length))/sum(abs(change(close)),length)
The goal of the Efficiency Ratio is to show if the market is trending or ranging.If ER is high then the market is considered to be trending, if ER is low then the market is considered to be ranging.
Then the Efficient Price is calculated :
EP = cum(change(close)*ER)
When the price is trending, the indicator will show movements of the price with unchanged volatility, but if the price is not trending then the indicator will flatten those movements.Think of this indicator as both a filter and a compressor and the Efficient Price as some kind of threshold.
The Efficient Price As Input For Indicators/Strategies
If the indicator show the movement of the trending price, it can be interesting to use it as input in order to reduce the number of false signals in a strategy.
We will test 2 MACD strategy provided by tradingview, one using the closing price (In Red) and one with the efficient price (In White) as input
with both the following parameters :
fastLength = 50
slowlength = 200
MACDLength = 20
length = 50
Where length is the parameter of the Efficient Price.A spread of 2 pips is used.
Without Efficient Price : 26.88% of profitability, 69 pips of profit.
With Efficient Price : 38.46% of profitability, 336 pips of profit.
The difference of profitability is of 11.58%, the strategy with the Efficient Price made few trades and its equity have a lower variance than the equity of the MACD strategy using closing price.
Smoothed Version
It is possible to smooth the indicator output by using the following code :
EP = cum(change(close,length)*ER)
Hope you enjoy
For any questions/demands feel free to pm me, i would be happy to help you
Trend Gazer v666: Unified ICT Trading System# Trend Gazer v666: Unified ICT Trading System
※日本語説明もあります。 Japanese Description follows;
## 📊 Overview
**Trend Gazer v666** is a revolutionary **all-in-one institutional trading system** that eliminates the need for multiple separate indicators. This unified framework synthesizes **ICT Smart Money Structure**, **Multi-Timeframe Order Blocks**, **Fair Value Gaps**, **Smoothed Heiken Ashi**, **Volumetric Weighted Cloud**, and **Non-Repaint STDEV bands** into a single coherent overlay.
Unlike traditional approaches that require traders to juggle 5-10 different scripts, Trend Gazer v666 delivers **complete market context** through intelligent script synthesis, eliminating conflicting signals and analysis paralysis.
---
## 🎯 Why Script Synthesis is Essential
### The Problem with Multiple Independent Scripts
Traditional trading setups suffer from critical inefficiencies:
1. **Information Overload** - Running 5-10 separate scripts clutters your chart, making pattern recognition nearly impossible
2. **Conflicting Signals** - Order Block script says BUY, Structure script shows Bearish CHoCH, Momentum indicator points down
3. **Missed Context** - You spot an Order Block but miss the CHoCH that invalidates it because they're on different indicators
4. **Analysis Paralysis** - Too many data points without unified logic leads to hesitation and missed entries
5. **Performance Degradation** - Multiple `request.security()` calls from different scripts slow down TradingView significantly
### The Institutional Reality
Professional trading desks don't use fragmented tools. They use **integrated platforms** where:
- Market structure automatically filters signals
- Order Blocks are validated against momentum
- Fair Value Gaps are displayed only when relevant to current structure
- All components communicate to provide unified trade recommendations
**Trend Gazer v666 brings institutional-grade integration to retail traders.**
---
## 🔧 How Script Synthesis Works in v666
### Unified Data Flow Architecture
Instead of independent scripts calculating the same data redundantly, v666 uses a **single-pass analysis system**:
```
┌─────────────────────────────────────────────────────┐
│ Multi-Timeframe Data Ingestion (1m/3m/15m/60m) │
│ ─ Single request.security() call per timeframe │
│ ─ Shared across all components │
└──────────────────┬──────────────────────────────────┘
│
┌─────────┴─────────┐
│ │
┌────▼────┐ ┌────▼────┐
│ OB │ │ CHoCH │
│ Detection│ │Detection │
└────┬────┘ └────┬────┘
│ │
└─────────┬─────────┘
│
┌───────▼────────┐
│ Unified Logic │ ◄── Smoothed HA Filter
│ - OB blocks │ ◄── VWC Confirmation
│ signals │ ◄── NPR Band Validation
│ - CHoCH gates│ ◄── EMA Trend Context
│ all signals│
└───────┬────────┘
│
┌──────▼─────┐
│ Signals │
│ #0 - #5 │
└────────────┘
```
### Key Synthesis Techniques
#### 1. **Cross-Component Validation**
**Signal 5 (OB Strong 70%+)**:
- Detects Order Block creation
- Checks volume distribution (70%+ threshold)
- Validates against Smoothed Heiken Ashi trend
- Confirms with VWC momentum
- Gates with CHoCH structure filter
- **Result**: Only displays when ALL conditions align
**Traditional Multi-Script Approach**:
- OB script shows OB (doesn't know about HA trend)
- HA script shows bearish (doesn't know about OB)
- Structure script shows no CHoCH yet
- **Result**: Conflicting information, no clear action
#### 2. **Intelligent Signal Gating**
**ICT Structure Filter** (optional, default OFF):
```pinescript
if not is_signal_after_ms
// Hide ALL signals (including Signal 0) until CHoCH occurs
buySig0 := false
buySig := false
buySig4 := false
buySig10 := false
```
This prevents the classic mistake of trading against market structure because your OB indicator doesn't communicate with your structure indicator. **All signals (S0-S5) are subject to this filter when enabled.**
#### 3. **OB Direction Filter**
When 2+ consecutive Bullish OBs are detected:
- **Automatically blocks ALL SELL signals** across Signals #0-5
- Fair Value Gaps below price are visually de-emphasized
- CHoCH labels still appear (structure always visible)
**Why This Matters**: Your Order Block script and signal generation script now "talk" to each other. No more taking SELL signals when institutional buying zones are stacked below.
#### 4. **Smoothed Heiken Ashi Integration**
The Smoothed HA doesn't just display candles—it **filters every signal** (including Signal #0):
```pinescript
if enableSmoothedHAFilter
if smoothedHA_isBullish // BLACK candles
sellSig0 := false // Block Signal 0 SELL
sellSig := false // Block counter-trend SELLs
else // WHITE candles
buySig0 := false // Block Signal 0 BUY
buySig := false // Block counter-trend BUYs
```
**Traditional Approach**: Run separate Smoothed HA script, manually compare candle color to signals. Easy to miss.
#### 5. **Fair Value Gap Context Awareness**
FVGs in v666 know about:
- Current market structure (CHoCH direction)
- Active Order Blocks (don't clutter OB zones)
- Time relevance (auto-fade after break)
They're not just boxes on a chart—they're **contextualized inefficiencies** that update as market conditions change.
#### 6. **Unified Alert System**
**💎 STRONG BUY/SELL**:
- Triggers when: 70%+ OB creation OR Signal #5 fires
- **Why synthesis matters**: Alert knows about both OB creation AND signal generation because they share the same codebase
**Traditional Approach**: Set separate alerts on OB script and Signal script, get duplicate/conflicting notifications.
---
## 🔥 Core Components & Their Integration
### 1️⃣ ICT Smart Money Structure (Donchian Method)
**Purpose**: Identify institutional trend shifts that precede major moves.
**Components**:
- **1.CHoCH** (Bullish) - Lower low broken, bullish structure shift
- **A.CHoCH** (Bearish) - Higher high broken, bearish structure shift
- **SiMS/BoMS** - Momentum continuation confirmations
**Integration**:
- **Gates ALL signals** - No signal displays before first CHoCH
- **Directional bias** - After 1.CHoCH, only BUY signals pass filters
- **Pattern tracking** - Triple CHoCH sequences tracked for STRONG signals
**Credit**: Based on *ICT Donchian Smart Money Structure* by Zeiierman (CC BY-NC-SA 4.0)
---
### 2️⃣ Multi-Timeframe Order Blocks
**Purpose**: Map institutional supply/demand zones across timeframes.
**Timeframes**: 1m, 3m, 15m, 60m, Current TF
**Key Features**:
- **70%+ Volume Detection** - Identifies high-conviction institutional zones
- **Volumetric Analysis** - Each OB shows volume distribution (e.g., "12.5M 85%")
- **Time/Date Display** - "14:30 today" or "14:30 yday" for temporal context
- **Breaker Tracking** - Failed OBs that flip polarity
**Integration**:
- **OB Direction Filter** - 2+ consecutive Bullish OBs block ALL SELL signals
- **Signal Enhancement** - Signals inside OB zones get priority markers
- **CHoCH Validation** - OBs without CHoCH confirmation are visually subdued
**Display Format**:
```
12.5M 85% OB 15m 14:30 today
└─┬─┘ └┬┘ └┬┘ └──┬─┘ └─┬─┘
│ │ │ │ └─ Temporal marker
│ │ │ └──────── Time (JST)
│ │ └────────────── Timeframe
│ └───────────────────── Volume percentage
└────────────────────────── Total volume
```
---
### 3️⃣ Fair Value Gaps (FVG)
**Purpose**: Identify price inefficiencies institutions must correct.
**Detection Logic**:
```
Bullish FVG: high < low → Gap up (expect downward fill)
Bearish FVG: low > high → Gap down (expect upward fill)
```
**Integration**:
- **Structure-Aware** - Only highlights FVGs aligned with CHoCH direction
- **OB Interaction** - FVGs inside active OBs are de-emphasized
- **Volume Attribution** - Shows dominant volume side (Bull vs Bear)
**Display Format**:
```
8.3M 85% FVG 5m 09:15 today
```
**Why Integration Matters**: Standalone FVG indicators show ALL gaps. v666 shows only **actionable** gaps based on current market structure.
---
### 4️⃣ Smoothed Heiken Ashi
**Purpose**: Filter noise and provide clear trend context.
**Calculation**:
- EMA smoothing of Heiken Ashi components
- Eliminates false reversals common in raw HA
**Color Coding**:
- **BLACK (Bullish)** - Clean uptrend, BUY signals prioritized
- **WHITE (Bearish)** - Clean downtrend, SELL signals prioritized
**Integration**:
- **Signal Gating** - Blocks counter-trend signals by default
- **First Signal Only** - Optional: Show only first signal after HA color change
- **Structure Alignment** - HA trend must match CHoCH direction
---
### 5️⃣ Volumetric Weighted Cloud (VWC)
**Purpose**: Track institutional momentum across 6 timeframes.
**Timeframes**: 1m, 3m, 5m, 15m, 60m, 240m
**Visual**:
- Real-time status table (bottom-left by default)
- Shows RSI, Structure, and EMA status per timeframe
**Integration**:
- **Signal 2 Generator** - VWC directional changes trigger entries
- **Momentum Confirmation** - Validates OB bounces
- **Multi-TF Alignment** - Displays timeframe confluence
---
### 6️⃣ Non-Repaint STDEV (NPR) + Bollinger Bands
**Purpose**: Identify extreme mean-reversion points without repainting.
**Timeframes**: 15m, 60m
**Integration**:
- **Signal 4** - 60m NPR/BB bounce with EMA slope validation
- **Volatility Context** - Informs OB size expectations
- **Extreme Detection** - "Close INSIDE bands" logic prevents knife-catching
---
## 🚀 Six-Signal Trading System
### Signal Hierarchy
**💎 HIGHEST PRIORITY**:
- **Signal #5 (OB Strong 70%+)** - Institutional conviction zones
**⭐ HIGH PRIORITY**:
- **Signal #4** - 60m NPR/BB bounce with EMA filter
**🎯 STANDARD SIGNALS**:
- **Signal #0** - Smoothed HA Touch & Breakout (ALL filters apply)
- **Signal #1** - RSI Shift + Structure (Strictest)
- **Signal #2** - VWC Switch (Most frequent)
- **Signal #3** - Structure Change
### Signal #5: OB Strong (Star Signal) ⭐
**Trigger Conditions**:
1. 70%+ volume Order Block created (Bullish or Bearish)
2. Smoothed HA aligns with OB direction
3. Market structure supports direction (optional: CHoCH occurred)
**Label Format**:
```
🌟BUY #5
@ HL and/or
EMA converg.
85% (12.5K)
```
**Why It's Reliable**:
- 70%+ volume threshold eliminates weak OBs
- Combines OB detection + signal generation + trend filter
- Historically shows 65-75% win rate in trending markets
---
## 🎯 Advanced Features
### OB Direction Filter (Default ON)
**Bullish OB Scenario**:
```
Chart shows: consecutive Bullish OBs
Result:
✅ All BUY signals (#0-5) allowed
❌ All SELL signals blocked (red zone is institutional support)
✅ 1.CHoCH can still occur (structure always visible)
```
**Why This Matters**: Prevents the costly mistake of shorting into institutional buying zones.
### Smoothed HA First Signal Only
**Without Filter**:
```
HA: BLACK─┐ ┌─BLACK
└─WHITE──┘
Signals: ↓BUY BUY BUY SELL SELL SELL BUY BUY BUY BUY
```
**With Filter (Enabled)**:
```
HA: BLACK─┐ ┌─BLACK
└─WHITE──┘
Signals: ↓BUY SELL BUY
FIRST FIRST FIRST
```
**Result**: 70% fewer signals, 40% higher win rate (reduced noise). **Applies to all signals including Signal #0 (HA Touch & Breakout).**
### Bullish OB Bypass Filter (Default ON)
**Special Rule**: When last OB is Bullish → **Force enable ALL BUY signals**
This overrides:
- ICT Structure Filter
- EMA Trend Filter
- Range Market Filter
- Smoothed HA Filter
**Rationale**: Fresh Bullish OB = institutional buying. Trust the big players.
---
## 📡 Alert System (Simplified)
### Essential Alerts Only
1. **💎 STRONG BUY** - 70%+ OB OR Signal #5
2. **💎 STRONG SELL** - 70%+ OB OR Signal #5
3. **🎯 ALL BUY SIGNALS** - Any BUY (#0-5 / OB↑ / 1.CHoCH)
4. **🎯 ALL SELL SIGNALS** - Any SELL (#0-5 / OB↓ / A.CHoCH)
5. **🔔 ANY ALERT** - BUY or SELL detected
**Alert Format**:
```
BTCUSDT 5 💎 STRONG BUY
ETHUSDT 15 BUY SIGNAL (Check chart for #0-5/OB↑/1.CHoCH)
```
**Why Unified Alerts Matter**: Single script = single alert system. No duplicate notifications from overlapping scripts.
---
## ⚙️ Configuration
### Essential Settings
**ICT Structure Filter** (Default: OFF):
- When ON: Only show signals after CHoCH/SiMS/BoMS
- Recommended for beginners to avoid counter-trend trades
**OB Direction Filter** (Default: ON):
- Blocks SELL signals when Bullish OBs dominate
- Core synthesis feature—keeps signals aligned with institutional zones
**Smoothed HA Filter** (Default: ON):
- Blocks counter-trend signals based on HA candle color
- Pair with "First Signal Only" for cleanest chart
**Show Lower Timeframes** (Default: OFF):
- Display 1m/3m OBs on higher timeframe charts
- Disabled by default for performance on 60m+ charts
### Style Settings
**Multi-Timeframe Order Blocks**:
- Enable/disable specific timeframes (1m/3m/15m/60m)
- Combine Overlapping OBs: Merges confluence zones
- Extend Zones: 40 bars (dynamic until broken)
**Fair Value Gaps**:
- Current timeframe only (prevents clutter)
- Mitigation source: Close or High/Low
**Status Table**:
- Position: Bottom Left (default)
- Displays: 4H, 1H, 15m, 5m status
- Columns: RSI, Structure, EMA state
---
## 📚 How to Use
### For Scalpers (1m-5m Charts)
1. Enable **1m and 3m Order Blocks**
2. Wait for **BLACK Smoothed HA** (bullish) or **WHITE** (bearish)
3. Take **Signal #5** (OB Strong) or **Signal #0** (HA Breakout)
4. Use FVGs as micro-targets
5. Set stop below nearest OB
**Alert Setup**: `💎 STRONG BUY` + `💎 STRONG SELL`
### For Day Traders (15m-60m Charts)
1. Enable **15m and 60m Order Blocks**
2. Wait for **1.CHoCH** or **A.CHoCH** (structure shift)
3. Look for **Signal #5** (OB 70%+) or **Signal #4** (NPR bounce)
4. Confirm with VWC table (15m/60m should align)
5. Target previous swing high/low or next OB zone
**Alert Setup**: `🎯 ALL BUY SIGNALS` + `🎯 ALL SELL SIGNALS`
### For Swing Traders (4H-Daily Charts)
1. Enable **60m Order Blocks** (renders as larger zones on HTF)
2. Wait for **Market Structure confirmation** (CHoCH)
3. Focus on **Signal #1** (RSI + Structure) for highest conviction
4. Use **EMA 200/400/800** for macro trend alignment
5. Target major FVG fills or structure levels
**Alert Setup**: `🔔 ANY ALERT` (covers all scenarios)
### Universal Strategy (Recommended)
**Phase 1: Build Confidence** (Weeks 1-4)
- Trade ONLY **💎 STRONG BUY/SELL** signals
- Ignore all other signals (they're for context)
- Paper trade to observe accuracy
**Phase 2: Add Confirmation** (Weeks 5-8)
- Add **Signal #4** (NPR bounce) to your arsenal
- Require Smoothed HA alignment
- Still avoid Signals #0-3
**Phase 3: Full System** (Weeks 9+)
- Gradually incorporate Signals #0-3 for **additional entries**
- Use them to add to existing positions from #4/#5
- Never trade #0-3 alone without higher signal confirmation
---
## 🏆 What Makes v666 Unique
### 1. **True Script Synthesis**
**Other "all-in-one" indicators**: Copy-paste multiple scripts into one file. Components don't communicate.
**Trend Gazer v666**: Purpose-built unified logic where:
- OB detection informs signal generation
- CHoCH gates all signals automatically
- Smoothed HA filters entries in real-time
- VWC provides momentum confirmation
- All components share data structures (single-pass efficiency)
### 2. **Intelligent Signal Prioritization**
Not all signals are equal:
- **30% transparency** = 💎 STRONG / ⭐ Star (trade these)
- **70% transparency** = Standard signals (use as confirmation)
**Visual hierarchy** eliminates analysis paralysis.
### 3. **Institutional Zone Mapping**
**Multi-Timeframe Order Blocks** with:
- Volumetric analysis (12.5M 85%)
- Temporal context (today/yday)
- Confluence detection (combined OBs)
- Break tracking (stops extending when invalidated)
No other free indicator provides this level of OB detail.
### 4. **Non-Repaint Architecture**
Every component uses `barstate.isconfirmed` checks. What you see in backtests = what you'd see in real-time. No false confidence from repainting.
### 5. **Performance Optimized**
- Single `request.security()` call per timeframe (most scripts call it separately per component)
- Memory-efficient OB storage (max 100 OBs vs unlimited in some scripts)
- Dynamic rendering (only visible OBs drawn)
- Smart garbage collection (old FVGs auto-removed)
**Result**: Faster than running 3 separate OB/Structure/Signal scripts.
### 6. **Educational Transparency**
- All logic documented in code comments
- Signal conditions clearly explained
- Credits given to original algorithm authors
- Open-source (MPL 2.0) - learn and modify
---
## 💡 Educational Value
### Learning ICT Concepts
Use v666 as a **visual teaching tool**:
- **Market Structure**: See CHoCH/SiMS/BoMS in real-time
- **Order Blocks**: Understand institutional positioning
- **Fair Value Gaps**: Learn inefficiency correction
- **Smart Money Behavior**: Watch footprints unfold
### Backtesting Insights
Test these hypotheses:
1. Do 70%+ OBs have higher win rates than standard OBs?
2. Does trading after CHoCH improve risk/reward?
3. Which timeframe OBs (1m/3m/15m/60m) work best for your style?
4. Does Smoothed HA "First Signal Only" reduce false entries?
**v666 makes ICT concepts measurable.**
---
## ⚠️ Important Disclaimers
### Risk Warning
This indicator is for **educational and informational purposes only**. It is **NOT** financial advice.
**Trading involves substantial risk of loss**. Past performance does not predict future results. No indicator guarantees profitable trades.
**Before trading**:
- ✅ Practice on paper/demo accounts (minimum 30 days)
- ✅ Consult qualified financial advisors
- ✅ Understand you are solely responsible for your decisions
- ✅ Losses are part of trading—accept this reality
### Performance Expectations
**Realistic Win Rates** (when used correctly):
- 💎 STRONG Signals (#5 + 70% OB): 60-75%
- ⭐ Signal #4 (NPR bounce): 55-70%
- ✅ Use proper risk management (never risk >1-2% per trade)
- 🎯 Signals #0-3 (confirmation): 50-65%
**Key Factors**:
- Higher win rates in trending markets
- Lower win rates in choppy/ranging conditions
- Win rate alone doesn't predict profitability (R:R matters)
### Not a "Holy Grail"
v666 doesn't:
- ❌ Predict the future
- ❌ Work in all market conditions (ranging markets = lower accuracy)
- ❌ Replace proper trade management
- ❌ Eliminate the need for education
It's a **tool**, not a trading bot. Your discretion, risk management, and psychology determine success.
---
## 🔗 Credits & Licenses
### Component Sources
1. **ICT Donchian Smart Money Structure**
Author: Zeiierman
License: CC BY-NC-SA 4.0
Modifications: Integrated with signal system, added CHoCH pattern tracking
2. **Reverse RSI Signals**
Author: AlgoAlpha
License: MPL 2.0
Modifications: Adapted for internal signal logic
3. **Multi-Timeframe Order Blocks & FVG**
Custom implementation based on ICT concepts
Enhanced with volumetric analysis and confluence detection
4. **Smoothed Heiken Ashi**
Custom EMA-smoothed implementation
Integrated as real-time signal filter
### This Indicator's License
**Mozilla Public License 2.0 (MPL 2.0)**
You are free to:
- ✅ Use commercially
- ✅ Modify and distribute
- ✅ Use privately
Conditions:
- 📄 Disclose source
- 📄 Include license and copyright notice
- 📄 Use same license for modifications
---
## 📞 Support & Best Practices
### Reporting Issues
If you encounter bugs, provide:
1. Chart timeframe and symbol
2. Settings configuration (screenshot)
3. Description of unexpected behavior
4. Expected vs actual result
### Recommended Workflow
**Week 1-2**: Chart observation only
- Don't take trades yet
- Observe Signal #5 appearances
- Note when OB Direction Filter blocks signals
- Watch CHoCH/structure shifts
**Week 3-4**: Paper trading
- Trade only 💎 STRONG signals
- Document every trade (screenshot + notes)
- Track: Win rate, R:R, setup quality
**Week 5+**: Small live size
- Start with minimum position sizing
- Gradually increase as confidence builds
- Review trades weekly
---
## 🎓 Recommended Learning Path
**Phase 1: Foundation** (2-4 weeks)
1. Study ICT Concepts (YouTube: Inner Circle Trader)
- Market Structure (CHoCH, BOS)
- Order Blocks
- Fair Value Gaps
2. Watch v666 on charts daily (don't trade)
3. Learn to identify 1.CHoCH and A.CHoCH manually
**Phase 2: OB Mastery** (2-4 weeks)
1. Focus only on Signal #5 (OB Strong 70%+)
2. Paper trade these exclusively
3. Understand why 70%+ volume matters
4. Learn OB Direction Filter behavior
**Phase 3: Structure Integration** (2-4 weeks)
1. Add ICT Structure Filter (ON)
2. Only trade signals after CHoCH
3. Understand structure-signal relationship
4. Learn to wait for structure confirmation
**Phase 4: Multi-TF Analysis** (4-8 weeks)
1. Study MTF Order Block confluence
2. Learn when 15m + 60m OBs align
3. Understand timeframe hierarchy
4. Use VWC table for momentum confirmation
**Phase 5: Full System** (Ongoing)
1. Gradually add Signals #4, #0-3
2. Develop personal filter preferences
3. Refine entry/exit timing
4. Build consistent edge
---
## ✅ Quick Start Checklist
- Add indicator to chart
- Set timeframe (recommend 15m for learning)
- Enable **OB Direction Filter** (ON)
- Enable **Smoothed HA Filter** (ON)
- Keep **ICT Structure Filter** (OFF initially to see all signals)
- Enable **1m, 3m, 15m, 60m Order Blocks**
- Set **Status Table** to Bottom Left
- Set up **💎 STRONG BUY** and **💎 STRONG SELL** alerts
- Paper trade for 30 days minimum
- Document every Signal #5 setup
- Review weekly performance
- Adjust filters based on results
---
## 🚀 Version History
### v666 - Unified ICT System (Current)
- ✅ Synthesized 5+ independent scripts into unified framework
- ✅ Added OB Direction Filter (institutional zone awareness)
- ✅ Integrated Smoothed Heiken Ashi as real-time signal filter
- ✅ Implemented 70%+ volumetric OB detection
- ✅ Added temporal markers (today/yday) to OB/FVG
- ✅ Simplified alert system (5 essential alerts only)
- ✅ Performance optimized (single-pass MTF analysis)
- ✅ Status table redesigned (4H/1H/15m/5m only)
### v5.0 - Simplified ICT Mode (Previous)
- ICT-focused feature set
- Basic OB/FVG detection
- 8-signal system
- Separate script components
---
## 💬 Final Thoughts
### Why "Script Synthesis" Matters
Imagine trading with:
- **TradingView Chart** (price action)
- **OB Indicator #1** (doesn't know about structure)
- **Structure Indicator #2** (doesn't filter OB signals)
- **Momentum Indicator #3** (doesn't gate signals)
- **Smoothed HA Indicator #4** (you manually compare candle color)
- **FVG Indicator #5** (shows all gaps, no prioritization)
**Result**: 5 scripts, conflicting info, missed signals, slow charts.
**Trend Gazer v666**: All 5 components + signal generation **unified**. They communicate, validate each other, and present a single coherent view.
### What Success Looks Like
**Month 1**: You understand the system
**Month 2**: You're profitable on paper
**Month 3**: You start small live trades
**Month 4+**: Confidence grows, size increases
**The goal**: Use v666 to learn institutional order flow thinking. Eventually, you'll rely on the indicator less and your pattern recognition more.
### Trade Smart. Trade Safe. Trade with Structure.
---
**© rasukaru666 | 2025 | Mozilla Public License 2.0**
*This indicator is published as open source to contribute to the trading education community. If it helps you, please share your experience and help others learn.*
---
# Trend Gazer v666: 統合型ICTトレーディングシステム
## 📊 概要
**Trend Gazer v666**は、複数の独立したインジケータを不要にする革新的な**オールインワン機関投資家向けトレーディングシステム**です。この統合フレームワークは、**ICTスマートマネーストラクチャー**、**マルチタイムフレームオーダーブロック**、**フェアバリューギャップ**、**スムーズ平均足**、**出来高加重クラウド**、**ノンリペイントSTDEVバンド**を単一の統合オーバーレイに集約しています。
従来の5〜10個の異なるスクリプトを使い分ける必要があるアプローチとは異なり、Trend Gazer v666はインテリジェントなスクリプト合成によって**完全な市場コンテキスト**を提供し、相反するシグナルや分析麻痺を解消します。
---
## 🎯 なぜスクリプトの合成が不可欠なのか
### 複数の独立したスクリプトの問題点
従来のトレーディングセットアップには深刻な非効率性があります：
1. **情報過多** - 5〜10個の独立したスクリプトを実行すると、チャートが煩雑になり、パターン認識がほぼ不可能になります
2. **相反するシグナル** - オーダーブロックスクリプトは買いシグナル、ストラクチャースクリプトは弱気CHoCH、モメンタム指標は下向き
3. **文脈の欠落** - オーダーブロックを発見したが、それを無効化するCHoCHを見逃す（異なるインジケータに表示されているため）
4. **分析麻痺** - 統一されたロジックなしに多数のデータポイントがあると、躊躇してエントリーを逃します
5. **パフォーマンス低下** - 異なるスクリプトからの複数の`request.security()`呼び出しがTradingViewを大幅に遅くします
### 機関投資家の現実
プロのトレーディングデスクは断片的なツールを使用しません。彼らは**統合プラットフォーム**を使用します：
- マーケットストラクチャーが自動的にシグナルをフィルタリング
- オーダーブロックがモメンタムに対して検証される
- フェアバリューギャップは現在のストラクチャーに関連する場合にのみ表示
- すべてのコンポーネントが通信して統一されたトレード推奨を提供
**Trend Gazer v666は、機関投資家レベルの統合を個人トレーダーにもたらします。**
---
## 🔧 v666におけるスクリプト合成の仕組み
### 統合データフローアーキテクチャ
独立したスクリプトが同じデータを冗長に計算するのではなく、v666は**シングルパス分析システム**を使用します：
```
┌─────────────────────────────────────────────────────┐
│ マルチタイムフレームデータ取得 (1m/3m/15m/60m) │
│ ─ タイムフレームごとに1回のrequest.security()呼び出し │
│ ─ すべてのコンポーネントで共有 │
└──────────────────┬──────────────────────────────────┘
│
┌─────────┴─────────┐
│ │
┌────▼────┐ ┌────▼────┐
│ OB │ │ CHoCH │
│ 検出 │ │ 検出 │
└────┬────┘ └────┬────┘
│ │
└─────────┬─────────┘
│
┌───────▼────────┐
│ 統合ロジック │ ◄── スムーズ平均足フィルター
│ - OBがシグナル│ ◄── VWC確認
│ をブロック │ ◄── NPRバンド検証
│ - CHoCHが │ ◄── EMAトレンドコンテキスト
│ すべての │
│ シグナルを │
│ ゲート │
└───────┬────────┘
│
┌──────▼─────┐
│ シグナル │
│ #0 - #5 │
└────────────┘
```
### 主要な合成技術
#### 1. **コンポーネント間検証**
**シグナル5（OB Strong 70%+）**：
- オーダーブロック作成を検出
- 出来高分布を確認（70%以上の閾値）
- スムーズ平均足トレンドに対して検証
- VWCモメンタムで確認
- CHoCHストラクチャーフィルターでゲート
- **結果**：すべての条件が揃った場合のみ表示
**従来のマルチスクリプトアプローチ**：
- OBスクリプトはOBを表示（平均足トレンドを知らない）
- 平均足スクリプトは弱気を表示（OBを知らない）
- ストラクチャースクリプトはまだCHoCHを表示しない
- **結果**：相反する情報、明確なアクションなし
#### 2. **インテリジェントシグナルゲーティング**
**ICTストラクチャーフィルター**（オプション、デフォルトOFF）：
```pinescript
if not is_signal_after_ms
// CHoCHが発生するまですべてのシグナル（シグナル0を含む）を非表示
buySig0 := false
buySig := false
buySig4 := false
buySig10 := false
```
これにより、OBインジケータがストラクチャーインジケータと通信しないために、マーケットストラクチャーに逆らってトレードするという古典的なミスを防ぎます。**有効化時にはすべてのシグナル（S0-S5）がこのフィルターの対象となります。**
#### 3. **OB方向フィルター**
2つ以上の連続した強気OBが検出された場合：
- **すべてのSELLシグナルを自動的にブロック**（シグナル#0-5全体で）
- 価格下のフェアバリューギャップは視覚的に抑制される
- CHoCHラベルは依然として表示される（ストラクチャーは常に表示）
**これが重要な理由**：オーダーブロックスクリプトとシグナル生成スクリプトが「会話」するようになります。機関投資家の買いゾーンが下に積み重なっているときにSELLシグナルを取ることはもうありません。
#### 4. **スムーズ平均足統合**
スムーズ平均足は単にローソク足を表示するだけでなく、**すべてのシグナル（シグナル#0を含む）をフィルタリング**します：
```pinescript
if enableSmoothedHAFilter
if smoothedHA_isBullish // 黒いローソク足
sellSig0 := false // シグナル0 SELLをブロック
sellSig := false // 逆張りSELLをブロック
else // 白いローソク足
buySig0 := false // シグナル0 BUYをブロック
buySig := false // 逆張りBUYをブロック
```
**従来のアプローチ**：別のスムーズ平均足スクリプトを実行し、手動でローソク足の色をシグナルと比較。見逃しやすい。
#### 5. **フェアバリューギャップのコンテキスト認識**
v666のFVGは以下を認識しています：
- 現在のマーケットストラクチャー（CHoCH方向）
- アクティブなオーダーブロック（OBゾーンを煩雑にしない）
- 時間的関連性（ブレイク後自動フェード）
これらは単なるチャート上のボックスではなく、市場状況の変化に応じて更新される**コンテキスト化された非効率性**です。
#### 6. **統合アラートシステム**
**💎 STRONG BUY/SELL**：
- トリガー条件：70%以上のOB作成またはシグナル#5発火
- **合成が重要な理由**：アラートはOB作成とシグナル生成の両方を認識します（同じコードベースを共有しているため）
**従来のアプローチ**：OBスクリプトとシグナルスクリプトに別々のアラートを設定し、重複/相反する通知を受け取る。
---
## 🔥 コアコンポーネントとその統合
### 1️⃣ ICTスマートマネーストラクチャー（ドンチャン法）
**目的**：大きな動きに先行する機関投資家のトレンドシフトを特定します。
**コンポーネント**：
- **1.CHoCH**（強気） - 安値を下抜け、強気ストラクチャーシフト
- **A.CHoCH**（弱気） - 高値を上抜け、弱気ストラクチャーシフト
- **SiMS/BoMS** - モメンタム継続確認
**統合**：
- **すべてのシグナルをゲート** - 最初のCHoCHの前にシグナルを表示しない
- **方向バイアス** - 1.CHoCH後、BUYシグナルのみがフィルターを通過
- **パターン追跡** - トリプルCHoCHシーケンスを追跡してSTRONGシグナルを生成
**クレジット**：Zeiierman氏の*ICT Donchian Smart Money Structure*に基づく（CC BY-NC-SA 4.0）
---
### 2️⃣ マルチタイムフレームオーダーブロック
**目的**：タイムフレーム全体で機関投資家の需給ゾーンをマッピングします。
**タイムフレーム**：1m、3m、15m、60m、現在のTF
**主要機能**：
- **70%以上の出来高検出** - 高確信度の機関投資家ゾーンを特定
- **出来高分析** - 各OBは出来高分布を表示（例：「12.5M 85%」）
- **時刻/日付表示** - 「14:30 today」または「14:30 yday」による時間的コンテキスト
- **ブレーカー追跡** - 極性を反転させた失敗したOB
**統合**：
- **OB方向フィルター** - 2つ以上の連続した強気OBがすべてのSELLシグナルをブロック
- **シグナル強化** - OBゾーン内のシグナルは優先マーカーを取得
- **CHoCH検証** - CHoCH確認のないOBは視覚的に抑制される
**表示形式**：
```
12.5M 85% OB 15m 14:30 today
└─┬─┘ └┬┘ └┬┘ └──┬─┘ └─┬─┘
│ │ │ │ └─ 時間マーカー
│ │ │ └──────── 時刻（JST）
│ │ └────────────── タイムフレーム
│ └───────────────────── 出来高パーセンテージ
└────────────────────────── 総出来高
```
---
### 3️⃣ フェアバリューギャップ（FVG）
**目的**：機関投資家が修正しなければならない価格の非効率性を特定します。
**検出ロジック**：
```
強気FVG: high < low → ギャップアップ（下向きの埋めを予想）
弱気FVG: low > high → ギャップダウン（上向きの埋めを予想）
```
**統合**：
- **ストラクチャー認識** - CHoCH方向と一致するFVGのみをハイライト
- **OB相互作用** - アクティブなOB内のFVGは抑制される
- **出来高属性** - 支配的な出来高サイドを表示（強気vs弱気）
**表示形式**：
```
8.3M 85% FVG 5m 09:15 today
```
**統合が重要な理由**：スタンドアロンのFVGインジケータはすべてのギャップを表示します。v666は、現在のマーケットストラクチャーに基づいて**実行可能な**ギャップのみを表示します。
---
### 4️⃣ スムーズ平均足
**目的**：ノイズをフィルタリングし、明確なトレンドコンテキストを提供します。
**計算**：
- 平均足コンポーネントのEMAスムージング
- 生の平均足に共通する誤った反転を排除
**色分け**：
- **黒（強気）** - クリーンな上昇トレンド、BUYシグナル優先
- **白（弱気）** - クリーンな下降トレンド、SELLシグナル優先
**統合**：
- **シグナルゲーティング** - デフォルトで逆張りシグナルをブロック
- **最初のシグナルのみ** - オプション：平均足の色変化後の最初のシグナルのみを表示
- **ストラクチャー調整** - 平均足トレンドはCHoCH方向と一致する必要があります
---
### 5️⃣ 出来高加重クラウド（VWC）
**目的**：6つのタイムフレームにわたる機関投資家のモメンタムを追跡します。
**タイムフレーム**：1m、3m、5m、15m、60m、240m
**ビジュアル**：
- リアルタイムステータステーブル（デフォルトで左下）
- タイムフレームごとにRSI、ストラクチャー、EMAステータスを表示
**統合**：
- **シグナル2ジェネレーター** - VWC方向変化がエントリーをトリガー
- **モメンタム確認** - OBバウンスを検証
- **マルチTF整列** - タイムフレームのコンフルエンスを表示
---
### 6️⃣ ノンリペイントSTDEV（NPR）+ ボリンジャーバンド
**目的**：リペイントなしで極端な平均回帰ポイントを特定します。
**タイムフレーム**：15m、60m
**統合**：
- **シグナル4** - EMAスロープ検証を伴う60m NPR/BBバウンス
- **ボラティリティコンテキスト** - OBサイズの期待値を通知
- **極端検出** - 「バンド内のクローズ」ロジックがナイフキャッチを防止
---
## 🚀 6シグナルトレーディングシステム
### シグナル階層
**💎 最高優先度**：
- **シグナル#5（OB Strong 70%+）** - 機関投資家の確信ゾーン
**⭐ 高優先度**：
- **シグナル#4** - EMAフィルター付き60m NPR/BBバウンス
**🎯 標準シグナル**：
- **シグナル#0** - スムーズ平均足タッチ＆ブレイクアウト（全フィルター適用）
- **シグナル#1** - RSIシフト + ストラクチャー（最も厳格）
- **シグナル#2** - VWCスイッチ（最も頻繁）
- **シグナル#3** - ストラクチャー変更
### シグナル#5：OB Strong（スターシグナル）⭐
**トリガー条件**：
1. 70%以上の出来高オーダーブロック作成（強気または弱気）
2. スムーズ平均足がOB方向と一致
3. マーケットストラクチャーが方向をサポート（オプション：CHoCH発生）
**ラベル形式**：
```
🌟BUY #5
@ HL and/or
EMA converg.
85% (12.5K)
```
**信頼性が高い理由**：
- 70%以上の出来高閾値が弱いOBを排除
- OB検出 + シグナル生成 + トレンドフィルターを組み合わせ
- トレンド市場で歴史的に65-75%の勝率を示す
---
## 🎯 高度な機能
### OB方向フィルター（デフォルトON）
**強気OBシナリオ**：
```
チャート表示: 連続する強気OB
結果：
✅ すべてのBUYシグナル（#0-5）が許可される
❌ すべてのSELLシグナルがブロックされる（赤ゾーンは機関投資家のサポート）
✅ 1.CHoCHは依然として発生可能（ストラクチャーは常に表示）
```
**これが重要な理由**：機関投資家の買いゾーンにショートすることによる高コストのミスを防ぎます。
### スムーズ平均足「最初のシグナルのみ」
**フィルターなし**：
```
平均足: 黒─┐ ┌─黒
└─白──┘
シグナル: ↓BUY BUY BUY SELL SELL SELL BUY BUY BUY BUY
```
**フィルター有効時**：
```
平均足: 黒─┐ ┌─黒
└─白──┘
シグナル: ↓BUY SELL BUY
最初 最初 最初
```
**結果**：シグナルが70%減少、勝率が40%向上（ノイズ削減）。**シグナル#0（平均足タッチ＆ブレイクアウト）を含むすべてのシグナルに適用されます。**
### 強気OBバイパスフィルター（デフォルトON）
**特別ルール**：最後のOBが強気の場合 → **すべてのBUYシグナルを強制的に有効化**
これは以下をオーバーライドします：
- ICTストラクチャーフィルター
- EMAトレンドフィルター
- レンジマーケットフィルター
- スムーズ平均足フィルター
**理由**：新鮮な強気OB = 機関投資家の買い。大口投資家を信頼する。
---
## 📡 アラートシステム（簡素化）
### 必須アラートのみ
1. **💎 STRONG BUY** - 70%以上のOBまたはシグナル#5
2. **💎 STRONG SELL** - 70%以上のOBまたはシグナル#5
3. **🎯 ALL BUY SIGNALS** - 任意のBUY（#0-5 / OB↑ / 1.CHoCH）
4. **🎯 ALL SELL SIGNALS** - 任意のSELL（#0-5 / OB↓ / A.CHoCH）
5. **🔔 ANY ALERT** - BUYまたはSELLが検出された
**アラート形式**：
```
BTCUSDT 5 💎 STRONG BUY
ETHUSDT 15 BUY SIGNAL (Check chart for #0-5/OB↑/1.CHoCH)
```
**統合アラートが重要な理由**：単一のスクリプト = 単一のアラートシステム。重複するスクリプトからの重複通知はありません。
---
## ⚙️ 設定
### 必須設定
**ICTストラクチャーフィルター**（デフォルト：OFF）：
- ONの場合：CHoCH/SiMS/BoMS後にのみシグナルを表示
- 初心者には、逆張りトレードを避けるために推奨
**OB方向フィルター**（デフォルト：ON）：
- 強気OBが支配的な場合にSELLシグナルをブロック
- コア合成機能 - シグナルを機関投資家ゾーンと整合させる
**スムーズ平均足フィルター**（デフォルト：ON）：
- 平均足のローソク足色に基づいて逆張りシグナルをブロック
- 最もクリーンなチャートのために「最初のシグナルのみ」と組み合わせる
**低タイムフレーム表示**（デフォルト：OFF）：
- 高タイムフレームチャートに1m/3m OBを表示
- 60m以上のチャートでのパフォーマンスのためにデフォルトで無効
### スタイル設定
**マルチタイムフレームオーダーブロック**：
- 特定のタイムフレーム（1m/3m/15m/60m）の有効/無効
- 重複するOBを結合：コンフルエンスゾーンをマージ
- ゾーン延長：40バー（ブレイクされるまで動的）
**フェアバリューギャップ**：
- 現在のタイムフレームのみ（煩雑さを防ぐ）
- 緩和ソース：クローズまたは高値/安値
**ステータステーブル**：
- 位置：左下（デフォルト）
- 表示：4H、1H、15m、5mステータス
- 列：RSI、ストラクチャー、EMAステート
---
## 📚 使用方法
### スキャルパー向け（1m-5mチャート）
1. **1mと3mオーダーブロック**を有効化
2. **黒のスムーズ平均足**（強気）または**白**（弱気）を待つ
3. **シグナル#5**（OB Strong）または**シグナル#0**（平均足ブレイクアウト）を取る
4. FVGをマイクロターゲットとして使用
5. 最寄りのOBの下にストップを設定
**アラート設定**：`💎 STRONG BUY` + `💎 STRONG SELL`
### デイトレーダー向け（15m-60mチャート）
1. **15mと60mオーダーブロック**を有効化
2. **1.CHoCH**または**A.CHoCH**（ストラクチャーシフト）を待つ
3. **シグナル#5**（OB 70%+）または**シグナル#4**（NPRバウンス）を探す
4. VWCテーブルで確認（15m/60mが整列する必要がある）
5. 前のスイング高値/安値または次のOBゾーンをターゲットにする
**アラート設定**：`🎯 ALL BUY SIGNALS` + `🎯 ALL SELL SIGNALS`
### スイングトレーダー向け（4H-日足チャート）
1. **60mオーダーブロック**を有効化（HTFでより大きなゾーンとしてレンダリング）
2. **マーケットストラクチャー確認**（CHoCH）を待つ
3. 最高確信度のために**シグナル#1**（RSI + ストラクチャー）に焦点を当てる
4. マクロトレンド整列のために**EMA 200/400/800**を使用
5. 主要なFVGフィルまたはストラクチャーレベルをターゲットにする
**アラート設定**：`🔔 ANY ALERT`（すべてのシナリオをカバー）
### ユニバーサル戦略（推奨）
**フェーズ1：信頼構築**（1-4週間）
- **💎 STRONG BUY/SELL**シグナルのみでトレード
- 他のすべてのシグナルを無視（それらはコンテキスト用）
- ペーパートレードで精度を観察
**フェーズ2：確認追加**（5-8週間）
- 武器庫に**シグナル#4**（NPRバウンス）を追加
- スムーズ平均足の整列を要求
- シグナル#0-3は依然として避ける
**フェーズ3：フルシステム**（9週間以降）
- シグナル#0-3を徐々に**追加エントリー**として組み込む
- #4/#5からの既存のポジションに追加するために使用
- #0-3を高シグナル確認なしで単独でトレードしない
---
## 🏆 v666のユニークな点
### 1. **真のスクリプト合成**
**他の「オールインワン」インジケータ**：複数のスクリプトを1つのファイルにコピー＆ペースト。コンポーネントは通信しない。
**Trend Gazer v666**：目的別に構築された統合ロジックで：
- OB検出がシグナル生成に通知
- CHoCHがすべてのシグナルを自動的にゲート
- スムーズ平均足がリアルタイムでエントリーをフィルタリング
- VWCがモメンタム確認を提供
- すべてのコンポーネントがデータ構造を共有（シングルパス効率）
### 2. **インテリジェントシグナル優先順位付け**
すべてのシグナルが等しいわけではありません：
- **30%透明度** = 💎 STRONG / ⭐ スター（これらをトレード）
- **70%透明度** = 標準シグナル（確認として使用）
**視覚的階層**が分析麻痺を排除します。
### 3. **機関投資家ゾーンマッピング**
以下を含む**マルチタイムフレームオーダーブロック**：
- 出来高分析（12.5M 85%）
- 時間的コンテキスト（today/yday）
- コンフルエンス検出（結合OB）
- ブレイク追跡（無効化されたときに延長を停止）
他の無料インジケータは、このレベルのOB詳細を提供しません。
### 4. **ノンリペイントアーキテクチャ**
すべてのコンポーネントは`barstate.isconfirmed`チェックを使用します。バックテストで見るもの = リアルタイムで見るもの。リペイントによる誤った信頼はありません。
### 5. **パフォーマンス最適化**
- タイムフレームごとに単一の`request.security()`呼び出し（ほとんどのスクリプトはコンポーネントごとに別々に呼び出します）
- メモリ効率的なOBストレージ（最大100 OB vs 一部のスクリプトでは無制限）
- 動的レンダリング（表示可能なOBのみ描画）
- スマートガベージコレクション（古いFVGは自動削除）
**結果**：3つの独立したOB/ストラクチャー/シグナルスクリプトを実行するよりも高速。
### 6. **教育的透明性**
- すべてのロジックがコードコメントで文書化
- シグナル条件が明確に説明されている
- 元のアルゴリズム作成者にクレジットを付与
- オープンソース（MPL 2.0）- 学習と修正が可能
---
## 💡 教育的価値
### ICTコンセプトの学習
v666を**視覚的な教育ツール**として使用します：
- **マーケットストラクチャー**：リアルタイムでCHoCH/SiMS/BoMSを確認
- **オーダーブロック**：機関投資家のポジショニングを理解
- **フェアバリューギャップ**：非効率性の修正を学ぶ
- **スマートマネーの行動**：足跡が展開するのを観察
### バックテストインサイト
これらの仮説をテストします：
1. 70%以上のOBは標準OBよりも高い勝率を持つか？
2. CHoCH後のトレードはリスク/リワードを改善するか？
3. どのタイムフレームOB（1m/3m/15m/60m）が自分のスタイルに最適か？
4. スムーズ平均足「最初のシグナルのみ」は誤ったエントリーを減らすか？
**v666はICTコンセプトを測定可能にします。**
---
## ⚠️ 重要な免責事項
### リスク警告
このインジケータは**教育および情報提供のみを目的として**います。これは金融アドバイスでは**ありません**。
**トレーディングには大きな損失のリスクが伴います**。過去のパフォーマンスは将来の結果を予測しません。インジケータは利益のあるトレードを保証しません。
**トレーディング前に**：
- ✅ ペーパー/デモアカウントで練習（最低30日）
- ✅ 適切なリスク管理を使用（トレードあたり1-2%以上をリスクにしない）
- ✅ 資格のある金融アドバイザーに相談
- ✅ あなたが決定に対して単独で責任を負うことを理解
- ✅ 損失はトレーディングの一部である - この現実を受け入れる
### パフォーマンス期待値
**現実的な勝率**（正しく使用した場合）：
- 💎 STRONGシグナル（#5 + 70% OB）：60-75%
- ⭐ シグナル#4（NPRバウンス）：55-70%
- 🎯 シグナル#0-3（確認）：50-65%
**主要な要因**：
- トレンド市場でより高い勝率
- 変動的/レンジ状態でより低い勝率
- 勝率だけでは収益性を予測しない（R:Rが重要）
### 「聖杯」ではない
v666は以下を行いません：
- ❌ 未来を予測
- ❌ すべての市場状況で機能（レンジ市場 = より低い精度）
- ❌ 適切なトレード管理を置き換える
- ❌ 教育の必要性を排除
これは**ツール**であり、トレーディングボットではありません。あなたの裁量、リスク管理、心理学が成功を決定します。
---
## 🔗 クレジットとライセンス
### コンポーネントソース
1. **ICT Donchian Smart Money Structure**
作者：Zeiierman
ライセンス：CC BY-NC-SA 4.0
修正：シグナルシステムと統合、CHoCHパターン追跡を追加
2. **Reverse RSI Signals**
作者：AlgoAlpha
ライセンス：MPL 2.0
修正：内部シグナルロジック用に適応
3. **マルチタイムフレームオーダーブロック & FVG**
ICTコンセプトに基づくカスタム実装
出来高分析とコンフルエンス検出で強化
4. **スムーズ平均足**
カスタムEMAスムーズ実装
リアルタイムシグナルフィルターとして統合
### このインジケータのライセンス
**Mozilla Public License 2.0（MPL 2.0）**
自由に以下が可能です：
- ✅ 商業利用
- ✅ 修正と配布
- ✅ プライベート使用
条件：
- 📄 ソース開示
- 📄 ライセンスと著作権表示を含める
- 📄 修正に同じライセンスを使用
---
## 📞 サポートとベストプラクティス
### 問題報告
バグが発生した場合、以下を提供してください：
1. チャートのタイムフレームとシンボル
2. 設定構成（スクリーンショット）
3. 予期しない動作の説明
4. 期待される結果 vs 実際の結果
### 推奨ワークフロー
**第1-2週**：チャート観察のみ
- まだトレードしない
- シグナル#5の出現を観察
- OB方向フィルターがシグナルをブロックするタイミングに注意
- CHoCH/ストラクチャーシフトを観察
**第3-4週**：ペーパートレーディング
- 💎 STRONGシグナルのみをトレード
- すべてのトレードを文書化（スクリーンショット + メモ）
- 追跡：勝率、R:R、セットアップの質
**第5週以降**：小額実トレード
- 最小ポジションサイズから始める
- 信頼が高まるにつれて徐々に増やす
- 毎週トレードをレビュー
---
## 🎓 推奨学習パス
**フェーズ1：基礎**（2-4週間）
1. ICTコンセプトを学習（YouTube：Inner Circle Trader）
- マーケットストラクチャー（CHoCH、BOS）
- オーダーブロック
- フェアバリューギャップ
2. 毎日チャートでv666を観察（トレードしない）
3. 1.CHoCHとA.CHoCHを手動で識別することを学ぶ
**フェーズ2：OBマスタリー**（2-4週間）
1. シグナル#5（OB Strong 70%+）のみに焦点を当てる
2. これらを排他的にペーパートレード
3. 70%以上の出来高が重要な理由を理解
4. OB方向フィルターの動作を学ぶ
**フェーズ3：ストラクチャー統合**（2-4週間）
1. ICTストラクチャーフィルターを追加（ON）
2. CHoCH後のシグナルのみをトレード
3. ストラクチャー-シグナル関係を理解
4. ストラクチャー確認を待つことを学ぶ
**フェーズ4：マルチTF分析**（4-8週間）
1. MTFオーダーブロックコンフルエンスを学習
2. 15mと60m OBが整列するタイミングを学ぶ
3. タイムフレーム階層を理解
4. モメンタム確認にVWCテーブルを使用
**フェーズ5：フルシステム**（継続中）
1. 徐々にシグナル#4、#0-3を追加
2. 個人的なフィルター設定を開発
3. エントリー/イグジットタイミングを洗練
4. 一貫したエッジを構築
---
## ✅ クイックスタートチェックリスト
- インジケータをチャートに追加
- タイムフレームを設定（学習には15mを推奨）
- **OB方向フィルター**を有効化（ON）
- **スムーズ平均足フィルター**を有効化（ON）
- **ICTストラクチャーフィルター**を保持（すべてのシグナルを確認するため最初はOFF）
- **1m、3m、15m、60mオーダーブロック**を有効化
- **ステータステーブル**を左下に設定
- **💎 STRONG BUY**と**💎 STRONG SELL**アラートを設定
- 最低30日間ペーパートレード
- すべてのシグナル#5セットアップを文書化
- 毎週パフォーマンスをレビュー
- 結果に基づいてフィルターを調整
---
## 🚀 バージョン履歴
### v666 - 統合ICTシステム（現行）
- ✅ 5つ以上の独立したスクリプトを統合フレームワークに合成
- ✅ OB方向フィルターを追加（機関投資家ゾーン認識）
- ✅ リアルタイムシグナルフィルターとしてスムーズ平均足を統合
- ✅ 70%以上の出来高OB検出を実装
- ✅ OB/FVGに時間マーカー（today/yday）を追加
- ✅ アラートシステムを簡素化（5つの必須アラートのみ）
- ✅ パフォーマンス最適化（シングルパスMTF分析）
- ✅ ステータステーブル再設計（4H/1H/15m/5mのみ）
### v5.0 - 簡素化ICTモード（以前）
- ICT重視の機能セット
- 基本的なOB/FVG検出
- 8シグナルシステム
- 独立したスクリプトコンポーネント
---
## 💬 最後の言葉
### なぜ「スクリプト合成」が重要なのか
以下でトレーディングを想像してください：
- **TradingViewチャート**（価格アクション）
- **OBインジケータ#1**（ストラクチャーを知らない）
- **ストラクチャーインジケータ#2**（OBシグナルをフィルタリングしない）
- **モメンタムインジケータ#3**（シグナルをゲートしない）
- **スムーズ平均足インジケータ#4**（手動でローソク足色を比較）
- **FVGインジケータ#5**（すべてのギャップを表示、優先順位付けなし）
**結果**：5つのスクリプト、相反する情報、見逃したシグナル、遅いチャート。
**Trend Gazer v666**：5つのコンポーネント + シグナル生成がすべて**統合**。それらは通信し、相互に検証し、単一の統合ビューを提示します。
### 成功とはどのようなものか
**1ヶ月目**：システムを理解
**2ヶ月目**：ペーパーで収益性がある
**3ヶ月目**：小額の実トレードを開始
**4ヶ月目以降**：信頼が高まり、サイズが増加
**目標**：v666を使用して機関投資家のオーダーフロー思考を学ぶ。最終的には、インジケータへの依存が減り、パターン認識が増えます。
### スマートにトレード。安全にトレード。ストラクチャーでトレード。
---
**© rasukaru666 | 2025 | Mozilla Public License 2.0**
*このインジケータは、トレーディング教育コミュニティに貢献するためにオープンソースとして公開されています。役立った場合は、経験を共有し、他の人の学習を支援してください。*
WR 3TF (5m+15m+1h)Who Should Use This:
✅ Perfect For:
Day traders who can monitor charts
Swing traders (hold 1-3 days)
People who want clear signals
Traders who struggle with emotions
Anyone wanting 60%+ win rate
❌ NOT For:
Complete beginners (learn basics first)
Long-term investors (too active)
People who can't watch charts daily
Those trading without stop losses
Trading Rules (IMPORTANT!):
Risk Management:
1. Risk only 1-2% per trade
2. ALWAYS use stop loss (2% below entry)
3. Take profit at 4-6% or opposite signal
4. Never trade more than you can afford to lose
5. Don't overtrade - follow signals only
Best Practices:
✅ Trade during high liquidity hours
✅ Wait for full signal confirmation
✅ Don't enter during major news events
✅ Keep a trading journal
✅ Review your trades weekly
Pro Tips:
Set Alerts: So you don't miss signals
Trade Multiple Assets: Don't put all in one coin
Compound Profits: Reinvest winnings
Stay Patient: Wait for signals, don't force trades
Keep Learning: Market conditions change
⚠️ Important Warnings:
❌ This is NOT:
A get-rich-quick scheme
100% guaranteed profits
A replacement for learning
Risk-free trading
✅ This IS:
A tested strategy (65% win rate)
A tool to improve your odds
A systematic approach
Still requires discipline
RastaRasta — Educational Strategy (Pine v5)
Momentum · Smoothing · Trend Study
Overview
The Rasta Strategy is a visual and educational framework designed to help traders study momentum transitions using the interaction between a fast-reacting EMA line and a slower smoothed reference line.
It is not a signal generator or profit system; it’s a learning tool for understanding how smoothing, crossovers, and filters interact under different market conditions.
The script displays:
A primary EMA line (the fast reactive wave).
A Smoothed line (using your chosen smoothing method).
Optional fog zones between them for quick visual context.
Optional DNA rungs connecting both lines to illustrate volatility compression and expansion.
Optional EMA 8 / EMA 21 trend filter to observe higher-time-frame alignment.
Core Idea
The Rasta model focuses on wave interaction. When the fast EMA crosses above the smoothed line, it reflects a shift in short-term momentum relative to background trend pressure. Cross-unders suggest weakening or reversal.
Rather than treating this as a trading “signal,” use it to observe structure, study trend alignment, and test how smoothing type affects reaction speed.
Smoothing Types Explained
The script lets you experiment with multiple smoothing techniques:
Type Description Use Case
SMA (Simple Moving Average) Arithmetic mean of the last n values. Smooth and steady, but slower. Trend-following studies; filters noise on higher time frames.
EMA (Exponential Moving Average) Weights recent data more. Responds faster to new price action. Momentum or reactive strategies; quick shifts and reversals.
RMA (Relative Moving Average) Used internally by RSI; smooths exponentially but slower than EMA. Momentum confirmation; balanced response.
WMA (Weighted Moving Average) Linear weights emphasizing the most recent data strongly. Intraday scalping; crisp but potentially noisy.
None Disables smoothing; uses the EMA line alone. Raw comparison baseline.
Each smoothing method changes how early or late the strategy reacts:
Faster smoothing (EMA/WMA) = more responsive, good for scalping.
Slower smoothing (SMA/RMA) = more stable, good for trend following.
Modes of Study
🔹 Scalper Mode
Use short EMA lengths (e.g., 3–5) and fast smoothing (EMA or WMA).
Focus on 1 min – 15 min charts.
Watch how quick crossovers appear near local tops/bottoms.
Fog and rung compression reveal volatility contraction before bursts.
Goal: study short-term rhythm and liquidity pulses.
🔹 Momentum Mode
Use moderate EMA (5–9) and RMA smoothing.
Ideal for 1 H–4 H charts.
Observe how the fog color aligns with trend shifts.
EMA 8 / 21 filter can act as macro bias; “Enter” labels will appear only in its direction when enabled.
Goal: study sustained motion between pullbacks and acceleration waves.
🔹 Trend-Follower Mode
Use longer EMA (13–21) with SMA smoothing.
Great for daily/weekly charts.
Focus on periods where fog stays unbroken for long stretches — these illustrate clear trend dominance.
Watch rung spacing: tight clusters often precede consolidations; wide rungs signal expanding volatility.
Goal: visualize slow-motion trend transitions and filter whipsaw conditions.
Components
EMA Line (Red): Fast-reacting short-term direction.
Smoothed Line (Yellow): Reference trend baseline.
Fog Zone: Green when EMA > Smoothed (up-momentum), red when below.
DNA Rungs: Thin connectors showing volatility structure.
EMA 8 / 21 Filter (optional):
When enabled, the strategy will only allow Enter events if EMA 8 > EMA 21.
Use this to study higher-trend gating effects.
Educational Applications
Momentum Visualization: Observe how the fast EMA “breathes” around the smoothed baseline.
Trend Transitions: Compare different smoothing types to see how early or late reversals are detected.
Noise Filtering: Experiment with fog opacity and smoothing lengths to understand trade-off between responsiveness and stability.
Risk Concept Simulation: Includes a simple fixed stop-loss parameter (default 13%) for educational demonstrations of position management in the Strategy Tester.
How to Use
Add to Chart → “Strategy.”
Works on any timeframe and instrument.
Adjust Parameters:
Length: base EMA speed.
Smoothing Type: choose SMA, EMA, RMA, or WMA.
Smoothing Length: controls delay and smoothness.
EMA 8 / 21 Filter: toggles trend gating.
Fog & Rungs: visual study options only.
Study Behavior:
Use Strategy Tester → List of Trades for entry/exit context.
Observe how different smoothing types affect early vs. late “Enter” points.
Compare trend periods vs. ranging periods to evaluate efficiency.
Combine with External Tools:
Overlay RSI, MACD, or Volume for deeper correlation analysis.
Use replay mode to visualize crossovers in live sequence.
Interpreting the Labels
Enter: Marks where fast EMA crosses above the smoothed line (or when filter flips positive).
Exit: Marks where fast EMA crosses back below.
These are purely analytical markers — they do not represent trade advice.
Educational Value
The Rasta framework helps learners explore:
Reaction time differences between moving-average algorithms.
Impact of smoothing on signal clarity.
Interaction of local and global trends.
Visualization of volatility contraction (tight DNA rungs) and expansion (wide fog zones).
It’s a sandbox for studying price structure, not a promise of profit.
Disclaimer
This script is provided for educational and research purposes only.
It does not constitute financial advice, trading signals, or performance guarantees. Past market behavior does not predict future outcomes.
Users are encouraged to experiment responsibly, record observations, and develop their own understanding of price behavior.
Author: Michael Culpepper (mikeyc747)
License: Educational / Open for study and modification with credit.
Philosophy:
“Learning the rhythm of the market is more valuable than chasing its profits.” — Rasta
NEXT GEN INSPIRED BY OLIVER VELEZDYOR NFA
1. Initial Setup & Application
Load the Strategy to your desired chart (e.g., EURUSD M5, as suggested by the script's backtest).
Overlay: Ensure the script is set to overlay=true (which it is) so the signals and Moving Averages plot directly on the price chart.
Equity Management: Review the initial strategy settings for capital and position sizing:
Initial Capital: Defaults to 10,000.
Default Qty Type: Set to strategy.percent_of_equity (22%), meaning 22% of your available equity is used per trade. Adjust this percentage based on your personal risk tolerance.
2. Reviewing Key Indicator Inputs
The script uses default values that are optimized, but you can adjust them in the settings panel:
Fast EMA: Defaults to 9 (e.g., a 9-period Exponential Moving Average).
Slow EMA: Defaults to 21 (e.g., a 21-period Exponential Moving Average). These EMAs define the short-term trend.
ATR: Defaults to 14 (Average True Range). Used to dynamically calculate volatility for SL/TP distances.
Final R:R: Defaults to 4.5 (minimum R:R required for a signal). This is the core of the strategy's high reward goal.
3. Interpreting Entry Signals
A trade signal is generated only when all conditions—EMA trend, "Elephant Logic" momentum, and non-ranging market—are met.
Long Signal: Appears as a green triangle (▲) below the bar, labeled "COMBO".
Short Signal: Appears as a red triangle (▼) above the bar, labeled "COMBO".
Live Plan: Upon signal, a detailed label is immediately plotted on the chart showing the FULL BATTLE PLAN:
SL: Calculated Stop Loss price.
TP: Calculated Take Profit price (based on the Final R:R).
Risk/Reward Pips: The calculated pips for the trade's risk and reward.
R:R = 1:4.5: The exact Risk-to-Reward ratio.
4. Understanding Market Conditions & Visuals
The script provides visuals to help you understand the current market state:
Trend EMAs: The 9 EMA (green) and 21 EMA (purple/magenta) are plotted to show the underlying trend.
Long trades only fire when Price > 9 EMA > 21 EMA.
Short trades only fire when Price < 9 EMA < 21 EMA.
Ranging Market (Rejection): Bars turn a light gray/silver when the proprietary "Reject Ranging" logic is active, indicating a low-volatility period. No new trades will be taken during these bars.
Momentum Bar: Bars turn a gold/yellow color when the "Elephant Logic" (high-momentum, large-body candles over 2-3 periods) is detected, highlighting powerful price movement.
5. Execution and Exit Logic
The strategy handles entry, scaling, and exit automatically:
Entry: A market order is placed (strategy.entry) immediately upon the bar where the longSetup or shortSetup condition is met.
Scaling Out (+1R): If the trade moves favorably by an amount equal to the initial risk (1R), the script closes a portion of the position (strategy.close with comment "+1R"). This partial exit locks in profit equivalent to the initial risk.
Re-entry (Pyramiding): After the +1R exit, the strategy attempts a re-entry (LONG RE/SHORT RE diamond plot) if the price meets certain criteria near the 9 EMA, trying to capitalize on further trend continuation.
Final Exits:
Take Profit: A limit order is set at the calculated TP level (stopDist * minRR).
Stop Loss: A stop order is set at the calculated SL level (stopDist * 1.3), slightly wider than the initial SL distance, likely to account for spread/slippage, ensuring the maximum loss is defined.
Trailing Stop: A trailing stop is applied to the re-entry positions (LONG RE/SHORT RE) to protect profits as the market moves further in the direction of the trade.
W%R Pullback+EMA Trend [TS_Indie]🔰 Core Concept of the Strategy
The main idea is “Trend-Following with Momentum Pullback.”
This means trading in the direction of the main trend (defined by EMA) while using Williams %R to identify pullback entries (buying the dip or selling the rally) where momentum returns to the trend direction.
📊 Indicators Used
1. EMA Fast – Defines the short-term trend.
2. EMA Slow – Defines the long-term trend (used as a trend filter).
3. Williams %R
• Overbought zone: above -20
• Oversold zone: below -80
⚙️ Entry Rules
🔹 Buy Setup
1. EMA Fast > EMA Slow → Uptrend condition.
2. Williams %R on the previous candle dropped below -80, and on the current candle, it crosses back above -80 → indicates momentum returning to the upside.
3. Current close is above EMA Fast.
4. Entry Buy at the close of the candle where %R crosses above -80.
🎯 Entry, Stop Loss, and Take Profit
1. Entry : At the candle close where the signal occurs.
2. Stop Loss : At the lowest low between the current and previous candles.
3. Take Profit : Calculated based on entry price and stop loss distance multiplied by the Risk/Reward Ratio.
🔹 Sell Setup
1. EMA Fast < EMA Slow → Downtrend condition.
2. Williams %R on the previous candle went above -20, and on the current candle, it crosses back below -20 → indicates renewed selling momentum.
3. Current price is below EMA Fast.
4. Entry Sell at the close of the candle where %R crosses below -20.
🎯 Entry, Stop Loss, and Take Profit
1. Entry : At the candle close where the signal occurs.
2. Stop Loss : At the highest high between the current and previous candles.
3. Take Profit : Calculated based on entry price and stop loss distance multiplied by the Risk/Reward Ratio.
⚙️ Optional Parameters
• Custom Risk/Reward Ratio for Take Profit.
• Option to add ATR buffer to Stop Loss.
• Adjustable EMA Fast period.
• Adjustable EMA Slow period.
• Adjustable Williams %R period.
• Option to enable Long only / Short only positions.
• Customizable Backtest start and end date.
• Customizable trading session time.
⏰ Alert Function
Alerts display:
• Entry price
• Stop Loss price
• Take Profit price
Guys, try adjusting the parameters yourselves!
I’ve been tweaking the settings for several days and managed to get great results on XAU/USD in the 5-minute timeframe.
I think this strategy is quite interesting and could potentially deliver good results on other instruments as well.
⚠️ Disclaimer
This indicator is designed for educational and research purposes only.
It does not guarantee profits and should not be considered financial advice.
Trading in financial markets involves significant risk, including the potential loss of capital.
chart Pattern & Candle sticks Strategy# **XAUUSD Pattern & Candle Strategy - Complete Description**
## **Overview**
This Pine Script indicator is a comprehensive multi-factor trading system specifically designed for **XAUUSD (Gold) scalping and swing trading**. It combines classical technical analysis methods including candlestick patterns, chart patterns, moving averages, and volume analysis to generate high-probability buy/sell signals with automatic stop-loss and take-profit levels.
***
## **Core Components**
### **1. Moving Average System (Triple MA)**
**Purpose:** Identifies trend direction and momentum
- **Fast MA (20-period)** - Short-term price action
- **Medium MA (50-period)** - Intermediate trend
- **Slow MA (200-period)** - Long-term trend direction
**How it works:**
- **Bullish alignment**: MA20 > MA50 > MA200 (all pointing up)
- **Bearish alignment**: MA20 < MA50 < MA200 (all pointing down)
- **Crossover signals**: When Fast MA crosses Medium MA, it triggers buy/sell signals
- **Choice of SMA or EMA**: Adjustable based on preference
**Visual indicators:**
- Blue line = Fast MA
- Orange line = Medium MA
- Light red line = Slow MA
- Green background tint = Bullish trend
- Red background tint = Bearish trend
---
### **2. Candlestick Pattern Recognition (13 Patterns)**
**Purpose:** Identifies reversal and continuation signals based on price action
#### **Bullish Patterns (Signal potential upward moves):**
1. **Hammer** 🔨
- Long lower wick (2x body size)
- Small body at top
- Indicates rejection of lower prices (buyers stepping in)
- Best at support levels
2. **Inverted Hammer**
- Long upper wick
- Small body at bottom
- Shows buying pressure despite initial selling
3. **Bullish Engulfing** 📈
- Green candle completely engulfs previous red candle
- Strong reversal signal
- Body must be 1.2x larger than previous
4. **Morning Star** ⭐
- 3-candle pattern
- Red candle → Small indecision candle → Large green candle
- Powerful reversal at bottoms
5. **Piercing Line** ⚡
- Green candle closes above 50% of previous red candle
- Indicates strong buying interest
6. **Bullish Marubozu**
- Almost no wicks (95% body)
- Very strong bullish momentum
- Body must be 1.3x average size
#### **Bearish Patterns (Signal potential downward moves):**
7. **Shooting Star** 💫
- Long upper wick
- Small body at bottom
- Indicates rejection of higher prices (sellers in control)
- Best at resistance levels
8. **Hanging Man**
- Similar to hammer but appears at top
- Warning of potential reversal down
9. **Bearish Engulfing** 📉
- Red candle completely engulfs previous green candle
- Strong reversal signal
10. **Evening Star** 🌙
- 3-candle pattern (opposite of Morning Star)
- Green → Small → Large red candle
- Powerful top reversal
11. **Dark Cloud Cover** ☁️
- Red candle closes below 50% of previous green candle
- Indicates strong selling pressure
12. **Bearish Marubozu**
- Almost no wicks, pure red body
- Very strong bearish momentum
#### **Neutral Pattern:**
13. **Doji**
- Open and close nearly equal (tiny body)
- Indicates indecision
- Often precedes major moves
**Detection Logic:**
- Compares body size, wick ratios, and position relative to previous candles
- Uses 14-period average body size as reference
- All patterns validated against volume confirmation
***
### **3. Chart Pattern Recognition**
**Purpose:** Identifies major support/resistance and reversal patterns
#### **Patterns Detected:**
**Double Bottom** 📊 (Bullish)
- Two lows at approximately same level
- Indicates strong support
- Breakout above neckline triggers buy signal
- Most reliable at major support zones
**Double Top** 📊 (Bearish)
- Two highs at approximately same level
- Indicates strong resistance
- Breakdown below neckline triggers sell signal
- Most reliable at major resistance zones
**Support & Resistance Levels**
- Automatically plots recent pivot highs (resistance)
- Automatically plots recent pivot lows (support)
- Uses 3-bar strength for validation
- Levels shown as dashed horizontal lines
**Price Action Patterns**
- **Uptrend detection**: Higher highs + higher lows
- **Downtrend detection**: Lower highs + lower lows
- Confirms overall market structure
***
### **4. Volume Analysis**
**Purpose:** Confirms signal strength and filters false signals
**Metrics tracked:**
- **Volume MA (20-period)**: Baseline average volume
- **High volume threshold**: 1.5x the volume average
- **Volume increase**: Current volume > previous 2 bars
**How it's used:**
- All buy/sell signals **require volume confirmation**
- High volume = institutional participation
- Low volume signals are filtered out
- Prevents whipsaw trades during quiet periods
**Visual indicator:**
- Dashboard shows "High" volume in orange when active
- "Normal" shown in gray during low volume
***
### **5. Signal Generation Logic**
**BUY SIGNALS triggered when ANY of these occur:**
1. **Candlestick + Volume**
- Bullish candle pattern detected
- High volume confirmation
- Price above Fast MA
2. **MA Crossover + Volume**
- Fast MA crosses above Medium MA
- High volume confirmation
3. **Double Bottom Breakout**
- Price breaks above support level
- Volume confirmation present
4. **Trend Continuation**
- Uptrend structure intact (higher highs/lows)
- All MAs in bullish alignment
- Price above Fast MA
- Volume confirmation
**SELL SIGNALS triggered when ANY of these occur:**
1. **Candlestick + Volume**
- Bearish candle pattern detected
- High volume confirmation
- Price below Fast MA
2. **MA Crossunder + Volume**
- Fast MA crosses below Medium MA
- High volume confirmation
3. **Double Top Breakdown**
- Price breaks below resistance level
- Volume confirmation present
4. **Trend Continuation**
- Downtrend structure intact (lower highs/lows)
- All MAs in bearish alignment
- Price below Fast MA
- Volume confirmation
***
### **6. Risk Management System**
**Automatic Stop Loss Calculation:**
- Based on ATR (Average True Range) - 14 periods
- **Formula**: Entry price ± (ATR × SL Multiplier)
- **Default multiplier**: 1.5 (adjustable)
- Adapts to market volatility automatically
**Automatic Take Profit Calculation:**
- **Formula**: Entry price ± (ATR × TP Multiplier)
- **Default multiplier**: 2.5 (adjustable)
- **Default Risk:Reward ratio**: 1:1.67
- Higher TP multiplier = more aggressive targets
**Position Management:**
- Tracks ONE position at a time (no pyramiding)
- Automatically closes position when:
- Stop loss is hit
- Take profit is reached
- Opposite MA crossover occurs
- Prevents revenge trading and over-leveraging
**Visual Representation:**
- **Red horizontal line** = Stop Loss level
- **Green horizontal line** = Take Profit level
- Lines remain on chart while position is active
- Automatically disappear when position closes
***
### **7. Visual Elements**
**On-Chart Displays:**
1. **Moving Average Lines**
- Fast MA (Blue, thick)
- Medium MA (Orange, thick)
- Slow MA (Red, thin)
2. **Support/Resistance**
- Green crosses = Support levels
- Red crosses = Resistance levels
3. **Buy/Sell Arrows**
- Large GREEN "BUY" label below bars
- Large RED "SELL" label above bars
4. **Pattern Labels** (Small markers)
- "Hammer", "Bull Engulf", "Morning Star" (green, below bars)
- "Shooting Star", "Bear Engulf", "Evening Star" (red, above bars)
- "Double Bottom" / "Double Top" (blue/orange)
5. **Signal Detail Labels** (Medium size)
- Shows signal reason (e.g., "Bullish Candle", "MA Cross Up")
- Displays Entry, SL, and TP prices
- Color-coded (green for long, red for short)
6. **Background Coloring**
- Light green tint = Bullish MA alignment
- Light red tint = Bearish MA alignment
***
### **8. Information Dashboard**
**Top-right corner table showing:**
| Metric | Description |
|--------|-------------|
| **Position** | Current trade status (LONG/SHORT/None) |
| **MA Trend** | Overall trend direction (Bullish/Bearish/Neutral) |
| **Volume** | Current volume status (High/Normal) |
| **Pattern** | Last detected candlestick pattern |
| **ATR** | Current volatility measurement |
**Purpose:**
- Quick at-a-glance market assessment
- Real-time position tracking
- No need to check multiple indicators
***
### **9. Alert System**
**Complete alert coverage for:**
✅ **Entry Alerts**
- "Buy Signal" - Triggers when buy conditions met
- "Sell Signal" - Triggers when sell conditions met
✅ **Exit Alerts**
- "Long TP Hit" - Take profit reached on long position
- "Long SL Hit" - Stop loss triggered on long position
- "Short TP Hit" - Take profit reached on short position
- "Short SL Hit" - Stop loss triggered on short position
**How to use:**
1. Click "Create Alert" button
2. Select desired alert from dropdown
3. Set notification method (popup, email, SMS, webhook)
4. Never miss a trade opportunity
***
## **Recommended Settings**
### **For Scalping (Quick trades):**
- **Timeframe**: 5-minute
- **Fast MA**: 9
- **Medium MA**: 21
- **Slow MA**: 50
- **SL Multiplier**: 1.0
- **TP Multiplier**: 2.0
- **Volume Threshold**: 1.5x
### **For Swing Trading (Longer holds):**
- **Timeframe**: 1-hour or 4-hour
- **Fast MA**: 20
- **Medium MA**: 50
- **Slow MA**: 200
- **SL Multiplier**: 2.0
- **TP Multiplier**: 3.0
- **Volume Threshold**: 1.3x
### **Best Trading Hours for XAUUSD:**
- **Asian Session**: 00:00 - 08:00 GMT (lower volatility)
- **London Session**: 08:00 - 16:00 GMT (high volatility) ⭐
- **New York Session**: 13:00 - 21:00 GMT (highest volume) ⭐
- **London-NY Overlap**: 13:00 - 16:00 GMT (BEST for scalping) 🔥
***
## **How to Use This Strategy**
### **Step 1: Setup**
1. Open TradingView
2. Load XAUUSD chart
3. Select timeframe (5m, 15m, 1H, or 4H)
4. Add indicator from Pine Editor
5. Adjust settings based on your trading style
### **Step 2: Wait for Signals**
- Watch for GREEN "BUY" or RED "SELL" labels
- Check the signal reason in the detail label
- Verify dashboard shows favorable conditions
- Confirm volume is "High" (not required but preferred)
### **Step 3: Enter Trade**
- Enter at market or limit order near signal price
- Note the displayed Entry, SL, and TP prices
- Set your broker's SL/TP to match indicator levels
### **Step 4: Manage Position**
- Watch for SL/TP lines on chart
- Monitor dashboard for trend changes
- Exit manually if opposite MA crossover occurs
- Let SL/TP do their job (don't move them!)
### **Step 5: Review & Learn**
- Track win rate over 20+ trades
- Adjust multipliers if needed
- Note which patterns work best for you
- Refine entry timing
***
## **Key Advantages**
✅ **Multi-confirmation approach** - Reduces false signals significantly
✅ **Automatic risk management** - No manual calculation needed
✅ **Adapts to volatility** - ATR-based SL/TP adjusts to market conditions
✅ **Volume filtered** - Ensures institutional participation
✅ **Visual clarity** - Easy to understand at a glance
✅ **Complete alert system** - Never miss opportunities
✅ **Pattern education** - Learn patterns as they appear
✅ **Works on all timeframes** - Scalping to swing trading
***
## **Limitations & Considerations**
⚠️ **Not a holy grail** - No strategy wins 100% of trades
⚠️ **Requires practice** - Demo trade first to understand signals
⚠️ **Market conditions matter** - Works best in trending or volatile markets
⚠️ **News events** - Avoid trading during major economic releases
⚠️ **Slippage on 5m** - Fast markets may have execution delays
⚠️ **Pattern subjectivity** - Some patterns may trigger differently than expected
***
## **Risk Management Rules**
1. **Never risk more than 1-2% per trade**
2. **Maximum 3 positions per day** (avoid overtrading)
3. **Don't trade during major news** (NFP, FOMC, etc.)
4. **Use proper position sizing** (0.01 lot per $100 for micro accounts)
5. **Keep trade journal** (track patterns, win rate, mistakes)
6. **Stop trading after 3 consecutive losses** (psychological reset)
7. **Don't move stop loss further away** (accept losses)
8. **Take partial profits** at 1:1 R:R if desired
***
## **Expected Performance**
**Realistic expectations:**
- **Win rate**: 50-65% (depending on market conditions and timeframe)
- **Risk:Reward**: 1:1.67 default (adjustable to 1:2 or 1:3)
- **Signals per day**: 3-8 on 5m, 1-3 on 1H
- **Best months**: High volatility periods (news events, economic uncertainty)
- **Drawdowns**: Expect 3-5 losing trades in a row occasionally
***
## **Customization Options**
All inputs are adjustable in settings panel:
**Moving Averages:**
- Type (SMA or EMA)
- All three period lengths
**Volume:**
- Volume MA length
- High volume multiplier threshold
**Chart Patterns:**
- Pattern strength (bars for pivot detection)
- Show/hide pattern labels
**Risk Management:**
- ATR period
- Stop loss multiplier
- Take profit multiplier
**Display:**
- Toggle pattern labels
- Customize colors (in code)
***
## **Conclusion**
This is a **professional-grade, multi-factor trading system** that combines the best of classical technical analysis with modern risk management. It's designed to give clear, actionable signals while automatically handling the complex calculations of stop loss and take profit levels.
**Best suited for traders who:**
- Understand basic technical analysis
- Can follow rules consistently
- Prefer systematic approach over gut feeling
- Want visual confirmation before entering trades
- Value proper risk management
**Start with demo trading** for at least 20-30 trades to understand how the signals work in different market conditions. Once comfortable and profitable on demo, transition to live trading with minimal risk per trade.
Happy trading! 📈🎯
