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SuperTrend - Custom Screener and Dynamic AlertsTrading View today published a desktop Bad Internet connection indicator ?! which set me thinking… Despite recently introduced Dynamic Alerts many scripts do not leverage the information available for active traders and traders on the GO! So decided to share this script totally ALERT focused on one of the most popular DAY trading indicators. Of course no more BAD internet problem as long your TV APP is configured , you will have enough data for a mental picture of the chart.. The Alerts give you the BAR Close , %percent gain or loss over previous day CLOSE ++ Previous Day High and Low to effectively plan your trade without a chart!(just in case) 2 additions in the way Alerts are delivered over the last script : 1. You get SUMMARY alerts or concatenated alerts by default , however if you uncomment or activate code lines 48 and 55 you will get individual Stock alerts Too! 2. Summary Alerts will come only if there is some Buy or Sell signal NO more empty Alerts! Few useful EXTRAS in the code : 1. Flexible code can convert any indicator to screener or Alert function. 2. You will NOT get Mutable Variable error while converting any indicator to screener as long as the function is in "GLOBAL" scope.. 3. Many Custom Screeners are available but few give OHLC data in output so easily…and very difficult for traders to MODIFY hundreds of lines of code.. 4. For UP or DOWN on SCREEN Stock monitoring copy /paste functions in line 41 and 42 in lieu of CROSS functions in 44 and 51 respectively.. 5. You can also uncomment/activate lines 66 and 67 for labels in monitoring. 6. The default mode of the scripts is set to Alerts! Max Stocks only 20! Finally idea is to help traders to use the great features that TV works so hard to create and constantly improvise. Enjoy Profitable Trading on the Fly !!
Strategi Pine Script®
oleh sharaaU7
9
SuperTrend Strategy This is almost the same strategy that Alex Orekhov (everget) sells to unnoticed newbies... The only thing he added was a tool that analyses the better performance of the indicator, that is the difference from his script, and i dont have it here, what i have is what is freely distributed in many communities... But as i follow him for more than 1 year i saw that theese configs. In more than 95% of the time range betweern 7.2-6.8 with the most common settings the 7-7 So i made a description of each part of the code that i WRITED and is free and i am just using the configs that are public in Alex Orekhov (everget) profile. If it is public the configs he use in his charts and he is not the owner of the code right? Also the code is very easy to find in google in the MQL5 community or in a lot of videos in youtube. He charges $10 for a 4 day trial (LOL) and $100 for this shit. Here is a strategy that has a correlation with 95% of the time of the Profitable Strategy that he sells.
Strategi Pine Script®
oleh FLeite28
13
[LunaOwl] 超級趨勢 (SuperTrend)SuperTrend indicator was developed by Olivier Seban. it shows trend direction. In addition,it provides buy/sell signal. while using super trend indicator, it is better to put stop loss. In fact, you can use the line for stop loss. In addition, you can also trail it as the price move in either direction. wish you a happy trade life. 超級趨勢是奧利維爾．塞班所開發。它可以顯示趨勢和買賣訊號，使用超級趨勢請設置止損單。其實你可以用移動止損線設置。也能價格波動的時候進行追蹤。祝大家交易愉快。 The purpose of publishing Chinese Scripts is to make Pine close to more Chinese user. 發布中文腳本的目的，是希望可以讓 Pine 親近更多中文圈的使用者。
Penunjuk Pine Script®
oleh LunaOwl
9
Multi-Fibonacci Trend Average[FibonacciFlux]Multi-Fibonacci Trend Average (MFTA): An Institutional-Grade Trend Confluence Indicator for Discerning Market Participants My original indicator/Strategy: Engineered for the sophisticated demands of institutional and advanced traders, the Multi-Fibonacci Trend Average (MFTA) indicator represents a paradigm shift in technical analysis. This meticulously crafted tool is designed to furnish high-definition trend signals within the complexities of modern financial markets. Anchored in the rigorous principles of Fibonacci ratios and augmented by advanced averaging methodologies, MFTA delivers a granular perspective on trend dynamics. Its integration of Multi-Timeframe (MTF) filters provides unparalleled signal robustness, empowering strategic decision-making with a heightened degree of confidence. MFTA indicator on BTCUSDT 15min chart with 1min RSI and MACD filters enabled. Note the refined signal generation with reduced noise. MFTA indicator on BTCUSDT 15min chart without MTF filters. While capturing more potential trading opportunities, it also generates a higher frequency of signals, including potential false positives. Core Innovation: Proprietary Fibonacci-Enhanced Supertrend Averaging Engine The MFTA indicator’s core innovation lies in its proprietary implementation of Supertrend analysis, strategically fortified by Fibonacci ratios to construct a truly dynamic volatility envelope. Departing from conventional Supertrend methodologies, MFTA autonomously computes not one, but three distinct Supertrend lines. Each of these lines is uniquely parameterized by a specific Fibonacci factor: 0.618 (Weak), 1.618 (Medium/Golden Ratio), and 2.618 (Strong/Extended Fibonacci). // Fibonacci-based factors for multiple Supertrend calculations factor1 = input.float(0.618, 'Factor 1 (Weak/Fibonacci)', minval=0.01, step=0.01, tooltip='Factor 1 (Weak/Fibonacci)', group="Fibonacci Supertrend") factor2 = input.float(1.618, 'Factor 2 (Medium/Golden Ratio)', minval=0.01, step=0.01, tooltip='Factor 2 (Medium/Golden Ratio)', group="Fibonacci Supertrend") factor3 = input.float(2.618, 'Factor 3 (Strong/Extended Fib)', minval=0.01, step=0.01, tooltip='Factor 3 (Strong/Extended Fib)', group="Fibonacci Supertrend") This multi-faceted architecture adeptly captures a spectrum of market volatility sensitivities, ensuring a comprehensive assessment of prevailing conditions. Subsequently, the indicator algorithmically synthesizes these disparate Supertrend lines through arithmetic averaging. To achieve optimal signal fidelity and mitigate inherent market noise, this composite average is further refined utilizing an Exponential Moving Average (EMA). // Calculate average of the three supertends and a smoothed version superlength = input.int(21, 'Smoothing Length', tooltip='Smoothing Length for Average Supertrend', group="Fibonacci Supertrend") average_trend = (supertrend1 + supertrend2 + supertrend3) / 3 smoothed_trend = ta.ema(average_trend, superlength) The resultant ‘Smoothed Trend’ line emerges as a remarkably responsive yet stable trend demarcation, offering demonstrably superior clarity and precision compared to singular Supertrend implementations, particularly within the turbulent dynamics of high-volatility markets. Elevated Signal Confluence: Integrated Multi-Timeframe (MTF) Validation Suite MFTA transcends the limitations of conventional trend indicators by incorporating an advanced suite of three independent MTF filters: RSI, MACD, and Volume. These filters function as sophisticated validation protocols, rigorously ensuring that only signals exhibiting a confluence of high-probability factors are brought to the forefront. 1. Granular Lower Timeframe RSI Momentum Filter The Relative Strength Index (RSI) filter, computed from a user-defined lower timeframe, furnishes critical momentum-based signal validation. By meticulously monitoring RSI dynamics on an accelerated timeframe, traders gain the capacity to evaluate underlying momentum strength with precision, prior to committing to signal execution on the primary chart timeframe. // --- Lower Timeframe RSI Filter --- ltf_rsi_filter_enable = input.bool(false, title="Enable RSI Filter", group="MTF Filters", tooltip="Use RSI from lower timeframe as a filter") ltf_rsi_timeframe = input.timeframe("1", title="RSI Timeframe", group="MTF Filters", tooltip="Timeframe for RSI calculation") ltf_rsi_length = input.int(14, title="RSI Length", minval=1, group="MTF Filters", tooltip="Length for RSI calculation") ltf_rsi_threshold = input.int(30, title="RSI Threshold", minval=0, maxval=100, group="MTF Filters", tooltip="RSI value threshold for filtering signals") 2. Convergent Lower Timeframe MACD Trend-Momentum Filter The Moving Average Convergence Divergence (MACD) filter, also calculated on a lower timeframe basis, introduces a critical layer of trend-momentum convergence confirmation. The bullish signal configuration rigorously mandates that the MACD line be definitively positioned above the Signal line on the designated lower timeframe. This stringent condition ensures a robust indication of converging momentum that aligns synergistically with the prevailing trend identified on the primary timeframe. // --- Lower Timeframe MACD Filter --- ltf_macd_filter_enable = input.bool(false, title="Enable MACD Filter", group="MTF Filters", tooltip="Use MACD from lower timeframe as a filter") ltf_macd_timeframe = input.timeframe("1", title="MACD Timeframe", group="MTF Filters", tooltip="Timeframe for MACD calculation") ltf_macd_fast_length = input.int(12, title="MACD Fast Length", minval=1, group="MTF Filters", tooltip="Fast EMA length for MACD") ltf_macd_slow_length = input.int(26, title="MACD Slow Length", minval=1, group="MTF Filters", tooltip="Slow EMA length for MACD") ltf_macd_signal_length = input.int(9, title="MACD Signal Length", minval=1, group="MTF Filters", tooltip="Signal SMA length for MACD") 3. Definitive Volume Confirmation Filter The Volume Filter functions as an indispensable arbiter of trade conviction. By establishing a dynamic volume threshold, defined as a percentage relative to the average volume over a user-specified lookback period, traders can effectively ensure that all generated signals are rigorously validated by demonstrably increased trading activity. This pivotal validation step signifies robust market participation, substantially diminishing the potential for spurious or false breakout signals. // --- Volume Filter --- volume_filter_enable = input.bool(false, title="Enable Volume Filter", group="MTF Filters", tooltip="Use volume level as a filter") volume_threshold_percent = input.int(title="Volume Threshold (%)", defval=150, minval=100, group="MTF Filters", tooltip="Minimum volume percentage compared to average volume to allow signal (100% = average)") These meticulously engineered filters operate in synergistic confluence, requiring all enabled filters to definitively satisfy their pre-defined conditions before a Buy or Sell signal is generated. This stringent multi-layered validation process drastically minimizes the incidence of false positive signals, thereby significantly enhancing entry precision and overall signal reliability. Intuitive Visual Architecture & Actionable Intelligence MFTA provides a demonstrably intuitive and visually rich charting environment, meticulously delineating trend direction and momentum through precisely color-coded plots: Average Supertrend: Thin line, green/red for uptrend/downtrend, immediate directional bias. Smoothed Supertrend: Bold line, teal/purple for uptrend/downtrend, cleaner, institutionally robust trend. Dynamic Trend Fill: Green/red fill between Supertrends quantifies trend strength and momentum. Adaptive Background Coloring: Light green/red background mirrors Smoothed Supertrend direction, holistic trend perspective. Precision Buy/Sell Signals: ‘BUY’/‘SELL’ labels appear on chart when trend touch and MTF filter confluence are satisfied, facilitating high-conviction trade action. MFTA indicator applied to BTCUSDT 4-hour chart, showcasing its effectiveness on higher timeframes. The Smoothed Length parameter is increased to 200 for enhanced smoothness on this timeframe, coupled with 1min RSI and Volume filters for signal refinement. This illustrates the indicator's adaptability across different timeframes and market conditions. Strategic Applications for Institutional Mandates MFTA’s sophisticated design provides distinct advantages for advanced trading operations and institutional investment mandates. Key strategic applications include: High-Probability Trend Identification: Fibonacci-averaged Supertrend with MTF filters robustly identifies high-probability trend continuations and reversals, enhancing alpha generation. Precision Entry/Exit Signals: Volume and momentum-filtered signals enable institutional-grade precision for optimized risk-adjusted returns. Algorithmic Trading Integration: Clear signal logic facilitates seamless integration into automated trading systems for scalable strategy deployment. Multi-Asset/Timeframe Versatility: Adaptable parameters ensure applicability across diverse asset classes and timeframes, catering to varied trading mandates. Enhanced Risk Management: Superior signal fidelity from MTF filters inherently reduces false signals, supporting robust risk management protocols. Granular Customization and Parameterized Control MFTA offers unparalleled customization, empowering users to fine-tune parameters for precise alignment with specific trading styles and market conditions. Key adjustable parameters include: Fibonacci Factors: Adjust Supertrend sensitivity to volatility regimes. ATR Length: Control volatility responsiveness in Supertrend calculations. Smoothing Length: Refine Smoothed Trend line responsiveness and noise reduction. MTF Filter Parameters: Independently configure timeframes, lookback periods, and thresholds for RSI, MACD, and Volume filters for optimal signal filtering. Disclaimer MFTA is meticulously engineered for high-quality trend signals; however, no indicator guarantees profit. Market conditions are unpredictable, and trading involves substantial risk. Rigorous backtesting and forward testing across diverse datasets, alongside a comprehensive understanding of the indicator's logic, are essential before live deployment. Past performance is not indicative of future results. MFTA is for informational and analytical purposes only and is not financial or investment advice.
Penunjuk Pine Script®
oleh FibonacciFlux
4
Whale Supertrend (V1.2)The script "Whale Supertrend (V1.2)" is an advanced trend indicator that uses multiple Supertrends with different factors to determine entry and exit points in the market. The Supertrend is a popular indicator that combines price and volatility to help identify trend direction. The script displays buy and sell signals based on the confluence of Supertrends. How the script works Configuring Supertrends The script configures six Supertrends with different factors (factor, factor1, factor2, factor3, factor4, factor5) while using the same ATR period (atrPeriod = 10). Supertrend 1: factor = 3 Supertrend 2: factor1 = 4 Supertrend 3: factor2 = 6 Supertrend 4: factor3 = 9 Supertrend 5: factor4 = 13 Supertrend 6: factor5 = 18 For each Supertrend, the bullish (blue) and bearish (purple) trend conditions are plotted on the chart. Signal Calculation The script calculates the number of Supertrends in bullish and bearish trend: bullishCount: Number of Supertrends indicating a bullish trend. bearishCount: Number of Supertrends indicating a bearish trend. Signal Detection The script triggers a buy or sell signal when at least three of the six Supertrends indicate the same trend: Buy Signal (buySignal): Triggers when bullishCount is greater than or equal to 3. Sell Signal (sellSignal): Triggers when bearishCount is greater than or equal to 3. To avoid repetition, signals are only displayed when the state changes: triggerBuy: Buy signal only when buySignal becomes true for the first time. triggerSell: Sell signal only when sellSignal becomes true for the first time. Candle Coloring: Candles now change color based on signals: Green: When a Buy Signal is active. Red: When a Sell Signal is active. This provides a clearer visualization of market trends directly on the chart. Dynamic Settings for Supertrends: You can customize the ATR Period and Factor for each of the 6 Supertrends via the settings panel. Each Supertrend has independent parameters: ATR Period: Controls the ATR calculation period. Factor: Adjusts the Supertrend sensitivity. Benefits: Enhanced Readability: Candle colors help identify buy and sell zones at a glance. Greater Customization: Tailor Supertrend settings to your trading strategy or market conditions.
Penunjuk Pine Script®
oleh WhaleMoves
5
Double Supertrend HTF FilterDouble Supertrend HTF Filter: A Comprehensive Market Direction Tool The Double Supertrend HTF Filter is an innovative tool designed for traders who seek a more holistic view of market trends. At its core, the indicator combines two Supertrends from different higher timeframes, providing a layered perspective on the market's direction. Instead of juggling between multiple timeframes or charts, traders get a consolidated view with this indicator. One of its standout features is the horizontal line at the bottom of the chart, which visually represents the alignment of the two Supertrends – a simple yet powerful way to gauge the combined sentiment of the two higher timeframes on your chart. The Supertrend Indicator: Origins and Rationale The Supertrend indicator, a popular tool among traders, was developed by Olivier Seban. At its essence, the Supertrend is a trend-following indicator, designed to identify and visualize the current market trend. It operates using average true range (ATR) values and price data, effectively smoothing out market noise to present clearer trend directions. When prices move with a consistent momentum upwards or downwards, the Supertrend remains below or above the price respectively, signaling the prevailing trend's direction. The rationale behind the Supertrend is its ability to adapt to price volatility. By factoring in the average true range, it dynamically adjusts itself, ensuring that it's not just based on price but also the inherent volatility of the market. This adaptability makes it a valuable tool for traders, offering insights into potential trend reversals and potential entry or exit points. Filter Usage The main idea behind the Double Supertrend HTF is to use the indicator as a filter in addition to a signal indicator to your liking. To illustrate, consider incorporating it with a MACD Oscillator, such as the one detailed in this article: When the solid line at the bottom of the chart turns green, it signals that both supertrends are up and thus allows for long positions, indicating a bullish sentiment across both the chosen higher timeframes. Conversely, a red line permits short positions, hinting at a bearish trend. Should the line turn yellow, it's a sign of caution. The market is indecisive, and it might be prudent to refrain from taking any trades until a clearer direction emerges. Features of the Indicator Understanding that traders have different preferences, the Double Supertrend HTF Filter comes with customizable features. With the easy user interface you can change the timeframe, ATR and factor to your preferred trading strategy. The default settings are set for the 30 minutes and 4 hour timeframe, which is my personal preference for scalping trades on lower timeframes (eg. 1min, 5 min, 10 min, 15 min). While the dual Supertrend lines offer valuable insights, a chart can become cluttered when combined with other indicators. Therefore, traders have the option to toggle on or off the display of the Supertrends. This ensures that you have the flexibility to maintain a clean chart view while still benefiting from the insights the tool provides at the bottom of the chart. A Note on Usage It's essential to highlight that the Double Supertrend HTF Filter is for educational purposes. While it offers a unique perspective on market trends and can be a valuable addition to a trader's toolkit, it's merely an example of how one can use the Supertrend as a filter. Always conduct thorough research and consider your trading strategy before making any decisions. If you have any comments or ideas how to combine this filter with other indicators feel free to leave a comment.
Penunjuk Pine Script®
oleh Harrocop
3
Tri-State SupertrendTri-State Supertrend: Buy, Sell, Range ( Credits: Based on "Pivot Point Supertrend" by LonesomeTheBlue.) Tri-State Supertrend incorporates a range filter into a supertrend algorithm. So in addition to the Buy and Sell states, we now also have a Range state. This avoids the typical "whipsaw" problem: During a range, a standard supertrend algorithm will fire Buy and Sell signals in rapid succession. These signals are all false signals as they lead to losing positions when acted on. In this case, a tri-state supertrend will go into Range mode and stay in this mode until price exits the range and a new trend begins. I used Pivot Point Supertrend by LonesomeTheBlue as a starting point for this script because I believe LonesomeTheBlue's version is superior to the classic Supertrend algorithm. This indicator has two additional parameters over Pivot Point Supertrend: A flag to turn the range filter on or off A range size threshold in percent With that last parameter, you can define what a range is. The best value will depend on the asset you are trading. Also, there are two new display options. "Show (non-) trendline for ranges" - determines whether to draw the "trendline" inside of a range. Seeing as there is no trend in a range, this is usually just visual noise. "Show suppressed signals" - allows you to see the Buy/Sell signals that were skipped by the range filter. How to use Tri-State Supertrend in a strategy You can use the Buy and Sell signals to enter positions as you would with a normal supertrend. Adding stop loss, trailing stop etc. is of course encouraged and very helpful. But what to do when the Range signal appears? I currently run a strategy on LDO based on Tri-State Supertrend which appears to be profitable. (It will quite likely be open sourced at some point, but it is not released yet.) In that strategy, I experimented with different actions being taken when the Range state is entered: Continue: Just keep last position open during the range Close: Close the last position when entering range Reversal: During the range, execute the OPPOSITE of each signal (sell on "buy", buy on "sell") In the backtest, it transpired that "Continue" was the most profitable option for this strategy. How ranges are detected The mechanism is pretty simple: During each Buy or Sell trend, we record price movement, specifically, the furthest move in the trend direction that was encountered (expressed as a percentage). When a new signal is issued, the algorithm checks whether this value (for the last trend) is below the range size set by the user. If yes, we enter Range mode. The same logic is used to exit Range mode. This check is performed on every bar in a range, so we can enter a buy or sell as early as possible. I found that this simple logic works astonishingly well in practice. Pros/cons of the range filter A range filter is an incredibly useful addition to a supertrend and will most likely boost your profits. You will see at most one false signal at the beginning of each range (because it takes a bit of time to detect the range); after that, no more false signals will appear over the range's entire duration. So this is a huge advantage. There is essentially only one small price you have to pay: When a range ends, the first Buy/Sell signal you get will be delayed over the regular supertrend's signal. This is, again, because the algorithm needs some time to detect that the range has ended. If you select a range size of, say, 1%, you will essentially lose 1% of profit in each range because of this delay. In practice, it is very likely that the benefits of a range filter outweigh its cost. Ranges can last quite some time, equating to many false signals that the range filter will completely eliminate (all except for the first one, as explained above). You have to do your own tests though :)
Penunjuk Pine Script®
oleh StefanReich
13
Adaptive Fibonacci Pullback System -FibonacciFluxAdaptive Fibonacci Pullback System (AFPS) - FibonacciFlux This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0). Original concepts by FibonacciFlux. Abstract The Adaptive Fibonacci Pullback System (AFPS) presents a sophisticated, institutional-grade algorithmic strategy engineered for high-probability trend pullback entries. Developed by FibonacciFlux, AFPS uniquely integrates a proprietary Multi-Fibonacci Supertrend engine (0.618, 1.618, 2.618 ratios) for harmonic volatility assessment, an Adaptive Moving Average (AMA) Channel providing dynamic market context, and a synergistic Multi-Timeframe (MTF) filter suite (RSI, MACD, Volume). This strategy transcends simple indicator combinations through its strict, multi-stage confluence validation logic. Historical simulations suggest that specific MTF filter configurations can yield exceptional performance metrics, potentially achieving Profit Factors exceeding 2.6 , indicative of institutional-level potential, while maintaining controlled risk under realistic trading parameters (managed equity risk, commission, slippage). 4 hourly MTF filtering 1. Introduction: Elevating Pullback Trading with Adaptive Confluence Traditional pullback strategies often struggle with noise, false signals, and adapting to changing market dynamics. AFPS addresses these challenges by introducing a novel framework grounded in Fibonacci principles and adaptive logic. Instead of relying on static levels or single confirmations, AFPS seeks high-probability pullback entries within established trends by validating signals through a rigorous confluence of: Harmonic Volatility Context: Understanding the trend's stability and potential turning points using the unique Multi-Fibonacci Supertrend. Adaptive Market Structure: Assessing the prevailing trend regime via the AMA Channel. Multi-Dimensional Confirmation: Filtering signals with lower-timeframe Momentum (RSI), Trend Alignment (MACD), and Market Conviction (Volume) using the MTF suite. The objective is to achieve superior signal quality and adaptability, moving beyond conventional pullback methodologies. 2. Core Methodology: Synergistic Integration AFPS's effectiveness stems from the engineered synergy between its core components: 2.1. Multi-Fibonacci Supertrend Engine: Utilizes specific Fibonacci ratios (0.618, 1.618, 2.618) applied to ATR, creating a multi-layered volatility envelope potentially resonant with market harmonics. The averaged and EMA-smoothed result (`smoothed_supertrend`) provides a robust, dynamic trend baseline and context filter. // Key Components: Multi-Fibonacci Supertrend & Smoothing average_supertrend = (supertrend1 + supertrend2 + supertrend3) / 3 smoothed_supertrend = ta.ema(average_supertrend, st_smooth_length) 2.2. Adaptive Moving Average (AMA) Channel: Provides dynamic market context. The `ama_midline` serves as a key filter in the entry logic, confirming the broader trend bias relative to adaptive price action. Extended Fibonacci levels derived from the channel width offer potential dynamic S/R zones. // Key Component: AMA Midline ama_midline = (ama_high_band + ama_low_band) / 2 2.3. Multi-Timeframe (MTF) Filter Suite: An optional but powerful validation layer (RSI, MACD, Volume) assessed on a lower timeframe. Acts as a **validation cascade** – signals must pass all enabled filters simultaneously. 2.4. High-Confluence Entry Logic: The core innovation. A pullback entry requires a specific sequence and validation: Price interaction with `average_supertrend` and recovery above/below `smoothed_supertrend`. Price confirmation relative to the `ama_midline`. Simultaneous validation by all enabled MTF filters. // Simplified Long Entry Logic Example (incorporates key elements) long_entry_condition = enable_long_positions and (low < average_supertrend and close > smoothed_supertrend) and // Pullback & Recovery (close > ama_midline and close > ama_midline) and // AMA Confirmation (rsi_filter_long_ok and macd_filter_long_ok and volume_filter_ok) // MTF Validation This strict, multi-stage confluence significantly elevates signal quality compared to simpler pullback approaches. 1hourly filtering 3. Realistic Implementation and Performance Potential AFPS is designed for practical application, incorporating realistic defaults and highlighting performance potential with crucial context: 3.1. Realistic Default Strategy Settings: The script includes responsible default parameters: strategy('Adaptive Fibonacci Pullback System - FibonacciFlux', shorttitle = "AFPS", ..., initial_capital = 10000, // Accessible capital default_qty_type = strategy.percent_of_equity, // Equity-based risk default_qty_value = 4, // Default 4% equity risk per initial trade commission_type = strategy.commission.percent, commission_value = 0.03, // Realistic commission slippage = 2, // Realistic slippage pyramiding = 2 // Limited pyramiding allowed ) Note: The default 4% risk (`default_qty_value = 4`) requires careful user assessment and adjustment based on individual risk tolerance. 3.2. Historical Performance Insights & Institutional Potential: Backtesting provides insights into historical behavior under specific conditions (always specify Asset/Timeframe/Dates when sharing results): Default Performance Example: With defaults, historical tests might show characteristics like Overall PF ~1.38, Max DD ~1.16%, with potential Long/Short performance variance (e.g., Long PF 1.6+, Short PF < 1). Optimized MTF Filter Performance: Crucially, historical simulations demonstrate that meticulous configuration of the MTF filters (particularly RSI and potentially others depending on market) can significantly enhance performance. Under specific, optimized MTF filter settings combined with appropriate risk management (e.g., 7.5% risk), historical tests have indicated the potential to achieve **Profit Factors exceeding 2.6**, alongside controlled drawdowns (e.g., ~1.32%). This level of performance, if consistently achievable (which requires ongoing adaptation), aligns with metrics often sought in institutional trading environments. Disclaimer Reminder: These results are strictly historical simulations. Past performance does not guarantee future results. Achieving high performance requires careful parameter tuning, adaptation to changing markets, and robust risk management. 3.3. Emphasizing Risk Management: Effective use of AFPS mandates active risk management. Utilize the built-in Stop Loss, Take Profit, and Trailing Stop features. The `pyramiding = 2` setting requires particularly diligent oversight. Do not rely solely on default settings. 4. Conclusion: Advancing Trend Pullback Strategies The Adaptive Fibonacci Pullback System (AFPS) offers a sophisticated, theoretically grounded, and highly adaptable framework for identifying and executing high-probability trend pullback trades. Its unique blend of Fibonacci resonance, adaptive context, and multi-dimensional MTF filtering represents a significant advancement over conventional methods. While requiring thoughtful implementation and risk management, AFPS provides discerning traders with a powerful tool potentially capable of achieving institutional-level performance characteristics under optimized conditions. Acknowledgments Developed by FibonacciFlux. Inspired by principles of Fibonacci analysis, adaptive averaging, and multi-timeframe confirmation techniques explored within the trading community. Disclaimer Trading involves substantial risk. AFPS is an analytical tool, not a guarantee of profit. Past performance is not indicative of future results. Market conditions change. Users are solely responsible for their decisions and risk management. Thorough testing is essential. Deploy at your own considered risk.
Strategi Pine Script®
oleh FibonacciFlux
Bollinger Bands & SuperTrend Strategy by Tradinggg HubThis TradingView Pinescript combines Bollinger Bands and a custom SuperTrend indicator to generate trading signals. Bollinger Bands: Bollinger Bands are a popular volatility indicator that consists of three lines: * Basis: A simple moving average (SMA) of the price (default length is 20 periods). * Upper Band: The basis plus a standard deviation multiplier (default is 2). * Lower Band: The basis minus a standard deviation multiplier (default is 2). These bands expand and contract as volatility increases or decreases, helping traders identify potential overbought and oversold conditions. SuperTrend: The SuperTrend indicator is a trend-following tool that aims to identify the direction of the price trend. It uses the Average True Range (ATR) to determine the volatility of the market and sets levels above and below the price to indicate potential trend reversals. How the Strategy Works: 1. Bollinger Bands: The script plots Bollinger Bands around the price, providing insight into the current volatility and potential overbought or oversold conditions. 2. SuperTrend: The script calculates and plots a custom SuperTrend indicator based on user-defined ATR period and factor. It helps visualize the current trend direction and potential trend reversals. 3. Buy Signals: A buy signal is generated when the following conditions are met: - The price crosses above the SuperTrend line. - The price is above the Bollinger Bands basis line. 4. Sell Signals: A sell signal is generated when one of the following conditions is met: - The price crosses below the SuperTrend line. - The price is below the Bollinger Bands basis line. Key Parameters: * Bollinger Bands Length: The number of periods used to calculate the basis (SMA) of the Bollinger Bands. * Bollinger Bands Multiplier: The factor used to calculate the standard deviation for the upper and lower bands. * SuperTrend ATR Period: The number of periods used to calculate the Average True Range (ATR) for the SuperTrend. * SuperTrend Factor: The factor used to determine the distance of the SuperTrend levels from the price. Customization: Feel free to experiment with different parameter values to optimize the strategy for your preferred asset and time frame. Disclaimer: This script is intended for educational and informational purposes only. It should not be considered as financial advice. Always conduct thorough research and consider your own risk tolerance before making any trading decisions.
Penunjuk Pine Script®
oleh Sachinvadhvana91105
Papercuts Super Trend MTF v02All my scripts are part of a suite called Papercuts . This one uses one current timeframe supertrend and adds Four Automatic Higher Timeframe Supertrends based on those same parameters to help you determine larger trends while only needing a single chart. This works quite well on 5 and 15 minute charts and will look up in time. Confident trends can be identified by having two or more lines in the same direction. When unified, the intensity of the glow should increase a trends confidence. Unify collapses the 3 highest timeframe supertrends into the first higher timeframe supertrend. Without Unify on, the overall trends are usually easier to see at just a glance. Higher timeframe supertrends can show support or resistance and act as stop loss limit ranges if you choose. Unify keeps things a bit cleaner and more compact. V02 updated to fsecurity for no repainting and added a 3MA trend option as well. Thanks to @Pinecoders for helping me better understand the security function! Here is a view with Unify on.... Here is a view with Unify off...
Penunjuk Pine Script®
oleh PapercutsTrading
6
three Supertrend EMA Strategy by Prasanna +DhanuThe indicator described in your Pine Script is a Supertrend EMA Strategy that combines the Supertrend and EMA (Exponential Moving Average) to create a trend-following strategy. Here’s a detailed breakdown of how this indicator works: 1. EMA (Exponential Moving Average): The EMA is a moving average that places more weight on recent prices, making it more responsive to price changes compared to a simple moving average (SMA). In this strategy, the EMA is used to determine the overall trend direction. Input Parameter: ema_length: This is the period for the EMA, set to 50 periods by default. A shorter EMA will respond more quickly to price movements, while a longer EMA is smoother and less sensitive to short-term fluctuations. How it's used: If the price is above the EMA, it indicates an uptrend. If the price is below the EMA, it indicates a downtrend. 2. Supertrend Indicator: The Supertrend indicator is a trend-following tool based on the Average True Range (ATR), which is a volatility measure. It helps to identify the direction of the trend by setting a dynamic support or resistance level. Input Parameters: supertrend_atr_period: The period used for calculating the ATR, set to 10 periods by default. supertrend_multiplier1: Multiplier for the first Supertrend, set to 3.0. supertrend_multiplier2: Multiplier for the second Supertrend, set to 2.0. supertrend_multiplier3: Multiplier for the third Supertrend, set to 1.0. Each Supertrend line has a different multiplier, which affects its sensitivity to price changes. The ATR period defines how many periods of price data are used to calculate the ATR. How the Supertrend works: If the Supertrend value is below the price, the trend is considered bullish (uptrend). If the Supertrend value is above the price, the trend is considered bearish (downtrend). The Supertrend will switch between up and down based on price movement and ATR, providing a dynamic trend-following signal. 3. Three Supertrend Lines: In this strategy, three Supertrend lines are calculated with different multipliers and the same ATR period (10 periods). Each line is more or less sensitive to price changes, and they are plotted on the chart in different colors based on whether the trend is bullish (green) or bearish (red). Supertrend 1: The most sensitive Supertrend with a multiplier of 3.0. Supertrend 2: A moderately sensitive Supertrend with a multiplier of 2.0. Supertrend 3: The least sensitive Supertrend with a multiplier of 1.0. Each Supertrend line signals a bullish trend when its value is below the price and a bearish trend when its value is above the price. 4. Strategy Rules: This strategy uses the three Supertrend lines combined with the EMA to generate trade signals. Entry Conditions: A long entry is triggered when all three Supertrend lines are in an uptrend (i.e., all three Supertrend lines are below the price), and the price is above the EMA. This suggests a strong bullish market condition. A short entry is triggered when all three Supertrend lines are in a downtrend (i.e., all three Supertrend lines are above the price), and the price is below the EMA. This suggests a strong bearish market condition. Exit Conditions: A long exit occurs when the third Supertrend (the least sensitive one) switches to a downtrend (i.e., the price falls below it). A short exit occurs when the third Supertrend switches to an uptrend (i.e., the price rises above it). 5. Visualization: The strategy also plots the following on the chart: The EMA is plotted as a blue line, which helps identify the overall trend. The three Supertrend lines are plotted with different colors: Supertrend 1: Green (for uptrend) and Red (for downtrend). Supertrend 2: Green (for uptrend) and Red (for downtrend). Supertrend 3: Green (for uptrend) and Red (for downtrend). Summary of the Strategy: The strategy combines three Supertrend indicators (with different multipliers) and an EMA to capture both short-term and long-term trends. Long positions are entered when all three Supertrend lines are bullish and the price is above the EMA. Short positions are entered when all three Supertrend lines are bearish and the price is below the EMA. Exits occur when the third Supertrend line (the least sensitive) signals a change in trend direction. This combination of indicators allows for a robust trend-following strategy that adapts to both short-term volatility and long-term trend direction. The Supertrend lines provide quick reaction to price changes, while the EMA offers a smoother, more stable trend direction for confirmation. The indicator described in your Pine Script is a Supertrend EMA Strategy that combines the Supertrend and EMA (Exponential Moving Average) to create a trend-following strategy. Here’s a detailed breakdown of how this indicator works: 1. EMA (Exponential Moving Average): The EMA is a moving average that places more weight on recent prices, making it more responsive to price changes compared to a simple moving average (SMA). In this strategy, the EMA is used to determine the overall trend direction. Input Parameter: ema_length: This is the period for the EMA, set to 50 periods by default. A shorter EMA will respond more quickly to price movements, while a longer EMA is smoother and less sensitive to short-term fluctuations. How it's used: If the price is above the EMA, it indicates an uptrend. If the price is below the EMA, it indicates a downtrend. 2. Supertrend Indicator: The Supertrend indicator is a trend-following tool based on the Average True Range (ATR), which is a volatility measure. It helps to identify the direction of the trend by setting a dynamic support or resistance level. Input Parameters: supertrend_atr_period: The period used for calculating the ATR, set to 10 periods by default. supertrend_multiplier1: Multiplier for the first Supertrend, set to 3.0. supertrend_multiplier2: Multiplier for the second Supertrend, set to 2.0. supertrend_multiplier3: Multiplier for the third Supertrend, set to 1.0. Each Supertrend line has a different multiplier, which affects its sensitivity to price changes. The ATR period defines how many periods of price data are used to calculate the ATR. How the Supertrend works: If the Supertrend value is below the price, the trend is considered bullish (uptrend). If the Supertrend value is above the price, the trend is considered bearish (downtrend). The Supertrend will switch between up and down based on price movement and ATR, providing a dynamic trend-following signal. 3. Three Supertrend Lines: In this strategy, three Supertrend lines are calculated with different multipliers and the same ATR period (10 periods). Each line is more or less sensitive to price changes, and they are plotted on the chart in different colors based on whether the trend is bullish (green) or bearish (red). Supertrend 1: The most sensitive Supertrend with a multiplier of 3.0. Supertrend 2: A moderately sensitive Supertrend with a multiplier of 2.0. Supertrend 3: The least sensitive Supertrend with a multiplier of 1.0. Each Supertrend line signals a bullish trend when its value is below the price and a bearish trend when its value is above the price. 4. Strategy Rules: This strategy uses the three Supertrend lines combined with the EMA to generate trade signals. Entry Conditions: A long entry is triggered when all three Supertrend lines are in an uptrend (i.e., all three Supertrend lines are below the price), and the price is above the EMA. This suggests a strong bullish market condition. A short entry is triggered when all three Supertrend lines are in a downtrend (i.e., all three Supertrend lines are above the price), and the price is below the EMA. This suggests a strong bearish market condition. Exit Conditions: A long exit occurs when the third Supertrend (the least sensitive one) switches to a downtrend (i.e., the price falls below it). A short exit occurs when the third Supertrend switches to an uptrend (i.e., the price rises above it). 5. Visualization: The strategy also plots the following on the chart: The EMA is plotted as a blue line, which helps identify the overall trend. The three Supertrend lines are plotted with different colors: Supertrend 1: Green (for uptrend) and Red (for downtrend). Supertrend 2: Green (for uptrend) and Red (for downtrend). Supertrend 3: Green (for uptrend) and Red (for downtrend). Summary of the Strategy: The strategy combines three Supertrend indicators (with different multipliers) and an EMA to capture both short-term and long-term trends. Long positions are entered when all three Supertrend lines are bullish and the price is above the EMA. Short positions are entered when all three Supertrend lines are bearish and the price is below the EMA. Exits occur when the third Supertrend line (the least sensitive) signals a change in trend direction. This combination of indicators allows for a robust trend-following strategy that adapts to both short-term volatility and long-term trend direction. The Supertrend lines provide quick reaction to price changes, while the EMA offers a smoother, more stable trend direction for confirmation. The indicator described in your Pine Script is a Supertrend EMA Strategy that combines the Supertrend and EMA (Exponential Moving Average) to create a trend-following strategy. Here’s a detailed breakdown of how this indicator works: 1. EMA (Exponential Moving Average): The EMA is a moving average that places more weight on recent prices, making it more responsive to price changes compared to a simple moving average (SMA). In this strategy, the EMA is used to determine the overall trend direction. Input Parameter: ema_length: This is the period for the EMA, set to 50 periods by default. A shorter EMA will respond more quickly to price movements, while a longer EMA is smoother and less sensitive to short-term fluctuations. How it's used: If the price is above the EMA, it indicates an uptrend. If the price is below the EMA, it indicates a downtrend. 2. Supertrend Indicator: The Supertrend indicator is a trend-following tool based on the Average True Range (ATR), which is a volatility measure. It helps to identify the direction of the trend by setting a dynamic support or resistance level. Input Parameters: supertrend_atr_period: The period used for calculating the ATR, set to 10 periods by default. supertrend_multiplier1: Multiplier for the first Supertrend, set to 3.0. supertrend_multiplier2: Multiplier for the second Supertrend, set to 2.0. supertrend_multiplier3: Multiplier for the third Supertrend, set to 1.0. Each Supertrend line has a different multiplier, which affects its sensitivity to price changes. The ATR period defines how many periods of price data are used to calculate the ATR. How the Supertrend works: If the Supertrend value is below the price, the trend is considered bullish (uptrend). If the Supertrend value is above the price, the trend is considered bearish (downtrend). The Supertrend will switch between up and down based on price movement and ATR, providing a dynamic trend-following signal. 3. Three Supertrend Lines: In this strategy, three Supertrend lines are calculated with different multipliers and the same ATR period (10 periods). Each line is more or less sensitive to price changes, and they are plotted on the chart in different colors based on whether the trend is bullish (green) or bearish (red). Supertrend 1: The most sensitive Supertrend with a multiplier of 3.0. Supertrend 2: A moderately sensitive Supertrend with a multiplier of 2.0. Supertrend 3: The least sensitive Supertrend with a multiplier of 1.0. Each Supertrend line signals a bullish trend when its value is below the price and a bearish trend when its value is above the price. 4. Strategy Rules: This strategy uses the three Supertrend lines combined with the EMA to generate trade signals. Entry Conditions: A long entry is triggered when all three Supertrend lines are in an uptrend (i.e., all three Supertrend lines are below the price), and the price is above the EMA. This suggests a strong bullish market condition. A short entry is triggered when all three Supertrend lines are in a downtrend (i.e., all three Supertrend lines are above the price), and the price is below the EMA. This suggests a strong bearish market condition. Exit Conditions: A long exit occurs when the third Supertrend (the least sensitive one) switches to a downtrend (i.e., the price falls below it). A short exit occurs when the third Supertrend switches to an uptrend (i.e., the price rises above it). 5. Visualization: The strategy also plots the following on the chart: The EMA is plotted as a blue line, which helps identify the overall trend. The three Supertrend lines are plotted with different colors: Supertrend 1: Green (for uptrend) and Red (for downtrend). Supertrend 2: Green (for uptrend) and Red (for downtrend). Supertrend 3: Green (for uptrend) and Red (for downtrend). Summary of the Strategy: The strategy combines three Supertrend indicators (with different multipliers) and an EMA to capture both short-term and long-term trends. Long positions are entered when all three Supertrend lines are bullish and the price is above the EMA. Short positions are entered when all three Supertrend lines are bearish and the price is below the EMA. Exits occur when the third Supertrend line (the least sensitive) signals a change in trend direction. This combination of indicators allows for a robust trend-following strategy that adapts to both short-term volatility and long-term trend direction. The Supertrend lines provide quick reaction to price changes, while the EMA offers a smoother, more stable trend direction for confirmation.
Strategi Pine Script®
oleh prasannaknh
1