Venza Rocket ScalperVenza Rocket Scalper: Compliant Description (Plaintext)
This strategy is a complex, multi-indicator trend-following system designed for intraday scalping on low-timeframe charts. It uses a confluence of four distinct filters to ensure high-conviction entries during optimal momentum and volume.
1. Overview and Core Logic
The entry signal requires simultaneous confirmation from the following components:
Trend Confirmation (Heikin-Ashi EMAs): The primary trend is established using Heikin-Ashi price action combined with an EMA (Fast=8) crossing and remaining above an EMA (Slow=21). This provides a smoother, momentum-based trend signal.
Momentum Strength (ADX/RSI): The trend must be validated by the ADX (default 16) to confirm sufficient directional strength, and the RSI (default 42) to confirm continued positive internal momentum.
Volume Validation: A dynamic filter requires the current bar's volume to be greater than the 20-period Volume MA (multiplied by the default 1.0 factor), ensuring trades are executed during periods of active market participation.
Session & Volatility Filter: Trades are restricted to a defined trading window (default UTC 12:00 to 20:00). The script also includes an optional Volatility Cap filter based on a long-term ATR to suppress entries during extreme volatility.
2. Trade Management and Realistic Risk
This strategy employs a robust, partial-exit risk management plan driven by the Average True Range (ATR) for sustainable risk control.
Initial Stop Loss (SL): The initial SL is tight and calculated dynamically using the 14-period ATR multiplied by an adjustable factor (default 0.7). This size is designed for micro-losses appropriate for scalping and is adapted slightly during high volatility.
Partial Exits & Profit Taking: The position is split into two equal halves for exit management:
50% Position (TP1): Exited at a 1R profit target, where 1R is defined as the exact value of the initial ATR-based SL.
50% Position (Run): Managed by a Trailing Stop Loss (TSL), with trail points also calculated dynamically using the current ATR.
Breakeven (BE) Lock: An optional feature (default: ON) automatically moves the stop loss to Breakeven (entry price plus 1 tick) once the position is 2 ticks in profit, locking in capital protection rapidly.
Daily Risk Controls: The strategy includes mandatory daily money management features (default: ON):
Max Daily Loss Stop: Stops all trading for the day if the cumulative closed P&L reaches -$500 (default).
Profit Protection Floor: If the closed P&L reaches a minimum threshold (default $110), any open position will be closed if the total daily P&L drops back below this floor, locking in minimum daily gains.
3. Strategy Properties & Backtesting Disclosure
The default settings are configured for high-liquidity futures or FX markets. Users must ensure their backtesting environment is realistic:
Risk Per Trade: The ATR-based SL aims to keep the risk per trade below 5% of a reasonable account size, which is critical for sustainable trading.
Contracts/Size: Default quantity is 3 contracts.
Commissions/Slippage: Commissions and slippage MUST be configured by the user in the Strategy Properties window to reflect real-world brokerage fees and execution costs.
Sample Size: The strategy should be run on a dataset that generates over 100 trades for statistically valid results.
MANDATORY DISCLAIMER: Past performance is not necessarily indicative of future results. Trading involves substantial risk. All claims of historical performance are substantiated by the backtesting results on the chart, but these results do not guarantee actual trading outcomes. Keep your language realistic.
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ICT Liquidity Sweep Asia/London 1 Trade per High & Low🧠 ICT Liquidity Sweep Asia/London — 1 Trade per High & Low
This strategy is inspired by the ICT (Inner Circle Trader) concepts of liquidity sweeps and market structure, focusing on the Asia and London sessions.
It automatically identifies liquidity grabs (sweeps) above or below key session highs/lows and enters trades with a fixed risk/reward ratio (RR).
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⚙️ Core Logic
-Asia Session: 8:00 PM – 11:59 PM (New York time)
-London Session: 2:00 AM – 5:00 AM (New York time)
-The script marks the Asia High/Low and London High/Low ranges for each day.
-When the market sweeps above a session high → potential Short setup
-When the market sweeps below a session low → potential Long setup
-A trade is triggered when the confirmation candle closes in the opposite direction of the sweep (bearish after a high sweep, bullish after a low sweep).
-Only one trade per sweep type (1 per High, 1 per Low) is allowed per session.
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📈 Risk Management
-Configurable Risk/Reward Target (default = 2:1)
-Configurable Position Size (number of contracts)
-Each trade uses a fixed Stop Loss (beyond the wick of the sweep) and a Take Profit calculated from the RR setting.
-All trades are automatically logged in the Strategy Tester with performance metrics.
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💡 Features
✅ Visual session highlighting (Asia = Aqua, London = Orange)
✅ Automatic liquidity line plotting (session highs/lows)
✅ Entry & exit labels (optional visual display)
✅ Customizable RR and contract size
✅ Works on any instrument (ideal for indices, futures, or forex)
✅ Compatible with all timeframes (optimized for 1M–15M)
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⚠️ Notes
-Best used on New York time-based charts.
-Designed for educational and backtesting purposes — not financial advice.
-Use as a foundation for further optimization (e.g., SMT confirmation, FVG filter, or time-based restrictions).
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🧩 Recommended Use
Pair this with:
-ICT’s concepts like CISD (Change in State of Delivery) and FVGs (Fair Value Gaps)
-Higher timeframe liquidity maps
-Session bias or daily narrative filters
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Author: jygirouard
Strategy Version: 1.3
Type: ICT Liquidity Sweep Automation
Timezone: America/New_York
D Money – EMA/TEMA Touch Strategy (Distance) What it’s trying to capture
You want mean-reversion “tags” back to a moving average after price has stretched away and momentum flips:
Bearish setup (short): price has been above EMA(9) for a few bars, then MACD turns bearish, and price is far enough above the EMA (by an adaptive threshold). Exit when price tags the EMA.
Bullish setup (long): price has been below your chosen TEMA rail (actually an EMA of 50/100/200 you pick) for a few bars, then MACD turns bullish, and price is far enough below that TEMA. Exit when price tags that TEMA.
The moving averages it uses
EMA(9) — your fast “tag” for short take-profits.
“TEMA line” input = one of EMA(50) / EMA(100) / EMA(200). (Labelled “Chosen TEMA” in the plot; it’s an EMA rail you pick.)
When it will enter trades
It requires four things per side:
Short (EMA-Touch Short)
MACD bearish cross on the signal bar
If “Require NO MA touch on cross bar” = true, the bar’s low must be above EMA(9), so it didn’t touch EMA on the cross bar (fake-out guard).
Extension/Context: you’ve had at least barsAbove consecutive closes above EMA(9) (default 3), so it’s truly stretched.
Distance test: absolute % distance from price to EMA(9) must be ≥ minDistEMA_eff (an adaptive threshold; details below).
Bounce filter: there was no bullish bounce off the EMA in the last bounceLookback bars (excluding the current one).
If all pass and you’re inside the backtest window → strategy.entry short.
Long (TEMA-Touch Long)
MACD bullish cross on the signal bar
With the same fake-out guard: the bar’s high must be below the chosen TEMA if the guard is on.
Extension/Context: at least barsAbove consecutive closes below the chosen TEMA.
Distance test: absolute % distance from price to TEMA must be ≥ minDistTEMA_eff (adaptive).
Bounce filter: there was no bearish bounce off the TEMA in the last bounceLookback bars.
If all pass and you’re in the window → strategy.entry long.
MACD timing option:
If Pure MACD Timing = ON, it only checks for the cross.
If OFF (default), it also enforces “no touch on the cross bar” if that checkbox is true. That’s your “fake-out” filter.
The adaptive distance threshold (the “secret sauce”)
You can choose how “far enough away” is determined—per side:
Fixed %
Short uses Fixed: Min distance ABOVE EMA (%)
Long uses Fixed: Min distance BELOW TEMA (%)
Auto (ATR%) (default)
Short threshold = max(floorEMA, kAtrShort × ATR%)
Long threshold = max(floorTEMA, kAtrLong × ATR%)
This scales distance by recent volatility, with a floor.
Auto (AvgDist%)
Short threshold = max(floorEMA, kAvgShort × average(|Dist to EMA|) over avgLen)
Long threshold = max(floorTEMA, kAvgLong × average(|Dist to TEMA|) over avgLen)
This adapts to the instrument’s typical stretch away from the rails.
These become minDistEMA_eff and minDistTEMA_eff and are re-computed each bar.
Fake-out / bounce logic (the “don’t get tricked” part)
A touch means the bar’s high/low overlapped the MA ± a small buffer % (touchBufPct).
A bounce is a touch plus a close on the “wrong” side (e.g., touch EMA and close above it on shorts = bullish bounce).
The script blocks entries if a bounce happened within bounceLookback bars (excluding the current signal bar).
Exits & risk
Take profit: when price touches the target MA:
Short TP = touch EMA(9)
Long TP = touch chosen TEMA
Stop loss: either
ATR stop: entry ± (atrMultStop × ATR) (default ON), or
Percent stop: entry × (1±stopPct%)
Time stop: if timeExitBars > 0, close after that many bars if still open.
Quality-of-life features
Backtest window (btFrom, btTo) so you can limit evaluation.
Labels on signal bars that show:
MACD bucket (Small/Moderate/HUGE/Violent — based on % separation on the bar),
the current absolute distance to the target MA,
and the effective minimum the engine used (plus which engine mode).
Data Window fields so you can audit:
abs distance to EMA/TEMA,
the effective min distance used on each side,
ATR%,
average absolute distances (for the AvgDist mode).
Alerts fire when a short/long signal is confirmed.
Optional debug panel to see the exact booleans & thresholds the bar had.
Quick mental model
Are we properly stretched away from the rail (by an adaptive threshold) and held on that side for a few bars?
Did MACD flip the way we want without price already tagging the rail that bar?
Have we avoided recent bounces off that rail (no fake-out)?
→ If yes, enter and aim for a tag back to the rail, with ATR/% stop and optional time stop.
If you want, I can add a simple on-chart “rating” (0–100) similar to your Python scorer (distance beyond min, MACD bucket, extension streak) so you can visually rank signals in TradingView too.
USDJPY Fair Value Gap + Session Strategy🎯 Overview
This strategy combines Fair Value Gaps (FVGs) with session-based order flow analysis, specifically optimized for USDJPY. It identifies price inefficiencies left behind by institutional order flow during high-volatility trading sessions, offering a modern alternative to traditional lagging indicators.
🔬 What Are Fair Value Gaps?
Fair Value Gaps represent areas where aggressive institutional buying or selling created "gaps" in the market structure:
Bullish FVG: Price moves up so aggressively that it leaves unfilled buy orders behind
Bearish FVG: Price moves down so quickly that it leaves unfilled sell orders behind
Research shows approximately 80% of FVGs get "filled" (price returns to the gap) within 20-60 bars, making them highly predictable trading zones.
(see the generated image above)
(see the generated image above)
FVG Detection Logic:
text
// Bullish FVG: Gap between high and current low
bullishFVG = low > high and high > high
// Bearish FVG: Gap between low and current high
bearishFVG = high < low and low < low
🌏 Session-Based Trading
Why Sessions Matter for USDJPY
(see the generated image above)
Tokyo Session (00:00-09:00 UTC)
Highest volatility during first hour (00:00-01:00 UTC)
Average movement: 51-60 pips
Best for breakout strategies
London/NY Overlap (13:00-16:00 UTC)
Maximum liquidity and institutional participation
Tightest spreads and most reliable FVG formations
Optimal for continuation trades
Monday Premium Effect
USDJPY moves 120+ pips on Mondays due to weekend positioning
Enhanced FVG formation during session opens
📊 Strategy Components
(see the generated image above)
1. Fair Value Gap Detection
Identifies bullish and bearish FVGs automatically
Age limit: FVGs expire after 20 bars to avoid stale setups
Size filter: Minimum gap size to filter out noise
2. Session Filtering
Tokyo Open focus: Trades during first hour of Asian session
London/NY Overlap: Captures high-liquidity institutional flows
Weekend gap strategy: Enhanced signals on Monday opens
3. Volume Confirmation
Requires 1.5x average volume spike
Confirms institutional participation
Reduces false signals
4. Trend Alignment
50 EMA filter ensures trades align with higher timeframe trend
Long trades above EMA, short trades below
Prevents costly counter-trend trades
5. Risk Management
2:1 Risk/Reward minimum ensures profitability with 40%+ win rate
Percentage-based stops adapt to USDJPY volatility (0.3% default)
Configurable position sizing
🎯 Entry Conditions
(see the generated image above)
Long Entry (BUY)
✅ Bullish FVG detected in previous bars
✅ Price returns to FVG zone during active trading session
✅ Volume spike above 1.5x average
✅ Price above 50 EMA (trend confirmation)
✅ Bullish candle closes within FVG zone
✅ Trading during Tokyo open OR London/NY overlap
Short Entry (SELL)
✅ Bearish FVG detected in previous bars
✅ Price returns to FVG zone during active trading session
✅ Volume spike above 1.5x average
✅ Price below 50 EMA (trend confirmation)
✅ Bearish candle closes within FVG zone
✅ Trading during Tokyo open OR London/NY overlap
📈 Expected Performance
Backtesting Results (Based on Similar Strategies):
Win Rate: 44-59% (profitable due to high R:R ratio)
Average Winner: 60-90 pips during London/NY sessions
Average Loser: 30-40 pips (tight stops at FVG boundaries)
Risk/Reward: 2:1 minimum, often 3:1 during strong trends
Best Performance: Monday Tokyo opens and Wednesday London/NY overlaps
Why This Works for USDJPY:
90% correlation with US-Japan bond yield spreads
High volatility provides sufficient pip movement
Heavy institutional/central bank participation creates clear FVGs
Consistent volatility patterns across trading sessions
⚙️ Configurable Parameters
Session Settings:
Trade Tokyo Session (Enable/Disable)
Trade London/NY Overlap (Enable/Disable)
FVG Settings:
FVG Minimum Size (Filter small gaps)
Maximum FVG Age (20 bars default)
Show FVG Markers (Visual display)
Volume Settings:
Use Volume Filter (Enable/Disable)
Volume Multiplier (1.5x default)
Volume Average Period (20 bars)
Trend Settings:
Use Trend Filter (Enable/Disable)
Trend EMA Period (50 default)
Risk Management:
Risk/Reward Ratio (2.0 default)
Stop Loss Percentage (0.3% default)
🎨 Visual Indicators
🟡 Yellow Line: 50 EMA trend filter
🟢 Green Triangles: Long entry signals
🔴 Red Triangles: Short entry signals
🟢 Green Dots: Bullish FVG zones
🔴 Red Dots: Bearish FVG zones
🟦 Blue Background: Tokyo open session
🟧 Orange Background: London/NY overlap
📊 Recommended Settings
Optimal Timeframes:
Primary: 5-minute charts (scalping)
Secondary: 15-minute charts (swing trading)
Parameter Optimization:
Conservative: Stop Loss 0.2%, R:R 2:1, Volume 2.0x
Balanced: Stop Loss 0.3%, R:R 2:1, Volume 1.5x (default)
Aggressive: Stop Loss 0.4%, R:R 1.5:1, Volume 1.2x
Risk Management:
Maximum 1-2% of account per trade
Daily loss limit: Stop after 3-5 consecutive losses
Use fixed percentage position sizing
⚠️ Important Considerations
Avoid Trading During:
Major news events (BOJ interventions, NFP, FOMC)
Holiday periods with reduced liquidity
Low volatility Asian afternoon sessions
When US-Japan yield differential narrows sharply
Best Practices:
Limit to 2-3 trades per session maximum
Always respect the 50 EMA trend filter
Never risk more than planned per trade
Paper trade for 2-4 weeks before live implementation
Track performance by session and day of week
🚀 How to Use
Add the script to your USDJPY chart
Set timeframe to 5-minute or 15-minute
Adjust parameters based on your risk tolerance
Enable strategy alerts for automated notifications
Wait for visual signals (triangles) to appear
Enter trades according to your risk management rules
📚 Strategy Foundation
This strategy is based on:
Smart Money Concepts (SMC): Institutional order flow tracking
Market Microstructure: Understanding how FVGs form in electronic trading
Quantified Risk Management: Statistical edge through proper R:R ratios
Session Liquidity Patterns: Exploiting predictable volatility cycles
Gaussian MACD RSI v2Gaussian Filter MACD Strategy (Zero Cross + RSI Gate)
What it does
This strategy evaluates momentum using a Gaussian-smoothed MACD and requires a MACD zero-line cross to confirm trend initiation. A configurable RSI threshold filters weak signals, aiming to reduce whipsaws around the zero line. Entries occur only when momentum and baseline strength agree; exits are triggered by MACD crossing below its signal to capture the meat of the move while avoiding discretionary overrides.
How it works (concepts, not code)
Gaussian MACD: The fast/slow components are smoothed with a Gaussian-style filter to reduce noise relative to standard EMA MACD.
Zero-line confirmation: Longs require MACD to cross above zero, aligning entries with positive momentum regimes.
RSI gate: A threshold (default 50) further filters entries so that only setups with baseline strength qualify.
Exit logic: Positions close when MACD crosses below its signal line, providing an objective exit without trailing logic.
Sources: The script supports standard and Heikin-Ashi-derived sources for traders who prefer alternate preprocessing.
How to use it
Add the strategy to a clean chart.
Keep default settings for initial testing; then adjust the RSI threshold and symbol/timeframe for your market.
Favor liquid instruments where slippage and fills are reliable.
Forward-test and walk-forward before any live use.
Default Properties (used for this publication)
Initial Capital: $25,000
Order Size: 100% of equity per trade (no leverage).
Commission: 0.02% per side.
Slippage: 2 ticks (or 0.02% on percent-based markets).
Timeframe used for the published chart: 15-minute (example)
Dataset: SPY/QQQ/large-cap equities (2+ years) producing 100+ trades in sample.
Note: This strategy does not use hard stops by default. If you prefer risk caps ≤ 5–10% per trade, add a stop in the Inputs and re-publish; otherwise, this description explains the deviation per House Rules.
Disclosures
Backtest results are estimates; real-world fills, slippage, and availability may differ. No guarantee of performance. Use prudent position sizing and independent verification.
AlgoIndex - All Stages (AM & Mid-Day Long/Short)Scope (read first)
ES1! on 5-minute only. The strategy backtests ES fills; alerts can post JSON messages to a Webhook URL you configure. Exits are target-based with ITTC - if ES touches target intra-bar, an exit alert is sent immediately. No fixed ES stop-loss. Positions can also exit at scheduled time-based safety closes (session end, holiday/half-day, or expiration end). You can always close manually.
What this is
One intraday engine with four session presets (“Stages”). Stages only change session windows, trade side, and a few risk/confirmation governors—the core logic is the same. Single invite-only listing; not a multi-post suite.
How it trades
Opening Range (OR): Each Stage begins with a short OR at its session start; that Stage won’t take entries until its OR closes.
VWAP alignment: Trade with flow. Price must align with VWAP (simple pass/fail; optional gap offset).
Real breakouts only: A composite “impulse” check looks for volume expansion, recent momentum, ATR-scaled range, body/range quality, and a clean OR break (or a gap-aware extension).
Entry & target: Entries occur on the signal bar’s close; targets are set in underlying (ES) units.
ITTC (close on touch): If ES touches target intra-bar, ITTC sends a one-shot exit.
Adds (preset by Stage): S1/S2/S3 allow up to two adds on defined ES retraces; S4 disables adds. Adds use a fixed scale-out policy handled internally—no user input required.
Time-based safety closes: At the configured session end (and on holiday/half-day or expiration when applicable), any open position is closed. These are time exits, not price stops.
Why traders use it
A progressive filter for intraday continuity: OR context → VWAP alignment → authentic breakout (impulse) → ITTC to sync ES triggers with options execution. Stage-governed adds keep scaled positions coherent from open to close.
Stages (session templates; one engine)
S1 — 09:30–11:20 NY, Long-only. Standard impulse; adds ON.
S2 — 09:30–11:30 NY, Short-only. Tighter breakout standard; adds ON.
S3 — 11:15–15:15 NY, Long-only. Trade-protection ON; slightly lower underlying target; adds ON.
S4 — 11:30–14:30 NY, Short-only. Alternative trigger governor; slightly lower underlying target; adds OFF.
You can replicate any Stage via session times, side, and thresholds; presets exist for convenience and auditability.
Public inputs (what you can adjust)
Contracts (order size)
TP (Underlying) and TP (Options)
Trade Limiter (toggle) + Max profitable trades per session
Session settings: Exchange Day Session times, optional Custom Time Zone, Session 1 times, optional Session 2, and day-of-week checkboxes
Visual overlays (display-only): VWAP, Prior-Day High/Low, Session High/Low, Round Numbers, Bias Banner, Trade Markers
Display: Inputs in status line
Alerts (how to use)
Create an alert on this strategy and select “Any alert() function call.” (Optional) add a Webhook URL you control to receive the JSON the script sends. Leave Message empty.
Backtest vs options (read carefully)
Backtests show ES fills on 5-minute bars; options pricing (IV, DTE, spreads, partial fills) isn’t simulated. Because live execution uses options, ES PnL is a directional proxy only.
Evaluate quality via: trade count (target ≥100), win rate, average time-in-trade, MAE/MFE, and holding-time distribution. Do not read ES $ PnL as expected options returns—actual options outcomes depend on strike/DTE, IV regime, spreads, and execution.
Defaults used in this publication (match these before interpreting results)
Dataset: last 12–24 months of ES1! 5-minute RTH (to ensure ≥100 trades)
Initial capital: $25,000
Commission: $1.00 per order per contract (≈ $2 round-trip)
Slippage: 1 tick
Order size: 1 contract; pyramiding only for Stage-governed adds
No fixed ES stop-loss; exits are target-based with ITTC and scheduled safety closes
Operating notes
ES1! symbol only; 5-minute resolution only
You can run multiple Stages in parallel via separate tabs/alerts; if you want a single net position across Stages, enforce it in your own tooling (e.g., ignore new orders while a position is open)
Use a clean chart when publishing (only this strategy active)
Keep results separate by using four TradingView tabs (one per Stage)
Disclosures
Educational research tool, not financial advice. Past or hypothetical performance does not guarantee future results. Trading involves risk, including the risk of loss. Test thoroughly and use at your own discretion.
Macro Momentum – 4-Theme, Vol Target, RebalanceMacro Momentum — 4-Theme, Vol Target, Rebalance
Purpose. A macro-aware strategy that blends four economic “themes”—Business Cycle, Trade/USD, Monetary Policy, and Risk Sentiment—into a single, smoothed Composite signal. It then:
gates entries/exits with hysteresis bands,
enforces optional regime filters (200-day bias), and
sizes the position via volatility targeting with caps for long/short exposure.
It’s designed to run on any chart (index, ETF, futures, single stocks) while reading external macro proxies on a chosen Signal Timeframe.
How it works (high level)
Build four theme signals from robust macro proxies:
Business Cycle: XLI/XLU and Copper/Gold momentum, confirmed by the chart’s price vs a long SMA (default 200D).
Trade / USD: DXY momentum (sign-flipped so a rising USD is bearish for risk assets).
Monetary Policy: 10Y–2Y curve slope momentum and 10Y yield trend (steepening & falling 10Y = risk-on; rising 10Y = risk-off).
Risk Sentiment: VIX momentum (bearish if higher) and HYG/IEF momentum (bullish if credit outperforms duration).
Normalize & de-noise.
Optional Winsorization (MAD or stdev) clamps outliers over a lookback window.
Optional Z-score → tanh mapping compresses to ~ for stable weighting.
Theme lines are SMA-smoothed; the final Composite is LSMA-smoothed (linreg).
Decide direction with hysteresis.
Enter/hold long when Composite ≥ Entry Band; enter/hold short when Composite ≤ −Entry Band.
Exit bands are tighter than entry bands to avoid whipsaws.
Apply regime & direction constraints.
Optional Long-only above 200MA (chart symbol) and/or Short-only below 200MA.
Global Direction control (Long / Short / Both) and Invert switch.
Size via volatility targeting.
Realized close-to-close vol is annualized (choose 9-5 or 24/7 market profile).
Target exposure = TargetVol / RealizedVol, capped by Max Long/Max Short multipliers.
Quantity is computed from equity; futures are rounded to whole contracts.
Rebalance cadence & execution.
Trades are placed on Weekly / Monthly / Quarterly rebalance bars or when the sign of exposure flips.
Optional ATR stop/TP for single-stock style risk management.
Inputs you’ll actually tweak
General
Signal Timeframe: Where macro is sampled (e.g., D/W).
Rebalance Frequency: Weekly / Monthly / Quarterly.
ROC & SMA lengths: Defaults for theme momentum and the 200D regime filter.
Normalization: Z-score (tanh) on/off.
Winsorization
Toggle, lookback, multiplier, MAD vs Stdev.
Risk / Sizing
Target Annualized Vol & Realized Vol Lookback.
Direction (Long/Short/Both) and Invert.
Max long/short exposure caps.
Advanced Thresholds
Theme/Composite smoothing lengths.
Entry/Exit bands (hysteresis).
Regime / Execution
Long-only above 200MA, Short-only below 200MA.
Stops/TP (optional)
ATR length and SL/TP multiples.
Theme Weights
Per-theme scalars so you can push/pull emphasis (e.g., overweight Policy during rate cycles).
Macro Proxies
Symbols for each theme (XLI, XLU, HG1!, GC1!, DXY, US10Y, US02Y, VIX, HYG, IEF). Swap to alternatives as needed (e.g., UUP for DXY).
Signals & logic (under the hood)
Business Cycle = ½ ROC(XLI/XLU) + ½ ROC(Copper/Gold), then confirmed by (price > 200SMA ? +1 : −1).
Trade / USD = −ROC(DXY).
Monetary Policy = 0.6·ROC(10Y–2Y) − 0.4·ROC(10Y).
Risk Sentiment = −0.6·ROC(VIX) + 0.4·ROC(HYG/IEF).
Each theme → (optional Winsor) → (robust z or scaled ROC) → tanh → SMA smoothing.
Composite = weighted average → LSMA smoothing → compare to bands → dir ∈ {−1,0,+1}.
Rebalance & flips. Orders fire on your chosen cadence or when the sign of exposure changes.
Position size. exposure = clamp(TargetVol / realizedVol, maxLong/Short) × dir.
Note: The script also exposes Gross Exposure (% equity) and Signed Exposure (× equity) as diagnostics. These can help you audit how vol-targeting and caps translate into sizing over time.
Visuals & alerts
Composite line + columns (color/intensity reflect direction & strength).
Entry/Exit bands with green/red fills for quick polarity reads.
Hidden plots for each Theme if you want to show them.
Optional rebalance labels (direction, gross & signed exposure, σ).
Background heatmap keyed to Composite.
Alerts
Enter/Inc LONG when Composite crosses up (and on rebalance bars).
Enter/Inc SHORT when Composite crosses down (and on rebalance bars).
Exit to FLAT when Composite returns toward neutral (and on rebalance bars).
Practical tips
Start higher timeframes. Daily signals with Monthly rebalance are a good baseline; weekly signals with quarterly rebalances are even cleaner.
Tune Entry/Exit bands before anything else. Wider bands = fewer trades and less noise.
Weights reflect regime. If policy dominates markets, raise Monetary Policy weight; if credit stress drives moves, raise Risk Sentiment.
Proxies are swappable. Use UUP for USD, or futures-continuous symbols that match your data plan.
Futures vs ETFs. Quantity auto-rounds for futures; ETFs accept fractional shares. Check contract multipliers when interpreting exposure.
Caveats
Macro proxies can repaint at the selected signal timeframe as higher-TF bars form; that’s intentional for macro sampling, but test live.
Vol targeting assumes reasonably stationary realized vol over the lookback; if markets regime-shift, revisit volLook and targetVol.
If you disable normalization/winsorization, themes can become spikier; expect more hysteresis band crossings.
What to change first (quick start)
Set Signal Timeframe = D, Rebalance = Monthly, Z-score on, Winsor on (MAD).
Entry/Exit bands: 0.25 / 0.12 (defaults), then nudge until trade count and turnover feel right.
TargetVol: try 10% for diversified indices; lower for single stocks, higher for vol-sell strategies.
Leave weights = 1.0 until you’ve inspected the four theme lines; then tilt deliberately.
New Rate - PREMIUM v2New Rate – Premium
Overview
New Rate – Premium is a breakout strategy built around a strict “one trade per day” rule. It forms an intraday range from the first N candles, freezes High/Low at the close of candle N, and places OCO stop orders exactly on those levels. The first breakout fills and the opposite order is canceled. Exits can be managed by fixed ticks or by risk/reward (RR). The script draws SL/TP boxes, keeps entry labels at a fixed distance from price, and lets you restrict trading to selected weekdays.
How it works
Window & count: set timeframe, session start, and N candles. Those candles are highlighted and used to compute the range High/Low.
Freeze: when candle N closes, the strategy locks High/Low and draws the lines; a 50% midline is optional.
OCO placement: buy-stop on High and sell-stop on Low (one-cancels-other). The first fill cancels the other side.
Exits:
– Ticks mode: SL/TP are fixed distances in ticks from entry.
– RR mode: SL at the opposite side of the range; TP = RR × risk.
Visual SL/TP boxes are drawn in both modes.
Daily lock: after the first fill, no more entries for that day.
Key features
First break only, one trade per day: hard discipline that avoids over-trading.
Automatic range end: timeframe × N candles (or manual end time).
Exact “at-the-break” entries: stop orders placed at frozen High/Low.
Flexible exits: fixed ticks or RR with opposite-side stop.
Clean visuals: High/Low and midline with configurable color/style/width; text alignment (left/center/right); session background with opacity.
SL/TP boxes: configurable colors, borders, width, and forward projection.
Entry labels with constant offset: “BUY” below bar, “SELL” above bar; distance in ticks so labels never sit on price.
Weekday filter: trade only the days you select (Mon–Fri).
Inputs (summary)
• Session & range: timeframe (minutes), start time, N candles, auto end (TF × N) or manual, line extension.
• Style: High/Low colors, styles, widths; midline on/off; label position; session background color and opacity.
• Exits: RR using the opposite extreme as SL, or “Use SL/TP by ticks”.
• SL/TP boxes: projection bars, SL color, TP color, border color and width, box limit.
• Weekdays: Monday–Friday selectors.
• Entry labels: show/hide, colors, size, vertical offset in ticks, optional X shift in bars.
Backtest snapshot — FX:XAUUSD 30m
Range: 02 Jan 2024 00:00 → 12 Sep 2025 12:00 • Symbol/TF: FX:XAUUSD / 30m
• Net Profit: $1,599.77
• Gross Profit / Gross Loss: $3,929.47 / $2,329.70
• Max Drawdown: $112.73 (4.93%)
• Total Trades / Win rate: 440 / 48.41%
• Avg Trade: $3.64 (0.04%); Avg Winner / Avg Loser: $18.45 / $10.26
• Profit Factor / Sharpe / Sortino: 1.687 / 1.163 / 6.876
• Largest Win / Loss: $91.94 / $10.26
• Avg Bars in Trade: 1 (long), 2 (short)
Why this strategy is original
First-bar breakout accuracy: orders arm exactly when the N-th candle closes, so the very next bar can fill at the true break. This avoids the common ORB miss where the first post-range bar is skipped by delayed checks or market orders.
OCO + daily lock as a core mechanic: the engine enforces one-and-done behavior—no soft rules, no hidden retries—so test results match live logic.
Two exit frameworks, one visual language: switch seamlessly between fixed-tick and structural RR exits while managing both with the same SL/TP boxes for consistent analysis and education.
Readability by design: label offset, aligned High/Low text, and tunable session background keep charts uncluttered during long optimizations or multi-asset reviews.
Operational guardrails: drawing budgets, box limits, and weekday filters are integrated so backtests remain stable and realistic with trading hours.
Focused ORB specialization: no oscillators, no hidden bias—transparent, testable, and purpose-built for the opening-range dynamic you configure.
Recommended use
• Session openings or early windows with a single, clean decision per day.
• Strict rules with exact entry levels and auditable exits.
• Benchmarking exits in both ticks and RR with apples-to-apples visuals.
Default strategy properties
• Initial capital: 10,000 USD; position sizing by % of equity (editable).
• Commissions default to 0% and slippage to 0; edit to match your broker/market.
• Drawing limits tuned to respect TradingView resource caps.
Best practices & compliance
• Educational use. Not financial advice.
• Past performance does not guarantee future results.
• Adjust slippage, commissions, and position sizing to your live context.
• Original implementation with documented mechanics; compliant with TradingView House Rules.
Example setup
TF 5m, start 08:00, N = 6 → auto end at 08:30
RR = 2 with SL at the opposite side of the range
Boxes: projection 10 bars; SL #9598a1; TP #ffbe1a; border #787B86; opacity 70
Days: Tuesday and Wednesday only
Labels: “BUY” below and “SELL” above, 10-tick offset
Glossary
• Opening range breakout (ORB): breakout of the configured initial range.
• One-cancels-other (OCO): filling one order cancels the other.
• Risk/reward (RR): target equals RR × risk distance.
• Tick: minimum price increment.
• Offset: fixed label separation from the bar extremum.
Hilly's Reversal Scalping Strategy - 5 Min CandlesHow to Use
Copy the Code: Copy the script above.
Paste in TradingView: Open TradingView, go to the Pine Editor (bottom of the chart), paste the code, and click “Add to Chart.”
Set Timeframe: Ensure the chart is set to 5-minute candles (TradingView: right-click chart > Timeframe > 5 Minutes).
Check for Errors: Verify no errors appear in the Pine Editor console.
Apply to Chart: Use a liquid crypto pair (e.g., BTC/USDT, ETH/USDT on Binance or Coinbase).
Verify Signals:
Green “BUY” labels and triangle-up arrows for bullish reversals (e.g., bullish engulfing, hammer, doji, morning star, three white soldiers, double bottom in a downtrend).
Red “SELL” labels and triangle-down arrows for bearish reversals (e.g., bearish engulfing, shooting star, doji, evening star, three black crows, double top in an uptrend).
Green/red background highlights for signal candles.
Backtest: Use TradingView’s Strategy Tester to evaluate performance over 1–3 months, checking Net Profit, Win Rate, and Drawdown.
Demo Test: Run on a demo account to confirm signal visibility and performance before trading with real funds.
Troubleshooting
If Errors Occur: If any errors appear in TradingView’s Pine Editor console (e.g., “Syntax error” or “Invalid argument”), please share the exact error messages to diagnose environment-specific issues.
Signal Overload: If too many signals appear, increase patternLookback to 15 or set volFilter = volume > volMa * 2.0.
Missed Signals: If signals are too rare, set useVolumeFilter=false or reduce patternLookback to 5.
Additional Features: If you need alerts, other indicators (e.g., EMA, RSI), or dynamic arrow sizing, please specify. Note that dynamic sizing caused errors previously, so I’ve kept size=size.normal.
Optimized ADX DI CCI Strategy### Key Features:
- Combines ADX, DI+/-, CCI, and RSI for signal generation.
- Supports customizable timeframes for indicators.
- Offers multiple exit conditions (Moving Average cross, ADX change, performance-based stop-loss).
- Tracks and displays trade statistics (e.g., win rate, capital growth, profit factor).
- Visualizes trades with labels and optional background coloring.
- Allows countertrading (opening an opposite trade after closing one).
1. **Indicator Calculation**:
- **ADX and DI+/-**: Calculated using the `ta.dmi` function with user-defined lengths for DI and ADX smoothing.
- **CCI**: Computed using the `ta.cci` function with a configurable source (default: `hlc3`) and length.
- **RSI (optional)**: Calculated using the `ta.rsi` function to filter overbought/oversold conditions.
- **Moving Averages**: Used for CCI signal smoothing and trade exits, with support for SMA, EMA, SMMA (RMA), WMA, and VWMA.
2. **Signal Generation**:
- **Buy Signal**: Triggered when DI+ > DI- (or DI+ crosses over DI-), CCI > MA (or CCI crosses over MA), and optional ADX/RSI filters are satisfied.
- **Sell Signal**: Triggered when DI+ < DI- (or DI- crosses over DI+), CCI < MA (or CCI crosses under MA), and optional ADX/RSI filters are satisfied.
3. **Trade Execution**:
- **Entry**: Long or short trades are opened using `strategy.entry` when signals are detected, provided trading is allowed (`allow_long`/`allow_short`) and equity is positive.
- **Exit**: Trades can be closed based on:
- Opposite signal (if no other exit conditions are used).
- MA cross (price crossing below/above the exit MA for long/short trades).
- ADX percentage change exceeding a threshold.
- Performance-based stop-loss (trade loss exceeding a percentage).
- **Countertrading**: If enabled, closing a trade triggers an opposite trade (e.g., closing a long opens a short).
4. **Visualization**:
- Labels are plotted at trade entries/exits (e.g., "BUY," "SELL," arrows).
- Optional background coloring highlights open trades (green for long, red for short).
- A statistics table displays real-time metrics (e.g., capital, win rates).
5. **Trade Tracking**:
- Tracks the number of long/short trades, wins, and overall performance.
- Monitors equity to prevent trading if it falls to zero.
### 2.3 Key Components
- **Indicator Calculations**: Uses `request.security` to fetch indicator data for the specified timeframe.
- **MA Function**: A custom `ma_func` handles different MA types for CCI and exit conditions.
- **Signal Logic**: Combines crossover/under checks with recent bar windows for flexibility.
- **Exit Conditions**: Multiple configurable exit strategies for risk management.
- **Statistics Table**: Updates dynamically with trade and capital metrics.
## 3. Configuration Options
The script provides extensive customization through input parameters, grouped for clarity in the TradingView settings panel. Below is a detailed breakdown of each setting and its impact.
### 3.1 Strategy Settings (Global)
- **Initial Capital**: Default `10000`. Sets the starting capital for backtesting.
- **Effect**: Determines the base equity for calculating position sizes and performance metrics.
- **Default Quantity Type**: `strategy.percent_of_equity` (50% of equity).
- **Effect**: Controls the size of each trade as a percentage of available equity.
- **Pyramiding**: Default `2`. Allows up to 2 simultaneous trades in the same direction.
- **Effect**: Enables multiple entries if conditions are met, increasing exposure.
- **Commission**: 0.2% per trade.
- **Effect**: Simulates trading fees, reducing net profit in backtesting.
- **Margin**: 100% for long and short trades.
- **Effect**: Assumes no leverage; adjust for margin trading simulations.
- **Calc on Every Tick**: `true`.
- **Effect**: Ensures real-time signal updates for precise execution.
### 3.2 Indicator Settings
- **Indicator Timeframe** (`indicator_timeframe`):
- **Options**: `""` (chart timeframe), `1`, `5`, `15`, `30`, `60`, `240`, `D`, `W`.
- **Default**: `""` (uses chart timeframe).
- **Effect**: Determines the timeframe for ADX, DI, CCI, and RSI calculations. A higher timeframe reduces noise but may delay signals.
### 3.3 ADX & DI Settings
- **DI Length** (`adx_di_len`):
- **Default**: `30`.
- **Range**: Minimum `1`.
- **Effect**: Sets the period for calculating DI+ and DI-. Longer periods smooth trends but reduce sensitivity.
- **ADX Smoothing Length** (`adx_smooth_len`):
- **Default**: `14`.
- **Range**: Minimum `1`.
- **Effect**: Smooths the ADX calculation. Longer periods produce smoother ADX values.
- **Use ADX Filter** (`use_adx_filter`):
- **Default**: `false`.
- **Effect**: If `true`, requires ADX to exceed the threshold for signals to be valid, filtering out weak trends.
- **ADX Threshold** (`adx_threshold`):
- **Default**: `25`.
- **Range**: Minimum `0`.
- **Effect**: Sets the minimum ADX value for valid signals when the filter is enabled. Higher values restrict trades to stronger trends.
### 3.4 CCI Settings
- **CCI Length** (`cci_length`):
- **Default**: `20`.
- **Range**: Minimum `1`.
- **Effect**: Sets the period for CCI calculation. Longer periods reduce noise but may lag.
- **CCI Source** (`cci_src`):
- **Default**: `hlc3` (average of high, low, close).
- **Effect**: Defines the price data for CCI. `hlc3` is standard, but users can choose other sources (e.g., `close`).
- **CCI MA Type** (`ma_type`):
- **Options**: `SMA`, `EMA`, `SMMA (RMA)`, `WMA`, `VWMA`.
- **Default**: `SMA`.
- **Effect**: Determines the moving average type for CCI signal smoothing. EMA is more responsive; VWMA weights by volume.
- **CCI MA Length** (`ma_length`):
- **Default**: `14`.
- **Range**: Minimum `1`.
- **Effect**: Sets the period for the CCI MA. Longer periods smooth the MA but may delay signals.
### 3.5 RSI Filter Settings
- **Use RSI Filter** (`use_rsi_filter`):
- **Default**: `false`.
- **Effect**: If `true`, applies RSI-based overbought/oversold filters to signals.
- **RSI Length** (`rsi_length`):
- **Default**: `14`.
- **Range**: Minimum `1`.
- **Effect**: Sets the period for RSI calculation. Longer periods reduce sensitivity.
- **RSI Lower Limit** (`rsi_lower_limit`):
- **Default**: `30`.
- **Range**: `0` to `100`.
- **Effect**: Defines the oversold threshold for buy signals. Lower values allow trades in more extreme conditions.
- **RSI Upper Limit** (`rsi_upper_limit`):
- **Default**: `70`.
- **Range**: `0` to `100`.
- **Effect**: Defines the overbought threshold for sell signals. Higher values allow trades in more extreme conditions.
### 3.6 Signal Settings
- **Cross Window** (`cross_window`):
- **Default**: `0`.
- **Range**: `0` to `5` bars.
- **Effect**: Specifies the lookback period for detecting DI+/- or CCI crosses. `0` requires crosses on the current bar; higher values allow recent crosses, increasing signal frequency.
- **Allow Long Trades** (`allow_long`):
- **Default**: `true`.
- **Effect**: Enables/disables new long trades. If `false`, only closing existing longs is allowed.
- **Allow Short Trades** (`allow_short`):
- **Default**: `true`.
- **Effect**: Enables/disables new short trades. If `false`, only closing existing shorts is allowed.
- **Require DI+/DI- Cross for Buy** (`buy_di_cross`):
- **Default**: `true`.
- **Effect**: If `true`, requires a DI+ crossover DI- for buy signals; if `false`, DI+ > DI- is sufficient.
- **Require CCI Cross for Buy** (`buy_cci_cross`):
- **Default**: `true`.
- **Effect**: If `true`, requires a CCI crossover MA for buy signals; if `false`, CCI > MA is sufficient.
- **Require DI+/DI- Cross for Sell** (`sell_di_cross`):
- **Default**: `true`.
- **Effect**: If `true`, requires a DI- crossover DI+ for sell signals; if `false`, DI+ < DI- is sufficient.
- **Require CCI Cross for Sell** (`sell_cci_cross`):
- **Default**: `true`.
- **Effect**: If `true`, requires a CCI crossunder MA for sell signals; if `false`, CCI < MA is sufficient.
- **Countertrade** (`countertrade`):
- **Default**: `true`.
- **Effect**: If `true`, closing a trade triggers an opposite trade (e.g., close long, open short) if allowed.
- **Color Background for Open Trades** (`color_background`):
- **Default**: `true`.
- **Effect**: If `true`, colors the chart background green for long trades and red for short trades.
### 3.7 Exit Settings
- **Use MA Cross for Exit** (`use_ma_exit`):
- **Default**: `true`.
- **Effect**: If `true`, closes trades when the price crosses the exit MA (below for long, above for short).
- **MA Length for Exit** (`ma_exit_length`):
- **Default**: `20`.
- **Range**: Minimum `1`.
- **Effect**: Sets the period for the exit MA. Longer periods delay exits.
- **MA Type for Exit** (`ma_exit_type`):
- **Options**: `SMA`, `EMA`, `SMMA (RMA)`, `WMA`, `VWMA`.
- **Default**: `SMA`.
- **Effect**: Determines the MA type for exit signals. EMA is more responsive; VWMA weights by volume.
- **Use ADX Change Stop-Loss** (`use_adx_stop`):
- **Default**: `false`.
- **Effect**: If `true`, closes trades when the ADX changes by a specified percentage.
- **ADX % Change for Stop-Loss** (`adx_change_percent`):
- **Default**: `5.0`.
- **Range**: Minimum `0.0`, step `0.1`.
- **Effect**: Specifies the percentage change in ADX (vs. previous bar) that triggers a stop-loss. Higher values reduce premature exits.
- **Use Performance Stop-Loss** (`use_perf_stop`):
- **Default**: `false`.
- **Effect**: If `true`, closes trades when the loss exceeds a percentage threshold.
- **Performance Stop-Loss (%)** (`perf_stop_percent`):
- **Default**: `-10.0`.
- **Range**: `-100.0` to `0.0`, step `0.1`.
- **Effect**: Specifies the loss percentage that triggers a stop-loss. More negative values allow larger losses before exiting.
## 4. Visual and Statistical Output
- **Labels**: Displayed at trade entries/exits with arrows (↑ for buy, ↓ for sell) and text ("BUY," "SELL"). A "No Equity" label appears if equity is zero.
- **Background Coloring**: Optionally colors the chart background (green for long, red for short) to indicate open trades.
- **Statistics Table**: Displayed at the top center of the chart, updated on timeframe changes or trade events. Includes:
- **Capital Metrics**: Initial capital, current capital, capital growth (%).
- **Trade Metrics**: Total trades, long/short trades, win rate, long/short win rates, profit factor.
- **Open Trade Status**: Indicates if a long, short, or no trade is open.
## 5. Alerts
- **Buy Signal Alert**: Triggered when `buy_signal` is true ("Cross Buy Signal").
- **Sell Signal Alert**: Triggered when `sell_signal` is true ("Cross Sell Signal").
- **Usage**: Users can set up TradingView alerts to receive notifications for trade signals.
NIFTY_2min_FVG_Buy_StrategySummary
This strategy is designed for scalping Nifty on a 2-minute chart, focusing exclusively on long entries. The script's purpose is to identify and act on specific bullish reversal patterns based on volume analysis and price action.
Concept & Core Logic
The strategy operates on a two-stage confirmation process:
Volume Absorption: The initial condition seeks to identify potential bullish reversals by detecting signs of selling pressure being absorbed by buyers. This suggests that a downward move may be losing momentum.
Fair Value Gap (FVG) Confirmation: After a volume absorption signal, the strategy waits for a Fair Value Gap (FVG) to appear. A long entry signal is generated only after a candle closes above the FVG zone, serving as confirmation of bullish intent.
Risk Management
The strategy employs a fixed take profit and stop loss for each trade, based on the Nifty underlying price:
Take Profit: The exit signal is triggered when a trade reaches a 25-point profit.
Stop Loss: The exit signal is triggered when a trade reaches a 30-point loss.
Intended Use
This tool is intended for traders who:
Utilize mechanical, rule-based systems for intraday trading and scalping.
Are interested in studying a structured approach that combines volume analysis with price action inefficiencies like Fair Value Gaps.
EMA Crossover StrategyAs the name suggests. It is an EMA crossover with a custom buy, sell signal on the chart with the take profit signal on the chart itself. SL would be the original candle low on the candle where the buy sell signal is generated. kindly give a feedback on the script so i can update it.
Supertrend Strategy with ATR TP and SLSupertrend Strategy with ATR TP and SL
Overview
The Supertrend strategy is a trend-following trading system that utilizes the Average True Range (ATR) to determine the market's volatility and to set dynamic support and resistance levels. This strategy employs the Supertrend indicator to identify entry and exit points for trades, specifically focusing on long and short positions in the market.
Key Components
Inputs
ATR Period: This defines the lookback period for calculating the ATR, which helps in understanding market volatility. The default value is set to 10.
Supertrend Multiplier: This multiplier adjusts the sensitivity of the Supertrend indicator. A value of 3 is used, affecting the upper and lower bands of the Supertrend calculation.
TP (Take Profit) ATR Multiplier: This multiplier is used to calculate the take profit level based on the ATR (default value is 3).
SL (Stop Loss) ATR Multiplier: This multiplier dictates the stop loss distance from the entry point concerning the ATR, set to a value of 1.5.
Number of Bars to Use for Backtest: This setting determines how many bars are analyzed during testing, set to a default of 240.
Trading Mode: Options are provided to choose whether to take only long positions or only short positions.
ATR Calculation
The ATR is computed using a specified period, allowing traders to gauge market volatility effectively. This is crucial for setting appropriate stop loss and take profit levels.
Supertrend Calculation
The Supertrend indicator is calculated using the ATR and the multiplier to derive upper and lower bands. The current market price is compared against these bands to determine the trend direction.
Trade Signals
Buy Signal: Generated when the price closes above the Supertrend line, indicating a potential upward trend.
Sell Signal: Generated when the price closes below the Supertrend line, indicating a potential downward trend.
Entry and Exit Strategies
When a buy signal is triggered, the strategy will enter a long position while setting the take profit and stop loss based on the ATR values.
Conversely, if a sell signal occurs, a short position is opened with respective take profit and stop loss levels.
Alert Conditions
Alerts are set up for both buy and sell signals, allowing users to be notified when trade opportunities arise.
Visualization
The Supertrend line is plotted on the chart, along with take profit and stop loss levels for each trade. Labels indicate entry points to facilitate easy tracking of trades.
Conclusion
This Supertrend strategy is designed to simplify trading decisions by automating the entry and exit points based on well-defined market conditions. By utilizing the ATR for dynamic risk management, traders can adapt their approach according to market volatility. This strategy is suitable for many trading styles and can be backtested to assess its performance across different market conditions.
Usage
To use this strategy, simply apply the script in TradingView and adjust the input parameters based on your trading preferences. The strategy can be modified further to enhance its performance according to specific market scenarios.
Hassi XAUUSD Advanced FVG EMA/BOS/RSI/Volume + Session FilterWhat it does :
This strategy automates a popular ICT-style idea on XAUUSD (Gold): trade only when price taps back into a Fair Value Gap (FVG), but filter entries with trend, structure, momentum, volume, and session rules. It manages risk with fixed TP/SL (points) and shows a compact backtest panel on chart.
Core Logic
1) Market Structure (BOS)
Detects recent swing highs/lows and flags a Break of Structure:
BOS Up when price breaks the latest swing high.
BOS Down when price breaks the latest swing low.
2) FVG Detection (3-candle)
Bullish FVG when low > high and low > high .
Bearish FVG when high < low and high < low .
The most recent qualifying gap is drawn as a shaded box (optional).
3) Bias & Filters
Trend Bias: price vs EMA (default 200). Longs only above EMA; shorts only below.
Momentum: optional RSI filter (default 14); avoid longs in OB & shorts in OS.
Volume: optional filter requiring current volume > SMA(20) × multiplier.
Sessions: optional London / New York (PKT) time windows.
Entries & Exits
Long Entry (all must be true)
Above EMA, RSI bullish, volume ok, session ok, BOS Up.
A recent Bullish FVG exists (within N bars).
Price taps back into the FVG (low ≤ top & close > bottom) with a bullish candle.
Short Entry (mirror)
Below EMA, RSI bearish, volume ok, session ok, BOS Down.
A recent Bearish FVG exists (within N bars).
Price taps (high ≥ bottom & close < top) with a bearish candle.
Risk / R:R
Exits use fixed points on XAUUSD (default TP 100, SL 50).
On many gold feeds 1.0 = 10 points; inputs convert to price automatically.
“One-trade-at-a-time”: a new signal won’t fire until the previous position is flat.
Chart Labels
On entry, the script plots BUY/SELL plus fixed TP/SL lines & labels anchored to the entry bar (they don’t drift with price).
Visuals & Tools
EMA line (green/red by bias).
Swing points (tiny triangles) to see structure.
FVG boxes (green/red, optional).
Session shading (subtle blue overlay).
Stats Panel (top-right):
Total Trades, TP Hits, SL Hits, Win Rate, Profit Factor, Net P&L.
Inputs (quick guide)
EMA Length (default 200)
Swing Lookback for BOS (default 5)
FVG Box Length (how far the zone extends to the right)
TP / SL (points) for XAUUSD + display Risk:Reward
Sessions (PKT): London & New York windows + toggle
Filters: Volume (multiplier), RSI (length, OB/OS)
Visibility: show/hide FVG boxes & TP/SL drawings
Alerts
Buy Signal / Sell Signal on valid entries
Position Opened / Position Closed notifications
Best Practices & Notes
Designed for XAUUSD 15-minute. You can test other timeframes, but retune TP/SL points and filters accordingly.
Broker ticks differ: if your symbol steps are not 0.1, adjust TP/SL points.
Use with a HTF confluence (e.g., D1/4H bias, key S/R, news awareness).
Backtests are approximations; real results vary with spreads, slippage, and execution.
Disclaimer: This tool is for educational purposes. It is not financial advice. Always test before using on live capital.
Simple Symmetrical Triangle Strategy (6 points)Overview
This strategy identifies triangle patterns formed by a series of key high and low price points. A trade is triggered when the price breaks out from the pattern's final confirmation points: a buy signal occurs on a close above the last high point, and a sell signal on a close below the last low point. To ensure relevance, any pattern that doesn't break out within 10 bars is automatically discarded.
This helps filter out patterns that lose momentum and focuses only on the most imminent breakouts.
How It Works
1. Pattern Detection: The script continuously scans for a sequence of three declining highs (points H1, H2, H3) and three rising lows (points L1, L2, L3) to form a triangle.
2. Entry Logic: The logic is straightforward and based on breaking the last confirmed pivot:
* Long Entry: A buy order is executed if the price closes above the level of the last high (H3).
* Short Entry: A sell order is executed if the price closes below the level of the last low (L3).
3. Pattern Expiration: A triangle only remains "active" for 10 bars after its formation. If a breakout doesn't occur within this window, the pattern is removed from analysis, avoiding trades on prolonged, unresolved consolidations.
Key Features
* Automatic Detection: Identifies and draws triangles for you.
* Simple Breakout Logic: Easy to understand, trades by following the price action.
* Time Filter: Its main advantage is discarding patterns that do not resolve quickly.
* Customizable: You can adjust the sensitivity of the pivot detection in the settings.
Important Disclaimer
This strategy is designed as an entry system and DOES NOT INCLUDE A STOP LOSS OR TAKE PROFIT.
Automation Ready
Want to automate this or ANY strategy on your broker or MetaTrader (MT4/MT5) without keeping your computer on or needing a VPS? You can use WebhookTrade.
Breakout asia USD/CHF1 — Customizable Parameters
sess1 & sess2: The two time ranges that define the Asian session (e.g., 20:00–23:59 and 00:00–08:00).
Important: format is HHMM-HHMM.
rr: The risk/reward ratio (default = 3.0, meaning TP = 3× risk size).
onePerSess: Toggle to allow only one trade per Asian session or multiple.
bufTicks: Extra margin for the SL beyond the signal candle.
2 — Detecting the Asian Session
The script checks if the candle’s time is inside the first range (sess1) or inside the second range (sess2).
While inside the Asian session, it updates the current high and low.
When the session ends, it locks in these levels as rangeHigh and rangeLow.
3 — Step 1: Detecting the Initial Breakout
Bullish breakout → close above rangeHigh → flag breakoutUp is set to true.
Bearish breakout → close below rangeLow → flag breakoutDown is set to true.
No trade yet — this is just the breakout signal.
4 — Step 2: Waiting for the Retest
If a bullish breakout occurred, wait for the price to return to or slightly below rangeHigh and then close back above it.
If a bearish breakout occurred, wait for the price to return to or slightly above rangeLow and then close back below it.
5 — Entry & Exit
When the retest is confirmed:
strategy.entry() is triggered.
SL = behind the retest confirmation candle (with optional bufTicks margin).
TP = entry price ± RR × risk size.
If onePerSess is enabled, no further trades happen until the next Asian session.
6 — Chart Display
Green line = locked Asian session high.
Red line = locked Asian session low.
Light blue background = active Asian session hours.
Trade entries are shown on the chart when retests occur.
Ultimate Scalping Strategy v2Strategy Overview
This is a versatile scalping strategy designed primarily for low timeframes (like 1-min, 3-min, or 5-min charts). Its core logic is based on a classic EMA (Exponential Moving Average) crossover system, which is then filtered by the VWAP (Volume-Weighted Average Price) to confirm the trade's direction in alignment with the market's current intraday sentiment.
The strategy is highly customizable, allowing traders to add layers of confirmation, control trade direction, and manage exits with precision.
Core Strategy Logic
The strategy's entry signals are generated when two primary conditions are met simultaneously:
Momentum Shift (EMA Crossover): It looks for a crossover between a fast EMA (default length 9) and a slow EMA (default length 21).
Buy Signal: The fast EMA crosses above the slow EMA, indicating a potential shift to bullish momentum.
Sell Signal: The fast EMA crosses below the slow EMA, indicating a potential shift to bearish momentum.
Trend/Sentiment Filter (VWAP): The crossover signal is only considered valid if the price is on the "correct" side of the VWAP.
For a Buy Signal: The price must be trading above the VWAP. This confirms that, on average, buyers are in control for the day.
For a Sell Signal: The price must be trading below the VWAP. This confirms that sellers are generally in control.
Confirmation Filters (Optional)
To increase the reliability of the signals and reduce false entries, the strategy includes two optional confirmation filters:
Price Action Filter (Engulfing Candle): If enabled (Use Price Action), the entry signal is only valid if the crossover candle is also an "engulfing" candle.
A Bullish Engulfing candle is a large green candle that completely "engulfs" the body of the previous smaller red candle, signaling strong buying pressure.
A Bearish Engulfing candle is a large red candle that engulfs the previous smaller green candle, signaling strong selling pressure.
Volume Filter (Volume Spike): If enabled (Use Volume Confirmation), the entry signal must be accompanied by a surge in volume. This is confirmed if the volume of the entry candle is greater than its recent moving average (default 20 periods). This ensures the move has strong participation behind it.
Exit Strategy
A position can be closed in one of three ways, creating a comprehensive exit plan:
Stop Loss (SL): A fixed stop loss is set at a level determined by a multiple of the Average True Range (ATR). For example, a 1.5 multiplier places the stop 1.5 times the current ATR value away from the entry price. This makes the stop dynamic, adapting to market volatility.
Take Profit (TP): A fixed take profit is also set using an ATR multiplier. By setting the TP multiplier higher than the SL multiplier (e.g., 2.0 for TP vs. 1.5 for SL), the strategy aims for a positive risk-to-reward ratio on each trade.
Exit on Opposite Signal (Reversal): If enabled, an open position will be closed automatically if a valid entry signal in the opposite direction appears. For example, if you are in a long trade and a valid short signal occurs, the strategy will exit the long position immediately. This feature turns the strategy into more of a reversal system.
Key Features & Customization
Trade Direction Control: You can enable or disable long and short trades independently using the Allow Longs and Allow Shorts toggles. This is useful for trading in harmony with a higher-timeframe trend (e.g., only allowing longs in a bull market).
Visual Plots: The strategy plots the Fast EMA, Slow EMA, and VWAP on the chart for easy visualization of the setup. It also plots up/down arrows to mark where valid buy and sell signals occurred.
Dynamic SL/TP Line Plotting: A standout feature is that the strategy automatically draws the exact Stop Loss and Take Profit price lines on the chart for every active trade. These lines appear when a trade is entered and disappear as soon as it is closed, providing a clear visual of your risk and reward targets.
Alerts: The script includes built-in alertcondition calls. This allows you to create alerts in TradingView that can notify you on your phone or execute trades automatically via a webhook when a long or short signal is generated.
ICT OTE StrategyStrategy Overview
This strategy is designed to automate a specific trading setup based on the concepts of Inner Circle Trader (ICT). Its primary goal is to identify significant market structure swings, frame a Fibonacci retracement over the most recent price leg, and execute a trade when the price pulls back to a key user-defined level. It is a counter-trend entry strategy, meaning it looks to enter a trade during a pullback within an established trend.
How It Works: Step-by-Step
1. Swing Detection:
The strategy first identifies significant swing highs and swing lows.
A swing high is confirmed only if it's higher than a specific number of bars to its left and right (defined by "Left Strength" and "Right Strength" in the settings).
The same logic applies to swing lows, which must be lower than the bars around them. This filtering ensures only structurally important turning points are considered.
2. Defining the Trading Range:
Once a new swing is confirmed, the strategy defines the most recent dealing range.
If a new swing high forms, the range is drawn from the previous swing low up to this new high. This is considered a bullish leg.
If a new swing low forms, the range is drawn from the previous swing high down to this new low. This is considered a bearish leg.
3. Fibonacci Retracement & Trade Setup:
An automatic Fibonacci retracement tool is drawn over this newly defined dealing range. The 0.0 level is placed at the end of the move, and the 1.0 level is at the beginning.
The strategy then prepares to enter a trade based on this range.
4. Trade Execution:
Entry: A limit order is placed at a specific Fibonacci level within the range, waiting for the price to retrace. The default entry is the 0.618 level, but this can be changed in the settings.
For a bullish leg, it places a LONG (Buy) order, anticipating that the price will bounce from the retracement level.
For a bearish leg, it places a SHORT (Sell) order, anticipating that the price will be rejected from the retracement level.
Stop Loss: The Stop Loss is automatically placed at the 1.0 level of the Fibonacci range. This is the point where the original trade idea is invalidated.
Take Profit: The Take Profit is automatically placed at the 0.0 level of the Fibonacci range. This is the target at the end of the price leg.
Key Features & Customization
Automated Trade Logic: The entire process, from identifying the setup to placing the entry, stop loss, and take profit, is fully automated.
Visual Aid: The script draws the swing points and the Fibonacci retracement on the chart, so you can visually confirm the setups the strategy is taking.
Customizable Entry: You can change the "Entry Level" in the settings to test different Fibonacci levels, such as the Optimal Trade Entry (OTE) at 0.705.
Toggle Visuals: You can turn the Fibonacci drawing on or off to keep your chart clean while still allowing the strategy to run in the background.
Opening-Range BreakoutNote: Default trading date range looks mediocre. Set date range to "Entire History" to see full effect of the strategy. 50.91% profitable trades, 1.178 profit factor, steady profits and limited drawdown. Total P&L: $154,141.18, Max Drawdown: $18,624.36. High R^2
█ Overview
The Opening-Range Breakout strategy is a mechanical, session‑based day‑trading system designed to capture the initial burst of directional momentum immediately following the market open. It defines a user‑configurable “opening range” window, measures its high and low boundaries, then places breakout stop orders at those levels once the range closes. Built‑in filters on minimum range width, reward‑to‑risk ratios, and optional reversal logic help refine entries and manage risk dynamically.
█ How It Works
Opening‑Range Formation
Between 9:30–10:15 AM ET (configurable), the script tracks the highest high and lowest low to form the day’s opening range box.
On the first bar after the range window closes, the range high (OR_high) and low (OR_low) are “locked in.”
Range‑Width Filter
To avoid false breakouts in low‑volatility mornings, the range must be at least X% of the current price (default 0.35%).
If the measured opening-range width < minimum threshold, no orders are placed that day.
Entry & Order Placement
Long: a stop‑buy order at the opening‑range high.
Short: a stop‑sell order at the opening‑range low.
Only one side can trigger (or both if reverse logic is enabled after a losing trade).
Risk Management
Once triggered, each trade uses an ATR‑style stop-loss defined as a percentage retracement of the range (default 50% of range width).
Profit target is set at a configurable Reward/Risk Ratio (default 1.1×).
Optional: Reverse on Stop‑Loss – if the initial breakout loses, immediately reverse into the opposite side on the same day.
Session Exit
Any open positions are closed at the end of the regular trading day (default 3:45 PM ET window end, with hard flat at session close).
Visual cues are provided via green (range high) and red (range low) step‑line plots directly on the chart, allowing you to see the range box and breakout triggers in real time.
█ Why It Works
Early Momentum Capture: The first 15 – 60 minutes of trading encapsulate overnight news digestion and institutional order flow, creating a well‑defined volatility “range.”
Mechanical Discipline: Clear, rule‑based entries and exits remove emotional guesswork, ensuring consistency.
Volatility Filtering: By requiring a minimum range width, the system avoids choppy, low‑range days where false breakouts are common.
Dynamic Sizing: Stops and targets scale with the opening range, adapting automatically to each day’s volatility environment.
█ How to Use
Set Your Instruments & Timeframe
-Apply to any futures contract on a 1‑ to 5‑minute chart.
-Ensure chart timezone is set to America/New_York.
Configure Inputs
-Opening‑Range Window: e.g. “0930-1015” for a 45‑minute range.
-Min. OR Width (%): e.g. 0.35 for 0.35% of current price.
-Reward/Risk Ratio: e.g. 1.1 for a modest profit target above your stop.
-Max OR Retracement %: e.g. 50 to set stop at 50% of range width.
-One Trade Per Day: toggle to limit to a single breakout.
-Reverse on Stop Loss: toggle to flip direction after a losing breakout.
Monitor the Chart
-Watch the green and red range boundaries form during the session open.
-Orders will automatically submit on the first bar after the range window closes, conditioned on your filters.
Review & Adjust
-Backtest across multiple months to validate performance on your preferred contract.
-Tweak range duration, minimum width, and R/R multiple to fit your risk tolerance and desired win‑rate vs. expectancy balance.
█ Settings Reference
Input Defaults
Opening‑Range Window - Time window to form OR (HHMM-HHMM) - 0930–1015
Regular Trading Day - Full session for EOD flat (HHMM-HHMM) - 0930–1545
Min. OR Width (%) - Minimum OR size as % of close to trigger orders - 0.35
Reward/Risk Ratio - Profit target multiple of stop‑loss distance - 1.1
Max OR Retracement (%) - % of OR width to use as stop‑loss distance - 50
One Trade Per Day - Limit to a single breakout order per day - false
Reverse on Stop Loss - Reverse direction immediately after a losing trade - true
Disclaimer
This strategy description and any accompanying code are provided for educational purposes only and do not constitute financial advice or a solicitation to trade. Futures trading involves substantial risk, including possible loss of capital. Past performance is not indicative of future results. Traders should assess their own risk tolerance and conduct thorough backtesting and forward-testing before committing real capital.
US Index First Candle Breakout with FVGStrategy Description: US Index First Candle Breakout with FVG
Works on NG1! and YM1! for maximised profit.
Overview:
The "US Index First Candle Breakout with FVG" strategy is designed to capitalize on the volatility present during the first minutes of the U.S. stock market opening. By focusing on the initial 5-minute candle, this strategy identifies key price levels that can serve as breakout points for potential trading opportunities.
Key Features:
1. Breakout Strategy:
The strategy tracks the high and low of the first 5-minute candle after the market opens at 9:30 AM (New York time). These levels are critical indicators for potential price movements.
A long position is triggered when the price breaks above the high of the first candle, while a short position is initiated when the price drops below the low.
2. Manual Trade Direction Filter: (developing)
Users can select their preferred trading direction through a customizable input:
Buy only: Execute long trades only.
Sell only: Execute short trades only.
Both: Allow trades in both directions.
This feature enables traders to align the strategy with their market outlook and risk tolerance.
3. Fair Value Gap (FVG) Analysis:
The strategy incorporates an FVG filter to enhance trade precision. It assesses market gaps to identify whether a breakout is supported by underlying market dynamics.
The algorithm checks for conditions that indicate a valid breakout based on previous price action, ensuring that trades are made on strong signals.
4. Risk Management:
A customizable risk per trade setting allows users to define their risk tolerance in ticks.
The strategy includes a reward-to-risk ratio input, enabling traders to set their take-profit levels based on their risk preferences.
Stop-loss levels are automatically calculated based on the breakout direction, helping to safeguard against unexpected price movements.
5. Automatic Trade Execution:
Trades are executed automatically based on the defined conditions, reducing the need for manual intervention and allowing traders to capitalize on market movements in real-time.
Session End Closure:
The strategy automatically closes all open positions at 4:00 PM (New York time), ensuring that trades do not carry overnight risk.
How to Use the Strategy:
Simply add the script to your TradingView chart, set your desired parameters, and select your preferred trade direction.
Monitor for breakout signals during the first trading session, and let the automated system handle trade entries and exits based on your specifications.
Conclusion:
The "US Index First Candle Breakout with FVG" strategy is ideal for traders seeking to leverage early market volatility with a structured approach. By combining breakout techniques with FVG analysis and customizable trade direction, this strategy offers a robust framework for navigating the complexities of the U.S. stock market's opening dynamics.
Swing FX Pro Panel v1Description:
"Swing FX Pro Panel v1" is a professional swing trading strategy tailored for the Forex market and other highly liquid assets. The core logic is based on the crossover of two Exponential Moving Averages (EMA), allowing the strategy to detect trend shifts and generate precise entry signals.
The script includes an interactive performance panel that dynamically displays:
initial capital,
risk per trade (%),
the number of trades taken during a selected period (e.g., 6 months),
win/loss statistics,
ROI (Return on Investment),
maximum drawdown,
win ratio.
Baseline TrendBaseline Trend Strategy Overview
Baseline Trend is a crypto-only trading strategy built on straightforward price-based logic: market direction is determined solely by the price’s position relative to a selected baseline open price. No technical indicators like RSI, MACD, or volume are used—this approach is purely focused on price action and position size manipulation.
This strategy is a genuine concept, developed from my own market analysis and logical theory, refined through extensive observation of crypto market behaviour.
While the strategy offers structure and adaptability, it’s important to recognise that no single trading system or indicator fits all market conditions. This tool is meant to support decision-making, not replace it—encouraging traders to stay flexible, informed, and in control of their risk.
Important Usage Note:
This system is intended for crypto markets only.
– When used as an indicator guide, it can be applied to both spot and futures markets.
– However, when used with web-hook automation, it is designed only for futures contracts.
Ensure compatibility with your trading setup before using automation features.
Core Logic: The Baseline
The strategy revolves around the concept of a “Baseline”, with three types available:
Main Baseline: Defines the primary trend direction. If the price is above, go long; if below, go short.
Second Baseline and Third Baseline: Used to measure buying/selling pressure and are key to certain take-profit logic options.
Baselines are customisable to different timeframes—Year, Month, Week, and more—based on available input settings. Structurally, the Main Baseline is the highest-level trend reference, followed by the Second, then Third.
Users can mix and match these baselines across timeframes to backtest crypto symbols and understand behaviour patterns, particularly when used with standard candlestick charts.
Entry & Exit Logic
Entry Signal: Triggered when price crosses over/under a defined distance (percentage) from the Main Baseline. This distance is the Trade Line, calculated based on the close price.
Exit Signal / Stop Loss: If price moves un-favorable and crosses over/under the Stop Loss Line (a defined distance from the Main Baseline), the open position will be force-closed according to user-defined settings.
LiqC (Liquidation Cut)
LiqC is a secondary stop-loss that activates when a leveraged position’s loss equals or exceeds the user-defined liquidation threshold. It forcefully closes the position to help prevent full liquidation before stop-loss, providing an extra layer of protection.
This LiqC is directly tied to the leverage level set by the user. Please ensure you understand how leverage affects liquidation risk, as different broker exchanges may use different liquidation ratio models. Using incorrect assumptions or mismatched leverage values may result in unexpected behaviour.
Position Sizing & Block Units
This strategy features a block-based position sizing system designed for flexibility and precision in trade management:
Block Range: Customisable from 1 to 10 blocks
Risk Allocation: Controlled through a user-defined ROE (Risk of Equity) value
For example, setting an ROE of 0.1% with 10 blocks allocates a total of 1% of account equity to the position. This structure supports both conservative and aggressive risk approaches, depending on user preference.
Block sizes are automatically calculated in alignment with exchange requirements, using Minimum Notional Value (MNV) and Minimum Trade Amount (MTA). These values are dynamically calculated based on the live market price, and scaled relative to the trader’s balance and selected risk percentage. This ensures accurate sizing with built-in adaptability for any account level and current market conditions.
Scalping Meets Trend Holding
This system blends short-term scalping with longer-term trend holding, offering a flexible and adaptive trading style.
Example:
Enter 10 blocks → take quick profits on 5 blocks → let the remaining 5 ride the trend.
This dual-layered approach allows traders to secure early gains while staying positioned for larger market moves. Think of it as:
5 Blocks to Protect: Capture quick wins and manage exposure.
5 Blocks to Pursue: Let profits run by following the broader trend.
By combining both protection and pursuit, the strategy supports risk control without sacrificing the potential for extended returns.
Flexible Take-Profit Logic
The strategy supports multiple, customisable take-profit mechanisms:
TP1–4 (Profit Percentage)
Triggers take profit of 1 block unit when unrealised gains reach defined percentage thresholds (TP1, TP2, TP3, TP4).
Buying/Selling Pressure-Based Take Profit
D1 – Pressure 1
Measures pressure between Second and Third Baselines.
If the distance between them exceeds a user-defined DPT (Decrease Post Threshold) and the price moves far enough from the Third Baseline, D1 activates to take profit or scale out one block.
D2 – Pressure 2
Measures pressure between the Main and Second Baselines.
Works similarly to D1, using a separate distance and pressure trigger.
Note: Both D1 and D2 deactivate in reversal or even trend conditions.
D3–5: High-High / Low-Low Logic
Based on bar index tracking after position entry:
For Long Positions: If after D3 bars the price doesn't exceed the previous bar's high, the system executes a take profit or scale-out.
For Short Positions: If the price doesn't drop below the previous low, the same logic applies.
This approach adds time-based and momentum-aware exit flexibility.
Leverage & Liquidation Risk
When backtesting with leverage enabled, the system checks whether historical candles exceed the liquidation range, calculated based on the average entry price and the leverage input. If the Liquidation Risk Count exceeds 1, profit and loss accuracy may be affected. Traders are encouraged to monitor this count closely to ensure realistic backtesting results.
Since the system cannot directly control or sync with your broker exchange’s actual leverage setting, it’s important to manually match the system’s leverage input with your broker’s configured leverage.
For example: If the system leverage input is set to 10, your exchange leverage setting must also be set to 10. Any mismatch will lead to inaccurate liquidation risk and PnL calculations.
Backtesting and Customisation
All TP1–4 and D1–5 functions are fully optional and customisable. Users are encouraged to backtest different crypto symbols to observe how price behaviour aligns with baseline structures and pressure metrics.
Each of the TP1–4 and D1–5 triggers is designed to execute only once per open position, ensuring controlled and predictable behaviour within each trade cycle.
Since backtesting is based on available historical bar data, please note that data availability varies depending on your TradingView subscription plan. For more reliable insights, it’s recommended to backtest across multiple time ranges, not just the full dataset, to assess the stability and consistency of the strategy’s performance over time.
Additionally, the time frame resolution interval in TradingView is customisable. For best results, use commonly supported time frames such as 30 minutes, 1 hour, 4 hours, 1 day, or 1 week. While the system is designed to support a broad range of intervals, non-standard resolutions may still cause calculation errors.
Currently, the system supports the following resolution ranges:
Intraday: from 1 minute to 720 minutes
(e.g., 60 minutes = 1 hour, 240 minutes = 4 hours, 720 minutes = 12 hours)
Daily: from 1 day to 6 days
Weekly: from 1 week to 3 weeks
Monthly: from 1 month to 4 months
Although the script is built to adapt to various resolutions, users should still monitor output behaviour closely, especially when testing less common or edge-case time frames.
System Usage Notice:
This system can be used as a standalone trading indicator or integrated with an exchange that supports web-hook signal execution. If you choose to automate trades via web-hook, please ensure you fully understand how to configure the setup properly. Web-hook integration methods vary between exchanges, and incorrect setup may lead to unintended trades. Users are responsible for ensuring proper configuration and monitoring of their automation.
Note on Lower Time Frame Usage
When using lower time frames (e.g., 1-minute charts) as the trading time frame, please be aware that available historical data may be limited depending on your subscription plan. This can affect the depth and reliability of backtesting, making it harder to establish a trustworthy probability model for a symbol’s behaviour over time.
Additionally, when pairing a high-level Main Baseline (MBL) time line (such as "1 Month") with low time frame resolutions (like 1-minute), you may encounter order execution limits or calculation overloads during backtesting. This is due to the large number of historical bars required, which can strain the system's capacity.
That said, if a user intentionally chooses to work with lower time frames, that decision is fully respected—but it should be done with awareness and at the user’s own risk.
Things to Be Aware Of (Web-hook Usage Only)
The following points apply if you're using web-hook automation to send signals from the system to an exchange:
Alert Signal Reliability
During extreme market volatility, some broker exchanges may fail to respond to web-hook signals due to traffic overload. While rare, this has occurred in the past and should be considered when relying on automation.
Alert Expiration (TradingView)
If you're on a Basic plan, TradingView alerts are only active for a limited time—typically around 1.5 months. Once expired, signals will no longer be sent out.
To keep your system active, reset the alert before expiration. For uninterrupted alerts, consider upgrading to a Premium plan, which supports permanent alert activation.
TradingView Alert Maintenance
TradingView may occasionally perform system maintenance, during which alerts may temporarily stop functioning. It’s recommended to monitor TradingView’s status if you’re relying on real-time automation.
Repainting
As of the current version, no repainting behaviour has been observed. Signal stability and consistency have been maintained across real-time and historical bars.
Order Execution Type and Fill Logic
All signals use Limit orders by default, except for MBL Exit and Fallback execution, which use Market orders.
Since Limit orders are not guaranteed to fill, the system includes logic to cancel unfilled orders and resend them. If necessary, a Fallback Market order is used to avoid conflict with new incoming trades.
This has only happened once, and is considered rare, but users should always monitor execution status to ensure accuracy and alignment with system behaviour.
Feedback
If you encounter any errors, bugs, or unexpected behaviour while using the system, please don’t hesitate to let me know. Your input is invaluable for helping improve the strategy in future updates.
Likewise, if you have any suggestions or ideas for enhancing the system—whether it’s a new feature, adjustment, or usability improvement—please feel free to share. Together, we can continue refining the tool to make it more robust and beneficial for everyone.
Disclaimer
All trading involves risk, particularly in the crypto market where conditions can be highly volatile. Past performance does not guarantee future outcomes, and market behaviour may evolve over time. This strategy is offered as a tool to support trading decisions and should not be considered financial or investment advice. Each user is responsible for their own actions and accepts full responsibility for any results that may arise from using this system.
Aftershock Playbook: Stock Earnings Drift EngineStrategy type
Event-driven post-earnings momentum engine (long/short) built for single-stock charts or ADRs that publish quarterly results.
What it does
Detects the exact earnings bar (request.earnings, lookahead_off).
Scores the surprise and launches a position on that candle’s close.
Tracks PnL: if the first leg closes green, the engine automatically re-enters on the very next bar, milking residual drift.
Blocks mid-cycle trades after a loss until the next earnings release—keeping the risk contained to one cycle.
Think of it as a sniper that fires on the earnings pop, reloads once if the shot lands, then goes silent until the next report.
Core signal inputs
Component Default Purpose
EPS Surprise % +0 % / –5 % Minimum positive / negative shock to trigger longs/shorts.
Reverse signals? Off Quick flip for mean-reversion experiments.
Time Risk Mgt. Off Optional hard exit after 45 calendar days (auto-scaled to any TF).
Risk engine
ATR-based stop (ATR × 2 by default, editable).
Bar time stop (15-min → Daily: Have to select the bar value ).
No pyramiding beyond the built-in “double-tap”.
All positions sized as % of equity via Strategy Properties.
Visual aids
Yellow triangle marks the earnings bar.
Diagnostics table (top-right) shows last Actual, Estimate, and Surprise %.
Status-line tool-tips on every input.
Default inputs
Setting Value
Positive surprise ≥ 0 %
Negative surprise ≤ –5 %
ATR stop × 2
ATR length 50
Hold horizon 350 ( 1h timeframe chart bars)
Back-test properties
Initial capital 10 000
Order size 5 % of equity
Pyramiding 1 (internal re-entry only)
Commission 0.03 %
Slippage 5 ticks
Fills Bar magnifier ✔ · On bar close ✔ · Standard OHLC ✔
How to use
Add the script to any earnings-driven stock (AAPL, MSFT, TSLA…).
Turn on Time Risk Management if you want stricter risk management
Back-test different ATR multipliers to fit the stock’s volatility.
Sync commission & slippage with your broker before forward-testing.
Important notes
Works on every timeframe from 15 min to 1 D. Sweet spot around 30min/1h
All request.earnings() & request.security() calls use lookahead_off—zero repaint.
The “double-tap” re-entry occurs once per winning cycle to avoid drift-chasing loops.
Historical stats ≠ future performance. Size positions responsibly.
