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Volume Exhaustion RSI Reversal StrategyKey Features: Volume Logic: 1. Identifies two consecutive red bars (down periods) or green bars (up periods) 2. First down or up bars has the highest volume of the three 3. Volume decreases on the second down or up bars 4. Current (third) bar is green for up Reversal or red for down Reversal with higher volume than second bar RSI Logic: Uses standard 14-period RSI Detects "V" shape pattern (decline, trough, rise) Requires trough value <= 30 (oversold condition) or <= 70 (overbought condition) Current bar shows RSI rising from trough Execution: Enters long/Short position when both volume and RSI conditions are met Plots green "BUY/SELL" labels below the trigger candle Visualization: Green "BUY/SELL" labels appear below qualifying candles Strategy positions shown in the strategy tester How To Use: Apply to any timeframe (works best on 5M-15M charts) Combine with price action confirmation for example when candle 3 closes above candle 2 for "BUY" Or when Closes below for "SELL" Ideal for oversold reversals in downtrends Works best with volume-based assets Note: The strategy enters at the close of the trigger candle. Always backtest before live trading and consider adding stop-loss protection.
Strategi Pine Script®
oleh smithyommite
MNQ1! 15min NW Strategy V2.0This strategy is built specifically for the MNQ1! futures contract on the 15-minute timeframe. It identifies and trades a specific price action setup where candles have little to no wick (either top or bottom), indicating potential momentum continuation. The system places pending limit orders with defined stop-loss and take-profit levels based on ATR volatility. 🔍 Key Features: Only runs on MNQ1! and the 15-minute chart (errors otherwise to prevent misuse). Detects "no-wick" candles based on configurable wick and body size filters. Supports session-based trading (default: 02:00–16:00 NY time). Executes limit-style entries placed a set number of points away from candle levels. Uses ATR-based stop-loss and take-profit calculations for adaptive risk control. Cancels orders automatically after a configurable number of bars if not filled. Built-in performance statistics table shows live metrics on strategy results. Trade signals and SL/TP levels are plotted directly on the chart for easy visualization. ⚙️ User Inputs Include: Candle Settings: Wick percentage, min/max body size Risk Settings: ATR multiplier, risk/reward (TP), contract size Strategy Settings: Session time, entry offset distance, cancel-after bars Performance Table: Toggle visibility, starting balance for display calculations 📈 Performance Table Metrics: Total trades Starting and ending balance Net return in $ and % Win rate Maximum drawdown (in $ and %) ⚠️ Notes: This strategy does not repaint. Meant for educational and research purposes only — it is not financial advice. Results may vary based on market conditions, latency, and broker execution. Always forward-test before using in live trading.
Strategi Pine Script®
oleh timhutter
AlgoChadLin's BITCOIN H1 Breakout Strategy No.545Strategy Overview  AlgoChadLin's BITCOIN H1 Breakout Strategy No.545 is a sophisticated breakout trading system designed for Bitcoin on the H1 timeframe. It integrates multiple volatility and price action indicators to identify high-probability breakout opportunities, aiming to capitalize on significant market movements. Auther: @algochadlin  Strategy Logic  Breakout Confirmation: Utilizes a combination of Average True Range (ATR) and Bollinger Bands to identify periods of low volatility followed by sharp price movements.  Long: Initiated when the price breaks above the previous hour's upper Bollinger Band, with ATR confirming increased volatility.  Short: Triggered when the price breaks below the previous hour's lower Bollinger Band, with ATR indicating heightened volatility.  Parameters  Price Entry Multiplier: Adjusts the entry price relative to the breakout level. Exit After Bars: Specifies the number of bars to hold the position before exiting. Profit Target (%): Defines the percentage gain at which to take profit. Stop Loss Coefficient: Multiplier for ATR to calculate stop-loss distance. Trailing Stop Coefficients: Defines the trailing stop parameters. Biggest Range Period: Determines the lookback period for identifying the largest price range.  Setup  Timeframe: 1-Hour (H1) Asset: Bitcoin, also suitable for ETH
Strategi Pine Script®
oleh Lin-Changhua
KST Strategy [Skyrexio]Overview KST Strategy leverages Know Sure Thing (KST) indicator in conjunction with the Williams Alligator and Moving average to obtain the high probability setups. KST is used for for having the high probability to enter in the direction of a current trend when momentum is rising, Alligator is used as a short term trend filter, while Moving average approximates the long term trend and allows trades only in its direction. Also strategy has the additional optional filter on Choppiness Index which does not allow trades if market is choppy, above the user-specified threshold. Strategy has the user specified take profit and stop-loss numbers, but multiplied by Average True Range (ATR) value on the moment when trade is open. The strategy opens only long trades. Unique Features ATR based stop-loss and take profit. Instead of fixed take profit and stop-loss percentage strategy utilizes user chosen numbers multiplied by ATR for its calculation. Configurable Trading Periods. Users can tailor the strategy to specific market windows, adapting to different market conditions. Optional Choppiness Index filter. Strategy allows to choose if it will use the filter trades with Choppiness Index and set up its threshold. Methodology The strategy opens long trade when the following price met the conditions: Close price is above the Alligator's jaw line Close price is above the filtering Moving average KST line of Know Sure Thing indicator shall cross over its signal line (details in justification of methodology) If the Choppiness Index filter is enabled its value shall be less than user defined threshold When the long trade is executed algorithm defines the stop-loss level as the low minus user defined number, multiplied by ATR at the trade open candle. Also it defines take profit with close price plus user defined number, multiplied by ATR at the trade open candle. While trade is in progress, if high price on any candle above the calculated take profit level or low price is below the calculated stop loss level, trade is closed. Strategy settings In the inputs window user can setup the following strategy settings: ATR Stop Loss (by default = 1.5, number of ATRs to calculate stop-loss level) ATR Take Profit (by default = 3.5, number of ATRs to calculate take profit level) Filter MA Type (by default = Least Squares MA, type of moving average which is used for filter MA) Filter MA Length (by default = 200, length for filter MA calculation) Enable Choppiness Index Filter (by default = true, setting to choose the optional filtering using Choppiness index) Choppiness Index Threshold (by default = 50, Choppiness Index threshold, its value shall be below it to allow trades execution) Choppiness Index Length (by default = 14, length used in Choppiness index calculation) KST ROC Length #1 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology) KST ROC Length #2 (by default = 15, value used in KST indicator calculation, more information in Justification of Methodology) KST ROC Length #3 (by default = 20, value used in KST indicator calculation, more information in Justification of Methodology) KST ROC Length #4 (by default = 30, value used in KST indicator calculation, more information in Justification of Methodology) KST SMA Length #1 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology) KST SMA Length #2 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology) KST SMA Length #3 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology) KST SMA Length #4 (by default = 15, value used in KST indicator calculation, more information in Justification of Methodology) KST Signal Line Length (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology) User can choose the optimal parameters during backtesting on certain price chart. Justification of Methodology Before understanding why this particular combination of indicator has been chosen let's briefly explain what is KST, Williams Alligator, Moving Average, ATR and Choppiness Index. The KST (Know Sure Thing) is a momentum oscillator developed by Martin Pring. It combines multiple Rate of Change (ROC) values, smoothed over different timeframes, to identify trend direction and momentum strength. First of all, what is ROC? ROC (Rate of Change) is a momentum indicator that measures the percentage change in price between the current price and the price a set number of periods ago. ROC = 100 * (Current Price - Price N Periods Ago) / Price N Periods Ago In our case N is the KST ROC Length inputs from settings, here we will calculate 4 different ROCs to obtain KST value: KST = ROC1_smooth × 1 + ROC2_smooth × 2 + ROC3_smooth × 3 + ROC4_smooth × 4 ROC1 = ROC(close, KST ROC Length #1), smoothed by KST SMA Length #1, ROC2 = ROC(close, KST ROC Length #2), smoothed by KST SMA Length #2, ROC3 = ROC(close, KST ROC Length #3), smoothed by KST SMA Length #3, ROC4 = ROC(close, KST ROC Length #4), smoothed by KST SMA Length #4 Also for this indicator the signal line is calculated: Signal = SMA(KST, KST Signal Line Length) When the KST line rises, it indicates increasing momentum and suggests that an upward trend may be developing. Conversely, when the KST line declines, it reflects weakening momentum and a potential downward trend. A crossover of the KST line above its signal line is considered a buy signal, while a crossover below the signal line is viewed as a sell signal. If the KST stays above zero, it indicates overall bullish momentum; if it remains below zero, it points to bearish momentum. The KST indicator smooths momentum across multiple timeframes, helping to reduce noise and provide clearer signals for medium- to long-term trends. Next, let’s discuss the short-term trend filter, which combines the Williams Alligator and Williams Fractals. Williams Alligator Developed by Bill Williams, the Alligator is a technical indicator that identifies trends and potential market reversals. It consists of three smoothed moving averages: Jaw (Blue Line): The slowest of the three, based on a 13-period smoothed moving average shifted 8 bars ahead. Teeth (Red Line): The medium-speed line, derived from an 8-period smoothed moving average shifted 5 bars forward. Lips (Green Line): The fastest line, calculated using a 5-period smoothed moving average shifted 3 bars forward. When the lines diverge and align in order, the "Alligator" is "awake," signaling a strong trend. When the lines overlap or intertwine, the "Alligator" is "asleep," indicating a range-bound or sideways market. This indicator helps traders determine when to enter or avoid trades. The next indicator is Moving Average. It has a lot of different types which can be chosen to filter trades and the Least Squares MA is used by default settings. Let's briefly explain what is it. The Least Squares Moving Average (LSMA) — also known as Linear Regression Moving Average — is a trend-following indicator that uses the least squares method to fit a straight line to the price data over a given period, then plots the value of that line at the most recent point. It draws the best-fitting straight line through the past N prices (using linear regression), and then takes the endpoint of that line as the value of the moving average for that bar. The LSMA aims to reduce lag and highlight the current trend more accurately than traditional moving averages like SMA or EMA. Key Features: It reacts faster to price changes than most moving averages. It is smoother and less noisy than short-term EMAs. It can be used to identify trend direction, momentum, and potential reversal points. ATR (Average True Range) is a volatility indicator that measures how much an asset typically moves during a given period. It was introduced by J. Welles Wilder and is widely used to assess market volatility, not direction. To calculate it first of all we need to get True Range (TR), this is the greatest value among: High - Low abs(High - Previous Close) abs(Low - Previous Close) ATR = MA(TR, n) , where n is number of periods for moving average, in our case equals 14. ATR shows how much an asset moves on average per candle/bar. A higher ATR means more volatility; a lower ATR means a calmer market. The Choppiness Index is a technical indicator that quantifies whether the market is trending or choppy (sideways). It doesn't indicate trend direction — only the strength or weakness of a trend. Higher Choppiness Index usually approximates the sideways market, while its low value tells us that there is a high probability of a trend. Choppiness Index = 100 × log10(ΣATR(n) / (MaxHigh(n) - MinLow(n))) / log10(n) where: ΣATR(n) = sum of the Average True Range over n periods MaxHigh(n) = highest high over n periods MinLow(n) = lowest low over n periods log10 = base-10 logarithm Now let's understand how these indicators work in conjunction and why they were chosen for this strategy. KST indicator approximates current momentum, when it is rising and KST line crosses over the signal line there is high probability that short term trend is reversing to the upside and strategy allows to take part in this potential move. Alligator's jaw (blue) line is used as an approximation of a short term trend, taking trades only above it we want to avoid trading against trend to increase probability that long trade is going to be winning. Almost the same for Moving Average, but it approximates the long term trend, this is just the additional filter. If we trade in the direction of the long term trend we increase probability that higher risk to reward trade will hit the take profit. Choppiness index is the optional filter, but if it turned on it is used for approximating if now market is in sideways or in trend. On the range bounded market the potential moves are restricted. We want to decrease probability opening trades in such condition avoiding trades if this index is above threshold value. When trade is open script sets the stop loss and take profit targets. ATR approximates the current volatility, so we can make a decision when to exit a trade based on current market condition, it can increase the probability that strategy will avoid the excessive stop loss hits, but anyway user can setup how many ATRs to use as a stop loss and take profit target. As was said in the Methodology stop loss level is obtained by subtracting number of ATRs from trade opening candle low, while take profit by adding to this candle's close. Backtest Results Operating window: Date range of backtests is 2023.01.01 - 2025.05.01. It is chosen to let the strategy to close all opened positions. Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks. Initial capital: 10000 USDT Percent of capital used in every trade: 60% Maximum Single Position Loss: -5.53% Maximum Single Profit: +8.35% Net Profit: +5175.20 USDT (+51.75%) Total Trades: 120 (56.67% win rate) Profit Factor: 1.747 Maximum Accumulated Loss: 1039.89 USDT (-9.1%) Average Profit per Trade: 43.13 USDT (+0.6%) Average Trade Duration: 27 hours These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters. How to Use Add the script to favorites for easy access. Apply to the desired timeframe and chart (optimal performance observed on 1h BTC/USDT). Configure settings using the dropdown choice list in the built-in menu. Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}} Disclaimer: Educational and informational tool reflecting Skyrexio commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation.
Strategi Pine Script®
oleh Skyrexio
Aftershock Playbook: Stock Earnings Drift EngineStrategy type Event-driven post-earnings momentum engine (long/short) built for single-stock charts or ADRs that publish quarterly results. What it does Detects the exact earnings bar (request.earnings, lookahead_off). Scores the surprise and launches a position on that candle’s close. Tracks PnL: if the first leg closes green, the engine automatically re-enters on the very next bar, milking residual drift. Blocks mid-cycle trades after a loss until the next earnings release—keeping the risk contained to one cycle. Think of it as a sniper that fires on the earnings pop, reloads once if the shot lands, then goes silent until the next report. Core signal inputs Component Default Purpose EPS Surprise % +0 % / –5 % Minimum positive / negative shock to trigger longs/shorts. Reverse signals? Off Quick flip for mean-reversion experiments. Time Risk Mgt. Off Optional hard exit after 45 calendar days (auto-scaled to any TF). Risk engine ATR-based stop (ATR × 2 by default, editable). Bar time stop (15-min → Daily: Have to select the bar value ). No pyramiding beyond the built-in “double-tap”. All positions sized as % of equity via Strategy Properties. Visual aids Yellow triangle marks the earnings bar. Diagnostics table (top-right) shows last Actual, Estimate, and Surprise %. Status-line tool-tips on every input. Default inputs Setting Value Positive surprise ≥ 0 % Negative surprise ≤ –5 % ATR stop × 2 ATR length 50 Hold horizon 350 ( 1h timeframe chart bars) Back-test properties Initial capital  10 000 Order size    5 % of equity Pyramiding    1 (internal re-entry only) Commission   0.03 % Slippage     5 ticks Fills      Bar magnifier ✔ · On bar close ✔ · Standard OHLC ✔ How to use Add the script to any earnings-driven stock (AAPL, MSFT, TSLA…). Turn on Time Risk Management if you want stricter risk management Back-test different ATR multipliers to fit the stock’s volatility. Sync commission & slippage with your broker before forward-testing. Important notes Works on every timeframe from 15 min to 1 D. Sweet spot around 30min/1h All request.earnings() & request.security() calls use lookahead_off—zero repaint. The “double-tap” re-entry occurs once per winning cycle to avoid drift-chasing loops. Historical stats ≠ future performance. Size positions responsibly.
Strategi Pine Script®
oleh exlux
Out of the Noise Intraday Strategy with VWAP [YuL]This is my (naive) implementation of "Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)" paper by Carlo Zarattini, Andrew Aziz, Andrea Barbon, so the credit goes to them. It is supposed to run on SPY on 30-minute timeframe, there may be issues on other timeframes. I've used settings that were used by the authors in the original paper to keep it close to the publication, but I understand that they are very aggressive and probably shouldn't be used like that. Results are good, but not as good as they are stated in the paper (unsurprisingly?): returns are smaller and Sharpe is very low (which is actually weird given the returns and drawdown ratio), there are also margin calls if you enable margin check (and you should). I have my own ideas of improvements which I will probably implement separately to keep this clean.
Strategi Pine Script®
oleh Yuri_Lopukhov
Gold Hybrid ML ProGold ML Hybrid™ — Intelligent Trading Strategy for XAUUSD (15M) Gold ML Hybrid™ is an advanced strategy built using Machine Learning technologies and developed with artificial intelligence, specifically designed to trade gold (XAUUSD) on the 15-minute timeframe, where it has shown optimal performance. It uses historical pattern recognition to generate high-probability trade entries, supported by trend filters, session-based logic, and a solid technical structure. 🔹 Built-in indicators: TEMA, ATR, MACD, RSI, and more 🔹 Professional risk management with automatic SL and TP 🔹 Configurable and optimized Risk:Reward (R:R) ratio 🔹 Session filters: London, NY, and Overlap 🔹 Clean visual display with BUY / SELL labels and visible SL/TP levels 🔹 Real-time performance dashboard Designed for traders who demand precision, consistency, and strong risk control, Gold ML Hybrid™ delivers a robust trading experience ready for real-market conditions.
Strategi Pine Script®
oleh josejcl7
1
Double Bottom Strategy (Long Only, ATR Trailing Stop + Alerts)This script implements a long-only breakout strategy based on the recognition of a Double Bottom price pattern, enhanced with a 50 EMA trend filter and a dynamic ATR-based trailing stop. It is suitable for traders looking to capture reversals in trending markets using a structured pattern-based entry system. 🧠 Key Features: Double Bottom Detection: Identifies double bottom structures using pivot lows with configurable tolerance. ATR-Based Trailing Stop: Manages exits using a trailing stop calculated from Average True Range (ATR), dynamically adjusting to market volatility. EMA Filter (Optional): Filters trades to only go long when price is above the 50 EMA (trend confirmation). Alerts: Real-time alerts on entry and exit, formatted in JSON for webhook compatibility. Backtest Range Controls: Customize historical testing period with start and end dates. ✅ Recommended Markets: Gold (XAUUSD) S&P 500 (SPX, ES) Nasdaq (NDX, NQ) Stocks (Equities) ⚠️ Not recommended for Forex due to differing behavior and noise levels in currency markets. 🛠️ User Guidance: Tune the pivot period, tolerance, and ATR settings for best performance on your chosen asset. Backtest thoroughly over your selected date range to assess historical effectiveness. Use small position sizes initially to test viability in live or simulated environments.
Strategi Pine Script®
oleh ojiyamu
PRO Trading Averaging Beta(v1)Adaptive Position Scaling Automatically increases position size during pullbacks using exponential volume scaling (1x, 2x, 4x, etc.). This reduces average entry cost and accelerates breakeven when price reverses. Multi-Timeframe Confirmation All indicators operate on a higher timeframe (120 minutes), providing: Noise-filtered signals Stronger trend alignment Reduced false entries Triple-Layer Entry Logic Requires simultaneous confluence of: Custom Bollinger Band penetration RSI oversold filter (above critical threshold) Golden cross confirmation (fast MA > slow MA) Volatility assessment via ATR Intelligent Exit System Position closure triggers when either: Fixed profit target (% of account) is reached Technical boundary (upper Bollinger Band) is touched ⚙️ Core Mechanics: graph LR A --> B B --> C{Initial Entry: 1% capital} C --> D D -->|Yes| E D -->|No| F E --> G{Max Averaging Levels?} G -->|No| D G -->|Yes| H F --> I 📊 Implementation Guide: Capital Configuration Set initial_capital to your actual account size Calculate base contract size: (Account Size × 0.01) / (Instrument Price × Point Value) Example: $10,000 account → 0.01 BTC futures contracts Pyramiding Structure Volume progression per averaging level: Level 1: 1× (Base volume) Level 2: 2× Level 3: 4× Level 4: 8× Level 5: 16× Level 6: 32× (Max 6 levels configurable in strategy settings) Custom Entry Variations Alternative approach for swing captures: // Enter only at 3rd averaging with 5% capital if averaging_condition and strategy.opentrades == 2 strategy.entry("SwingEntry", strategy.long, qty=base_order_size*5) Risk Management Protocol No traditional stop-loss (replaced by averaging) Break-even trigger: Manually move to breakeven at +0.5% profit Max exposure: Capped at 6 averaging levels Commissions: Pre-configured at 0.1% per trade ⚠️ Critical Risk Disclosures: "Past Performance ≠ Future Results" Historical optimization requires continuous forward testing ("Walk Forward" in TV). Pyramiding Hazards Exponential volume growth demands: Minimum 20% free margin buffer High liquidity instruments (spread < 0.5% of ATR) Strict per-level risk calculation Market Regime Dependence Peak efficiency during: Strong trends with 2-4% retracements Assets with ATR > 1.5% of daily range Avoid ranging/low-volatility conditions 💡 Pro Usage Recommendations: Position Sizing Formula For futures: Contracts = (Capital × Risk %) / (Entry Price × Point Value × Stop Distance) Profit Protection Close 50% position at 50% profit target, trail remainder Event Safety Disable averaging during: High-impact news events Exchange outages Abnormal volume spikes pie title Risk Allocation per Level “First Entry” : 12 “Level 2” : 18 “Level 3” : 25 “Level 4” : 45 ESSENTIAL: This strategy demands strict discipline. Terminate averaging when price action deviates from expected patterns. Always maintain reserve capital exceeding maximum drawdown requirements. Regularly validate strategy performance against current market dynamics. 🔥 Уникальные особенности и ценность: Адаптивное усреднение Стратегия автоматически увеличивает позицию при движении против вас, используя экспоненциальное наращивание объема (1x, 2x, 4x и т.д.). Это снижает среднюю цену входа и ускоряет выход в прибыль при развороте. Мультитаймфреймная фильтрация Все индикаторы работают на старшем таймфрейме (120 минут), что: Фильтрует рыночный шум Обеспечивает более надежные сигналы Синхронизируется с глобальным трендом Комбинированный триггер входа Для активации требуется одновременное выполнение 4 условий: Пробитие кастомной полосы Боллинджера Подтверждение тренда (быстрая MA > медленной MA) Контроль перепроданности (RSI выше критического уровня) Фильтр волатильности (ATR) Двойной механизм выхода Закрытие позиций происходит при: Достижении целевого уровня прибыли (% от депозита) Техническом сигнале (касание верхней полосы Боллинджера) ⚙️ Как работает стратегия: graph TD A --> B B --> C{Первый вход: 1% депозита} C --> D D -->|Да| E D -->|Нет| F E --> G{Достигнут лимит усреднений?} G -->|Нет| D G -->|Да| H F --> I 📊 Как пользоваться: Стартовые настройки Base Order Size: Стартовый объем = 1% депозита (Пример: при $10 000 депозита = 0.01 контракта) initial_capital: Укажите ваш реальный депозит Правила пирамидинга Объем наращивается по схеме: Уровень 1: 1x (базовый объем) Уровень 2: 2x Уровень 3: 4x Уровень 4: 8x Уровень 5: 16x Уровень 6: 32x РЕКОМЕНДУЕТСЯ Максимум 6 уровней усреднения (настраивается в pyramiding) Кастомизация входов Пример модификации для агрессивной тактики: // Вход только на 3-м усреднении с 5% депозита if averaging_condition and strategy.opentrades == 2 strategy.entry("BuyAggressive", strategy.long, qty=base_order_size*5) Можно поставить параметр пираммидинг 1 и получать больше сигналов на младших тайм фреймах Управление рисками Стоп-лосс: Не используется (заменен усреднением) Перевод в безубыток: Активируйте вручную при +0.5% Максимальная просадка: Рекомендуется Ограничивать 6 уровнями усреднения Комиссии: Учтены (0.1% от объема сделки) Критические предупреждения: "Вчера ≠ Сегодня" Стратегия оптимизирована под историческую волатильность. Регулярно тестируйте на новых данных (режим "Перед тест" в TV). Опасность усреднения Экспоненциальный рост объема требует: Глубокого расчета риска на уровень Минимум 20% свободного маржи Ликвидный инструмент (спред < 0.5% от ATR) Рыночные условия Максимальная эффективность в: Трендовых рынках с коррекциями 2-4% Инструментах с ATR > дневного диапазона 1.5% 💡 Рекомендации по использованию: Для фьючерсов: Рассчитайте контракты через (капитал * 0.01) / (цена * пункт_стоимости) При 50% достижении цели прибыли - закройте 50% позиции Отключайте усреднение при выходе макро-новостей pie title Распределение риска "Первый вход" : 10 "Уровень 2" : 20 "Уровень 3" : 30 "Уровень 4" : 40 ВАЖНО: Эта стратегия требует дисциплины! Прекращайте усреднение при отклонении рынка от исторических паттернов. Всегда имейте резервный капитал для экстренных случаев.
Strategi Pine Script®
oleh Mary_bad
Price Statistical Strategy-Z Score V 1.01 Price Statistical Strategy – Z Score V 1.01 Overview A technical breakdown of the logic and components of the “Price Statistical Strategy – Z Score V 1.01”. This script implements a smoothed Z-Score crossover mechanism applied to the closing price to detect potential statistical deviations from local price mean. The strategy operates solely on price data (close) and includes signal spacing control and momentum-based candle filters. No volume-based or trend-detection components are included. Core Methodology The strategy is built on the statistical concept of Z-Score, which quantifies how far a value (closing price) is from its recent average, normalized by standard deviation. Two moving averages of the raw Z-Score are calculated: a short-term and a long-term smoothed version. The crossover between them generates long entries and exits. Signal Conditions Entry Condition: A long position is opened when the short-term smoothed Z-Score crosses above the long-term smoothed Z-Score, and additional entry conditions are met. Exit Condition: The position is closed when the short-term Z-Score crosses below the long-term Z-Score, provided the exit conditions allow. Signal Gapping: A minimum number of bars (Bars gap between identical signals) must pass between repeated entry or exit signals to reduce noise. Momentum Filter: Entries are prevented during sequences of three or more consecutively bullish candles, and exits are prevented during three or more consecutively bearish candles. Z-Score Function The Z-Score is calculated as: Z = (Close - SMA(Close, N)) / STDEV(Close, N) Where N is the base period selected by the user. Input Parameters Enable Smoothed Z-Score Strategy Enables or disables the Z-Score strategy logic. When disabled, no trades are executed. Z-Score Base Period Defines the number of bars used to calculate the simple moving average and standard deviation for the Z-Score. This value affects how responsive the raw Z-Score is to price changes. Short-Term Smoothing Sets the smoothing window for the short-term Z-Score. Higher values produce smoother short-term signals, reducing sensitivity to short-term volatility. Long-Term Smoothing Sets the smoothing window for the long-term Z-Score, which acts as the reference line in the crossover logic. Bars gap between identical signals Minimum number of bars that must pass before another signal of the same type (entry or exit) is allowed. This helps reduce redundant or overly frequent signals. Trade Visualization Table A table positioned at the bottom-right displays live PnL for open trades: Entry Price Unrealized PnL % Text colors adapt based on whether unrealized profit is positive, negative, or neutral. Technical Notes This strategy uses only close prices — no trend indicators or volume components are applied. All calculations are based on simple moving averages and standard deviation over user-defined windows. Designed as a minimal, isolated Z-Score engine without confirmation filters or multi-factor triggers.
Strategi Pine Script®
oleh ata_sabanci
QQQ Strategy v2 ESL | easy-peasy-x This is a strategy optimized for QQQ (and SPY) for the 1H timeframe. It significantly outperforms passive buy-and-hold approach. With settings adjustments, it can be used on various assets like stocks and cryptos and various timeframes, although the default out of the box settings favor QQQ 1H. The strategy uses various triggers to take both long and short trades. These can be adjusted in settings. If you try a different asset, see what combination of triggers works best for you. Some of the triggers employ LuxAlgo's Ultimate RSI - shoutout to him for great script, check it out here . Other triggers are based on custom signed standard deviation - basically the idea is to trade Bollinger Bands expansions (long to the upside, short to the downside) and fade or stay out of contractions. There are three key moving averages in the strategy - LONG MA, SHORT MA, BASIC MA. Long and Short MAs are guides to eyes on the chart and also act as possible trend filters (adjustable in settings). Basic MA acts as guide to eye and a possible trade trigger (adjustable in settings). There are a few trend filters the strategy can use - moving average, signed standard deviation, ultimate RSI or none. The filters act as an additional condition on triggers, making the strategy take trades only if both triggers and trend filter allows. That way one can filter out trades with unfavorable risk/reward (for instance, don't long if price is under the MA200). Different trade filters can be used for long and short trades. The strategy employs various stop loss types, the default of which is a trailing %-based stop loss type. ATR-based stop loss is also available. The default 1.5% trailing stop loss is suitable for leveraged trading. Lastly, the strategy can trigger take profit orders if certain conditions are met, adjustable in settings. Also, it can hold onto winning trades and exit only after stop out (in which case, consecutive triggers to take other positions will be ignored until stop out). Let me know if you like it and if you use it, what kind of tweaks would you like to see. With kind regards, easy-peasy-x
Strategi Pine Script®
oleh easy-peasy-x
SOXL Trend Surge v3.0.2 – Profit-Only RunnerSOXL Trend Surge v3.0.2 – Profit-Only Runner This is a trend-following strategy built for leveraged ETFs like SOXL, designed to ride high-momentum waves with minimal interference. Unlike most short-term scalping scripts, this model allows trades to develop over multiple days to even several months, capitalizing on the full power of extended directional moves — all without using a stop-loss. 🔍 How It Works Entry Logic: Price is above the 200 EMA (long-term trend confirmation) Supertrend is bullish (momentum confirmation) ATR is rising (volatility expansion) Volume is above its 20-bar average (liquidity filter) Price is outside a small buffer zone from the 200 EMA (to avoid whipsaws) Trades are restricted to market hours only (9 AM to 2 PM EST) Cooldown of 15 bars after each exit to prevent overtrading Exit Strategy: Takes partial profit at +2× ATR if held for at least 2 bars Rides the remaining position with a trailing stop at 1.5× ATR No hard stop-loss — giving space for volatile pullbacks ⚙️ Strategy Settings Initial Capital: $500 Risk per Trade: 100% of equity (fully allocated per entry) Commission: 0.1% Slippage: 1 tick Recalculate after order is filled Fill orders on bar close Timeframe Optimized For: 45-minute chart These parameters simulate an aggressive, high-volatility trading model meant for forward-testing compounding potential under realistic trading costs. ✅ What Makes This Unique No stop-loss = fewer premature exits Partial profit-taking helps lock in early wins Trailing logic gives room to ride large multi-week moves Uses strict filters (volume, ATR, EMA bias) to enter only during high-probability windows Ideal for leveraged ETF swing or position traders looking to hold longer than the typical intraday or 2–3 day strategies ⚠️ Important Note This is a high-risk, high-reward strategy meant for educational and testing purposes. Without a stop-loss, trades can experience deep drawdowns that may take weeks or even months to recover. Always test thoroughly and adjust position sizing to suit your risk tolerance. Past results do not guarantee future returns. Backtest range: May 8, 2020 – May 23, 2025
Strategi Pine Script®
oleh StockaTon
Cyber Strategy V1Сyber Strategy V1 – Indicator Testing & Strategy Execution Framework ✅ Overview Cyber Strategy V1 is a closed-source strategy framework engineered to turn any of yours external indicator into a systematic, rule-based trading system. Designed for rigorous testing and live deployment, it combines multi-signal inputs, confirmations and automated execution paths to help traders and developers validate signal quality and manage risk with precision. ✅ Core Functionality Multi-Source Independent Signal Inputs Reversal Logic Take Profit: up to 5 staggered TP levels, specified as percentage Stop Loss: configurable via fixed percentage or dynamic SL that trails a reverse signals. ✅ Statistical Drawdown Analysis For all profitable trades, tracks the maximum intratrade drawdown. Computes percentile levels of profitable trades that hits minimum drawdowns to inform: Entry buffer zones (e.g. avoid entering during transient noise) Partial entry scaling prices. ✅ Signal Confirmation Optional confirmation delays: hold entry until other signal section send a confirmation from another indicator. ✅ Automated Execution Integrations Cornix Text Alerts: Generates pre-formatted alerts compatible with Cornix for semi-automated or bot trading. Webhook Support: Emits JSON payloads on order-fill events to any endpoint, enabling full automation through third-party services or custom order-routing systems. Important Notes ⚠️ THIS STRATEGY DOES NOT INCLUDE INDICATORS. Examples shown on screenshots use third-party tools. NO PROPRIETARY INDICATORS INCLUDED: Cyber Strategy V1 relies entirely on external signal inputs. ⚠️ All backtesting parameters are customizable; thorough backtesting under realistic slippage, fees and spread assumptions is essential before live deployment.
Strategi Pine Script®
oleh CyberBOB_Crypto
1
AltCoin Index Correlation🧠 AltCoin Index Correlation — Strategy Overview AltCoin Index Correlation is a dynamic EMA-based trading strategy designed primarily for altcoins, but also adaptable to stocks and indices, thanks to its flexible reference index system. 🧭 Strategy Philosophy The core idea behind this strategy is simple yet powerful: Price action becomes more meaningful when it aligns with broader market context. This script analyzes the correlation between the asset’s trend and a reference index trend, using dual EMA (Exponential Moving Average) crossovers for both. When both the altcoin and the reference index (e.g. Altcoin Dominance, BTC Dominance, Total Market Cap, or even indices like the NASDAQ 100 or S&P 500) are aligned in trend direction, the script considers it a high-confidence setup. It also includes: Optional inverse correlation logic (for contrarian setups) Custom leverage settings (e.g., 1x, 1.8x, etc.) A dynamic scale-out mechanism during weakening trends Date filtering for controlled backtests A live performance dashboard with equity, PnL, win rate, drawdown, APR, and more ⚙️ Default Settings & Backtest Results Timeframe tested: 1H Test date: May 20, 2025 Sample: 100 high-cap altcoins Reference index: CRYPTOCAP:OTHERS.D (Altcoin Dominance) Leverage: 1.8x (180% of capital used) 📊 With default settings: Win rate: ~80% Higher profits, due to increased exposure Best suited for confident trend followers with higher risk tolerance 📉 With fixed capital or 1x leverage: Win rate improves to ~90% Lower returns, but greater capital preservation Ideal for conservative or risk-managed trading styles 🔄 Versatility While tailored for altcoins, this strategy supports traditional markets as well: Easily switch the reference index to OANDA:NAS100USD or S&P 500 for stock correlation trading Adjust EMA lengths and leverage to match the asset class and volatility profile 🧩 Suggested Use Best used on trending markets (not sideways) Ideal for 1H timeframes, but adjustable Suitable for traders who want a rules-based, macro-aware entry/exit system Try it out, customize it to your style, try different settings and share your results with the community! Feedback is welcome — and improvements are always in progress. 🚀 ### Check my profile for other juicy hints and original strategies. ### 🚀
Strategi Pine Script®
oleh Eddie_Bitcoin
5
Smart Fib StrategySmart Fibonacci Strategy This advanced trading strategy combines the power of adaptive SMA entries with Fibonacci-based exit levels to create a comprehensive trend-following system that self-optimizes based on historical market conditions. Credit goes to Julien_Eche who created the "Best SMA Finder" which received an Editors Pick award. Strategy Overview The Smart Fibonacci Strategy employs a two-pronged approach to trading: 1. Intelligent Entries: Uses a self-optimizing SMA (Simple Moving Average) to identify optimal entry points. The system automatically tests multiple SMA lengths against historical data to determine which period provides the most robust trading signals. 2. Fibonacci-Based Exits: Implements ATR-adjusted Fibonacci bands to establish precise exit targets, with risk-management options ranging from conservative to aggressive. This dual methodology creates a balanced system that adapts to changing market conditions while providing clear visual reference points for trade management. Key Features - **Self-Optimizing Entries**: Automatically calculates the most profitable SMA length based on historical performance - **Adjustable Risk Parameters**: Choose between low-risk and high-risk exit targets - **Directional Flexibility**: Trade long-only, short-only, or both directions - **Visualization Tools**: Customizable display of entry lines and exit bands - **Performance Statistics**: Comprehensive stats table showing key metrics - **Smoothing Option**: Reduces noise in the Fibonacci bands for cleaner signals Trading Rules Entry Signals - **Long Entry**: When price crosses above the blue center line (optimal SMA) - **Short Entry**: When price crosses below the blue center line (optimal SMA) ### Exit Levels - **Low Risk Option**: Exit at the first Fibonacci band (1.618 * ATR) - **High Risk Option**: Exit at the second Fibonacci band (2.618 * ATR) Strategy Parameters Display Settings - Toggle visibility of the stats table and indicator components Strategy Settings - Select trading direction (long, short, or both) - Choose exit method (low risk or high risk) - Set minimum trades threshold for SMA optimization SMA Settings - Option to use auto-optimized or fixed-length SMA - Customize SMA length when using fixed option Fibonacci Settings - Adjust ATR period and SMA basis for Fibonacci bands - Enable/disable smoothing function - Customize Fibonacci ratio multipliers Appearance Settings - Modify colors, line widths, and transparency Optimization Methodology The strategy employs a sophisticated optimization algorithm that: 1. Tests multiple SMA lengths against historical data 2. Evaluates performance based on trade count, profit factor, and win rate 3. Calculates a "robustness score" that balances profitability with statistical significance 4. Selects the SMA length with the highest robustness score This ensures that the strategy's entry signals are continuously adapting to the most effective parameters for current market conditions. Risk Management Position sizing is fixed at $2,000 per trade, allowing for consistent exposure across all trading setups. The Fibonacci-based exit system provides two distinct risk management approaches: - **Conservative Approach**: Using the first Fibonacci band for exits produces more frequent but smaller wins - **Aggressive Approach**: Using the second Fibonacci band allows for larger potential gains at the cost of increased volatility Ideal Usage This strategy is best suited for: - Trending markets with clear directional moves - Timeframes from 4H to Daily for most balanced results - Instruments with moderate volatility (stocks, forex, commodities) Traders can further enhance performance by combining this strategy with broader market analysis to confirm the prevailing trend direction.
Strategi Pine Script®
oleh ShadowTraderBali
1
RCI Strategy [PineIndicators]RCI Strategy This strategy leverages the Rank Correlation Index (RCI) — a statistical oscillator that measures the relationship between time and price rank — combined with a configurable moving average filter. It offers clean, rule-based entries and exits, and visually enhanced trade tracking via labeled markers and boxes on the chart. The RCI Strategy is well-suited for momentum traders looking to capture directional shifts with confirmation through RCI smoothing. Core Logic 1. Rank Correlation Index (RCI) Measures how closely price changes correlate with time rankings. Values range between -100 and +100. Thresholds at ±80 help identify potential reversals or extremes. 2. RCI Smoothing via Moving Average A moving average (MA) is applied to the RCI to smooth out fluctuations. Supported MA types: SMA EMA SMMA (RMA) WMA VWMA Users can disable the smoothing by selecting "None". Trade Entry Logic Long Entry: RCI crosses above the selected moving average. Short Entry: RCI crosses below the moving average. Entries are restricted by trade direction settings: Long Only Short Only Long & Short Visual Features RCI Panel Display Plots RCI line and its moving average in a separate pane. Horizontal guide lines at 0, +80, and -80 help visualize signal zones. Trade Labels on Chart Buy Label: Plotted when a long entry is executed. Close Label: Plotted when any position is closed. Triangle markers for visual emphasis on direction change. Trade Visualization Boxes A colored box is drawn between entry and exit prices. Green = profitable trade; Red = losing trade. Two horizontal lines connect entry and exit prices for reference. Customization Parameters RCI Source: Select input price for the RCI (default: close). RCI Length: Set sensitivity of the oscillator. MA Type and Length: Choose and configure the smoothing filter. Trade Direction Mode: Define whether to allow Long, Short, or both. Use Cases Swing traders who want to trade directional reversals with statistical backing. Traders seeking a clean and visual strategy based on rank momentum. Environments where both trend and range dynamics occur. Conclusion The RCI Strategy is a non-repainting, rule-based trading model that combines rank correlation momentum with smoothed trend logic. Its clean visual markers, labeled trades, and flexible MA filters make it a valuable tool for discretionary and systematic traders alike.
Strategi Pine Script®
oleh PineIndicators
4
Parabolic RSI Strategy [ChartPrime × PineIndicators]This strategy combines the strengths of the Relative Strength Index (RSI) with a Parabolic SAR logic applied directly to RSI values. Full credit to ChartPrime for the original concept and indicator, licensed under the MPL 2.0. It provides clear momentum-based trade signals using an innovative method that tracks RSI trend reversals via a customized Parabolic SAR, enhancing traditional oscillator strategies with dynamic trend confirmation. How It Works The system overlays a Parabolic SAR on the RSI, detecting trend shifts in RSI itself rather than on price, offering early reversal insight with visual and algorithmic clarity. Core Components 1. RSI-Based Trend Detection Calculates RSI using a customizable length (default: 14). Uses upper and lower thresholds (default: 70/30) for overbought/oversold zones. 2. Parabolic SAR Applied to RSI A custom Parabolic SAR function tracks momentum within the RSI, not price. This allows the system to capture RSI trend reversals more responsively. Configurable SAR parameters: Start, Increment, and Maximum acceleration. 3. Signal Generation Long Entry: Triggered when the SAR flips below the RSI line. Short Entry: Triggered when the SAR flips above the RSI line. Optional RSI filter ensures that: Long entries only occur above a minimum RSI (e.g. 50). Short entries only occur below a maximum RSI. Built-in logic prevents new positions from being opened against trend without prior exit. Trade Modes & Controls Choose from: Long Only Short Only Long & Short Optional setting to reverse positions on opposite signal (instead of waiting for a flat close). Visual Features 1. RSI Plotting with Thresholds RSI is displayed in a dedicated pane with overbought/oversold fill zones. Custom horizontal lines mark threshold boundaries. 2. Parabolic SAR Overlay on RSI SAR dots color-coded for trend direction. Visible only when enabled by user input. 3. Entry & Exit Markers Diamonds: Mark entry points (above for shorts, below for longs). Crosses: Mark exit points. Strategy Strengths Provides early momentum reversal entries without relying on price candles. Combines oscillator and trend logic without repainting. Works well in both trending and mean-reverting markets. Easy to configure with fine-tuned filter options. Recommended Use Cases Intraday or swing traders who want to catch RSI-based reversals early. Traders seeking smoother signals than price-based Parabolic SAR entries. Users of RSI looking to reduce false positives via trend tracking. Customization Options RSI Length and Thresholds. SAR Start, Increment, and Maximum values. Trade Direction Mode (Long, Short, Both). Optional RSI filter and reverse-on-signal settings. SAR dot color customization. Conclusion The Parabolic RSI Strategy is an innovative, non-repainting momentum strategy that enhances RSI-based systems with trend-confirming logic using Parabolic SAR. By applying SAR logic to RSI values, this strategy offers early, visualized, and filtered entries and exits that adapt to market dynamics. Credit to ChartPrime for the original methodology, published under MPL-2.0.
Strategi Pine Script®
oleh PineIndicators
Praetor Sentinel V11.2 NOLOOSE BETA📈 Praetor Sentinel V11.2 – "NOLOOSE BETA" Algorithmic Trading Strategy for Trend Markets with Adaptive Risk Management Praetor Sentinel V11.2 is an advanced algorithmic trading strategy for TradingView, specifically designed to operate in strong trend conditions. It combines multiple technical systems—including dynamic trend filters, multi-layer EMA structures, ADX-based volatility control, and adaptive trailing stops—into a powerful and automated trading framework. 🔧 Core Features Multi-EMA Trend Detection: Two EMA pairs (short/long) to identify and confirm directional trends. XO-EMA Breakout Logic: Fast EMA crossover to detect breakout opportunities. ADX Trend Filter: Trades only during strong market trends (above custom ADX threshold). HTF Filter: Optional higher timeframe trend confirmation (e.g. Daily 50 EMA). VWAP Validation: Ensures entries aren't taken against the volumetric average. RSI Filter: Adds a momentum filter (e.g. RSI > 50 for long trades). 🎯 Entry Signals The strategy uses two entry types: Breakout Entries: Based on XO-EMA cross and multi-EMA trend alignment. Pullback Entries: Configurable via various methods such as EMA21 reentry, RSI reversal, engulfing candles, or VWAP reclaim. All entries can be delayed via confirmation candle logic, requiring a bullish or bearish follow-up bar. 🛡️ Risk Management & Exit Logic Dynamic ATR Trailing Stop: Adjusts stop distance according to market volatility with optional swing high/low protection. Break-Even Logic: Locks in trades at breakeven once a defined profit is reached. Hard Stop-Loss: Caps potential loss per trade with a fixed % (e.g. 1%). Safe Mode ("NOLOOSE"): Exits early if price moves too far against the position — ideal for automated bots that must avoid drawdowns. 🤖 Automation & Alerts This strategy is fully automatable with services like 3Commas using built-in alert messages for entries and exits. All parameters are fully configurable to adapt to different assets, timeframes, and trading styles. ⚙️ Additional Features Configurable leverage & position sizing Time-based trading window Built-in Anchored VWAP Modular design for easy extension 📌 Summary Praetor Sentinel V11.2 is a professional-grade tool for trend traders who want rule-based entry/exit logic, adaptive stop systems, and robust protection features. When paired with automation tools, it offers a reliable, low-maintenance setup that emphasizes safety, structure, and scalability. 🛠 How to Use Praetor Sentinel V11.2 – NOLOOSE BETA 🔍 1. Basic Configuration (Required) Setting Description Enable Long Trades Enables long (buy) positions. Enable Short Trades Enables short (sell) positions. Leverage Used for position sizing calculations. Position Size % Defines % of capital to be used per trade. ⏰ 2. Time Filter (Optional) Restricts trading to a defined time range. Setting Description Start Date Start date for strategy to be active. End Date End date for strategy to stop. Time Zone Time zone for above settings. 📊 3. Trend Setup (Essential for Entry Signals) Setting Description MA Type Type of moving average: EMA or SMA. EMA1/2 Short & Long Two EMA-based systems to determine trend. Fast/Slow EMA (XO) Used for crossover breakout detection. HTF Filter Uses higher timeframe trend for additional confirmation. RSI Filter Confirms entries only if momentum (RSI) supports it. ADX Threshold Ensures trades only occur during strong trends. 🎯 4. Entry Logic Setting Description Pullback Entry Type Enables optional entry setups: "Off" "EMA21" "RSI" "Engulfing" "VWAP" | Use Confirmation Candle | Entry is delayed until a confirmation bar appears. | | VWAP Confirmation | Trade only if price is above/below the VWAP (based on direction). | Note: You can combine breakout + pullback signals. Only one has to trigger. 🧯 5. Risk Control & Exit Settings Setting Description Trailing Stop Mode "Standard": Classic trailing stop "Dynamic ATR": Adjusts to current volatility "Dynamic ATR + Swing": Adds swing high/low buffer | Enable Break-Even | Moves SL to breakeven once a target % gain is reached. | | Enable Hard Stop-Loss | Fixed stop-loss (e.g. 1%) to cap trade risk. | | Enable Safe Mode | Exits trade early if price moves against it beyond defined % (e.g. 0.3%). | 🔔 6. Alerts & Bot Automation Setting Description Entry Long/Short Msg Text message sent via alert when a position opens. Exit Long/Short Msg Alert message for stop-loss/exit logic. How to automate with 3Commas: Load the strategy on your chart. Manually create alerts using "Create Alert" in TradingView. Use the built-in alert_message values for bot integration. ✅ Recommended Settings (Example for BTC/ETH on 1H) Long & Short: ✅ Enabled Leverage: 2.0 Timeframe: 1H Pullback Entry: "EMA21" MA Type: EMA HTF Filter: Enabled (Daily EMA50) RSI Filter: Enabled VWAP Filter: Enabled Break-Even: On at 0.5% Hard SL: 1.0% Safe Mode: On at -0.3% Trailing Stop: "Dynamic ATR + Swing" 📘 Pro Tips for Testing & Customization Use the Strategy Tester in TradingView to analyze performance over different assets. Experiment with timeframes and entry modes. Ideal for trending assets like BTC, ETH, SOL, etc. You can expand it with take-profit logic, fixed TPs, indicator exits, etc.
Strategi Pine Script®
oleh Namwarone
Dual-Phase Trend Regime Strategy [Zeiierman X PineIndicators]This strategy is based on the Dual-Phase Trend Regime Indicator by Zeiierman. Full credit for the original concept and logic goes to Zeiierman. This non-repainting strategy dynamically switches between fast and slow oscillators based on market volatility, providing adaptive entries and exits with high clarity and reliability. Core Concepts 1. Adaptive Dual Oscillator Logic The system uses two oscillators: Fast Oscillator: Activated in high-volatility phases for quick reaction. Slow Oscillator: Used during low-volatility phases to reduce noise. The system automatically selects the appropriate oscillator depending on the market's volatility regime. 2. Volatility Regime Detection Volatility is calculated using the standard deviation of returns. A median-split algorithm clusters volatility into: Low Volatility Cluster High Volatility Cluster The current volatility is then compared to these clusters to determine whether the regime is low or high volatility. 3. Trend Regime Identification Based on the active oscillator: Bullish Trend: Oscillator > 0.5 Bearish Trend: Oscillator < 0.5 Neutral Trend: Oscillator = 0.5 The strategy reacts to changes in this trend regime. 4. Signal Source Options You can choose between: Regime Shift (Arrows): Trade based on oscillator value changes (from bullish to bearish and vice versa). Oscillator Cross: Trade based on crossovers between the fast and slow oscillators. Trade Logic Trade Direction Options Long Only Short Only Long & Short Entry Conditions Long Entry: Triggered on bullish regime shift or fast crossing above slow. Short Entry: Triggered on bearish regime shift or fast crossing below slow. Exit Conditions Long Exit: Triggered on bearish shift or fast crossing below slow. Short Exit: Triggered on bullish shift or fast crossing above slow. The strategy closes opposing positions before opening new ones. Visual Features Oscillator Bands: Plots fast and slow oscillators, colored by trend. Background Highlight: Indicates current trend regime. Signal Markers: Triangle shapes show bullish/bearish shifts. Dashboard Table: Displays live trend status ("Bullish", "Bearish", "Neutral") in the chart’s corner. Inputs & Customization Oscillator Periods – Fast and slow lengths. Refit Interval – How often volatility clusters update. Volatility Lookback & Smoothing Color Settings – Choose your own bullish/bearish colors. Signal Mode – Regime shift or oscillator crossover. Trade Direction Mode Use Cases Swing Trading: Take entries based on adaptive regime shifts. Trend Following: Follow the active trend using filtered oscillator logic. Volatility-Responsive Systems: Adjust your trade behavior depending on market volatility. Clean Exit Management: Automatically closes positions on opposite signal. Conclusion The Dual-Phase Trend Regime Strategy is a smart, adaptive, non-repainting system that: Automatically switches between fast and slow trend logic. Responds dynamically to changes in volatility. Provides clean and visual entry/exit signals. Supports both momentum and reversal trading logic. This strategy is ideal for traders seeking a volatility-aware, trend-sensitive tool across any market or timeframe. Full credit to Zeiierman.
Strategi Pine Script®
oleh PineIndicators
Gabriel's Price Action Strategy🧠 Gabriel's Price Action Strategy — Smart Signal Sequence with Dynamic Risk Control Created by: OneWallStreetQuant Strategy Type: Momentum-based Sequence Logic + Smart Volume & RSI Filters Ideal For: Intraday scalping, swing trading, and momentum trend entries on stocks, forex, crypto, indices. 🚀 Overview Gabriel's Price Action Strategy is a multi-layered, logic-driven trading system that combines: ✅ Candle Sequence Detection: Detects persistent bullish/bearish momentum using a smart configurable sequence of green/red candles. ✅ Structure Break Filtering: Prevents entries if recent price invalidates the momentum setup (e.g., a red candle breaks a bullish low). ✅ Custom Volume Engine: Integrates a hybrid tick-volume model using Negative/Positive Volume Index (NVI-PVI) to identify smart money flows. ✅ Advanced RSI Logic: Uses Jurik RSX for accurate oversold/overbought filtering. ✅ Optional MTF Trend Filter: Validates trend direction using a slope-based Jurik MA on higher timeframes. ✅ MPT-Based DMI Filter: Adds pyramid entries only during strong trend phases, based on Gain/Pain ratios and Ulcer-index smoothed ADX. ✅ Risk Management: ATR-based SL/TP and fully customizable trailing logic for both profit and stop-loss. 📈 Entry Logic Trades are triggered only when: A minimum number of recent candles are bullish/bearish (Min Green/Red Candles) Structure has not been broken by opposite price action (optional) Relative volume exceeds average (optional) RSI is below overbought or above oversold (optional) MTF slope is aligned with trend direction (optional) 💡 Key Features Custom Candle Logic: Detects momentum shifts using a tunable lookback window (up to 50 bars). Smart Volume Filtering: Volume is intelligently estimated using tick-based ranges and NVI-PVI deltas. Risk Management Built-in: Set your ATR length, SL/TP multipliers, and dynamic trailing offsets with full control. Scorecard System: A built-in scoring engine evaluates Win Rate, Drawdown, Sharpe Ratio, Recovery Factor, and Profit Factor — visualized on chart as a label. Backtest-Friendly: Includes date range toggles, bar-magnifier support, and optimized execution on every tick. 📊 Strategy Scorecard (Label) Automatically calculates: ✅ Total Trades ✅ Win Rate (%) ✅ Net Profit ✅ Profit Factor ✅ Expected Payoff ✅ Max & Avg Drawdown ✅ Recovery Factor ✅ Sharpe Ratio ✅ VaR (95%) Plus, assigns a normalized score from 0 to 100 for evaluating overall robustness. ⚙️ Customization Every module — from entry filters to pyramiding and trailing logic — is fully configurable: Volume Filters ✅ RSI Filters ✅ Structure Break Checks ✅ HTF Jurik MA & Slope Threshold ✅ Multi-Timeframe Mode ✅ Backtest Score Visualization ✅ ⚠️ Notes Enable bar magnifier and calc on every tick for best accuracy. On early bars, signal logic may delay until enough candles are available. Best paired with assets showing directional volatility (SPY, BTC, ETH, Gold, etc.). Ideally paired on trending timeframes such as M1, M5, M15, M30, 1HR, 4 Hourly, Daily, Weekly, Monthly, etc.
Strategi Pine Script®
oleh GabrielAmadeusLau
1
Moving Average Shift WaveTrend StrategyMoving Average Shift WaveTrend Strategy 🧭 Overview The Moving Average Shift WaveTrend Strategy is a trend-following and momentum-based trading system designed to be overlayed on TradingView charts. It executes trades based on the confluence of multiple technical conditions—volatility, session timing, trend direction, and oscillator momentum—to deliver logical and systematic trade entries and exits. 🎯 Strategy Objectives Enter trades aligned with the prevailing long-term trend Exit trades on confirmed momentum reversals Avoid false signals using session timing and volatility filters Apply structured risk management with automatic TP, SL, and trailing stops ⚙️ Key Features Selectable MA types: SMA, EMA, SMMA (RMA), WMA, VWMA Dual-filter logic using a custom oscillator and moving averages Session and volatility filters to eliminate low-quality setups Trailing stop, configurable Take Profit / Stop Loss logic “In-wave flag” prevents overtrading within the same trend wave Visual clarity with color-shifting candles and entry/exit markers 📈 Trading Rules ✅ Long Entry Conditions: Price is above the selected MA Oscillator is positive and rising 200-period EMA indicates an uptrend ATR exceeds its median value (sufficient volatility) Entry occurs between 09:00–17:00 (exchange time) Not currently in an active wave 🔻 Short Entry Conditions: Price is below the selected MA Oscillator is negative and falling 200-period EMA indicates a downtrend All other long-entry conditions are inverted ❌ Exit Conditions: Take Profit or Stop Loss is hit Opposing signals from oscillator and MA Trailing stop is triggered 🛡️ Risk Management Parameters Pair: ETH/USD Timeframe: 4H Starting Capital: $3,000 Commission: 0.02% Slippage: 2 pips Risk per Trade: 2% of account equity (adjustable) Total Trades: 224 Backtest Period: May 24, 2016 — April 7, 2025 Note: Risk parameters are fully customizable to suit your trading style and broker conditions. 🔧 Trading Parameters & Filters Time Filter: Trades allowed only between 09:00–17:00 (exchange time) Volatility Filter: ATR must be above its median value Trend Filter: Long-term 200-period EMA 📊 Technical Settings Moving Average Type: SMA Length: 40 Source: hl2 Oscillator Length: 15 Threshold: 0.5 Risk Management Take Profit: 1.5% Stop Loss: 1.0% Trailing Stop: 1.0% 👁️ Visual Support MA and oscillator color changes indicate directional bias Clear chart markers show entry and exit points Trailing stops and risk controls are transparently managed 🚀 Strategy Improvements & Uniqueness In-wave flag avoids repeated entries within the same trend phase Filtering based on time, volatility, and trend ensures higher-quality trades Dynamic high/low tracking allows precise trailing stop placement Fully rule-based execution reduces emotional decision-making 💡 Inspirations & Attribution This strategy is inspired by the excellent concept from: ChartPrime – “Moving Average Shift” It expands on the original idea with advanced trade filters and trailing logic. Source reference: 📌 Summary The Moving Average Shift WaveTrend Strategy offers a rule-based, reliable approach to trend trading. By combining trend and momentum filters with robust risk controls, it provides a consistent framework suitable for various market conditions and trading styles. ⚠️ Disclaimer This script is for educational purposes only. Trading involves risk. Always use proper backtesting and risk evaluation before applying in live markets.
Strategi Pine Script®
oleh PakunFX