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Zero Lag Trend Strategy (MTF) [AlgoAlpha]# Zero Lag Trend Strategy (MTF) - Complete Guide ## Overview The Zero Lag Trend Strategy is a sophisticated trading system that combines zero-lag exponential moving averages with volatility bands and EMA-based entry/exit filtering. This strategy is designed to capture trending movements while minimizing false signals through multiple confirmation layers. ## Core Components ### 1. Zero Lag EMA (ZLEMA) - **Purpose**: Primary trend identification with reduced lag - **Calculation**: Uses a modified EMA that compensates for inherent lag by incorporating price momentum - **Formula**: `EMA(price + (price - price ), length)` where lag = (length-1)/2 - **Default Length**: 70 periods (adjustable) ### 2. Volatility Bands - **Purpose**: Define trend strength and entry/exit zones - **Calculation**: Based on ATR (Average True Range) multiplied by a user-defined multiplier - **Upper Band**: ZLEMA + (ATR * multiplier) - **Lower Band**: ZLEMA - (ATR * multiplier) - **Default Multiplier**: 1.2 (adjustable) ### 3. EMA Filter/Exit System - **Purpose**: Entry filtering and exit signal generation - **Default Length**: 9 periods (fully customizable) - **Color**: Blue line on chart - **Function**: Prevents counter-trend entries and provides clean exit signals ## Entry Logic ### Long Entry Conditions 1. **Primary Signal**: Price crosses above the upper volatility band (strong bullish momentum) 2. **Additional Entries**: Price crosses above ZLEMA while already in an uptrend (if enabled) 3. **EMA Filter**: Price must be above the EMA filter line 4. **Confirmation**: All conditions must align simultaneously ### Short Entry Conditions 1. **Primary Signal**: Price crosses below the lower volatility band (strong bearish momentum) 2. **Additional Entries**: Price crosses below ZLEMA while already in a downtrend (if enabled) 3. **EMA Filter**: Price must be below the EMA filter line 4. **Confirmation**: All conditions must align simultaneously ## Exit Logic **Simple and Clean**: Positions are closed when price crosses the EMA filter line in the opposite direction: - **Long Exit**: Price crosses below the EMA filter - **Short Exit**: Price crosses above the EMA filter ## Multi-Timeframe Analysis The strategy includes a real-time table showing trend direction across 5 different timeframes: - Default timeframes: 5m, 15m, 1h, 4h, 1D (all customizable) - Color-coded signals: Green for bullish, Red for bearish - Helps confirm overall market direction before taking trades ## Key Parameters ### Main Calculations - **Length (70)**: Zero-lag EMA calculation period - **Band Multiplier (1.2)**: Controls volatility band width ### Strategy Settings - **Enable Additional Trend Entries**: Allow multiple entries during strong trends - **EMA Exit Length (9)**: Period for the entry filter and exit EMA ### Timeframes - **5 customizable timeframes** for multi-timeframe trend analysis ### Appearance - **Bullish Color**: Default green (#00ffbb) - **Bearish Color**: Default red (#ff1100) ## Visual Elements ### Chart Display - **ZLEMA Line**: Color-coded trend line (green/red based on trend direction) - **Volatility Bands**: Dynamic upper/lower bands that appear based on trend - **EMA Filter**: Blue line for entry filtering and exits - **Entry Signals**: - Large arrows (▲▼) for primary trend signals - Small arrows for additional trend entries - Tiny letters (L/S) for actual strategy entries ### Information Table - **Position**: Top-right corner - **Content**: Real-time trend status across all configured timeframes - **Updates**: Continuously updated with current market conditions ## Strategy Advantages ### Trend Following Excellence - Captures strong trending moves with reduced whipsaws - Multiple confirmation layers prevent false entries - Dynamic bands adapt to market volatility ### Risk Management - Clear, objective exit rules - EMA filter prevents counter-trend trades - Multi-timeframe confirmation reduces bad trades ### Flexibility - Fully customizable parameters - Works across different timeframes and instruments - Optional additional trend entries for maximum profit potential ### Visual Clarity - Clean, professional chart display - Easy-to-read signals and trends - Comprehensive multi-timeframe overview ## Best Practices ### Parameter Optimization - **Length**: Higher values (50-100) for longer-term trends, lower values (20-50) for shorter-term - **Band Multiplier**: Higher values (1.5-2.0) reduce signals but increase quality - **EMA Length**: Shorter periods (5-13) for quick exits, longer periods (20-50) for trend riding ### Market Conditions - **Trending Markets**: Enable additional trend entries for maximum profit - **Choppy Markets**: Use higher band multiplier and longer EMA for fewer, higher-quality signals - **Different Timeframes**: Adjust all parameters proportionally when changing chart timeframes ### Multi-Timeframe Usage - Align trades with higher timeframe trends - Use lower timeframes for precise entry timing - Avoid trades when timeframes show conflicting signals ## Risk Considerations - Like all trend-following strategies, may struggle in ranging/choppy markets - EMA exit system prioritizes trend continuation over quick profit-taking - Multiple timeframe analysis requires careful interpretation - Backtesting recommended before live trading with any parameter changes ## Conclusion The Zero Lag Trend Strategy provides a comprehensive approach to trend trading with built-in risk management and multi-timeframe analysis. Its combination of advanced technical indicators, clear entry/exit rules, and customizable parameters makes it suitable for both novice and experienced traders seeking to capture trending market movements.
Pine Script® stratejisi
M4ndoo tarafından
DB - Range Filter heikenashi Strategy DB - Range Filter Heikenashi Strategy Smart Filtering Meets Heiken-Ashi Precision for Adaptive Trend Breakouts This is not your average range filter strategy. Built from the ground up with adaptive signal logic and hybrid candle interpretation, this script merges range-based volatility filtering with Heiken-Ashi smoothing to isolate meaningful breakouts—while filtering out noise with surgical precision. 🔍 Key Innovations: • Dynamic Range Filtering Engine: Combines smoothed average range with directional bias to create high-confidence entries. • Candle Type Toggle: Choose between standard candles or Heiken-Ashi to shape your signals to your trading style. • Dual-Layer Trend Confirmation: Upward and downward movement counters ensure trend commitment before triggering entries. • Time-Filtered Backtesting: Easily isolate strategy performance within precise historical windows. • Optional Smart Stops: Add stop loss & take profit rules without changing the core logic—perfect for risk-managed deployment. 📈 Visual & Practical Features: • Multi-color bar analysis to identify strength, weakness, and transition zones. • Upper and lower dynamic bands for visualizing profit targets and range boundaries. • Buy/Sell signal labels with direction-aware logic to avoid choppy conditions. • Ideal for high-volatility assets (e.g., BTC) on short timeframes, but fully tunable for any market. Built for traders who value clarity over chaos, this strategy aims to reduce false signals and offer a cleaner execution framework for trend followers and breakout scalpers alike. > Make volatility your ally, not your enemy.
Pine Script® stratejisi
DefiBanked tarafından
1
TrendMaster Pro 2.3 with Alerts Hello friends, A member of the community approached me and asked me how to write an indicator that would achieve a particular set of goals involving comprehensive trend analysis, risk management, and session-based trading controls. Here is one example method of how to create such a system: Core Strategy Components Multi-Moving Average System - Uses configurable MA types (EMA, SMA, SMMA) with short-term (9) and long-term (21) periods for primary signal generation through crossovers Higher Timeframe Trend Filter - Optional trend confirmation using a separate MA (default 50-period) to ensure trades align with broader market direction Band Power Indicator - Dynamic high/low bands calculated using different MA types to identify price channels and volatility zones Advanced Signal Filtering Bollinger Bands Volatility Filter - Prevents trading during low-volatility ranging markets by requiring sufficient band width RSI Momentum Filter - Uses customizable thresholds (55 for longs, 45 for shorts) to confirm momentum direction MACD Trend Confirmation - Ensures MACD line position relative to signal line aligns with trade direction Stochastic Oscillator - Adds momentum confirmation with overbought/oversold levels ADX Strength Filter - Only allows trades when trend strength exceeds 25 threshold Session-Based Trading Management Four Trading Sessions - Asia (18:00-00:00), London (00:00-08:00), NY AM (08:00-13:00), NY PM (13:00-18:00) Individual Session Limits - Separate maximum trade counts for each session (default 5 per session) Automatic Session Closure - All positions close at specified market close time Risk Management Features Multiple Stop Loss Options - Percentage-based, MA cross, or band-based SL methods Risk/Reward Ratio - Configurable TP levels based on SL distance (default 1:2) Auto-Risk Calculation - Dynamic position sizing based on dollar risk limits ($150-$250 range) Daily Limits - Stop trading after reaching specified TP or SL counts per day Support & Resistance System Multiple Pivot Types - Traditional, Fibonacci, Woodie, Classic, DM, and Camarilla calculations Flexible Timeframes - Auto-adjusting or manual timeframe selection for S/R levels Historical Levels - Configurable number of past S/R levels to display Visual Customization - Individual color and display settings for each S/R level Additional Features Alert System - Customizable buy/sell alert messages with once-per-bar frequency Visual Trade Management - Color-coded entry, SL, and TP levels with fill areas Session Highlighting - Optional background colors for different trading sessions Comprehensive Filtering - All signals must pass through multiple confirmation layers before execution This approach demonstrates how to build a professional-grade trading system that combines multiple technical analysis methods with robust risk management and session-based controls, suitable for algorithmic trading across different market sessions. Good luck and stay safe!
Pine Script® stratejisi
everget tarafından
8
Enhanced EMA Band Rejection Strategy📈 Enhanced EMA Band Rejection Strategy 🎯 🌟 Revolutionary Trading Approach with Smart Band Recognition 🔥 What Makes This Strategy Unique? 🎪 The Power of EMA Band Rejection - This isn't just another EMA crossover strategy! We've engineered a sophisticated system that identifies high-probability reversal opportunities when price gets rejected from EMA bands, creating explosive momentum moves. 🎯 Core Trading Logic 📊 Dual EMA System (12 & 21) 🟢 Bullish Environment: EMA12 > EMA21 (Green Bands) 🔴 Bearish Environment: EMA12 < EMA21 (Red Bands) ⚡ Trend Consistency: Requires sustained trend direction for configurable bars 🚀 Entry Conditions - Precision Engineered 📈 LONG Setups (Bullish Rejection) 🎯 Price wicks down to touch EMA bands 💪 Strong bullish candle body (body > lower wick) ✂️ Minimal upper wick (< 2% of candle range) 🟢 Close ABOVE both EMAs (breakout confirmation) 🛡️ Previous candle didn't close below lower band ⏰ Consistent bullish trend for required bars 📉 SHORT Setups (Bearish Rejection) 🎯 Price wicks up to touch EMA bands 💪 Strong bearish candle body (body > upper wick) ✂️ Minimal lower wick (< 2% of candle range) 🔴 Close BELOW both EMAs (breakdown confirmation) 🛡️ Previous candle didn't close above upper band ⏰ Consistent bearish trend for required bars 🛡️ Advanced Risk Management 💎 Fixed Risk-Reward Ratio (Default 3:1) 🔴 Stop Loss: Previous candle's high/low 🎯 Take Profit: Automatically calculated based on R:R ratio 📊 Position Sizing: Percentage of equity (default 10%) 🔔 Smart Notification System 🚨 Complete Alert Suite: 🟢 Entry Signals: Instant trade entry notifications 🛑 Exit Alerts: Stop loss and take profit hits ⚠️ Setup Warnings: Potential setups forming ❌ Failed Conditions: Debug failed entries 📱 Mobile Friendly: Formatted for all devices 🎛️ Fully Customizable Parameters ⚙️ Fine-Tune Your Edge: 📏 EMA lengths (default 12/21) 🎯 Risk-reward ratio (1:1 to 10:1) 📊 Maximum wick percentage tolerance ⏳ Trend consistency requirements 🔔 Notification preferences 🧠 Advanced Debugging Features 🔍 Real-Time Analysis Dashboard: 📋 Live condition monitoring table 🎨 Color-coded background alerts 📊 Detailed failure analysis 💡 Previous candle position tracking 🔄 Trend consistency verification 🎨 Visual Excellence 🖼️ Professional Chart Presentation: 🔵 EMA12 (Blue line) 🔴 EMA21 (Red line) 🟢 Long entry backgrounds 🔴 Short entry backgrounds 🎯 Stop loss and take profit levels 🏷️ Entry/exit labels 📊 Performance Optimized ⚡ Built for Speed & Accuracy: 🚀 Efficient Pine Script v5 code 🎯 Precise mathematical calculations 🔄 Real-time condition checking 📱 Optimized for all timeframes 💾 Memory-efficient execution 🎪 Why Traders Love This Strategy ✅ High Win Rate Potential: Catches strong momentum moves after rejection ✅ Clear Entry/Exit Rules: No guesswork or emotional decisions ✅ Excellent Risk Management: Fixed R:R with automatic stops ✅ Trend-Following Edge: Only trades with the dominant trend ✅ Multiple Timeframe Friendly: Works on various timeframes ✅ Comprehensive Alerts: Never miss a trading opportunity ✅ Professional Grade: Institution-quality logic and execution Made by NickGolobor.GM
Pine Script® stratejisi
g17_trader tarafından
BB Cross + Martingale Hedging Strategy🔁 Buy and Sell Trend Indicator (Multi-Entry Trend Follower) This indicator detects bullish and bearish trends based on candle direction and highlights trend shifts with multiple entry opportunities. 🔍 Features: Buy Signals: Triggered when a bullish candle follows a bearish one, initiating a potential upward trend. Sell Signals: Triggered when a bearish candle follows a bullish one, signaling potential downward momentum. Multi-Entry Logic: Captures up to 5 consecutive entries in the same trend to compound positions or confirm strength. Visual Labels: Clearly marked buy/sell labels and trend continuation counts on the chart. Color-coded Backgrounds: Light green/red highlights for bullish/bearish candles. Alerts: Set real-time alerts for trend reversals and continuation signals, ensuring you're notified instantly. 🧠 Ideal For: Trend-following traders looking for clear entry points. Scalpers and swing traders who want to track momentum shifts. Users who prefer visual confirmations and real-time alerts.
Pine Script® stratejisi
AnthonyCooke42069 tarafından
1
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
Pine Script® stratejisi
easy-peasy-x tarafından
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
Pine Script® stratejisi
StockaTon tarafından
Range Filter Strategy with ATR TP/SLHow This Strategy Works: Range Filter: Calculates a smoothed average (SMA) of price Creates upper and lower bands based on standard deviation When price crosses above upper band, it signals a potential uptrend When price crosses below lower band, it signals a potential downtrend ATR-Based Risk Management: Uses Average True Range (ATR) to set dynamic take profit and stop loss levels Take profit is set at entry price + (ATR × multiplier) for long positions Stop loss is set at entry price - (ATR × multiplier) for long positions The opposite applies for short positions Input Parameters: Adjustable range filter length and multiplier Customizable ATR length and TP/SL multipliers All parameters can be optimized in TradingView's strategy tester You can adjust the input parameters to fit your trading style and the specific market you're trading. The ATR-based exits help adapt to current market volatility.
Pine Script® stratejisi
TOLLBOOTH tarafından
Big Mover Catcher BTC 4h🧠 Big Mover Catcher (BTC 4H Strategy) — Educational Tool ⚠️ Disclaimer: I am not a financial advisor. This script is for educational and testing purposes only. Cryptocurrency trading is highly volatile and involves significant risk. You can lose all of your invested capital. 📌 Overview The Big Mover Catcher strategy is a work-in-progress trading system designed for Bitcoin (BTC) on the 4-hour chart. It aims to identify strong breakout moves by combining multiple technical indicators and conditions, allowing for high customization and filter-based confirmations. This script is part of a personal project to learn Pine Script and backtesting on TradingView. It is currently in the testing and research phase. 🎯 Strategy Objective Catch large, high-momentum breakout moves in the BTC market using: Bollinger Band breakouts for entry signals Momentum, volatility, and trend filters for trade confirmation 🧰 Features & Filters The script provides a flexible set of filters that can be turned ON/OFF and adjusted directly from the settings panel: ✅ Entry Conditions Price must break above or below Bollinger Bands All selected filters must align before entry 🧪 Available Filters: Relative Strength Index (RSI) with EMA/SMA smoothing Average Directional Index (ADX) with EMA/SMA smoothing Average True Range (ATR) with EMA/SMA smoothing MACD Signal above or below zero EMA 350 trend filter ATR / ADX / RSI Threshold toggles for added control 🔥 Additional Feature: Force Take Profit: Optionally closes the trade immediately if a candle closes with more than a defined % movement (default: 5%). This can help lock in quick profits during high volatility moves. ⚙️ Customizable Inputs You can configure: Stop loss percentage All indicator lengths Smoothing types (EMA/SMA) Threshold activation toggles Individual filter ON/OFF switches This makes the strategy highly adaptable for educational exploration and optimization. 📊 Best Used For Learning Pine Script and strategy structure Testing filter combinations for BTC on the 4H timeframe Understanding how different indicators interact in live markets ⚠️ Note: ❌ Short trades are currently disabled by default, as short-side logic is still under development. ❗ Final Reminder This script is not financial advice. It is an educational tool. Use it to learn and explore trading logic. Trading cryptocurrencies carries high risk — only invest what you can afford to lose.
Pine Script® stratejisi
noobztrader101 tarafından
Ichimoku Cloud Breakout Only LongThis is a very simple trading strategy based exclusively on the Ichimoku Cloud. There are no additional indicators or complex rules involved. The key condition is that we only open long positions when the price is clearly above the cloud — indicating a bullish trend. For optimal results, the recommended timeframes are 1D (daily) or 1W (weekly) charts. These higher timeframes help filter out market noise and provide more reliable trend signals. We do not short the market under any circumstances. The focus is purely on riding upward momentum when the price breaks out or stays above the cloud. This strategy works best when applied to growth stocks with strong upward trends and good fundamentals — such as Google (GOOGL), Tesla (TSLA), Apple (AAPL), or NVIDIA (NVDA).
Pine Script® stratejisi
wilusss tarafından
Gold Breakout Strategy - RR 4Strategy Name: Gold Breakout Strategy - RR 4 🧠 Main Objective This strategy aims to capitalize on breakouts from the Donchian Channel on Gold (XAU/USD) by filtering trades with: Volume confirmation, A custom momentum indicator (LWTI - Linear Weighted Trend Index), And a specific trading session (8 PM to 8 AM Quebec time — GMT-5). It takes only one trade per day, either a buy or a sell, using a fixed stop-loss at the wick of the breakout candle and a 4:1 reward-to-risk (RR) ratio. 📊 Indicators Used Donchian Channel Length: 96 Detects breakouts of recent highs or lows. Volume Simple Moving Average (SMA) over 30 bars. A breakout is only valid if the current volume is above the SMA. LWTI (Linear Weighted Trend Index) Measures momentum using price differences over 25 bars, smoothed over 5. Used to confirm trend direction: Buy when LWTI > its smoothed version (uptrend). Sell when LWTI < its smoothed version (downtrend). ⏰ Time Filter The strategy only allows entries between 8 PM and 8 AM (GMT-5 / Quebec time). A timestamp-based filter ensures the system recognizes the correct trading session even across midnight. 📌 Entry Conditions 🟢 Buy (Long) Price breaks above the previous Donchian Channel high. The current channel high is higher than the previous one. Volume is above its moving average. LWTI confirms an uptrend. The time is within the trading session (20:00 to 08:00). No trade has been taken yet today. 🔴 Sell (Short) Price breaks below the previous Donchian Channel low. The current channel low is lower than the previous one. Volume is above its moving average. LWTI confirms a downtrend. The time is within the trading session. No trade has been taken yet today. 💸 Trade Management Stop-Loss (SL): For long entries: placed below the wick low of the breakout candle. For short entries: placed above the wick high of the breakout candle. Take-Profit (TP): Set at a fixed 4:1 reward-to-risk ratio. Calculated as 4x the distance between the entry price and stop-loss. No trailing stop, no break-even, no scaling in/out. 🎨 Visuals Green triangle appears below the candle on a buy signal. Red triangle appears above the candle on a sell signal. Donchian Channel lines are plotted on the chart. The strategy is designed for the 5-minute timeframe. 🔄 One Trade Per Day Rule Once a trade is taken (buy or sell), no more trades will be executed for the rest of the day. This prevents overtrading and limits exposure.
Pine Script® stratejisi
beaucheminbrandon123 tarafından
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.
Pine Script® stratejisi
ShadowTraderBali tarafından
1
Reverse Keltner Channel StrategyReverse Keltner Channel Strategy Overview The Reverse Keltner Channel Strategy is a mean-reversion trading system that capitalizes on price movements between Keltner Channels. Unlike traditional Keltner Channel strategies that trade breakouts, this system takes the contrarian approach by entering positions when price returns to the channel after overextending. Strategy Logic Long Entry Conditions: Price crosses above the lower Keltner Channel from below This signals a potential reversal after an oversold condition Position is entered at market price upon signal confirmation Long Exit Conditions: Take Profit: Price reaches the upper Keltner Channel Stop Loss: Placed at half the channel width below entry price Short Entry Conditions: Price crosses below the upper Keltner Channel from above This signals a potential reversal after an overbought condition Position is entered at market price upon signal confirmation Short Exit Conditions: Take Profit: Price reaches the lower Keltner Channel Stop Loss: Placed at half the channel width above entry price Key Features Mean Reversion Approach: Takes advantage of price tendency to return to mean after extreme moves Adaptive Stop Loss: Stop loss dynamically adjusts based on market volatility via ATR Visual Signals: Entry points clearly marked with directional triangles Fully Customizable: All parameters can be adjusted to fit various market conditions Customizable Parameters Keltner EMA Length: Controls the responsiveness of the channel (default: 20) ATR Multiplier: Determines channel width/sensitivity (default: 2.0) ATR Length: Affects volatility calculation period (default: 10) Stop Loss Factor: Adjusts risk management aggressiveness (default: 0.5) Best Used On This strategy performs well on: Currency pairs with defined ranging behavior Commodities that show cyclical price movements Higher timeframes (4H, Daily) for more reliable signals Markets with moderate volatility Risk Management The built-in stop loss mechanism automatically adjusts to market conditions by calculating position risk relative to the current channel width. This approach ensures that risk remains proportional to potential reward across varying market conditions. Notes for Optimization Consider adjusting the EMA length and ATR multiplier based on the specific asset and timeframe: Lower values increase sensitivity and generate more signals Higher values produce fewer but potentially more reliable signals As with any trading strategy, thorough backtesting is recommended before live implementation. Past performance is not indicative of future results. Always practice sound risk management.
Pine Script® stratejisi
fenyesk tarafından
External Signals Strategy Tester v5External Signals Strategy Tester v5 – User Guide (English) 1. Purpose This Pine Script strategy is a universal back‑tester that lets you plug in any external buy/sell series (for example, another indicator, webhook feed, or higher‑time‑frame condition) and evaluate a rich set of money‑management rules around it – with a single click on/off workflow for every module. 2. Core Workflow Feed signals Buy Signal / Sell Signal inputs accept any series (price, boolean, output of request.security(), etc.). A crossover above 0 is treated as “signal fired”. Date filter Start Date / End Date restricts the test window so you can exclude unwanted history. Trade engine Optional Long / Short enable toggles. Choose whether opposite signals simply close the trade or reverse it (flip direction in one transaction). Risk modules – all opt‑in via check‑boxes Classic % block – fixed % Take‑Profit / Stop‑Loss / Break‑Even. Fibonacci Bollinger Bands (FBB) module Draws dynamic VWMA/HMA/SMA/EMA/DEMA/TEMA mid‑line with ATR‑scaled Fibonacci envelopes. Every line can be used for stops, trailing, or multi‑target exits. Separate LONG and SHORT sub‑modules Each has its own SL plus three Take‑Profits (TP1‑TP3). Per TP you set line, position‑percentage to close, and an optional trailing flag. Executed TP/SLs deactivate themselves so they cannot refire. Trailing behaviour If Trail is checked, the selected line is re‑evaluated once per bar; the order is amended via strategy.exit(). 3. Inputs Overview Group Parameter Notes Trade Settings Enable Long / Enable Short Master switches Close on Opposite / Reverse Position How to react to a counter‑signal Risk % Use TP / SL / BE + their % Traditional fixed‑distance management Fibo Bands FIBO LEVELS ENABLE + visual style/length Turn indicator overlay on/off FBB LONG SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a long is open FBB SHORT SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a short is open Line choices: Basis, 0.236, 0.382, 0.5, 0.618, 0.764, 1.0 – long rules use lower bands, short rules use upper bands automatically. 4. Algorithm Details Position open On the very first bar after entry, the script checks the direction and activates the corresponding LONG or SHORT module, deactivating the other. Order management loop (every bar) FBB Stop‑Loss: placed/updated at chosen band; if trailing, follows the new value. TP1‑TP3: each active target updates its limit price to the selected band (or holds static if trailing is off). The classic % block runs in parallel; its exits have priority because they call strategy.close_all(). Exit handling When any strategy.exit() fires, the script reads exit_id and flips the *_Active flag so that order will not be recreated. A Stop‑Loss (SL) also disables all remaining TPs for that leg. 5. Typical Use Cases Scenario Suggested Setup Scalping longs into VWAP‐reversion Enable LONG TP1 @ 0.382 (30 %), TP2 @ 0.618 (40 %), SL @ 0.236 + trailing Fade shorts during news spikes Enable SHORT SL @ 1.0 (no trail) and SHORT TP1,2,3 on consecutive lowers with small size‑outs Classic trend‑follow Use only classic % TP/SL block and disable FBB modules 6. Hints & Tips Signal quality matters – this script manages exits, it does not generate entries. Keep TV time zone in mind when picking start/end dates. For portfolio‑style testing allocate smaller default_qty_value than 100 % or use strategy.percent_of_equity sizing. You can combine FBB exits with fixed‑% ones for layered management. 7. Limitations / Safety No pyramiding; the script holds max one position at a time. All calculations are bar‑close; intra‑bar touches may differ from real‑time execution. The indicator overlay is optional, so you can run visual‑clean tests by unchecking FIBO LEVELS ENABLE.
Pine Script® stratejisi
RezzoRedPriest tarafından
Bollinger + EMA Strategy with StatsThis strategy is a mean-reversion trading model that combines Bollinger Band deviation entries with EMA-based exits. It enters a long position when the price drops significantly below the lower Bollinger Band by a user-defined multiple of standard deviation (x), and a short position when the price exceeds the upper band by the same logic. To manage risk, it uses a wider Bollinger Band threshold (y standard deviations) as a stop loss, while take profit occurs when the price reverts to the n-period EMA, indicating mean reversion. The strategy maintains only one active position at a time—either long or short—and allocates a fixed percentage of capital per trade. Performance metrics such as equity curve, drawdown, win rate, and total trades are tracked and displayed for backtesting evaluation.
Pine Script® stratejisi
Trader_dake tarafından
1
SmartScale Envelope DCA This is a Dollar-Cost Averaging (DCA) long strategy that buys when price dips below a moving average envelope and adds to the position in a stepwise, risk-controlled way. It uses up to 8 buy-ins, applies a cooldown between entries, and exits based on either a take profit from average entry price or a stop loss. Backtest range limits trades to the last 365 days for backtest control. All input settings can and should be adjusted to the chart, as volatility in price action varies. Simply go into the inputs settings, and start from the top and move down to get better backtest results. Moving from the top down has been proven to give the best results. Then, move to properties and set your order size, pyramiding, and so on. It may be necessary to then fine tune your adjustments a second time to dial it in. Works well on 1 hour time frames and in volatility. Happy Trading!
Pine Script® stratejisi
Simple_Investment_Strategies tarafından