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GMH : Tech Bubble Good Morning Holding Simulating How to Ride the Bubble — and Jump Out Before the Crash Be careful! Most simulation results show that this strategy sometimes underperforms a simple buy-and-hold, because it gives away positions during deep retracements and buys back at higher thresholds. Humans often struggle with cutting losses. When the pain becomes too much, they lose the confidence needed to execute even a reasonable strategy. But in terms of mentality, this approach reduces long-term portfolio volatility. It helps investors feel more at peace, especially during real market crashes like the tech bubble in 2021. How to use : Select TimeFrame 4HR on trading view
Pine Script® stratejisi
gmhfund tarafından
PLANBXPRESS PSYCHOLOGICAL LEVEL ENTRY MODELThis Indicator merges multiple professional trading concepts into one visual tool — helping traders identify momentum shifts, entry zones, and daily trading plans with volume confirmation. It automatically detects trend direction, generates dynamic take-profit & stop-loss levels, and overlays key daily reference points such as VWAP, pivot, support, and resistance zones based on ATR and trend context. ⚙️ Main Components 1️⃣ Signal System Detects trend bias using SMA-based logic. Generates entry price, TP1–TP3, and SL dynamically from recent impulse ranges. Updates signals automatically when trend bias changes or previous targets are hit. Visual levels are drawn directly on the chart. 2️⃣ Volume Analysis Compares current volume against a moving average (SMA). Classifies volume as: 🟢 Strong (above 1.5× average) 🟡 Average 🔴 Weak (below 0.8× average) Displays the current volume strength and trend bias in an on-chart table. 3️⃣ Auto Day Plan Uses multi-timeframe ATR calculations to define: Support / Resistance zones Pivot & Balance areas Daily VWAP Auto Targets (ATR-based expansion levels) Adapts automatically to selected base timeframe (1H, 4H, or Daily). 4️⃣ Trend Context Dual EMA system (50 & 200) to confirm bullish/bearish structure. Aligns expected direction with VWAP & pivot location for context-aware bias. 🎯 What You Get on Chart 📈 Automatic LONG/SHORT signals 🎯 TP1, TP2, TP3, and SL levels 📊 Volume strength meter 🧭 VWAP, pivot, support/resistance & balance zones 🎨 Clean visual layout for intraday and swing traders 🧩 Inputs Parameter Description lenImpulse Impulse range length smaLen SMA length for trend bias levelRatio SL/TP ratio multiplier volLen Volume SMA length baseTF Base timeframe for zones/VWAP atrMult1 / atrMult2 ATR multipliers for target levels fwdBars Extension range for future projection 💡 How to Use Add the script to your chart and choose your preferred timeframe. Observe signal direction (📈 LONG / 📉 SHORT) and TP/SL levels. Confirm entries when: Trend aligns with VWAP direction, and Volume category shows Strong or Average. Use Auto Day Plan levels (pivot, balance, VWAP) as intraday reaction zones.
Pine Script® göstergesi
planbxpress tarafından
Enhanced Oversold | 超跌信号 + 历史统计 + 模拟入出场 (v2.4)Enhanced Oversold | Oversold Signal + Historical Stats + Simulated Entries/Exits (v2.4) – Release Notes (EN) 1. Overview This script is an advanced “buy-the-dip” toolkit for US stocks and ETFs. It detects rare, deep intraday selloffs on fundamentally strong names, then simulates a three-tier entry strategy around the event and tracks different exit paths. The goal is to answer three questions: * When did similar crashes happen in the past? * How would a disciplined laddered entry have performed? * How long did it take for price to recover under different exit rules? 2. Core idea * Define an 8-hour “crash” relative to a robust reference price yBase = min(previous-day VWAP, previous close). * Combine this with short-term RSI and 15m Z-score filters to avoid “random noise” dips. * Filter out regime-level risk (index / sector crash, volatility spikes, liquidity stress, bad long-term trend). * When a valid oversold event appears, simulate staged entries (E1/E2/E3) and exits, then record everything into a historical table and JSON for external analysis. 3. Signal logic (summary) * Timeframe: designed for 15m / 5m charts, using US RTH session 09:30–16:00. * Crash trigger (must all be true): * 8h drawdown from yBase ≤ fixed threshold (default −6%) and the 8h low is recent within N×15m bars. * RSI(1h) below an oversold level (default < 30). * 15m return Z-score ≤ threshold (default ≤ −1.5) over a configurable window. * Optional filters: * Circuit breaker: SPY + sector ETF + VIX/VIX3M + VVIX conditions to avoid market-wide panic regimes. * Liquidity stress: SPY 1h “stress index” (ATR/price, intraday range vs volume, and VIX Z-score) normalised to 0–100, with a user threshold. * Shape filter: only accept “A-type” healthy long-term trend set-ups (6m / 12m performance vs VWAP/EMA and daily 200SMA slope). 4. Simulated entries (E1 / E2 / E3) * E1: first ladder price anchored to the first RTH after the event, with optional “same-day RTH” entry if the event happens during RTH. * E2: only becomes valid from the next RTH day onward, and only if the new RTH low breaks the E1-execution-day low. The target depth is based on E1 discount × (1+α). * E3: only after E2, on a different day (not the E1 “anchor” day). Depth is based on the max discount of E1/E2 × (1+β). * Stair and cap rules: * A minimum tick step between ladders, adjustable in ticks. * Optional cap so that every entry price must be below a multiple of the event price. * Optional “chase on first RTH bar”: if nothing fills on the first RTH bar, prices can be lifted once toward the intraday low, while keeping ladder spacing and cap constraints. * All actual fills are simulated against bar lows. The script records: * Whether E1/E2/E3 filled. * Actual execution prices. * Average entry price and the entry sequence string (e.g. “13”, “123”). 5. Exit logic and timing metrics Two exit rules are tracked in parallel: * Exit Ref: exit when close returns to yBase. * Exit Open+Y%: exit when close reaches min(event close, first post-event open) × (1+Y%). For each event the script records: * t_ref_d: days from event to first touch of yBase. * tY_d: days until Open+Y% level is reached. * tUp_d: days until price turns “bullish again” (RTH VWAP ≥ previous daily VWAP and close > previous close). * tLow_d: days until the minimum price between event and t_ref (or end of window) is reached. * lowToRef: that minimum price. * ddMinPct: maximum drawdown (in %) from average entry to lowToRef. Additional intraday stats for the first RTH after the event: * dayFirstLow: low of the first RTH bar from the chosen statistics start. * rthLow: overall RTH low of that day. * eqFirst: whether the overall low equals the first-bar low. * postDipAvg: average close after the daily low is formed (equal-weighted). 6. Historical table on chart * The on-chart table shows up to maxRows events, most recent first. * Columns include: * Date, 8h drawdown, yBase, stress, circuit conditions, shape (A/B/C). * Entry sequence and actual execution prices. * Average entry price. * Exit prices and PnL (in % and absolute) for both exit modes. * Timing metrics (t_ref, tY, tUp, tLow). * Min price to t_ref, max drawdown vs average entry. * First RTH low, day RTH low, equality flag, post-dip average, and market flag (US/HK). The table is only redrawn on bar close to reduce CPU load. 7. Liquidity stress pane * Optional lower pane that plots the SPY-based liquidity stress index (0–100). * Components (all on 60m SPY/VIX data): * rvZ: Z-score of ATR/price. * rpvZ: Z-score of intraday range divided by volume. * vixZ: Z-score of VIX. * Stress index = 50 + 10 × (rvZ + rpvZ + vixZ), clipped to . * A horizontal line marks the current filter threshold. 8. Webhook JSON outputs The indicator can send three types of alerts via alert(): * Signal * Emitted only when a new oversold event fires. * Contains ticker, market flag, event time, drop8h, RSI1h, Z15, yBase, shape, circuit reason, and stress. * History * Emitted when requested, containing a full snapshot of the latest event: * All key metrics used in the table, including absolute PnL for both exit modes, timing metrics, drawdown stats, and post-dip averages. * HistoryAll * Compressed bulk export of all events as a compact JSON object: * Short keys (d, dr8, yb, st, c, sh, e, px, avg, xr, pr, absR, xy, py, absY, tr, ty, tu, tl, l2r, dd, fl, rl, eq, pavg). * Numbers rounded to 3 decimals to reduce payload size. * Because TradingView enforces a payload size limit, HistoryAll is automatically split into multiple chunks (up to ~3200 characters each). * When HistoryAll is selected and a manual “dump all” flag is turned on, the script will emit multiple alerts on the same bar until all chunks are sent. 9. What is new in v2.3 Compared with previous versions, v2.3 adds: * Deeper risk metrics: * Tracking of the minimum price until recovery (lowToRef) and its timing (tLow_d). * Max drawdown vs average entry (ddMinPct) for each event. * E1-execution-day RTH low tracking, used to decide whether later days truly “make a new low” before adding E2. * Absolute PnL fields: * absRef and absOY for both exit modes, calculated using user-defined share/contract sizes for E1/E2/E3. * More compact and robust HistoryAll: * Short-key JSON objects, 3-decimal numeric formatting, chunked output suitable for 3rd-party storage and analysis. * Performance optimisations: * Array length normalisation is done once per bar instead of inside the per-event loop. * Table rendering only happens on bar close, and no longer clears the whole grid every bar. * Same-day RTH pricing for event-day entries is restricted to the latest event only, reducing redundant work on historical events. 10. Usage notes and disclaimer * Recommended canvas: 15m or 5m chart, US stocks / ETFs, with RTH session set to 09:30–16:00. * For stable operation on TradingView’s servers, avoid extremely large lookback windows and oversized history tables if your symbol has very long history. * This script is for educational and research purposes only. * It is not financial advice and does not guarantee profitability. Always combine it with your own risk management, fundamental research, and market context.
Pine Script® göstergesi
lvyaofeng19920413 tarafından
Previous Day OHLC with Fib LevelThe Previous Day OHLC indicator is designed to help traders identify key price levels from the previous trading session. These levels often act as important zones of support, resistance, and market reaction points during the current day’s price action. This indicator automatically plots the Previous Day’s Open, High, Low, and Close on any intraday timeframe, making it a powerful tool for day traders, scalpers, and swing traders who rely on market structure and session behavior.
Pine Script® göstergesi
Rachoti tarafından
Vertical Lines on Selected DatesThis Pine Script indicator allows a user to place vertical lines on a chart at specific dates and times. It provides three separate input sections, each dedicated to one targeted date. For each of the three dates, the user can select the exact timestamp and customize the line’s color, width, and style directly from the indicator’s settings panel. Behind the scenes, the script converts the selected visual style (solid, dashed, or dotted) into the appropriate internal line style using a helper function. When the live chart time crosses each chosen timestamp, the script detects that crossover and draws a vertical line on that exact bar. The line extends both upward to the high and downward to the low of the chart, creating a full-height marker. Overall, the indicator functions as a simple visual marking tool for highlighting important moments in time—such as events, sessions, or personal reminders—without affecting any price analysis. The flexibility of color, width, and style allows each vertical line to stand out uniquely, and because the script uses detection logic on a per-bar basis, each line is drawn only once at the appropriate moment.
Pine Script® göstergesi
Voltaire000 tarafından
YCGH ATH DrawdownHow the Indicator Measures Drawdown from ATH The indicator continuously tracks and calculates the percentage decline from the all-time high (ATH) using a systematic approach.​ ATH Tracking Mechanism Dynamic ATH Calculation: The script maintains a persistent variable that stores the highest price ever reached. On each bar, it compares the current high with the stored ATH using ath := math.max(ath, high), updating the ATH whenever a new peak is reached.
Pine Script® göstergesi
YCGH_Capital tarafından
VIX Calm vs Choppy (Bar Version, VIX High Threshold)This indicator tracks market stability by measuring how long the VIX stays below or above a chosen intraday threshold. Instead of looking at VIX closes, it uses VIX high, so even a brief intraday spike will flip the regime into “choppy.” The tool builds a running clock of consecutive bars spent in each regime: Calm regime: VIX high stays below the threshold Choppy regime: VIX high hits or exceeds the threshold Calm streaks plot as positive bars (light blue background). Choppy streaks plot as negative bars (dark pink background). This gives a clean picture of how long the market has been stable vs volatile — useful for trend traders, breakout traders, and anyone who watches risk-on/risk-off conditions. A table shows the current regime and streak length for quick reference.
Pine Script® göstergesi
Nik-Vora tarafından
YCGH Drawdown PercentilesWhat This Indicator Does? The Drawdown Percentiles indicator tracks how far below the all-time high (ATH) a stock or asset is currently trading, then displays statistical percentiles of historical drawdowns in a customizable table.​ Percentile Analysis: It collects up to 5,000 historical bars of drawdown data, sorts them, and calculates user-selected percentiles (default: 10th, 30th, 50th) to show where current drawdowns rank historically.​ Visual Display: A table shows each percentile threshold with color-coded drawdown values, helping you quickly assess whether the current drawdown is typical or extreme compared to historical patterns.​ Practical Use Cases Risk Assessment: Identify if current drawdowns fall within normal ranges or represent extreme conditions requiring position adjustments.​ Entry/Exit Timing: Use percentile rankings to time entries during historically shallow drawdowns (better conditions) and reduce exposure during deep drawdowns.​ Strategy Comparison: Compare drawdown patterns across different assets or trading strategies to evaluate risk-adjusted performance.​
Pine Script® göstergesi
YCGH_Capital tarafından
2
[Bybit BTCUSD.P] 7Years Backtest Results. 2,609% +Non-Repainting📊 I. Strategy Overview: Trust Backed by Numbers The ADX Sniper v12 strategy has been rigorously tested over 7 years, from November 14, 2018 to November 8, 2025, spanning every major cycle of the Bitcoin BTCUSD.P futures market. This strategy successfully balances two often-conflicting goals: maximizing profitability while minimizing volatility, all supported by objective performance data. This strategy has been validated across all Bitcoin (BTCUSD.P) futures market cycles over a 7-year period. ■ Visual Proof: Bar Replay Simulation The chart above demonstrates actual entry and exit points captured via TradingView's Bar Replay feature. The green rectangle highlights the core profitable trading zone, showing where the strategy successfully captured sustained uptrends. This visual evidence confirms: Confirmed buy/sell signals with exact execution prices (marked in red and blue) No repainting or signal distortion after candle close Consistent performance across multiple market cycles within the highlighted zone 💰 Core Performance Metrics: Cumulative Return: 2,609.14% (compounded growth over 7 years) Maximum Drawdown (MDD): 6.999% (preserving over 93% of capital) Average Profit/Loss Ratio: 8.003 (industry-leading risk-reward efficiency) Total Trades: 24 (focused exclusively on high-conviction opportunities) Sortino Ratio: 11.486 (mathematically proving robustness and stability) ✅ This strategy has been validated across all Bitcoin BTCUSD.P futures market cycles over a 7-year period. 📊 I. 전략 개요: 숫자로 입증된 신뢰 ADX Sniper v12 전략은 2018년 11월 14일부터 2025년 11월 8일까지 약 7년간 비트코인 (BTCUSD.P) 선물 시장의 모든 주요 사이클을 거치며 엄격하게 검증되었습니다. 수익성 극대화와 변동성 최소화라는 상충되는 목표를 동시에 달성한 이 전략의 핵심 성과 지표를 객관적 데이터를 통해 확인하실 수 있습니다. 본 전략은 7년간의 모든 비트코인 (BTCUSD.P) 선물 시장 사이클에서 검증되었습니다. ■ 시각적 증명: 바 리플레이 시뮬레이션 위 차트는 TradingView의 바 리플레이 기능으로 포착된 실제 진입 및 청산 시점을 보여줍니다. 녹색 네모는 핵심 수익 구간을 표시하며, 전략이 지속적인 상승 추세를 성공적으로 포착한 영역을 나타냅니다. 본 시각 자료는 다음을 입증합니다: 정확한 체결 가격이 표기된 확정된 매수/매도 신호 (빨강색과 파랑색으로 표시) 캔들 종가 후 신호 왜곡이나 리페인팅 없음 강조 표시된 구간 내 여러 시장 사이클에 걸친 일관된 성과 💰 핵심 성과 지표: 누적 수익률: 2,609.14% (7년간 복리 성장 입증) 최대 낙폭 (MDD): 6.999% (7년간 자본의 93% 이상 보존) 평균 손익비: 8.003 (업계 최고 수준의 위험-보상 효율성) 총 거래 횟수: 24회 (고확신 기회에만 집중) 소르티노 비율: 11.486 (전략의 견고성과 안정성을 수학적으로 입증) ✅ 본 전략은 7년간의 모든 비트코인 (BTCUSD.P) 선물 시장 사이클에서 검증되었습니다. 🛡️ II. Core Philosophy: Cut Losses Short, Let Profits Run Why MDD Stays Below 7% in a Volatile Market The crypto futures market typically experiences daily volatility exceeding 10%, with most strategies enduring drawdowns between 30% and 50%. In stark contrast, this strategy has never exceeded a 7% account loss over seven years. This exceptional low MDD is achieved through deliberate design mechanisms, not luck: 🎯 Entry Filtering: The 'ADX Pop-up Filter' is the core component. It enables the strategy to strictly avoid trading when market conditions indicate major reversals or consolidation phases, thereby minimizing exposure to high-risk zones. 🏛️ Capital Preservation Priority: The strategy prioritizes investor psychological stability and capital preservation over pursuing maximum potential returns. The Power of an 8.003 Profit Factor The Profit Factor measures the ratio of total profitable trades to total losing trades. It's the most critical metric for assessing risk-adjusted returns. A Profit Factor of 8.003 means that for every dollar lost, the strategy earns an average of eight dollars. This demonstrates the efficiency of a true trend-following strategy: Cutting losses quickly (averaging $177,419 USD loss per trade) Riding winners for maximum extension (averaging $1,419,920 USD profit per trade) 🛡️ II. 핵심 철학: 손실은 빠르게 자르고, 수익은 끝까지 암호화폐 시장에서 MDD <7%의 의미 암호화폐 선물 시장은 일일 변동성이 10%를 초과하는 경우가 빈번하며, 일반적인 전략들은 30~50%의 MDD를 겪습니다. 이와 극명한 대조로, 본 전략은 7년간 단 한 번도 7%를 초과하는 계좌 손실을 기록하지 않았습니다. 이렇게 극도로 낮은 MDD는 운이 아닌 체계적인 메커니즘을 통해 달성되었습니다: 🎯 진입 필터링: 'ADX 팝업 필터'가 핵심 구성 요소로, 시장 상황이 주요 반전이나 횡보를 나타낼 때 거래를 엄격히 회피하여 고위험 구간 노출을 최소화합니다. 🏛️ 자본 보존 우선: 본 전략은 최대 잠재 손실을 감수하기보다 투자자의 심리적 안정성과 자본 보존을 우선시하도록 설계되었습니다. 손익비 8.003의 힘 손익비는 '총 수익 거래'와 '총 손실 거래'의 비율로, 위험 조정 수익을 측정하는 핵심 지표입니다. 8.003이라는 값은 1달러를 잃을 때마다 평균적으로 8달러 이상을 벌어들이는 구조를 의미합니다. 이는 진정한 추세 추종 전략의 최대 효율성을 보여줍니다: 손실은 빠르게 자르고 ($177,419 USD 평균 손실) 수익은 최대한 연장합니다 ($1,419,920 USD 평균 수익) 🎯 III. Strategy Reliability and Structural Edge The Secret of 24 Trades in 7 Years Only 24 trades over 7 years signifies that this strategy ignores 99% of market volatility and targets only the 1% of 'most certain buying cycles'. This approach eliminates the drag from excessive trading: ❌ No commission bleed ❌ No slippage erosion ❌ No psychological wear from overtrading 📈 Long-Term Trend Following: The strategy analyzes Bitcoin's long-term price cycles to capture the onset of massive trends while remaining undisturbed by short-term market noise. Non-Repainting Structure: Alignment of Reality and Simulation 🎬 Non-Repainting Proof Video Available ※↑ "If you wish, I can also show you a video as evidence of the non-repainting throughout the 7 years." ✅ Real-Time Trading Reliability: This strategy is built with a non-repainting structure, generating buy/sell signals only after each candle's closing price is confirmed. ✅ Preventing Data Exaggeration: This design ensures that backtest results do not 'repaint' or distort past performance, guaranteeing high correlation between simulated results and actual live trading environments. ✅ Live Trading Advantage: While simulations use closing prices, live trading may allow entry at more favorable prices before candle close, potentially yielding even better execution than backtest results. 🎯 III. 전략의 신뢰성과 구조적 우위 7년간 24회 거래의 비밀 7년간 단 24회의 거래는 시장 변동성의 99%를 무시하고 오직 1%의 '가장 확실한 매수 사이클'만을 타겟으로 한다는 것을 의미합니다. 이는 과도한 거래로 인한 문제를 근본적으로 제거합니다: ❌ 수수료 소모 없음 ❌ 슬리피지 침식 없음 ❌ 과도한 트레이딩으로 인한 심리적 소모 없음 📈 장기 추세 추종: 비트코인 가격 역사를 지배하는 장기 사이클 분석을 활용하여, 단기 시장 노이즈에 흔들리지 않고 대규모 추세의 시작점을 포착하는 데 집중합니다. 논-리페인팅 구조: 현실과 시뮬레이션의 일치 🎬 논-리페인팅 증명 영상 제공 가능 ※↑ "원하신다면 7년간 리페인팅이 없음을 증명하는 영상도 보여드릴 수 있습니다." ✅ 실시간 거래 신뢰성: 본 전략은 논-리페인팅 구조로 구축되어, 캔들의 종가가 확정된 후에만 매수/매도 신호를 생성합니다. ✅ 데이터 과장 방지: 이러한 설계는 백테스트 결과가 과거 성과를 '리페인팅'하거나 과장하지 않도록 보장하며, 시뮬레이션 결과와 실제 라이브 거래 환경 간의 높은 상관관계를 보장합니다. ✅ 라이브 실행 우위 가능성: 시뮬레이션은 종가 기준이지만, 라이브 운영 시 캔들이 마감되기 전 더 유리한 가격에 진입할 수 있어 시뮬레이션 결과보다 더 나은 실행 성과를 얻을 가능성이 있습니다. 📈 IV. Performance Summary (November 14, 2018 - November 8, 2025) | Metric | Value || Metric | Value | |--------|-------| | Initial Capital | $1,000,000 | | Net Profit | +$26,091,383.74 | | Cumulative Return | +2,609.14% | | Maximum Drawdown | -6.999% | | Total Trades | 24 | | Winning Trades | 19 (79.17%) | | Losing Trades | 5 (20.83%) | | Avg Winning Trade | +$1,419,920.16 | | Avg Losing Trade | -$177,419.86 | | Profit Factor | 8.003 | | Sortino Ratio | 11.486 | | Win/Loss Ratio | 8.003 | ⚙️ Default Settings: Slippage: 0 ticks Commission: 0.333% (Bybit standard) 📈 IV. 성과 지표 요약 (2018년 11월 14일 ~ 2025년 11월 8일) || 지표 | 값 | |--------|-------| | 초기 자본 | $1,000,000 | | 순이익 | +$26,091,383.74 | | 누적 수익률 | +2,609.14% | | 최대 낙폭 | -6.999% | | 총 거래 횟수 | 24 | | 수익 거래 | 19 (79.17%) | | 손실 거래 | 5 (20.83%) | | 평균 수익 거래 | +$1,419,920.16 | | 평균 손실 거래 | -$177,419.86 | | 손익비 | 8.003 | | 소르티노 비율 | 11.486 | | 평균 손익 비율 | 8.003 | ⚙️ 기본 설정: 슬리피지: 0틱 (기본값) 수수료: 0.333% (Bybit 표준) 👥 V. Who Is This Strategy For? ✅ Long-term Bitcoin investors seeking stable, low-drawdown returns ✅ Traders tired of overtrading who prefer surgical, sniper-style precision entries ✅ Investors seeking psychological stability by avoiding large account swings ✅ Data-driven decision makers who value proven performance over marketing claims 👥 V. 이 전략은 누구를 위한 것인가요? ✅ 안정적이고 낮은 낙폭의 수익을 추구하는 장기 비트코인 투자자 ✅ 과도한 매매에 지친 트레이더로 저격수 스타일의 정밀한 진입을 선호하는 분 ✅ 큰 계좌 변동을 피하여 심리적 안정성을 추구하는 투자자 ✅ 주장보다 검증된 객관적 성과를 중시하는 데이터 기반 의사 결정자 🔒 VI. Access & Disclaimer 🔐 Access Type: Invite-Only (Protected Source Code) 💬 How to Get Access: Send a private message or leave a comment below ⚠️ Important Disclaimer: Past performance does not guarantee future results. Cryptocurrency and futures trading involve substantial risk of loss. This strategy is provided for educational and informational purposes only. Users should conduct their own research and consult with a financial advisor before making investment decisions. The author is not responsible for any financial losses incurred from using this strategy. 🔒 VI. 접근 방법 및 면책사항 🔐 접근 유형: 초대 전용 (소스코드 보호) 💬 접근 방법: 비공개 메시지 또는 아래 댓글 남기기 ⚠️ 중요 면책사항: 과거 성과가 미래 결과를 보장하지 않습니다. 암호화폐 및 선물 거래는 상당한 손실 위험을 수반합니다. 본 전략은 교육 및 정보 제공 목적으로만 제공됩니다. 사용자는 투자 결정을 내리기 전 자체 조사를 수행하고 재무 자문가와 상담해야 합니다. 저자는 본 전략 사용으로 인한 재정적 손실에 대해 책임지지 않습니다. 🏷️ VII. Tags Bitcoin |Bitcoin | BTCUSD | BTCUSD.P | Bybit | DailyChart | LongTerm | TrendFollowing | ADX | NonRepainting | Strategy | BacktestProven | SevenYears | LowDrawdown | HighProfitFactor | StableReturns | CapitalPreservation | Ichimoku | DMI | SuperTrend | TechnicalAnalysis | Volatility | RiskManagement | AutoTrading | Futures | PerpetualFutures | AlgorithmicTrading | SystematicTrading | DataDriven | InviteOnly | ProtectedScript | SnipperTrading | HighConviction | MDD | SortinoRatio 🏷️ VII. 태그 비트코인 |비트코인 | BTCUSD | BTCUSD.P | 바이비트 | 일봉 | 장기투자 | 추세추종 | ADX | 논리페인팅 | 전략 | 백테스트검증 | 7년검증 | 저낙폭 | 고손익비 | 안정수익 | 자본보존 | 일목균형표 | DMI | 슈퍼트렌드 | 기술적분석 | 변동성 | 위험관리 | 자동매매 | 선물 | 무기한선물 | 알고리즘트레이딩 | 시스템트레이딩 | 데이터기반 | 초대전용 | 보호스크립트 | 저격수트레이딩 | 고확신 | MDD | 소르티노비율 📌 Note: This strategy is designed exclusively for Bybit BTCUSD.P perpetual futures on the 1-day (daily) timeframe. Performance may vary significantly on other symbols or timeframes. 📌 참고: 본 전략은 Bybit BTCUSD.P 무기한 선물 계약의 1일봉(Daily) 타임프레임에 전용으로 설계되었습니다. 다른 심볼이나 타임프레임에서는 성과가 크게 달라질 수 있습니다.
Pine Script® stratejisi
gajagoo tarafından
7
[Bybit BTCUSD.P] 7Years Backtest Results. 2,609% +Non-Repainting 📊 I. Strategy Overview: Trust Backed by Numbers The ADX Sniper v12 strategy has been rigorously tested over 7 years, from November 14, 2018 to November 8, 2025, spanning every major cycle of the Bitcoin BTCUSD.P futures market. This strategy successfully balances two often-conflicting goals: maximizing profitability while minimizing volatility, all supported by objective performance data. This strategy has been validated across all Bitcoin (BTCUSD.P) futures market cycles over a 7-year period. ■ Visual Proof: Bar Replay Simulation The chart above demonstrates actual entry and exit points captured via TradingView's Bar Replay feature. The green rectangle highlights the core profitable trading zone, showing where the strategy successfully captured sustained uptrends. This visual evidence confirms: 1) Confirmed buy/sell signals with exact execution prices (marked in red and blue) 2) No repainting or signal distortion after candle close 3) Consistent performance across multiple market cycles within the highlighted zone 💰 Core Performance Metrics: Cumulative Return : 2,609.14% (compounded growth over 7 years) Maximum Drawdown (MDD) : 6.999% (preserving over 93% of capital) Average Profit/Loss Ratio : 8.003 (industry-leading risk-reward efficiency) Total Trades : 24 (focused exclusively on high-conviction opportunities) Sortino Ratio : 11.486 (mathematically proving robustness and stability) ✅ This strategy has been validated across all Bitcoin BTCUSD.P futures market cycles over a 7-year period. 🛡️ II. Core Philosophy: Cut Losses Short, Let Profits Run Why MDD Stays Below 7% in a Volatile Market The crypto futures market typically experiences daily volatility exceeding 10%, with most strategies enduring drawdowns between 30% and 50%. In stark contrast, this strategy has never exceeded a 7% account loss over seven years. This exceptional low MDD is achieved through deliberate design mechanisms, not luck: 🎯 Entry Filtering: The 'ADX Pop-up Filter' is the core component. It enables the strategy to strictly avoid trading when market conditions indicate major reversals or consolidation phases, thereby minimizing exposure to high-risk zones. 🏛️ Capital Preservation Priority: The strategy prioritizes investor psychological stability and capital preservation over pursuing maximum potential returns. The Power of an 8.003 Profit Factor The Profit Factor measures the ratio of total profitable trades to total losing trades. It's the most critical metric for assessing risk-adjusted returns. A Profit Factor of 8.003 means that for every dollar lost, the strategy earns an average of eight dollars. This demonstrates the efficiency of a true trend-following strategy: Cutting losses quickly (averaging $177,419 USD loss per trade) Riding winners for maximum extension (averaging $1,419,920 USD profit per trade) 🎯 III. Strategy Reliability and Structural Edge The Secret of 24 Trades in 7 Years Only 24 trades over 7 years signifies that this strategy ignores 99% of market volatility and targets only the 1% of 'most certain buying cycles'. This approach eliminates the drag from excessive trading: ❌ No commission bleed ❌ No slippage erosion ❌ No psychological wear from overtrading 📈 Long-Term Trend Following: The strategy analyzes Bitcoin's long-term price cycles to capture the onset of massive trends while remaining undisturbed by short-term market noise. Non-Repainting Structure: Alignment of Reality and Simulation 🎬 Non-Repainting Proof Video Available ※↑ "If you wish, I can also show you a video as evidence of the non-repainting throughout the 7 years." ✅ Real-Time Trading Reliability: This strategy is built with a non-repainting structure, generating buy/sell signals only after each candle's closing price is confirmed. ✅ Preventing Data Exaggeration: This design ensures that backtest results do not 'repaint' or distort past performance, guaranteeing high correlation between simulated results and actual live trading environments. ✅ Live Trading Advantage: While simulations use closing prices, live trading may allow entry at more favorable prices before candle close, potentially yielding even better execution than backtest results. 📈 IV. Performance Summary (November 14, 2018 - November 8, 2025) || Metric | Value | |--------|-------| | Initial Capital | $1,000,000 | | Net Profit | +$26,091,383.74 | | Cumulative Return | +2,609.14% | | Maximum Drawdown | -6.999% | | Total Trades | 24 | | Winning Trades | 19 (79.17%) | | Losing Trades | 5 (20.83%) | | Avg Winning Trade | +$1,419,920.16 | | Avg Losing Trade | -$177,419.86 | | Profit Factor | 8.003 | | Sortino Ratio | 11.486 | | Win/Loss Ratio | 8.003 | ⚙️ Default Settings: Slippage: 0 ticks Commission: 0.333% (Bybit standard) 👥 V. Who Is This Strategy For? ✅ Long-term Bitcoin investors seeking stable, low-drawdown returns ✅ Traders tired of overtrading who prefer surgical, sniper-style precision entries ✅ Investors seeking psychological stability by avoiding large account swings ✅ Data-driven decision makers who value proven performance over marketing claims 🔒 VI. Access & Disclaimer 🔐 Access Type: Invite-Only (Protected Source Code) 💬 How to Get Access: Send a private message or leave a comment below ⚠️ Important Disclaimer: Past performance does not guarantee future results. Cryptocurrency and futures trading involve substantial risk of loss. This strategy is provided for educational and informational purposes only. Users should conduct their own research and consult with a financial advisor before making investment decisions. The author is not responsible for any financial losses incurred from using this strategy. 🏷️ VII. Tags Bitcoin |Bitcoin | BTCUSD | BTCUSD.P | Bybit | DailyChart | LongTerm | TrendFollowing | ADX | NonRepainting | Strategy | BacktestProven | SevenYears | LowDrawdown | HighProfitFactor | StableReturns | CapitalPreservation | Ichimoku | DMI | SuperTrend | TechnicalAnalysis | Volatility | RiskManagement | AutoTrading | Futures | PerpetualFutures | AlgorithmicTrading | SystematicTrading | DataDriven | InviteOnly | ProtectedScript | SnipperTrading | HighConviction | MDD | SortinoRatio 📌 Note: This strategy is designed exclusively for Bybit BTCUSD.P perpetual futures on the 1-day (daily) timeframe. Performance may vary significantly on other symbols or timeframes.
Pine Script® stratejisi
gajagoo tarafından
3
ATC v6 with ORB by SabnATC v6 with ORB: Advanced Automatic Session and Opening Range Indicator ATC v6 is an advanced indicator designed by Alfa Trade Club for TradingView users. This tool not only automatically marks important session opens, closes, or specific times of financial markets on your chart but also visualizes powerful Opening Range (ORB) strategies directly on your chart. This tool removes the need to manually monitor critical trading hours, allowing you to easily analyze price action in relation to these important timeframes. Key Features This indicator comes with a set of powerful features to provide the flexibility, visual clarity, and strategic advantage that traders need: 1. Multi-Time Zone Support The indicator is based on the world's most important financial market centers:  New York (America/New_York)  London (Europe/London)  Tokyo (Asia/Tokyo)  Istanbul (Europe/Istanbul) This allows you to always set the lines accurately according to the local time of the market you are trading. 2. Advanced 3-Stage Timing (Pre / Main / Next) Each time line is more than just a simple line; it can manage a three-stage event cycle:  "Pre-Session": Draws a dotted line a few minutes before the main time you specify (e.g., market open). This allows you to see the price level just before a significant event.  "Main Session": Marks the opening price at the exact event time (e.g., 08:00 London Open) with a solid line.  "Next / ORB" (Opening Range): Draws another dotted line a specified number of minutes after the main event (e.g., 15 minutes later). This is used to define the Opening Range. 3. Automatic Price Boxes (Volatility & ORB) The indicator can draw two different types of boxes based on this timing:  Opening Volatility Box (Pre -> Main): If the "Pre-Session" feature is active, the indicator draws a colored box between the price at the pre-session moment and the price at the main event. This box visualizes the initial volatility at the session open.  Opening Range Box (Main -> Next): If the "Next" feature is active, the indicator draws a box between the price at the main event and the "next" event. 4. Customizable Time Lines You have full control over each line. Users can:  Enable/Disable each line.  Set any desired hour and minute.  Define the "Pre" and "Next" durations in minutes.  Assign a different color for visual distinction. 5. Smart and Efficient Drawing  Forward-Extending Lines: All drawn lines and boxes automatically extend from the moment they are created until the next day. This makes it easy to track how these levels act as support/resistance throughout the day.  High Performance: Instead of deleting old lines and drawing new ones when a new day starts, the code intelligently extends the existing lines into the next day  Weekend and DST Protection: Automatically skips weekends (from Friday to Monday) and is not affected by Daylight Saving Time (DST) changes. Who Is It For?  Session-Focused Traders: Ideal for those who track volatility during the London, New York, Asian, or Istanbul session opens.  Day Traders: Perfect for those who want to mark important economic data release times or daily market open/close levels.  Technical Analysts: A powerful aid for those who want to visually analyze how opening prices at specific times and time ranges play a role throughout the day. ATC v6 with ORB is much more than just a simple session line; it is a dynamic analysis and strategy tool that combines price and time.
Pine Script® göstergesi
AlfaTradeClub tarafından
4
RSI with Zone Colors//@version=6 indicator(title="RSI with Zone Colors", shorttitle="RSI+", format=format.price, precision=2, timeframe="", timeframe_gaps=true) //// ==== INPUT SETTINGS ==== rsiLength = input.int(14, title="RSI Length", minval=1) source = input.source(close, title="Source") ob_level = input.int(70, title="Overbought Level") os_level = input.int(30, title="Oversold Level") //// ==== RSI CALCULATION ==== change = ta.change(source) up = ta.ma(math.max(change, 0), rsiLength) down = ta.ma(-math.min(change, 0), rsiLength) rsi = down == 0 ? 100 : 100 - (100 / (1 + up / down)) //// ==== COLOR BASED ON ZONES ==== rsiColor = rsi > ob_level ? color.red : rsi < os_level ? color.green : #2962FF //// ==== PLOT RSI ==== plot(rsi, title="RSI", color=rsiColor, linewidth=2) //// ==== ZONE LINES ==== hline(ob_level, "Overbought", color=#787B86) hline(50, "Middle", color=color.new(#787B86, 50)) hline(os_level, "Oversold", color=#787B86) //// ==== FILL ZONES ==== zoneColor = rsi > ob_level ? color.new(color.red, 85) : rsi < os_level ? color.new(color.green, 85) : na fill(plot(ob_level, display=display.none), plot(rsi > ob_level ? rsi : ob_level, display=display.none), color=zoneColor, title="OB Fill") fill(plot(os_level, display=display.none), plot(rsi < os_level ? rsi : os_level, display=display.none), color=zoneColor, title="OS Fill") //// ==== COLOR CANDLE WHEN RSI IN ZONE ==== barcolor(rsi > ob_level ? color.red : rsi < os_level ? color.green : na)
Pine Script® göstergesi
pkgoglobal tarafından
RSI with Zone ColorsRSI with zone cooler highlight for everyone 🔹 Short description (for the “Description” box) RSI with Zone Colors This indicator plots a classic RSI and highlights the overbought / oversold zones with clear colors. The RSI line changes color when it enters each zone, the zones are softly filled in the RSI pane, and the price candles on the main chart are recolored whenever RSI is overbought or oversold. It’s designed to make momentum shifts easy to see at a glance on any symbol or timeframe. ⸻ 🔹 What the script does (explanation) 1. Custom RSI calculation • Uses the price source you choose (close by default) and the RSI length you set. • Calculates average up-moves and down-moves, then builds a classic RSI value from 0–100. 2. Configurable levels • Overbought Level (default 70) • Oversold Level (default 30) • Midline at 50 is drawn automatically. 3. RSI line color by zone • Above OB level → RSI line becomes red (overbought zone). • Below OS level → RSI line becomes green (oversold zone). • Between the two levels → blue (normal zone). 4. Zone lines • Horizontal lines at Overbought, Oversold, and 50 are plotted to clearly mark each region. 5. Zone fills • The space around the overbought area is filled with a soft red background. • The space around the oversold area is filled with a soft green background. • Transparency is used so the RSI line stays visible. 6. Candle colors on the main chart • When RSI is overbought, price candles are colored red. • When RSI is oversold, price candles are colored green. • In the normal zone, candles keep their default color. → This lets you see RSI conditions directly on the price chart without looking down at the indicator pane all the time. ⸻ 🔹 How to use (for “How to use / Strategy idea” section) You can copy-paste and tweak this: How to use • Apply this indicator to any symbol and timeframe. • Adjust RSI Length, Overbought Level, and Oversold Level to match your trading style (for example 14 / 80 / 20 for stronger filters). • Use the red overbought zone to look for potential exhaustion after strong up moves. • Use the green oversold zone to look for potential exhaustion after strong down moves. • Candle colors on the main chart help you see when RSI is extended without taking your eyes off price. • This script is meant as a visual aid, not a complete trading system. Combine it with your own trend, structure, and risk-management rules. ⸻ 🔹 Optional disclaimer (short) This script is for educational and informational purposes only and is not financial advice. Always test any idea on a demo account before using it with real capital.
Pine Script® göstergesi
pkgoglobal tarafından