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Range Trading StrategyOVERVIEW The Range Trading Strategy is a systematic trading approach that identifies price ranges from higher timeframe candles or trading sessions, tracks pivot points, and generates trading signals when range extremes are mitigated and confirmed by pivot levels. CORE CONCEPT The strategy is based on the principle that when a candle (or session) closes within the range of the previous candle (or session), that previous candle becomes a "range" with identifiable high and low extremes. When price breaks through these extremes, it creates trading opportunities that are confirmed by pivot levels. RANGE DETECTION MODES 1. HTF (Higher Timeframe) Mode: Automatically selects a higher timeframe based on the current chart timeframe Uses request.security() to fetch HTF candle data Range is created when an HTF candle closes within the previous HTF candle's range The previous HTF candle's high and low become the range extremes 2. Sessions Mode: - Divides the trading day into 4 sessions (UTC): * Session 1: 00:00 - 06:00 (6 hours) * Session 2: 06:00 - 12:00 (6 hours) * Session 3: 12:00 - 20:00 (8 hours) * Session 4: 20:00 - 00:00 (4 hours, spans midnight) - Tracks high, low, and close for each session - Range is created when a session closes within the previous session's range - The previous session's high and low become the range extremes PIVOT DETECTION Pivots are detected based on candle color changes (bullish/bearish transitions): 1. Pivot Low: Created when a bullish candle appears after a bearish candle Pivot low = minimum of the current candle's low and previous candle's low The pivot bar is the actual bar where the low was formed (current or previous bar) 2. Pivot High: Created when a bearish candle appears after a bullish candle Pivot high = maximum of the current candle's high and previous candle's high The pivot bar is the actual bar where the high was formed (current or previous bar) IMPORTANT: There is always only ONE active pivot high and ONE active pivot low at any given time. When a new pivot is created, it replaces the previous one. RANGE CREATION A range is created when: (HTF Mode) An HTF candle closes within the previous HTF candle's range AND a new HTF candle has just started (Sessions Mode) A session closes within the previous session's range AND a new session has just started Or Range Can Be Created when the Extreme of Another Range Gets Mitigated and We Have a Pivot low Just Above the Range Low or Pivot High just Below the Range High Range Properties: rangeHigh: The high extreme of the range rangeLow: The low extreme of the range highStartTime: The timestamp when the range high was actually formed (found by looping backwards through bars) lowStartTime: The timestamp when the range low was actually formed (found by looping backwards through bars) highMitigated / lowMitigated: Flags tracking whether each extreme has been broken isSpecial: Flag indicating if this is a "special range" (see Special Ranges section) RANGE MITIGATION A range extreme is considered "mitigated" when price interacts with it: High is mitigated when: high >= rangeHigh (any interaction at or above the level) Low is mitigated when: low <= rangeLow (any interaction at or below the level) Mitigation can happen: At the moment of range creation (if price is already beyond the extreme) At any point after range creation when price touches the extreme SIGNAL GENERATION 1. Pending Signals: When a range extreme is mitigated, a pending signal is created: a) BEARISH Pending Signal: - Triggered when: rangeHigh is mitigated - Confirmation Level: Current pivotLow - Signal is confirmed when: close < pivotLow - Stop Loss: Current pivotHigh (at time of confirmation) - Entry: Short position Signal Confirmation b) BULLISH Pending Signal: - Triggered when: rangeLow is mitigated - Confirmation Level: Current pivotHigh - Signal is confirmed when: close > pivotHigh - Stop Loss: Current pivotLow (at time of confirmation) - Entry: Long position IMPORTANT: There is only ever ONE pending bearish signal and ONE pending bullish signal at any given time. When a new pending signal is created, it replaces the previous one of the same type. 2. Signal Confirmation: - Bearish: Confirmed when price closes below the pivot low (confirmation level) - Bullish: Confirmed when price closes above the pivot high (confirmation level) - Upon confirmation, a trade is entered immediately - The confirmation line is drawn from the pivot bar to the confirmation bar TRADE EXECUTION When a signal is confirmed: 1. Position Management: - Any existing position in the opposite direction is closed first - Then the new position is entered 2. Stop Loss: - Bearish (Short): Stop at pivotHigh - Bullish (Long): Stop at pivotLow 3. Take Profit: - Calculated using Risk:Reward Ratio (default 2:1) - Risk = Distance from entry to stop loss - Target = Entry ± (Risk × R:R Ratio) - Can be disabled with "Stop Loss Only" toggle 4. Trade Comments: - "Range Bear" for short trades - "Range Bull" for long trades SPECIAL RANGES Special ranges are created when: - A range high is mitigated AND the current pivotHigh is below the range high - A range low is mitigated AND the current pivotLow is above the range low In these cases: - The pivot value is stored in an array (storedPivotHighs or storedPivotLows) - A "special range" is created with only ONE extreme: * If pivotHigh < rangeHigh: Creates a range with rangeHigh = pivotLow, rangeLow = na * If pivotLow > rangeLow: Creates a range with rangeLow = pivotHigh, rangeHigh = na - Special ranges can generate signals just like normal ranges - If a special range is mitigated on the creation bar or the next bar, it is removed entirely without generating signals (prevents false signals) Special Ranges REVERSE ON STOP LOSS When enabled, if a stop loss is hit, the strategy automatically opens a trade in the opposite direction: 1. Long Stop Loss Hit: - Detects when: position_size > 0 AND position_size <= 0 AND low <= longStopLoss - Action: Opens a SHORT position - Stop Loss: Current pivotHigh - Trade Comment: "Reverse on Stop" 2. Short Stop Loss Hit: - Detects when: position_size < 0 AND position_size >= 0 AND high >= shortStopLoss - Action: Opens a LONG position - Stop Loss: Current pivotLow - Trade Comment: "Reverse on Stop" The reverse trade uses the same R:R ratio and respects the "Stop Loss Only" setting. VISUAL ELEMENTS 1. Range Lines: - Drawn from the time when the extreme was formed to the mitigation point (or current time if not mitigated) - High lines: Blue (or mitigated color if mitigated) - Low lines: Red (or mitigated color if mitigated) - Style: SOLID - Width: 1 2. Confirmation Lines: - Drawn when a signal is confirmed - Extends from the pivot bar to the confirmation bar - Bearish: Red, solid line - Bullish: Green, solid line - Width: 1 - Can be toggled on/off STRATEGY SETTINGS 1. Range Detection Mode: - HTF: Uses higher timeframe candles - Sessions: Uses trading session boundaries 2. Auto HTF: - Automatically selects HTF based on current chart timeframe - Can be disabled to use manual HTF selection 3. Risk:Reward Ratio: - Default: 2.0 (2:1) - Minimum: 0.5 - Step: 0.5 4. Stop Loss Only: - When enabled: Trades only have stop loss (no take profit) - Trades close on stop loss or when opposite signal confirms 5. Reverse on Stop Loss: - When enabled: Hitting a stop loss opens opposite trade with stop at opposing pivot 6. Max Ranges to Display: - Limits the number of ranges kept in memory - Oldest ranges are purged when limit is exceeded KEY FEATURES 1. Dynamic Pivot Tracking: - Pivots update on every candle color change - Always maintains one high and one low pivot 2. Range Lifecycle: - Ranges are created when price closes within previous range - Ranges are tracked until mitigated - Mitigation creates pending signals - Signals are confirmed by pivot levels 3. Signal Priority: - Only one pending signal of each type at a time - New signals replace old ones - Confirmation happens on close of bar 4. Position Management: - Closes opposite positions before entering new trades - Tracks stop loss levels for reverse functionality - Respects pyramiding = 1 (only one position per direction) 5. Time-Based Drawing: - Uses time coordinates instead of bar indices for line drawing - Prevents "too far from current bar" errors - Lines can extend to any historical point USAGE NOTES - Best suited for trending and ranging markets - Works on any timeframe, but HTF mode adapts automatically - Sessions mode is ideal for intraday trading - Pivot detection requires clear candle color changes - Range detection requires price to close within previous range - Signals are generated on bar close, not intra-bar The strategy combines range identification, pivot tracking, and signal confirmation to create a systematic approach to trading breakouts and reversals based on price structure, past performance does not in any way predict future performance
Pine Script® stratejisi
mindyourbuisness tarafından
2
RSI + MACD Multi-Timeframe StrategyThis strategy combines the Relative Strength Index (RSI) from the daily timeframe with the Moving Average Convergence Divergence (MACD) from the 4-hour timeframe to generate precise long entry and exit signals. The system uses a multi-timeframe approach to align longer-term trend conditions with shorter-term momentum shifts — allowing traders to catch dips with confirmation and exit before reversals. 🧠 Strategy Logic ✅ Long Entry Condition: - RSI on the daily (1D) timeframe is oversold (below your defined threshold) - MACD on the 4H timeframe crosses above the signal line → A long trade is opened when these two align ✅ Long Exit Condition: - RSI on the daily timeframe is overbought - MACD on the 4H timeframe crosses below the signal line → The long trade is closed when these two conditions are met 💡 This strategy currently supports long entries only. Short logic can be added if needed. 📊 Indicator Components 🔹 RSI (Relative Strength Index): - A momentum oscillator that measures the speed and magnitude of price changes. - Helps identify overbought (potential sell) and oversold (potential buy) conditions. - Applied on the 1D timeframe (by default) to reflect broader market trend or exhaustion levels. 🔹 MACD (Moving Average Convergence Divergence): - A trend-following momentum indicator based on moving averages. - The MACD Line (fast EMA - slow EMA) crossing above the Signal Line indicates bullish momentum. - Used here on the 4-hour timeframe (by default) for shorter-term momentum confirmation. 🔹 Multi-Timeframe (MTF) Logic: - Uses request.security() to pull higher timeframe data (1D for RSI, 4H for MACD). - Ensures no repainting, as it only uses closed candles from the higher timeframe. - Aligns longer-term signals with shorter-term entries, reducing false signals. 📈 Plotting Options The script includes a plot selector input allowing you to toggle between: - RSI Plot (with overbought/oversold lines) - MACD Plot (MACD line and signal line) - This helps visualize signal conditions clearly on your chart. 🛠 Customization - RSI & MACD settings are fully configurable - RSI and MACD timeframes can be adjusted independently ⚠️ Disclaimer This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any asset. Past performance does not guarantee future results. Always test strategies in a simulated environment before live use, and consult with a licensed financial advisor for investment decisions.
Pine Script® stratejisi
RWCS_LTD tarafından
2
Confirmed Momentum QQQ (RSI/MACD Filter)Gemini and Myself, How This Targets a Higher Win Rate The key to the win rate increase is the RSI 20/80 filter. Long Signal: A long entry is now only taken if the trend is up (SMA cross), the MACD is bullish, and the RSI is not overbought (below 80). By only entering when momentum is not yet exhausted, you increase the chance that the price can travel far enough to hit your 4.0 point Take Profit. Wider SL: The wider Stop Loss of 2.5 points reduces the chance of being stopped out prematurely by routine market movements (whipsaws), which is the number one killer of win rates in high-frequency trading. After applying these changes, you will need to run the Strategy Tester again to see the new win rate and the new total number of trades. Would you like me to help you interpret the new Strategy Tester results once you apply these settings?
Pine Script® stratejisi
Allerius tarafından
W%R Pullback+EMA Trend [TS_Indie]🔰 Core Concept of the Strategy The main idea is “Trend-Following with Momentum Pullback.” This means trading in the direction of the main trend (defined by EMA) while using Williams %R to identify pullback entries (buying the dip or selling the rally) where momentum returns to the trend direction. 📊 Indicators Used 1. EMA Fast – Defines the short-term trend. 2. EMA Slow – Defines the long-term trend (used as a trend filter). 3. Williams %R • Overbought zone: above -20 • Oversold zone: below -80 ⚙️ Entry Rules 🔹 Buy Setup 1. EMA Fast > EMA Slow → Uptrend condition. 2. Williams %R on the previous candle dropped below -80, and on the current candle, it crosses back above -80 → indicates momentum returning to the upside. 3. Current close is above EMA Fast. 4. Entry Buy at the close of the candle where %R crosses above -80. 🎯 Entry, Stop Loss, and Take Profit 1. Entry : At the candle close where the signal occurs. 2. Stop Loss : At the lowest low between the current and previous candles. 3. Take Profit : Calculated based on entry price and stop loss distance multiplied by the Risk/Reward Ratio. 🔹 Sell Setup 1. EMA Fast < EMA Slow → Downtrend condition. 2. Williams %R on the previous candle went above -20, and on the current candle, it crosses back below -20 → indicates renewed selling momentum. 3. Current price is below EMA Fast. 4. Entry Sell at the close of the candle where %R crosses below -20. 🎯 Entry, Stop Loss, and Take Profit 1. Entry : At the candle close where the signal occurs. 2. Stop Loss : At the highest high between the current and previous candles. 3. Take Profit : Calculated based on entry price and stop loss distance multiplied by the Risk/Reward Ratio. ⚙️ Optional Parameters • Custom Risk/Reward Ratio for Take Profit. • Option to add ATR buffer to Stop Loss. • Adjustable EMA Fast period. • Adjustable EMA Slow period. • Adjustable Williams %R period. • Option to enable Long only / Short only positions. • Customizable Backtest start and end date. • Customizable trading session time. ⏰ Alert Function Alerts display: • Entry price • Stop Loss price • Take Profit price Guys, try adjusting the parameters yourselves! I’ve been tweaking the settings for several days and managed to get great results on XAU/USD in the 5-minute timeframe. I think this strategy is quite interesting and could potentially deliver good results on other instruments as well. ⚠️ Disclaimer This indicator is designed for educational and research purposes only. It does not guarantee profits and should not be considered financial advice. Trading in financial markets involves significant risk, including the potential loss of capital.
Pine Script® stratejisi
Truth_Strategy_Indie tarafından
2
For Albert**Strategy Name:** Agile Marketing Strategy **Description:** The Agile Marketing Strategy is a flexible and iterative approach to marketing that emphasizes rapid experimentation, customer feedback, and continuous improvement. This strategy enables marketers to adapt quickly to changing market conditions and customer needs, ensuring that marketing efforts remain relevant and effective. **Key Principles:** 1. **Iterative Planning:** marketing activities are planned in short sprints, allowing for regular reassessment and adjustment of goals. 2. **Cross-Functional Teams:** collaboration between different departments (e.g., sales, product development, customer service) is encouraged to ensure a holistic approach to marketing. 3. **Data-Driven Decision Making:** decisions are based on real-time data and customer insights, enabling marketers to optimize their efforts for maximum impact. 4. **Continuous Learning:** the strategy promotes a culture of learning and experimentation, where marketers can test new ideas and learn from failures. 5. **Customer-Centric Approach:** understanding and meeting customer needs is prioritized through regular feedback and iterative improvements. **Benefits:** - **Increased Efficiency:** by focusing on iterative and incremental improvements, marketers can achieve better results with fewer resources. - **Enhanced Customer Satisfaction:** a customer-centric approach helps to build stronger relationships and drive customer loyalty. - **Faster Response to Market Changes:** the ability to quickly adapt to market trends and customer preferences ensures that marketing efforts remain effective. - **Improved Collaboration:** cross-functional teams foster better communication and collaboration across departments. - **Greater Innovation:** a culture of experimentation encourages marketers to explore new ideas and innovations.
Pine Script® stratejisi
mtmy tarafından
nOI + Funding + CVD • strategynOI + Funding + CVD Strategy Overview This strategy is designed for cryptocurrency trading on platforms like TradingView, focusing on perpetual futures markets. It combines three key indicators—Normalized Open Interest (nOI), Funding Rate, and Cumulative Volume Delta (CVD)—to generate buy and sell signals for long and short positions. The strategy aims to capitalize on market imbalances, such as overextended open interest, funding rate extremes, and volume deltas, which often signal potential reversals or continuations in trending markets. The script supports pyramiding (up to 10 positions), uses percentage-based position sizing (default 10% of equity per trade), and allows customization of trade directions (longs and shorts can be enabled/disabled independently). It includes multiple signal systems for entries, various exit mechanisms (including stop-loss, take-profit, time-based exits, and conditional closes based on indicators), a Martingale add-on system for averaging positions during drawdowns, and handling of opposite signals (ignore, close, or reverse). This strategy is not financial advice; backtest thoroughly and use at your own risk. It requires data sources for Open Interest (OI) and Funding Rates, which are fetched via TradingView's security functions (e.g., from Binance for funding premiums). Key Indicators 1. Normalized Open Interest (nOI) Group: Open Interest Purpose: Measures the relative level of open interest over a lookback window to identify overbought (high OI) or oversold (low OI) conditions, which can indicate potential exhaustion in trends. Calculation: Fetches OI data (close) from the symbol's standard ticker (e.g., "{symbol}_OI"). Normalizes OI within a user-defined window (default: 500 bars) using min-max scaling: (OI - min_OI) / (max_OI - min_OI) * 100. Upper threshold (default: 70%): Signals potential short opportunities when crossed from above. Lower threshold (default: 30%): Signals potential long opportunities when crossed from below. Visualization: Plotted as a line (teal above upper, red below lower, gray in between). Horizontal lines at upper, mid (50%), lower, and a separator at 102%. Notes: Handles non-crypto symbols by adjusting timeframe to daily if intraday. Errors if no OI data available. 2. Funding Rate Group: Funding Rate Purpose: Tracks the average funding rate (premium index) to detect market sentiment extremes. Positive funding suggests bull bias (longs pay shorts), negative suggests bear bias. Calculation: Fetches premium index data from Binance (e.g., "binance:{base}usdt_premium"). Supports lower timeframe aggregation (default: enabled, using 1-min TF) for smoother data. Averages open and close premiums, clamps values, and scales/shifts for plotting (base: 150, scale: 1000x). Upper threshold (default: 1.0%): Overheat for shorts. Lower threshold (default: 1.0%): Overcool for longs. Ultra level (default: 1.8%): Extreme for additional short signals. Smoothing: Uses inverse weighted moving average (IWMA) or lower-TF aggregation to reduce noise. Visualization: Shifted plot (green positive, red negative) with filled areas. Horizontal lines for overheat, overcool, base (0%), and ultra. Notes: Custom ticker option for non-standard symbols. 3. Cumulative Volume Delta (CVD) Group: CVD (Cumulative Volume Delta) Purpose: Measures net buying/selling pressure via volume delta, normalized to identify divergences or confirmations with price. Calculation: Delta: +volume if close > open, -volume if close < open. Cumulative: Rolling cumsum over a window (default: 500 bars), smoothed with EMA (default: 20). Normalized: Scaled by absolute max in window (-1 to 1 range). Scaled/shifted for plotting (base: 300 or 0 if anchored, scale: 120x). Upper threshold (default: 1.0%): Over for shorts. Lower threshold (default: 1.0%): Under for longs. Visualization: Shifted plot (aqua positive, purple negative) with filled areas. Horizontal lines for over, under, and separator (default: 252). Filter Options (for Signal A): Enable filter (default: false). Require sign match (Long ≥0, Short ≤0). Require extreme zones. Require momentum (rising/falling over N bars, default: 3). Signal Logics for Entries Entries are triggered by buy/sell signals from multiple systems (A, B, C, D), filtered by direction toggles and entry conditions. Signal System A: OI + Funding (with optional CVD filter) Enabled: Default true. Sell (Short): nOI > upper threshold, falling over N bars (default: 3), delta ≥ threshold (default: 3%), funding > overheat, and CVD filter OK. Buy (Long): nOI < lower threshold, rising over N bars (default: 3), delta ≥ threshold (default: 3%), funding < overcool, and CVD filter OK. Signal System B: Short - Funding Crossunder + Filters Enabled: Default true. Sell (Short): Funding crosses under overheat level, optional: CVD > over, nOI < upper. Signal System C: Short - Ultra Funding Enabled: Default false. Sell (Short): Funding crosses ultra level (up or down, both default true). Signal System D: Long - Funding Crossover + Filters Enabled: Default true. Buy (Long): Funding crosses over overcool level, optional: CVD < under, nOI > lower. Combined: Sell if A/B/C active; Buy if A/D active. Entry Filters Cooldown: Optional pause between entries (default: false, 3 bars). Max Entries: Limit pyramiding (default: true, 6 max). Entries only if both filters pass and direction allowed. Opposite Signal Handling Mode: Ignore (default), Reverse (close and enter opposite), or Close (exit only). Processed before regular entries. Position Management Martingale (3 Steps): Enabled per step (default: all true). Triggers add-ons at loss levels (defaults: 5%, 8%, 11%) by adding % to position (default: 100% each). Resets on position close. Break Even: Enabled (default: true). Activates at profit threshold (default: 5%), sets SL better by offset (default: 0.1%). Exit Systems Multiple exits checked in sequence. Exit 1: SL/TP Enabled: Separate for long/short (default: true). SL: % from avg price (defaults: 1% long/short). TP: % from avg price (defaults: 2% long/short). Exit 2: Funding Enabled: Separate for long (up) / short (down) (default: true). Long Exit: Funding > upper exit threshold (default: 0.8%). Short Exit: Funding < lower exit threshold (default: 0.8%). Exit 3: nOI Enabled: Separate for long (up) / short (down) (default: true). Long Exit: nOI > upper exit (default: 85%). Short Exit: nOI < lower exit (default: 15%). Exit 4: Global SL Enabled: Default true. Exit: If position loss ≥ % (default: 7%). Exit 5: Break Even (integrated in position block) Exit 6: Time Limit Enabled: Separate for long/short (default: true). Exit: After N bars in trade (defaults: 30 each). Timer updates on add-ons if enabled (default: true). Visual Elements Buy/Sell Labels: Small labels ("BUY"/"SELL") on bars with signals, limited to last 30. All indicators plotted on a separate pane (overlay=false). Usage Notes Backtesting: Adjust parameters based on asset/timeframe. Test on historical data. Data Requirements: Works best on crypto perps with OI and funding data. Risk Management: Incorporates SL/TP and global SL; monitor drawdowns with Martingale. Customization: All thresholds, enables, and scales are inputs for fine-tuning. Version: Pine Script v6. For questions or improvements, contact the author. Happy trading!
Pine Script® stratejisi
RezzoRedPriest tarafından
BB SPY Mean Reversion Investment StrategySummary Mean reversion first, continuation second. This strategy targets equities and ETFs on daily timeframes. It waits for price to revert from a Bollinger location with candle and EMA agreement, then manages risk with ATR based exits. Uniqueness comes from two elements working together. One, an adaptive band multiplier driven by volatility of volatility that expands or contracts the envelope as conditions change. Two, a bias memory that re arms the same direction after any stop, target, or time exit until a true opposite signal appears. Add it to a clean chart, use the markers and levels, and select on bar close for conservative alerts. Shapes can move while the bar is open and settle on close. Scope and intent • Markets. Currently adapted for SPY, needs to be optimized for other assets • Timeframes. Daily primary. Other frames are possible but not the default • Default demo. SPY on daily • Purpose. Trade mean reversion entries that can chain into a longer swing by splitting holds into ATR or time segments Originality and usefulness • Novelty. Adaptive band width from volatility of volatility plus a persistent bias array that keeps the original direction alive across sequential entries until an opposite setup is confirmed • Failure modes mitigated. False starts in chop are reduced by candle color and EMA location. Missed continuation after a take profit or stop is addressed by the re arm engine. Oversized envelopes during quiet regimes are avoided by the adaptive multiplier • Testability. Every module has Inputs and visible levels so users can see why a suggestion appears • Portable yardstick. All risk and targets are expressed in ATR units Method overview in plain language The engine measures where price sits relative to Bollinger bands, confirms with candle color and EMA location, requires ADX for shorts(in our case long close since we use it currently as long only), and optionally requires a trend or mean reversion regime using band width percent rank and basis slope. Risk uses ATR for stop, target, and optional breakeven. A small array stores the last confirmed direction. While flat, the engine keeps a pending order in that direction. The array flips only when a true opposite setup appears. Base measures • Range basis. True Range smoothed over a user defined ATR Length • Return basis. Not required Components • Bollinger envelope. SMA length and standard deviation multiplier. Entry is based on cross of close through the band with location bias • Candle and EMA filter. Close relative to open and close relative to EMA align direction • ADX gate for shorts. Requires minimum trend strength for short trades • Adaptive multiplier. Band width scales using volatility of volatility so envelopes breathe with conditions • Regime gate optional. Band width percent rank and basis slope identify trend or mean reversion regimes • Risk manager. ATR stop, ATR target, optional breakeven, optional time exit • Bias memory. Array stores last confirmed direction and re arms entries while flat Fusion rule Minimum satisfied gates count style. All required gates must be true. Optional gates are controlled in Inputs. Bias memory never overrides an opposite confirmed setup. Signal rule • Long setup when close crosses up through the lower band, the bar closes green, and close is above the long EMA • Short setup when close crosses down through the upper band, the bar closes red, close is below the short EMA, and ADX is above the minimum • While flat the model keeps a pending order in the stored direction until a true opposite setup appears • IN LONG or IN SHORT describes states between entry and exit What you will see on the chart • Markers for Long and Short setups • Exit markers from ATR or time rules • Reference levels for entry, stop, and target • Bollinger bands and optional adaptive bands Inputs with guidance Setup • Signal timeframe. Uses the chart timeframe • Invert direction optional. Flips long and short Logic • BB Length. Typical 10 to 50. Higher smooths more • BB Mult. Typical 1.0 to 2.5. Higher widens entries • EMA Length long. Typical 10 to 50 • EMA Length short. Typical 5 to 30 • ADX Minimum for short. Typical 15 to 35 Filters • Regime Type. none or trend or mean reversion • Rank Lookback. Typical 100 to 300 • Basis Slope Length and Threshold. Larger values reduce false trends Risk • ATR Length. Typical 10 to 21 • ATR Stop Mult. Typical 1.0 to 3.0 • ATR Take Profit Mult. Typical 2.0 to 5.0 • Breakeven Trigger R. Move stop to entry after the chosen multiple • Time Exit. Minimum bars and extension when profit exceeds a fraction of ATR Bias and rearm • Bias flips kept. Array depth • Keep rearm when flat. Maintain a pending order while flat UI • Show markers and levels. Clean defaults Usage recipes Alerts update in real time and can change while the bar forms. Select on bar close for conservative workflows. Properties visible in this publication • Initial capital 25000 • Base currency USD • If any higher timeframe calls are enabled, request.security uses lookahead off • Commission 0.03 percent • Slippage 3 ticks • Default order size method Percent of equity with value 5 • Pyramiding 0 • Process orders on close On • Bar magnifier Off • Recalculate after order is filled Off • Calc on every tick Off Realism and responsible publication No performance claims. Costs and fills vary by venue. Shapes can move intrabar and settle on close. Strategies use standard candles only. Honest limitations and failure modes High impact releases and thin liquidity can break assumptions. Gap heavy symbols may require larger ATR. Very quiet regimes can reduce contrast in the mean reversion signal. If stop and target can both be touched inside one bar, outcome follows the TradingView order model for that bar path. Regimes with extreme one sided trend and very low volatility can reduce mean reversion edges. Results vary by symbol and venue. Past results never guarantee future outcomes. Open source reuse and credits None. Backtest realism Costs are realistic for liquid equities. Sizing does not exceed five percent per trade by default. Any departure should be justified by the user. If you got any questions please le me know
Pine Script® stratejisi
exlux tarafından
Momentum Swing 1–3 Weeks ✅ Entry (LONG) Conditions Price above EMA9 and SMA20 SMA20 > SMA50 (trend confirmation) MACD above the signal line RSI between 50–65 (healthy momentum) Volume at least 20% above the 20-day average When all conditions align, a LONG signal is generated. ✅ Exit (SELL) Conditions Price closes below EMA9 MACD gives a bearish crossover Or TP/SL levels are hit Position is closed. ✅ Multi-Stage Take Profit TP1: ATR × 1.5 → closes 50% of the position TP2: ATR × 3.0 → closes remaining 50% ✅ Stop Loss ATR × 1.5 dynamic SL ✅ What This Strategy Aims For Catching early trend continuation signals Filtering weak / low-volume breakouts Exiting when momentum fades Eliminating emotional decision-making through rules 📌 Note Backtest performance may vary by symbol and volatility. Proper risk management is strongly recommended.
Pine Script® stratejisi
omfado tarafından
2
Sigma Trinity ModelAbstract Sigma Trinity Model is an educational framework that studies how three layers of market behavior interact within the same trend: (1) structural momentum (Rasta), (2) internal strength (RSI), and (3) continuation/compounding structure (Pyramid). The model deliberately combines bar-close momentum logic with intrabar, wick-aware strength checks to help users see how reversals form, confirm, and extend. It is not a signal service or automation tool; it is a transparent learning instrument for chart study and backtesting. Why this is not “just a mashup” Many scripts merge indicators without explaining the purpose. Sigma Trinity is a coordinated, three-engine study designed for a specific learning goal: Rasta (structure): defines when momentum actually flips using a dual-line EMA vs smoothed EMA. It gives the entry/exit framework on bar close for clean historical study. RSI (energy): measures internal strength with wick-aware triggers. It uses RSI of LOW (for bottom touches/reclaims) and RSI of HIGH (for top touches/exhaustion) so users can see intrabar strength/weakness that the close can hide. Pyramid (progression): demonstrates how continuation behaves once momentum and strength align. It shows the logic of adds (compounding) as a didactic layer, also on bar close to keep historical alignment consistent. These three roles are complementary, not redundant: structure → strength → progression. Architecture Overview Execution model Rasta & Pyramid: bar close only by default (historically stable, easy to audit). RSI: per tick (realtime) with bar-close backup by default, using RSI of LOW for entries and RSI of HIGH for exits. This makes the module sensitive to intra-bar wicks while still giving a close-based safety net for backtests. Stops (optional in strategy builds): wick-accurate: trail arms/ratchets on HIGH; stop hit checks with LOW (or Close if selected) with a small undershoot buffer to avoid micro-noise hits. Visual model Dual lines (EMA vs smoothed EMA) for Rasta + color fog to see direction and compression/expansion. Rungs (small vertical lines) drawn between the two Rasta lines to visualize wave spacing and rhythm. Clean labels for Entry/Exit/Pyramid Add/RSI events. Everything is state-locked to avoid spamming. Module 1 — Rasta (Structural Momentum Layer) Goal: Identify structural momentum reversals and maintain a consistent, replayable backbone for study. Method: Compute an EMA of a chosen price source (default Close), and a smoothed version (SMA/EMA/RMA/WMA/None selectable). Flip points occur when the EMA line crosses the smoothed line. Optional EMA 8/21 trend filter can gate entries (long-bias when EMA8 > EMA21). A small “adaptive on flip” option lets an entry fire when the filter itself flips to ON and the EMA is already above the smoothed line—useful for trend resumption. Why bar close only? Bar-close Rasta gives a stable, auditable timeline for the structure of the trend. It teaches users to separate “structure” (close-resolved) from “energy” (intrabar, via RSI). Visuals: Fog between the lines (green/red) to show regime. Rungs between lines to show spread (compression vs expansion). Optional plotting of EMA8/EMA21 so users can see the gating effect. Module 2 — RSI (Internal Strength / Energy Layer) Goal: Reveal the intrabar strength/weakness that often precedes or confirms structural flips. Method: Standard RSI with adjustable length and signal smoothing for the panel view. Logic uses wick-aware sources: Entry trigger: RSI of LOW (same RSI length) touching or below a lower band (default 15). Think of it as intraband reactivation from the bottom, using the candle’s deepest excursion. Exit trigger: RSI of HIGH touching or above an upper band (default 85). Think of it as exhaustion at the top, using the candle’s highest excursion. Realtime + Close Backup: fires intrabar on tick, but if the realtime event was missed, the close backup will note it at bar end. Cooldown control: optional bars-between-signals to avoid rapid re-triggers on choppy sequences. Why wick-aware RSI? A close-only RSI can miss the true micro-extremes that cause reversals. Using LOW/HIGH for triggers captures the behavior that traders actually react to during the bar, while the bar-close backup preserves historical reproducibility. Module 3 — Pyramid (Continuation / Compounding Layer) Goal: Teach how continuation behaves once a trend is underway, and how adds can be structured. Method: Same dual-line logic as Rasta (EMA vs smoothed EMA), but only fires when already in a position (or after prior entry conditions). Supports the same EMA 8/21 filter and optional adaptive-on-flip behavior. Bar close only to maintain historical cohesion. What it teaches: Adds tend to cluster when momentum persists. Students can experiment with add spacing and compare “one-shot entries” vs “laddered adds” during strong regimes. How the Pieces Work Together Rasta establishes the structural frame (when the wave flip is real enough to record at close). RSI validates or challenges that structure by tracking intrabar energy at the extremes (low/high touches). Pyramid shows what sustained continuation looks like once (1) and (2) align. This produces a layered view: Structure → Energy → Progression. Users can see when all three line up (strongest phases) and when they diverge (riskier phases or transitions). How to Use It (Step-by-Step) Quick Start Apply script to any symbol/timeframe. In Strategy/Indicator Properties: Enable On every tick (recommended). If available, enable Using bar magnifier and choose a lower resolution (e.g., 1m) to simulate intrabar fills more realistically. Keep On bar close unchecked if you want to observe realtime logic in live charts (strategies still place orders on close by platform design). Default behavior: Rasta & Pyramid = bar close; RSI = per tick with close backup. Reading the Chart Watch for Rasta Entry/Exit labels: they define clean structural turns on close. Watch RSI Entry (LOW touch at/below lower band) and RSI Exit (HIGH touch at/above upper band) to gauge internal energy extremes. Pyramid Add labels reveal continuation phases once a move is already in progress. Tuning Rasta smoothing: choose SMA/EMA/RMA/WMA or None. Higher smoothing → later but cleaner flips; lower smoothing → earlier but choppier. RSI bands: a common educational setting is 15/85 for strong extremes; 20/80 is a bit looser. Cooldown: increase if you see too many RSI re-fires in chop. EMA 8/21 filter: toggle ON to study “trend-gated” entries, OFF to study raw momentum flips. Backtesting Notes (for Strategy Builds) Stops (optional): trail is armed when price advances by a trigger (default D–F₀), ratchets only upward from HIGH, and hits from LOW (or Close if chosen) with a tiny undershoot buffer to avoid micro-wicks. Order sequencing per bar (mirrors the script’s code comments): Trail ratchet via HIGH Intrabar stop hit via LOW/CLOSE → immediate close If still in position at bar close: process exits (Rasta/RSI) If still in position at bar close: process Pyramid Add If flat at bar close: process entries (Rasta/RSI) Platform reality: strategies place orders at bar close in historical testing; the intrabar logic improves realism for stops and event marking but final order timestamps are still close-resolved. Inputs Reference (common) Modules: enable/disable RSI and Pyramid learning layers. Rasta: EMA length, smoothing type/length, EMA8/21 filter & adaptive flip, fog opacity, rungs on/off & limit. RSI: RSI length, signal MA length (panel), Entry band (LOW), Exit band (HIGH), cooldown bars, labels. Pyramid: EMA length, smoothing, EMA8/21 filter & adaptive adds. Execution: toggle Bar Close Only for Rasta/Pyramid; toggle Realtime + Close Backup for RSI. Stops (strategy): Fixed Stop % (first), Fixed Stop % (add), Trail Distance %, Trigger rule (auto D–F₀ or custom), undershoot buffer %, and hit source (LOW/CLOSE). What to Study With It Convergence: how often RSI-LOW entry touches precede the next Rasta flip. Divergence: cases where RSI screams exhaustion (HIGH >= upper band) but Rasta hasn’t flipped yet—often transition zones. Continuation: how Pyramid adds cluster in strong moves; how spacing changes with smoothing/filter choices. Regime changes: use EMA8/21 filter toggles to see what happens at macro turns vs chop. Limitations & Scope This is a learning tool, not a trade copier. It does not provide financial advice or automated execution. Intrabar results depend on data granularity; bar magnifier (when available) can help simulate lower-resolution ticks, but true tick-by-tick fills are a platform-level feature and not guaranteed across all symbols. Suggested Publication Settings (Strategy) Initial capital: 100 Order size: 100 USD (cash) Pyramiding: 10 Commission: 0.25% Slippage: 3 ticks Recalculate: ✓ On every tick Fill orders: ✓ Using bar magnifier (choose 1m or similar); leave On bar close unchecked for live viewing. Educational License Released under the Michael Culpepper Gratitude License (2025). Use and modify freely for education and research with attribution. No resale. No promises of profitability. Purpose is understanding, not signals.
Pine Script® stratejisi
mikeyc747 tarafından
1
PSAR with ATR Trailing Stop + SMA Filter📈 Strategy Overview: PSAR + 6×ATR Trailing Stop with SMA Filter This strategy is built around the principle of “Cut the losers, let the winners run” — a disciplined, trend-following approach that combines the Parabolic SAR indicator with dynamic risk management and a Simple Moving Average (SMA) trend filter. 🔍 Strategy Logic Trend Filter Trades are only taken in the direction of the prevailing trend, defined by a user-selected SMA (default: 100). ✅ Long trades only when price is above the SMA ✅ Short trades only when price is below the SMA Entry Signal: A trade is triggered when the Parabolic SAR flips to the opposite side of the price bars, signaling a potential trend reversal. Stop Loss: The stop loss is dynamically set at 6×ATR from the entry price. This adapts to market volatility and is recalculated every bar — effectively acting as a trailing stop. Exit Logic: There is no fixed take profit. The trade remains open until the trailing stop is hit — allowing winners to run and losers to be cut quickly. Risk Management: Each trade risks 0.5% of total equity, ensuring consistent position sizing and capital preservation. 📊 Visual Elements PSAR dots mark trend direction changes SMA line shows the broader trend filter Trailing stop crosses (with 50% opacity) indicate the current stop level without cluttering the chart ⚙️ Customizable Inputs PSAR parameters: Start, Increment, Maximum ATR length and multiplier SMA length Risk percentage per trade This strategy is ideal for traders who want to stay aligned with the trend, automate disciplined exits, and avoid emotional decision-making. Clean, simple, and powerful. Wishing you calm and successful trades!
Pine Script® stratejisi
kostastrovas tarafından
Turtles StrategyBorn from the 1980s "Turtle" experiment, this method of trading captures breakouts and places or closes trades with intrabar entries or exits and realized-equity risk controls. How It Works The strategy buys/sells on breakouts from recent highs/lows, using ATR for volatility-adjusted stops and sizing. It risks a fixed % (default 1%) of realized equity per trade—initial capital plus closed P&L, ignoring open positions for conservatism. Drawdown protection auto-reduces risk by 20% at 10% drops (up to three times), resetting only on full peak recovery. Single positions only, with 1-tick slippage simulated for realistic fills. Best for trending assets like forex,commodities, crypto, stocks. Backtest for optimal parameters. Main Operations The strategy works on any timeframe but it's meant to be used on daily charts. Entry Signals: Long: Buy-stop 1 tick above 20-bar high (default "Entry Period") when no position—enters intrabar on breakout. Short: Sell-stop 1 tick below 20-bar low. OCA cancels opposites. Size: (Realized equity × adjusted risk %) ÷ (2× ATR stop distance), scaled by point value. Exit Signals: Longs: Stop at tighter of (entry - 2× ATR) or (10-bar low - 1 tick trailing, default "Exit Period"). Shorts: Stop at tighter of (entry + 2× ATR) or (10-bar high + 1 tick trailing). Locks profits in trends, exits fast on fades. Risk Controls: Tracks realized equity peak. 10% drawdown: Risk ×0.8; 20%/30%: Further ×0.8 (max 3x). Full reset above peak—preserves capital in slumps.
Pine Script® stratejisi
nepo123 tarafından
GROK ALTIN B2 ))GROK GOLD PRO V2 is a high-performance scalping strategy designed for XAUUSD on the 5-minute timeframe, operating with a fixed 1-lot position. It generates signals using EMA 9/21 crossover, RSI above/below 50, and volume spikes, while an ATR × 2.0 dynamic stop protects against volatility. Profits are locked in three steps (+$20, +$50, +$100), with each exit triggering real-time phone alerts showing entry, exit price, and profit. One pip movement equals $100 P&L. The strategy delivers a 92%+ win rate, average profit of +$4,432 per trade, and max drawdown of -$1,280. Simple, transparent, and fully automated.
Pine Script® stratejisi
feritgerisgen tarafından
GROK ALTIN A1 BY FGGROK GOLD PRO V2 is a high-performance scalping strategy designed for XAUUSD on the 5-minute timeframe, operating with a fixed 1-lot position. It generates signals using EMA 9/21 crossover, RSI above/below 50, and volume spikes, while an ATR × 2.0 dynamic stop protects against volatility. Profits are locked in three steps (+$20, +$50, +$100), with each exit triggering real-time phone alerts showing entry, exit price, and profit. One pip movement equals $100 P&L. The strategy delivers a 92%+ win rate, average profit of +$4,432 per trade, and max drawdown of -$1,280. Simple, transparent, and fully automated.
Pine Script® stratejisi
feritgerisgen tarafından
CDC BACKTEST (MACD) FIX AMOUNT $200k per trade This strategy implements an Exponential Moving Average (EMA) Crossover System designed for backtesting and performance evaluation. EMA 12,26 (MACD) The trading logic is based on the crossover between two EMAs — a short-term EMA (12) and a long-term EMA (26) — which serves as a momentum-based signal for trend identification. Buy Condition: A long (buy) position is entered when the 12-period EMA crosses above the 26-period EMA, indicating a potential upward trend or bullish momentum. Sell Condition: A position is closed, or a short (sell) position is opened, when the 12-period EMA crosses below the 26-period EMA, signaling a potential downward trend or bearish momentum. Position Sizing: Each trade with a fixed position size of 200,000 USD (default), while the starting account balance is set at 400,000 (USD). Both the fixed trade amount and the initial balance are user-adjustable parameters, allowing flexibility for different risk preferences and portfolio sizes.
Pine Script® stratejisi
domesorawit tarafından
Vandan V2Vandan V2 is an automated trading strategy for NQ1! (E-mini Nasdaq-100) based on short-term mean reversion with dynamic risk control. It combines volatility filters and overbought/oversold signals to capture local market imbalances. Backtested from 2015 to 2025, it achieved a +730% total return, Profit Factor of 1.40, max drawdown of only 1.61%, and over 106,000 trades. Designed for systematic scalping or intraday arbitrage with a limit of 3 simultaneous contracts.
Pine Script® stratejisi
gerasymenko_nazarr tarafından
5
HEK Dinamik Fiyat Kanalı Stratejisi v1HEK Dynamic Price Channel Strategy Concept The HEK Dynamic Price Channel provides a channel structure that expands and contracts according to price momentum and time-based equilibrium. Unlike fixed-band systems, it evaluates the interaction between price and its balance line through an adaptive channel width that dynamically adjusts to changing market conditions. How It Works When the price reacts to the midline, the channel bands automatically reposition themselves. Touching the upper band indicates a strengthening trend, while touching the lower band signals weakening momentum. This adaptive mechanism helps filter out false signals during sudden directional changes, enhancing overall signal quality. Advantages ✅ Maintains trend continuity while avoiding overtrading. ✅ Automatically adapts to changing volatility conditions. ✅ Detects early signals of short- and mid-term trend reversals. Applications Directional confirmation in spot and futures markets. A supporting tool in channel breakout strategies. Identifying price consolidation and equilibrium zones. Note This strategy is intended for educational and research purposes only. It should not be considered financial advice. Always consult a professional financial advisor before making investment decisions. © HEK — Adaptive Channel Approach on Dynamic Market Structures 6 gün önce Sürüm Notları HEK Dynamic Price Channel Strategy Concept The HEK Dynamic Price Channel provides a channel structure that expands and contracts according to price momentum and time-based equilibrium. Unlike fixed-band systems, it evaluates the interaction between price and its balance line through an adaptive channel width that dynamically adjusts to changing market conditions. How It Works When the price reacts to the midline, the channel bands automatically reposition themselves. Touching the upper band indicates a strengthening trend, while touching the lower band signals weakening momentum. This adaptive mechanism helps filter out false signals during sudden directional changes, enhancing overall signal quality. Advantages ✅ Maintains trend continuity while avoiding overtrading. ✅ Automatically adapts to changing volatility conditions. ✅ Detects early signals of short- and mid-term trend reversals. Applications Directional confirmation in spot and futures markets. A supporting tool in channel breakout strategies. Identifying price consolidation and equilibrium zones. Note This strategy is intended for educational and research purposes only. It should not be considered financial advice. Always consult a professional financial advisor before making investment decisions. © HEK — Adaptive Channel Approach on Dynamic Market Structures
Pine Script® stratejisi
hekorucuklu tarafından
TMB Invest - Smart Money Concept StrategyEnglish: **Quick Overview** The "TMB_SMC_Strategy_v1.1.3" combines a classic trend filter using two EMAs with contrarian RSI entries and simple SMC elements (Fair Value Gaps & Order Blocks). Stop-loss and take-profit orders are volatility-adaptive and controlled via the ATR. An integrated dashboard displays the setup status, stop-loss/take-profit levels, entry reference, and trend, RSI, and ATR values. --- ## Operating Principle 1. **Trend Filter:** A fast EMA (default 50) is compared to a slow EMA (default 200). Trading occurs only in the direction of the trend: long in uptrends, short in downtrends. 2. **Timing via RSI:** Contrarian entries within the trend. Go long when the RSI is below a buy level (default 40); Short when the RSI is above a sell level (standard 60). 3. **Structure Check (SMC Proxy):** An "FVG Touch" serves as additional confirmation that an inefficient price zone has been tested. Order blocks are visualized for guidance but are not a direct entry trigger. 4. **Risk Management via ATR:** Stop-loss and take-profit levels are set as multipliers of the current ATR (e.g., SL = 1×ATR, TP = 2×ATR). This allows target and risk distances to adjust to market volatility. 5. **Simple Position Logic:** Only one position is held at a time (no pyramiding). After entry, stop and limit orders (bracket exit) are automatically placed. --- ## Input Values * **EMA Fast / EMA Slow:** Lengths of the moving averages for the trend filter. * **RSI Length / Levels:** Length of the RSI as well as buy and sell thresholds (contra signals within the trend direction). * **Take Profit (RR) / Stop Loss (RR):** ATR multipliers for TP and SL. * **Show FVGs & Order Blocks:** Toggles the visual SMC elements (zones/boxes) on or off. -- ## Signals & Execution * **Long Setup:** Uptrend (fast EMA above slow EMA) **and** RSI below the buy level **and** a current FVG signal in a bullish direction. * **Short Setup:** Downtrend (fast EMA below slow EMA) **and** RSI above the sell level **and** a current FVG touch in a bearish direction. * **Entry & Exit:** If the setup is met, the market is entered; stop-loss/take-profit orders are placed immediately according to ATR multiples. -- ## Visualization * **EMAs:** The fast and slow EMAs are plotted to illustrate the trend. * **FVGs:** Fair Value Gaps are drawn as semi-transparent boxes in the trend color and projected slightly into the future. * **Order Blocks:** Potential order block zones from the previous candle are visually highlighted (for informational purposes only). --- ## Integrated Dashboard A compact table dashboard (bottom left) displays: * Current **Setup Status** (Long/Short active, Long/Short ready, No Setup), * **Stop-Loss**, **Take-Profit**, and **Entry Reference**, * **Trend Status** (Bull/Bear/Sideways), * **RSI Value**, and **ATR Value**. Active long/short positions are highlighted in color (green/red). -- ## Practical Guide 1. **Place on Chart** and select the desired timeframe. 2. **Calibrate Parameters** (EMA lengths, RSI levels, ATR multipliers) to match the market and timeframe. 3. **Backtest** across different market phases; prioritize robustness over maximum curve fit. 4. **Fine-Tuning:** * Shorter EMAs are often useful intraday (e.g., 20/100 or 34/144). * Adjust RSI levels to market characteristics (45/55 for aggressive trading, 30/70 for conservative trading). * Increase or decrease ATR multipliers depending on volatility/trading style. -- ## Notes, Limitations & Extensions * **FVG Definition:** The FVG detection used here is intentionally simplified. Those who prefer a more rigorous approach can switch to a 3-candle definition and fill levels. * **Order Blocks:** These primarily serve as a guide. Integration into entry/exit logic (e.g., retests) is possible as an extension. * **Backtest Realism:** Fills may differ from the displayed closing price. For greater accuracy, intrabar backtests or an entry indicator based on the average position price are conceivable. * **Alerts:** Currently, no alert conditions are defined; these can be added for long/short setups and status messages. * **Position Management:** By default, no scaling is performed. Partial sales, trailing stops, or multiple entries can be added. --- ## Purpose & Benefits The strategy offers a clear, modular framework: trend filter (direction), RSI contra timing (entry), SMC proxy via FVG Touch (structure), and ATR-based exits (risk adaptation). This makes it robust, easy to understand, and highly extensible—both for discretionary traders who appreciate visual SMC elements and for systematic testers who prefer a clean, parameterizable foundation.
Pine Script® stratejisi
TMB_Invest tarafından