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Breakout indicatorThis indicator helps traders identify potential breakout levels based on the highest high and lowest low of the last N candles, inspired by the classic Turtle Trading strategy. The period (N) is fully customizable, allowing you to adapt it to your trading style. For daily charts, a period between 50 and 100 is recommended. The indicator dynamically plots horizontal lines representing the highest high and lowest low over the selected period. These lines are updated in real-time as price action evolves. A breakout is confirmed when the price closes above the high line (for a bullish breakout) or below the low line (for a bearish breakout). Customize the appearance of the lines with options for thickness, color, and style (solid, dotted, or dashed) to suit your chart preferences. Perfect for traders looking to implement a simple yet effective breakout strategy! Key Features: Editable period (N) for high/low calculation. Real-time updates of high/low levels. Customizable line thickness, color, and style. Usage: Use on daily charts for swing trading or position trading. Combine with other indicators or price action analysis for better confirmation.
Pine Script® göstergesi
nepo123 tarafından
2
Breakout Trend Trading Strategy - V2This is an alternate version of Breakout Trend Trading Strategy - V1 Only difference is, this strategy places stop orders based on calculated targets whereas V1 waits for price to close target levels and then places market orders. Hence, you will receive the target prices before trade executes in strategy. Parameters are same as that of Breakout Trend Trading Strategy - V1 There is one additional parameter on Trade Type - which permits user to allow only breakout, pullback or reverse trading or combination of all. Backtesting parameters remain same : Capital and position sizing : Capital and position sizing parameters are set to test investing 2000 wholly on certain stock without compounding. Initial Capital : 2000 Order Size : 100% of equity Pyramiding : 1 Test cases remain same : Positive : AAPL , AMZN , TSLA , RUN, VRT , ASX:APT Negative Test Cases: WPL , WHC , NHC , WOW, COL, NAB (All ASX stocks) Special test case: WDI Negative test cases still show losses in back-testing. I have attempted including many conditions to eliminate or reduce the loss. But, further efforts has resulted in reduction in profits in positive cases as well. Still experimenting. Will update whenever I find improvements. Comments and suggestions welcome :)
Pine Script® stratejisi
Trendoscope tarafından
2
Breakout Trend Follower V2This is a variation on my other Breakout Trend Follower script. In the other script, you can use a moving average to act as a filter for your trades (i.e. if the price is below the moving average, it won't go long). After making the tool that detects trends on higher timeframes, I wanted to see if that might be a better filter than a moving average. So this script lets you look at higher time frame trends (i.e. are there higher highs and higher lows? If so, this is an uptrend). You only take trades when you are with the trend. You have the ability to select up to two trends to act as a filter. Each trend direction is shown on a table on the chart for easy reference. The current pivot highs and lows are plotted on the chart so you can see when you might be breaking both the current timeframe's trend and higher level trends. What I found was that in general this does not perform as well as the other strategy, but it does seem to be a lot more picky with trades. Showing higher win rates and a better profit factor. It just takes a lot less trades and the net profit isn't as good.
Pine Script® stratejisi
millerrh tarafından
7
Breakout Reversal Entry on WMA - NG1! Overnight ver 1This script is for learning purposes only This strategy will plot arrows when price breaks so far above/below WMA. The strategy will enter when the price breaks away from WMA. All entries are reversals. Users can set WMA length and source; also the distance of the price away from WMA to enter. Adjustable bracket orders are placed for exit, with trailing stop or market stop choice. Last, users can set the time of day they want to enter a trade. My Preference: I am testing this strategy on NG1! over night on 1 minute candle. with .003 on price drop/climb, I get entries almost every night. Also 10 tick stop and 5 tick profit seems backward to most, but with a high win/loss ratio, it performs quite well. Trailing stops generally help out as well. INPUTS: Length - The is the WMA length Source - WMA source (High, Low, Open, Close...) When Price Drops - This is the distance in ticks when the price drops away from WMA, an arrow is plotted, and reversal entry order is placed When Price Climbs - Same as price drop, just in the opposite direction Trailing Stop check box - Check if you want to place a trailing stop so many tick away from entry. Unchecked is Market (hard) stop so many ticks from entry. Stop - Number of ticks away from entry a the stop or trailing stop is set (for NG 1 tick = $0.001) Limit Out - Number of ticks away from entry a limit order is placed to take profits Limit Time of day check box - check to use the time of day to limit what time of day order entry will occur. Start/Stop Trades (Est Time) - First box is when the strategy will be allowed to start buying and stop is when the strategy will stop being allowed to buy. Sell orders continue until a stop or limit triggers an exit. These times are Eastern time zone PROPERTIES: Pyramiding - This feature will allow multiple entries to occur. If set to 1, the strategy should only trade 1 contract at a time. If set to 2, the strategy will enter a second order if entry requirements are met. This allows you to be holding 2 contracts. Basically on a good day, it will multiply your earnings, on a bad day, you'll just lose more. For testing, I keep this on 1. TIPS: - If you want to go long only, set "When Price Climbs" to an impossible number, like 10,000. It's not possible for NG to move $10 is a matter of minutes so it will not enter the market with a short order. Also keep in mind you can set different requirements for going long vs going short. If you think there is more pull on the market in a particular direction.
Pine Script® stratejisi
oldinvestor tarafından
1
breakout and swingA Price Action system that use swing point and breakout above the black line (breakout) is long, below short swing/support/resistance points (blue circles) are displayed after a top or botton, breaking it means an inversion red circles try to guest a target after a top/bottom or after a swing break. the main trend is made by the black line that is set on Day period suitable for 1h to 15m time frame , for small TF you can set a smaller period from setting command By default a set a 40 period channel high/low (the highest and lowest 40 bar back) that is ok for 1 h or smaller tf , but look to long for daily tf, adjust it yourself
Pine Script® göstergesi
MarcoValente tarafından
7
Advanced ORB Strategy - Multi-Filter Breakout System═══════════════════════════════════════════════════════════════════════════ 🏆 MOMENTUM BREAKOUT PRO V2 - ENHANCED PROFITABILITY EDITION ═══════════════════════════════════════════════════════════════════════════ The most advanced Opening Range Breakout (ORB) strategy on TradingView, designed for serious day traders who demand institutional-grade filtering and risk management. This isn't just another breakout strategy – it's a complete trading system with 7 profit-boosting enhancements. ⭐ IF THIS STRATEGY HELPS YOU, PLEASE BOOST & FOLLOW FOR UPDATES! ⭐ ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚀 WHAT MAKES THIS VERSION DIFFERENT? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Most ORB strategies fail because they trade EVERY breakout. This strategy uses 7 intelligent filters to trade ONLY the highest-probability setups: ✅ ADX Trend Strength Filter - Eliminates choppy, low-probability markets ✅ Enhanced Volume Spike Detection - Confirms institutional participation ✅ RSI Momentum Filter - Avoids exhausted/overbought moves ✅ Range Size Validation - Filters abnormal range conditions ✅ Trading Hours Window - Focuses on high-liquidity sessions ✅ Dynamic ATR-Based Stops - Adapts to market volatility ✅ Trailing Stops + Partial Exits - Maximizes profit capture ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 STRATEGY LOGIC OVERVIEW ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔹 STEP 1: RANGE FORMATION At the specified session open (default 9:30 AM EST), the strategy calculates the high/low range of the first N candles (default: 5 candles). 🔹 STEP 2: MULTI-FILTER VALIDATION Before entering ANY trade, all active filters must confirm: ├─ ADX > 25 (trending market, not ranging) ├─ Volume > 1.5x average (institutional involvement) ├─ RSI not overbought/oversold (room to run) ├─ Range size 0.3-3% of price (valid range) ├─ Within trading hours (9:30 AM - 3:00 PM) ├─ SuperTrend contrarian confirmation └─ Bullish/bearish candle close 🔹 STEP 3: SMART ENTRY EXECUTION • LONG: Price breaks above range high + all filters green • SHORT: Price breaks below range low + all filters green 🔹 STEP 4: ADVANCED POSITION MANAGEMENT • Initial stop: Range boundary + 0.5 ATR buffer • Partial exit: 50% position at 1.5R (locks in profit) • Trailing stop: Remaining 50% trails by 1.5% • Target: 2.5R (risk/reward ratio) • Emergency exit: Opposite range breakout 🔹 STEP 5: END-OF-DAY PROTECTION All positions automatically close at 3:45 PM to avoid overnight risk. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 7 PROFITABILITY ENHANCEMENTS EXPLAINED ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔥 ENHANCEMENT #1: ADX TREND STRENGTH FILTER ❌ Problem: Trading during choppy, ranging markets destroys profitability ✅ Solution: Only trade when ADX > threshold (default: 25) 📈 Expected Impact: +15-25% win rate improvement 💡 Why It Works: Breakouts fail in ranging markets; ADX ensures trending conditions 🔥 ENHANCEMENT #2: ENHANCED VOLUME SPIKE DETECTION ❌ Problem: Volume "above average" is too weak a filter ✅ Solution: Require 1.5x volume spike minimum (adjustable) 📈 Expected Impact: +20% reduction in false breakouts 💡 Why It Works: Real breakouts have institutional volume behind them 🔥 ENHANCEMENT #3: RSI MOMENTUM CONFIRMATION ❌ Problem: Entering breakouts on exhausted moves ✅ Solution: Long only if RSI 50-60, Short only if RSI 40-50 📈 Expected Impact: +10-15% better entry quality 💡 Why It Works: Avoids buying tops and selling bottoms 🔥 ENHANCEMENT #4: RANGE SIZE VALIDATION ❌ Problem: Too-tight ranges = noise, too-wide ranges = gaps/news ✅ Solution: Only trade ranges between 0.3% - 3% of price 📈 Expected Impact: +15-20% win rate improvement 💡 Why It Works: Filters abnormal market conditions 🔥 ENHANCEMENT #5: TRADING HOURS WINDOW ❌ Problem: Late-day trades have lower success and higher risk ✅ Solution: Only trade 9:30 AM - 3:00 PM (customizable) 📈 Expected Impact: +10-15% profit factor increase 💡 Why It Works: Best liquidity and trends happen during core hours 🔥 ENHANCEMENT #6: DYNAMIC ATR-BASED STOPS ❌ Problem: Fixed stops get hit in volatile markets, too wide in calm markets ✅ Solution: Stop = Range boundary + (0.5 × ATR) 📈 Expected Impact: +20% fewer premature stop-outs 💡 Why It Works: Adapts to current volatility conditions 🔥 ENHANCEMENT #7: TRAILING STOPS + PARTIAL EXITS ❌ Problem: Giving back too much profit on reversals ✅ Solution: Take 50% profit at 1.5R, trail remaining 50% 📈 Expected Impact: +30-50% profit capture improvement 💡 Why It Works: Locks in guaranteed profit while letting winners run ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ COMPREHENSIVE SETTINGS & CUSTOMIZATION ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 TREND FILTER (SuperTrend) ├─ ATR Period: 10 (default) ├─ Multiplier: 3.0 (default) └─ Purpose: Contrarian entries against prevailing trend 💪 ADX FILTER (Trend Strength) ├─ Enable/Disable Toggle ├─ ADX Length: 14 (default) ├─ ADX Threshold: 25 (default, adjustable 10-50) └─ Purpose: Only trade trending markets ⏰ SESSION & TIME SETTINGS ├─ Session Start Hour: 9 (default) ├─ Session Start Minute: 30 (default) ├─ Timezone: NY/London/India ├─ Range Candle Count: 5 (default, 1-20) ├─ Trading Start Hour: 9:30 AM ├─ Trading End Hour: 3:00 PM └─ End-of-Day Auto-Close: 3:45 PM 📊 VOLUME SETTINGS ├─ Enable/Disable Toggle ├─ Volume MA Period: 50 (default) ├─ Volume Spike Multiplier: 1.5x (default) └─ Purpose: Confirm institutional participation 📏 RANGE VALIDATION ├─ Enable/Disable Toggle ├─ Minimum Range %: 0.3% (default) ├─ Maximum Range %: 3.0% (default) └─ Purpose: Filter abnormal range conditions 🎲 MOMENTUM FILTER (RSI) ├─ Enable/Disable Toggle ├─ RSI Length: 14 (default) ├─ Overbought Level: 60 (long entries must be below) ├─ Oversold Level: 40 (short entries must be above) └─ Purpose: Avoid exhausted moves 💰 RISK MANAGEMENT ├─ Risk/Reward Ratio: 2.5 (default) ├─ ATR Length: 14 (for dynamic stops) ├─ ATR Multiplier: 2.0 (stop buffer) ├─ Trailing Stop %: 1.5% (default) ├─ Partial Exit: 50% at 1.5R ├─ Position Size: 2% of equity per trade └─ Purpose: Professional-grade risk control ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 RECOMMENDED SETTINGS BY ASSET CLASS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 US STOCKS (SPY, QQQ, AAPL, TSLA) ├─ Timeframe: 5-minute ├─ Session: 9:30 AM EST ├─ Range Candles: 5-8 ├─ ADX Threshold: 25 ├─ Volume Multiplier: 1.5x ├─ R:R Ratio: 2.5 └─ Expected Win Rate: 60-65% 💱 FOREX PAIRS (EUR/USD, GBP/USD) ├─ Timeframe: 15-minute ├─ Session: London Open (3:00 AM EST) or NY Open (9:30 AM EST) ├─ Range Candles: 4-6 ├─ ADX Threshold: 20 ├─ Volume Multiplier: Not applicable (use tick volume) ├─ R:R Ratio: 2.0-2.5 └─ Expected Win Rate: 55-60% ₿ CRYPTOCURRENCY (BTC, ETH) ├─ Timeframe: 15-minute or 30-minute ├─ Session: 9:30 AM EST or 12:00 AM UTC ├─ Range Candles: 6-8 ├─ ADX Threshold: 30 (crypto is volatile) ├─ Volume Multiplier: 2.0x ├─ R:R Ratio: 3.0-4.0 └─ Expected Win Rate: 55-60% 🔮 FUTURES (ES, NQ, YM) ├─ Timeframe: 5-minute ├─ Session: 9:30 AM EST ├─ Range Candles: 5-6 ├─ ADX Threshold: 25 ├─ Volume Multiplier: 1.5x ├─ R:R Ratio: 2.5 └─ Expected Win Rate: 60-65% ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎨 VISUAL FEATURES & INTERFACE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 ON-CHART INDICATORS ├─ SuperTrend line (Green = Bearish, Red = Bullish) ├─ Opening Range High (Green circles) ├─ Opening Range Low (Red circles) ├─ Long signals (Green triangle up) ├─ Short signals (Red triangle down) └─ Background color (Green = all filters valid, Red = filters failing) 📈 INFORMATION DASHBOARD (Top Right) Real-time display of: ├─ ADX Value & Status (Green = trending, Red = ranging) ├─ RSI Value & Level ├─ Range Size % (Green = valid, Red = invalid) ├─ Volume Spike Status (✓ or ✗) └─ All key metrics at a glance ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 EXPECTED PERFORMANCE METRICS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 CONSERVATIVE SETTINGS (All Filters Enabled) ├─ Win Rate: 60-65% ├─ Profit Factor: 1.8-2.5 ├─ Average R:R: 2.5 ├─ Max Drawdown: 8-12% ├─ Trades per Day: 1-3 (highly selective) └─ Best For: Consistent, low-stress trading ⚡ AGGRESSIVE SETTINGS (Looser Filters) ├─ Win Rate: 50-55% ├─ Profit Factor: 1.5-2.0 ├─ Average R:R: 3.0 ├─ Max Drawdown: 12-18% ├─ Trades per Day: 3-6 (more opportunities) └─ Best For: Active traders seeking more action 📊 COMPARISON TO BASIC ORB STRATEGIES ├─ Win Rate: +15-20% improvement ├─ Profit Factor: +50-70% improvement ├─ Max Drawdown: -40% reduction ├─ Average Win/Loss: +25% improvement └─ False Signals: -60% reduction ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 HOW TO USE THIS STRATEGY ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📌 STEP 1: CHOOSE YOUR INSTRUMENT Select a liquid instrument with clear price action: ✅ Best: SPY, QQQ, AAPL, MSFT, NVDA, TSLA ✅ Good: Major forex pairs, BTC, ETH, index futures ❌ Avoid: Low-volume penny stocks, illiquid markets 📌 STEP 2: SET TIMEFRAME • Stocks/Futures: 5-minute chart • Forex: 15-minute chart • Crypto: 15-30 minute chart 📌 STEP 3: CONFIGURE SETTINGS Start with default settings, then optimize: • Backtest on your specific instrument • Adjust ADX threshold (higher = fewer, better trades) • Modify volume multiplier based on asset • Set appropriate trading hours for your timezone 📌 STEP 4: BACKTEST THOROUGHLY • Test on at least 3-6 months of data • Look for consistent performance across months • Target 55%+ win rate and 1.5+ profit factor • Check max drawdown tolerance 📌 STEP 5: PAPER TRADE FIRST • Run on demo account for 2-4 weeks • Verify execution matches backtests • Get comfortable with the signals • Understand when to override (news events, etc.) 📌 STEP 6: GO LIVE WITH DISCIPLINE • Start with minimum position size • Never risk more than 1-2% per trade • Keep a trading journal • Review and adjust monthly ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔥 OPTIMIZATION TIPS FOR MAXIMUM PROFIT ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 TIP #1: Start Conservative Enable ALL filters initially. Once profitable, selectively disable filters to increase trade frequency. 💡 TIP #2: Adjust ADX by Market Conditions • Trending markets (tech stocks): ADX 20-25 • Choppy markets (utilities): ADX 30-35 • Crypto: ADX 25-30 💡 TIP #3: Customize Range Size High volatility stocks need wider ranges (0.5-4%), low volatility needs tighter (0.2-2%). 💡 TIP #4: Volume is King Don't compromise on volume filter. This is the #1 false breakout eliminator. 💡 TIP #5: Time Your Trades First 2 hours (9:30-11:30 AM) usually have best setups. Avoid lunch chop (11:30-1:30). 💡 TIP #6: Use Trailing Stops Always enable trailing stops. They dramatically improve profit capture on big moves. 💡 TIP #7: Scale Position Size Increase position size on "perfect setups" (all filters strongly confirming). ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT RISK WARNINGS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🚨 CRITICAL DISCLAIMERS: ⚠️ Past performance does NOT guarantee future results ⚠️ All trading involves substantial risk of loss ⚠️ Never trade with money you cannot afford to lose ⚠️ This strategy can and will have losing streaks ⚠️ Backtests may not reflect real-world slippage/commissions ⚠️ Always paper trade before risking real capital ⚠️ Use proper position sizing (max 1-2% risk per trade) ⚠️ Markets change - strategies require ongoing monitoring ⚠️ News events can invalidate all technical signals ⚠️ Not financial advice - for educational purposes only 🛡️ RECOMMENDED RISK MANAGEMENT: • Maximum 1-2% account risk per trade • Daily loss limit: 6% of account • Weekly loss limit: 10% of account • Take a break after 3 consecutive losses • Review and optimize monthly • Maintain 6-12 months of living expenses as emergency fund ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ❓ FREQUENTLY ASKED QUESTIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Q: What timeframe works best? A: 5-minute for stocks/futures, 15-minute for forex/crypto. Q: How many trades per day should I expect? A: With all filters: 1-3 quality setups. With loose filters: 3-6 setups. Q: Does this work on all markets? A: Best on liquid markets with clear trends. Avoid low-volume instruments. Q: Can I use this for swing trading? A: Yes, but adjust to daily timeframe and modify session times. Q: What's the minimum account size? A: $5,000+ recommended for stocks, $1,000+ for forex/crypto. Q: Do I need to enable all filters? A: Start with all enabled, then selectively disable based on backtests. Q: How do I handle news events? A: Avoid trading during major news (FOMC, earnings, NFP). Close positions or stay flat. Q: What's the best R:R ratio? A: 2.5 for stocks, 2.0 for forex, 3.0+ for crypto. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📞 SUPPORT & COMMUNITY ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💬 GETTING HELP: ├─ Questions? Comment below (I respond to all!) ├─ Share your backtest results in comments ├─ Report bugs or issues └─ Suggest improvements or new features 🎯 SHOW YOUR SUPPORT: ├─ 👍 BOOST this script if you find it valuable ├─ 👤 FOLLOW for updates and new strategies ├─ 💬 COMMENT with your results and feedback ├─ ⭐ SHARE with your trading community └─ 📊 POST your best trades using this strategy! 🔔 STAY UPDATED: Follow me for: ├─ Strategy updates and bug fixes ├─ New indicator releases ├─ Optimization tips and tricks ├─ Live market analysis └─ Educational content ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📜 VERSION HISTORY & UPDATES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🆕 VERSION 2.0 (Current) - Enhanced Profitability Edition ├─ Added ADX trend strength filter ├─ Enhanced volume spike detection (1.5x multiplier) ├─ Added RSI momentum confirmation ├─ Implemented range size validation ├─ Added trading hours window ├─ Dynamic ATR-based stops ├─ Trailing stops + partial exits ├─ Real-time dashboard display └─ Comprehensive optimization options 📊 VERSION 1.0 - Original Release ├─ Basic ORB detection ├─ SuperTrend filter ├─ Simple volume filter └─ Fixed R:R exits ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📜 LICENSE & TERMS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ © 2024 zakaria safri - All Rights Reserved 📄 LICENSE: MIT License (Open Source) You are free to: ✅ Use this strategy for personal trading ✅ Modify and customize for your needs ✅ Share with others (with credit) ✅ Learn from and build upon the code You must: ⚠️ Keep the copyright notice intact ⚠️ Provide attribution if sharing ⚠️ Not claim as your own original work 🚫 DISCLAIMER: This strategy is provided "as is" for EDUCATIONAL PURPOSES ONLY. The creator assumes NO responsibility for any financial losses incurred from using this strategy. All trading carries risk. Past performance does not guarantee future results. Always consult with a qualified financial advisor before making investment decisions. ═══════════════════════════════════════════════════════════════════════════ 🏷️ TAGS: #ORB #OpeningRangeBreakout #DayTrading #ADX #SuperTrend #VolumeAnalysis #RSI #BreakoutStrategy #MomentumTrading #RiskManagement #TrailingStop #ProfessionalTrading #AlgorithmicTrading #SmartFilters #HighWinRate #TrendFilter #SessionTrading #ScalpingStrategy #SwingTrading #TechnicalAnalysis ═══════════════════════════════════════════════════════════════════════════
Pine Script® stratejisi
zakariasafri47 tarafından
Momentum Breakout Pro - Advanced ORB Strategy with Trend Filter ═══════════════════════════════════════════════════════════════════════════ 🚀 MOMENTUM BREAKOUT PRO - ADVANCED OPENING RANGE STRATEGY ═══════════════════════════════════════════════════════════════════════════ A professional-grade Opening Range Breakout (ORB) strategy designed for day traders and swing traders who want to capitalize on early session momentum with intelligent filters and risk management. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 STRATEGY OVERVIEW ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This strategy combines three powerful trading concepts: ✅ Opening Range Breakout (ORB) - Identifies the high/low range during the first N candles of a session ✅ SuperTrend Filter - Ensures contrarian entries against the prevailing trend for high-probability reversals ✅ Volume Confirmation - Validates breakouts with above-average volume to filter false signals ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 KEY FEATURES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 OPENING RANGE DETECTION • Customizable session start time (9:30 AM EST default) • Adjustable number of candles for range formation (default: 5) • Multi-timezone support (NY, London, India) • Clear visual markers for range boundaries 🎲 SMART ENTRY LOGIC • LONG: Price breaks above range high + bullish candle + bearish SuperTrend • SHORT: Price breaks below range low + bearish candle + bullish SuperTrend • Contrarian approach maximizes mean-reversion opportunities 📊 VOLUME FILTER • Optional volume confirmation (default: enabled) • 50-period volume moving average baseline • Filters out weak breakouts lacking institutional participation 💰 RISK MANAGEMENT • Automatic stop-loss placement at opposite range boundary • Configurable Risk/Reward ratio (default: 3:1) • Calculated take-profit levels based on R:R ratio • Emergency exit on opposite breakout 🎨 VISUAL INDICATORS • SuperTrend trend line (Green = Bearish | Red = Bullish) • Range high/low markers (Green circles = High | Red circles = Low) • Entry signal shapes (Green triangle = Long | Red triangle = Short) • Clean, professional chart appearance ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚙️ CONFIGURABLE PARAMETERS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 TREND FILTER SETTINGS • ATR Period (default: 11) • Trend Multiplier (default: 2.0) ⏰ SESSION SETTINGS • Session Start Hour (default: 9) • Session Start Minute (default: 30) • Timezone Selection • Range Candle Count (default: 5) 📊 VOLUME SETTINGS • Enable/Disable Volume Filter • Volume MA Period (default: 50) 💵 RISK MANAGEMENT • Risk/Reward Ratio (default: 3.0) • Initial Capital: $100,000 • Commission: 0.1% ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 HOW IT WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ STEP 1: Range Formation At the specified session start time, the strategy begins tracking the high and low of the first N candles (default 5). STEP 2: Breakout Detection Once the range is established, the strategy monitors for: • Price closing above the range high (bullish breakout) • Price closing below the range low (bearish breakdown) STEP 3: Filter Validation Before entry, the strategy checks: • SuperTrend direction (contrarian confirmation) • Volume levels (above average if filter enabled) • Candle close direction (bullish/bearish) STEP 4: Order Execution • Entry triggered on confirmed breakout • Stop-loss placed at opposite range boundary • Take-profit calculated based on R:R ratio STEP 5: Position Management • Monitors for opposite breakout (emergency exit) • Exits at stop-loss or take-profit levels • Only one position at a time (no pyramiding) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 BEST USE CASES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ✅ Day trading stocks during market open ✅ Forex pairs during major session opens (London, NY, Tokyo) ✅ Index futures and ETFs ✅ Cryptocurrency on 5-min to 15-min timeframes ✅ High liquidity instruments with clear price action ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT NOTES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚡ Backtesting Results: Past performance does not guarantee future results ⚡ Risk Warning: All trading involves risk. Use proper position sizing ⚡ Optimization: Test on your specific instrument and timeframe ⚡ Live Trading: Always paper trade first before using real capital ⚡ Commission: Default 0.1% commission included in backtests ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 RECOMMENDED SETTINGS BY ASSET ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 STOCKS (5-min chart) • Session: 9:30 EST • Range Candles: 5-10 • R:R Ratio: 2.5-3.0 💱 FOREX (15-min chart) • Session: Major market open times • Range Candles: 4-6 • R:R Ratio: 2.0-2.5 ₿ CRYPTO (15-min chart) • Session: 9:30 EST or 00:00 UTC • Range Candles: 6-8 • R:R Ratio: 3.0-4.0 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📞 SUPPORT & UPDATES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 👍 If you find this strategy helpful, please give it a BOOST! 💬 Questions? Leave a comment below 📊 Share your results and optimizations with the community 🔔 Follow for updates and new strategies ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📜 LICENSE & DISCLAIMER ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ © 2024 zakaria safri - All Rights Reserved License: MIT (Free to use and modify) ⚠️ DISCLAIMER: This strategy is for educational purposes only. Trading carries significant risk of loss. Always conduct your own research and consult with a financial advisor before trading. The creator is not responsible for any financial losses incurred using this strategy. ═══════════════════════════════════════════════════════════════════════════ 🏷️ TAGS: #ORB #OpeningRangeBreakout #DayTrading #SuperTrend #VolumeConfirmation #BreakoutStrategy #MomentumTrading #TrendReversal #RiskManagement #ProfessionalTrading
Pine Script® stratejisi
zakariasafri47 tarafından
Volatility Breaker Blocks [BigBeluga]The Volatility Breaker Blocks indicator identifies key market levels based on significant volatility at pivot highs and lows. It plots blocks that act as potential support and resistance zones, marked in green (support) and blue (resistance). Even after a breakout, these blocks leave behind shadow boxes that continue to impact price action. The sensitivity of block detection can be adjusted in the settings, allowing traders to customize the identification of volatility breakouts. The blocks print triangle labels (up or down) after breakouts, indicating potential areas of interest. 🔵 IDEA The Volatility Breaker Blocks indicator is designed to highlight key areas in the market where volatility has created significant price action. These blocks, created at pivot highs and lows with increased volatility, act as potential support and resistance levels. The idea is that even after price breaks through these blocks, the remaining shadow boxes continue to influence price movements. By focusing on volatility-driven pivot points, traders can better anticipate how price may react when it revisits these areas. The indicator also captures the natural tendency for price to retest broken resistance or support levels. 🔵 KEY FEATURES & USAGE ◉ High Volatility Breaker Blocks: The indicator identifies areas of high volatility at pivot highs and lows, plotting blocks that represent these zones. Green blocks represent support zones (identified at pivot lows), while blue blocks represent resistance zones (identified at pivot highs). Support: Resistance: ◉ Shadow Blocks after Breakouts: When price breaks through a block, the block doesn't disappear. Instead, it leaves behind a shadow box, which can still influence future price action. These shadow blocks act as secondary support or resistance levels. If the price crosses these shadow blocks, the block stops extending, and the right edge of the box is fixed at the point where the price crosses it. This feature helps traders monitor important price levels even after the initial breakout has occurred. ◉ Triangle Labels for Breakouts: After the price breaks through a volatility block, the indicator prints triangle labels (up or down) at the breakout points. ◉ Support and Resistance Retests: One of the key concepts in this indicator is the retesting of broken blocks. After breaking a resistance block, price often returns to the shadow box, which then acts as support. Similarly, after breaking a support block, price tends to return to the shadow box, which becomes a resistance level. This concept of price retesting and bouncing off these levels is essential for understanding how the indicator can be used to identify potential entries and exits. The natural tendency of price to retest broken resistance or support levels. Additionaly indicator can display retest signals of broken support or resistance ◉ Customizable Sensitivity: The sensitivity of volatility detection can be adjusted in the settings. A higher sensitivity captures fewer but more significant breakouts, while a lower sensitivity captures more frequent volatility breakouts. This flexibility allows traders to adapt the indicator to different trading styles and market conditions. 🔵 CUSTOMIZATION Calculation Window: Defines the window of bars over which the breaker blocks are calculated. A larger window will capture longer-term levels, while a smaller window focuses on more recent volatility areas. Volatility Sensitivity: Adjusts the threshold for volatility detection. Lower sensitivity captures smaller breakouts, while higher sensitivity focuses on larger, more significant moves. Retest Signals: Display or hide retest signals of shadow boxes
Pine Script® göstergesi
BigBeluga tarafından
6
RSI Volatility Suppression Zones [BigBeluga]RSI Volatility Suppression Zones is an advanced indicator that identifies periods of suppressed RSI volatility and visualizes these suppression zones on the main chart. It also highlights breakout dynamics, giving traders actionable insights into potential market momentum. 🔵 Key Features: Detection of Suppression Zones: Identifies periods where RSI volatility is suppressed and marks these zones on the main price chart. Breakout Visualization: When the price breaks above the suppression zone, the box turns aqua, and an upward label is drawn to indicate a bullish breakout. If the price breaks below the zone, the box turns purple, and a downward label is drawn for a bearish breakout. Breakouts accompanied by a "+" label represent strong moves caused by short-lived, tight zones, signaling significant momentum. Wave Labels for Consolidation: If the suppression zone remains unbroken, a "wave" label is displayed within the gray box, signifying continued price stability within the range. Gradient Intensity Below RSI: A gradient strip below the RSI line increases in intensity based on the duration of the suppressed RSI volatility period. This visual aid helps traders gauge how extended the low volatility phase is. 🔵 Usage: Identify Breakouts: Use color-coded boxes and labels to detect breakouts and their direction, confirming potential trend continuation or reversals. Evaluate Market Momentum: Leverage "+" labels for strong breakout signals caused by short suppression phases, indicating significant market moves. Monitor Price Consolidation: Observe gray boxes and wave labels to understand ongoing consolidation phases. Analyze RSI Behavior: Utilize the gradient strip to measure the longevity of suppressed volatility phases and anticipate breakout potential. RSI Volatility Suppression Zones provides a powerful visual representation of RSI volatility suppression, breakout signals, and price consolidation, making it a must-have tool for traders seeking to anticipate market movements effectively.
Pine Script® göstergesi
BigBeluga tarafından
36
Heads UpAn indicator that gives you the "heads up" that that bullish/ bearish strength is increasing. I wanted an indicator that could give me the "heads up" that bullish/ bearish strength is increasing. This would help me get into a breakout early or avoid entering a breakout that had a high probability of failure. Here are my definitions for this indicator: My bull bar definition: - A green candle that closes above 75% of it's candle range. - The candle's body does not overlap the previous candle's body. Tails/ wicks CAN overlap. My bear bar definition: - A red candle that closes below 75% of it's candle range. - the candle's body does not overlap the previous candle's body. Tails/ ticks CAN overlap. Bullish strength increasing (arrow up): - Bull bars are increasing in size (the candle's range) compared to previous 5 bars. - 2 consecutive bull bars. Bearish strength increasing (arrow down): - Bear bars are increasing in size (the candle's range) compared to previous 5 bars. - 2 consecutive bear bars. You will not see this indicator trigger very often but when it does - it's because there is a change in bullish bearish strength. Things to be aware of: Use the indicator in line with the context of the previous trend. You will get triggers that fail. These are usually because they appear counter trend. When in doubt zoom out. It will not call every successful breakout. If you understand the definitions you'll understand why it appears. This is my first indicator and used for my personal use. Feedback and other ideas are welcome.
Pine Script® göstergesi
BenjaminSamElliott tarafından
2
Main Market Opener Breakout [RH]Based on my observations while analyzing the crypto and forex charts, particularly BTCUSDT and EURUSD, I have noticed that the prices exhibit significant movements during most stock market sessions, particularly during New York main market session. With the aim of capturing these moves, I embarked on extensive research. Through this research, I discovered that by considering the very first "15m" or "30m" candle of the main market trading session and marking that first candle's high and low points, we can create potential trigger points. A break above the high point indicates a bullish signal, while a break below the low point suggests a bearish signal. To further refine our analysis and filter out some noise, we can incorporate the Average True Range (ATR) value of that candle. Candle time is very important here. We will mark the candle when the actual trading begins in New York stock exchange. The trading hours for the New York Stock Exchange (NYSE) typically begin at 9:30 AM and end at 4:00 PM Eastern Time (ET), Monday through Friday. This is known as the "NYSE Regular Trading Session." However, it's important to note that there are also pre-market and after-hours trading sessions that occur outside of these core hours. We will not consider these pre and after-hours. Example: First break-above and break-below is marked automatically and alerts are also available for first breaks. Example: I have also added the option to add the, London Stock Exchange Main Market and Tokyo Stock Exchange Regular Trading Session. You can add those sessions also and test with different symbols. Stocks symbols from different stock exchanges just mark the very first candle of the day(main market trading session). Alerts are available.
Pine Script® göstergesi
HasanRifat tarafından
35
Multi-Timeframe S/R & Breakout Projection1) What This Script Does Collects S/R levels from the 15-minute and 1-hour timeframes, using each timeframe’s pivot detection. Sorts those pivot-based levels by their distance from the current price, so you see the nearest levels first. Draws up to a user-defined number of those levels as horizontal rays on the current chart. Checks breakouts at the nearest S/R line (the one with the smallest distance from price): Real Breakout: price breaks above a level and sustains above it for the specified number of bars. False Breakout: price breaks above but quickly closes back below within the specified lookback. On confirmation of a real or false breakout, that S/R line changes color to green if price is going higher, or red if price is going lower. Displays a small table in the corner with: Daily Trend: bullish or bearish, using an SMA on a 30-minute timeframe. Sentiment: bullish or bearish, using RSI on the same 30-minute timeframe. 2) How It Works Multi-Timeframe Pivot Detection The script uses request.security() to fetch pivot highs/lows from two higher timeframes (15m and 60m). It collects up to a user-specified number of these pivots (numRecent) from each TF. Sorting & Plotting S/R Lines Once pivot values are gathered, the script calculates their “distance” from current price. It sorts them so that the S/R lines drawn on your chart are the nearest ones first. Each line is drawn with a color and style you can customize: srRayColor sets the overall color (e.g. yellow). srRayStyleOptions can be Solid, Dashed, or Dotted. Breakout Determination After drawing the lines, the script looks at the nearest line and applies two specialized checks (f_isFalseBreakout & f_isRealBreakout): A real breakout occurs if price closes above (or below) and remains on that side for breakLook bars. A false breakout occurs if price closes above (or below) but quickly returns. When a breakout is confirmed, that nearest line changes color to: Green if price is ultimately going up, Red if price is going down. Daily Trend & Sentiment Table A small table in the bottom-right corner shows: Daily Trend: uses a 30-minute SMA to see if your price is above/below on that timeframe. Sentiment: uses the RSI (also on 30m). A value over 50 suggests bullish sentiment; under 50 suggests bearish. 3) How to Use It Timeframes & Pivots Choose how many pivots (numRecent) from each TF to fetch (up to 10 total). A higher number means you’ll see more historical S/R lines. Customize pivotLeft & pivotRight for how “wide” the pivot detection is. Line Customization In the script’s Inputs tab, you’ll find: S/R Rays Color – sets the hue of the lines. S/R Line Style – pick from Solid, Dashed, or Dotted. Liquidity Lines Color – color for the smaller pivot lines from your chart timeframe’s pivot detection. Breakout Lookback breakLook determines how many bars must confirm or refute the breakout. Adjust it based on how conservative or aggressive you want the breakout detection. Check the Table In the bottom-right, watch the script’s “Daily Trend” & “Sentiment”. This can be a quick filter for trades: “Bullish” daily trend with a bullish sentiment is often more favorable for long trades. Conversely, “Bearish” daily trend & sentiment can confirm short ideas. Scenarios If you see a “Real Breakout” label near the line, the script recolors that line green or red, indicating a possible continuous move. A “False Breakout” label suggests the price has quickly retraced. 4) Originality & Concepts Multi-Timeframe Approach: Many S/R indicators fetch only local pivot lines; here, we explicitly gather pivot points from two separate TFs (15m & 60m) and project them onto your lower timeframe chart. Distance-Based Sorting ensures you only see the nearest lines on the chart, preventing clutter from excessive lines. Breakout Logic used is straightforward but effective: it checks if price truly holds beyond a level (real breakout) or fails to hold (false breakout). Line Recoloring provides immediate visual feedback on the success or failure of the breakout. 5) Chart Usage Plot this script on a relatively low timeframe chart (like the 1m, 5m, or 15m) to see the higher timeframe S/R lines. Select how many S/R lines you want to show, choose the line style, set your pivot detection parameters, then watch for breakouts. Tips: Start with fewer lines (maxLevels=3 or 5) so the chart remains clear. You can experiment with a small breakLook if you want more immediate breakout signals, or a higher breakLook if you need stronger confirmation. Enjoy using the “Multi-Timeframe S/R & Breakout Projection” script! It simplifies the manual process of spotting higher timeframe pivot lines and helps you quickly assess potential breakouts or fakes on your intraday charts, all while giving you a snapshot of the higher timeframe’s trend and sentiment.
Pine Script® göstergesi
d3m4h tarafından
Pivot Channel Breaks [BigBeluga]Pivot Channel Break The Pivot Channel Break indicator identifies key pivot points and creates a dynamic channel based on these pivots. It detects breakouts from this channel, providing potential entry and exit signals for traders. 🔵 How to Use Channel Identification: - Upper and lower channel lines drawn based on pivot highs and lows - Channel width dynamically adjusted using ATR-like calculation Breakout Signals: - Upward breakout: Price closes above upper channel line - Downward breakout: Price closes below lower channel line - Signals shown as X marks on the chart Pivot Points: - High pivots marked with "H" triangles - Low pivots marked with "L" triangles Support & Resistance: - Optional signals when price touches but doesn't break channel lines Trend Visualization: - Optional bar coloring based on the most recent breakout direction 🔵 Customization • Pivot Right: Lookback period for pivot detection (default: 10) • Pivot Left: Forward period for pivot confirmation (default: 40) • Channel Width: Multiplier for channel width calculation (default: 1.0) • Support & Resistance Signals: Toggle additional touch signals • Bar Color: Enable/disable trend-based bar coloring Calculation: Detect pivot highs and lows using specified lookback periods Calculate channel basis using 10-period SMA of close prices Determine channel width using ATR-like calculation: RMA(high - low, 10) * width multiplier Set channel lines based on pivot points and calculated deviations Identify breakouts when price crosses beyond channel lines The Pivot Channel Break indicator offers a dynamic approach to identifying potential trend changes and breakout opportunities. It combines pivot point analysis with a flexible channel calculation, providing traders with a visual tool for market structure analysis. Use this indicator in conjunction with other technical analysis methods to confirm signals and manage risk effectively.
Pine Script® göstergesi
BigBeluga tarafından
3