MACD Liquidity Tracker Strategy [Quant Trading]MACD Liquidity Tracker Strategy
Overview
The MACD Liquidity Tracker Strategy is an enhanced trading system that transforms the traditional MACD indicator into a comprehensive momentum-based strategy with advanced visual signals and risk management. This strategy builds upon the original MACD Liquidity Tracker System indicator by TheNeWSystemLqtyTrckr , converting it into a fully automated trading strategy with improved parameters and additional features.
What Makes This Strategy Original
This strategy significantly enhances the basic MACD approach by introducing:
Four distinct system types for different market conditions and trading styles
Advanced color-coded histogram visualization with four dynamic colors showing momentum strength and direction
Integrated trend filtering using 9 different moving average types
Comprehensive risk management with customizable stop-loss and take-profit levels
Multiple alert systems for entry signals, exits, and trend conditions
Flexible signal display options with customizable entry markers
How It Works
Core MACD Calculation
The strategy uses a fully customizable MACD configuration with traditional default parameters:
Fast MA : 12 periods (customizable, minimum 1, no maximum limit)
Slow MA : 26 periods (customizable, minimum 1, no maximum limit)
Signal Line : 9 periods (customizable, now properly implemented and used)
Cryptocurrency Optimization : The strategy's flexible parameter system allows for significant optimization across different crypto assets. Traditional MACD settings (12/26/9) often generate excessive noise and false signals in volatile crypto markets. By using slower, more smoothed parameters, traders can capture meaningful momentum shifts while filtering out market noise.
Example - DOGE Optimization (45/80/290 settings) :
• Performance : Optimized parameters yielding exceptional backtesting results with 29,800% PnL
• Why it works : DOGE's high volatility and social sentiment-driven price action benefits from heavily smoothed indicators
• Timeframes : Particularly effective on 30-minute and 4-hour charts for swing trading
• Logic : The very slow parameters filter out noise and capture only the most significant trend changes
Other Optimizable Cryptocurrencies : This parameter flexibility makes the strategy highly effective for major altcoins including SUI, SEI, LINK, Solana (SOL) , and many others. Each crypto asset can benefit from custom parameter tuning based on its unique volatility profile and trading characteristics.
Four Trading System Types
1. Normal System (Default)
Long signals : When MACD line is above the signal line
Short signals : When MACD line is below the signal line
Best for : Swing trading and capturing longer-term trends in stable markets
Logic : Traditional MACD crossover approach using the signal line
2. Fast System
Long signals : Bright Blue OR Dark Magenta (transparent) histogram colors
Short signals : Dark Blue (transparent) OR Bright Magenta histogram colors
Best for : Scalping and high-volatility markets (crypto, forex)
Logic : Leverages early momentum shifts based on histogram color changes
3. Safe System
Long signals : Only Bright Blue histogram color (strongest bullish momentum)
Short signals : All other colors (Dark Blue, Bright Magenta, Dark Magenta)
Best for : Risk-averse traders and choppy markets
Logic : Prioritizes only the strongest bullish signals while treating everything else as bearish
4. Crossover System
Long signals : MACD line crosses above signal line
Short signals : MACD line crosses below signal line
Best for : Precise timing entries with traditional MACD methodology
Logic : Pure crossover signals for more precise entry timing
Color-Coded Histogram Logic
The strategy uses four distinct colors to visualize momentum:
🔹 Bright Blue : MACD > 0 and rising (strong bullish momentum)
🔹 Dark Blue (Transparent) : MACD > 0 but falling (weakening bullish momentum)
🔹 Bright Magenta : MACD < 0 and falling (strong bearish momentum)
🔹 Dark Magenta (Transparent) : MACD < 0 but rising (weakening bearish momentum)
Trend Filter Integration
The strategy includes an advanced trend filter using 9 different moving average types:
SMA (Simple Moving Average)
EMA (Exponential Moving Average) - Default
WMA (Weighted Moving Average)
HMA (Hull Moving Average)
RMA (Running Moving Average)
LSMA (Least Squares Moving Average)
DEMA (Double Exponential Moving Average)
TEMA (Triple Exponential Moving Average)
VIDYA (Variable Index Dynamic Average)
Default Settings : 50-period EMA for trend identification
Visual Signal System
Entry Markers : Blue triangles (▲) below candles for long entries, Magenta triangles (▼) above candles for short entries
Candle Coloring : Price candles change color based on active signals (Blue = Long, Magenta = Short)
Signal Text : Optional "Long" or "Short" text inside entry triangles (toggleable)
Trend MA : Gray line plotted on main chart for trend reference
Parameter Optimization Examples
DOGE Trading Success (Optimized Parameters) :
Using 45/80/290 MACD settings with 50-period EMA trend filter has shown exceptional results on DOGE:
Performance : Backtesting results showing 29,800% PnL demonstrate the power of proper parameter optimization
Reasoning : DOGE's meme-driven volatility and social sentiment spikes create significant noise with traditional MACD settings
Solution : Very slow parameters (45/80/290) filter out social media-driven price spikes while capturing only major momentum shifts
Optimal Timeframes : 30-minute and 4-hour charts for swing trading opportunities
Result : Exceptionally clean signals with minimal false entries during DOGE's characteristic pump-and-dump cycles
Multi-Crypto Adaptability :
The same optimization principles apply to other major cryptocurrencies:
SUI : Benefits from smoothed parameters due to newer coin volatility patterns
SEI : Requires adjustment for its unique DeFi-related price movements
LINK : Oracle news events create price spikes that benefit from noise filtering
Solana (SOL) : Network congestion events and ecosystem developments need smoothed detection
General Rule : Higher volatility coins typically benefit from very slow MACD parameters (40-50 / 70-90 / 250-300 ranges)
Key Input Parameters
System Type : Choose between Fast, Normal, Safe, or Crossover (Default: Normal)
MACD Fast MA : 12 periods default (no maximum limit, consider 40-50 for crypto optimization)
MACD Slow MA : 26 periods default (no maximum limit, consider 70-90 for crypto optimization)
MACD Signal MA : 9 periods default (now properly utilized, consider 250-300 for crypto optimization)
Trend MA Type : EMA default (9 options available)
Trend MA Length : 50 periods default (no maximum limit)
Signal Display : Both, Long Only, Short Only, or None
Show Signal Text : True/False toggle for entry marker text
Trading Applications
Recommended Use Cases
Momentum Trading : Capitalize on strong directional moves using the color-coded system
Trend Following : Combine MACD signals with trend MA filter for higher probability trades
Scalping : Use "Fast" system type for quick entries in volatile markets
Swing Trading : Use "Normal" or "Safe" system types for longer-term positions
Cryptocurrency Trading : Optimize parameters for individual crypto assets (e.g., 45/80/290 for DOGE, custom settings for SUI, SEI, LINK, SOL)
Market Suitability
Volatile Markets : Forex, crypto, indices (recommend "Fast" system or smoothed parameters)
Stable Markets : Stocks, ETFs (recommend "Normal" or "Safe" system)
All Timeframes : Effective from 1-minute charts to daily charts
Crypto Optimization : Each major cryptocurrency (DOGE, SUI, SEI, LINK, SOL, etc.) can benefit from custom parameter tuning. Consider slower MACD parameters for noise reduction in volatile crypto markets
Alert System
The strategy provides comprehensive alerts for:
Entry Signals : Long and short entry triangle appearances
Exit Signals : Position exit notifications
Color Changes : Individual histogram color alerts
Trend Conditions : Price above/below trend MA alerts
Strategy Parameters
Default Settings
Initial Capital : $1,000
Position Size : 100% of equity
Commission : 0.1%
Slippage : 3 points
Date Range : January 1, 2018 to December 31, 2069
Risk Management (Optional)
Stop Loss : Disabled by default (customizable percentage-based)
Take Profit : Disabled by default (customizable percentage-based)
Short Trades : Disabled by default (can be enabled)
Important Notes and Limitations
Backtesting Considerations
Uses realistic commission (0.1%) and slippage (3 points)
Default position sizing uses 100% equity - adjust based on risk tolerance
Stop-loss and take-profit are disabled by default to show raw strategy performance
Strategy does not use lookahead bias or future data
Risk Warnings
Past performance does not guarantee future results
MACD-based strategies may produce false signals in ranging markets
Consider combining with additional confluences like support/resistance levels
Test thoroughly on demo accounts before live trading
Adjust position sizing based on your risk management requirements
Technical Limitations
Strategy does not work on non-standard chart types (Heikin Ashi, Renko, etc.)
Signals are based on close prices and may not reflect intraday price action
Multiple rapid signals in volatile conditions may result in overtrading
Credits and Attribution
This strategy is based on the original "MACD Liquidity Tracker System" indicator created by TheNeWSystemLqtyTrckr . This strategy version includes significant enhancements:
Complete strategy implementation with entry/exit logic
Addition of the "Crossover" system type
Proper implementation and utilization of the MACD signal line
Enhanced risk management features
Improved parameter flexibility with no artificial maximum limits
Additional alert systems for comprehensive trade management
The original indicator's core color logic and visual system have been preserved while expanding functionality for automated trading applications.
Trend Analizi
XRP Trend & Signal Strategy V2This is a simple yet effective script that plots the closing price of the selected asset directly on the chart. Useful for visualizing raw price action without additional indicators, this script serves as a clean base for further customization and strategy development.
EMA and Dow Theory Strategies🌐 Strategy Description
📘 Overview
This is a hybrid strategy that combines EMA crossovers, Dow Theory swing logic, and multi-timeframe trend overlays. It is suitable for intraday to short-term trading on any asset class: crypto, forex, stocks, and indices.
The strategy provides precise entry/exit signals, dynamic stop-loss and scale-out, and highly visual trade guidance.
🧠 Key Features
・Dual EMA crossover system (applied to both symbol and external index)
・Dow Theory-based swing high/low detection for trend confirmation
・Visual overlay of higher timeframe swing trend (htfTrend)
・RSI filter to avoid overbought/oversold entries
・Dynamic partial take-profit when trend weakens
・Custom stop-loss (%) control
・Visualized trade PnL labels directly on chart
・Alerts for entry, stop-loss, partial exit
・Gradient background zones for swing zones and trend visualization
・Auto-tracked metrics: APR, drawdown, win rate, equity curve
⚙️ Input Parameters
| Parameter | Description |
| ------------------------- | -------------------------------------------------------- |
| Fast EMA / Slow EMA | Periods for detecting local trend via EMAs |
| Index Fast EMA / Slow EMA | EMAs applied to external reference index |
| StopLoss | Maximum loss threshold in % |
| ScaleOut Threshold | Scale-out percentage when trend changes color |
| RSI Period / Levels | RSI period and overbought/oversold levels |
| Swing Detection Length | Number of bars used to detect swing highs/lows |
| Stats Display Options | Toggle PnL labels and position of statistics table |
🧭 About htfTrend (Higher Timeframe Trend)
The script includes a higher timeframe trend (htfTrend) calculated using Dow Theory (pivot highs/lows).
This trend is only used for visual guidance, not for actual entry conditions.
Why? Strictly filtering trades by higher timeframe often leads to missed opportunities and low frequency.
By keeping htfTrend visual-only, traders can still refer to macro structure but retain trade flexibility.
Use it as a contextual tool, not a constraint.
ストラテジー説明
📘 概要
本ストラテジーは、EMAクロスオーバー、ダウ理論によるスイング判定、**上位足トレンドの視覚表示（htfTrend）**を組み合わせた複合型の短期トレーディング戦略です。
仮想通貨・FX・株式・指数など幅広いアセットに対応し、デイトレード〜スキャルピング用途に適しています。
動的な利確/損切り、視覚的にわかりやすいエントリー/イグジット、統計表示を搭載しています。
🧠 主な機能
・対象銘柄＋外部インデックスのEMAクロスによるトレンド判定
・ダウ理論に基づいたスイング高値・安値検出とトレンド判断
・上位足スイングトレンド（htfTrend）の視覚表示
・RSIフィルターによる過熱・売られすぎの回避
・トレンドの弱まりに応じた部分利確（スケールアウト）
・**損切り閾値（％）**をカスタマイズ可能
・チャート上に損益ラベル表示
・アラート完備（エントリー・決済・部分利確）
・トレンドゾーンを可視化する背景グラデーション
・勝率・ドローダウン・APR・資産増加率などの自動表示
| 設定項目名 | 説明内容 |
| --------------------- | -------------------------- |
| Fast EMA / Slow EMA | 銘柄に対して使用するEMAの期間設定 |
| Index Fast / Slow EMA | 外部インデックスのEMA設定 |
| 損切り（StopLoss） | 損切りラインのしきい値（%で指定） |
| 部分利確しきい値 | トレンド弱化時にスケールアウトする割合（%） |
| RSI期間・水準 | RSI計算期間と、過熱・売られすぎレベル設定 |
| スイング検出期間 | スイング高値・安値の検出に使用するバー数 |
| 統計表示の切り替え | 損益ラベルや統計テーブルの表示／非表示選択 |
🧭 上位足トレンド（htfTrend）について
本スクリプトには、上位足でのスイング高値・安値の更新に基づく**htfTrend（トレンド判定）が含まれています。
これは視覚的な参考情報であり、エントリーやイグジットには直接使用されていません。**
その理由は、上位足を厳密にロジックに組み込むと、トレード機会の損失が増えるためです。
このスクリプトでは、**判断の補助材料として「表示のみに留める」**設計を採用しています。
→ 裁量で「利確を早める」「逆張りを避ける」判断に活用可能です。
Eliora Gold 1min (Heikin Ashi)Eliora -focused trading strategy designed for anything on the 1-minute timeframe using Heikin Ashi candles. This mode combines advanced market logic with structured risk management to deliver smooth, disciplined trade execution.
Key Features:
✅ Trend Confirmation – Aligns with dominant market direction for higher accuracy.
✅ ATR-Based Volatility Filter – Avoids high-risk conditions and chaotic price action.
✅ Candle Strength Logic – Filters weak setups, focusing on strong momentum.
✅ Balanced Risk/Reward – Calculates stop-loss and take-profit dynamically for consistent results.
✅ Cooldown & Overtrade Protection – Limits frequency to maintain trade quality.
This version of Eliora is built for scalpers and intraday traders seeking high-probability entries with graceful exits.
Auto Intelligence Selective Moving Average(AI/MA)# 🤖 Auto Intelligence Moving Average Strategy (AI/MA)
**AI/MA** is a state-adaptive moving average crossover strategy designed to **maximize returns from golden cross / death cross logic** by intelligently switching between different MA types and parameters based on market conditions.
---
## 🎯 Objective
To build a moving average crossover strategy that:
- **Adapts dynamically** to market regimes (trend vs range, rising vs falling)
- **Switches intelligently** between SMA, EMA, RMA, and HMA
- **Maximizes cumulative return** under realistic backtesting
---
## 🧪 materials amd methods
- **MA Types Considered**: SMA, EMA, RMA, HMA
- **Parameter Ranges**: Periods from 5 to 40
- **Market Conditions Classification**:
- Based on the slope of a central SMA(20) line
- And the relative position of price to the central line
- Resulting in 4 regimes: A (Bull), B (Pullback), C (Rebound), D (Bear)
- **Optimization Dataset**:
- **Bybit BTCUSDT.P**
- **1-hour candles**
- **2024 full-year**
- **Search Process**:
- **Random search**: 200 parameter combinations
- Evaluated by:
- `Cumulative PnL`
- `Sharpe Ratio`
- `Max Drawdown`
- `R² of linear regression on cumulative PnL`
- **Implementation**:
- Optimization performed in **Python (Pandas + Matplotlib + Optuna-like logic)**
- Final parameters ported to **Pine Script (v5)** for TradingView backtesting
---
## 📈 Performance Highlights (on optimization set)
| Timeframe | Return (%) | Notes |
|-----------|------------|----------------------------|
| 6H | +1731% | Strongest performance |
| 1D | +1691% | Excellent trend capture |
| 12H | +1438% | Balance of trend/range |
| 5min | +27.3% | Even survives scalping |
| 1min | +9.34% | Robust against noise |
- Leverage: 100x
- Position size: 100%
- Fees: 0.055%
- Margin calls: **none** 🎯
---
## 🛠 Technology Stack
- `Python` for data handling and optimization
- `Pine Script v5` for implementation and visualization
- Fully state-aware strategy, modular and extendable
---
## ✨ Final Words
This strategy is **not curve-fitted**, **not over-parameterized**, and has been validated across multiple timeframes. If you're a fan of dynamic, intelligent technical systems, feel free to use and expand it.
💡 The future of simple-yet-smart trading begins here.
T3MA Ribbon Strategy (v6 - Fixed HA) by LKALGOT3MA Ribbon Strategy (v6) by LKALGO
The T3MA Ribbon Strategy helps you catch trends with confidence!
It combines a fast and slow T3 moving average to create a color-filled ribbon that clearly shows bullish (green) and bearish (red) momentum.
✅ Key features:
Smooth trend signals using powerful T3 MAs
Optional Heikin Ashi smoothing for even cleaner trends
Simple, clear BUY and SELL signals on the chart
Alerts included for easy automation
How it works:
Enter long when the ribbon turns green (fast T3 crosses above slow T3)
Exit when it turns red (fast T3 crosses below slow T3)
Works on all timeframes and markets. Perfect for traders who want a simple but effective trend-following system.
Aggressive RSI + EMA Strategy with TP/SLWhat This Strategy Does 🔥
📉 It monitors RSI to find when the market is potentially oversold (RSI < 40) or overbought (RSI > 60).
📈 It checks the trend direction using two EMAs — fast EMA (short-term) and slow EMA (long-term).
✅ It only buys when the market looks oversold and the short-term trend is up (fast EMA > slow EMA).
❌ It only sells when the market looks overbought and the short-term trend is down (fast EMA < slow EMA).
💰 Once in a trade, it sets a take profit at 1% gain and a stop loss at 0.5% loss — so profits are locked and risks controlled.
🔄 This cycle repeats continuously, aiming to catch many small, quick moves rather than waiting for big swings.
🚀 The aggressive RSI thresholds mean it triggers trades more often — ideal for active traders who want lots of setups.
📊 It shows clear visual indicators and plots on the chart so you can easily see entries, exits, and indicator levels.
🔔 It also supports alerts, so you can get notified instantly when a trade setup happens.
In short, it’s a fast, trend-aware momentum strategy with built-in risk control designed for active trading and consistent small wins.
Simple BTC Breakout Bot (Works for sure)🚀 Simple BTC Breakout Bot (Works for sure)
This strategy is designed for BTC/USDT breakout trading using recent highs and lows. It automatically detects breakout signals and manages trades with Take Profit and Stop Loss to help manage risk and lock in profits.
Key Features:
🔍 Breakout Detection:
Enters a long position when price crosses above the highest high of the last N candles (default 20).
Enters a short position when price crosses below the lowest low of the last N candles.
💰 Risk Management:
Automatically sets a Take Profit (default 3%) and Stop Loss (default 1.5%) for every trade.
📊 Visuals:
Plots breakout levels (highest high in green, lowest low in red) on the chart.
🔔 Alerts:
Sends alerts on every breakout trade for long and short entries, compatible with TradingView’s alert system.
Parameters:
⏳ Breakout Lookback Period: Number of candles to check for breakouts (default: 20)
🎯 Take Profit (%): Profit target as a percentage from entry price (default: 3%)
🚫 Stop Loss (%): Maximum loss allowed as a percentage from entry price (default: 1.5%)
⚠️ Disclaimer:
This strategy is based on historical data and does not guarantee future profits. Always backtest and trade with proper risk management.
MA Crossover Strategy with TP/SL📊 MA Crossover Strategy with TP/SL
This strategy uses two simple moving averages (SMAs) to catch trend changes and trade breakouts with clear risk management.
🔥 How it works:
Enters a Long position when the fast SMA (short period) crosses above the slow SMA (long period), signaling an upward trend.
Enters a Short position when the fast SMA crosses below the slow SMA, signaling a downward trend.
🎯 Features:
Take Profit (TP): Automatically closes the trade at a defined percentage profit.
Stop Loss (SL): Limits potential losses with a predefined stop level.
Customizable parameters: Adjust the lengths of the moving averages, TP%, and SL% to fit your style.
Alerts: Receive notifications on every trade entry for timely action.
⚡️ Designed for traders looking for a simple, effective trend-following system with built-in risk control.
ADX GatekeeperADX Gatekeeper is an original strategy that combines three classic filters to improve trend-following accuracy and avoid choppy markets.
Combines RSI, OBV, and ADX filters to catch stronger trends and avoid sideways markets. RSI confirms momentum extremes, OBV confirms volume flow, and ADX filters low-trend conditions. Fully configurable for different market conditions.
RSI Filter: Avoids overbought/oversold traps by requiring RSI < 35 for longs and > 70 for shorts.
OBV Filter: Confirms directional volume with positive OBV changes for longs and negative for shorts.
ADX Filter: Filters out low-volatility sideways conditions by requiring ADX above a configurable threshold (default 45).
The combined conditions aim to identify stronger trend moves while avoiding choppy markets. All filters can be toggled on or off for flexibility.
Default risk: 10% of equity per trade. Users can adjust this.
Ideal for trend traders looking to filter noise and improve entry quality.
5-Indicator Swing StrategyCustom 5-Indicator Swing Strategy for 4H Chart
---
Key Features:
1. Price Uptrend Detection
Uses 50-period EMA as trend filter
Only takes long positions when price is above EMA
2. RSI Momentum Confirmation
RSI must be above 40 and rising (3-bar confirmation)
Includes overbought exit at RSI > 70
3. MACD Bullish Crossover
Detects when MACD line crosses above signal line
Uses standard 12/26/9 settings (customizable)
4. Volume Spike Detection
Identifies volume spikes 1.5x above 20-period average
Confirms breakout strength
5. Fibonacci Retracement Levels
Calculates dynamic Fibonacci levels from recent swing high/low
Enters when price is near 38.2% to 61.8% support levels
Additional Features:
Risk Management: Stop Loss: 2 x ATR below entry price / Take Profit: 3 x ATR above entry price
ATR Length: 14 periods
Visual Indicators: Clear entry/exit signals with shapes
Information Table: Real-time status of all 5 conditions
Multi-Panel Display: RSI, MACD, and Volume in separate panels
Customizable Parameters: All inputs can be adjusted
Alert System: Built-in alerts for entry and exit signals
Friedrich's Ichimoku & EMA Strategy📈 Friedrich's Ichimoku & EMA Strategy
This strategy combines the strength of the Ichimoku Cloud with the long-term trend confirmation of the 200 EMA to identify high-probability long entries.
🧠 Strategy Logic
Entry Conditions:
- Price is above the Ichimoku Cloud (bullish confirmation).
- Price is above the 200 EMA (long-term trend is up).
Exit Conditions:
- Price falls below the Ichimoku Cloud, or
- Price drops below the 200 EMA while in an open position.
📊 Visual Features
Plots Lead Line 1 & 2 of the Ichimoku Cloud.
Fills the cloud area for clear visual trend recognition.
Plots the 200 EMA to show long-term trend alignment.
🔔 Alerts
Long Entry Signal: When all conditions align for a long.
Close Signal: When price invalidates the setup.
🕒 Recommended Use
Best used on the 6H (6-hour) timeframe.
Optimized for Bitcoin (BTC/USD), but adaptable to other trending assets.
💡 Use Case
This strategy is designed for traders who want to:
Ride strong trends.
Use a rule-based approach with clear visual guidance.
You can customize the Ichimoku or EMA settings to fit your asset or time frame.
Pullback Pro Dow Strategy v7 (ADX Filter)
### **Strategy Description (For TradingView)**
#### **Title:** Pullback Pro: Dow Theory & ADX Strategy
---
#### **1. Summary**
This strategy is designed to identify and trade pullbacks within an established trend, based on the core principles of Dow Theory. It uses market structure (pivot highs and lows) to determine the trend direction and an Exponential Moving Average (EMA) to pinpoint pullback entry opportunities.
To enhance trade quality and avoid ranging markets, an ADX (Average Directional Index) filter is integrated to ensure that entries are only taken when the trend has sufficient momentum.
---
#### **2. Core Logic: How It Works**
The strategy's logic is broken down into three main steps:
**Step 1: Trend Determination (Dow Theory)**
* The primary trend is identified by analyzing recent pivot points.
* An **Uptrend** is confirmed when the script detects a pattern of higher highs and higher lows (HH/HL).
* A **Downtrend** is confirmed by a pattern of lower highs and lower lows (LH/LL).
* If neither pattern is present, the strategy considers the market to be in a range and will not seek trades.
**Step 2: Entry Signal (Pullback to EMA)**
* Once a clear trend is established, the strategy waits for a price correction.
* **Long Entry:** In a confirmed uptrend, a long position is initiated when the price pulls back and crosses *under* the specified EMA.
* **Short Entry:** In a confirmed downtrend, a short position is initiated when the price rallies and crosses *over* the EMA.
**Step 3: Confirmation & Risk Management**
* **ADX Filter:** To ensure the trend is strong enough to trade, an entry signal is only validated if the ADX value is above a user-defined threshold (e.g., 25). This helps filter out weak signals during choppy or consolidating markets.
* **Stop Loss:** The initial Stop Loss is automatically and logically placed at the last market structure point:
* For long trades, it's placed at the `lastPivotLow`.
* For short trades, it's placed at the `lastPivotHigh`.
* **Take Profit:** Two Take Profit levels are calculated based on user-defined Risk-to-Reward (R:R) ratios. The strategy allows for partial profit-taking at the first target (TP1), moving the remainder of the position to the second target (TP2).
---
#### **3. Input Settings Explained**
**① Dow Theory Settings**
* **Pivot Lookback Period:** Determines the sensitivity for detecting pivot highs and lows. A smaller number makes it more sensitive to recent price swings; a larger number focuses on more significant, longer-term pivots.
**② Entry Logic (Pullback)**
* **Pullback EMA Length:** Sets the period for the Exponential Moving Average used to identify pullback entries.
**③ Risk & Exit Management**
* **Take Profit 1 R:R:** Sets the Risk-to-Reward ratio for the first take-profit target.
* **Take Profit 1 (%):** The percentage of the position to be closed when TP1 is hit.
* **Take Profit 2 R:R:** Sets the Risk-to-Reward ratio for the final take-profit target.
**④ Filters**
* **Use ADX Trend Filter:** A master switch to enable or disable the ADX filter.
* **ADX Length:** The lookback period for the ADX calculation.
* **ADX Threshold:** The minimum ADX value required to confirm a trade signal. Trades will only be placed if the ADX is above this level.
---
#### **4. Best Practices & Recommendations**
* This is a trend-following system. It is designed to perform best in markets that exhibit clear, sustained trending behavior.
* It may underperform in choppy, sideways, or strongly ranging markets. The ADX filter is designed to help mitigate this, but no filter is perfect.
* **Crucially, you must backtest this strategy thoroughly** on your preferred financial instrument and timeframe before considering any live application.
* Experiment with the `Pivot Lookback Period`, `Pullback EMA Length`, and `ADX Threshold` to optimize performance for a specific market's characteristics.
---
#### **DISCLAIMER**
This script is provided for educational and informational purposes only. It does not constitute financial advice. All trading involves a high level of risk, and past performance is not indicative of future results. You are solely responsible for your own trading decisions. The author assumes no liability for any financial losses you may incur from using this strategy. Always conduct your own research and due diligence.
The Price ModelOpening Range Breakout
Focuses on taking advantage of the New York Opening High volatility
Main goal is to catch simple and straight forward trades with Strict rules
Recommend Targeting 1:1 first, and then setting stop to breakeven after 1:1 is hit
Can use 5 Min ORB 1:1 as a second TP after entering on the prior 1min ORB.
Momentum Trading StrategyThis is a Trend Following Momentum Strategy, where i used EMA, ADX, RSI, VWAP to take trade with Trend and initiate trade when Momentum builds up.
The Default target is 1:2
RSI Bullish Divergence TraderThis RSI Divergence Buy strategy identifies bullish divergence by detecting confirmed swing lows where the price forms a lower low compared to the previous swing low, but the RSI indicator shows a higher low, signaling weakening downward momentum often in oversold conditions. It enters a long position upon confirmation of these criteria, with the entry visualized by a green upward triangle below the pivot bar. Positions are exited either when the RSI crosses above a specified mean-reversion level (like 55) for profit-taking or hits a dynamic stop-loss set a percentage below the pivot low to manage risk.
RSI Divergence Buy v4 - More TradesThis RSI Divergence Buy strategy identifies bullish divergence by detecting confirmed swing lows where the price forms a lower low compared to the previous swing low, but the RSI indicator shows a higher low, signaling weakening downward momentum often in oversold conditions. It enters a long position upon confirmation of these criteria, with the entry visualized by a green upward triangle below the pivot bar. Positions are exited either when the RSI crosses above a specified mean-reversion level (like 55) for profit-taking or hits a dynamic stop-loss set a percentage below the pivot low to manage risk.
Market Entropy Strategy V2.5This strategy is an updated version of a market entropy-based trading system. It removes EMA dependencies and introduces two indicators:
1. **Volatility Momentum Index (VMI)**: Measures volatility acceleration for timing entries (from calm to active phases) and exits (at peak chaos).
2. **Volume-Weighted Price Center (VWPC)**: A volume-weighted trend filter using typical price to determine overall market direction.
The strategy enters trades on transitions from low volatility ("calm") to increasing activity, filtered by trend direction. Exits occur when volatility reaches a high "chaos" threshold. It supports long, short, or both directions, with configurable parameters for optimization.
Backtest results depend on market conditions; use with caution and combine with your own analysis. No guarantees of performance.
Inverted USDT.DSignal Logic at a Glance
Exits happen automatically if price crosses EMA200 in the opposite direction, or whenever any SAR cross occurs (strict stop on your “risky” trades).
The indicator’s core logic uses a 200-period EMA crossover on USDT.D (and optionally VIX) to define the primary trend—price crossing above the EMA closes shorts and opens longs, while crossing below does the opposite—and then layers on “risky” entries whenever the Parabolic SAR flips within that trend (SAR dot appearing below price in an uptrend for add-on longs, above price in a downtrend for add-on shorts). All positions—main and risky—are closed automatically if price crosses the EMA against your trade or any SAR cross occurs. An invert toggle flips every entry/exit rule, letting you trade the opposite signals, and identical logic runs in parallel on VIX to offer complementary or hedged signals.
Step-by-Step Usage Example
1. Set your timeframe (e.g., Daily or 4H).
2. Watch for the Main Long label (green arrow up).
3. When it appears, the strategy will close any short and open a new long.
4. Optionally, use a Sar Long label as a signal to add to your position.
5. Stay in the trade while price remains above EMA200.
6. Exit on either a Main Short or when SAR flips against you.
Tips for Real-World Trading
• Turn on alerts for each label type so you never miss a signal.
• Use the built-in Strategy Tester to optimize your SAR parameters and position sizing.
• Combine with a fixed stop-loss or take-profit discipline off-chart.
• Experiment with the Invert Signal toggle in different market regimes.
UT Bot Strategy with EMA Trend FilterUT Bot Strategy with EMA 20/50/100/200 acting as a trend filter.
Bitcoin 12/26 EMA Crossover with ADX Filter [5min Intraday]A trend-following strategy for Bitcoin on a 5-minute intraday chart, using 12/26 EMA crossovers with ADX and volume filters to reduce false signals in ranging markets.
Key Features:
Entries: Long: 12 EMA crosses above 26 EMA, ADX > 25, volume > 1.5x 20-period average.
Short: 12 EMA crosses below 26 EMA, ADX > 25, volume > 1.5x 20-period average.
Exits: Long: 2% stop loss or 12 EMA crosses below 26 EMA.
Short: 2% stop loss, 3% take profit, or 12 EMA crosses above 26 EMA.
Filters: ADX (14-period) > 25 ensures trending markets; volume filter confirms strong participation.
9 EMA Cross 21 EMA Strategy - 1H with 5% TPThe 21/9 EMA crossover strategy is a powerful trend-following method where a buy signal is triggered when the 9 EMA crosses above the 21 EMA, indicating bullish momentum. It works best in trending markets, especially when combined with filters like the 100 EMA to avoid choppy zones. Traders can enhance performance by entering on EMA retests, using a fixed 35-point stop-loss, and setting a 5–8% take profit. This strategy shines on 15-minute to 1-hour charts and can yield massive returns—sometimes up to 300%—when used with discipline and proper risk management. Follow me for more crazy setups!
VoVix DEVMA🌌 VoVix DEVMA: A Deep Dive into Second-Order Volatility Dynamics
Welcome to VoVix+, a sophisticated trading framework that transcends traditional price analysis. This is not merely another indicator; it is a complete system designed to dissect and interpret the very fabric of market volatility. VoVix+ operates on the principle that the most powerful signals are not found in price alone, but in the behavior of volatility itself. It analyzes the rate of change, the momentum, and the structure of market volatility to identify periods of expansion and contraction, providing a unique edge in anticipating major market moves.
This document will serve as your comprehensive guide, breaking down every mathematical component, every user input, and every visual element to empower you with a profound understanding of how to harness its capabilities.
🔬 THEORETICAL FOUNDATION: THE MATHEMATICS OF MARKET DYNAMICS
VoVix+ is built upon a multi-layered mathematical engine designed to measure what we call "second-order volatility." While standard indicators analyze price, and first-order volatility indicators (like ATR) analyze the range of price, VoVix+ analyzes the dynamics of the volatility itself. This provides insight into the market's underlying state of stability or chaos.
1. The VoVix Score: Measuring Volatility Thrust
The core of the system begins with the VoVix Score. This is a normalized measure of volatility acceleration or deceleration.
Mathematical Formula:
VoVix Score = (ATR(fast) - ATR(slow)) / (StDev(ATR(fast)) + ε)
Where:
ATR(fast) is the Average True Range over a short period, representing current, immediate volatility.
ATR(slow) is the Average True Range over a longer period, representing the baseline or established volatility.
StDev(ATR(fast)) is the Standard Deviation of the fast ATR, which measures the "noisiness" or consistency of recent volatility.
ε (epsilon) is a very small number to prevent division by zero.
Market Implementation:
Positive Score (Expansion): When the fast ATR is significantly higher than the slow ATR, it indicates a rapid increase in volatility. The market is "stretching" or expanding.
Negative Score (Contraction): When the fast ATR falls below the slow ATR, it indicates a decrease in volatility. The market is "coiling" or contracting.
Normalization: By dividing by the standard deviation, we normalize the score. This turns it into a standardized measure, allowing us to compare volatility thrust across different market conditions and timeframes. A score of 2.0 in a quiet market means the same, relatively, as a score of 2.0 in a volatile market.
2. Deviation Analysis (DEV): Gauging Volatility's Own Volatility
The script then takes the analysis a step further. It calculates the standard deviation of the VoVix Score itself.
Mathematical Formula:
DEV = StDev(VoVix Score, lookback_period)
Market Implementation:
This DEV value represents the magnitude of chaos or stability in the market's volatility dynamics. A high DEV value means the volatility thrust is erratic and unpredictable. A low DEV value suggests the change in volatility is smooth and directional.
3. The DEVMA Crossover: Identifying Regime Shifts
This is the primary signal generator. We take two moving averages of the DEV value.
Mathematical Formula:
fastDEVMA = SMA(DEV, fast_period)
slowDEVMA = SMA(DEV, slow_period)
The Core Signal:
The strategy triggers on the crossover and crossunder of these two DEVMA lines. This is a profound concept: we are not looking at a moving average of price or even of volatility, but a moving average of the standard deviation of the normalized rate of change of volatility.
Bullish Crossover (fastDEVMA > slowDEVMA): This signals that the short-term measure of volatility's chaos is increasing relative to the long-term measure. This often precedes a significant market expansion and is interpreted as a bullish volatility regime.
Bearish Crossunder (fastDEVMA < slowDEVMA): This signals that the short-term measure of volatility's chaos is decreasing. The market is settling down or contracting, often leading to trending moves or range consolidation.
⚙️ INPUTS MENU: CONFIGURING YOUR ANALYSIS ENGINE
Every input has been meticulously designed to give you full control over the strategy's behavior. Understanding these settings is key to adapting VoVix+ to your specific instrument, timeframe, and trading style.
🌀 VoVix DEVMA Configuration
🧬 Deviation Lookback: This sets the lookback period for calculating the DEV value. It defines the window for measuring the stability of the VoVix Score. A shorter value makes the system highly reactive to recent changes in volatility's character, ideal for scalping. A longer value provides a smoother, more stable reading, better for identifying major, long-term regime shifts.
⚡ Fast VoVix Length: This is the lookback period for the fastDEVMA. It represents the short-term trend of volatility's chaos. A smaller number will result in a faster, more sensitive signal line that reacts quickly to market shifts.
🐌 Slow VoVix Length: This is the lookback period for the slowDEVMA. It represents the long-term, baseline trend of volatility's chaos. A larger number creates a more stable, slower-moving anchor against which the fast line is compared.
How to Optimize: The relationship between the Fast and Slow lengths is crucial. A wider gap (e.g., 20 and 60) will result in fewer, but potentially more significant, signals. A narrower gap (e.g., 25 and 40) will generate more frequent signals, suitable for more active trading styles.
🧠 Adaptive Intelligence
🧠 Enable Adaptive Features: When enabled, this activates the strategy's performance tracking module. The script will analyze the outcome of its last 50 trades to calculate a dynamic win rate.
⏰ Adaptive Time-Based Exit: If Enable Adaptive Features is on, this allows the strategy to adjust its Maximum Bars in Trade setting based on performance. It learns from the average duration of winning trades. If winning trades tend to be short, it may shorten the time exit to lock in profits. If winners tend to run, it will extend the time exit, allowing trades more room to develop. This helps prevent the strategy from cutting winning trades short or holding losing trades for too long.
⚡ Intelligent Execution
📊 Trade Quantity: A straightforward input that defines the number of contracts or shares for each trade. This is a fixed value for consistent position sizing.
🛡️ Smart Stop Loss: Enables the dynamic stop-loss mechanism.
🎯 Stop Loss ATR Multiplier: Determines the distance of the stop loss from the entry price, calculated as a multiple of the current 14-period ATR. A higher multiplier gives the trade more room to breathe but increases risk per trade. A lower multiplier creates a tighter stop, reducing risk but increasing the chance of being stopped out by normal market noise.
💰 Take Profit ATR Multiplier: Sets the take profit target, also as a multiple of the ATR. A common practice is to set this higher than the Stop Loss multiplier (e.g., a 2:1 or 3:1 reward-to-risk ratio).
🏃 Use Trailing Stop: This is a powerful feature for trend-following. When enabled, instead of a fixed stop loss, the stop will trail behind the price as the trade moves into profit, helping to lock in gains while letting winners run.
🎯 Trail Points & 📏 Trail Offset ATR Multipliers: These control the trailing stop's behavior. Trail Points defines how much profit is needed before the trail activates. Trail Offset defines how far the stop will trail behind the current price. Both are based on ATR, making them fully adaptive to market volatility.
⏰ Maximum Bars in Trade: This is a time-based stop. It forces an exit if a trade has been open for a specified number of bars, preventing positions from being held indefinitely in stagnant markets.
⏰ Session Management
These inputs allow you to confine the strategy's trading activity to specific market hours, which is crucial for day trading instruments that have defined high-volume sessions (e.g., stock market open).
🎨 Visual Effects & Dashboard
These toggles give you complete control over the on-chart visuals and the dashboard. You can disable any element to declutter your chart or focus only on the information that matters most to you.
📊 THE DASHBOARD: YOUR AT-A-GLANCE COMMAND CENTER
The dashboard centralizes all critical information into one compact, easy-to-read panel. It provides a real-time summary of the market state and strategy performance.
🎯 VOVIX ANALYSIS
Fast & Slow: Displays the current numerical values of the fastDEVMA and slowDEVMA. The color indicates their direction: green for rising, red for falling. This lets you see the underlying momentum of each line.
Regime: This is your most important environmental cue. It tells you the market's current state based on the DEVMA relationship. 🚀 EXPANSION (Green) signifies a bullish volatility regime where explosive moves are more likely. ⚛️ CONTRACTION (Purple) signifies a bearish volatility regime, where the market may be consolidating or entering a smoother trend.
Quality: Measures the strength of the last signal based on the magnitude of the DEVMA difference. An ELITE or STRONG signal indicates a high-conviction setup where the crossover had significant force.
PERFORMANCE
Win Rate & Trades: Displays the historical win rate of the strategy from the backtest, along with the total number of closed trades. This provides immediate feedback on the strategy's historical effectiveness on the current chart.
EXECUTION
Trade Qty: Shows your configured position size per trade.
Session: Indicates whether trading is currently OPEN (allowed) or CLOSED based on your session management settings.
POSITION
Position & PnL: Displays your current position (LONG, SHORT, or FLAT) and the real-time Profit or Loss of the open trade.
🧠 ADAPTIVE STATUS
Stop/Profit Mult: In this simplified version, these are placeholders. The primary adaptive feature currently modifies the time-based exit, which is reflected in how long trades are held on the chart.
🎨 THE VISUAL UNIVERSE: DECIPHERING MARKET GEOMETRY
The visuals are not mere decorations; they are geometric representations of the underlying mathematical concepts, designed to give you an intuitive feel for the market's state.
The Core Lines:
FastDEVMA (Green/Maroon Line): The primary signal line. Green when rising, indicating an increase in short-term volatility chaos. Maroon when falling.
SlowDEVMA (Aqua/Orange Line): The baseline. Aqua when rising, indicating a long-term increase in volatility chaos. Orange when falling.
🌊 Morphism Flow (Flowing Lines with Circles):
What it represents: This visualizes the momentum and strength of the fastDEVMA. The width and intensity of the "beam" are proportional to the signal strength.
Interpretation: A thick, steep, and vibrant flow indicates powerful, committed momentum in the current volatility regime. The floating '●' particles represent kinetic energy; more particles suggest stronger underlying force.
📐 Homotopy Paths (Layered Transparent Boxes):
What it represents: These layered boxes are centered between the two DEVMA lines. Their height is determined by the DEV value.
Interpretation: This visualizes the overall "volatility of volatility." Wider boxes indicate a chaotic, unpredictable market. Narrower boxes suggest a more stable, predictable environment.
🧠 Consciousness Field (The Grid):
What it represents: This grid provides a historical lookback at the DEV range.
Interpretation: It maps the recent "consciousness" or character of the market's volatility. A consistently wide grid suggests a prolonged period of chaos, while a narrowing grid can signal a transition to a more stable state.
📏 Functorial Levels (Projected Horizontal Lines):
What it represents: These lines extend from the current fastDEVMA and slowDEVMA values into the future.
Interpretation: Think of these as dynamic support and resistance levels for the volatility structure itself. A crossover becomes more significant if it breaks cleanly through a prior established level.
🌊 Flow Boxes (Spaced Out Boxes):
What it represents: These are compact visual footprints of the current regime, colored green for Expansion and red for Contraction.
Interpretation: They provide a quick, at-a-glance confirmation of the dominant volatility flow, reinforcing the background color.
Background Color:
This provides an immediate, unmistakable indication of the current volatility regime. Light Green for Expansion and Light Aqua/Blue for Contraction, allowing you to assess the market environment in a split second.
📊 BACKTESTING PERFORMANCE REVIEW & ANALYSIS
The following is a factual, transparent review of a backtest conducted using the strategy's default settings on a specific instrument and timeframe. This information is presented for educational purposes to demonstrate how the strategy's mechanics performed over a historical period. It is crucial to understand that these results are historical, apply only to the specific conditions of this test, and are not a guarantee or promise of future performance. Market conditions are dynamic and constantly change.
Test Parameters & Conditions
To ensure the backtest reflects a degree of real-world conditions, the following parameters were used. The goal is to provide a transparent baseline, not an over-optimized or unrealistic scenario.
Instrument: CME E-mini Nasdaq 100 Futures (NQ1!)
Timeframe: 5-Minute Chart
Backtesting Range: March 24, 2024, to July 09, 2024
Initial Capital: $100,000
Commission: $0.62 per contract (A realistic cost for futures trading).
Slippage: 3 ticks per trade (A conservative setting to account for potential price discrepancies between order placement and execution).
Trade Size: 1 contract per trade.
Performance Overview (Historical Data)
The test period generated 465 total trades , providing a statistically significant sample size for analysis, which is well above the recommended minimum of 100 trades for a strategy evaluation.
Profit Factor: The historical Profit Factor was 2.663 . This metric represents the gross profit divided by the gross loss. In this test, it indicates that for every dollar lost, $2.663 was gained.
Percent Profitable: Across all 465 trades, the strategy had a historical win rate of 84.09% . While a high figure, this is a historical artifact of this specific data set and settings, and should not be the sole basis for future expectations.
Risk & Trade Characteristics
Beyond the headline numbers, the following metrics provide deeper insight into the strategy's historical behavior.
Sortino Ratio (Downside Risk): The Sortino Ratio was 6.828 . Unlike the Sharpe Ratio, this metric only measures the volatility of negative returns. A higher value, such as this one, suggests that during this test period, the strategy was highly efficient at managing downside volatility and large losing trades relative to the profits it generated.
Average Trade Duration: A critical characteristic to understand is the strategy's holding period. With an average of only 2 bars per trade , this configuration operates as a very short-term, or scalping-style, system. Winning trades averaged 2 bars, while losing trades averaged 4 bars. This indicates the strategy's logic is designed to capture quick, high-probability moves and exit rapidly, either at a profit target or a stop loss.
Conclusion and Final Disclaimer
This backtest demonstrates one specific application of the VoVix+ framework. It highlights the strategy's behavior as a short-term system that, in this historical test on NQ1!, exhibited a high win rate and effective management of downside risk. Users are strongly encouraged to conduct their own backtests on different instruments, timeframes, and date ranges to understand how the strategy adapts to varying market structures. Past performance is not indicative of future results, and all trading involves significant risk.
🔧 THE DEVELOPMENT PHILOSOPHY: FROM VOLATILITY TO CLARITY
The journey to create VoVix+ began with a simple question: "What drives major market moves?" The answer is often not a change in price direction, but a fundamental shift in market volatility. Standard indicators are reactive to price. We wanted to create a system that was predictive of market state. VoVix+ was designed to go one level deeper—to analyze the behavior, character, and momentum of volatility itself.
The challenge was twofold. First, to create a robust mathematical model to quantify these abstract concepts. This led to the multi-layered analysis of ATR differentials and standard deviations. Second, to make this complex data intuitive and actionable. This drove the creation of the "Visual Universe," where abstract mathematical values are translated into geometric shapes, flows, and fields. The adaptive system was intentionally kept simple and transparent, focusing on a single, impactful parameter (time-based exits) to provide performance feedback without becoming an inscrutable "black box." The result is a tool that is both profoundly deep in its analysis and remarkably clear in its presentation.
⚠️ RISK DISCLAIMER AND BEST PRACTICES
VoVix+ is an advanced analytical tool, not a guarantee of future profits. All financial markets carry inherent risk. The backtesting results shown by the strategy are historical and do not guarantee future performance. This strategy incorporates realistic commission and slippage settings by default, but market conditions can vary. Always practice sound risk management, use position sizes appropriate for your account equity, and never risk more than you can afford to lose. It is recommended to use this strategy as part of a comprehensive trading plan. This was developed specifically for Futures
"The prevailing wisdom is that markets are always right. I take the opposite view. I assume that markets are always wrong. Even if my assumption is occasionally wrong, I use it as a working hypothesis."
— George Soros
— Dskyz, Trade with insight. Trade with anticipation.
