立即開始

頻帶和通道

STRIKE BOXThis **“STRIKE BOX”** Pine Script is used by traders to visually define and track the **New York Opening Range (OR)** — one of the most important time windows in intraday trading — and to monitor how price behaves relative to that range throughout the rest of the session. Here’s the breakdown of what it’s used for and why traders care: --- ### 🕘 **Purpose** The script automatically identifies and plots: 1. **The New York Opening Range (8:00–9:30 AM NY time)** – where institutional volume begins to surge. 2. **The Trading Session (9:30–17:00 NY time)** – the official U.S. stock market hours. It marks the **high and low of the opening range** and then watches for **breakouts** or **retests** during the rest of the day. --- ### 💡 **Why traders use this** 1. **Identify key liquidity zones** * The high and low of the opening range often represent **areas of trapped traders**, **liquidity pools**, and **institutional positioning**. * Price tends to **revisit or react strongly** around these levels. 2. **Find breakout or reversal opportunities** * Traders wait for price to **break above or below** the OR to confirm **directional bias** for the day. * For example: * A break above the OR high = possible bullish continuation. * A break below the OR low = possible bearish momentum. * If price fails to break and stays inside the range, that signals a **choppy or consolidating market**. 3. **Define risk and targets easily** * The OR gives **natural stop-loss and take-profit zones**. * A trader can buy near the OR low and target the OR high, or vice versa. 4. **Filter trades during high-volume hours** * The New York session overlaps with London for a bit — this is when **most daily volume and volatility** occur. * Many traders only want to trade inside or just after this opening period. --- ### 📊 **How this script helps** * It **automatically draws lines** for the OR high and low. * It plots **vertical dashed lines** marking when the OR starts and ends. * It **detects when price breaks the OR** (sets `High_Break` or `Low_Break` to true). * It provides clear **visual zones** for decision-making instead of manually drawing them every day. --- ### 🧠 In short Traders use this to: * See where the **New York Opening Range** formed. * Watch for **breakouts or fakeouts** beyond that range. * Align their trades with **institutional market flow**. * Keep charts **clean and systematic** rather than guessing daily key levels. ---
Pine Script®指標
由theacresofdiamonds提供
JWAT INDYHere’s a **professional, clear, and trader-friendly description** of your **Bollinger Band Mean Reversion Strategy**, written so you can use it in TradingView, a backtest report, or even in your trading plan document: --- ### 📊 **Bollinger Band Mean Reversion Strategy – Description** This strategy is designed to exploit short-term overextensions in price relative to its statistical mean using **Bollinger Bands** as the primary volatility framework. It assumes that when price deviates significantly from the mean (the middle band), market conditions are temporarily stretched, creating a high-probability opportunity for **reversion to the mean**. The system uses a standard **20-period Bollinger Band** with a **2.0 standard-deviation multiplier** to define overbought and oversold zones. When price closes below the **lower band**, it signals potential exhaustion of selling pressure and triggers a **long (buy)** setup. Conversely, when price closes above the **upper band**, it indicates overbought conditions and triggers a **short (sell)** setup. To improve trade quality and avoid false reversals, the strategy integrates **ADX (Average Directional Index)** or another trend filter to confirm that volatility expansion is not part of a strong trending move. Trades are taken only when the market is in a **low-to-moderate trend environment**, where mean-reverting behavior is statistically favored. Each trade aims for a modest **take-profit target near the middle Bollinger Band (the moving average)**, representing a return to equilibrium, with a predefined **stop loss** beyond recent highs or lows to control risk. Position sizing can be dynamic—based on account equity or fixed contract size—to allow compounding through consistent percentage-based risk. This approach is particularly effective on **short intraday timeframes (e.g., 1-minute or 5-minute SPY charts)**, where frequent oscillations occur within tight volatility bands. The goal is to capture small, repeatable edges from market overreactions while maintaining a strict discipline in trade execution and risk management. --- ### 🧩 **Key Features** * Core indicator: **Bollinger Bands (20, 2.0)** * Confirmation filter: **ADX threshold (e.g., <25)** to identify ranging conditions * Entry logic: * Long when price closes below lower band * Short when price closes above upper band * Exit logic: * Take profit at the mid-band * Stop loss beyond prior swing or fixed % distance * Optional filters: Time of day, session volatility, or multi-timeframe trend confirmation * Ideal for: **Mean-reversion scalping** on liquid instruments like SPY, QQQ, or futures --- Would you like me to write a **shorter version (2–3 sentences)** for your TradingView strategy description box — or keep this **full detailed version** for a trading plan document or presentation?
Pine Script®指標
由Jeroen_watson99提供
Entry (MTF) - Three phase Reversal patternOf course. We can absolutely reframe the explanation to give the strategy a more unique or generalized name, focusing on the concepts rather than the specific mentor. Here is a revised, in-depth guide for your "Entry(MTF)" indicator, presented as the **"Momentum Shift Entry Model."** *** ### Entry (MTF) Indicator: A Guide to the Momentum Shift Model This powerful indicator is designed to automatically detect a high-probability **Momentum Shift Entry Pattern**. The core strategy is to identify moments where the market's direction is likely to make a significant and sustained reversal, often driven by institutional order flow. The indicator's key advantage is its **Multi-Timeframe (MTF)** functionality. It allows you to find these robust setups on a higher timeframe (like the daily chart) and then projects those signals onto your active, lower timeframe chart (like the 15-minute), providing a clear strategic edge for timing your entries. --- ## The Core Logic: The Three-Phase Reversal Pattern This indicator is not based on a simple lagging condition. It looks for a specific three-step sequence of events. This sequence validates a genuine shift in market control from sellers to buyers (or vice-versa), filtering out false moves. ### Step 1: The Liquidity Purge 🎯 First, the indicator identifies recent, significant swing highs and lows on the chart. These price levels are natural magnets for liquidity, as many traders place their stop-loss orders there. * **A Bullish Setup** begins when the price first dips **below a recent swing low**. This action is often an engineered move to "purge" or "sweep" the sell-side liquidity resting there before a move higher. * **A Bearish Setup** begins with a price spike **above a recent swing high**, clearing out the buy-side liquidity. This initial phase is designed to trap traders on the wrong side of the market before the true move begins. ### Step 2: The Market Structure Shift (The Confirmation) 🔄 After the liquidity has been taken, the indicator needs confirmation that a real power shift has occurred. This is confirmed by a **Market Structure Shift (MSS)**. * After a **bullish purge (of a low)**, an MSS is confirmed when the price aggressively rallies and closes **above a recent swing *high***. This proves that buyers have not only absorbed all the selling but are now strong enough to break previous resistance levels. * After a **bearish purge (of a high)**, an MSS is confirmed when the price falls and closes **below a recent swing *low***, showing that sellers are now decisively in command. ### Step 3: The Price Imbalance (The Entry Zone) GAP) is created during the same powerful move that caused the Market Structure Shift. A Fair Value Gap, or **price imbalance**, is a three-candle pattern that signifies a very aggressive, one-sided move, leaving a gap in the market that price will often seek to re-fill. This FVG acts as the signature of institutional activity and becomes a high-probability zone for planning a trade entry. --- ## How to Use the Indicator in Your Trading The true strength of this indicator lies in combining the higher-timeframe signal with the immediate context of your trading timeframe. ### Reading the Signals and Visuals * **`BUY` / `SELL` Labels:** These are your primary signals, generated from the **"Signal Timeframe"** you select (e.g., Daily). A "BUY" label indicates that the complete three-phase bullish pattern has been confirmed on that higher timeframe. * **Dotted Lines (Liquidity Levels):** The red and green dotted lines on your chart mark the most recent swing high and low on your **current timeframe**. These are the levels to watch for a potential "Liquidity Purge." * **Colored Boxes (Imbalance Zones):** The green (bullish) and red (bearish) boxes highlight the Fair Value Gaps on your **current timeframe**. These are your potential entry zones. ### A Potential Trading Strategy 1. **Set Your Signal Timeframe:** Choose a higher timeframe that you use to define the overall trend (e.g., 'D' for daily, '4H' for 4-hour). 2. **Wait for an HTF Signal:** Patiently wait for a `BUY` or `SELL` label to appear. This is your cue to begin actively looking for an entry. 3. **Find a Local Entry Zone:** Once a `BUY` signal from the higher timeframe appears, look for the price on your current chart to retrace into a nearby **bullish FVG (green box)**. For a `SELL` signal, look for a pullback into a **bearish FVG (red box)**. 4. **Entry:** Plan your entry as the price tests this imbalance zone. 5. **Stop Loss:** A logical stop loss is critical. For a buy trade, place your stop below the swing low that was formed during the MSS. For a sell trade, place it above the corresponding swing high. 6. **Take Profit:** Aim for a significant liquidity level on a higher timeframe or use a predetermined risk-to-reward ratio (e.g., 1:2, 1:3). --- ## Customizing the Settings * **`Signal Timeframe`**: The most critical setting. It determines the timeframe from which the core buy/sell logic originates. A Daily signal will carry more weight than an H1 signal. * **`Liquidity/MSS Lookback`**: This controls the significance of the swing points the indicator uses. * **Higher value:** Finds major, long-term swing points, leading to fewer but more powerful signals. * **Lower value:** Finds minor, short-term swing points, leading to more frequent but potentially less reliable signals. * **`Show Current TF Fair Value Gaps`**: This toggles the visibility of the imbalance zones (FVG boxes) on your chart. It is highly recommended to keep this enabled to easily spot your entry areas.
Pine Script®指標
由akshaykiriti1443提供
Reversal Entries [akshaykiriti1443]Reversal Entries : An In-Depth Guide This indicator is designed to identify high-probability trend reversal points. Its primary goal is to pinpoint moments where the price attempts to break a key level, fails, and then snaps back with force. These "fakeouts" or "liquidity grabs" are often powerful signals that the market is about to reverse course. The indicator provides two clear signals: * 🟢 **A Bullish "Bounce Point"**: A potential buy signal after price dips below support and recovers. * 🔴 **A Bearish "Rejection Point"**: A potential sell signal after price spikes above resistance and is pushed back down. --- ## The Core Logic: What Makes a Signal? The indicator doesn't just look at one factor. Instead, it requires **three key conditions** to be met simultaneously before it generates a signal. This multi-layered approach helps filter out noise and identify only the most promising setups. ### 1. The Price Action "Fakeout" 🕵️‍♂️ This is the foundation of the signal. The indicator first identifies a short-term support or resistance level. * **Support:** The lowest price over the `Lookback` period. * **Resistance:** The highest price over the `Lookback` period. It then waits for a specific pattern: * For a **Bullish Bounce**, the current candle's low must dip **below** the support level, but its closing price must be **above** that same support level. This shows that sellers tried to push the price down but buyers stepped in with overwhelming force. * For a **Bearish Rejection**, the current candle's high must poke **above** the resistance level, but its closing price must be **below** that same resistance level. This shows that buyers tried to break out, but sellers took control and slammed the price back down. ### 2. Volume Confirmation 🔊 A true reversal is almost always accompanied by a surge in trading activity. The indicator confirms the price action by checking for a **volume spike**. It calculates the recent average volume and only accepts the signal if the volume on the reversal candle is significantly higher than that average (the default is 1.5 times higher). This confirms that there is real conviction and money behind the move, making it much more reliable. ### 3. Recovery Strength & Probability Score 💯 This is the indicator's "secret sauce." It doesn't just see a reversal; it measures *how strong* that reversal is. * **Measuring the Recovery:** It uses the Average True Range (ATR) to measure the size of the price's recovery. For a bullish bounce, it measures the distance from the candle's low to its close. For a bearish rejection, it measures the distance from the high to the close. A long wick in the direction of the reversal signifies a powerful rejection of lower or higher prices. * **Calculating a Probability Score:** The indicator takes the volume spike confirmation and the recovery strength and feeds them into a mathematical formula (a sigmoid function) to generate a "probability score" between 0 and 1. Think of this as a confidence score. * **Applying the Threshold:** A signal is only plotted on your chart if this confidence score is above the `Probability Threshold` (default is 0.7, or 70%). This is the final filter that ensures only high-conviction setups are shown. --- ## How to Use the Indicator in Your Trading This indicator provides entry signals, but it should be used as part of a complete trading plan. ### Understanding the Signals * **Green `+` (Bounce Point):** When you see this signal below a candle, it's a potential **BUY entry**. It suggests that the downward momentum has been rejected and the price may be ready to move higher. * **Red `-` (Rejection Point):** When you see this signal above a candle, it's a potential **SELL entry**. It suggests that the upward momentum has failed and the price may be ready to fall. ### Example Trading Strategy 1. **Entry:** Enter a trade when a signal appears. For a green `+`, place a buy order. For a red `-`, place a sell order. 2. **Stop Loss:** A logical stop loss is crucial. * For a **buy trade**, place your stop loss just below the low of the signal candle. If the price breaks this low, the reversal idea is invalidated. * For a **sell trade**, place your stop loss just above the high of the signal candle. If the price breaks this high, the setup has failed. 3. **Take Profit:** Your take profit should be based on your own strategy. A common approach is to target the next significant support or resistance level or use a fixed risk-to-reward ratio (e.g., 1:1.5 or 1:2). **Important:** Always consider the overall market context. These signals tend to be more powerful when they align with the broader trend or occur at major, higher-timeframe support and resistance zones. --- ## Customizing the Settings You can fine-tune the indicator's sensitivity in the settings menu to match your trading style and the asset you are trading. * **`Support/Resistance Lookback`**: Controls how far back the indicator looks to find support and resistance. A **smaller number** makes it more sensitive to very recent price action. A **larger number** will focus on more significant, longer-term levels. * **`Volume Spike Multiplier`**: Defines what counts as a "spike." Increasing this value (e.g., to 2.0) will demand a much larger volume surge, leading to fewer but potentially more reliable signals. * **`ATR for Recovery`**: This sets the period for the ATR calculation, which is used to measure the recovery strength. It's generally best to leave this at its default unless you are an advanced user. * **`Probability Threshold`**: This is the most important sensitivity setting. * **Increase it** (e.g., to 0.85) for fewer, very high-quality signals. * **Decrease it** (e.g., to 0.60) to see more potential setups, though some may be less reliable.
Pine Script®指標
由akshaykiriti1443提供
Nifty Buy/Sell Signals anil hasilkarNifty Buy/Sell Signals anil hasilkar Improving sleep and immunity Enhancing clarity, focus, and emotional stability Supporting heart and respiratory health 🌿 5. For Stronger Health Effects You can also add: Agnihotra ash — mix a small pinch in water or honey and take once daily (acts as a natural detox). Sit near the fire for 10–15 minutes during and after — inhale gently, it balances body energies. Keep the space clean, calm, and filled with gratitude while performing.
Pine Script®指標
由anilnh001提供
Hikaru's FV Comparison Hikaru's FV Comparison allows you to compare any two assets using Hikaru Bands. This indicator shows where your comparison asset sits within its own bands while you're viewing another chart. Perfect for spotting divergences between correlated markets - see if SPX is overbought while BTC isn't, or check if ETH and SOL are aligned in their band positions. The orange line (customizable color) represents the comparison asset's relative position mapped to your current chart's Hikaru Bands. When the comparison asset touches its lower extreme band, the line appears at your chart's lower extreme. When it's overbought, the line moves to the corresponding overbought zone on your chart. █ FEATURES Comparison Symbol Selection • Choose any symbol to compare against your current chart (default: CRYPTO:ETHUSD) • Works with stocks, crypto, forex, indices, or any TradingView symbol • Confirmation dialog on first load to select your comparison asset Visual Clarity • Customizable comparison line color (default: orange) for easy visibility • Grey line indicates periods with no data available for the comparison symbol • Single clean line overlay - no clutter, just the essential information Full Hikaru Bands Customization All original Hikaru Bands features are included: • 10 component indicators: EMA Spread, CCI, BB%, Crosby Ratio, Sharpe Ratio, ROC, Z-Score, PGO, RSI, and Omega Ratio • Multiple color schemes: Extremes, VAMS Style, Copper, Ocean, Washed Out, Neon, Warm, Cool • Adjustable normalization lookback, basis length, band multiplier, and smoothing █ HOW TO USE Setting Up 1 — Add the indicator to your chart. A dialog will prompt you to select a comparison symbol. 2 — Choose the asset you want to compare (e.g., TVC:SPX to compare with the S&P 500). 3 — Adjust the comparison line color in the Style settings if needed (it's at the top for easy access). Interpreting the Comparison Line • When the line is near your chart's upper bands: The comparison asset is in its overbought zone • When the line is near your chart's lower bands: The comparison asset is in its oversold zone • When the line is near the middle basis: The comparison asset is trading near its equilibrium • Grey line: No historical data available for the comparison asset during that period Trading Applications • Divergence Detection: Spot when correlated assets are moving in opposite band directions • Correlation Confirmation: Verify that related markets are showing similar strength or weakness • Leading Indicators: Watch for one asset reaching extremes before the other follows • Risk Assessment: Check if macro indices like SPX are overbought when considering crypto longs █ EXAMPLES ETH vs SOL Compare Ethereum against Solana to see if they're aligned. If ETH is at its lower bands but SOL shows (via the comparison line) at its upper bands, this divergence might indicate a rotation between the two assets. Crypto vs GOLD Compare your crypto chart against TVC:GOLD (GOLD Index) to see money flow correlations. █ DISCLAIMER This tool is designed for technical analysis and should not be used as a standalone signal for trading.
Pine Script®指標
由oneforthewish提供
MINE CBPR Pro ✦ v217.1MINE CBPR ✦ Pro is a next-generation universal indicator that combines Channel Breakout structure with Pivot Reversal logic to detect precise turning points across any market. Built for versatility, it adapts seamlessly from stocks and indices to crypto futures, and performs with exceptional precision even on ultra-short timeframes such as the 1-minute and 5-minute charts. This system integrates advanced volatility filters and structural validation layers to reduce noise and highlight only high-probability reversal signals. Every component has been optimized to balance responsiveness and stability, providing traders with actionable insights in both trending and ranging markets. Currently undergoing comprehensive backtesting and optimization, MINE CBPR ✦ Pro represents the latest evolution of the MINE series — engineered for traders who demand speed, accuracy, and reliability across all assets and timeframes. We hope you look forward to it.
Pine Script®指標
由CDKH_investments提供
Trend Structure ★★ with Buy/Sell Signals (offset labels)Got it — here’s a more **expanded, publication‑ready description** for your *Trend Structure ★★ with Buy/Sell Signals (offset labels)* indicator. I’ve kept it professional, clear, and engaging so it works well on TradingView’s public library: --- **Trend Structure ★★ with Buy/Sell Signals (offset labels)** This indicator is designed to give traders a structured view of market momentum by combining **short‑term (25 EMA)** and **long‑term (90 EMA)** exponential moving averages. It plots dual EMA bands on the chart, with shaded zones that visually highlight when price is trading outside of these ranges — making it easier to identify periods of strength, weakness, or potential exhaustion. Beyond simple trend tracking, the script automatically generates **BUY** and **SELL** labels at key crossover points between price and the short‑term EMAs. These signals are intelligently offset using ATR‑based spacing, ensuring labels remain clear and uncluttered, even during volatile price action. This makes the chart more readable while still delivering actionable insights. The indicator also includes a **title marker** for quick reference and a clean, color‑coded design that distinguishes short‑term and long‑term structures at a glance. By combining visual clarity with practical signal generation, this tool helps traders: - Spot emerging trends early through EMA crossovers - Confirm longer‑term momentum with dual EMA bands - Receive uncluttered, offset Buy/Sell signals for better decision‑making - Maintain a clean chart layout without sacrificing detail Whether you’re a trend‑follower looking for confirmation, or a swing trader seeking timely entries and exits, this indicator provides a balanced mix of **structure, clarity, and actionable signals** to support your trading workflow.
Pine Script®指標
由forexreward提供
Sicari Stress Map - Flash Crash / Stabilising Detection EngineA flash crash & stabilisation detection engine measuring volatility compression in 5 min candles printed no matter what timeframe you are on. Most “flash-crash” legs start with a local stress shock on a small timeframe (5-min works well): - a burst in true range (high TR percentile), - short-term vol jumps vs long-term (RV ratio), - bands expand and price snaps below fast EMA, - often a quick reflex bid (buy-the-dip) for a few 5-min candles… …and then the main liquidation leg hits. This engine keys off that first shock on 5m and bubbles it up to your chart TF as a single FLASHCRASH pulse. Then it watches for Stabilising, when panic fades: - ATR compresses, - BB width z goes negative (pinch), - ranges shrink, - structure improves (≥ fast EMA by default).
Pine Script®指標
由damianawright提供
Litecoin Rainbow Chart by Crypto LamaThis script adapts the popular Bitcoin Rainbow chart to Litecoin to visualize Litecoin's long-term price trend on a logarithmic scale. It highlights potential buying or caution zones based on a power law growth model tied to Litecoin's halving cycles. What it does: The indicator overlays 23 colored bands from purple/blue (undervalued) to orange/red (overvalued) around a power law trend line. It supports forward projections by extending the chart with user-defined future bars. How it works: The core trend uses a power law formula: P(t) = 10^(0.5 + 4.34 * log10(h + 1)), where h represents time in halving cycles. 23 colored bands are constructed by applying multipliers with a decaying factor that narrows over time. To put it simple, it is the same power law trendline shifted up or down 23 times. For projections, it adds future bars to the timeline and recalculates the trend and bands accordingly. How to use it: Apply the indicator to a Litecoin chart (VANTAGE:LTCUSD for best results). Adjust the "Future Bars" input to extend projections, usually staying below 600 future bars prevents visual bugs. Blue/green bands signal potential accumulation zones, as has been demonstrated for Bitcoin, an average price close to these levels will likely prove to be an excellent buying opportunity, while orange/red suggest distribution or caution. This indicator should be used to visualize the macro long-term trend of Litecoin, and it is not supposed to be used for short-term forecasts as its accuracy decreases. Originality: While inspired by Bitcoin's Rainbow Chart, this version is customized for Litecoin by incorporating its unique halving schedule and calibrated power law parameters in the power law formula, offering a tailored tool for LTC-specific analysis. Note: This is not financial advice. Use it alongside other tools and manage risks appropriately!
Pine Script®指標
由RivettaGiorgio提供
DM Dynamic EMA 9 DM Dynamic EMA 9 colors for strategy decisions: Entry & Exit Logic Long (Buy) entries Enter long when the EMA line turns green (so candles are full-body above EMA 9). Exit long when: EMA line turns grey (first full-body close below EMA 9), or EMA line turns red (confirmed down-trend). Short (Sell) entries Enter short when the EMA line turns red (so candles are full-body below EMA 9). Exit short when: EMA line turns grey (first full-body close above EMA 9), or EMA line turns green (confirmed up-trend). Trading Tip You can combine this visual cue with another filter (like RSI > 50 for longs, < 50 for shorts) to avoid false transitions.
Pine Script®指標
由evistatrading提供
ATR Anchored Range %b by TradeSeekersAll time highs got you spooked to enter with no levels in sight? Stuck in a multi-week range and wondering where the heck the pivots are!? Wondering if you're longing the top or shorting the potential bottom and about to get smoked, sending you back to burger flipping?! Fret not trading friends! I've been crafting the ultimate map for scalpers, slingers, swingers, swindlers, swashbucklers -and traders too. Why should I care about this, what's an ATR!? Nearly any trader that's entered the markets has heard of ATR, perhaps even taken a stab at trying to calculate the flux capacity of a weekly ATR on a lower timeframe. Continually calculating things manually sucks! Ok, so you haven't heard of ATR? It's the average true range... what's the true range!? It's simply the low subtracted from the high (high - low) of any given candle. How is ATR useful? The theory is simple, if the ATRs on the daily timeframe for a stock are 5, then traders may have a reasonable expectation that any day in the near future the stock will mostly move +/- 5 pts. This +/- 5 can be used as a possible daily high and low for traders to use. But ATR changes as time passes, with every billionaire X post, viral cat meme, fed announcement or government shutdown the market makes it's move. This means without this tool, traders need to run the standard lame (sorry) ATR indicator and then hand draw a bunch of important levels (barf). I'm convinced and ready to join the ATR army, what do I do? Glad to have you aboard sailor, slap this indicator on your layout - it'll initially display a bottom panel, say nice things to it. Usage The lower panel provides a %b plot representative of the current price relative to the timeframe and period ATR. (Defaults to 1D timeframe and 20 - 20 trading days in a month yo) This %b plot is a map for price against the key ATR based levels and resets each time the timeframe change occurs. Keep reading! (maybe grab a snack, you're doing great) If you want to see what the indicator sees, how it maths the math, open the settings and check the "overlay" option... it's amazing, I know. Main base of operations This will be the gray area between first red and green lines, imagine this is a future candle for the timeframe anchored. The red would represent the candle high (red means stop/overbought), and the green would represent the candle low (green means go/oversold). Regardless of the timeframe anchored, this area always represents the area the ATR indicates will be the building area of the current candle being formed. Traders should expect most of the trading to occur within this area. The mid line Don't diddle in the middle, this by default is the open price and it's the ultimate bias filter for bull or bear riders. Extension areas Beyond the gray area is the extension zone, this provides a whole ATR from the mid line to the extension. Assembling a trade plan There are just a couple of key concepts to master in order to become the ultimate ATR samurai warrior, capable of slicing through even the messiest liquidity. Above the midline and holding, but still within the gray area? Could be a great long entry with targets to upper levels. The same holds true for below open and holding while still being within the lower gray area. As price makes it's ascension or decline towards the ends of the initial gray ATR range, consider managing trades here. If it's suspected, due to a strong hold of the midline, that the range low or high is the midline, then continue to manage trades towards the extension zones. Timeframes and periods oh my The tooltips already provide some hints, but not everyone goes around clicking and hovering everything in sight (maybe I'm the only one that does that?). There's a thoughtful approach to the default values, I like to consider the big market participants with my day trades, swings trades and beyond. By default I've chosen the daily timeframe and a period of 20, one for each trading day of the calendar month. It's no large leap to consider alternatives, what about 1W timeframe and a period of 4 (1 month) or 52 (1 year)? The possibilities are nearly infinite, comment on any particular favorite combos. An Italian Special Bonus!!! ...sorry, it's not pizza.... First, did you know the famous Italian Fibonacci's real name was actually Leonardo? I'm not sure how I feel about that. Fun fact, my ancestors are Italian. Alright, you may have guessed that the special bonus is the mythical Fibonacci inspired "Golden Pocket", maybe it's a foreshadowing of your pockets - one can only hope. Use this feature to show the commonly referenced Fibonacci levels within each major ATR range. I've seen some totally mathematical epic-ness with these hence the addition. Once key ATR levels have been hit look for reversals back to golden pockets (you tricksy hobbits) for potential entry back towards the prior hit ATR level. The %b turns gold if you have the feature enabled and of course the overlay displays them also, how fun! Final thoughts I hope you have as much fun using this indicator as I do, it has brought much joy to my trading experience. If you don't have fun with it, well I hope you had fun reading about it at least. 100% human crafted and darn proud of it - SyntaxGeek
Pine Script®指標
由TradeSeekers提供
9
Universal Regime Alpha Thermocline StrategyCurrents settings adapted for BTCUSD Daily timeframe This description is written to comply with TradingView House Rules and Script Publishing Rules. It is self contained, in English first, free of advertising, and explains originality, method, use, defaults, and limitations. No external links are included. Nothing here is investment advice. 0. Publication mode and rationale This script is published as Protected . Anyone can add and test it from the Public Library, yet the source code is not visible. Why Protected The engine combines three independent lenses into one regime score and then uses an adaptive centering layer and a thermo risk unit that share a common AAR measure. The exact mapping and interactions are the result of original research and extensive validation. Keeping the implementation protected preserves that work and avoids low effort clones that would fragment feedback and confuse users. Protection supports a single maintained build for users. It reduces accidental misuse of internal functions outside their intended context which might lead to misleading results. 1. What the strategy does in one paragraph Universal Regime Alpha Thermocline builds a single number between zero and one that answers a practical question for any market and timeframe. How aligned is current price action with a persistent directional regime right now. To answer this the script fuses three views of the tape. Directional entropy of up versus down closes to measure unanimity. Convexity drift that rewards true geometric compounding and penalizes drag that comes from chop where arithmetic pace is high but growth is poor. Tail imbalance that counts decisive bursts in one direction relative to typical bar amplitude. The three channels are blended, optionally confirmed by a higher timeframe, and then adaptively centered to remove local bias. Entries fire when the score clears an entry gate. Exits occur when the score mean reverts below an exit gate or when thermo stops remove risk. Position size can scale with the certainty of the signal. 2. Why it is original and useful It mixes orthogonal evidence instead of leaning on a single family of tools. Many regime filters depend on moving averages or volatility compression. Here we add an information view from entropy, a growth view from geometric drift, and a structural view from tail imbalance. The drift channel separates growth from speed. Arithmetic pace can look strong in whipsaw, yet geometric growth stays weak. The engine measures both and subtracts drag so that only sequences with compounding quality rise. Tail counting is anchored to AAR which is the average absolute return of bars in the window. This makes the threshold self scaling and portable across symbols and timeframes without hand tuned constants. Adaptive centering prevents the score from living above or below neutral for long stretches on assets with strong skew. It recovers neutrality while still allowing persistent regimes to dominate once evidence accumulates. The same AAR unit used in the signal also sets stop distance and trail distance. Signal and risk speak the same language which makes the method portable and easier to reason about. 3. Plain language overview of the math Log returns . The base series is r equal to the natural log of close divided by the previous close. Log return allows clean aggregation and makes growth comparisons natural. Directional entropy . Inside the lookback we compute the proportion p of bars where r is positive. Binary entropy of p is high when the mix of up and down closes is balanced and low when one direction dominates. Intensity is one minus entropy. Directional sign is two times p minus one. The trend channel is zero point five plus one half times sign times intensity. It lives between zero and one and grows stronger as unanimity increases. Convexity drift with drag . Arithmetic mean of r measures pace. Geometric mean of the price ratio over the window measures compounding. Drag is the positive part of arithmetic minus geometric. Drift raw equals geometric minus drag multiplier times drag. We then map drift through an arctangent normalizer scaled by AAR and a nonlinearity parameter so the result is stable and remains between zero and one. Tail imbalance . AAR equals the average of the absolute value of r in the window. We count up tails where r is greater than aar_mult times AAR and down tails where r is less than minus aar_mult times AAR. The imbalance is their difference over their total, mapped to zero to one. This detects directional impulse flow. Fusion and centering . A weighted average of the three channels yields the raw score. If a higher timeframe is requested, the same function is executed on that timeframe with lookahead off and blended with a weight. Finally we subtract a fraction of the rolling mean of the score to recover neutrality. The result is clipped to the zero to one band. 4. Entries, exits, and position sizing Enter long when score is strictly greater than the entry gate. Enter short when score is strictly less than one minus the entry gate unless direction is restricted in inputs. Exit a long when score falls below the exit gate. Exit a short when score rises above one minus the exit gate. Thermo stops are expressed in AAR units. A long uses the maximum of an initial stop sized by the entry price and AAR and a trail stop that references the running high since entry with a separate multiple. Shorts mirror this with the running low. If the trail is disabled the initial stop is active. Cooldown is a simple bar counter that begins when the position returns to flat. It prevents immediate re entry in churn. Dynamic position size is optional. When enabled the order percent of equity scales between a floor and a cap as the score rises above the gate for longs or below the symmetric gate for shorts. 5. Inputs quick guide with recommended ranges Every input has a tooltip in the script. The same guidance appears here for fast reading. Core window . Shared lookback for entropy, drift, and tails. Start near 80 on daily charts. Try 60 to 120 on intraday and 80 to 200 for swing. Entry threshold . Typical range 0.55 to 0.65 for trend following. Faster entries 0.50 to 0.55. Exit threshold . Typical range 0.35 to 0.50. Lower holds longer yet gives back more. Weight directional entropy . Starting value 0.40. Raise on markets with clean persistence. Weight convexity drift . Starting value 0.40. Raise when compounding quality is critical. Weight tail imbalance . Starting value 0.20. Raise on breakout prone markets. Tail threshold vs AAR . Typical range 1.0 to 1.5 to count decisive bursts. Drag penalty . Typical range 0.25 to 0.75. Higher punishes chop more. Nonlinearity scale . Typical range 0.8 to 2.0. Larger compresses extremes. AAR floor in percent . Typical range 0.0005 to 0.002 for liquid instruments. This stabilizes the math during quiet regimes. Adaptive centering . Keep on for most symbols. Center strength 0.40 to 0.70. Confirm timeframe optional . Leave empty to disable. If used, try a multiple between three and five of the chart timeframe with a blend weight near 0.20. Dynamic position size . Enable if you want size to reflect certainty. Floor and cap define the percent of equity band. A practical band for many accounts is 0.5 to 2. Cooldown bars after exit . Start at 3 on daily or slightly higher on shorter charts. Thermo stop multiple . Start between 1.5 and 3.0 on daily. Adjust to your tolerance and symbol behavior. Thermo trailing stop and Trail multiple . Trail on locks gains earlier. A trail multiple near 1.0 to 2.0 is common. You can keep trail off and let the exit gate handle exits. Background heat opacity . Cosmetic. Set to taste. Zero disables it. 6. Properties used on the published chart The example publication uses BTCUSD on the daily timeframe. The following Properties and inputs are used so everyone can reproduce the same results. Initial capital 100000 Base currency USD Order size 2 percent of equity coming from our risk management inputs. Pyramiding 0 Commission 0.05 percent Slippage 10 ticks in the publication for clarity. Users should introduce slippage in their own research. Recalculate after order is filled off. On every tick off. Using bar magnifier on. On bar close on. Risk inputs on the published chart. Dynamic position size on. Size floor percent 2. Size cap percent 2. Cooldown bars after exit 3. Thermo stop multiple 2.5. Thermo trailing stop off. Trail multiple 1. 7. Visual elements and alerts The score is painted as a subtle dot rail near the bottom. A background heat map runs from red to green to convey regime strength at a glance. A compact HUD at the top right shows current score, the three component channels, the active AAR, and the remaining cooldown. Four alerts are included. Long Setup and Short Setup on entry gates. Exit Long by Score and Exit Short by Score on exit gates. You can disable trading and use alerts only if you want the score as a risk switch inside a discretionary plan. 8. How to reproduce the example Open a BTCUSD daily chart with regular candles. Add the strategy and load the defaults that match the values above. Set Properties as listed in section 6.(they are set by default) Confirm that bar magnifier is on and process on bar close is on. Run the Strategy Tester. Confirm that the trade count is reasonable for the sample. If the count is too low, slightly lower the entry threshold or extend history. If the count is excessively high, raise the threshold or add a small cooldown. 9. Practical tuning recipes Trend following focus . Raise the entry threshold toward 0.60. Raise the trend weight to 0.50 and reduce tail weight to 0.15. Keep drift near 0.35 to retain the growth filter. Consider leaving the trail off and let the exit threshold manage positions. Breakout focus . Keep entry near 0.55. Raise tail weight to 0.35. Keep aar_mult near 1.3 so only decisive bursts count. A modest cooldown near 5 can reduce immediate false flips after the first burst bar. Chop defense . Raise drag multiplier to 0.70. Raise exit threshold toward 0.48 to recycle capital earlier. Consider a higher cooldown, for example 8 to 12 on intraday. Higher timeframe blend . On a daily chart try a weekly confirm with a blend near 0.20. On a five minute chart try a fifteen minute confirm. This moderates transitions. Sizing discipline . If you want constant position size, set floor equal to cap. If you want certainty scaling, set a band like 0.5 to 2 and monitor drawdown behavior before widening it. 10. Strengths and limitations Strengths Self scaling unit through AAR makes the tool portable across markets and timeframes. Blends evidence that target different failure modes. Unanimity, growth quality, and impulse flow rarely agree by chance which raises confidence when they align. Adaptive centering reduces structural bias at the score level which helps during regime flips. Limitations In very quiet regimes AAR becomes small even with a floor. If your symbol is thin or gap prone, raise the floor a little to keep stops and drift mapping stable. Adaptive centering can delay early breakout acceptance. If you miss starts, lower center strength or temporarily disable centering while you evaluate. Tail counting uses a fixed multiple of AAR. If a market alternates between very calm and very violent weeks, a single aar_mult may not capture both extremes. Sweep this parameter in research. The engine reacts to realized structure. It does not anticipate scheduled news or liquidity shocks. Use event awareness if you trade around releases. 11. Realism and responsible publication No promises or projections of performance are made. Past results never guarantee future outcomes. Commission is set to 0.05 percent per round which is realistic for many crypto venues. Adjust to your own broker or exchange. Slippage is set at 10 in the publication . Introduce slippage in your own tests or use a percent model. Position size should respect sustainable risk envelopes. Risking more than five to ten percent per trade is rarely viable. The example uses a fixed two percent position size. Security calls use lookahead off. Standard candles only. Non standard chart types like Heikin Ashi or Renko are not supported for strategies that submit orders. 12. Suggested research workflow Begin with the balanced defaults. Confirm that the trade count is sensible for your timeframe and symbol. As a rough guide, aim for at least one hundred trades across a wide sample for statistical comfort. If your timeframe cannot produce that count, complement with multiple symbols or run longer history. Sweep entry and exit thresholds on a small grid and observe stability. Stability across windows matters more than the single best value. Try one higher timeframe blend with a modest weight. Large weights can drown the signal. Vary aar_mult and drag_mult together. This tunes the aggression of breakouts versus defense in chop. Evaluate whether dynamic size improves risk adjusted results for your style. If not, set floor equal to cap for constancy. Walk forward through disjoint segments and inspect results by regime. Bootstrapping or segmented evaluation can reveal sensitivity to specific periods. 13. How to read the HUD and heat map The HUD presents a compact view. Score is the current fused value. Trend is the directional entropy channel. Drift is the compounding quality channel. Tail is the burst flow channel. AAR is the current unit that scales stops and the drift map. CD is the cooldown counter. The background heat is a visual aid only. It can be disabled in inputs. Green zones near the upper band show alignment among the channels. Muted colors near the mid band show uncertainty. 14. Frequently asked questions Can I use this as a pure indicator . Yes. Disable entries by restricting direction to one side you will not trade and use the alerts as a regime switch. Will it work on intraday charts . Yes. The AAR unit scales with bar size. You will likely reduce the core window and increase cooldown slightly. Should I enable the adaptive trail . If you wish to lock gains sooner and accept more exits, enable it. If you prefer to let the exit gate do the heavy lifting, keep it off. Why do I sometimes see a green background without a position . Heat expresses the score. A position also depends on threshold comparisons, direction mode, and cooldown. Why is Order size set to one hundred percent if dynamic size is on . The script passes an explicit quantity percent on each entry. That explicit quantity overrides the property. The property is kept at one hundred percent to avoid confusion when users later disable dynamic sizing. Can I combine this with other tools on my chart . You can, yet for publication the chart is kept clean so users and moderators can see the output clearly. In your private workspace feel free to add other context. 15. Concepts glossary AAR . Average absolute return across the lookback. Serves as a unit for tails, drift scaling, and stops. Directional entropy . A measure of uncertainty of up versus down closes. Low entropy paired with a directional sign signals unanimity. Geometric mean growth . Rate that preserves the effect of compounding over many bars. Drag . The positive difference between arithmetic pace and geometric growth. Larger drag often signals churn that looks active but fails to compound. Thermo stops . Stops expressed in the same AAR unit as the signal. They adapt with volatility and keep risk and signal on a common scale. Adaptive centering . A bias correction that recenters the fused score around neutral so the meter does not drift due to persistent skew. 16. Educational notice and risk statement Markets involve risk. This publication is for education and research. It does not provide financial advice and it is not a recommendation to buy or sell any instrument. Use realistic costs. Validate ideas with out of sample testing and with conservative position sizing. Past performance never guarantees future results. 17. Final notes for readers and moderators The goal of this strategy is clarity and portability. Clarity comes from a single score that reflects three independent features of the tape. Portability comes from self scaling units that respect structure across assets and timeframes. The publication keeps the chart clean, explains the math plainly, lists defaults and Properties used, and includes warnings where care is required. The code is protected so the implementation remains consistent for the community while the description remains complete enough for users to understand its purpose and for moderators to evaluate originality and usefulness. If you explore variants, keep them self contained, explain exactly what they contribute, publish in English first, and treat others with respect in the comments. Load the strategy on BTCUSD daily with the defaults listed above and study how the score transitions across regimes. Then adjust one lever at a time. Observe how the trend channel, the drift channel, and the tail channel interact during starts, pauses, and reversals. Use the alerts as a risk switch inside your own process or let the built in entries and exits run if you prefer an automated study. The intent is not to promise outcomes. The intent is to give you a robust meter for regime strength that travels well across markets and helps you structure decisions with more confidence. Thank you for your time to read all of this
Pine Script®策略
由exlux提供
Session VWAP & ATR H/L ZonesThis script is a comprehensive tool for day traders, designed to visualize key price levels and zones based on volume and volatility within a specific trading session. Traders would use your script to identify potential areas of support and resistance, gauge the session's trend, and spot opportunities for mean reversion or breakout trades. Core Concepts Explained Your script plots three main types of information on the chart, each serving a different purpose for a trader. 1. Session VWAP (Volume-Weighted Average Price) 📈 What it is: The yellow line is the VWAP, which is the average price of an asset for the current trading session, weighted by the volume traded at each price level. It essentially shows the "fair" price for the day according to the market's activity. How it's used: Trend Gauge: If the price is consistently trading above the VWAP, it's generally considered a bullish intraday trend. If it's below, the trend is bearish. Dynamic Support/Resistance: During a trend, traders often look for the price to pull back to the VWAP to find an entry point (e.g., buying a dip to the VWAP in an uptrend). VWAP Bands: The optional gray, red, and green bands are standard deviations from the VWAP. They measure how far the price has strayed from its "fair value." 2. ATR High/Low Zones (Support & Resistance) 🎯 What they are: These are the shaded green and red areas at the top and bottom of the session's price range. The red zone (resistance) is calculated by taking the session's current high and subtracting a value based on the Average True Range (ATR), which is a measure of recent volatility. The green zone (support) is calculated by taking the session's current low and adding the ATR-based value. How they're used: These are not just lines; they are zones of interest. Profit-Taking Areas: A trader who is long might consider taking profits when the price enters the red resistance zone. Reversal Signals: When the price enters one of these zones and shows signs of stalling (e.g., with specific candlestick patterns), it could signal a potential reversal. 3. Previous Session High & Low 📊 What they are: The script plots the high and low from the previous trading session as straight horizontal lines (teal and fuchsia by default). How they're used: These are extremely significant static levels that many traders watch. Price Magnets: Price is often drawn to these levels. Key Inflection Points: A decisive break above the previous day's high can signal strong bullish momentum. Conversely, a failure to break it can indicate weakness. These levels frequently act as strong support or resistance.
Pine Script®指標
由j2m2t2提供
TT ToniTrading Adjustable Price Fee Band [%]Simple but perfectly functional indicator with Trading fee bands. Crypto Trading is with fees and very small trades often don't make sense due to the fees we need to pay. With this band you can visualize your fees before entering a trade and take smarter decisions for tight daytrading and scalping. You type in the fee for just one trade, the Taker Fee for a Market Order. The bands show the fees in % times 2, so what you will pay for opening and closing the trade in reality. The band therefore shows the real break-even point, with included payed fees. It additionally helps taking trading decisions or not with very small trades (Scalping). You can smooth the bands if you want and you can addtionally show the true datapoints if you prefer smoothend bands. I recommend no bigger smoothing than 2, if you don't want to show the datapoints. Additionally you can fill the band, and of course adjust transperency, colour and all the general TradingView stuff. Fee Overview in the current market for the indicator input field: BingX with 10% fee reduction code = 0,045 % BingX: Normal = 0,050 % Bitget, ByBit, BitUnix, Blofin, Phemex: Normal = 0,060 % Bitget, ByBit, BitUnix, Blofin, Phemex: with 20% fee reduction code = 0,048 % Have fun Trading, Happy Profits! Greetings ToniTrading
Pine Script®指標
由ToniTradingCrypto提供
Volume Rate of Change (VROC)# Volume Rate of Change (VROC) **What it is:** VROC measures the rate of change in trading volume over a specified period, typically expressed as a percentage. Formula: `((Current Volume - Volume n periods ago) / Volume n periods ago) × 100` ## **Obvious Uses** **1. Confirming Price Trends** - Rising VROC with rising prices = strong bullish trend - Rising VROC with falling prices = strong bearish trend - Validates that price movements have conviction behind them **2. Spotting Divergences** - Price makes new highs but VROC doesn't = weakening momentum - Price makes new lows but VROC doesn't = potential reversal **3. Identifying Breakouts** - Sudden VROC spikes often accompany legitimate breakouts from consolidation patterns - Helps distinguish real breakouts from false ones **4. Overbought/Oversold Conditions** - Extreme VROC readings (very high or very low) suggest exhaustion - Mean reversion opportunities when volume extremes occur --- ## **Non-Obvious Uses** **1. Smart Money vs. Dumb Money Detection** - Declining VROC during price rallies may indicate retail FOMO while institutions distribute - Rising VROC during selloffs with price stability suggests institutional accumulation **2. News Impact Measurement** - Compare VROC before/after earnings or announcements - Low VROC on "significant" news = market doesn't care (fade the move) - High VROC = genuine market reaction (respect the move) **3. Market Regime Changes** - Persistent shifts in average VROC levels can signal transitions between bull/bear markets - Declining baseline VROC over months = waning market participation/topping process **4. Intraday Liquidity Profiling** - VROC patterns across trading sessions identify best execution times - Avoid trading when VROC is abnormally low (wider spreads, poor fills) **5. Sector Rotation Analysis** - Compare VROC across sector ETFs to identify where capital is flowing - Rising VROC in defensive sectors + falling VROC in cyclicals = risk-off rotation **6. Options Expiration Effects** - VROC typically drops significantly post-options expiration - Helps avoid false signals from mechanically-driven volume changes **7. Algorithmic Activity Detection** - Unusual VROC patterns (regular spikes at specific times) may indicate algo programs - Can front-run or avoid periods of heavy algorithmic interference **8. Liquidity Crisis Early Warning** - Sharp, sustained VROC decline across multiple assets = liquidity withdrawal - Can precede market stress events before price volatility emerges **9. Cryptocurrency Wash Trading Detection** - Comparing VROC across exchanges for same asset - Discrepancies suggest artificial volume on certain platforms **10. Pair Trading Optimization** - Use relative VROC between correlated pairs - Enter when VROC divergence is extreme, exit when it normalizes The key to advanced VROC usage is context: combining it with price action, market structure, and other indicators rather than using it in isolation.
Pine Script®指標
由needfulCheetah31773提供
Fury by Tetrad Fury by Tetrad What it is: A rules-based Bollinger+RSI strategy that fades extremes: it looks for price stretching beyond Bollinger Bands while RSI confirms exhaustion, enters countertrend, then exits at predefined profit multipliers or optional stoploss. “Ultra Glow” visuals are purely cosmetic. How it works — logic at a glance Framework: Classic Bollinger Bands (SMA basis; configurable length & multiplier) + RSI (configurable length). Long entries: Price closes below the lower band and RSI < Long RSI threshold (default 28.3) → open LONG (subject to your “Market Direction” setting). Short entries: Price closes above the upper band and RSI > Short RSI threshold (default 88.4) → open SHORT. Profit exits (price targets): Uses simple multipliers of the strategy’s average entry price: Long exit = `entry × Long Exit Multiplier` (default 1.14). Short exit = `entry × Short Exit Multiplier` (default 0.915). Risk controls: Optional pricebased stoploss (disabled by default) via: Long stop = `entry × Long Stop Factor` (default 0.73). Short stop = `entry × Short Stop Factor` (default 1.05). Directional filter: “Market Direction” input lets you constrain entries to Market Neutral, Long Only, or Short Only. Visuals: “Ultra Glow” draws thin layered bands around upper/basis/lower; these do not affect signals. > Note: Inputs exist for a timebased stop tracker in code, but this version exits via targets and (optional) price stop only. Why it’s different / original Explicit extreme + momentum pairing: Entries require simultaneous band breach and RSI exhaustion, aiming to avoid entries on gardenvariety volatility pokes. Deterministic exits: Multiplier-based targets keep results auditable and reproducible across datasets and assets. Minimal, unobtrusive visuals: Thin, layered glow preserves chart readability while communicating regime around the Bollinger structure. Inputs you can tune Bollinger: Length (default 205), Multiplier (default 2.2). RSI: Length (default 23), Long/Short thresholds (28.3 / 88.4). Targets: Long Exit Mult (1.14), Short Exit Mult (0.915). Stops (optional): Enable/disable; Long/Short Stop Factors (0.73 / 1.05). Market Direction: Market Neutral / Long Only / Short Only. Visuals: Ultra Glow on/off, light bar tint, trade labels on/off. How to use it 1. Timeframe & assets: Works on any symbol/timeframe; start with liquid majors and 60m–1D to establish baseline behavior, then adapt. 2. Calibrate thresholds: Narrow/meanreverting markets often tolerate tighter RSI thresholds. Fast/volatile markets may need wider RSI thresholds and stronger stop factors. 3. Pick realistic targets: The default multipliers are illustrative; tune them to reflect typical mean reversion distance for your instrument/timeframe (e.g., ATRinformed profiling). 4. Risk: If enabling stops, size positions so risk per trade ≤ 1–2% of equity (max 5–10% is a commonly cited upper bound). 5. Mode: Use Long Only or Short Only when your discretionary bias or higher timeframe model favors one side; otherwise Market Neutral. Recommended publication properties (for backtests that don’t mislead) When you publish, set your strategy’s Properties to realistic values and keep them consistent with this description: Initial capital: 10,000 (typical retail baseline). Commission: ≥ 0.05% (adjust for your venue). Slippage: ≥ 2–3 ticks (or a conservative pertrade value). Position sizing: Avoid risking > 5–10% equity per trade; fixedfractional sizing ≤ 10% or fixedcash sizing is recommended. Dataset / sample size: Prefer symbols/timeframes yielding 100+ trades over the tested period for statistical relevance. If you deviate, say why. > If you choose different defaults (e.g., capital, commission, slippage, sizing), explain and justify them here, and use the same settings in your publication. Interpreting results & limitations This is a countertrend approach; it can struggle in strong trends where band breaches compound. Parameter sensitivity is real: thresholds and multipliers materially change trade frequency and expectancy. No predictive claims: Past performance is not indicative of future results. The future is unknowable; treat outputs as decision support, not guarantees. Suggested validation workflow Try different assets. (TSLA, AAPL, BTC, SOL, XRP) Run a walkforward across multiple years and market regimes. Test several timeframes and multiple instruments. (30m Suggested) Compare different commission/slippage assumptions. Inspect distribution of returns, max drawdown, win/loss expectancy, and exposure. Confirm behavior during trend vs. range segments. Alerts & automation This release focuses on chart execution and visualization. If you plan to automate, create alerts at your entry/exit conditions and ensure your broker/venue fills reflect your slippage/fees assumptions. Disclaimer This script is provided for educational and research purposes. It is not investment advice. Trading involves risk, including the possible loss of principal. © Tetrad Protocol.
Pine Script®策略
由TetradProtocol提供
1