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Keltner Channel Based Grid Strategy # KC Grid Strategy - Keltner Channel Based Grid Trading System ## Strategy Overview KC Grid Strategy is an innovative grid trading system that combines the power of Keltner Channels with dynamic position sizing to create a mean-reversion trading approach. This strategy automatically adjusts position sizes based on price deviation from the Keltner Channel center line, implementing a systematic grid-based approach that capitalizes on market volatility and price oscillations. ## Core Principles ### Keltner Channel Foundation The strategy builds upon the Keltner Channel indicator, which consists of: - **Center Line**: Moving average (EMA or SMA) of the price - **Upper Band**: Center line + (ATR/TR/Range × Multiplier) - **Lower Band**: Center line - (ATR/TR/Range × Multiplier) ### Grid Trading Logic The strategy implements a sophisticated grid system where: 1. **Position Direction**: Inversely correlated to price position within the channel - When price is above center line → Short positions - When price is below center line → Long positions 2. **Position Size**: Proportional to distance from center line - Greater deviation = Larger position size 3. **Grid Activation**: Positions are adjusted only when the difference exceeds a predefined grid threshold ### Mathematical Foundation The core calculation uses the KC Rate formula: ``` kcRate = (close - ma) / bandWidth targetPosition = kcRate × maxAmount × (-1) ``` This creates a mean-reversion system where positions increase as price moves further from the mean, expecting eventual return to equilibrium. ## Parameter Guide ### Time Range Settings - **Start Date**: Beginning of strategy execution period - **End Date**: End of strategy execution period ### Core Parameters 1. **Number of Grids (NumGrid)**: Default 12 - Controls grid sensitivity and position adjustment frequency - Higher values = More frequent but smaller adjustments - Lower values = Less frequent but larger adjustments 2. **Length**: Default 10 - Period for moving average and volatility calculations - Shorter periods = More responsive to recent price action - Longer periods = Smoother, less noisy signals 3. **Grid Coefficient (kcRateMult)**: Default 1.33 - Multiplier for channel width calculation - Higher values = Wider channels, less frequent trades - Lower values = Narrower channels, more frequent trades 4. **Source**: Default Close - Price source for calculations (Close, Open, High, Low, etc.) - Close price typically provides most reliable signals 5. **Use Exponential MA**: Default True - True = Uses EMA (more responsive to recent prices) - False = Uses SMA (equal weight to all periods) 6. **Bands Style**: Default "Average True Range" - **Average True Range**: Smoothed volatility measure (recommended) - **True Range**: Current bar's volatility only - **Range**: Simple high-low difference ## How to Use ### Setup Instructions 1. **Apply to Chart**: Add the strategy to your desired timeframe and instrument 2. **Configure Parameters**: Adjust settings based on market characteristics: - Volatile markets: Increase Grid Coefficient, reduce Number of Grids - Stable markets: Decrease Grid Coefficient, increase Number of Grids 3. **Set Time Range**: Define your backtesting or live trading period 4. **Monitor Performance**: Watch strategy performance metrics and adjust as needed ### Optimal Market Conditions - **Range-bound markets**: Strategy performs best in sideways trending markets - **High volatility**: Benefits from frequent price oscillations around the mean - **Liquid instruments**: Ensures efficient order execution and minimal slippage ### Position Management The strategy automatically: - Calculates optimal position sizes based on account equity - Adjusts positions incrementally as price moves through grid levels - Maintains risk control through maximum position limits - Executes trades only during specified time periods ## Risk Warnings ### ⚠️ Important Risk Considerations 1. **Trending Market Risk**: - Strategy may underperform or generate losses in strong trending markets - Mean-reversion assumption may fail during sustained directional moves - Consider market regime analysis before deployment 2. **Leverage and Position Size Risk**: - Strategy uses pyramiding (up to 20 positions) - Large positions may accumulate during extended moves - Monitor account equity and margin requirements closely 3. **Volatility Risk**: - Sudden volatility spikes may trigger multiple rapid position adjustments - Consider volatility filters during high-impact news events - Backtest across different volatility regimes 4. **Execution Risk**: - Strategy calculates on every tick (calc_on_every_tick = true) - May generate frequent orders in volatile conditions - Ensure adequate execution infrastructure and consider transaction costs 5. **Parameter Sensitivity**: - Performance highly dependent on parameter optimization - Over-optimization may lead to curve-fitting - Regular parameter review and adjustment may be necessary ## Suitable Scenarios ### Ideal Market Conditions - **Sideways/Range-bound markets**: Primary use case - **Mean-reverting instruments**: Forex pairs, some commodities - **Stable volatility environments**: Consistent ATR patterns - **Liquid markets**: Major currency pairs, popular stocks/indices ## Important Notes ### Strategy Limitations 1. **No Stop Loss**: Strategy relies on mean reversion without traditional stop losses 2. **Capital Requirements**: Requires sufficient capital for grid-based position sizing 3. **Market Regime Dependency**: Performance varies significantly across different market conditions ## Disclaimer This strategy is provided for educational and research purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. Users should thoroughly test the strategy and understand its mechanics before risking real capital. The author assumes no responsibility for trading losses incurred through the use of this strategy. --- # KC网格策略 - 基于肯特纳通道的网格交易系统 ## 策略概述 KC网格策略是一个创新的网格交易系统，它将肯特纳通道的力量与动态仓位调整相结合，创建了一个均值回归交易方法。该策略根据价格偏离肯特纳通道中心线的程度自动调整仓位大小，实施系统化的网格方法，利用市场波动和价格振荡获利。 ## 核心原理 ### 肯特纳通道基础 该策略建立在肯特纳通道指标之上，包含： - **中心线**: 价格的移动平均线（EMA或SMA） - **上轨**: 中心线 + (ATR/TR/Range × 乘数) - **下轨**: 中心线 - (ATR/TR/Range × 乘数) ### 网格交易逻辑 该策略实施复杂的网格系统： 1. **仓位方向**: 与价格在通道中的位置呈反向关系 - 当价格高于中心线时 → 空头仓位 - 当价格低于中心线时 → 多头仓位 2. **仓位大小**: 与距离中心线的距离成正比 - 偏离越大 = 仓位越大 3. **网格激活**: 只有当差异超过预定义的网格阈值时才调整仓位 ### 数学基础 核心计算使用KC比率公式： ``` kcRate = (close - ma) / bandWidth targetPosition = kcRate × maxAmount × (-1) ``` 这创建了一个均值回归系统，当价格偏离均值越远时仓位越大，期望最终回归均衡。 ## 参数说明 ### 时间范围设置 - **开始日期**: 策略执行期间的开始时间 - **结束日期**: 策略执行期间的结束时间 ### 核心参数 1. **网格数量 (NumGrid)**: 默认12 - 控制网格敏感度和仓位调整频率 - 较高值 = 更频繁但较小的调整 - 较低值 = 较少频繁但较大的调整 2. **长度**: 默认10 - 移动平均线和波动率计算的周期 - 较短周期 = 对近期价格行为更敏感 - 较长周期 = 更平滑，噪音更少的信号 3. **网格系数 (kcRateMult)**: 默认1.33 - 通道宽度计算的乘数 - 较高值 = 更宽的通道，较少频繁的交易 - 较低值 = 更窄的通道，更频繁的交易 4. **数据源**: 默认收盘价 - 计算的价格来源（收盘价、开盘价、最高价、最低价等） - 收盘价通常提供最可靠的信号 5. **使用指数移动平均**: 默认True - True = 使用EMA（对近期价格更敏感） - False = 使用SMA（对所有周期等权重） 6. **通道样式**: 默认"平均真实范围" - **平均真实范围**: 平滑的波动率测量（推荐） - **真实范围**: 仅当前K线的波动率 - **范围**: 简单的高低价差 ## 使用方法 ### 设置说明 1. **应用到图表**: 将策略添加到您所需的时间框架和交易品种 2. **配置参数**: 根据市场特征调整设置： - 波动市场：增加网格系数，减少网格数量 - 稳定市场：减少网格系数，增加网格数量 3. **设置时间范围**: 定义您的回测或实盘交易期间 4. **监控表现**: 观察策略表现指标并根据需要调整 ### 最佳市场条件 - **区间震荡市场**: 策略在横盘趋势市场中表现最佳 - **高波动性**: 受益于围绕均值的频繁价格振荡 - **流动性强的品种**: 确保高效的订单执行和最小滑点 ### 仓位管理 策略自动： - 根据账户权益计算最优仓位大小 - 随着价格在网格水平移动逐步调整仓位 - 通过最大仓位限制维持风险控制 - 仅在指定时间段内执行交易 ## 风险警示 ### ⚠️ 重要风险考虑 1. **趋势市场风险**: - 策略在强趋势市场中可能表现不佳或产生损失 - 在持续方向性移动期间均值回归假设可能失效 - 部署前考虑市场制度分析 2. **杠杆和仓位大小风险**: - 策略使用金字塔加仓（最多20个仓位） - 在延长移动期间可能积累大仓位 - 密切监控账户权益和保证金要求 3. **波动性风险**: - 突然的波动性激增可能触发多次快速仓位调整 - 在高影响新闻事件期间考虑波动性过滤器 - 在不同波动性制度下进行回测 4. **执行风险**: - 策略在每个tick上计算（calc_on_every_tick = true） - 在波动条件下可能产生频繁订单 - 确保充足的执行基础设施并考虑交易成本 5. **参数敏感性**: - 表现高度依赖于参数优化 - 过度优化可能导致曲线拟合 - 可能需要定期参数审查和调整 ## 适用场景 ### 理想市场条件 - **横盘/区间震荡市场**: 主要用例 - **均值回归品种**: 外汇对，某些商品 - **稳定波动性环境**: 一致的ATR模式 - **流动性市场**: 主要货币对，热门股票/指数 ## 注意事项 ### 策略限制 1. **无止损**: 策略依赖均值回归而无传统止损 2. **资金要求**: 需要充足资金进行基于网格的仓位调整 3. **市场制度依赖性**: 在不同市场条件下表现差异显著 ## 免责声明 该策略仅供教育和研究目的。过往表现不保证未来结果。交易涉及重大损失风险，并非适合所有投资者。用户应在投入真实资金前彻底测试策略并理解其机制。作者对使用此策略产生的交易损失不承担任何责任。 --- **Strategy Version**: Pine Script v6 **Author**: Signal2Trade **Last Updated**: 2025-8-9 **License**: Open Source (Mozilla Public License 2.0)
Pine Script®策略
由signal2trade提供
BuySell-byALHELWANI🔱 BuySell-byALHELWANI | مؤشر التغيرات الاتجاهية الذكية BuySell-byALHELWANI هو مؤشر احترافي متقدّم يرصد نقاط الانعكاس الحقيقية في حركة السوق، باستخدام خوارزمية تعتمد على تحليل القمم والقيعان الهيكلية للسعر (Structure-Based Detection) وليس على مؤشرات تقليدية. المؤشر مبني على مكتبة signalLib_yashgode9 القوية، مع تخصيص كامل لأسلوب العرض والتنبيهات. ⚙️ ما يقدمه المؤشر: 🔹 إشارات واضحة للشراء والبيع تعتمد على كسر هيكل السوق. 🔹 تخصيص مرن للعمق والانحراف وخطوات التراجع (Backstep) لتحديد الدقة المطلوبة. 🔹 علامات ذكية (Labels) تظهر مباشرة على الشارت عند كل نقطة قرار. 🔹 تنبيهات تلقائية فورية عند كل تغير في الاتجاه (Buy / Sell). 🧠 الآلية المستخدمة: DEPTH_ENGINE: يتحكم في مدى عمق النظر لحركة السعر. DEVIATION_ENGINE: يحدد المسافة المطلوبة لتأكيد نقطة الانعكاس. BACKSTEP_ENGINE: يضمن أن كل إشارة تستند إلى تغير هيكلي حقيقي في الاتجاه. 📌 المميزات: ✅ لا يعيد الرسم (No Repaint) ✅ يعمل على كل الأطر الزمنية وكل الأسواق (فوركس، مؤشرات، كريبتو، أسهم) ✅ تصميم بصري مرن (ألوان، حجم، شفافية) ✅ يدعم الاستخدام في السكالبينغ والسوينغ ملاحظة: المؤشر لا يعطي إشارات عشوائية، بل يستند إلى منطق السعر الحقيقي عبر تتبع التغيرات الحركية للسوق. يُفضّل استخدامه مع خطة تداول واضحة وإدارة رأس مال صارمة. 🔱 BuySell-byALHELWANI | Smart Reversal Detection Indicator BuySell-byALHELWANI is a high-precision, structure-based reversal indicator designed to identify true directional shifts in the market. Unlike traditional indicators, it doesn't rely on lagging oscillators but uses real-time swing analysis to detect institutional-level pivot points. Powered by the robust signalLib_yashgode9, this tool is optimized for traders who seek clarity, timing, and strategic control. ⚙️ Core Engine Features: 🔹 Accurate Buy/Sell signals generated from structural highs and lows. 🔹 Adjustable sensitivity using: DEPTH_ENGINE: Defines how deep the algorithm looks into past swings. DEVIATION_ENGINE: Sets the deviation required to confirm a structural change. BACKSTEP_ENGINE: Controls how many bars are validated before confirming a pivot. 🧠 What It Does: 🚩 Detects market structure shifts and confirms them visually. 🏷️ Plots clear Buy-point / Sell-point labels directly on the chart. 🔔 Sends real-time alerts when a directional change is confirmed. 🎯 No repainting – what you see is reliable and final. ✅ Key Benefits: Works on all timeframes and all asset classes (FX, crypto, indices, stocks). Fully customizable: colors, label size, transparency. Ideal for scalping, swing trading, and strategy automation. High visual clarity with minimal noise. 🔐 Note: This script is designed for serious traders. It highlights real market intent, especially when used with trendlines, zones, and volume analysis. Pair it with disciplined risk management for best results.
Pine Script®指標
由mohamad-alhelwani提供
4
_mr_beach Sunday Entwicklung Version 1_mr_beach Sunday Development Version 1 Short Description (for TradingView publication): This indicator combines EMA crossovers, VWAP with standard deviation bands, gap detection, pivot-based support & resistance, and VWAP distance labels in a single overlay. Perfect for discretionary traders aiming to efficiently identify gap fills, trend reversals, and key price levels. All components can be toggled on/off via the settings menu. Full Indicator Description: 🧠 Purpose of the Indicator: This all-in-one tool merges several analytical features to visualize trend direction, market structure, key price levels (e.g., gaps, VWAP distance, pivot support), and entry signals at a glance. 🔧 Integrated Features: EMA20 / EMA50: Trend detection via moving averages. Crossover signals indicate potential entries. VWAP + Band: Volume-weighted average price with visual deviation bands. GAP-Up / GAP-Down: Price gaps are highlighted in color (brown/yellow), optionally showing only open ones. VWAP Distance Label: Displays the current price’s percentage deviation from the VWAP as a chart label. Buy/Sell Signals: Triggered by EMA20 and EMA50 crossovers. HH/LL SL-Marker: Identifies local highs/lows using pivots. Support & Resistance: Automatically calculated pivot zones. Customizable Visibility: All features can be toggled in the settings menu. Dummy Plot: plot(na) ensures error-free compilation. ⚙️ Settings Menu Options: Show VWAP: Displays VWAP and deviation bands. Show EMA20 / EMA50: Shows the moving averages. Show Gaps: Enables gap detection. Show Only Open Gaps: Hides already filled gaps. Show VWAP Distance: Activates VWAP deviation label. Support & Resistance: Displays pivot-based zones as support/resistance. 🔔 Alerts: ‘Mads Morningstar Signal’: Buy/Sell alerts based on EMA crossover. 📈 Use Cases: Trend-following setups using EMA crossover Gap-fill trading strategies VWAP reversion trades SL/TP based on HH/LL or pivot levels Visual chart preparation for scalping, intraday, or swing trading 🛠 Suggested Extensions: Gap table showing open levels Take-Profit/Stop-Loss strategy Alerts for new gap formation Strategy tester module with gap-based entries
Pine Script®指標
由ReneHerkert提供
Kalman Supertrend (High vs Low) Bands by Skyito V2Inspired by BackQuant's Kalman Hull Supertrend, this upgraded version replaces the typical Kalman-close method with Kalman-filtered High and Low sources. This approach provides clearer trend visualization and helps confirm potential breakouts or reversals using clean, directional candle signals. The core logic revolves around BB (Band Buy) and SS (Band Sell) signals: BB appears only when a candle fully breaks above both Kalman High and Low bands. SS appears when a candle fully breaks below both bands. These clean triggers help avoid false signals and are excellent for capturing high-probability trend shifts. ✅ The Supertrend line is also included and can be toggled on or off — useful for those who prefer early trend detection or confirmation. 🆕 Why the SMA Band was Included To complement the Kalman band system, a Moving Average Band (default: SMA 200) is added: It helps detect the long-term trend direction. Candles are colored green when above the SMA band and red when below. This visual cue strengthens trend confidence and adds an extra layer for filtering trades. The MA band and coloring can be turned on or off based on preference. This tool is built for traders who want a clean trend-following and breakout confirmation system. It can be used as a standalone strategy or paired with price action, volume, or support/resistance tools.
Pine Script®指標
由Skyito提供
Swing Anchored Vwap [BigBeluga]🔵 OVERVIEW Swing Anchored Vwap tracks the market’s directional behavior by anchoring VWAPs (Volume Weighted Average Price) to dynamically detected swing highs and lows. It visually distinguishes the active swing VWAP from historical ones—offering traders a clean view of trend-aligned value zones with clearly marked inflection points. 🔵 CONCEPTS Swing Anchored VWAPs: VWAPs are initiated from recent swing highs during downtrends and swing lows during uptrends. Trend Detection: The indicator identifies trend shifts based on the breaking of recent highest or lowest price value. Trend-Based Coloring:  • Green VWAPs: are drawn from swing lows in uptrends.  • Blue VWAPs: are drawn from swing highs in downtrends. Sensitivity Control: The Length input defines how far back the script looks to determine swing points—shorter lengths make it more reactive. 🔵 FEATURES Real-time VWAP projection from the current swing point, updated live. Historical VWAP traces with slightly faded color to emphasize the current active one. Swing markers automatically placed on highs/lows where VWAPs are anchored. Label with price value at the end of each active VWAP line for clarity. Adaptive color scheme that visually separates uptrend/downtrend zones. 🔵 HOW TO USE Use active VWAP as a dynamic support/resistance guide during ongoing trends. Observe breaks or rejections around these VWAPs for trend continuation or reversal clues . Compare current price position relative to swing VWAPs to assess trend maturity and extension . Combine with volume analysis or structure to increase conviction at swing points. 🔵 CONCLUSION Swing Anchored Vwap merges the logic of anchored VWAPs and swing structure into a responsive visual tool. It helps traders stay aligned with the current trend while offering historical context via previous value anchors—ideal for intraday to swing-level analysis.
Pine Script®指標
由BigBeluga提供
45
Turtle Trading System IndicatorKey Features & Components Donchian Channels The core of the indicator is the Donchian Channel, represented by the upper and lower blue bands. Upper Channel: The highest price over a user-defined period. Lower Channel: The lowest price over the same period. Middle Line: The midpoint between the upper and lower channels. These channels are used to identify potential breakouts, which form the basis for trade entries. Trading Signals The script automatically generates clear, non-repainting signals for potential trades: Long Entry (Green ▲): A green upward-facing triangle appears below the candle when the closing price breaks above the upper Donchian channel, signaling the start of a potential uptrend. Short Entry (Red ▼): A red downward-facing triangle appears above the candle when the closing price breaks below the lower Donchian channel, signaling the start of a potential downtrend. Long Exit (Green X): A green cross appears above the candle when the price crosses below the middle line, suggesting the uptrend is weakening. Short Exit (Orange X): An orange cross appears below the candle when the price crosses above the middle line, suggesting the downtrend is losing momentum. Integrated Risk Management A crucial element of the Turtle strategy is disciplined risk management, which is built into this indicator. Volatility-Based Position Sizing You can enable position sizing that adapts to market volatility using the Average True Range (ATR). When an entry signal occurs, a label appears showing a calculated position size unit. The formula aims to normalize risk, meaning you would trade smaller sizes in volatile markets and larger sizes in calmer markets. The formula used is: Volatility Unit= 100 Risk % ​ × 4×ATR Close Price ​ Dynamic Stop Loss Upon a long or short entry, a stop-loss level is plotted on the chart as red circles. This level is calculated based on the ATR, automatically adjusting to the market's current volatility to provide a data-driven exit point for managing losses. It is calculated as: Long Stop: Close Price - 1.8 * ATR Short Stop: Close Price + 1.8 * ATR On-Chart Information Panel A convenient table is displayed in the bottom-right corner of the chart, showing the current ATR value and the calculated Position Size unit for quick and easy reference. Customizable Settings You can tailor the indicator to your specific strategy and risk tolerance: Donchian Channel Period: Sets the lookback period for the channels. The default is 20. Shorter periods will be more sensitive and generate more signals. ATR Period: Sets the lookback period for the Average True Range calculation, affecting both position size and stop-loss levels. The default is 14. Risk Percentage: The percentage of equity you wish to risk per trade. This directly influences the position size calculation. Use Volatility Position Sizing: A simple checkbox to turn the ATR-based position sizing on or off.
Pine Script®指標
由edg777提供
Kalman Supertrend (High vs Low) Bands Inspired by BackQuant, this script modifies the original Kalman Hull Supertrend by replacing the close price with High and Low sources. This creates clearer trend definition and better trend tracking. This is one of the best trend indicators that can be used for trend trading or to capture reversals with high clarity. Key Features: Kalman High/Low Bands — Smooths market noise while separating bullish and bearish zones. BB & SS Alerts — Triggered only when the entire candle closes outside both bands, helping filter out false breakouts. Supertrend (optional) — Can be toggled on/off to monitor potential short-term or early trend shifts. Customizable Display — Show/hide bands, fills, and live candle coloring for chart clarity. Reversal Insight: For 4H and Daily charts, reversal signals appear to be quite accurate when the price retests the trend bands before continuing the move. How to Use: BB appears when a candle fully closes above both High/Low Kalman bands — possible bullish breakout. SS appears when a candle fully closes below both bands — possible bearish breakdown. Supertrend toggle can confirm shorter-term moves or early reversals. Credit to the original script BackQuant
Pine Script®指標
由Skyito提供
1
Multi-Length Quad Bollinger BandsHere is a Pine Script code for TradingView that plots four separate Bollinger Bands on your chart. The lengths are preset to 14, 50, 100, and 200, but every aspect—including lengths, standard deviations, colors, and the source price—is fully customizable through the script's settings menu. The 14 and 50-period bands are enabled by default, while the 100 and 200-period bands are disabled to keep the chart clean initially. You can easily toggle any of them on or off.
Pine Script®指標
由imnadim提供
BBMA OA - AI GPT-5This indicator is an AI-assisted implementation of the BBMA OA (Bollinger Bands + Moving Average) trading strategy, originally introduced by Malaysian trader Oma Ally. The code was generated and optimized using the GPT-5 AI model to ensure clean Pine Script v6 structure and compatibility. The system combines Bollinger Bands (20, 2) with EMA50, EMA200, and MA5/10 High-Low to identify the four main BBMA OA patterns: Extreme Market Hilang Volume (MHV) Candle Arah Kukuh (CSAK) Re-entry (RRE, REE, REM) Features: Multi Time Frame confirmation for higher accuracy Automatic signal detection with visual markers Trend ribbon and candle coloring Optimized Pine Script v6, free from errors/warnings ⚠ This is an adaptation of Oma Ally’s concept for educational purposes, not an official version. Past performance does not guarantee future results.
Pine Script®指標
由aribanang提供
1
Custom Ichimoku Cloud with Signals📊 OVERVIEW This indicator generates trading signals based on Ichimoku Cloud breakouts and breakdowns. It identifies when price decisively moves through the cloud boundaries, filtering out false signals from consolidation periods. 📈 KEY FEATURES - Transition-based signals only when price breaks through cloud - Candle body must completely clear cloud (no touching) - Alternating signal system prevents consecutive duplicate signals - Built-in alerts for automated notifications - Standard Ichimoku components included ⚙️ HOW IT WORKS BUY SIGNAL: Triggered when candle body moves completely above cloud after being inside/below SELL SIGNAL: Triggered when candle body moves completely below cloud after being inside/above 🎯 USE CASES - Trend continuation trading - Breakout trading strategies - Cloud support/resistance analysis - Multi-timeframe analysis 📝 PARAMETERS - Adjustable Ichimoku periods (Conversion, Base, Lagging Span B) - Customizable lookback period for transition detection - Visual signal markers with alerts ⚠️ DISCLAIMER This indicator is for educational purposes. Past performance doesn't guarantee future results. Always use proper risk management and combine with other analysis methods. ⚠️ DISCLAIMER & RISK WARNING This indicator is provided for informational and educational purposes only and should not be considered as financial advice. TRADING RISKS: - Trading involves substantial risk of loss and is not suitable for all investors - Past performance is not indicative of future results - You can lose more than your initial investment - Never trade with money you cannot afford to lose NO GUARANTEES: - This indicator does not guarantee profits or predict market movements with certainty - Signals are based on mathematical calculations and may produce false signals - Market conditions can change, making any strategy ineffective - Success depends on multiple factors beyond this indicator USER RESPONSIBILITY: - You are solely responsible for your trading decisions - Always conduct your own research and analysis - Consider consulting with a qualified financial advisor - Use proper risk management and position sizing - Test thoroughly on demo accounts before live trading TECHNICAL LIMITATIONS: - Indicator may be subject to repainting in real-time conditions - Historical results do not represent actual trading - Signals are for analysis only, not automatic trade execution - Performance varies across different timeframes and instruments By using this indicator, you acknowledge that you understand these risks and accept full responsibility for your trading outcomes. The author assumes no liability for any losses incurred. NOT FINANCIAL ADVICE - FOR EDUCATIONAL PURPOSES ONLY
Pine Script®指標
由viprasol提供
COG-10 + Deviation BandsClassic Center of Gravity, COG «Center of Gravity» COG is a weighted moving average, in which new bars have more weight, and old ones have less. Formula (Pine equivalent): COG = – Σ (price × (i+1)) / Σ price • i = 0 – the most recent bar • i = length-1 – the oldest bar The minus sign simply flips the curve so that the extremes coincide with the price reversals. Bars: | 9 | 8| 7 | 6| 5| 4| 3 | 2 | 1 | 0 | Weight: |1 | 2 | 3 | 4| 5| 6| 7| 8 | 9| 10| Where COG is used Reversal zones – when the price moves far from the COG, it is considered «overbought/oversold»; return to COG – potential reversal. Dynamic support/resistance – in a sideways trend, the price often bounces off the COG. Trend filter – if COG grows → uptrend, falls → downtrend. Strategy pairs • COG + deviation bands (analogous to Bollinger) is given in lines • COG + RSI – confirmation of divergences • COG + volume (weighted by volume) is given in yellow lines Перевод для русской аудитории Classic Center of Gravity, COG «Центр тяжести» COG – это взвешенное скользящее среднее, в котором новые бары имеют больший вес, а старые – меньший. Формула (Pine-эквивалент): COG = – Σ (price × (i+1)) / Σ price • i = 0 – самый свежий бар • i = length-1 – самый старый бар Знак «минус» просто переворачивает кривую, чтобы экстремумы совпадали с разворотами цены. Бары: | 9 | 8| 7 | 6| 5| 4| 3 | 2 | 1 | 0 | Вес: |1 | 2 | 3 | 4| 5| 6| 7| 8 | 9| 10| Где применяют COG Разворотные зоны – когда цена отходит далеко от COG, считается «перекупленностью/перепроданностью»; возврат к COG – потенциальный разворот. Динамическая опора/сопротивление – в боковике цена часто отталкивается от COG. Фильтр тренда – если COG растёт → восходящий тренд, падает → нисходящий. Пары стратегий • COG + полосы отклонения (аналог Bollinger) приводится в линиях • COG + RSI – подтверждение дивергенций • COG + объём (взвешивать по volume) приводится в желтых линиях
Pine Script®指標
由roadking1984提供
Standard Deviation BandsStandard Deviation Bands คำอธิบายอินดิเคเตอร์: อินดิเคเตอร์ SD Bands (Standard Deviation Bands) เป็นเครื่องมือวิเคราะห์ทางเทคนิคที่ออกแบบมาเพื่อวัดความผันผวนของราคาและระบุโอกาสในการเทรดที่อาจเกิดขึ้น อินดิเคเตอร์นี้จะแสดงผลเป็นเส้นขอบ 2 เส้นบนกราฟราคาโดยตรง โดยอ้างอิงจากค่าเฉลี่ยเคลื่อนที่ (Moving Average) และค่าส่วนเบี่ยงเบนมาตรฐาน (Standard Deviation) * เส้นบน (Upper Band): แสดงระดับที่ราคาเคลื่อนไหวสูงกว่าค่าเฉลี่ย * เส้นล่าง (Lower Band): แสดงระดับที่ราคาเคลื่อนไหวต่ำกว่าค่าเฉลี่ย ความกว้างของช่องระหว่างเส้นทั้งสองบ่งบอกถึงระดับความผันผวนของตลาดในปัจจุบัน วิธีการใช้งานอย่างละเอียด: คุณสามารถนำอินดิเคเตอร์ SD Bands ไปประยุกต์ใช้ได้หลายวิธีเพื่อประกอบการตัดสินใจ ดังนี้: 1. การใช้เป็นแนวรับ-แนวต้านแบบไดนามิก (Dynamic Support & Resistance) * แนวรับ: เมื่อราคาวิ่งลงมาแตะหรือเข้าใกล้เส้นล่าง (เส้นสีน้ำเงิน) เส้นนี้อาจทำหน้าที่เป็นแนวรับชั่วคราวและมีโอกาสที่ราคาจะเด้งกลับขึ้นไปหาเส้นกลาง * แนวต้าน: เมื่อราคาวิ่งขึ้นไปแตะหรือเข้าใกล้เส้นบน (เส้นสีแดง) เส้นนี้อาจทำหน้าที่เป็นแนวต้านชั่วคราวและมีโอกาสที่ราคาจะย่อตัวลงมา 2. การวัดความผันผวนและสัญญาณ Breakout * ช่วงตลาดสงบ (Low Volatility): เมื่อเส้น SD ทั้งสองเส้นบีบตัวเข้าหากันเป็นช่องที่แคบมาก (คล้ายกับ Bollinger Squeeze) แสดงว่าตลาดมีความผันผวนต่ำมาก ซึ่งมักจะเป็นสัญญาณว่ากำลังจะเกิดการเคลื่อนไหวครั้งใหญ่ (Breakout) * ช่วงตลาดเป็นเทรนด์ (High Volatility): เมื่อเส้น SD ขยายตัวกว้างออกอย่างรวดเร็ว พร้อมกับที่ราคาวิ่งอยู่นอกขอบ แสดงว่าตลาดเข้าสู่ช่วงเทรนด์ที่แข็งแกร่งและมีโมเมนตัมสูง 3. สัญญาณการกลับตัว (Reversal Signals) * เมื่อราคาปิดแท่งเทียน นอกเส้น SD Bands อย่างชัดเจน (โดยเฉพาะหลังจากที่เทรนด์นั้นดำเนินมานาน) อาจเป็นสัญญาณว่าแรงซื้อ/แรงขายเริ่มอ่อนกำลังลง และมีโอกาสที่จะเกิดการกลับตัวของราคาในไม่ช้า การตั้งค่าอินพุต (Input Parameters): * ระยะเวลา (Length): กำหนดจำนวนแท่งเทียนที่ใช้ในการคำนวณค่าเฉลี่ยและ SD * 20: สำหรับการวิเคราะห์ระยะสั้นถึงกลาง * 50 หรือ 100: สำหรับการวิเคราะห์ระยะยาว * ตัวคูณ (Multiplier): กำหนดระยะห่างของเส้น SD จากค่าเฉลี่ย * 1.0 - 2.0: เส้นจะอยู่ใกล้ราคามากขึ้น ทำให้เกิดสัญญาณบ่อยขึ้น * 2.0 - 3.0: เส้นจะอยู่ห่างจากราคามากขึ้น ทำให้เกิดสัญญาณที่น่าเชื่อถือมากขึ้น แต่จะเกิดไม่บ่อย ข้อควรระวังและคำเตือน: * อินดิเคเตอร์นี้เป็นเพียง เครื่องมือวิเคราะห์ เพื่อช่วยในการตัดสินใจ ไม่ใช่สัญญาณการซื้อขายที่ถูกต้อง 100% * ควรใช้ร่วมกับเครื่องมืออื่นๆ เช่น RSI, MACD, หรือ Volume เพื่อยืนยันสัญญาณ * การเทรดมีความเสี่ยงสูง ควรบริหารจัดการความเสี่ยงและตั้งจุด Stop Loss ทุกครั้ง คุณสามารถใช้โครงสร้างนี้ในการเขียนโพสต์บน TradingView ได้เลยนะครับ ขอให้ประสบความสำเร็จกับการโพสต์อินดิเคเตอร์ของคุณครับ! English Standard Deviation Bands Indicator Description: The SD Bands (Standard Deviation Bands) indicator is a powerful technical analysis tool designed to measure price volatility and identify potential trading opportunities. The indicator displays two dynamic bands directly on the price chart, based on a moving average and a customizable standard deviation multiplier. * Upper Band: Indicates price levels above the moving average. * Lower Band: Indicates price levels below the moving average. The width of the channel between these two bands provides a clear picture of current market volatility. Detailed User Guide: You can use SD Bands in several ways to enhance your trading decisions: 1. Dynamic Support and Resistance: These bands can act as dynamic support and resistance levels. * Support: When the price moves down and touches or approaches the lower band, it can act as support, offering the possibility of a rebound to the average. * Resistance: When the price moves up and touches or approaches the upper band, it can act as resistance, offering the possibility of a rebound. 2. Volatility Measurement and Breakout Signals: * Low Volatility (Squeeze): When the two bands converge and form a narrow channel. Indicates very low market volatility. This condition often occurs before significant price movements or breakouts. * High Volatility (Expansion): When the bands expand and widen rapidly, it indicates that the market is entering a period of strong trending momentum with high momentum. 3. Reversal Signals: * When the price closes significantly outside the SD Bands (especially after a long-term trend), it may signal that the current momentum has expired and a reversal may be imminent. Input Parameters: The indicator's parameters are fully customizable to suit your trading style: * Length: Defines the number of bars used to calculate the moving average and standard deviation. * 20: Suitable for short- to medium-term analysis. * 50 or 100: Suitable for long-term trend analysis. * Multiplier: Adjusts the sensitivity of the signal bars. * 1.0 - 2.0: Creates narrower signal bars, leading to more frequent signals. * 2.0 - 3.0: Creates wider signal bars, providing fewer but potentially more significant signals. Important Warning: * This indicator is an analytical tool only. It does not provide guaranteed buy or sell signals. * Always use it in conjunction with other indicators (such as RSI, MACD, and Volume) for confirmation. * Trading involves high risk. Proper risk management, including the use of stop-loss orders, is recommended. You can use this structure for your posts on TradingView. Good luck with your indicators!
Pine Script®指標
由Mr-7TRILL提供
Universal Valuation[public code]Universal valuation indicator for all assets. Consists of 12 different indicators which are z-scored and averaged out. > Volatility bands via Keltner Channels with a NWMA > Confluence when price > vol.bands and valuation is high/low. The confluence is marked with red arrows when above the upper third band(green when below the lower on the downside), and 50% transparency when between 2/3 band(green when below the lower 2/3 bands on the downside.) > Can be used separately of course. > Can be used as valuation of indicators, when possible. (eg. Global Liquidity index valuation) Code is a mess a bit, but parts can be extracted and a new strategy/indicator can be made. *Big probs to the creator of this indicator . Inspired by him. I want to make it possible for people to extrapolate and create their own indicators/strategies. And of course, so I can do the same.
Pine Script®指標
由boyanoff_B13提供
1
Bitcoin Logarithmic Growth Curve 2025 Z-Score"The Bitcoin logarithmic growth curve is a concept used to analyze Bitcoin's price movements over time. The idea is based on the observation that Bitcoin's price tends to grow exponentially, particularly during bull markets. It attempts to give a long-term perspective on the Bitcoin price movements. The curve includes an upper and lower band. These bands often represent zones where Bitcoin's price is overextended (upper band) or undervalued (lower band) relative to its historical growth trajectory. When the price touches or exceeds the upper band, it may indicate a speculative bubble, while prices near the lower band may suggest a buying opportunity. Unlike most Bitcoin growth curve indicators, this one includes a logarithmic growth curve optimized using the latest 2024 price data, making it, in our view, superior to previous models. Additionally, it features statistical confidence intervals derived from linear regression, compatible across all timeframes, and extrapolates the data far into the future. Finally, this model allows users the flexibility to manually adjust the function parameters to suit their preferences. The Bitcoin logarithmic growth curve has the following function: y = 10^(a * log10(x) - b) In the context of this formula, the y value represents the Bitcoin price, while the x value corresponds to the time, specifically indicated by the weekly bar number on the chart. How is it made (You can skip this section if you’re not a fan of math): To optimize the fit of this function and determine the optimal values of a and b, the previous weekly cycle peak values were analyzed. The corresponding x and y values were recorded as follows: 113, 18.55 240, 1004.42 451, 19128.27 655, 65502.47 The same process was applied to the bear market low values: 103, 2.48 267, 211.03 471, 3192.87 676, 16255.15 Next, these values were converted to their linear form by applying the base-10 logarithm. This transformation allows the function to be expressed in a linear state: y = a * x − b. This step is essential for enabling linear regression on these values. For the cycle peak (x,y) values: 2.053, 1.268 2.380, 3.002 2.654, 4.282 2.816, 4.816 And for the bear market low (x,y) values: 2.013, 0.394 2.427, 2.324 2.673, 3.504 2.830, 4.211 Next, linear regression was performed on both these datasets. (Numerous tools are available online for linear regression calculations, making manual computations unnecessary). Linear regression is a method used to find a straight line that best represents the relationship between two variables. It looks at how changes in one variable affect another and tries to predict values based on that relationship. The goal is to minimize the differences between the actual data points and the points predicted by the line. Essentially, it aims to optimize for the highest R-Square value. Below are the results: snapshot snapshot It is important to note that both the slope (a-value) and the y-intercept (b-value) have associated standard errors. These standard errors can be used to calculate confidence intervals by multiplying them by the t-values (two degrees of freedom) from the linear regression. These t-values can be found in a t-distribution table. For the top cycle confidence intervals, we used t10% (0.133), t25% (0.323), and t33% (0.414). For the bottom cycle confidence intervals, the t-values used were t10% (0.133), t25% (0.323), t33% (0.414), t50% (0.765), and t67% (1.063). The final bull cycle function is: y = 10^(4.058 ± 0.133 * log10(x) – 6.44 ± 0.324) The final bear cycle function is: y = 10^(4.684 ± 0.025 * log10(x) – -9.034 ± 0.063) The main Criticisms of growth curve models: The Bitcoin logarithmic growth curve model faces several general criticisms that we’d like to highlight briefly. The most significant, in our view, is its heavy reliance on past price data, which may not accurately forecast future trends. For instance, previous growth curve models from 2020 on TradingView were overly optimistic in predicting the last cycle’s peak. This is why we aimed to present our process for deriving the final functions in a transparent, step-by-step scientific manner, including statistical confidence intervals. It's important to note that the bull cycle function is less reliable than the bear cycle function, as the top band is significantly wider than the bottom band. Even so, we still believe that the Bitcoin logarithmic growth curve presented in this script is overly optimistic since it goes parly against the concept of diminishing returns which we discussed in this post: This is why we also propose alternative parameter settings that align more closely with the theory of diminishing returns." Now with Z-Score calculation for easy and constant valuation classification of Bitcoin according to this metric. Created for TRW
Pine Script®指標
由Commandoum提供
Vegas Tunnel StrategyVegas Tunnel Strategy is a trend-following breakout system based on exponential moving averages (EMAs). It uses a "tunnel" formed by the 144 EMA and 169 EMA to identify the market's long-term trend direction. Entry signals are generated when a shorter-term EMA (12 EMA) breaks above or below this tunnel, confirming momentum alignment. Long Setup: Price and EMA12 are above the tunnel (EMA144 < EMA169); entry on pullback near the tunnel. Short Setup: Price and EMA12 are below the tunnel (EMA144 > EMA169); entry on rebound near the tunnel. Exit Rules: Fixed stop loss below/above the tunnel or based on ATR; take profit at 1.5–2× the risk. This strategy works best on 4H or daily charts and is suitable for trending assets like FX pairs, gold, oil, or indices.
Pine Script®策略
由xandrea710提供
[Stratégia] VWAP Mean Magnet v9 (Simple Alert)This strategy is specifically designed for a ranging (sideways-moving) Bitcoin market. A trade is only opened and signaled on the chart if all three of the following conditions are met simultaneously at the close of a candle: Zone Entry The price must cross into the signal zone: the red band for a Short (sell) position, or the green band for a Long (buy) position. RSI Confirmation The RSI indicator must also confirm the signal. For a Short, it must go above 65 (overbought condition). For a Long, it must fall below 25 (oversold condition). Volume Filter The volume on the entry candle cannot be excessively high. This safety filter is designed to prevent trades during risky, high-momentum breakouts.
Pine Script®策略
由GaborNemeth提供