CongTrader Strategy V1📈 CongTrader Strategy V1 — Official Overview
CongTrader Strategy V1 is a precision-built algorithm designed for intraday and swing traders who want a structured, rules-driven approach to capturing directional momentum while avoiding low-quality market conditions.
This strategy combines volatility-based logic, trend confirmation filters, and a market-conditioning engine to produce high-probability long and short signals with strictly candle-close confirmed entries (no intrabar repainting).
🔍 Core Philosophy
Modern markets move in bursts of volatility that are often preceded by subtle shifts in momentum and structure.
CongTrader V1 is engineered to:
identify emerging directional pressure early
filter out noise, consolidation, and choppy environments
only execute when multiple conditions align
maintain consistent, disciplined trade management
The result is a strategy that aims to trade quality over quantity, focusing on clear, structured setups rather than impulsive, intrabar signals.
🧠 Key Components (High-Level Explanation)
1️⃣ Directional Signal Engine (Trigger System)
The strategy uses a custom momentum-oscillation model to detect potential turning points and trend continuations.
This engine smooths price action, measures pressure extremes, and generates trigger crossovers that signal potential long or short opportunities.
(The exact formula and coefficients are proprietary and not displayed.)
2️⃣ ATR-Based Risk Management
Each trade is automatically paired with:
a volatility-adaptive stop loss, and
a volatility-adaptive profit target
This allows the strategy to adjust position management dynamically based on current market movement rather than fixed pip or dollar distances.
3️⃣ Trend Confirmation Filter (EMA)
A long-term EMA trend filter prevents counter-trend entries by ensuring:
Long positions trade only above trend
Short positions trade only below trend
This keeps signals aligned with higher-timeframe momentum.
4️⃣ VWAP Institutional Bias Filter
VWAP is used as a dynamic market fair-value reference.
The strategy only trades when price action shows favorable positioning relative to VWAP—helping avoid false moves and mean-reversion traps.
5️⃣ Range & Volatility Filter
A volatility/range filter avoids entering during tight consolidations.
If the market is not moving or lacks range expansion, the strategy waits patiently.
This significantly reduces chop and whipsaw trades.
6️⃣ RTH (Regular Trading Hours) Protection
Optionally limits trades to regular exchange hours for traders who avoid low-liquidity overnight sessions.
⏳ Candle-Close Entry Confirmation (No Repainting)
All entries are strictly confirmed after the bar closes, which means:
No intrabar fakeouts
No signal disappearance
No repainting
Cleaner, more realistic backtesting
This ensures the strategy behaves the same in backtests and in live charts.
🎯 Trade Logic Summary
A trade is only taken when:
✔ A directional trigger signal occurs
✔ Price meets VWAP bias conditions
✔ Price aligns with the long-term trend
✔ Sufficient volatility/range is present
✔ (Optional) Within regular trading hours
✔ The candle has fully confirmed
Every trade is managed automatically with ATR-based stop loss and take profit placement.
📊 Who This Strategy Is For
CongTrader V1 works well for:
Intraday traders (1–15m)
Swing traders (30m–4h)
Momentum and trend-followers
Algorithmic traders looking for disciplined, rules-based entries
Traders who want cleaner signals and less noise
Anyone who wants to avoid low-quality, choppy markets
🔔 Alerts Included
Built-in alerts notify you instantly when conditions for long or short entries are met, making it suitable for:
Manual execution
Automated trading systems
Signal services
🧩 Important Note
This strategy is designed for educational purposes and is not financial advice. Performance may vary depending on market conditions, broker feed, and instrument volatility. Always backtest thoroughly and use risk management.
週期
GOLDM Dow Theory – 1H Trend + 5m Pullback1. Strategy Overview
Instrument: MCX GOLDM
Chart timeframe: 5 minutes
Side: Long-only
Position size: Fixed 3 lots
Core idea:
Trade only in 1H uptrend, enter after a 5m pullback and breakout, with basic volume/volatility filters and ATR-based SL/TP.
2. High-Level Logic Flow (Per Bar)
On every 5-minute bar, the script does this:
Update session/time, volume, and ATR filters
Read 1H trend from higher timeframe
Update 5m pullback state (whether a valid dip happened)
Check if there is a valid breakout back in the direction of the 1H trend
If all filters + conditions align → enter Long (3 lots)
While in a trade:
Manage SL/TP using ATR
Close trade if 1H trend flips down or price closes below 5m EMA
Everything else (plots, alerts) is just for visibility and convenience.
3. Inputs & Configuration
Main inputs:
pullbackLookback – how many 5m bars to look back to detect a pullback
breakoutLookback – how many bars to consider for recent swing high
emaLenTrendFast / emaLenTrendSlow – 1H EMAs (50/200) for trend
emaLenPullback – 5m EMA used for pullback logic (default 20)
tradeSession – default "0900-2315" (you can change)
volLookback, volMult – volume filter
atrLen, atrSmaLen – ATR filter
slATRmult (1.4), tpATRmult (3.0) – ATR multiples → ~1.4 : 3 RR
4. Session / Time Filter
tradeSession = "0900-2315"
inSession = not useSessionFilter or not na(time(timeframe.period, tradeSession))
Only allows entries when the current bar’s time is inside 09:00–23:15.
If useSessionFilter is false, this filter is ignored.
No trade opens outside this window, but existing trades can still exit.
5. Volume & Volatility Filters
Volume Filter
avgVol = ta.sma(volume, volLookback)
highVolume = not useVolumeFilter or (volume > avgVol * volMult)
If enabled, current bar’s volume must be greater than average volume × multiplier.
Purpose: avoid thin, illiquid periods.
ATR Filter
atr5 = ta.atr(atrLen)
atrSma = ta.sma(atr5, atrSmaLen)
goodATR = not useATRFilter or (atr5 > atrSma)
If enabled, current ATR must be above its own moving average.
Purpose: avoid flat / extremely low-volatility periods.
Only if both highVolume and goodATR are true, the system considers entering.
6. Higher Timeframe Trend (1H)
emaFast1h = request.security(syminfo.tickerid, "60", ta.ema(close, emaLenTrendFast), ...)
emaSlow1h = request.security(syminfo.tickerid, "60", ta.ema(close, emaLenTrendSlow), ...)
trendUp = emaFast1h > emaSlow1h
trendDown = emaFast1h < emaSlow1h
On the 1-hour timeframe:
If EMA Fast (50) > EMA Slow (200) → trendUp = true
If EMA Fast (50) < EMA Slow (200) → trendDown = true
This is the core trend filter:
We only look for longs when trendUp is true.
7. 5-Minute Structure Logic (Dow-style)
7.1 Pullback Detection
emaPull = ta.ema(close, emaLenPullback)
pulledBackLong = ta.lowest(close, pullbackLookback) < emaPull
A pullback is defined as:
In the last pullbackLookback bars, price closed below the 5m EMA (emaPull) at least once.
This indicates a dip against the 1H uptrend.
A state flag tracks this:
var bool hadLongPullback = false
hadLongPullback := trendUp and pulledBackLong ? true : (not trendUp ? false : hadLongPullback)
When:
trendUp AND pulledBackLong → hadLongPullback = true.
If the trend stops being up (trendUp = false), flag resets to false.
So the system remembers:
“There has been a proper dip while the 1H uptrend is active.”
7.2 Breakout Confirmation
recentHigh = ta.highest(high, pullbackLookback)
breakoutUp = close > recentHigh
After a pullback, we wait for price to close above the highest high of recent bars (excluding the current one).
This mimics:
“Higher high after a higher low” → breakout in Dow Theory terms.
8. Final Long Entry Logic
The base entry condition:
baseLongEntry =
trendUp and
hadLongPullback and
breakoutUp and
close > emaPull
Translated:
1H trend is up (trendUp).
A valid pullback happened recently (hadLongPullback).
Current candle broke above the recent swing high (breakoutUp).
Price is now back above the 5m EMA (pullback is resolving, not deepening).
Then filters are applied:
longEntryCond =
baseLongEntry and
inSession and
highVolume and
goodATR and
not isLong
So a long entry only occurs if:
Core structure conditions (baseLongEntry) are true
Time is within session
Volume is high enough
ATR is healthy
You are not already in a long
When longEntryCond is true:
if longEntryCond
strategy.entry("Long", strategy.long, comment = "Dow Long: Trend+PB+BO")
hadLongPullback := false
Enters 3 lots long (as per default_qty_type + default_qty_value).
Resets hadLongPullback so we don’t re-use the same pullback.
9. Exit Logic
There are two exit layers:
9.1 Logical Exit (Trend or Structure Change)
exitLongTrendFlip = trendDown
exitLongEMA = ta.crossunder(close, emaPull)
longExitCond = isLong and (exitLongTrendFlip or exitLongEMA)
If in a long:
Exit when trend flips down (1H EMA50 < EMA200), OR
Price crosses below 5m EMA (pullback may be turning into reversal).
Then:
if longExitCond
strategy.close("Long", comment = "Exit Long: Trend flip / EMA break")
This closes the position at market (on bar close).
9.2 ATR-based Stop Loss & Take Profit
if useSLTP and isLong
longStop = strategy.position_avg_price - atr5 * slATRmult
longLimit = strategy.position_avg_price + atr5 * tpATRmult
strategy.exit("Long SLTP", "Long", stop = longStop, limit = longLimit)
SL = entry price – 1.4 × ATR(14, 5m)
TP = entry price + 3.0 × ATR(14, 5m)
This gives roughly 1.4 : 3 RR.
If SL or TP is hit, strategy.exit will close the trade.
So exits can come from:
Hitting Stop Loss
Hitting Take Profit
OR logic-based exit (trend flip / EMA break)
10. Alerts
Two alertconditions:
alertcondition(longEntryCond, title="Long Entry Signal",
message="GOLDM LONG: 1H Uptrend + 5m Pullback Breakout + Filters OK")
alertcondition(longExitCond, title="Long Exit Signal",
message="GOLDM LONG EXIT: Trend flip or EMA break")
You can set TradingView alerts based on:
“Long Entry Signal” → tells you when all entry conditions align.
“Long Exit Signal” → tells you when the logic-based exit triggers.
(ATR SL/TP exits won’t auto-alert unless you separately set price alerts or add extra conditions.)
11. Mental Model Summary (How YOU should think about it)
For every trade, the system is basically doing this:
Is GOLDM in an uptrend on 1H?
→ If no: do nothing
Did we get a clear dip below 5m EMA in that uptrend?
→ If no: wait
Did price then break above recent highs and reclaim EMA20?
→ If yes: this is our Dow-style continuation entry
Is market liquid and moving (volume + ATR)?
→ If yes: go Long with 3 lots
Manage with:
ATR SL & TP
Exit early if 1H trend flips or price falls back below EMA20
Positional Supertrend Strategy (1D Filter + 2H Entry)Positional Supertrend Strategy (1D Filter + 2H Entry)
GMH : Tech Bubble Good Morning Holding
Simulating How to Ride the Bubble — and Jump Out Before the Crash
Be careful! Most simulation results show that this strategy sometimes underperforms a simple buy-and-hold, because it gives away positions during deep retracements and buys back at higher thresholds.
Humans often struggle with cutting losses. When the pain becomes too much, they lose the confidence needed to execute even a reasonable strategy.
But in terms of mentality, this approach reduces long-term portfolio volatility. It helps investors feel more at peace, especially during real market crashes like the tech bubble in 2021.
How to use : Select TimeFrame 4HR on trading view
ADILS_TREND_V5Swing 15 mins using RSI and MAs ... catching the turn around in trend in all time frames. Works best on 15 mins
[Bybit BTCUSD.P] 7Years Backtest Results. 2,609% +Non-Repainting📊 I. Strategy Overview: Trust Backed by Numbers
The ADX Sniper v12 strategy has been rigorously tested over 7 years, from November 14, 2018 to November 8, 2025, spanning every major cycle of the Bitcoin
BTCUSD.P futures market. This strategy successfully balances two often-conflicting goals: maximizing profitability while minimizing volatility, all supported by objective performance data.
This strategy has been validated across all Bitcoin (BTCUSD.P) futures market cycles over a 7-year period.
■ Visual Proof: Bar Replay Simulation
The chart above demonstrates actual entry and exit points captured via TradingView's Bar Replay feature. The green rectangle highlights the core profitable trading zone, showing where the strategy successfully captured sustained uptrends. This visual evidence confirms:
Confirmed buy/sell signals with exact execution prices (marked in red and blue)
No repainting or signal distortion after candle close
Consistent performance across multiple market cycles within the highlighted zone
💰 Core Performance Metrics:
Cumulative Return: 2,609.14% (compounded growth over 7 years)
Maximum Drawdown (MDD): 6.999% (preserving over 93% of capital)
Average Profit/Loss Ratio: 8.003 (industry-leading risk-reward efficiency)
Total Trades: 24 (focused exclusively on high-conviction opportunities)
Sortino Ratio: 11.486 (mathematically proving robustness and stability)
✅ This strategy has been validated across all Bitcoin BTCUSD.P futures market cycles over a 7-year period.
📊 I. 전략 개요: 숫자로 입증된 신뢰
ADX Sniper v12 전략은 2018년 11월 14일부터 2025년 11월 8일까지 약 7년간 비트코인 (BTCUSD.P) 선물 시장의 모든 주요 사이클을 거치며 엄격하게 검증되었습니다. 수익성 극대화와 변동성 최소화라는 상충되는 목표를 동시에 달성한 이 전략의 핵심 성과 지표를 객관적 데이터를 통해 확인하실 수 있습니다.
본 전략은 7년간의 모든 비트코인 (BTCUSD.P) 선물 시장 사이클에서 검증되었습니다.
■ 시각적 증명: 바 리플레이 시뮬레이션
위 차트는 TradingView의 바 리플레이 기능으로 포착된 실제 진입 및 청산 시점을 보여줍니다. 녹색 네모는 핵심 수익 구간을 표시하며, 전략이 지속적인 상승 추세를 성공적으로 포착한 영역을 나타냅니다. 본 시각 자료는 다음을 입증합니다:
정확한 체결 가격이 표기된 확정된 매수/매도 신호 (빨강색과 파랑색으로 표시)
캔들 종가 후 신호 왜곡이나 리페인팅 없음
강조 표시된 구간 내 여러 시장 사이클에 걸친 일관된 성과
💰 핵심 성과 지표:
누적 수익률: 2,609.14% (7년간 복리 성장 입증)
최대 낙폭 (MDD): 6.999% (7년간 자본의 93% 이상 보존)
평균 손익비: 8.003 (업계 최고 수준의 위험-보상 효율성)
총 거래 횟수: 24회 (고확신 기회에만 집중)
소르티노 비율: 11.486 (전략의 견고성과 안정성을 수학적으로 입증)
✅ 본 전략은 7년간의 모든 비트코인 (BTCUSD.P) 선물 시장 사이클에서 검증되었습니다.
🛡️ II. Core Philosophy: Cut Losses Short, Let Profits Run
Why MDD Stays Below 7% in a Volatile Market
The crypto futures market typically experiences daily volatility exceeding 10%, with most strategies enduring drawdowns between 30% and 50%. In stark contrast, this strategy has never exceeded a 7% account loss over seven years. This exceptional low MDD is achieved through deliberate design mechanisms, not luck:
🎯 Entry Filtering: The 'ADX Pop-up Filter' is the core component. It enables the strategy to strictly avoid trading when market conditions indicate major reversals or consolidation phases, thereby minimizing exposure to high-risk zones.
🏛️ Capital Preservation Priority: The strategy prioritizes investor psychological stability and capital preservation over pursuing maximum potential returns.
The Power of an 8.003 Profit Factor
The Profit Factor measures the ratio of total profitable trades to total losing trades. It's the most critical metric for assessing risk-adjusted returns.
A Profit Factor of 8.003 means that for every dollar lost, the strategy earns an average of eight dollars. This demonstrates the efficiency of a true trend-following strategy:
Cutting losses quickly (averaging $177,419 USD loss per trade)
Riding winners for maximum extension (averaging $1,419,920 USD profit per trade)
🛡️ II. 핵심 철학: 손실은 빠르게 자르고, 수익은 끝까지
암호화폐 시장에서 MDD <7%의 의미
암호화폐 선물 시장은 일일 변동성이 10%를 초과하는 경우가 빈번하며, 일반적인 전략들은 30~50%의 MDD를 겪습니다. 이와 극명한 대조로, 본 전략은 7년간 단 한 번도 7%를 초과하는 계좌 손실을 기록하지 않았습니다. 이렇게 극도로 낮은 MDD는 운이 아닌 체계적인 메커니즘을 통해 달성되었습니다:
🎯 진입 필터링: 'ADX 팝업 필터'가 핵심 구성 요소로, 시장 상황이 주요 반전이나 횡보를 나타낼 때 거래를 엄격히 회피하여 고위험 구간 노출을 최소화합니다.
🏛️ 자본 보존 우선: 본 전략은 최대 잠재 손실을 감수하기보다 투자자의 심리적 안정성과 자본 보존을 우선시하도록 설계되었습니다.
손익비 8.003의 힘
손익비는 '총 수익 거래'와 '총 손실 거래'의 비율로, 위험 조정 수익을 측정하는 핵심 지표입니다.
8.003이라는 값은 1달러를 잃을 때마다 평균적으로 8달러 이상을 벌어들이는 구조를 의미합니다. 이는 진정한 추세 추종 전략의 최대 효율성을 보여줍니다:
손실은 빠르게 자르고 ($177,419 USD 평균 손실)
수익은 최대한 연장합니다 ($1,419,920 USD 평균 수익)
🎯 III. Strategy Reliability and Structural Edge
The Secret of 24 Trades in 7 Years
Only 24 trades over 7 years signifies that this strategy ignores 99% of market volatility and targets only the 1% of 'most certain buying cycles'. This approach eliminates the drag from excessive trading:
❌ No commission bleed
❌ No slippage erosion
❌ No psychological wear from overtrading
📈 Long-Term Trend Following: The strategy analyzes Bitcoin's long-term price cycles to capture the onset of massive trends while remaining undisturbed by short-term market noise.
Non-Repainting Structure: Alignment of Reality and Simulation
🎬 Non-Repainting Proof Video Available
※↑ "If you wish, I can also show you a video as evidence of the non-repainting throughout the 7 years."
✅ Real-Time Trading Reliability: This strategy is built with a non-repainting structure, generating buy/sell signals only after each candle's closing price is confirmed.
✅ Preventing Data Exaggeration: This design ensures that backtest results do not 'repaint' or distort past performance, guaranteeing high correlation between simulated results and actual live trading environments.
✅ Live Trading Advantage: While simulations use closing prices, live trading may allow entry at more favorable prices before candle close, potentially yielding even better execution than backtest results.
🎯 III. 전략의 신뢰성과 구조적 우위
7년간 24회 거래의 비밀
7년간 단 24회의 거래는 시장 변동성의 99%를 무시하고 오직 1%의 '가장 확실한 매수 사이클'만을 타겟으로 한다는 것을 의미합니다. 이는 과도한 거래로 인한 문제를 근본적으로 제거합니다:
❌ 수수료 소모 없음
❌ 슬리피지 침식 없음
❌ 과도한 트레이딩으로 인한 심리적 소모 없음
📈 장기 추세 추종: 비트코인 가격 역사를 지배하는 장기 사이클 분석을 활용하여, 단기 시장 노이즈에 흔들리지 않고 대규모 추세의 시작점을 포착하는 데 집중합니다.
논-리페인팅 구조: 현실과 시뮬레이션의 일치
🎬 논-리페인팅 증명 영상 제공 가능
※↑ "원하신다면 7년간 리페인팅이 없음을 증명하는 영상도 보여드릴 수 있습니다."
✅ 실시간 거래 신뢰성: 본 전략은 논-리페인팅 구조로 구축되어, 캔들의 종가가 확정된 후에만 매수/매도 신호를 생성합니다.
✅ 데이터 과장 방지: 이러한 설계는 백테스트 결과가 과거 성과를 '리페인팅'하거나 과장하지 않도록 보장하며, 시뮬레이션 결과와 실제 라이브 거래 환경 간의 높은 상관관계를 보장합니다.
✅ 라이브 실행 우위 가능성: 시뮬레이션은 종가 기준이지만, 라이브 운영 시 캔들이 마감되기 전 더 유리한 가격에 진입할 수 있어 시뮬레이션 결과보다 더 나은 실행 성과를 얻을 가능성이 있습니다.
📈 IV. Performance Summary (November 14, 2018 - November 8, 2025)
| Metric | Value || Metric | Value |
|--------|-------|
| Initial Capital | $1,000,000 |
| Net Profit | +$26,091,383.74 |
| Cumulative Return | +2,609.14% |
| Maximum Drawdown | -6.999% |
| Total Trades | 24 |
| Winning Trades | 19 (79.17%) |
| Losing Trades | 5 (20.83%) |
| Avg Winning Trade | +$1,419,920.16 |
| Avg Losing Trade | -$177,419.86 |
| Profit Factor | 8.003 |
| Sortino Ratio | 11.486 |
| Win/Loss Ratio | 8.003 |
⚙️ Default Settings:
Slippage: 0 ticks
Commission: 0.333% (Bybit standard)
📈 IV. 성과 지표 요약 (2018년 11월 14일 ~ 2025년 11월 8일)
|| 지표 | 값 |
|--------|-------|
| 초기 자본 | $1,000,000 |
| 순이익 | +$26,091,383.74 |
| 누적 수익률 | +2,609.14% |
| 최대 낙폭 | -6.999% |
| 총 거래 횟수 | 24 |
| 수익 거래 | 19 (79.17%) |
| 손실 거래 | 5 (20.83%) |
| 평균 수익 거래 | +$1,419,920.16 |
| 평균 손실 거래 | -$177,419.86 |
| 손익비 | 8.003 |
| 소르티노 비율 | 11.486 |
| 평균 손익 비율 | 8.003 |
⚙️ 기본 설정:
슬리피지: 0틱 (기본값)
수수료: 0.333% (Bybit 표준)
👥 V. Who Is This Strategy For?
✅ Long-term Bitcoin investors seeking stable, low-drawdown returns
✅ Traders tired of overtrading who prefer surgical, sniper-style precision entries
✅ Investors seeking psychological stability by avoiding large account swings
✅ Data-driven decision makers who value proven performance over marketing claims
👥 V. 이 전략은 누구를 위한 것인가요?
✅ 안정적이고 낮은 낙폭의 수익을 추구하는 장기 비트코인 투자자
✅ 과도한 매매에 지친 트레이더로 저격수 스타일의 정밀한 진입을 선호하는 분
✅ 큰 계좌 변동을 피하여 심리적 안정성을 추구하는 투자자
✅ 주장보다 검증된 객관적 성과를 중시하는 데이터 기반 의사 결정자
🔒 VI. Access & Disclaimer
🔐 Access Type: Invite-Only (Protected Source Code)
💬 How to Get Access: Send a private message or leave a comment below
⚠️ Important Disclaimer:
Past performance does not guarantee future results. Cryptocurrency and futures trading involve substantial risk of loss. This strategy is provided for educational and informational purposes only. Users should conduct their own research and consult with a financial advisor before making investment decisions. The author is not responsible for any financial losses incurred from using this strategy.
🔒 VI. 접근 방법 및 면책사항
🔐 접근 유형: 초대 전용 (소스코드 보호)
💬 접근 방법: 비공개 메시지 또는 아래 댓글 남기기
⚠️ 중요 면책사항:
과거 성과가 미래 결과를 보장하지 않습니다. 암호화폐 및 선물 거래는 상당한 손실 위험을 수반합니다. 본 전략은 교육 및 정보 제공 목적으로만 제공됩니다. 사용자는 투자 결정을 내리기 전 자체 조사를 수행하고 재무 자문가와 상담해야 합니다. 저자는 본 전략 사용으로 인한 재정적 손실에 대해 책임지지 않습니다.
🏷️ VII. Tags
Bitcoin |Bitcoin | BTCUSD | BTCUSD.P | Bybit | DailyChart | LongTerm | TrendFollowing | ADX | NonRepainting | Strategy | BacktestProven | SevenYears | LowDrawdown | HighProfitFactor | StableReturns | CapitalPreservation | Ichimoku | DMI | SuperTrend | TechnicalAnalysis | Volatility | RiskManagement | AutoTrading | Futures | PerpetualFutures | AlgorithmicTrading | SystematicTrading | DataDriven | InviteOnly | ProtectedScript | SnipperTrading | HighConviction | MDD | SortinoRatio
🏷️ VII. 태그
비트코인 |비트코인 | BTCUSD | BTCUSD.P | 바이비트 | 일봉 | 장기투자 | 추세추종 | ADX | 논리페인팅 | 전략 | 백테스트검증 | 7년검증 | 저낙폭 | 고손익비 | 안정수익 | 자본보존 | 일목균형표 | DMI | 슈퍼트렌드 | 기술적분석 | 변동성 | 위험관리 | 자동매매 | 선물 | 무기한선물 | 알고리즘트레이딩 | 시스템트레이딩 | 데이터기반 | 초대전용 | 보호스크립트 | 저격수트레이딩 | 고확신 | MDD | 소르티노비율
📌 Note: This strategy is designed exclusively for Bybit BTCUSD.P perpetual futures on the 1-day (daily) timeframe. Performance may vary significantly on other symbols or timeframes.
📌 참고: 본 전략은 Bybit BTCUSD.P 무기한 선물 계약의 1일봉(Daily) 타임프레임에 전용으로 설계되었습니다. 다른 심볼이나 타임프레임에서는 성과가 크게 달라질 수 있습니다.
[Bybit BTCUSD.P] 7Years Backtest Results. 2,609% +Non-Repainting
📊 I. Strategy Overview: Trust Backed by Numbers
The ADX Sniper v12 strategy has been rigorously tested over 7 years, from November 14, 2018 to November 8, 2025, spanning every major cycle of the Bitcoin BTCUSD.P futures market. This strategy successfully balances two often-conflicting goals: maximizing profitability while minimizing volatility, all supported by objective performance data.
This strategy has been validated across all Bitcoin (BTCUSD.P) futures market cycles over a 7-year period.
■ Visual Proof: Bar Replay Simulation
The chart above demonstrates actual entry and exit points captured via TradingView's Bar Replay feature. The green rectangle highlights the core profitable trading zone, showing where the strategy successfully captured sustained uptrends. This visual evidence confirms:
1) Confirmed buy/sell signals with exact execution prices (marked in red and blue)
2) No repainting or signal distortion after candle close
3) Consistent performance across multiple market cycles within the highlighted zone
💰 Core Performance Metrics:
Cumulative Return : 2,609.14% (compounded growth over 7 years)
Maximum Drawdown (MDD) : 6.999% (preserving over 93% of capital)
Average Profit/Loss Ratio : 8.003 (industry-leading risk-reward efficiency)
Total Trades : 24 (focused exclusively on high-conviction opportunities)
Sortino Ratio : 11.486 (mathematically proving robustness and stability)
✅ This strategy has been validated across all Bitcoin BTCUSD.P futures market cycles over a 7-year period.
🛡️ II. Core Philosophy: Cut Losses Short, Let Profits Run
Why MDD Stays Below 7% in a Volatile Market
The crypto futures market typically experiences daily volatility exceeding 10%, with most strategies enduring drawdowns between 30% and 50%. In stark contrast, this strategy has never exceeded a 7% account loss over seven years. This exceptional low MDD is achieved through deliberate design mechanisms, not luck:
🎯 Entry Filtering: The 'ADX Pop-up Filter' is the core component. It enables the strategy to strictly avoid trading when market conditions indicate major reversals or consolidation phases, thereby minimizing exposure to high-risk zones.
🏛️ Capital Preservation Priority: The strategy prioritizes investor psychological stability and capital preservation over pursuing maximum potential returns.
The Power of an 8.003 Profit Factor
The Profit Factor measures the ratio of total profitable trades to total losing trades. It's the most critical metric for assessing risk-adjusted returns.
A Profit Factor of 8.003 means that for every dollar lost, the strategy earns an average of eight dollars. This demonstrates the efficiency of a true trend-following strategy:
Cutting losses quickly (averaging $177,419 USD loss per trade)
Riding winners for maximum extension (averaging $1,419,920 USD profit per trade)
🎯 III. Strategy Reliability and Structural Edge
The Secret of 24 Trades in 7 Years
Only 24 trades over 7 years signifies that this strategy ignores 99% of market volatility and targets only the 1% of 'most certain buying cycles'. This approach eliminates the drag from excessive trading:
❌ No commission bleed
❌ No slippage erosion
❌ No psychological wear from overtrading
📈 Long-Term Trend Following: The strategy analyzes Bitcoin's long-term price cycles to capture the onset of massive trends while remaining undisturbed by short-term market noise.
Non-Repainting Structure: Alignment of Reality and Simulation
🎬 Non-Repainting Proof Video Available
※↑ "If you wish, I can also show you a video as evidence of the non-repainting throughout the 7 years."
✅ Real-Time Trading Reliability: This strategy is built with a non-repainting structure, generating buy/sell signals only after each candle's closing price is confirmed.
✅ Preventing Data Exaggeration: This design ensures that backtest results do not 'repaint' or distort past performance, guaranteeing high correlation between simulated results and actual live trading environments.
✅ Live Trading Advantage: While simulations use closing prices, live trading may allow entry at more favorable prices before candle close, potentially yielding even better execution than backtest results.
📈 IV. Performance Summary (November 14, 2018 - November 8, 2025)
|| Metric | Value |
|--------|-------|
| Initial Capital | $1,000,000 |
| Net Profit | +$26,091,383.74 |
| Cumulative Return | +2,609.14% |
| Maximum Drawdown | -6.999% |
| Total Trades | 24 |
| Winning Trades | 19 (79.17%) |
| Losing Trades | 5 (20.83%) |
| Avg Winning Trade | +$1,419,920.16 |
| Avg Losing Trade | -$177,419.86 |
| Profit Factor | 8.003 |
| Sortino Ratio | 11.486 |
| Win/Loss Ratio | 8.003 |
⚙️ Default Settings:
Slippage: 0 ticks
Commission: 0.333% (Bybit standard)
👥 V. Who Is This Strategy For?
✅ Long-term Bitcoin investors seeking stable, low-drawdown returns
✅ Traders tired of overtrading who prefer surgical, sniper-style precision entries
✅ Investors seeking psychological stability by avoiding large account swings
✅ Data-driven decision makers who value proven performance over marketing claims
🔒 VI. Access & Disclaimer
🔐 Access Type: Invite-Only (Protected Source Code)
💬 How to Get Access: Send a private message or leave a comment below
⚠️ Important Disclaimer:
Past performance does not guarantee future results. Cryptocurrency and futures trading involve substantial risk of loss. This strategy is provided for educational and informational purposes only. Users should conduct their own research and consult with a financial advisor before making investment decisions. The author is not responsible for any financial losses incurred from using this strategy.
🏷️ VII. Tags
Bitcoin |Bitcoin | BTCUSD | BTCUSD.P | Bybit | DailyChart | LongTerm | TrendFollowing | ADX | NonRepainting | Strategy | BacktestProven | SevenYears | LowDrawdown | HighProfitFactor | StableReturns | CapitalPreservation | Ichimoku | DMI | SuperTrend | TechnicalAnalysis | Volatility | RiskManagement | AutoTrading | Futures | PerpetualFutures | AlgorithmicTrading | SystematicTrading | DataDriven | InviteOnly | ProtectedScript | SnipperTrading | HighConviction | MDD | SortinoRatio
📌 Note: This strategy is designed exclusively for Bybit BTCUSD.P perpetual futures on the 1-day (daily) timeframe. Performance may vary significantly on other symbols or timeframes.
週一普跌策略 Monday shit Strategy Strategy Description / 策略敘述
EN
This strategy takes a short position at the start of each Monday, based on the hypothesis that cryptocurrency markets tend to experience post-weekend risk-off behavior.
The system enters a full-equity short position at the Tokyo open (Taipei 08:00), aiming to capture Monday downside pressure resulting from accumulated weekend information and macro sentiment adjustments when traditional financial markets reopen.
Risk management uses fixed percentage take-profit and stop-loss levels, emphasizing asymmetric reward-to-risk (large occasional gains, small frequent losses).
The model reflects the increasing alignment between crypto price behavior and traditional financial market cycles.
ZH-TW
本策略於每週一開盤時做空，基於假設加密資產在週末後具有風險釋放與補跌傾向。
系統會在台北時間早上 08:00 以全倉做空，目標捕捉因週末累積消息與傳統金融市場重新開盤所造成的下跌壓力。
風控採固定止盈、止損百分比，強調高報酬／低風險的不對稱結構（小虧多次、偶爾大賺）。
此模型反映加密貨幣市場行為與華爾街週期愈趨一致的市場現象。
Freedom Candlestick v5.0.5The is a momentum trading strategy for futures. There are also components of ICT, trend following, volume distribution, and volatility involved in the logic. We are currently using it on NQ and GC. We are also in the process of building a set up to work with ES.
GROK ALTIN B2 ))GROK GOLD PRO V2 is a high-performance scalping strategy designed for XAUUSD on the 5-minute timeframe, operating with a fixed 1-lot position. It generates signals using EMA 9/21 crossover, RSI above/below 50, and volume spikes, while an ATR × 2.0 dynamic stop protects against volatility. Profits are locked in three steps (+$20, +$50, +$100), with each exit triggering real-time phone alerts showing entry, exit price, and profit. One pip movement equals $100 P&L. The strategy delivers a 92%+ win rate, average profit of +$4,432 per trade, and max drawdown of -$1,280. Simple, transparent, and fully automated.
ATR BuySideATR Buyside Strategy
This is a simple buy-only trading plan. It uses ATR (a tool to measure price swings) to spot when prices are rising strongly.
How it works:
Buy signal: Enter a long trade when the price moves above a moving support line (based on ATR)
Sell signals: Close if the trend turns down (quick market sell).
Stop loss: Follows the support line to protect gains.
Take profit: Sell at 2 times the recent price swing (for steady wins).
Settings you can change:
ATR period: 13 (how many days to look back).
Factor: 2.0 (makes the line wider or tighter).
Use Heikin Ashi: To Filter out Noise
Great for Opt premiums like NIFTY on 15min or 30m charts. Test it first—past results don't guarantee future wins. Not advice, just a tool!
AnkeAlgo A68 strategy™ || AnkeAlgo®[16.6]## ✅ Multi-Timeframe Trend Strategy Based on MFI and Momentum Factors
### 📌 Overview
This strategy combines **Money Flow Index (MFI)** and **Momentum** to identify trend continuation and momentum reversal opportunities in the crypto market. It focuses on volume-weighted capital flow and price strength, generating trend-biased signals suitable for swing and intraday traders.
---
### 📊 Technical Indicators Used
| Indicator | Purpose |
|-----------|---------|
| **MFI (Money Flow Index)** | Detects capital inflow/outflow and filters range-bound markets |
| **Momentum Indicator** | Measures price acceleration and confirms breakout strength |
| **Optional: ATR / EMA Filters** | Can be added for volatility stop or trend validation |
---
### ⚙️ Core Logic
- **Trend Confirmation**: MFI exceeds threshold and aligns with price direction
- **Momentum Entry Trigger**: Trades are executed only when momentum crosses a signal level
- **Noise Filter**: Avoids entries when MFI divergence or momentum weakness is detected
- **Position Management**: Supports ATR-based or percentage-based stop-loss systems
---
### 🪙 Market and Asset
✅ Designed for crypto derivatives
**Recommended symbol:** `ETHUSDT.P` (Perpetual Futures)
---
### ⏱️ Recommended Timeframes
- 30-minute
- 45-minute
- 1-hour
> The **45m timeframe** shows the most stable performance in forward testing.
---
### 📈 Strategy Features
- Performs best during trending and high-momentum phases
- Low overfitting risk, adaptable across different volatility environments
- Can be used as a signal engine for grid, martingale, or multi-asset systems
- Easily extendable to BTC, SOL, BNB, and other high-liquidity assets
---
### ⚠️ Risk Disclaimer
- This is **not** a mean-reversion strategy and may produce false signals in sideways markets
- Stop-loss management and position sizing are required for live deployment
- Backtest results do not guarantee live trading performance due to slippage and trading fees
---
DRACO TOMAS EMA Trend Follower🐉 DRACO TOMAS EMA Trend Follower
Description:
The DRACO TOMAS EMA Trend Follower is a simple yet powerful trend-following strategy designed to capture directional moves based on exponential moving average (EMA) crossovers. It automatically detects trend changes and manages positions dynamically.
Core Logic:
The strategy uses two EMAs — a Fast EMA (default 12) and a Slow EMA (default 21) — to identify the market trend.
When the Fast EMA crosses above the Slow EMA, the strategy opens a long position, signaling bullish momentum.
When the Fast EMA crosses below the Slow EMA, the strategy opens a short position, signaling bearish momentum.
The color of the EMAs changes dynamically: green for uptrends, red for downtrends.
Exit rules:
Longs are closed when the EMAs turn red (trend reversal to bearish).
Shorts are closed when the EMAs turn green (trend reversal to bullish).
Position Sizing:
The system uses 10% of equity per trade by default, allowing flexible risk management and compounding.
Purpose:
Designed for traders who want a clean and efficient EMA crossover system to follow trends automatically on any timeframe or asset.
Best Used For:
Swing trading and trend confirmation
Identifying major directional shifts
Testing EMA-based momentum systems
NLR-ADX Divergence Strategy Triple-ConfirmedHow it works
Builds a cleaner DMI/ADX
Recomputes classic +DI, −DI, ADX over a user-set length.
Then “non-linear regresses” each series toward a mean (your choice: dynamic EMA of the series or a fixed Static Mid like 50).
The further a value is from the mean, the stronger the pull (controlled by alphaMin/alphaMax and the γ exponent), giving smoother, more stable DI/ADX lines with less whipsaw.
Optional EMA smoothing on top of that.
Lock in values at confirmed pivots
Uses price pivots (left/right bars) to confirm swing lows and highs.
When a pivot confirms, the script captures (“freezes”) the current +DI, −DI, and ADX values at that bar and stores them. This avoids later drift from smoothing/EMAs.
Check for triple divergence
For a bullish setup (potential long):
Price makes a Lower Low vs. a prior pivot low,
+DI is higher than before (bulls quietly stronger),
−DI is lower (bears weakening),
ADX is lower (trend fatigue).
For a bearish setup (potential short)
Price makes a Higher High,
+DI is lower, −DI is higher,
ADX is lower.
Adds a “no-intersection” sanity check: between the two pivots, the live series shouldn’t snake across the straight line connecting endpoints. This filters messy, low-quality structures.
Trade logic
On a valid triple-confirm, places a strategy.entry (Long for bullish, Short for bearish) and optionally labels the bar (BUY or SELL with +DI/−DI/ADX arrows).
Simple flip behavior: if you’re long and a new short signal prints (or vice versa), it closes the open side and flips.
Key inputs you can tweak
Custom DMI Settings
DMI Length — base length for DI/ADX.
Non-Linear Regression Model
Mean Reference — EMA(series) (dynamic) or Static mid (e.g., 50).
Dynamic Mean Length & Deviation Scale Length — govern the mean and scale used for regression.
Min/Max Regression & Non-Linearity Exponent (γ) — how strongly values are pulled toward the mean (stronger when far away).
Divergence Engine
Pivot Left/Right Bars — how strict the swing confirmation is (larger = more confirmation, more delay).
Min Bars Between Pivots — avoids comparing “near-duplicate” swings.
Max Historical Pivots to Store — memory cap.
4H TIMEZONE LONGTERM. NINJAXON12S CODEthis strategy is meant for longer time zones. I've been working on this for a while and now i successfully got a 1000% on back testing for 5 years.
ApexSniper v2 (Swing Optimized)More long term than the original Apex sniper, BETTER FOR SMALLER ACCOUNT SIZES. Scales more long term. trades take 4-8 days, but percent gained is way more.
ApexSniper2.0I have Tested this Indicator Manually for about 2 months now and its been amazing.Ive been working with pine code for a really long time now, took me about 6 months to build this script, hopefully it works well for you.very good for trading. will help you out a lot
EMA Tutorial - 1Buy when in downtrend and close above EMA_50
Buy when in uptrend and below EMA_50
adjust ema length and risk reward for other stocks. Works good with nifty. Need to perform stress test on it
Aurum DCX AVE Gold and Silver StrategySummary in one paragraph
Aurum DCX AVE is a volatility break strategy for gold and silver on intraday and swing timeframes. It aligns a new Directional Convexity Index with an Adaptive Volatility Envelope and an optional USD/DXY bias so trades appear only when direction quality and expansion agree. It is original because it fuses three pieces rarely combined in one model for metals: a convexity aware trend strength score, a percentile based envelope that widens with regime heat, and an intermarket DXY filter.
Scope and intent
• Markets. Gold and silver futures or spot, other liquid commodities, major indices
• Timeframes. Five minutes to one day. Defaults to 30min for swing pace
• Default demo used in this publication. TVC:GOLD on 30m
• Purpose. Enter confirmed volatility breaks while muting chop using regime heat and USD bias
• Limits. This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Unique fusion. DCX combines DI strength with path efficiency and curvature. AVE blends ATR with a high TR percentile and widens with DCX heat. DXY adds an intermarket bias
• Failure mode addressed. False starts inside compression and unconfirmed breakouts during USD swings
• Testability. Each component has a named input. Entry names L and S are visible in the list of trades
• Portable yardstick. Weekly ATR for stops and R multiples for targets
• Open source. Method and implementation are disclosed for community review
Method overview in plain language
You score direction quality with DCX, size an adaptive envelope with a blend of ATR and a high TR percentile, and only allow breaks that clear the band while DCX is above a heat threshold in the same direction. An optional DXY filter favors long when USD weakens and short when USD strengthens. Orders are bracketed with a Weekly ATR stop and an R multiple target, with optional trailing to the envelope.
Base measures
• Range basis. True Range and ATR over user windows. A high TR percentile captures expansion tails used by AVE
• Return basis. Not required
Components
• Directional Convexity Index DCX. Measures directional strength with DX, multiplies by path efficiency, blends a curvature term from acceleration, scales to 0 to 100, and uses a rise window
• Adaptive Volatility Envelope AVE. Midline ALMA or HMA or EMA plus bands sized by a blend of ATR and a high TR percentile. The blend weight follows volatility of volatility. Band width widens with DCX heat
• DXY Bias optional. Daily EMA trend of DXY. Long bias when USD weakens. Short bias when USD strengthens
• Risk block. Initial stop equals Weekly ATR times a multiplier. Target equals an R multiple of the initial risk. Optional trailing to AVE band
Fusion rule
• All gates must pass. DCX above threshold and rising. Directional lead agrees. Price breaks the AVE band in the same direction. DXY bias agrees when enabled
Signal rule
• Long. Close above AVE upper and DCX above threshold and DCX rising and plus DI leads and DXY bias is bearish
• Short. Close below AVE lower and DCX above threshold and DCX falling and minus DI leads and DXY bias is bullish
• Exit and flip. Bracket exit at stop or target. Optional trailing to AVE band
Inputs with guidance
Setup
• Symbol. Default TVC:GOLD (Correlation Asset for internal logic)
• Signal timeframe. Blank follows the chart
• Confirm timeframe. Default 1 day used by the bias block
Directional Convexity Index
• DCX window. Typical 10 to 21. Higher filters more. Lower reacts earlier
• DCX rise bars. Typical 3 to 6. Higher demands continuation
• DCX entry threshold. Typical 15 to 35. Higher avoids soft moves
• Efficiency floor. Typical 0.02 to 0.06. Stability in quiet tape
• Convexity weight 0..1. Typical 0.25 to 0.50. Higher gives curvature more influence
Adaptive Volatility Envelope
• AVE window. Typical 24 to 48. Higher smooths more
• Midline type. ALMA or HMA or EMA per preference
• TR percentile 0..100. Typical 75 to 90. Higher favors only strong expansions
• Vol of vol reference. Typical 0.05 to 0.30. Controls how much the percentile term weighs against ATR
• Base envelope mult. Typical 1.4 to 2.2. Width of bands
• Regime adapt 0..1. Typical 0.6 to 0.95. How much DCX heat widens or narrows the bands
Intermarket Bias
• Use DXY bias. Default ON
• DXY timeframe. Default 1 day
• DXY trend window. Typical 10 to 50
Risk
• Risk percent per trade. Reporting field. Keep live risk near one to two percent
• Weekly ATR. Default 14. Basis for stops
• Stop ATR weekly mult. Typical 1.5 to 3.0
• Take profit R multiple. Typical 1.5 to 3.0
• Trail with AVE band. Optional. OFF by default
Properties visible in this publication
• Initial capital. 20000
• Base currency. USD
• request.security lookahead off everywhere
• Commission. 0.03 percent
• Slippage. 5 ticks
• Default order size method percent of equity with value 3% of the total capital available
• Pyramiding 0
• Process orders on close ON
• Bar magnifier ON
• Recalculate after order is filled OFF
• Calc on every tick OFF
Realism and responsible publication
• No performance claims. Past results never guarantee future outcomes
• Shapes can move while a bar forms and settle on close
• Strategies use standard candles for signals and orders only
Honest limitations and failure modes
• Economic releases and thin liquidity can break assumptions behind the expansion logic
• Gap heavy symbols may prefer a longer ATR window
• Very quiet regimes can reduce signal contrast. Consider higher DCX thresholds or wider bands
• Session time follows the exchange of the chart and can change symbol to symbol
• Symbol sensitivity is expected. Use the gates and length inputs to find stable settings
Open source reuse and credits
• None
Mode
Public open source. Source is visible and free to reuse within TradingView House Rules
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
CE+ZLSMA RovTrading StrateryThe strategy is optimized for scalping in small timeframes like M15 and M30, as well as M5.
It combines two indicators: CE and ZLSMA.
Try it now!
