立即開始

S&P 500 E-Mini Futures

AlgoIndexOS-ES-FuturesAlgoIndexOS — ES Futures Strategy v2.0 (5-Minute RTH) Scope (read first) ES on 5-minute only, RTH session. The strategy operates on U.S. Regular Trading Hours (09:30–16:00 ET) using a 5-minute ES chart. It builds an Opening Session Range (OSR) from the RTH open, then runs a breakout engine when internal quality conditions are met. Exits are target-based with an intrabar touch-to-flat safety. Positions are flattened at the RTH session end by default. Alerts can post JSON to your Webhook URL for automation. What this is One intraday engine with four curated presets (“Stages”) tuned for distinct segments of the NY session. Stages keep the core logic consistent while applying time-of-day context and conservative governors. Single invite-only listing; not a multi-post suite. How it trades (high-level) Range context: Builds and locks the OSR from the opening bell; entries only arm after the range is set. Quality gating: Trades only when internal trend/volatility/confirmation conditions align (no parameter disclosure). Breakout execution: Signals at bar close; bracket exits manage take-profit (limit) with an intrabar “TP-touch” safety to avoid phantom fills; optional stop-loss. Session safety: Positions flat at RTH close by default (time exit). (No settings or thresholds are disclosed; presets encapsulate research choices.) Stages (session templates; one engine) A single Stage selector chooses among four presets optimized for different parts of the RTH session (morning vs mid-day; long/short focus). Internal parameters remain fixed to preserve tested behavior. Public inputs (kept minimal) Stage (choose your preset) TP / SL (points) shown for transparency; effective values are governed by the selected preset to maintain consistency with research. Optional display overlays (status line/markers) for readability. Alerts (how to use) Create an alert on the strategy and choose Strategy → Order fills. Use a webhook if you want automation. The payload includes the exact chart symbol so it works on ES1! or a specific ES contract: { "tv_symbol": "{{ticker}}", "tv_exchange": "{{exchange}}", "action": "buy|sell|exit", "price": {{close}}, "time": "{{timenow}}" } If your receiver needs a fixed root (e.g., “ES”), map it on your server using tv_symbol for context. Backtest & assumptions Backtest assumptions (initial capital, commission, slippage, margin) are user-configurable in TradingView. Results on your chart reflect your settings. This script evaluates ES fills on 5-minute RTH bars; live execution will differ. Operating notes Use on ES only, 5-minute timeframe, RTH session. If you run multiple Stages, use separate charts/tabs and coordinate net exposure in your own tooling if needed. Publish with a clean chart for clarity. Disclosures (compliance) No investment advice. This script is for research/education and tooling only. It does not provide investment, legal, tax, or accounting advice and does not recommend any security, instrument, or strategy. Use at your own risk. Hypothetical performance (CFTC 4.41). Hypothetical or simulated results have many limitations, and no representation is made that any account will achieve similar outcomes. Past performance is not necessarily indicative of future results. Futures risk. Trading futures involves substantial risk of loss and is not suitable for all investors. Leverage, gaps, slippage, and connectivity can cause losses exceeding initial investment. Backtesting limitations. Results depend on data quality, chart resolution, session filters, and user assumptions; live execution will differ. Intellectual property. © 2025 AlgoIndex. All Rights Reserved. Redistribution, resale, or decompilation prohibited without written consent.
Pine Script®策略
由MyAlgoIndex提供
Futures Fighter MO: Multi-Confluence Day Trading System ADX/SMI👋 Strategy Overview: The Multi-Confluence Mashup The Futures Fighter MO is a comprehensive, multi-layered day trading strategy designed for experienced traders focusing on high-liquidity futures contracts (e.g., NQ, ES, R2K). This strategy is a sophisticated mashup that uses the 1-minute chart for surgical entries while enforcing strict environmental filtering through higher-timeframe data. We aim to capture high-conviction moves only when multiple, uncorrelated signals align. 🧠 How the Logic Works (Concepts & Confluence) Our logic is built on four pillars, which must align for a trade to be executed: Primary Trend Filter Indicators : ADX/DMI (15-Minute Lookback) Role : Price action is filtered to ensure the ADX (17/14) is above 25, confirming a strong, prevailing market trend (Bullish or Bearish). Trades are strictly rejected during "Flat" (sideways) market regimes. Entry Signal Types The system uses multiple entry types: - 🟢 Trend Long/Short: A breakout/rejection near the 200-Period EMA is confirmed by the primary ADX trend. - 🔴 Engulfing Rejection: A strong signal when a Bullish/Bearish Engulfing or Doji prints near the long-term 500-Period EMA (emaGOD) while the Stochastic Momentum Index (SMI on 30M) is in an extreme overbought/oversold state (below $-40$ or above $40$). Volatility & Volume Confirmation Indicators: Average True Range (ATR) and 20-Period SMA of Volume Role: Every entry requires a volume spike (Current Volume $> 1.5 \times$ SMA Volume) to confirm that the move is supported by significant liquidity. Volatility is tracked via ATR to define bar range and stop boundaries. Structural Guardrails Indicators: Daily Pivot Points (PP, S1-S3, R1-R3) Role: Trades are disabled if the current bar's price range intersects with a Daily Pivot Point. This is a critical filter to avoid high-chop consolidation zones near key structural levels. 📊 Strategy Results & Required Disclosures I strive to publish backtesting results that are transparent and realistic for the retail futures trader. - Initial Capital: $50,000 - A realistic base for Mini/Micro futures contracts. - Order Size: 1 Contract (Pyramiding up to 3) - Conservative risk relative to the account size. - Commission: $0.11 USD per order - Represents realistic costs for low-cost brokers. - Slippage: 2 Ticks - Accounts for expected market friction. ⚠️ Risk Management & Deviations Stop-Loss: The strategy uses a dynamic stop-loss system where positions are closed upon a reversal (e.g., breaking the 50-Period EMA or failure to hold a Pivot Point), rather than a fixed tick-based stop. This is suited for experienced traders using a low relative risk (single Micro-contract entry) on a larger account. Users must confirm that the first entry's maximum potential loss remains below $10\%$ of their capital for compliance. Trade Sample Size: Due to data limitations of the TradingView Essential plan (showing $\approx 50$ trades over 2 weeks), the sample size is under the ideal $100+$ target. Justification: This system is designed to generate signals across a portfolio of correlated futures markets (NQ, ES, R2K, Gold, Crude), meaning the real sample size for a user tracking the portfolio is significantly higher. Drawdown Control: This strategy is designed for manual management. It requires the user to turn the script/alerts OFF after a significant drawdown and only reactivate it once a recovery trend is established externally. The strategy uses a combination of dynamic trailing stops, structural support/resistance zones, and a fixed profit target to manage open positions. 🛑 Strategy Exit Logic 1. General Stop-Loss (Dynamic Trailing Stop) These conditions act as the primary dynamic stop, closing the position if the market reverses past a key Moving Average (MA): - Long Positions Closed When: The current bar's close crosses under the 50-Period EMA (emaLong). - Short Positions Closed When: The current bar's close crosses above the 50-Period EMA (emaLong). 2. Profit Target (Fixed Percentage) The script includes a general exit based on a user-defined profit percentage: Take Profit Trigger: The position is closed when the currentProfitPercent meets or exceeds the input Profit Target (%) (default is 1.0% of the entry price). 3. Structural Exits (Daily Pivot Points) These exits are high-priority, "close all" orders that trigger when the price fails to hold or reclaims a recent Daily Pivot Point, suggesting a failure of the current move. - VR Close All - Long ($\sym{size} > 0$) - Price crosses under a Daily Resistance Level (R1, R2, or R3) minus 1 ATR within the last 10 bars. This indicates the current momentum failed to hold Resistance as support. - VS Close All - Short ($\sym{size} < 0$) - Price crosses above a Daily Support Level (S1, S2, or S3) plus 1 ATR within the last 10 bars. This indicates the current momentum failed to hold Support as resistance. 4. Trend Failure Exit (Trend-Following Signals Only) This exit protects against holding a position when the primary high-timeframe trend used for the entry has failed: - Long Positions Closed When: The primary trend is no longer "bullish" for more than 2 consecutive bars (i.e., it turned "bearish" or "flat"). - Short Positions Closed When: The primary trend is no longer "bearish" for more than 2 consecutive bars (i.e., it turned "bullish" or "flat"). 5. End of Day (EOD) Session Control The final hard exits based on time: - End of Session (EoS): At 11:30 AM, new trades are disabled (TradingDay := false). Open positions are kept. - End of Day (EoD): At 1:30 PM, all remaining open positions are closed (strategy.close_all). 🤝 Development & Disclaimer This script and description were created with assistance from Gemini and GitHub Copilot. My focus is on helping fellow real estate investors and day traders develop mechanically sound systems. Disclaimer: This is for educational purposes only and does not constitute financial advice. Always abide by the Realtor Code and manage your own risk.
Pine Script®策略
由SauceSlinger提供
1
NY VIX Channel Trend US Futures Day Trade StrategyNY VIX Channel Trend Strategy Summary in one paragraph Session anchored intraday strategy for index futures such as ES and NQ on one to fifteen minute charts. It acts only after the first configurable window of New York Regular Trading Hours and uses a VIX derived daily implied move to form a realistic channel from the session open. Originality comes from using a pure implied volatility yardstick as portable support and resistance, then committing in the direction of the first window close relative to the open. Add it to a clean chart and trade the simple visuals. For conservative alerts use on bar close. Scope and intent • Markets. Index futures ES and NQ • Timeframes. One to thirty minutes • Default demo. ES1 on five minutes • Purpose. Provide a portable intraday yardstick for entries and exits without curve fitting • Limits. This is a strategy. Orders are simulated on standard candles Originality and usefulness • Unique concept. A VIX only channel anchored at 09:30 New York plus a single window trend test • Addresses. False urgency at session open and unrealistic bands from arbitrary multipliers • Testability. Every input is visible and the channel is plotted so users can audit behavior • Portable yardstick. Daily implied move equals VIX percent divided by square root of two hundred fifty two • Protected status. None. Method and use are fully disclosed Method overview in plain language Take the daily VIX or VIX9D value, convert it to a daily fraction by dividing by square root of two hundred fifty two, then anchor a symmetric channel at the New York session open. Observe the first N minutes. If that window closes above the open the bias is long. If it closes below the open the bias is short. One trade per session. Exits occur at the channel boundary or at a bracket based on a user selected VIX factor. Positions are closed a set number of minutes before the session ends. Base measures Return basis. The daily implied move unit equals VIX percent divided by square root of two hundred fifty two and serves as the distance unit for targets and stops. Components • VIX Channel. Top, mid, bottom lines anchored at 09:30 New York. No extra multipliers • Window Trend. Close of the first N minutes relative to the session open sets direction • Risk Bracket. Take profit and stop loss equal to VIX unit times user factor • Session Window. Uses the exchange time of the chart Fusion rule Minimum gates count equals one. The trade only arms after the window has elapsed and a direction exists. One entry per session. Signal rule • Long when the window close is above the session open and the window has completed • Short when the window close is below the session open and the window has completed • Exit on channel touch. Long exits at the top. Short exits at the bottom • Flat thirty minutes before the session close or at the user setting Inputs with guidance Setup • Use VIX9D. Width source. Typical true for fast tone or false for baseline • Use daily OPEN. Toggle for sensitivity to overnight changes Logic • Window minutes. Five to one hundred twenty. Larger values delay entries and reduce whipsaw • VIX factor for TP. Zero point five to two. Raising it widens the profit target • VIX factor for SL. Zero point five to two. Raising it widens the stop • Exit minutes before close. Fifteen to ninety. Raising it exits earlier Properties visible in this publication • Initial capital one hundred thousand USD • Base currency USD • request.security uses lookahead off • Commission cash per contract two point five $ per each contract. Slippage one tick • Default order size method FIXED with value one contract. Pyramiding zero. Process orders on close ON. Bar magnifier OFF. Recalculate after order is filled OFF. Calc on every tick ON Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategy uses standard candles. Honest limitations and failure modes Economic releases and thin liquidity can break the channel. Very quiet regimes can reduce signal contrast. Session windows follow the exchange time of the chart. If both stop and target can be hit within one bar, assume stop first for conservative reading without bar magnifier. Works best in liquid hours of New York RTH. Very large gaps and surprise news may exceed the implied channel. Always validate on the symbols you trade. Entries and exits • Entry logic. After the first window, go long if the window close is above the session open, go short if below • Exit logic. Long exits at the channel top or at the take profit or stop. Short exits at the channel bottom or at the take profit or stop. Flat before session close by the configured minutes • Risk model. Initial stop and target based on the VIX unit times user factors. No trail and no break even. No cooldown • Tie handling. Treat as stop first for conservative interpretation Position sizing Fixed size one contract per trade. Target risk per trade should generally remain near one percent of account equity. Risk is based on the daily volatility value, the max loss from the tests for one year duration with 5min chart was 4%, while the avg loss was below <1% of the total capital. If you have any questions please let me know. Thank you for coming by !
Pine Script®策略
由exlux提供
4
AlgoIndex - All Stages (AM & Mid-Day Long/Short)Scope (read first) ES1! on 5-minute only. The strategy backtests ES fills; alerts can post JSON messages to a Webhook URL you configure. Exits are target-based with ITTC - if ES touches target intra-bar, an exit alert is sent immediately. No fixed ES stop-loss. Positions can also exit at scheduled time-based safety closes (session end, holiday/half-day, or expiration end). You can always close manually. What this is One intraday engine with four session presets (“Stages”). Stages only change session windows, trade side, and a few risk/confirmation governors—the core logic is the same. Single invite-only listing; not a multi-post suite. How it trades Opening Range (OR): Each Stage begins with a short OR at its session start; that Stage won’t take entries until its OR closes. VWAP alignment: Trade with flow. Price must align with VWAP (simple pass/fail; optional gap offset). Real breakouts only: A composite “impulse” check looks for volume expansion, recent momentum, ATR-scaled range, body/range quality, and a clean OR break (or a gap-aware extension). Entry & target: Entries occur on the signal bar’s close; targets are set in underlying (ES) units. ITTC (close on touch): If ES touches target intra-bar, ITTC sends a one-shot exit. Adds (preset by Stage): S1/S2/S3 allow up to two adds on defined ES retraces; S4 disables adds. Adds use a fixed scale-out policy handled internally—no user input required. Time-based safety closes: At the configured session end (and on holiday/half-day or expiration when applicable), any open position is closed. These are time exits, not price stops. Why traders use it A progressive filter for intraday continuity: OR context → VWAP alignment → authentic breakout (impulse) → ITTC to sync ES triggers with options execution. Stage-governed adds keep scaled positions coherent from open to close. Stages (session templates; one engine) S1 — 09:30–11:20 NY, Long-only. Standard impulse; adds ON. S2 — 09:30–11:30 NY, Short-only. Tighter breakout standard; adds ON. S3 — 11:15–15:15 NY, Long-only. Trade-protection ON; slightly lower underlying target; adds ON. S4 — 11:30–14:30 NY, Short-only. Alternative trigger governor; slightly lower underlying target; adds OFF. You can replicate any Stage via session times, side, and thresholds; presets exist for convenience and auditability. Public inputs (what you can adjust) Contracts (order size) TP (Underlying) and TP (Options) Trade Limiter (toggle) + Max profitable trades per session Session settings: Exchange Day Session times, optional Custom Time Zone, Session 1 times, optional Session 2, and day-of-week checkboxes Visual overlays (display-only): VWAP, Prior-Day High/Low, Session High/Low, Round Numbers, Bias Banner, Trade Markers Display: Inputs in status line Alerts (how to use) Create an alert on this strategy and select “Any alert() function call.” (Optional) add a Webhook URL you control to receive the JSON the script sends. Leave Message empty. Backtest vs options (read carefully) Backtests show ES fills on 5-minute bars; options pricing (IV, DTE, spreads, partial fills) isn’t simulated. Because live execution uses options, ES PnL is a directional proxy only. Evaluate quality via: trade count (target ≥100), win rate, average time-in-trade, MAE/MFE, and holding-time distribution. Do not read ES $ PnL as expected options returns—actual options outcomes depend on strike/DTE, IV regime, spreads, and execution. Defaults used in this publication (match these before interpreting results) Dataset: last 12–24 months of ES1! 5-minute RTH (to ensure ≥100 trades) Initial capital: $25,000 Commission: $1.00 per order per contract (≈ $2 round-trip) Slippage: 1 tick Order size: 1 contract; pyramiding only for Stage-governed adds No fixed ES stop-loss; exits are target-based with ITTC and scheduled safety closes Operating notes ES1! symbol only; 5-minute resolution only You can run multiple Stages in parallel via separate tabs/alerts; if you want a single net position across Stages, enforce it in your own tooling (e.g., ignore new orders while a position is open) Use a clean chart when publishing (only this strategy active) Keep results separate by using four TradingView tabs (one per Stage) Disclosures Educational research tool, not financial advice. Past or hypothetical performance does not guarantee future results. Trading involves risk, including the risk of loss. Test thoroughly and use at your own discretion.
Pine Script®策略
由MyAlgoIndex提供
2
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System ## WHAT THIS STRATEGY DOES: This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Version**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Trading enabled - If ATR < threshold: No signals fire This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement. ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge. ### Stop Loss Placement: Stop losses are placed just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits. ### Trade Execution Logic: When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position): 1. Calculate entry price at zone boundary 2. Calculate TP and SL based on selected method 3. Execute strategy.entry() with calculated position size 4. Place strategy.exit() with TP limit and SL stop orders 5. Update info table with active trade details The strategy enforces one position at a time by checking strategy.position_size == 0 before entry. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ### Position Sizing System: Three methods calculate position size: **Fixed Contracts**: - Uses exact contract quantity specified in settings - Best for futures traders (e.g., "trade 2 NQ contracts") **Percentage of Equity**: - position_size = (strategy.equity × equity_pct / 100) / close - Dynamically scales with account growth **Cash Amount**: - position_size = cash_amount / close - Maintains consistent dollar exposure regardless of price ## INPUT PARAMETERS: ### Position Sizing: - **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount - **Number of Contracts**: Fixed quantity per trade (1-1000) - **% of Equity**: Percentage of account to allocate (1-100%) - **Cash Amount**: Dollar value per position ($100+) ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long entries on/off - **Enable Short Scalps**: Toggle short entries on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time strategy status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Color Settings**: Customize long/short/TP/SL colors ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short entries - **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status ## HOW TO USE: ### For 1-3 Minute Scalping (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars - Position Size: 1-2 contracts ### For 5-15 Minute Day Trading: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - Position Size: Fixed contracts or 5-10% equity ### For 30-60 Minute Swing Scalping: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - Position Size: % of equity recommended ## BACKTEST CONSIDERATIONS: - Strategy performs best in ranging, mean-reverting markets - Strong trending markets produce more stop losses as price breaks channels - ATR filter significantly reduces trade count but improves quality during low volatility - Cooldown period trades signal quantity for signal quality - Commission and slippage materially impact sub-5-minute timeframe performance - Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions - % of Channel TP adapts better to varying channel sizes than fixed points - Fixed contract sizing recommended for consistent risk per trade in futures **Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability. ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality. ## KNOWN LIMITATIONS: - Immediate touch entry can fire multiple times in choppy zones without adequate cooldown - Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size - ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation) - Mean reversion logic fails in strong breakout scenarios leading to stop loss hits - Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price - No partial closing capability - full position exits at TP or SL only - Strategy does not account for gap openings or overnight holds ## RISK DISCLOSURE: Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively. ## ACKNOWLEDGMENT & CREDITS: This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
Pine Script®策略
由TradeManager_PRO提供
FlowStateTrader FlowState Trader - Advanced Time-Filtered Strategy ## Overview FlowState Trader is a sophisticated algorithmic trading strategy that combines precision entry signals with intelligent time-based filtering and adaptive risk management. Built for traders seeking to achieve their optimal performance state, FlowState identifies high-probability trading opportunities within user-defined time windows while employing dynamic trailing stops and partial position management. ## Core Strategy Philosophy FlowState Trader operates on the principle that peak trading performance occurs when three elements align: **Focus** (precise entry signals), **Flow** (optimal time windows), and **State** (intelligent position management). This strategy excels at finding reversal opportunities at key support and resistance levels while filtering out suboptimal trading periods to keep traders in their optimal flow state. ## Key Features ### 🎯 Focus Entry System **Support/Resistance Zone Trading**: - Dynamic identification of key price levels using configurable lookback periods - Entry signals triggered when price interacts with these critical zones - Volume confirmation ensures genuine breakout/reversal momentum - Trend filter alignment prevents counter-trend disasters **Entry Conditions**: - **Long Signals**: Price closes above support buffer, touches support level, with above-average volume - **Short Signals**: Price closes below resistance buffer, touches resistance level, with above-average volume - Optional trend filter using EMA or SMA for directional bias confirmation ### ⏰ FlowState Time Filtering System **Comprehensive Time Controls**: - **12-Hour Format Trading Windows**: User-friendly AM/PM time selection - **Multi-Timezone Support**: UTC, EST, PST, CST with automatic conversion - **Day-of-Week Filtering**: Trade only weekdays, weekends, or both - **Lunch Hour Avoidance**: Automatically skips low-volume lunch periods (12-1 PM) - **Visual Time Indicators**: Background coloring shows active/inactive trading periods **Smart Time Features**: - Handles overnight trading sessions seamlessly - Prevents trades during historically poor performance periods - Customizable trading hours for different market sessions - Real-time trading window status in dashboard ### 🛡️ Adaptive Risk Management **Multi-Level Take Profit System**: - **TP1**: First profit target with optional partial position closure - **TP2**: Final profit target for remaining position - **Flexible Scaling**: Choose number of contracts to close at each level **Dynamic Trailing Stop Technology**: - **Three Operating Modes**: - **Conservative**: Earlier activation, tighter trailing (protect profits) - **Balanced**: Optimal risk/reward balance (recommended) - **Aggressive**: Later activation, wider trailing (let winners run) - **ATR-Based Calculations**: Adapts to current market volatility - **Automatic Activation**: Engages when position reaches profitability threshold ### 📊 Intelligent Position Sizing **Contract-Based Management**: - Configurable entry quantity (1-1000 contracts) - Partial close quantities for profit-taking - Clear position tracking and P&L monitoring - Real-time position status updates ### 🎨 Professional Visualization **Enhanced Chart Elements**: - **Entry Zone Highlighting**: Clear visual identification of trading opportunities - **Dynamic Risk/Reward Lines**: Real-time TP and SL levels with price labels - **Trailing Stop Visualization**: Live tracking of adaptive stop levels - **Support/Resistance Lines**: Key level identification - **Time Window Background**: Visual confirmation of active trading periods **Dual Dashboard System**: - **Strategy Dashboard**: Real-time position info, settings status, and current levels - **Performance Scorecard**: Live P&L tracking, win rates, and trade statistics - **Customizable Sizing**: Small, Medium, or Large display options ### ⚙️ Comprehensive Customization **Core Strategy Settings**: - **Lookback Period**: Support/resistance calculation period (5-100 bars) - **ATR Configuration**: Period and multipliers for stops/targets - **Reward-to-Risk Ratios**: Customizable profit target calculations - **Trend Filter Options**: EMA/SMA selection with adjustable periods **Time Filter Controls**: - **Trading Hours**: Start/end times in 12-hour format - **Timezone Selection**: Four major timezone options - **Day Restrictions**: Weekend-only, weekday-only, or unrestricted - **Session Management**: Lunch hour avoidance and custom periods **Risk Management Options**: - **Trailing Stop Modes**: Conservative/Balanced/Aggressive presets - **Partial Close Settings**: Enable/disable with custom quantities - **Alert System**: Comprehensive notifications for all trade events ### 📈 Performance Tracking **Real-Time Metrics**: - Net profit/loss calculation - Win rate percentage - Profit factor analysis - Maximum drawdown tracking - Total trade count and breakdown - Current position P&L **Trade Analytics**: - Winner/loser ratio tracking - Real-time performance scorecard - Strategy effectiveness monitoring - Risk-adjusted return metrics ### 🔔 Alert System **Comprehensive Notifications**: - Entry signal alerts with price and quantity - Take profit level hits (TP1 and TP2) - Stop loss activations - Trailing stop engagements - Position closure notifications ## Strategy Logic Deep Dive ### Entry Signal Generation The strategy identifies high-probability reversal points by combining multiple confirmation factors: 1. **Price Action**: Looks for price interaction with key support/resistance levels 2. **Volume Confirmation**: Ensures sufficient market interest and liquidity 3. **Trend Alignment**: Optional filter prevents counter-trend positions 4. **Time Validation**: Only trades during user-defined optimal periods 5. **Zone Analysis**: Entry occurs within calculated buffer zones around key levels ### Risk Management Philosophy FlowState Trader employs a three-tier risk management approach: 1. **Initial Protection**: ATR-based stop losses set at strategy entry 2. **Profit Preservation**: Trailing stops activate once position becomes profitable 3. **Scaled Exit**: Partial profit-taking allows for both security and potential ### Time-Based Edge The time filtering system recognizes that not all trading hours are equal: - Avoids low-volume, high-spread periods - Focuses on optimal liquidity windows - Prevents trading during news events (lunch hours) - Allows customization for different market sessions ## Best Practices and Optimization ### Recommended Settings **For Scalping (1-5 minute charts)**: - Lookback Period: 10-20 - ATR Period: 14 - Trailing Stop: Conservative mode - Time Filter: Major session hours only **For Day Trading (15-60 minute charts)**: - Lookback Period: 20-30 - ATR Period: 14-21 - Trailing Stop: Balanced mode - Time Filter: Extended trading hours **For Swing Trading (4H+ charts)**: - Lookback Period: 30-50 - ATR Period: 21+ - Trailing Stop: Aggressive mode - Time Filter: Disabled or very broad ### Market Compatibility - **Forex**: Excellent for major pairs during active sessions - **Stocks**: Ideal for liquid stocks during market hours - **Futures**: Perfect for index and commodity futures - **Crypto**: Effective on major cryptocurrencies (24/7 capability) ### Risk Considerations - **Market Conditions**: Performance varies with volatility regimes - **Timeframe Selection**: Lower timeframes require tighter risk management - **Position Sizing**: Never risk more than 1-2% of account per trade - **Backtesting**: Always test on historical data before live implementation ## Educational Value FlowState serves as an excellent learning tool for: - Understanding support/resistance trading - Learning proper time-based filtering - Mastering trailing stop techniques - Developing systematic trading approaches - Risk management best practices ## Disclaimer This strategy is for educational and informational 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 backtest the strategy and understand all risks before live trading. Always use proper position sizing and never risk more than you can afford to lose. --- *FlowState Trader represents the evolution of systematic trading - combining classical technical analysis with modern risk management and intelligent time filtering to help traders achieve their optimal performance state through systematic, disciplined execution.*
Pine Script®策略
由TradeManager_PRO提供
1
M0PB (Momentum Pullback)Long/short strategy that identifies extreme readings on the rsi as a *momentum signal*, unlike most RSI strategies the script will look to buy or sell the first pullback in the direction of the extreme RSI reading. Enters positions on the first pullback to the 5ema(low)/ 5ema(high) and exits at rolling 12 bar high/ low. The rolling high/ low feature means that if the price enters into a prolonged consolidation the profit target will begin to reduce with each new bar. The best trades tend to work within 2-6 bars. Built for use on 5 min intervals on FX, Indexes, and Crypto. Lower than 5 minute time frames tend to be noisier and mean more commissions and a higher risk of slippage so the suggested timeframe is 5 mins.  Hard stop is X ATR (users can experiment with this) from the position entry price. This can be adjusted in user inputs. There is a lot of slack left in entries and exits but the overall strategy is fairly robust across timeframes and markets and has between 60%-70% win rate with larger winners. Signals that occur from economic news volatility are best avoided.
Pine Script®策略
由Marcn5_提供
1
Strategy - Bobo PAPATRHi I've revamped this bot mentioned in the linked idea to make it work with v4 of pine. In doing so there are some very significant changes to how it works. The main one is that it no longer uses traditional daily pivot calculations to calculate the bands. It creates a more dynamic intraday set of pivot points based on recent price action rather than yesterday's ohlc. As published, the bot is tuned for a 15 min time frame. But it actually works well on lower time frames you just need to adjust the lookback periods in settings a bit to re tune it. It's also tuned to ES really but will need tweaking for a different instrument at the very least. The basic concept is recent price action is used to calculate a 'middle' around which red and green bands are located. Their position or width is largely determined by recent volatility. The middle line is again calculated from recent price action. The three lines from that form a tradeable range with green at the top and red at the bottom. The strategy is simple enough, it shorts as it sinks from outside red, and longs when rising above green. The basic principle being that once you enter that range you have a high probability of hitting the middle before you hit your stop loss. So the basic principle is you are trying to capture the inherent ranginess of liquid indices like S&P 500. That back and forth movement that happens. The bot is capturing this by fading extremes of a recent range but the problem with that is you'dd get murdered in a strong trend. To mitigate that there is a trend calculation running in the background the will prevent trading against firm trends mostly. So the bot should trade mostly in rangy conditions because that is what it is trying to do. Bot will close issue close signals automatically upon crossing the middle, it also will close automatically at predefined stops or limits. These values are denominated in market mintick values. For example the CFD SPX500 has a mintick of 0.1. Therefore a stop value of 100 will equate to 10 points on the index. If trading the same market via ES1! the mintick value is different - 0.25. So in this case a value of 40 is required to set the stop at 10 points. Anyway shout if you have questions. Hope it's useful. TVC:SPX OANDA:SPX500USD
Pine Script®策略
由BobVanders提供
1
Strategy - Bobo Intraday Swing Bot with filtersThis is an adapted version of my swing bot with additional filters that mean it works quite well on lower timeframes like 1min, 5 mins as long as you adjust the setting accordingly (reduce pivot timescale, band width) Entry conditions are filtered by an invisible trend calculation running in the background so the bot doesn't repeatedly try and fail to fade a strong trend. It has just about everything you should need for basic use, stop losses and targets, automatically close trade at pivot. I get good results on rangey instruments like major indices such as SPX / ES that kind of thing. Make sure you understand the minmum tick value of an index so the stop setting on the bot work properly Hope it's useful!
Pine Script®策略
由BobVanders提供
11