Hull Suite Strategy with Time Filter. it This script filter the initial false signal at the opening of market
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Liquidation Strategy📈 It enters a long trade when long liquidation spikes above a set threshold.
📉 It enters a short trade when short liquidation drops below the negative threshold.
🧮 It optionally filters entries using an EMA multiplier.
🔁 It exits long when RSI crosses below its smoothed version.
🔄 It exits short when RSI crosses above its smoothed version.
🔗 It requires linking to the Liquidations indicator on Bybit or OKX charts.
Trend Strength Index Long Strategy📈 Trend Strength Index Long Strategy
This strategy combines the Trend Strength Index (TSI) with a Volume-Weighted Moving Average (VWMA) to identify high-probability long entries based on trend momentum and price confirmation.
📊 TSI Calculation : Measures correlation between price and time (bar index) over a user-defined period. Strong TSI values indicate trend momentum.
📏 VWMA Filter : Confirms bullish bias when price is above the VWMA.
🚀 Entry Condition : Long position is triggered when TSI crosses above -0.65 and price is above VWMA.
🔒 Exit Condition : Position is closed when TSI crosses above 0.65.
🎨 Visuals : Gradient fills highlight bullish and bearish zones. VWMA is plotted for trend context.
🧮 TSI Length: Adjustable (default 14)
📐 VWMA Length: Adjustable (default 55)
💸 Commission: 0.1% per trade
📊 Position Size: 75% of equity
⚙️ Slippage: 10 ticks
✅ Best used in trending markets with steady momentum.
⚠️ Avoid in choppy or range-bound conditions.
Ramen & OJ V1Ramen & OJ V1 — Strategy Overview
Ramen & OJ V1 is a mechanical price-action system built around two entry archetypes—Engulfing and Momentum—with trend gates, session controls, risk rails, and optional interval take-profits. It’s designed to behave the same way you’d trade it manually: wait for a qualified impulse, enter with discipline (optionally on a measured retracement), and manage the position with clear, rules-based exits.
Core Idea (What the engine does)
At its heart, the strategy looks for a decisive candle, then trades in alignment with your defined trend gates and flattens when that bias is no longer valid.
Entry Candle Type
Engulfing: The body of the current candle swallows the prior candle’s body (classic momentum shift).
Momentum: A simple directional body (close > open for longs, close < open for shorts).
Body Filter (lookback): Optional guard that requires the current body to be at least as large as the max body from the last N bars. This keeps you from chasing weak signals.
Primary MA (Entry/Exit Role):
Gate (optional): Require price to be above the Primary MA for longs / below for shorts.
Exit (always): Base exit occurs when price closes back across the Primary MA against your position.
Longs: qualifying bullish candle + pass all enabled filters.
Shorts: mirror logic.
Entries (Impulse vs. Pullback)
You choose how aggressive to be:
Market/Bars-Close Entry: Fire on the bar that confirms the signal (respecting filters and sessions).
Retracement Entry (optional): Instead of chasing the close, place a limit around a configurable % of the signal candle’s range (e.g., 50%). This buys the dip/sells the pop with structure, often improving average entry and risk.
Flip logic is handled: when an opposite, fully-qualified signal appears while in a position, the strategy closes first and then opens the new direction per rules.
Exits & Trade Management
Primary Exit: Price closing back across the Primary MA against your position.
Interval Take-Profit (optional):
Pre-Placed (native): Automatically lays out laddered limit targets every X ticks with OCO behavior. Each rung can carry its own stop (per-rung risk). Clean, broker-like behavior in backtests.
Manual (legacy): Closes slices as price steps through the ladder levels intrabar. Useful for platforms/brokers that need incremental closes rather than bracketed OCOs.
Per-Trade Stop: Choose ticks or dollars, and whether the $ stop is per position or per contract. When pre-placed TP is on, each rung uses a coordinated OCO stop; otherwise a single hard stop is attached.
Risk Rails (Session P&L Controls)
Session Soft Lock: When a session profit target or loss limit is hit, the strategy stops taking new trades but does not force-close open positions.
Session Hard Lock: On reaching your session P&L limit, all orders are canceled and the strategy flattens immediately. No new orders until the next session.
These rails help keep good days good and bad days survivable.
Filters & How They Work Together
1) Trend & Bias
Primary MA Gate (optional): Only long above / only short below. This keeps signals aligned with your primary bias.
Primary MA Slope Filter (optional): Require a minimum up/down slope (in degrees over a defined bar span). It’s a simple way to force impulse alignment—green light only when the MA is actually moving up for longs (or down for shorts).
Secondary MA Filter (optional): An additional trend gate (SMA/EMA, often a 200). Price must be on the correct side of this higher-timeframe proxy to trade. Great for avoiding countertrend picks.
How to combine:
Use Secondary MA as the “big picture” bias, Primary MA gate as your local regime check, and Slope to ensure momentum in that regime. That three-layer stack cuts a lot of chop.
2) Volatility/Exhaustion
CCI Dead Zone Filter (optional): Trades only when CCI is inside a specified band (default ±200). This avoids entries when price is extremely stretched; think of it as a no-chase rule.
TTM Squeeze Filter (optional): When enabled, the strategy avoids entries during a squeeze (Bollinger Bands inside Keltner Channels). You’re effectively waiting for the release, not the compression itself. This plays nicely with momentum entries and the slope gate.
How to combine:
If you want only the clean breaks, enable Slope + Squeeze; if you want structure but fewer chases, add CCI Dead Zone. You’ll filter out a lot of low-quality “wiggle” trades.
3) Time & Market Calendar
Sessions: Up to two session windows (America/Chicago by default), with background highlights.
Good-Till-Close (GTC): When ON, trades can close outside the session window; when OFF, all positions are flattened at session end and pending orders canceled.
Market-Day Filters: Skip US listed holidays and known non-full Globex days (e.g., Black Friday, certain eves). Cleaner logs and fewer backtest artifacts.
How to combine:
Run your A-setup window (e.g., cash open hour) with GTC ON if you want exits to obey system rules even after the window, or GTC OFF if you want the book flat at the bell, no exceptions.
Practical Profiles (mix-and-match presets)
Trend Rider: Primary MA gate ON, Slope filter ON, Secondary MA ON, Retracement ON (50%).
Goal: Only take momentum that’s already moving, buy the dip/sell the pop back into trend.
Structure-First Pullback: Primary MA gate ON, Secondary MA ON, CCI Dead Zone ON, Retracement 38–62%.
Goal: Filter extremes, use measured pullbacks for better R:R.
Break-Only Mode: Slope ON + Squeeze filter ON (avoid compression), Body filter ON with short lookback.
Goal: Only catch clean post-compression impulses.
Session Scalper: Tight session window, GTC OFF, Interval TP ON (small slices, short rungs), per-trade tick stop.
Goal: Quick hits in a well-defined window, always flat after.
Automation Notes
The system is built with intrabar awareness (calc_on_every_tick=true) and supports bracket-style behavior via pre-placed interval TP rungs. For webhook automation (e.g., TradersPost), keep chart(s) open and ensure alerts are tied to your order events or signal conditions as implemented in your alert templates. Always validate live routing with a small-size shakedown before scaling.
Tips, Caveats & Good Hygiene
Intrabar vs. Close: Backtests can fill intrabar where your broker might not. The pre-placed mode helps emulate OCO behavior but still depends on feed granularity.
Slippage & Fees: Set realistic slippage/commission in Strategy Properties to avoid fantasy equity curves.
Session Consistency: Use the correct timezone and verify that your broker’s session aligns with your chart session settings.
Don’t Over-stack Filters: More filters ≠ better performance. Start with trend gates, then add one volatility filter if needed.
Disclosure
This script is for educational purposes only and is not financial advice. Markets carry risk; only trade capital you can afford to lose. Test thoroughly on replay and paper before using any automated routing.
TL;DR
Identify a decisive candle → pass trend/vol filters → (optionally) pull back to a measured limit → scale out on pre-planned rungs → exit on Primary MA break or session rule. Clear, mechanical, repeatable.
/MNQ WAVE (Fusion B-L/S)MNQ WAVE - Fusion Long/Short (EMA, VWAP, WSA, Regime/ATR)
Description
What it is
MNQ WAVE is a fusion strategy for intraday MNQ. It doesn’t take every EMA cross; it waits for price context near VWAP, a simple Weinstein-style trend/volume check (WSA), and a volatility/trend filter. You can run the Regime filter (ADX + ATR relative) or use an ATR threshold fallback. Session blocks help avoid thin/roll periods. Exits combine fixed SL/TP with trailing stops and an optional bars-based auto-close.
Why this mashup
Each piece plays a different role:
EMA cross = timing.
VWAP proximity = avoid chasing stretched moves.
WSA = structure (slope) + healthy volume.
Regime/ATR = align with trend/volatility states.
Together they screen out many low-quality crosses that a single indicator would allow.
How it trades
Long: fast EMA crosses above slow (flat-only) + above/near VWAP within tolerance + WSA long OK + Regime (or ATR) OK + Session OK.
Short: fast crosses below slow (flat-only, and fast < slow) + below/near VWAP + WSA short OK + Regime (or ATR) OK + Session OK.
Risk (defaults): Long SL 1.4%, TP 2.7%, trailing starts at +0.5% with 0.4% trail. Short SL 1.4%, TP 4.5%, trailing starts at −0.5% with 0.4%. Optional auto-close by bars (default off; max 20).
Signals / alerts
Works with either Fills (alert_message) or alert() only. Payloads include entry/SL/TP and a compact indicators block (ATR/ADX) for external routing. No links or promo.
Defaults used in this publication
These match the script so results aren’t misleading:
Initial Capital: $10,000
Order Size: 1 contract (fixed)
Commission: $1.42 per order (cash_per_order - Tastytrade)
Slippage: set in Properties before publishing (recommend ≥ 1 tick for MNQ)
Process orders on close: false
Calc on every tick: false
Backtest fill limits assumption: 0
Minimum required capital: $10,000
Tip: keep per-trade risk within ≤ 5–10% of equity by adjusting size.
Backtest scope & sample size
Designed for intraday MNQ (often used on 5-minute charts, but timeframe is up to you). Aim for >100 trades using a multi-year window. Regime filtering may reduce trade count but often improves quality, no drawdowns observed in the evaluated backtest (where allowed under platform rules, using realistic commissions & slippage); not a guarantee of future results.
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Resumen
Estrategia intradía para MNQ que filtra cruces EMA con proximidad a VWAP, un chequeo de tendencia/volumen tipo Weinstein (WSA) y un filtro de régimen (ADX + ATR relativo) o ATR simple. Incluye bloqueos de sesión NY, SL/TP fijos, trailing y cierre opcional por conteo de barras.
Cómo entra y sale
Largos: cruce EMA alcista (solo en flat) + precio por encima/cerca de VWAP dentro de la tolerancia + WSA largo OK + Régimen/ATR OK + Sesión OK.
Cortos: cruce EMA bajista (solo en flat, fast < slow) + precio por debajo/cerca de VWAP + WSA corto OK + Régimen/ATR OK + Sesión OK.
Gestión (por defecto): Largo SL 1.4%, TP 2.7%, trailing desde +0.5% con 0.4%. Corto SL 1.4%, TP 4.5%, trailing desde −0.5% con 0.4%. Cierre por barras opcional (20).
Propiedades por defecto (coinciden con el script)
Capital: $10,000 · Tamaño: 1 contrato · Comisión: $1.42/orden · Slippage: configúralo en Propiedades (sugerido ≥ 1 tick para MNQ) · Process on close: false · Calc on every tick: false · Backtest fill limits: 0.
Sugerencia: mantener el riesgo ≤ 5–10% del capital por operación ajustando el tamaño.
Alcance del backtest
Pensado para intradía MNQ (habitualmente 5m, pero configurable). Busca >100 operaciones con ventana multi-año. El filtro de régimen suele reducir cantidad de trades y mejorar su calidad.
2 of 3 Confluence StrategyA strategy created for swing and positional trading on stocks and index. Best to use on daily or minimum hourly time frame. It will also work in smaller time frames but there will be some noise.
The Real Deal v3.0The Real Deal v3.0 blends multiple layers of market structure into a single adaptive framework. Using a Gaussian price channel as its backbone, it adds dynamic confirmation from EMA filters, cloud-style trend detection, and a proprietary “Secret Sauce” momentum engine. Flexible trade direction, optional TP/SL management, and configurable entry/exit triggers allow the strategy to adapt to changing conditions. The result is a system designed to identify high-probability trades while filtering out the noise—simple on the surface, but with deeper mechanics under the hood.
回撤再入场引擎This is a long-only, counter-trend strategy that aims to buy dips in a medium-term downtrend. The entry logic is based on a confluence of four filters:
1. **Trend Filter:** The price must be trading below the 60-period Simple Moving Average (SMA).
2. **Oversold Condition:** The WaveTrend Oscillator must first dip below -60 and then recover above -55.
3. **Momentum Confirmation:** The MACD must show sustained bullish momentum for at least 2 bars.
4. **Re-entry Filter:** A new trade is only allowed if the price is at least a certain percentage lower than the last trade's exit price.
The exit is based on a fixed Take Profit target. This version does not include a stop-loss.
Penguin Volatility State StrategyThe Penguin Volatility State Strategy is a comprehensive technical analysis framework designed to identify the underlying "state" or "regime" of the market. Instead of just providing simple buy or sell signals, its primary goal is to classify the market into one of four distinct states by combining trend, momentum, and volatility analysis.
The core idea is to trade only when these three elements align, focusing on periods of volatility expansion (a "squeeze breakout") that occur in the direction of a confirmed trend and are supported by strong momentum.
Key Components
The strategy is built upon two main engines
The Volatility Engine (Bollinger Bands vs. Keltner Channels)
This engine detects periods of rapidly increasing volatility. It measures the percentage difference (diff) between the upper bands of Bollinger Bands (which are based on standard deviation) and Keltner Channels (based on Average True Range). During a volatility "squeeze," both bands are close. When price breaks out, the Bollinger Band expands much faster than the Keltner Channel, causing the diff value to become positive. A positive diff signals a volatility breakout, which is the moment the strategy becomes active.
The Trend & Momentum Engine (Multi-EMA System)
This engine determines the market's direction and strength. It uses:
A Fast EMA (e.g., 12-period) and a Slow EMA (e.g., 26-period): The crossover of these two moving averages defines the primary, underlying trend (similar to a MACD).
An Ultra-Fast EMA (e.g., 2-period of ohlc4): This is used to measure the immediate, short-term momentum of the price.
The Four Market States
By combining the Trend and Momentum engines, the strategy categorizes the market into four visually distinct states, represented by the chart's background color. This is the most crucial aspect of the system.
💚 Green State: Strong Bullish
The primary trend is UP (Fast EMA > Slow EMA) AND the immediate momentum is STRONG (Price > Fast EMA).
Interpretation: This represents a healthy, robust uptrend where both the underlying trend and short-term price action are aligned. It is considered the safest condition for taking long positions.
❤️ Red State: Strong Bearish
Condition: The primary trend is DOWN (Fast EMA < Slow EMA) AND the immediate momentum is WEAK (Price < Fast EMA).
Interpretation: This represents a strong, confirmed downtrend. It is considered the safest condition for taking short positions.
💛 Yellow State: Weakening Bullish / Pullback
Condition: The primary trend is UP (Fast EMA > Slow EMA) BUT the immediate momentum is WEAK (Price < Fast EMA).
Interpretation: This is a critical warning signal for bulls. While the larger trend is still up, the short-term price action is showing weakness. This could be a minor pullback, a period of consolidation, or the very beginning of a trend reversal. Caution is advised.
💙 Blue State: Weakening Bearish / Relief Rally
Condition: The primary trend is DOWN (Fast EMA < Slow EMA) BUT the immediate momentum is STRONG (Price > Fast EMA).
Interpretation: This signals that a downtrend is losing steam. It often represents a short-covering rally (a "bear market rally") or the first potential sign of a market bottom. Bears should be cautious and consider taking profits.
How the Strategy Functions
The strategy uses these four states as its foundation for making trading decisions. The entry and exit arrows (Long, Short, Close) are generated based on a set of rules that can be customized by the user. For instance, a trader can configure the strategy to
Only take long trades during the Green State.
Require a confirmed volatility breakout (diff > 0) before entering a trade.
Use the "RSI on Diff" indicator to ensure that the breakout is supported by accelerating momentum.
Summary
In essence, the Penguin Volatility State Strategy provides a powerful "dashboard" for viewing the market. It moves beyond simple indicators to offer a contextual understanding of price action. By waiting for the alignment of Trend (the State), Volatility (the Breakout), and Momentum (the Acceleration), it helps traders to identify higher-probability setups and, just as importantly, to know when it is better to stay out of the market.
License / disclaimer
© waranyu.trkm — MIT License. Educational use only; not financial advice.
VWAP Trend Strategy (Intraday) [KedarArc Quant]Description:
An intraday strategy that anchors to VWAP and only trades when a local EMA trend gate and a volume participation gate are both open. It offers two entry templates—Cross and Cross-and-Retest—with an optional Momentum Exception for impulsive moves. Exits combine a TrendBreak (structure flips) with an ATR emergency stop (risk cap).
Updates will be published under this script.
Why this merits a new script
This is not a simple “VWAP + EMA + ATR” overlay. The components are sequenced as gates and branches that *change the trade set* in ways a visual mashup cannot:
1. Trend Gate first (EMA fast vs. slow on the entry timeframe)
Counter-trend VWAP crosses are suppressed. Many VWAP scripts fire on every cross; here, no entry logic even evaluates unless the trend gate is open.
2. Participation Gate second (Volume SMA × multiplier)
This gate filters thin liquidity moves around VWAP. Without it, the same visuals would produce materially more false triggers.
3. Branching entries with structure awareness
* Cross: Immediate VWAP cross in the trend direction.
* Cross-and-Retest: Requires a revisit to VWAP vicinity within a lookback window (recent low near VWAP for longs; recent high for shorts). This explicitly removes first-touch fakeouts that a plain cross takes.
* Momentum Exception (optional): A quantified body% + volume condition can bypass the retest when flow is impulsive—intentional risk-timing, not “just another indicator.”
4. Dual exits that reference both anchor and structure
* TrendBreak: Close only when price loses VWAP and EMA alignment flips.
* ATR stop: Placed at entry to cap tail risk.
These exits complement the entry structure rather than being generic stop/target add-ons.
What it does
* Trades the session’s fair value anchor (VWAP), but only with local-trend agreement (EMA fast vs. slow) and sufficient participation (volume filter).
* Lets you pick Cross or Cross-and-Retest entries; optionally allow a fast Momentum Exception when candles expand with volume.
* Manages positions with a structure exit (TrendBreak) and an emergency ATR stop from entry.
How it works (concepts & calculations)
* VWAP (session anchor):
Standard VWAP of the active session; entries reference the cross and the retest proximity to VWAP.
* Trend gate:
Long context only if `EMA(fast) > EMA(slow)`; short only if `EMA(fast) < EMA(slow)`.
A *gate*, not a trigger—entries aren’t considered unless this is true.
* Participation (volume) gate:
Require `volume > SMA(volume, volLen) × volMult`.
Screens out low-participation wiggles around VWAP.
Entries:
* Cross: Price crosses VWAP in the trend direction while volume gate is open.
* Cross-and-Retest: After crossing, price revisits VWAP vicinity within `lookback` (recent *low near VWAP* for longs; recent *high near VWAP* for shorts).
* Momentum Exception (optional): If body% (|close−open| / range) and volume exceed thresholds, enter without waiting for the retest.
Exits:
* TrendBreak (structure):
* Longs close when `price < VWAP` and `EMA(fast) < EMA(slow)` (mirror for shorts).
* ATR stop (risk):
* From entry: `stop = entry ± ATR(atrLen) × atrMult`.
How to use it ?
1. Select market & timeframe: Intraday on liquid symbols (equities, futures, crypto).
2. Pick entry mode:
* Start with Cross-and-Retest for fewer, more selective signals.
* Enable Momentum Exception if strong moves leave without retesting.
3. Tune guards:
* Raise `volMult` to ignore thin periods; lower it for more activity.
* Adjust `lookback` if retests come late/early on your symbol.
4. Risk:
* `atrLen` and `atrMult` set the emergency stop distance.
5. Read results per session: Optional panel (if enabled) summarizes Net-R, Win%, and PF for today’s session to evaluate
behavior regime by regime.
⚠️ Disclaimer
This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Valdes Trading Bots Pro Strategy (TP + BE % + Trail)v10.1Pro Strategy (TP + BE % + Trail) v10.1
Overview
This strategy is built for systematic trade management, combining dynamic entries with layered exit controls. It’s designed to help evaluate staged profit-taking, breakeven protection, and trailing stop logic directly in backtests.
Core logic
Entry signals use a volatility-based filter combined with trend confirmation.
Exits are modular and can be enabled or disabled independently.
The system is adaptable to different markets and timeframes.
Features
Take Profits: Up to three scalable targets with user-defined % levels and allocation.
Breakeven: Optional breakeven trigger and offset for risk protection.
Trailing Stop: Trail activation and distance settings to capture extended moves.
Sizing: Portfolio-percent sizing by default, with an optional multiplier to simulate leverage.
Alert Mode: Choose between standard alerts or a structured JSON format for advanced integration.
Best use cases
Testing scaling-out methods vs. single-exit trades.
Comparing breakeven vs. trailing stop performance across timeframes.
Assessing risk management techniques under different volatility conditions.
Notes
Backtest results may differ from live results due to fees, slippage, or execution conditions.
This script is for research and educational purposes only.
CryptoThunder Storm v1.21CryptoThunder Storm v1.21 — Strategy (non-repainting, HTF-aware)
CryptoThunder Storm is a Pine v6 strategy that trades the cross of two moving-average variants computed on an alternate (higher) timeframe derived from your current chart. It’s built to be non-repainting by evaluating signals only at HTF bar boundaries and by avoiding lookahead. The script can trade LONG, SHORT, BOTH, or be disabled, and it includes a one-click invert Long/Short mode.
How it works
Two MA streams (Open/Close series).
You can choose from multiple MA types (SMA/EMA/DEMA/TEMA/WMA/VWMA/SMMA/Hull/LSMA/ALMA/SSMA/TMA). The script computes:
closeSeries – MA of the (possibly delayed) close
openSeries – MA of the (possibly delayed) open
Alternate Resolution (HTF).
The inputs allow you to multiply your current chart’s timeframe (e.g., on 5m with multiplier 3 → HTF = 15m). Both series are requested via request.security() with lookahead_off.
Non-repainting gating.
Signals are evaluated once per HTF bar (htfClosed gate). This ensures entries/alerts are aligned with HTF boundaries and prevents forward-shifting.
Entry logic.
Long when closeSeriesAlt crosses above openSeriesAlt.
Short when closeSeriesAlt crosses below openSeriesAlt.
Invert mode swaps these actions (a former long signal opens a short, and vice versa).
Orders are processed on bar close (process_orders_on_close=true).
Risk management (optional).
Optional initial TP/SL exits via strategy.exit() (ticks/points). Set 0 to disable.
Visuals.
The script colors bars (optional) and plots the two HTF series with a filled band, plus compact UP/DN/CL markers that match the executed side after inversion/filtering.
Inputs & configuration
Use Alternate Resolution?
Turns the HTF logic on/off. When off, the strategy uses the chart timeframe.
Multiplier for Alternate Resolution
Multiplies the current timeframe to form the HTF (e.g., 3×).
MA Type / Period / Offsets
MA Type — choose from 12 variants.
MA Period — core length.
Offset for LSMA / Sigma for ALMA — MA-specific tuning.
Offset for ALMA — center of mass for ALMA.
Delay Open/Close MA — shifts the source back by n bars for a more conservative (non-peek) calculation. Keep at 0 unless you know you want extra delay.
Show coloured Bars to indicate Trend?
Colors bars relative to HTF band.
What trades should be taken: LONG / SHORT / BOTH / NONE
Filters which sides are actually traded.
Invert Long/Short logic?
Swaps long ↔ short everywhere (orders, markers, JSON alerts).
Backtest window (Number of Bars for Back Testing)
Crude limiter to speed up testing. 0 = test full history.
TP/SL (Initial Stop Loss / Target Profit Points)
Values in ticks/points. 0 disables. They apply to both sides via strategy.exit().
Alert options
Turn on alerts (JSON)
Show alert marks (UP/DOWN/CLOSE)
Send CLOSE alerts (toggle)
The strategy fires alert() internally. Create an alert on “Any alert() function call”.
The payload is a simple JSON string:{ "text":"C98USDT.P UP"}
Messages:
UP — a long entry was executed (or, with Invert on: the inverted long signal that opens a long).
DOWN — a short entry executed.
CLOSE — position closed or flipped.
Tip: If you want to route long/short to different webhooks, parse the text field for UP, DOWN, or CLOSE
Plotting & markers
Band: Fills between the two HTF MA lines.
Bar color (optional): Quick visual trend cue.
Markers:
▲ “UP” below bar when a long executes.
▼ “DN” above bar when a short executes.
✖ “CL” on position close/flip.
These reflect the final executed side, after trade filters and after Invert mode
Best practices & notes
Non-repainting design.
request.security(..., lookahead_off) prevents future data leakage.
Signals are gated to HTF bar boundaries, so you won’t get intra-HTF recalculations.
Strategy orders are processed at bar close.
Choosing the multiplier.
A 2×–4× multiplier often balances responsiveness vs stability (e.g., 5m→15m or 20m). Larger multipliers reduce churn and false signals.
TP/SL units.
Values are in ticks/points of the chart symbol. On crypto, check your instrument’s tick size and adjust accordingly.
Trade filters apply after inversion.
With invertLS = true and tradeType = LONG, only final longs (post-inversion) are allowed.
Strategy vs chart counts.
The Tester reports closed trades; your chart shows entries/markers including the latest open trade. This can explain 8 vs 12 discrepancies over short windows.
Performance.
calc_on_every_tick=false and the backtest limiter keep the script responsive on long histories.
Tips: user on mid-volume crypto pair, 1M chart, best MA is: SMMA, Hull, SSMA, DEMA, TEMA.
This strategy is for research and education. Markets carry risk; past performance doesn’t guarantee future results. Always forward-test on paper and validate your exchange execution, tick size, and fees before deploying live.
Liquidation Strategy💣 Liquidation Strategy (High-Level Overview + Usage)
This strategy is built to trade extreme liquidation events on crypto exchanges like Bybit or OKX, using TradingView’s Liquidations indicator as input.
🔧 Core Logic
Long entries: Triggered when long liquidation values spike above a set threshold.
Short entries: Triggered when short liquidation values drop below a negative threshold.
Optional EMA filter ensures liquidation values are significantly above/below their moving average.
RSI crossover logic is used to exit trades.
🛠️ Usage Instructions
Add the Liquidations Indicator: Go to TradingView → Indicators → Search for “Liquidations” under the Financials section.
Select the Correct Chart: Use a chart from Bybit or OKX, as these exchanges provide liquidation data.
Link the Data Sources: In the strategy settings, set: Long Liquidation Data to the long liquidation series from the indicator. Short Liquidation Data to the short liquidation series.
Overlay the Strategy: You can overlay this strategy directly on the Liquidations indicator for better visual alignment.
RSI Momentum Trend MM with Risk Per Trade [MTF]This is a comprehensive and highly customizable trend-following strategy based on RSI momentum. The core logic identifies strong directional moves when the RSI crosses user-defined thresholds, combined with an EMA trend confirmation. It is designed for traders who want granular control over their strategy's parameters, from signal generation to risk management and exit logic.
This script evolves a simple concept into a powerful backtesting tool, allowing you to test various money management and trade management theories across different timeframes.
Key Features
- RSI Momentum Signals: Uses RSI crosses above a "Positive" level or below a "Negative" level to generate trend signals. An EMA filter ensures entries align with the immediate trend.
- Multi-Timeframe (MTF) Analysis: The core RSI and EMA signals can be calculated on a higher timeframe (e.g., using 4H signals to trade on a 1H chart) to align trades with the larger trend. This feature helps to reduce noise and improve signal quality.
Advanced Money Management
- Risk per Trade %: Calculate position size based on a fixed percentage of equity you want to risk per trade.
- Full Equity: A more aggressive option to open each position with 100% of the available strategy equity.
Flexible Exit Logic: Choose from three distinct exit strategies to match your trading style
- Percentage (%) Based: Set a fixed Stop Loss and Take Profit as a percentage of the entry price.
- ATR Multiplier: Base your Stop Loss and Take Profit on the Average True Range (ATR), making your exits adaptive to market volatility.
- Trend Reversal: A true trend-following mode. A long position is held until an opposite "Negative" signal appears, and a short position is held until a "Positive" signal appears. This allows you to "let your winners run."
Backtest Date Range Filter: Easily configure a start and end date to backtest the strategy's performance during specific market periods (e.g., bull markets, bear markets, or high-volatility periods).
How to Use
RSI Settings
- Higher Timeframe: Set the timeframe for signal calculation. This must be higher than your chart's timeframe.
- RSI Length, Positive above, Negative below: Configure the core parameters for the RSI signals.
Money Management
Position Sizing Mode
- Choose "Risk per Trade" to use the Risk per Trade (%) input for precise risk control.
- Choose "Full Equity" to use 100% of your capital for each trade.
- Risk per Trade (%): Define the percentage of your equity to risk on a single trade (only works with the corresponding sizing mode).
SL/TP Calculation Mode
Select your preferred exit method from the dropdown. The strategy will automatically use the relevant inputs (e.g., % values, ATR Multiplier values, or the trend reversal logic).
Backtest Period Settings
Use the Start Date and End Date inputs to isolate a specific period for your backtest analysis.
License & Disclaimer
© waranyu.trkm — MIT License.
This script is for educational purposes only and should not be considered financial advice. Trading involves significant risk, and past performance is not indicative of future results. Always conduct your own research and risk assessment before making any trading decisions.
W Bottom Reversal Strategy W Bottom Reversal Strategy (15m-close entries; intrabar TP; daily MACD exit; JSON alerts v49.3-expire2)
Overview
A precision reversal strategy designed for 15-minute charts on liquid symbols. It detects a capitulation-and-stabilization “W” base using 1-hour (1H) context, confirms momentum improvement, then enters only on bar close to avoid early/“ghost” signals. Exits combine a fast intrabar take-profit (~2.7%) with a daily MACD risk-off exit that closes positions when higher-timeframe momentum turns against the setup.
How it works (high-level, matching code)
1H volatility + oversold gate (arming)
Compute 1H Bollinger-style bands (basis = SMA(close, bbLength=20), stdev multiplier bbMult=2.0).
Arm the setup when a 1H bar closes with price < 1H lower band and 1H RSI( rsiLength=14 ) < rsiThreshold (default 20.0).
1H momentum flip → pending entry
When a new 1H bar closes and 1H MACD line (EMA12−EMA26) crosses above 0 while armed and flat, set an entryPending flag.
This does not enter yet—it prepares a confirmed, bar-close entry on the lower timeframe.
Bar-close execution on the chart timeframe (15m)
On the next 15m bar close (or within N bars, see below) and still flat, fire the entry using a limit order at close × (1 − 0.00001) (≈ 0.001% below close) to reduce slippage and maintain chart/alert alignment.
Anti-late filter (no stale triggers)
If the pending entry doesn’t trigger within N chart bars (input: “Pending entry valid for N chart bars”, default 1, range 1–8), it expires and the arm state resets. This prevents late fills long after the 1H confirmation.
Exit logic
Primary: Standing intrabar take-profit at +2.7% from the average entry price (managed via strategy.exit limit).
Risk-off: On daily bar close, if Daily MACD line (EMA12−EMA26) crosses under 0, close the position (flat on daily momentum flip).
Default Properties (used for this publication)
Timeframe: 15m (with 1H and Daily higher-timeframe confirmations via request.security)
Initial capital: $10,000
Position sizing: Percent of equity = 10% per trade (enters only when flat; no stacking while in a position)
Commission: 0.05% per side
Slippage: Recommend 1 tick in Strategy Properties for realistic fills
Inputs exposed:
BB Length: 20 • BB Multiplier: 2.0
RSI Length: 14 • RSI Threshold: 20.0
MACD: Short 12, Long 26, Signal 9 (signal kept for compatibility; logic uses MACD line vs 0)
Pending entry valid for N chart bars: default 1 (1–8)
Execution behavior (per code):
calc_on_every_tick = false (evaluates on bar close)
process_orders_on_close = true (orders placed at bar close)
Limit entry at close −0.001%
Intrabar TP (2.7%)
Daily risk-off exit on MACD<0 at daily bar close
Alerts (exact behavior in code)
Uses alert() function calls with standardized JSON.
Set your alert to “Only alert() function calls” and “Once per bar close.”
Two events are emitted:
LONG_CONFIRMED on entry fire (15m bar close)
EXIT_CONFIRMED_DAILY_MACD on daily MACD<0 (daily bar close)
JSON fields include: event, version ("v49.3-expire2"), symbol, interval, price, and time.
How to use
Apply on liquid tickers (tight spreads, healthy volume).
Keep defaults initially; run across a broad, liquid watchlist to gather a proper sample.
For automation, route bar-close alerts to your executor; confirm broker lot/route settings and that limit orders at close −0.001% are acceptable.
Expect fewer signals in powerful trends; the daily risk-off helps cut failed bases.
Methodology & expectations (results transparency)
Evaluate on a dataset yielding 100+ trades before drawing conclusions.
Keep commission & slippage enabled (see defaults).
Risk sizing: With 10% of equity per trade and flat-to-flat entries, exposure aligns with typical 5–10% guidance.
No performance guarantees—outcomes depend on symbol selection, volatility regime, news, and execution quality.
Originality & value (vendor justification)
While it uses familiar building blocks (BB/RSI/MACD), the edge comes from the 1H volatility + oversold arming, 1H momentum flip, strict 15m bar-close limit execution, and the N-bar pending expiry that prevents stale triggers—paired with a dual-exit design (intrabar TP + daily risk-off). The focus is on reducing premature fills, keeping alerts 1:1 with chart marks, and capturing the first impulse out of a W-base.
Disclaimers
For educational purposes only; not financial advice. Paper-test first. Verify alerts, fills, and symbol liquidity with your broker before live use.
Changelog: v49.3-expire2 — Bar-close limit entries; anti-late pending window; standardized JSON alerts; intrabar 2.7% TP; daily MACD risk-off exit.
5 EMA Close/Open Cross StrategyLong Entry - 5 EMA Close crossing above 5 EMA open
exit - 5 EMA Close crossing below 5 EMA open
Short entry - 5 EMA Close crossing below 5 EMA open
exit - 5 EMA Close crossing above 5 EMA open
7Lots v27Lots strategy
The strategy is a counter-trend with a return to the moving average. Based on the DCA strategy, but greatly simplified to 7 lots (limit orders) and using the default martingale x2.5
Strategy description
Two moving averages are used. The first MA can be used as a filter for opening a position and also closing if the second MA is disabled. If both are enabled, then the position is closed by the second MA, and the first is used as a filter. There is also a separate take profit and if the price does not reach it, the position will be closed when returning to the MA, which will act as a stop loss, but the risk of liquidation is still present since the strategy does not have a regular classic stop loss.
Main parameters
TP & SL - selection of closing a position only by MA or take profit + MA. If only MA is selected, the strategy ignores the take profit value and always closes the position by MA.
MA settings
MA length from 1 to 200
Sliding type ALMA, SMA, EMA, VWMA, WMA, RMA
MA data - Open, High, Low, Close, HL2, HL3, OHLC4, OC2
MA shift in %. The MA shift is set in % above or below the current prices. For the First MA, this function allows you to use it as a filter for opening a position. For example, if you specify a shift much lower, for example -1% or -2%, then there will be less noise for opening a position, but this affects the number of transactions.
DCA group settings
Take profit %. Set the take profit as usual, but if the price does not reach the take profit, then the closing will occur by MA when the price returns to its values.
Take profit from. There is a choice of take profit from the average position, or by closing the previous bar. The latter increases the profit factor, but also increases the risk of liquidation if the strategy is used on perpetual contracts or futures.
Position Entry % - specifies the condition for opening a position. 0% - opening will occur immediately. 2% - opening will occur when the price falls 2% below the bar closing if the Long mode is set. If Short, then vice versa.
Grid Scale - classic progressive grid step
Next comes the setup of lots as a percentage of the deposit. Simply specify how many percent of each lot will be used from the total deposit. By default, a percentage for each lot is already allocated according to Martingale with a multiplier of x2.5, but you can calculate your own. You can specify 0, then the lot will be disabled.
Leverage. By default, 1.
Extra lot. This is the 7th lot that I decided to allocate separately from the main grid, since it is not always really needed. And it is calculated from the last lot of the grid. You can set it to how much lower percentage of the last lot to set it for and also what percentage of the deposit it will use. If you trade futures, then this lot, as an auxiliary one, can greatly average the position in case of strong volatility in the market.
Next, you can specify the start and end dates of transactions.
The table displays the total percentage of the deposit involved in trading at the moment. By default, all lots and leverage are set to 100% deposit load. The table also shows the number of transactions of the last 5-6 lots and extra, so that you can understand how many of them there were throughout the history of trading and possibly draw some conclusions for yourself. Especially useful for extra lots. Max Historical Drawdown (%) shows the historical price drop at the moment from the average open position. This will make it possible to analyze what leverage this strategy could withstand over the entire trading history. The date of this drop is also indicated.
For novice traders, it is recommended to use only on spot without the risk of liquidation. It is also best to use large time frames to see the whole picture, but you can also use a minute chart, there are no restrictions, everything is in your hands.
Tips. If you use minute charts, it is better to greatly increase the length of the MA from 20 and above. Hourly charts from 1-7. It is better to set up on spot and if you need futures, then use the same settings from spot, but with correction for futures. This strategy does not work well in Short, but shows excellent results for Long even when the market falls. When selecting settings, take into account sharp market fluctuations, Max Historical Drawdown (%) will show you this information in the table. You need to set up from the first MA, when you set up for the best result, then turn on the second MA and transfer the settings of the first MA to the second. Then fine-tune both MAs. The results can increase significantly, but this is not always the case. Sometimes just one MA is enough
The strategy is paid, tested with my own experience and money since 2022. Own development for opening a position.
Gann Fan Strategy [KedarArc Quant]Description
A single-concept, rule-based strategy that trades around a programmatic Gann Fan.
It anchors to a swing (or a manual point), builds 1×1 and related fan lines numerically, and triggers entries when price interacts with the 1×1 (breakout or bounce). Management is done entirely with the fan structure (next/previous line) plus optional ATR trailing.
What TV indicators are used
* Pivots: `ta.pivothigh/ta.pivotlow` to confirm swing highs/lows for anchor selection.
* ATR: `ta.atr` only to scale the 1×1 slope (optional) and for an optional trailing stop.
* EMA: `ta.ema` as a trend filter (e.g., only long above the EMA, short below).
No RSI/MACD/Stoch/Heikin/etc. The logic is one coherent framework: Gann price–time geometry, with ATR as a scale and EMA as a risk filter.
How it works
1. Anchor
* Auto: chooses the most recent *confirmed* pivot (you control Left/Right).
* Manual: set a price and bar index and the fan will hold that point (no re-anchoring).
* Optional Re-anchor when a newer pivot confirms.
2. 1×1 Slope (numeric, not cosmetic)
* ATR mode: `1×1 = ATR(Length) × Multiplier` (adapts to volatility).
* Fixed mode: `ticks per bar` (constant slope).
Because slope is numeric, it doesn’t change with chart zoom, unlike the drawing tool.
3. Fan Lines
Builds classic ratios around the 1×1: 1/8, 1/4, 1/3, 1/2, 1/1, 2/1, 3/1, 4/1, 8/1.
4. Signals
* Breakout: cross of price over/under the 1×1 in the EMA-aligned direction.
* Bounce (optional): touch + reversal across the 1×1 to reduce whipsaw.
5. Exits & Risk
* Take-profit at the next fan line; Stop at the previous fan line.
* If a level is missing (right after re-anchor), a fallback Risk-Reward (RR) is used.
* Optional ATR trailing stop.
Why this is unique
* True numeric fan: The 1×1 slope is calculated from ATR or fixed ticks—not from screen geometry—so it is scale-invariant and reproducible across users/timeframes.
* Deterministic anchor logic: Uses confirmed pivots (with your L/R settings). No look-ahead; anchors update only when the right bars complete.
* Fan-native trade management: Both entries and exits come from the fan structure itself (with a minimal ATR/EMA assist), keeping the method pure.
* Two entry archetypes: Breakout for momentum days; Bounce for range days—switchable without changing the core model.
* Manual mode: Lock a session’s bias by anchoring to a chosen swing (e.g., day’s first major low/high) and keep the fan constant all day.
Inputs (quick guide)
* Auto Anchor (Left/Right): pivot sensitivity. Higher values = fewer, stronger anchors.
* Re-anchor: refresh to newer pivots as they confirm.
* Manual Anchor Price / Bar Index: fixes the fan (turn Auto off).
* Scale 1×1 by ATR: on = adaptive; off = use ticks per bar.
* ATR Length / ATR Multiplier: controls adaptive slope; start around 14 / 0.25–0.35.
* Ticks per bar: exact fixed slope (match a hand-drawn fan by computing slope ÷ mintick).
* EMA Trend Filter: e.g., 50–100; trades only in EMA direction.
* Use Bounce: require touch + reverse across 1×1 (helps in chop).
* TP/SL at fan lines; Fallback RR for missing levels; ATR Trailing Stop optional.
* Transparency/Plot EMA: visual preferences.
Tips
* Range days: larger pivots (L/R 8–12), Bounce ON, ATR Multiplier \~0.30–0.40, EMA 100.
* Trend days: L/R 5–6, Breakout, Multiplier \~0.20–0.30, EMA 50, ATR trail 1.0–1.5.
* Match the TV Gann Fan drawing: turn ATR scale OFF, set ticks per bar = `(Δprice between anchor and 1×1 target) / (bars) / mintick`.
Repainting & testing notes
* Pivots require Right bars to confirm; anchors are set after confirmation (no look-ahead).
* Signals use the current bar close with TradingView strategy mechanics; real-time vs. bar-close can differ slightly, as with any strategy.
* Re-anchoring legitimately moves the structure when new pivots confirm—by design.
⚠️ Disclaimer
This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Hilly 2.0 Advanced Crypto Scalping Strategy - 1 & 5 Min ChartsHow to Use
Copy the Code: Copy the script above.
Paste in TradingView: Open TradingView, go to the Pine Editor (bottom of the chart), paste the code, and click “Add to Chart.”
Check for Errors: Verify no errors appear in the Pine Editor console. The script uses Pine Script v5 (@version=5).
Select Timeframe:
1-Minute Chart: Use defaults (emaFastLen=7, emaSlowLen=14, rsiLen=10, rsiOverbought=80, rsiOversold=20, slPerc=0.5, tpPerc=1.0, useCandlePatterns=false).
5-Minute Chart: Adjust to emaFastLen=9, emaSlowLen=21, rsiLen=14, rsiOverbought=75, rsiOversold=25, slPerc=0.8, tpPerc=1.5, useCandlePatterns=true.
Apply to Chart: Use a liquid crypto pair (e.g., BTC/USDT, ETH/USDT on Binance or Coinbase).
Verify Signals:
Green “BUY” or “EMA BUY” labels and triangle-up arrows below candles.
Red “SELL” or “EMA SELL” labels and triangle-down arrows above candles.
Green/red background highlights for signal candles.
Arrows use size.normal for consistent visibility.
Backtest: Use TradingView’s Strategy Tester to evaluate performance over 1–3 months, checking Net Profit, Win Rate, and Drawdown.
Demo Test: Run on a demo account to confirm signal visibility and performance before trading with real funds.
Momentum BTC Strategy – EMA & ATR Trend-Following This strategy is designed for Bitcoin trading, using multi-timeframe EMA filters, RSI confirmation, and ATR-based stop-loss logic. It focuses on capturing major trend momentum while scaling into dips for better entries.
⚙️ Features
✅ Higher Timeframe EMA filter for trend confirmation
✅ Dip buying logic with RSI & EMA checks
✅ ATR-based dynamic trailing stop
✅ Works best on 1D timeframe (but testable on 4H)
✅ Designed for spot & perpetual trading
💬 Feedback Wanted
This version is published as Protected — you can test it freely, but the source code is hidden.
👉 Please leave a comment with your feedback after testing (performance, improvements, or ideas).
Your feedback helps me refine the strategy before moving to Invite-only access.
🔑 Access & Future Plans
This script is currently published as Protected, so everyone can use it but the source code is hidden.
📌 In the future, access will switch to Invite-only.
👉 To stay connected and secure access when the Invite-only version launches:
Follow me here on TradingView (@alainfr)
Contact me on Telegram: @Thai5ow
⚠️ Disclaimer
This is not financial advice. Use at your own risk. Always backtest before using with real capital.
