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Swing Failure Pattern Strategy Btc Only 5min🔍 Overview The Swing Failure Pattern (SFP) Strategy is a pure price-action trading system designed to capture liquidity sweeps and market reversals around key swing highs and lows. It is based on the concept that price often briefly breaks a swing level to trigger stop-losses, then reverses in the opposite direction. This strategy trades only confirmed SFP setups, ensuring disciplined entries with clearly defined risk. 📈 Bullish SFP (Long Setup) A Bullish Swing Failure Pattern forms when: A valid swing low is created Price wicks below the swing low The candle closes back above the swing level Confirmation occurs when price closes above the opposing high ➡️ Action: Enter LONG on the confirmation candle close 📉 Bearish SFP (Short Setup) A Bearish Swing Failure Pattern forms when: A valid swing high is created Price wicks above the swing high The candle closes back below the swing level Confirmation occurs when price closes below the opposing low ➡️ Action: Enter SHORT on the confirmation candle close 🛑 Risk Management Stop Loss Long → Low of the SFP wick Short → High of the SFP wick Take Profit Fixed Risk : Reward = 1 : 2 All SL and TP levels are fixed at entry (no repainting) 🔁 Trailing Take Profit (Optional) Trailing TP can be enabled from settings Trailing starts after 1R profit Trail distance is R-based and fully adjustable Works for both long and short trades ⏰ Time Filters Optional No-Trade on Saturday & Sunday Prevents new entries during weekends Active trades continue to manage SL & TP normally ⚙️ Strategy Features Price-action based (no indicators) Confirmation-only entries No repainting logic Works on all markets and timeframes Orders executed on candle close 🎯 Best Use Cases Forex Indices Crypto Futures Best performance during London & New York sessions ⚠️ Disclaimer This strategy is intended for educational and backtesting purposes only. Always test and manage risk appropriately before live trading.
Pine Script®策略
由Danish7421提供
TSLA Mechanical Day Trading Strategy📌 How to Use This Apply to TSLA Recommended timeframe: 1-minute or 5-minute Session: Regular Trading Hours (9:30–16:00 NY time) Designed for day trading only (no overnight holds) ⚙️ Strategy Logic (Mechanical Rules) 1️⃣ Opening Momentum Pullback Gap ≥ ±0.5% vs prior close Trade only after 9:45 Pullback toward VWAP Enter in direction of gap 2️⃣ VWAP Mean Reversion Price deviates from VWAP by ≥ 0.3% Enters counter-move back toward VWAP 3️⃣ Risk Management Fixed % stop loss Fixed % take profit Flat before close
Pine Script®策略
由traderjashef0z7提供
PRO Investing - AlphaCentauri D |SLV|PRO Investing – AlphaCentauri D | SLV | 1. Summary and Core Concept AlphaCentauri is a quantitative backtesting strategy engineered specifically for SLV (iShares Silver Trust ETF) on the Daily (1D) timeframe. Its objective is to systematically extract alpha by identifying statistically significant trading opportunities through rigorous time-series analysis. Rather than relying on conventional technical indicators, the strategy focuses on the structural behavior of price action, targeting market conditions that have historically preceded sustained directional trends in the silver market. 2. The Analytical Process: How It Works AlphaCentauri employs a multi-stage quantitative framework designed to isolate high-probability trading environments. It combines statistical pattern recognition with confirmation logic applied directly to SLV price data. Structural Pattern Recognition The engine analyzes historical SLV price series to detect recurring structural formations, geometric configurations, and cyclical behaviors that tend to emerge ahead of persistent trend development in silver prices. Signal Validation and Execution Trade signals are generated only when multiple independent analytical layers align. Structural conditions must be confirmed by secondary quantitative checks before a position is initiated. This disciplined approach keeps the strategy flat during non-trending or volatile regimes and engages exposure only when quantitative confidence is high. 3. How to Use This Strategy Timeframe and Asset Specificity AlphaCentauri has been designed, tested, and optimized exclusively for SLV on the Daily (1D) timeframe. Its logic is not intended for other assets or intraday timeframes and may produce unreliable results if applied outside its intended scope. On-Chart Transparency All historical trade entries and exits are plotted directly on the chart, providing full transparency for performance evaluation, drawdown analysis, and regime assessment across different market conditions. 4. Risk Management: The Strategy’s Foundation Risk management is embedded at the core of AlphaCentauri’s design and is fully reflected in both execution logic and backtesting parameters, in alignment with TradingView’s standards for realistic and responsible strategy publication. Dynamic Stop-Loss and Position Sizing Each trade employs a dynamically calculated stop-loss based on recent market volatility. Position size is automatically adjusted to target a predefined risk percentage per trade. During periods of elevated volatility, the maximum potential loss on a single position may approach, but is designed not to exceed 7% of total account equity. Under normal market conditions, realized risk typically remains well below this limit. Realistic Backtesting Parameters Initial Capital: $100,000 Commission: $5.00 per order to reflect realistic transaction costs 5. Disclaimer For institutional research and quantitative strategy validation only. This is not investment advice. Trading silver via SLV involves material risk, including precious metal price volatility, liquidity shifts, and macroeconomic events. Past performance does not guarantee future results. All live deployment and capital allocation decisions remain the sole responsibility of the user or institution.
Pine Script®策略
由PRO-Investing提供
PRO Investing - AlphaCentauri D |WEAT|PRO Investing – AlphaCentauri D | WEAT | 1. Summary and Core Concept AlphaCentauri is a quantitative backtesting strategy engineered specifically for the Teucrium Wheat Fund (WEAT) on the Daily (1D) timeframe. Its objective is to systematically extract alpha by identifying statistically significant trading opportunities through rigorous time-series analysis applied to agricultural commodity price dynamics. Rather than relying on conventional technical indicators, the strategy focuses on the structural behavior of price action, targeting market conditions that have historically preceded sustained directional trends in wheat prices and related futures exposure. 2. The Analytical Process: How It Works AlphaCentauri employs a multi-stage quantitative framework designed to isolate high-probability trading environments. It combines statistical pattern recognition with confirmation logic applied directly to WEAT price data. Structural Pattern Recognition The core engine analyzes historical WEAT price series to detect recurring structural formations, geometric configurations, and cyclical behaviors that tend to emerge ahead of persistent trend development in agricultural commodities, particularly during supply, demand, and weather-driven regime shifts. Signal Validation and Execution Trade signals are generated only when multiple independent analytical layers align. Structural conditions must be confirmed by secondary quantitative checks before a position is initiated. This disciplined approach keeps the strategy flat during range-bound or noisy regimes and engages exposure only when quantitative confidence is high. 3. How to Use This Strategy Timeframe and Asset Specificity AlphaCentauri has been designed, tested, and optimized exclusively for WEAT on the Daily (1D) timeframe. Its logic is not intended for other assets or intraday timeframes and may produce unreliable results if applied outside its intended scope. On-Chart Transparency All historical trade entries and exits are plotted directly on the chart, providing full transparency for performance evaluation, drawdown analysis, and regime assessment across different commodity market environments. 4. Risk Management: The Strategy’s Foundation Risk management is embedded at the core of AlphaCentauri’s design and is fully reflected in both execution logic and backtesting parameters, in alignment with TradingView’s standards for realistic and responsible strategy publication. Dynamic Stop-Loss and Position Sizing Each trade employs a dynamically calculated stop-loss based on recent market volatility. Position size is automatically adjusted to target a predefined risk percentage per trade. During periods of elevated volatility, the maximum potential loss on a single position may approach, but is designed not to exceed, 5% of total account equity. Under normal market conditions, realized risk typically remains well below this limit. Realistic Backtesting Parameters Initial Capital: $100,000 Commission: $5.00 per order to reflect realistic transaction costs 5. Disclaimer For institutional research and quantitative strategy validation only. This is not investment advice. Trading commodity-linked ETFs involves material risk, including futures curve effects, weather-driven supply shocks, geopolitical disruptions, and volatility regime changes. Past performance does not guarantee future results. All live deployment and capital allocation decisions remain the sole responsibility of the user or institution.
Pine Script®策略
由PRO-Investing提供
PRO Investing - AlphaCentauri D |ILF|PRO Investing – AlphaCentauri D | ILF | 1. Summary and Core Concept AlphaCentauri is a quantitative backtesting strategy engineered specifically for the iShares Latin America 40 ETF (ILF) on the Daily (1D) timeframe. Its objective is to systematically extract alpha by identifying statistically significant trading opportunities through rigorous time-series analysis. Rather than relying on traditional technical indicators, the strategy focuses on the structural behavior of price action, targeting market conditions that have historically preceded sustained directional trends across major Latin American equity markets. 2. The Analytical Process: How It Works AlphaCentauri employs a multi-stage quantitative framework designed to isolate high-probability trading environments. It combines statistical pattern recognition with confirmation logic applied directly to ILF price data. Structural Pattern Recognition The core engine analyzes historical ILF price series to detect recurring structural formations, geometric configurations, and cyclical behaviors that tend to emerge ahead of persistent trend development in Latin American equities. Signal Validation and Execution Trade signals are generated only when multiple independent analytical layers align. Structural conditions must be confirmed by secondary quantitative checks before a position is initiated. This disciplined approach keeps the strategy flat during non-directional, unstable, or politically driven regimes and engages exposure only when quantitative confidence is high. 3. How to Use This Strategy Timeframe and Asset Specificity AlphaCentauri has been designed, tested, and optimized exclusively for ILF on the Daily (1D) timeframe. Its logic is not intended for other ETFs, assets, or intraday timeframes and may produce unreliable results if applied outside its intended scope. On-Chart Transparency All historical trade entries and exits are plotted directly on the chart, providing full transparency for performance evaluation, drawdown analysis, and regime assessment across varying macro and regional market conditions. 4. Risk Management: The Strategy’s Foundation Risk management is embedded at the core of AlphaCentauri’s design and is fully reflected in both execution logic and backtesting parameters, in alignment with TradingView’s standards for realistic and responsible strategy publication. Dynamic Stop-Loss and Position Sizing Each trade employs a dynamically calculated stop-loss based on recent market volatility. Position size is automatically adjusted to target a predefined risk percentage per trade. During periods of elevated volatility or macro stress, the maximum potential loss on a single position may approach, but is designed not to exceed, 5% of total account equity. Under normal market conditions, realized risk typically remains well below this limit. Realistic Backtesting Parameters Initial Capital: $100,000 Commission: $5.00 per order to reflect realistic transaction costs 5. Disclaimer For institutional research and quantitative strategy validation only. This is not investment advice. Trading emerging market and regional equity ETFs involves material risk, including political risk, currency volatility, liquidity constraints, and regime shifts. Past performance does not guarantee future results. All live deployment and capital allocation decisions remain the sole responsibility of the user or institution.
Pine Script®策略
由PRO-Investing提供
ShefaBot V236 ShefaBot - Session Trend System Description: This is a custom-built trading system designed for intraday analysis on GBP/USD. Unlike standard indicators, this script incorporates specific logic to filter out market noise based on trading sessions and volatility ranges. It provides clear visual cues for trend direction while minimizing false signals during low-volume periods. Key Features: Custom trend calculation algorithm. Session-based volatility filtering. Clean visual interface for rapid decision-making. Note: This script implements a specific proprietary strategy and is intended for private community use.
Pine Script®策略
由aviadss22提供
Blockcircle MTE V2 - Momentum Trading EngineBLOCKCIRCLE MTE V2 - MOMENTUM TRADING ENGINE is a comprehensive multi-indicator trading strategy designed for cryptocurrency and traditional markets. It combines momentum analysis, trend confirmation, and institutional flow indicators to identify high-probability entry and exit points across any timeframe. This strategy was developed with input from quantitative traders, financial engineers, and data scientists from Blockcircle. MTE V1 was released in 2023, MTE V2 in 2024, and MTE V3 in 2025. Each version uses different methodologies and modular functions tailored to evolving market conditions. WHAT MAKES THIS TRADING ENGINE DIFFERENT AND ORIGINAL While momentum indicators and RSI filters are common concepts, this strategy extends beyond simple signal generation in several ways that justify its protected source status and subscription access. First, the Momentum Engine applies a proprietary six-layer T3 smoothing algorithm to the Commodity Channel Index. This is not a standard CCI indicator. The smoothing uses Fibonacci-based coefficients (0.618) combined with a configurable T3 period to produce a momentum oscillator with significantly reduced noise while maintaining responsiveness to genuine trend changes. The specific coefficient weighting and smoothing chain represent original development work. Second, the Multi-Condition Entry Framework allows traders to combine up to seven independent entry conditions across multiple timeframes. Each condition can be enabled or disabled independently, creating a modular system where signals must pass through multiple confirmation layers before triggering. This conditional logic framework, including the specific implementation of timeframe confirmation and bounds checking, is not available in standard indicator combinations. Third, the Institutional Open Interest Integration pulls aggregated futures positioning data from Binance, BitMEX, and Kraken to filter entries based on institutional activity thresholds. The strategy can require Open Interest to exceed configurable levels before allowing entries, adding a smart money confirmation layer that most retail strategies lack. Fourth, the Adaptive Exit System offers multiple exit methodologies, including fixed stop loss, percentage-based take profit, trailing stop loss with configurable activation thresholds, higher timeframe invalidation exits, and momentum reversal exits. These can be combined and customized to match different trading styles and market conditions. Fifth, the Price Level Condition System allows comparison of price against up to three configurable moving averages across any asset and timeframe. This enables cross-asset confirmation, such as requiring SOL to be above its 100 EMA while BTC is above its 21 Weekly EMA before entering trades. These proprietary elements, particularly the Momentum smoothing algorithm, the multi-condition framework, and the institutional OI integration, represent original development work that provides genuine trading utility beyond what free alternatives offer. ENTRY CONDITIONS Momentum Indicator: Smoothed CCI using stacked T3 moving averages for noise-reduced momentum signals with configurable thresholds and multi-timeframe confirmation RSI Boundary Conditions: Dual RSI filters with customizable timeframes, periods, and operators to confirm overbought or oversold zones Heikin-Ashi Analysis: Optional Heikin-Ashi candle patterns, including Higher Highs and Lower Lows detection for early trend shift identification Slow Stochastic Filter: K and D crossover confirmation with customizable smoothing to validate momentum direction Open Interest Integration: Monitor institutional positioning via aggregated OI data from Binance, BitMEX, and Kraken Price Level Conditions: Up to three configurable price levels using EMA, SMA, HMA, or raw price across any asset and timeframe Multi-Timeframe Confirmation: Validate signals against higher timeframes to filter noise and align with larger trends There are hundreds of configurable options that allow you to fine-tune your trading strategy to what you want to simulate and execute EXIT CONDITIONS Fixed Stop Loss and Take Profit: Percentage-based SL and TP with automatic position management Trailing Stop Loss: Dynamic trailing stop that activates after reaching profit threshold with configurable trail distance Exit on Opposite Signal: Option to close positions when contrary signals appear, which disables take profit when enabled Higher Timeframe Exit Triggers: Exit positions based on percentage changes on higher timeframes Momentum Invalidation: Close trades when momentum invalidates beyond specified thresholds Open Interest Exit: Exit based on institutional OI threshold breaches HOW TO USE Step 1: Define your backtest period using the Start Date and End Date inputs to test the strategy on your preferred historical range. Step 2: Configure your entry conditions by enabling the indicators you want to use. Start with one or two conditions and add more as you understand how they interact. The Momentum condition is enabled by default and works well as a primary entry filter. Step 3: Set your exit rules based on your risk tolerance. The default 7% stop loss is suitable for cryptocurrency volatility. Adjust the take profit based on your average winning trade expectations. Enable trailing stop losses for trend-following approaches that let winners run. Step 4: Configure alerts for automated trading. The strategy sends standardized messages compatible with most trading bots. Default messages are LONG_OPEN, LONG_CLOSE, SHORT_OPEN, and SHORT_CLOSE. BOT INTEGRATION MTE V2 sends clean, standardized alert signals compatible with automated trading platforms. Open Long: LONG_OPEN Close Long: LONG_CLOSE Open Short: SHORT_OPEN Close Short: SHORT_CLOSE Compatible platforms include 3Commas, Cornix Bot, WunderTrading, Binance Signal Bot, ByBit Signal Bot, Alertatron, and any JSON webhook service. LIMITATIONS AND HONEST ASSESSMENT This strategy performs best in trending market conditions. During extended consolidation or ranging periods, the win rate may decrease, and drawdowns may increase. The backtest results shown are specific to SOLUSDT on the 1-hour timeframe and may differ on other assets or timeframes. Past performance does not guarantee future results. The backtest assumes perfect execution at the specified commission and slippage settings. Real-world trading may experience varying fill rates, especially during high-volatility periods. The strategy uses standard candlestick data for backtesting. Results may differ if applied to Heikin-Ashi or other non-standard chart types. A 10% position size per trade is the maximum recommended by TradingView guidelines. More conservative traders may prefer 5% or lower position sizing to reduce drawdown risk. This strategy should be used as part of a comprehensive trading approach that includes proper risk management, appropriate position sizing for your account, and awareness of broader market conditions. It is not intended as a standalone system that guarantees profits. RECOMMENDED SETTINGS BY TRADING STYLE For swing trading on 4-hour to daily timeframes, use the default Momentum settings with RSI boundary confirmation. Enable trailing stop loss to capture extended moves. For scalping on 15-minute to 1-hour timeframes, increase signal sensitivity by lowering the Momentum threshold and consider enabling Heikin-Ashi confirmation for smoother signals. For position trading on daily to weekly timeframes, enable higher timeframe confirmation and consider adding Price Level conditions to ensure alignment with major moving averages.
Pine Script®策略
由blockcircle提供
Konigs | Bollinger Band Mean Reversion (Session Filter)Core Idea: In sideways markets, price tends to revert to the mean (the middle band). Strategy: Buy when price touches or moves below the lower band. Sell when price reaches or exceeds the upper band. Exit at the middle band (20-period moving average). Confirm with: RSI/Stochastic or candle patterns for reversal at the bands. Only works with low-volatility instruments: EURCHF Filter certain time to avoid unexpected volatility
Pine Script®策略
由konigsblue提供
VIX Crossing# VIX Crossing Strategy ## Overview VIX Crossing is a quantitative trading strategy that combines volatility signals from the VIX index with trend confirmation from the Nasdaq-100 (NDX) to generate long entry signals. The strategy employs multiple exit conditions to manage risk and lock in profits systematically. ## Strategy Logic ### Entry Condition The strategy initiates a long position when: - **VIX Crossunder**: The VIX closing price crosses below its 5-bar simple moving average (SMA), signaling a decrease in implied volatility - **AND NDX Confirmation**: The Nasdaq-100 closes above its 21-bar exponential moving average (EMA), confirming uptrend strength This dual-signal approach reduces false entries by requiring both volatility normalization and positive market momentum. ### Exit Conditions The strategy automatically closes positions when any of the following conditions are met: 1. **VIX Crossover (Volatility Exit)**: VIX closes above its SMA, indicating rising volatility 2. **Time-Based Exit**: Position is force-closed after 10 bars from entry, preventing prolonged drawdowns 3. **Take-Profit Exit**: Position closes when unrealized profit exceeds $3,000 per contract 4. **Stop-Loss Exit**: Position closes when unrealized loss exceeds $1,500 per contract Exit conditions are evaluated each bar while the position is open, with explicit logging of the exit reason for trade analysis. ## Configuration Parameters | Parameter | Default | Purpose | |-----------|---------|---------| | VIX SMA Length | 5 | Smoothing period for VIX volatility baseline | | NDX EMA Length | 21 | Smoothing period for Nasdaq-100 trend confirmation | | Force Close After X Bars | 10 | Maximum holding period in bars | | TP Amount per Contract | $3,000 | Profit target per contract | | SL Amount per Contract | $1,500 | Loss limit per contract | ## Risk Management Features - **Position Sizing**: Capital allocation based on profit/loss per contract rather than fixed units, allowing for scalable risk - **Dual Risk Controls**: Combined time-based and price-based exits prevent extended exposure - **Profit Asymmetry**: 2:1 profit-to-loss ratio encourages risk/reward discipline - **Contract-Based Accounting**: Profit targets and stop losses scale with position size ## Capital Requirements - **Initial Capital**: $50,000 - **Commission**: $3 per contract (cash-based) - **Instrument**: Designed for index-based derivatives or equities with liquid options markets ## Technical Indicators Used - Simple Moving Average (SMA) for VIX smoothing - Exponential Moving Average (EMA) for NDX trend detection - Crossover/Crossunder detection for signal generation ## Underlying Assumptions 1. VIX crossunder events represent mean-reversion opportunities in Nasdaq-heavy portfolios 2. NDX EMA confirmation filters out uncorrelated volatility spikes 3. 10-bar holding period aligns with typical mean-reversion timeframes 4. Contract-based profit targets accommodate varying leverage levels
Pine Script®策略
由llbot提供
SuperTrend Strategy V4 [Filtered & Directional] Strategy Type: Trend-Following / Breakout Core Indicator: SuperTrend (ATR-based trailing stop) Risk Profile: Variable (User-defined Risk per Trade) Filtering: ADX, CHOP 1. Executive Summary This strategy is an advanced trend-following system designed to capture significant market moves while rigorously filtering out "noise" and consolidation phases. Built on the classic SuperTrend indicator, V4 introduces a modular "Regime Filter" suite (ADX, Choppiness Index) to solve the common problem of "whipsaw" losses during sideways markets. It features dynamic position sizing based on account risk and allows for full directional control (Long-only, Short-only, or Bi-directional). 2. Core Logic (The Engine) The primary signal generation relies on the SuperTrend indicator, which serves two purposes: - Trend Definition: Determining the market direction (Bullish/Bearish). - Trailing Stop Loss: Providing a dynamic exit point that moves with the price. - Entry Signal: A trade is triggered when the price closes on the opposite side of the SuperTrend line (flipping the trend direction), provided that all enabled filters give permission. Important Note: ATR Length and Factor are key parameters of the strategy; to get positive backtesting results, those should be aligned individually for each specific asset and timeframe. 3. The "Anti-Whipsaw" Filter Suite To prevent overtrading in ranging markets, the strategy employs three selectable filters. These act as "logic gates" if any enabled filter says "No," the trade is skipped. A. Choppiness Index (The Noise Filter): - Purpose: Detects lack of trend. - Logic: If the "Chop" value exceeds the threshold, the market is considered too chaotic. The strategy waits for the index to drop, indicating a return to directional movement. - Default settings (recommended): - Chop Length: 14 - Max Chop Threshold: 55 B. ADX (The Strength Filter): - Purpose: Measures the strength of the current trend. - Logic: Only permits entry if the Average Directional Index (ADX) is above a set threshold, ensuring momentum is present. - Default settings (recommended): - DI Length: 14 - ADX Smoothing Length: 5 - Min ADX Threshold: 15 4. Risk Management & Position Sizing* Instead of fixed lot sizes, this strategy uses Volatility-Adjusted Sizing: - Risk Per Trade: The user defines a fixed dollar amount to risk according to initial capital. - Calculation: The script calculates the distance between the Entry Price and the SuperTrend (Stop Loss). It then mathematically determines the exact position size so that if the Stop Loss is hit, the loss equals the defined risk amount. - Safety: Includes a failsafe for zero-division errors during extreme volatility (e.g., crypto flash crashes). 5. Directional Bias Control Recognizing that different assets have different biases (e.g., Crypto is often long-biased; Forex pairs can be mean-reverting), V4 allows the user to toggle: - Enable Longs: Toggle ON/OFF. - Enable Shorts: Toggle ON/OFF. Note: Disabling a direction prevents new entries but allows existing positions to close naturally to preserve capital. 6. Visual Aids - Trend Lines: Green/Red SuperTrend line indicates active trailing stop. - Regime Highlighting: The chart background turns Gray when the market is in a "No Trade Zone" (failed filter checks), allowing for instant visual backtesting of the filters' effectiveness.
Pine Script®策略
由nefyodov.artyom提供
1
Anhnga4.0 - Filter ToggleINPUTS: 1.5 0.8 (OR 1.6 0.5/0.6) BE=0.45 1 MAs: 35 135 7 This Pine Script code defines a trading strategy named **"Anhnga4.0 - Filter Toggle"**. It is a trend-following strategy that uses momentum oscillators and moving averages to identify entries, while featuring a specific "Overextension Filter" to avoid buying at the top or selling at the bottom. Here is a breakdown of how the script works: --- ## 1. Core Trading Logic (The Entry) The strategy looks for a "perfect storm" of three factors before entering a trade: * **Momentum (WaveTrend):** It uses the WaveTrend oscillator (`wt1` and `wt2`). * **Long:** A bullish crossover happens while the oscillator is below the zero line (oversold). * **Short:** A bearish crossunder happens while the oscillator is above the zero line (overbought). * **Trend Confirmation:** The price must be on the "correct" side of three different lines: the 20-period Moving Average (BB Basis), the 50-period SMA, and the 200-period SMA. * **The Window:** You don't have to enter exactly on the cross. The `Signal Window` allows the trade to trigger up to 4 bars after the momentum cross, provided the trend filters align. ## 2. The "Overextension" Filter This is a unique feature of this script. It calculates the distance between the current price and the **50-period Moving Average**. * If the price is too far away from the MA (defined by the **ATR Limit**), the script assumes the move is "exhausted." * If `Enable Overextension Filter?` is on, the strategy will skip these trades to avoid "chasing the pump." * **Visual Cue:** The chart background turns **purple** when the price is considered overextended. --- ## 3. Risk Management & Exit Strategy The script manages trades dynamically using Bollinger Bands and Risk:Reward ratios: | Feature | Description | | --- | --- | | **Stop Loss (SL)** | Set at the **Lower Bollinger Band** for Longs and **Upper Band** for Shorts. | | **Take Profit (TP)** | Calculated based on your **RR Ratio** (default is 2.0). If your risk is $10, it sets the target at $20 profit. | | **Breakeven** | A "protection" feature. Once the price moves in your favor by a certain amount (the `Breakeven Trigger`), the script moves the Stop Loss to your entry price to ensure a "risk-free" trade. | --- ## 4. Visual Elements on the Chart * **Green Lines:** Your target price (TP). * **Red Lines:** Your initial Stop Loss. * **Yellow Lines:** Indicates the Stop Loss has been moved to **Breakeven**. * **Purple Background:** High alert—price is overextended; trades are likely being filtered out. --- ## Summary of Settings * **BB Multiplier:** Controls how wide your initial stop loss is. * **ATR Limit:** Controls how sensitive the "Overextension" filter is (higher = more trades allowed; lower = stricter filtering). * **Breakeven Trigger:** Set to 1.0 by default, meaning once you are "1R" (profit equals initial risk) in profit, the stop moves to entry.
Pine Script®策略
由ngamei2912提供
BTC/SOL Spread StrategySpread Percentage Trading Strategy A mean reversion strategy for highly correlated asset pairs (e.g., BTC/SOL) that trades based on price ratio divergence. CORE CONCEPT This strategy monitors the logarithmic spread between two correlated assets and generates trading signals when the spread deviates significantly from its historical mean. It only trades the second asset (S2) while using the first asset (S1) as a reference for spread calculation. HOW IT WORKS Spread Calculation: - Computes log spread: log(S1) - log(S2) - Calculates rolling Z-score of the spread - Identifies overbought/oversold conditions Entry Signals: - Long S2: When spread Z-score crosses above entry threshold (S1 relatively overpriced) - Short S2: When spread Z-score crosses below negative entry threshold (S2 relatively overpriced) Exit Signals: - Positions close when Z-score reverts to exit threshold levels KEY PARAMETERS - Window: Rolling period for mean and standard deviation calculation (default: 144) - Entry Threshold: Z-score level to trigger new positions (default: 1.5) - Exit Threshold: Z-score level to close positions (default: 0.3) FEATURES ✓ Vectorized backtesting engine ✓ Built-in parameter optimization ✓ Comprehensive performance metrics ✓ Visual analysis tools ✓ Position sizing with leverage support RISK WARNING This strategy: - Assumes mean-reverting behavior in price ratios - Does not guarantee future performance - Uses leverage which amplifies both gains and losses - Does not include transaction costs in base implementation - Requires monitoring of correlation breakdown RECOMMENDED USE Best suited for pairs with: - High historical correlation (>0.8) - Similar market dynamics - Sufficient liquidity - Stable volatility patterns Always backtest with realistic transaction costs and implement proper risk management including stop-losses and position limits. DISCLAIMER For educational purposes only. Past performance does not guarantee future results. Trade at your
Pine Script®策略
由zhux9512提供
UCY-DorukBot2 LiveTitle: DorukBot2 aka Doruk DENİZ Short Title: DorukBot2 Author: Uğur Çağrı YILMAZ x.com Co-Authors: Murat DENİZ Mehmet Sıddık TEMEL Osman ÖZEN Salih ÜNSAL Serkan BODUR Backtest parameters: Backtested with default parameter of DorukBot2 XU030D1! 5 min BIST chart (with all available price data) Backtested initial capital 100.000 TRY Order size set as 100% of equity Commission is set to 0.1% same as this is a brokerage default in Turkey. DorukBot is a hit and run indicator so it's main purpose is to enter positions in intra-day movements at price action levels.
Pine Script®策略
由ugurcagriyilmaz提供
ASC Trio Trader SignalASC Trio Trader Strategy — Description for TradingView Short Description: ASC Trio Trader is a powerful trading strategy combining Bollinger Band Breakouts with SuperOscillator trend confirmation to generate precise buy and sell signals. Ideal for traders seeking trend-following signals with reduced noise and clear entry/exit points. Strategy Logic: Bollinger Band Breakouts Uses a configurable SMA (default 55) and standard deviation (default 1.0) to calculate upper, middle (basis), and lower bands. Buy signal is considered when price closes above the upper band. Sell signal is considered when price closes below the lower band. SuperOscillator Confirmation Trend momentum is confirmed using a SuperOscillator (green/red candles). Buy signal triggers only when BB breakout + above middle line + green SuperOscillator. Sell signal triggers only when BB breakout + below middle line + red SuperOscillator. Signal Lock / Unlock Mechanism Prevents repeated signals during strong trends. Once a buy is triggered, the next buy will not occur until price closes below the middle line. Once a sell is triggered, the next sell will not occur until price closes above the middle line. Auto Exit Positions are automatically closed when an opposite signal occurs. Features: One-click strategy: Ready for backtesting in TradingView. Dynamic Bollinger Bands: Middle line changes color based on price relative to bands. Visual signals: Clear buy (green) and sell (red) arrows plotted on chart. Customizable inputs: SMA length, standard deviation multiplier, source, and backtest range. Color-coded bars: Highlights market direction for easy trend identification. Backtest window: Allows you to test the strategy over a custom date range. Default Inputs: Input Default Source Close SMA Length 55 Std Dev Multiplier 1.0 Color Bars True Backtest Range 01-01-2018 to present How to Use: Add the strategy to any chart. Use default inputs or customize SMA and Std Dev based on asset volatility. Enter trades when arrows appear (green for buy, red for sell). Monitor automatically managed exits or use additional risk management. Notes: Designed for trend-following markets; works best in volatile stocks, crypto, and commodities. Not based on volume or fundamentals; consider using additional indicators for confirmation. Always apply proper risk management.
Pine Script®策略
由golifeassociates提供
DkS Market Structure Breakout Strategy Crypto & ForexDkS Market Structure Breakout Strategy Crypto & Forex 🔍 Overview DkSPro – Universal Market Analysis is a structure-based trading strategy designed for Crypto and Forex markets, focused on trend alignment, breakout confirmation, and volume validation. This strategy is built to filter low-quality trades, avoid ranging conditions, and reduce false breakouts by requiring multiple layers of confirmation before any trade is executed. It is intended for scalping and intraday trading, prioritizing consistency and risk control over trade frequency. 🧠 Strategy Logic (How It Works) DkSPro follows a sequential decision process, not a single-indicator signal: Trend Bias (EMA Structure) A fast and slow EMA define the directional bias. Long trades are only allowed during bullish EMA alignment. Short trades are only allowed during bearish EMA alignment. This prevents counter-trend and ranging-market entries. Market Structure & Breakout Validation The strategy identifies recent swing highs and lows. Trades are triggered only after a confirmed breakout of structure, not during consolidation. This avoids early entries and false momentum moves. Volume Confirmation Volume must exceed its moving average by a defined multiplier. This ensures participation and filters out low-liquidity breakouts. Volume thresholds adapt depending on the selected trading mode. Momentum Confirmation (RSI) RSI is used strictly as a momentum filter, not as a standalone signal. It confirms that price movement aligns with the breakout direction. Risk Management (Mandatory) Every position includes a predefined Stop Loss and Take Profit. Position sizing is based on a fixed percentage of equity, keeping risk per trade within sustainable limits. All conditions must align simultaneously; otherwise, no trade is executed. ⚙️ Trading Modes SAFE Mode Stronger volume and RSI thresholds Fewer trades, higher selectivity Designed for risk control and consistency AGGRESSIVE Mode Slightly relaxed filters Higher trade frequency during strong momentum Intended for experienced users only 📊 Markets & Assets This strategy has been actively used and tested on: 🟢 Crypto (Binance / Binance.US) SOL-USDT XRP-USDT Other high-liquidity pairs (BTC, ETH) Crypto mode benefits from stronger volume confirmation to adapt to higher volatility. 🔵 Forex Major pairs such as EURUSD, GBPUSD, USDJPY Optimized for liquid markets with lower relative volume The same structural logic applies to both markets, with volume behavior naturally adapting to each asset class. ⏱ Recommended Timeframes Crypto: 5m – 15m Forex: 15m – 1H Lower timeframes (1m) are not recommended due to noise and unreliable volume behavior. 🧪 Backtesting & Settings Transparency Default strategy properties are intentionally conservative to reflect realistic conditions: Initial capital: $20,000 Position size: 2% of equity Commission: 0.08% Slippage: 1 tick Fixed Stop Loss and Take Profit on every trade Backtests should be performed on sufficient historical data (ideally 6–12 months) to ensure a statistically meaningful sample size (100+ trades). 📈 Originality & Usefulness DkSPro is not a simple indicator mashup. Each component serves a specific role in a layered confirmation system: EMAs define direction Structure defines timing Volume validates participation RSI confirms momentum Risk management controls exposure Removing any layer significantly reduces signal quality. The strategy is designed as a complete decision framework, not a signal generator. ⚠️ Important Notes This script is an analysis and execution tool, not financial advice. Market conditions change, and no strategy performs well in all environments. Users are encouraged to backtest, forward test, and adjust position sizing according to their own risk tolerance. 🧩 Version Notice This publication represents a consolidated and refined version of an internal experimental script. No parallel or duplicate versions are intended. All future improvements will be released exclusively using TradingView’s Update feature. 🇪🇸 Descripción en Español (Resumen) DkSPro es una estrategia basada en estructura de mercado, diseñada para Crypto y Forex, que combina tendencia, ruptura de estructura, volumen y control de riesgo. Solo opera cuando todas las condiciones se alinean, evitando rangos, falsas rupturas y sobreoperar. Ha sido utilizada en Binance con pares como SOL-USDT y XRP-USDT, así como en Forex, siempre con gestión de riesgo fija y condiciones realistas.
Pine Script®策略
由dksniewieders提供
Stochastic Long on 25 Crossover Strategy + ATR Filter 5 minThis Pine Script strategy is a momentum-based long-only system designed for 5-minute charts. It combines the Stochastic Oscillator for entry timing with an Average True Range (ATR) filter to ensure the market has sufficient volatility before entering a trade. ## Strategy Overview The strategy focuses on catching "oversold" bounces while filtering out "choppy" or low-volatility periods that often lead to false signals. It is built for intraday traders who want disciplined session management and a visual dashboard for tracking performance.
Pine Script®策略
由kevin_toscano14提供
ShefaBot V232 This is a custom-built trading system designed for intraday analysis on GBP/USD. Unlike standard indicators, this script incorporates specific logic to filter out market noise based on trading sessions and volatility ranges. It provides clear visual cues for trend direction while minimizing false signals during low-volume periods. Key Features: Custom trend calculation algorithm. Session-based volatility filtering. Clean visual interface for rapid decision-making. Note: This script implements a specific proprietary strategy and is intended for private community use.
Pine Script®策略
由aviadss22提供