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Black_Whale_Trend_SOL## SOL_Trend — SOL-only Trend-Following Strategy (Research / Backtest) This script is a **trend-following strategy designed for SOL (Solana) only**. If you apply it to other symbols (e.g., BTC/ETH) without retuning, **signal frequency and behavior may change** due to different volatility and volume structures. ### 1) Overview The strategy attempts long entries when an uptrend is detected and **momentum + participation (volume)** are confirmed. * Uses **Keltner Channel position (p)** to identify trend conditions * Uses a **strong bullish candle** (body strength vs. wicks) to confirm momentum * Uses a **volume threshold breakout** to confirm participation ### 2) Trade Rules **Entry (Long)** * `p > enterPosTh` * AND `strongBull` (strong bullish candle condition) * AND `highVol` (volume condition) **Exit** * `p < exitPosTh` ### 3) Position Sizing (Leverage / Exposure) **Manual mode** * Uses `manualLevPct` directly (**ignores levMinPct / levMaxPct clamp**). **AutoRisk mode** * Estimates stop width using ATR and derives leverage: * `stopPct = ATR(stopAtrLen) * stopMult / close * 100` * `autoLevPct = riskPct / stopPct * 100` * Then clamps the result within `levMinPct ~ levMaxPct`. ### 4) Stop Mode * **Close**: No stop-loss line; exits are channel-based only. * **DisasterStop**: Fixes ATR at entry and places a stop via `strategy.exit(stop=stopPrice)`. ### 5) Parameter Guide (Core / Range) * Default values were derived from backtest research under a specific baseline setting (e.g., Manual + Close). * When adjusting parameters, stay within the **recommended ranges shown in tooltips**, and validate changes on **out-of-sample periods**. ### 6) Notes / Disclaimer * Real-world results can differ materially due to **fees, slippage, and execution/market conditions**. * This script is for **education and research only** and is **not financial advice**. All decisions and responsibility remain with the user.
Pine Script®策略
由sky00478提供
Black_Whale_Trend_BTC## Black_Whale_Trend (BTC) — Trend-Following Strategy (Research) This script is a **BTC-only** trend-following strategy. (Using it on other assets may change signal frequency and performance due to different volatility/volume structures.) ### 1) Concept The strategy aims to participate in strong trend legs by confirming: * **Trend regime** via **Keltner Channel position (p)** * **Momentum** via a **strong bullish candle** (body strength vs. wick) * **Participation** via **volume expansion** above a threshold ### 2) Entry / Exit Rules **Entry (Long)** * `p > enterPosTh` * AND `strongBull` * AND `highVol` **Exit** * `p < exitPosTh` ### 3) Position Sizing (Leverage / Exposure) **Manual mode** * Uses `manualLevPct` directly (**ignores** levMin/levMax clamp). **AutoRisk mode** * Estimates stop distance using ATR: * `stopPct = ATR(stopAtrLen) * stopMult / close * 100` * `autoLevPct = riskPct / stopPct * 100` * Then applies clamp: `levMinPct ~ levMaxPct` ### 4) Stop Mode * **Close**: No stop-loss; exits are channel-based only. * **DisasterStop**: Fixes ATR at entry and places a stop via `strategy.exit(stop=stopPrice)`. ### 5) Parameters (Core/Range Guidance) Default values reflect a **flattened Core (P50)** derived under **(Manual + Close)**. When tuning, it is recommended to stay within the **suggested ranges** shown in each input tooltip and validate changes on out-of-sample periods. ### 6) Notes & Disclaimer * Results can vary significantly depending on **fees, slippage, and execution**. * This script is provided for **research/educational purposes** and is **not financial advice**. Use at your own risk.
Pine Script®策略
由sky00478提供
V4B3P FeeSafe Extended SMA200 A3 Early ExitV4B3P – FeeSafe Extended + SMA200 Filter + A3 Early Exit About this script This script was originally developed as a personal learning project while exploring rule-based and fee-aware trading systems. Over time, it evolved into a structured positional strategy, primarily tested on TQQQ and similar leveraged ETFs, where disciplined execution and trade pacing are especially important. This public version is shared for educational and analytical purposes, reflecting a simplified and transparent subset of the broader research. ⸻ Strategy Overview V4B3P is built around a trend-continuation framework with strict execution rules. The logic is intentionally kept simple, transparent, and non-repainting, making it suitable for: • Learning systematic trading concepts • Evaluating positional trend behavior • Automation-oriented workflows (rule clarity > discretion) There is no forecasting or prediction involved — only confirmation and predefined exits. ⸻ Core Components The strategy combines the following elements: 1. Primary Trend Filter (SMA200) Trades are considered only when price is above the long-term trend baseline. 2. Momentum-Based Entry (HMA Crossover + Curvature Filter) Entries occur only when short-term momentum aligns with the broader trend, avoiding weak or flat conditions. 3. Fee-Safe Trade Pacing (Minimum Hold Bars) A minimum holding period is enforced before trailing exits are activated, reducing over-trading and fee drag. 4. A3 Early Exit (SMA200 Break Protection) If price decisively breaks the long-term trend shortly after entry, the position is exited early to limit adverse exposure. ⸻ Core Idea The strategy aims to participate only in sustained directional moves, while avoiding: • Counter-trend trades • Low-momentum chop • Frequent in-and-out behavior All decisions are rule-based. Once a trade is opened, exit behavior is handled automatically by predefined logic. ⸻ Entry Logic (Long Only) A long position is considered when all of the following conditions are met: 1. Price is above the SMA200 (trend confirmation) 2. Fast HMA crosses above Slow HMA (momentum alignment) 3. Curvature of momentum exceeds a minimum threshold 4. Trade occurs within the defined backtest / execution window Only one position at a time is allowed. No pyramiding or scaling is used. ⸻ Exit Logic Exit behavior is fully rule-driven and consists of two stages: 1. Early Protection (A3 Exit) If price falls back below the SMA200 before the minimum holding period is reached, the position is closed early. 2. Standard Exit (After Minimum Hold) Once the minimum holding period is satisfied, exits are managed using: • ATR-based stop loss • ATR-based trailing stop This structure allows the strategy to: • Cut weak trades early • Let stronger trends develop with controlled risk ⸻ Trade Management Rules • Long-only strategy • One open position at a time • No pyramiding • No intrabar execution logic • All decisions evaluated on confirmed bar closes only This ensures non-repainting and repeatable behavior across backtests and live execution. ⸻ Visual Features • BUY / EXIT labels are plotted only on actual position changes • No indicator clutter (RSI / momentum tools are not plotted) • SMA200 and execution markers only • Designed to keep charts clean and readable ⸻ Recommended Usage • Timeframes: 1H, 2H, 4H, Daily • Markets: ETFs and liquid equities • Style: Positional / Swing trading This strategy is not intended for scalping or very low timeframes. ⸻ Open & Educational Intent This version of V4B3P is shared for educational and analytical purposes. Users are encouraged to: • Study the logic • Understand the trade-offs • Experiment responsibly in simulation or backtesting Advanced risk management features, automation-grade alerts, and multi-layer protections are intentionally not included in this release. ⸻ Important Notes 1. This is a rule-based analytical strategy, not a signal service 2. No performance guarantees are made 3. Results depend on market conditions, timeframe, and parameters 4. Users should fully understand the logic before applying it to live trading ⸻ Disclaimer This strategy reflects a personal learning and research process. It is shared publicly to encourage understanding of rule-based trading concepts. Please treat it as an analytical tool rather than a trading recommendation, and always consider your own risk tolerance and experience level.
Pine Script®策略
由HBLLogic提供
Black_Whale_Trend_ETHThis script is a **trend-following strategy for ETH only**. (If you apply it to BTC/SOL as-is, performance and behavior may differ.) ## 1. Overview * Uses the **Keltner Channel position (p)** to identify trend regimes * Confirms momentum with a **strong bullish candle** (body condition + strength vs. wick) * Confirms participation with **volume expansion** (above the filter upper threshold) ## 2. Trading Rules * **Entry (Long):** `p > enterPosTh` AND `strongBull` AND `highVol` * **Exit:** `p < exitPosTh` ## 3. Leverage / Risk (Position Sizing) * **Manual mode:** Uses `manualLevPct` directly (**ignores clamp range**). * **AutoRisk mode:** Estimates stop distance from ATR and derives leverage: * `stopPct = ATR(stopAtrLen) * stopMult / close * 100` * `autoLevPct = riskPct / stopPct * 100` Then **clamps** the result within **levMinPct ~ levMaxPct**. ## 4. Stop Mode * **Close:** No stop line (channel-based exit only) * **DisasterStop:** Fixes ATR at entry and places a stop via `strategy.exit(stop=stopPrice)`. (Use DisasterStop if you want explicit stop-loss behavior in backtests.) ## 5. Parameter Guide (Flattened Core/Range) * Default values reflect **Core (P50)** derived under **(Manual + Close)**. * When tuning, it’s recommended to stay within the **suggested Range (P15~P85)** shown in each input tooltip. * Avoid “picking one perfect fixed value.” Prefer **range-based tuning + out-of-sample validation**. ## 6. Recommended Setup / Notes * These parameters were derived from **4H (240m)** data. Results may differ on other timeframes. * Real performance can change significantly depending on **fees, slippage, and execution mechanics**. * This script is for **education/research purposes only** and is **not financial advice**. You are responsible for all decisions and outcomes.
Pine Script®策略
由sky00478提供
Hitchhiker Scalp 1-16-2026 v2 (Morning Only Scalps)Overview This is a long-only breakout scalping strategy designed specifically for the NQ futures (Nasdaq-100 E-mini) during the early morning session (Chicago time). It looks for clean breakouts from a short-term consolidation range that formed in the previous bars and attempts to capture quick momentum moves. The strategy: Trades only between 8:45 AM – 9:45 AM CST (session ends early compared to many morning scalpers) Uses a fixed-point stop loss and two take-profit levels with partial exits Lets the second half (the "runner") trail once it reaches the first take-profit level Automatically closes any open position at exactly 10:00 AM CST Plots visual buy/sell arrows and the consolidation box on the chart It is built for fast, high-probability scalps in the first hour of the US session, avoiding overnight gaps and afternoon chop. Core Logic & How It Works Time Window (Session Filter) Only allows entries between 8:45 AM and 9:45 AM Chicago time Any position still open at 10:00:00 AM CST is automatically closed at market price → This keeps the strategy focused on the high-momentum open and prevents holding through lower-volume periods. Consolidation Detection Looks back the last 15 bars (default – adjustable) Calculates the highest high and lowest low in that period → this defines the "range" Plots the previous bar’s range high/low as gray lines (visual box) Entry Trigger – Breakout A long entry is triggered when the current bar’s high breaks above the previous bar’s consolidation high (high > rangeHigh ) Entry only allowed if inside the session time window Enters with 2 contracts (can be changed via qty=2) Risk Management – Fixed Stop Loss Stop loss is placed exactly 20 points below entry price (default – adjustable) Uses fixed points (not percentage or ATR), so risk is consistent regardless of price level Example: If entry at 20,000 → stop at 19,980 Profit Taking – Partial Exits + Trailing Runner Position splits into two equal parts (50% / 50%) right after entry: First half ("TP/SL"): Take profit at +40 points (default) Stop loss at –20 points (same as initial stop) Second half ("Runner / TP2"): Initial take profit target at +60 points Trailing stop activates once price reaches +40 points (same distance as TP1) Once trailing activates, stop trails behind price by 10 points (default trail_offset) → This lets winners run while protecting gains
Pine Script®策略
由mattkelly914提供
5
T.S.T PRO [Jak-Dong collection]Overview The is a high-performance trend-following strategy designed to capture major market moves while filtering out "noise" and false breakouts. It utilizes a sophisticated Triple Supertrend engine combined with multiple analytical layers—Volume, Momentum (ADX), Volatility (BBW), and Multi-Timeframe (HTF) analysis—to ensure high-probability entries. Core Entry Logic 1. Triple Supertrend Alignment: The strategy confirms a trend only when three Supertrends with different sensitivities (Fast, Medium, Slow) align in the same direction. 2. Median Filter: To prevent entering at the very top or bottom of a local spike, the price must be positioned relative to the Median Supertrend line. 3. Strategic Filters (Optional): - Volume Filter: Ensures the move is backed by sufficient market participation. - ADX Filter: Confirms trend strength to avoid weak or exhausting trends. - Volatility (BBW) Filter: Uses Bollinger Band Width to ensure the market is in an active expansion phase. - HTF Trend Filter: Syncs the current timeframe trades with a higher time frame (e.g., Daily) to ensure you are trading with the "Big Picture" trend. Advanced Money Management This strategy is built with professional risk management at its core: - 4 Sizing Modes: Choose between Risk % of Equity, Fixed Capital Amount, % of Equity, or Fixed Quantity. - Dual Stop-Loss Modes: * Supertrend Mode: Dynamically tracks the Median Supertrend line. - Fixed Mode: Locks the SL at entry based on ATR multiplier or fixed percentage. - Execution Flexibility: Choose between "Real-Time Touch" (instant SL) or "On Close" (confirmed bar) for exit execution. Profit Taking & Protection - 5-Stage Take Profit: Scale out of positions systematically. Each TP level can be set via ATR Multiplier or Fixed Percentage. - Automatic Break-Even: Once Take Profit 1 (TP1) is hit, the strategy automatically moves the Stop Loss to the entry price, securing a "risk-free" trade. Visual Analytics - Dynamic Visuals: Clearly displays your active Stop Loss, Entry Price, and all 5 Take Profit levels on the chart. - Performance Table: Includes an integrated Monthly Performance Table to track your strategy's historical returns, drawdown, and consistency directly on the UI. Recommended Settings - Timeframes: 1H, 4H, and Daily (D) timeframes are recommended for the best trend-following results. - Assets: Highly liquid assets such as Major Crypto Pairs (BTC, ETH) and Major Forex pairs. - Optimization: While the default settings are robust, users are encouraged to adjust the Supertrend factors and ATR multipliers based on the specific volatility of their chosen asset. Disclaimer This script is for educational and backtesting purposes only. Past performance does not guarantee future results. Trading involves significant risk, and it is highly recommended to test the strategy thoroughly on a demo account before live deployment.
Pine Script®策略
由hamsung提供
Bar-Close Confirmed SupertrendOverview This indicator is a Supertrend-style trend follower that confirms direction changes only after a bar closes. Trend flips are determined using the previous bar’s close relative to the bands, which helps avoid intrabar changes during live candles. How it works Computes ATR (Average True Range) Builds upper/lower bands using ATR and a multiplier Updates trend direction only when a prior candle confirms a break of the band Confirmation logic (bar-close based) Trend direction is updated using conditions based on the previous candle, such as: close > upper → confirm uptrend close < lower → confirm downtrend Because signals are confirmed on the prior bar, trend changes and markers are displayed only when confirmation exists. Signals Uptrend confirmation: prior candle closes above the upper band → bullish marker Downtrend confirmation: prior candle closes below the lower band → bearish marker Inputs ATR Length (default 10) ATR Multiplier (default 3.0) Notes This script is intended for bar-close workflows. Behavior and responsiveness may differ across markets and timeframes depending on volatility and chosen settings.
Pine Script®策略
由AIScripts提供
Call the Curve #1 - Dynamic Renko Overlay StrategyBacktest looks phenomenal... but will the forward curve hold? Poll your call below! Welcome to "Call the Curve" – A New Educational Series This is the first installment of a new public series I'm starting to help others (and myself) learn algorithmic trading the hard way: through transparent, real-time experimentation. I'll be posting strategies with full backtests, equity curves, and forward-testing updates. The goal is educational – to reinforce what I'm learning, put ideas into practice publicly (accountability helps!), and show the reality of strategy development. Most beautiful backtests don't survive live markets... let's see which ones do. You get to play along: Predict the curve's future! - Where will the equity be in 1 week? - 1 month? - 3 months? - 6 months? Drop your bold calls in the comments (e.g., "Up 15% in 1 month, then flatlines at 3 months"). I'll track the best predictions and cheer coins to the top prophets in future updates. (Click "Strategy Report" above the chart to see the curve ^^^) ***Important disclaimer***: I will NOT recommend trading any of these strategies live until (and unless) they prove robust over at least 6 months of forward testing. This is purely educational and experimental. Past performance ≠ future results. Trade at your own risk. Strategy Overview & How It Evolved This script is a direct evolution of the basic Renko strategy I posted about a week ago (the simple alternating brick color entry system). I took that core idea and upgraded it significantly: - Dynamic ATR-based brick sizing instead of fixed bricks → adapts to volatility - Added overlay logic on regular candles for clearer visualization - Proper risk management with fixed-dollar risk sizing - Dual take-profit targets - A safety killswitch How the Strategy Works (Step by Step) 1. Chart Basis: Uses Renko bricks with brick size calculated dynamically from ATR (Average True Range). This makes the chart adapt to current volatility – larger bricks in wild markets, smaller in calm ones. Designed and tested on XRP/USD (crypto perpetuals or spot). 2. Entry Rule – Alternating Brick Confirmation: The strategy waits for a clear trend reversal signal via alternating brick colors: - For longs: A red (down) brick must fully form, followed by a green (up) brick. Entry on close of the confirming green brick. - For shorts: A green (up) brick followed by a red (down) brick. Entry on close of the confirming red brick. This filters out noise and only trades confirmed momentum shifts. 3. Stop Loss: Placed at the low of the most recent brick (for longs) or high of the most recent brick (for shorts). Simple, logical, and directly tied to the Renko structure. 4. Position Sizing: Fixed $1000 USD risk per trade. The script dynamically calculates the position size (quantity of XRP coins) based on the distance to the stop loss, ensuring every trade risks exactly $1000 regardless of volatility or stop distance. 5. Take Profit Targets: Two partial exits for better reward capture: - TP1: 50% of position closed at 1:1 risk-reward - TP2: Remaining 50% closed at 2:1 risk-reward This locks in profits early while letting the rest run. 6. Killswitch: A global safety feature – if strategy loses X trades in a row, the strategy stops taking new trades until a winner forms. Prevents catastrophic losses during market shifts. The result? A clean, adaptive Renko system that looks amazing in backtest... but we all know how that usually goes. What do you think happens next? Moonshot continuation? Slow bleed? Epic collapse? Make your call in the poll and comments. I'll post weekly forward-testing updates. Let's see who calls the curve best. Follow for the journey if you're into this kind of transparent algo experimentation. (Not financial advice. For educational purposes only.) Screenshot of curve Jan 15/25: img.sanishtech.com
Pine Script®策略
由LatterRainInvestments提供
Axiom Flow: NQ/MNQ Algo - 5 Min TFAxiom Flow: Institutional NQ/MNQ Algo Axiom Flow is a specialized, institutional-grade trend and momentum system designed specifically for the Nasdaq (NQ/MNQ) on the 5-minute timeframe. Unlike standard indicators that lag, Axiom Flow combines volatility compression, trend strength, and velocity analysis to filter out "chop" and identify high-probability expansion moves. It is designed to keep you out of the noise and put you in the trade only when the market shows true intent. 🚀 Core Strategy Philosophy The system operates on a "Compression → Expansion" logic. It identifies when the market is building energy (Squeeze) and executes entries when that energy is released in the direction of the dominant trend, validated by institutional volume and momentum. ⚡ Key Features 1. The "Anti-Chop" Filter Engine Most strategies fail in ranging markets. Axiom Flow utilizes a proprietary "Hug" logic that detects when price action is too tight to trade. If the market is chopping, the signals are hard-blocked to protect capital. 2. Traffic Light Volatility System Visualizes market energy at a glance: 🟢 Green Dots (Safe Squeeze): High-potential energy build-up outside of value. 🔴 Red Dots (Risky Squeeze): Compression occurring inside value (chop zone)—warning to stay away. ⚪ Grey Dots: Normal market conditions. 3. Velocity & Momentum Override Sometimes the market moves too fast for standard trend indicators. The Velocity Engine detects abnormal, high-momentum candles (Institutional buying/selling) to trigger "Home Run" entries even if standard conditions haven't fully aligned yet. 4. Dynamic Risk Management Stop Losses and Take Profits are not static points. The system calculates targets based on the Daily ATR (Average True Range). This means your stops and targets breathe with the market's volatility—tighter in slow markets, wider in fast markets. Target 1: High-probability "Bank" target. Target 2: Extended "Runner" target for trend days. 5. Session & Killzone Logic Optimized for the New York Session. The algorithm includes specific filters to highlight the "Kill Zone" (07:00 - 10:00 EST) and automatically closes positions at the end of the session to prevent overnight gaps. 🛡️ How to Use Timeframe: Optimized for 5 Minute. Asset: Nasdaq 100 Futures (NQ / MNQ). Visuals: The "Trend Ribbon" turns Green for Bullish and Red for Bearish. Wait for the ribbon to align with a signal label (BUY/SELL). Execution: Follow the signals generated by the strategy tester. All risk parameters are pre-calculated for you.
Pine Script®策略
由AxiomFlow提供
DurdenBTCs Dual Signal Trend SentinelA Bitcoin-Specific Strategy that Beats Buy and Hold This is a Volatility Adjusted Momentum (VAMS) strategy tuned specifically for Bitcoin. Unlike standard Moving Average crossovers that get chopped up in sideways markets, this script uses Z-Score logic to normalize price distance from the trend, helping you stay in major moves and exit before deep drawdowns. How It Works: Markets move in cycles. This strategy focuses on the Quarterly Cycle (approx. 3 months) to determine the dominant trend. The Baseline: It calculates a 63-period trend baseline. Volatility Adjustment: It measures the standard deviation of price around that baseline to assess real volatility. The VAMS Score (Z-Score): It calculates exactly how many standard deviations price is away from the mean using the formula: (Close - Baseline) / Volatility . The Signal Logic: The strategy classifies the market into three clear regimes using a color-coded background: 🟢BULLISH (Green Background): Price is > 0.5 Standard Deviations above the baseline. This indicates a strong momentum breakout. The strategy enters a Long position here. 🔴BEARISH (Red Background): Price is < -0.5 Standard Deviations below the baseline. This indicates trend failure. The strategy Closes All positions to preserve capital. 🟠NEUTRAL (Gray/Orange Background): Price is chopping between -0.5 and 0.5. This is the "noise" zone where trends are undefined. You can customize how you want the strategy to work at this point. Why Use This? Visual Clarity: The background color tells you the regime instantly, no need to guess. Objective Entries/Exits : Removes emotion by using math-based volatility thresholds rather than arbitrary price levels. Tuned for BTC: The 63-length lookback is specifically chosen to capture Bitcoin's quarterly flows. 🚀 Want More Precision? This script is the "Core" version of my trading framework. If you like this logic but want to reduce lag and capture moves even earlier, check out my private script: Bitcoin Gaussian Volatility Trend Signal . Access is granted to Substack subscribers. The private version includes advanced Gaussian smoothing to filter out fake-outs that standard moving averages miss, offering a sharper edge for active investors. Disclaimer: Past performance is not indicative of future results.
Pine Script®策略
由DurdensBitcoinLedger提供
SHIB/USDT High-Frequency TrendThis strategy is a higher-frequency trend-following system designed for BINANCE:SHIBUSDT (commonly used on 30m / 1h). It focuses on capturing frequent trend legs using EMA structure plus momentum confirmation, while filtering out low-quality conditions via ADX and ATR% regime checks. It also includes SL/TP/trailing and an optional breakeven stop. What it does Trend structure : Strong uptrend when EMA Fast > EMA Slow > EMA Trend (and vice versa for downtrend). Momentum confirmation : RSI threshold + MACD line vs signal line. Regime filter : requires enough trend strength (ADX) and enough movement (ATR%). Cooldown : pauses entries for a few bars after an exit to reduce churn. Entries Long : Uptrend confirmed for N bars + RSI below max + MACD > signal + regime ok. Short : Downtrend confirmed for N bars + RSI above min + MACD < signal + regime ok. Exits & risk management Signal exit : close on opposite signal. Stop Loss : fixed % from entry. Take Profit : fixed % from entry. Trailing Stop : trails from the best price since entry. Breakeven (optional) : arms after a profit trigger and tightens the stop toward entry. Alerts This script includes alert conditions for entries: Long Entry Signal Short Entry Signal How to use Start on BINANCE:SHIBUSDT with 30m . If you change timeframe, re-tune EMA lengths, regime thresholds, and risk parameters. Keep the date filter disabled for live trading; it exists to reproduce historical backtest windows. Trading fees/commission materially impact high-frequency systems—validate with realistic costs and slippage. Key inputs snapshot EMA: 9 / 21 / 50 RSI(15): long when RSI < 55, short when RSI > 36 MACD: (9, 24, 9) Regime: ADX(14) >= 11.5 ATR(14) / close >= 0.20% Risk: SL 3.0%, TP 4.5%, Trail 2.0% Breakeven: trigger 0.8%, offset 0.1% Cooldown: 4 bars Educational use only. This is not financial advice. Forward-test before risking capital.
Pine Script®策略
由andreans提供
XMR/USDT Bollinger Band Mean ReversionThis strategy is a mean-reversion system designed for $BINANCE:XMRUSDT (originally tuned on 30m). It looks for price excursions outside Bollinger Bands and trades the reversion back toward the moving average, while filtering for “ranging” conditions using an ADX cap and a minimum ATR% (to avoid dead markets). Core idea Enter on extremes : take trades when price crosses beyond the Bollinger outer band. Filter with RSI : require oversold/overbought confirmation before entering. Prefer range markets : only trade when ADX is below a maximum (avoid strong trends). Avoid low volatility : require ATR% above a minimum so moves are tradable. Entries Long : price crosses below the lower band + RSI <= threshold + regime ok. Short : price crosses above the upper band + RSI >= threshold + regime ok. Exits & risk management Primary exit : mean reversion back through the BB basis (SMA), for smoother equity. Stop Loss : fixed % from entry. Take Profit (optional) : fixed % from entry (basis-exit remains the main exit). Cooldown : blocks new entries for N bars after any exit-to-flat. How to use Start on $BINANCE:XMRUSDT with 30m . This logic is sensitive to volatility/trend regimes; re-tune if you change timeframe or exchange. Disable the date filter for live usage; it exists to reproduce a backtest slice. Mean-reversion can suffer in strong trends—this is why the ADX cap exists, but it is not a guarantee. Key inputs snapshot Bollinger Bands: Length 20, Mult 1.5 Filters: RSI(12): long when RSI <= 40, short when RSI >= 70 ADX(27) <= 25 (prefer ranging) ATR(14) / close >= 0.08% Risk: SL 3.75% TP 1.5% (optional) Cooldown: 11 bars Educational use only. This is not financial advice. Validate with forward tests and realistic costs (fees/slippage).
Pine Script®策略
由andreans提供
Dual SuperTrend Trend-Following (Exit on Trend Flip Only)This strategy is a pure trend-following system designed to capture the full bullish move by entering only at the start of a strong uptrend and exiting only when the trend clearly reverses. It utilises two SuperTrend indicators (fast and slow) to confirm direction, ensuring trades are taken only when both align in a bullish direction. Meanwhile, the ADX (≥20) serves as a trend-strength filter to avoid sideways markets, while a higher-timeframe SuperTrend ensures alignment with the broader market trend. A buy trade is triggered only once when all conditions turn bullish, and no position is open, preventing repeated entries. The position is held through normal pullbacks and volatility without any ATR stop-loss or profit target. The exit occurs strictly when both SuperTrends flip bearish, meaning the trade remains active as long as the trend is intact, making the strategy best suited for intraday, swing, and positional trading in trending markets where the objective is to ride large moves rather than capture small fluctuations.
Pine Script®策略
由mandar3d提供