TMNT3 [v5, Code Copilot] with PyramidCore Principles
Trend-Following Breakouts
Enters on clean price breakouts above the prior N-day high (System 1: 20 days; System 2: 55 days).
Exits on reversals through the prior M-day low (System 1: 10 days; System 2: 20 days).
Volatility-Based Stops
Uses the Average True Range (ATR) to set a dynamic stop-loss at
Stop = Entry Price ± (ATR×Multiplier)
Stop= Entry Price-(ATR×Multiplier)
Adapts to changing market noise—wider stops in volatile conditions, tighter in calm markets.
System 1 vs. System 2 Toggle
System 1 (20/10) for shorter, faster swing opportunities.
System 2 (55/20) for catching longer, more powerful trends.
Pyramiding into Winners
Scales into a position in fixed “units” (each risking a constant % of equity).
Adds an extra unit each time price extends by a set fraction of ATR (default 0.5× ATR), up to a configurable maximum (default 5 units).
Only increases exposure when the trend proves itself—managing risk while maximizing returns.
Strict Risk Management
Each unit carries its own ATR-based stop, ensuring no single leg blows out the account.
Default risk per unit is a small, fixed percentage of total equity (e.g. 1% per unit).
Visual Aids & Confirmation
Overlaid entry/exit channels and trend/exit lines for immediate context.
Optional on-chart labels and background shading to highlight active trade regimes.
Why It Works
Objectivity & Discipline: Rules-based entries, exits, and sizing remove emotional guesswork.
Adaptive to Market Conditions: ATR stops and pyramiding adapt to both calm and turbulent phases.
Scalable: Toggle between short and long breakout horizons to suit different assets or timeframes.
指標和策略
Indicador Trader ProIndicator designed to generate alerts when the price is highly overbought or oversold.
It works very well for swing trading on the H4 timeframe, and provides strong signals for scalping on M15.
The ideal setup is to wait for a confirmed buy signal and then monitor for a Break of Structure (BOS) on M15. This helps ensure better entries and avoids taking trades without proper price action confirmation of a trend reversal.
Volatility Index Percentile Risk STOCK StrategyVolatility-Index Percentile Risk STOCK Strategy
──────────────────────────────────────────────
PURPOSE
• Go long equities only when implied volatility (from any VIX-style index) is in its quietest percentile band.
• Scale stop-loss distance automatically with live volatility so risk stays proportional across timeframes and market regimes.
HOW IT WORKS
1. Pull the closing price of a user-selected volatility index (default: CBOE VIX, Nasdaq VXN, etc.).
2. Compute its 1-year (252-bar) percentile.
– If percentile < “Enter” threshold → open / maintain long.
– If percentile > “Exit” threshold → flatten.
3. Set the stop-loss every bar at:
SL % = (current VIX value) ÷ Risk Divisor
(e.g., VIX = 20 and divisor = 57 → 0.35 % SL below entry).
This keeps risk tighter when volatility is high and looser when it’s calm.
USER INPUTS
• VIX-style Index — symbol of any volatility index
• Look-back — length for percentile (default 252)
• Enter Long < Percentile — calm-market trigger (default 15 %)
• Exit Long > Percentile — fear trigger (default 60 %)
• Risk Divisor (SL) — higher number = tighter stop; start with 57 on 30-min charts
• Show Debug Plots — optional visibility of percentile & SL%
RECOMMENDED BACK-TEST SETTINGS
• Timeframe: 30 min – Daily on liquid stocks/ETFs highly correlated to the chosen VIX.
• Initial capital: 100 000 | Order size: 10 % of equity
• Commission: 0.03 % | Slippage: 5 ticks
• Enable *Bar Magnifier* and *Fill on bar close* for realistic execution.
ADDITIONAL INFORMATION
• **Self-calibrating risk** – no static ATR or fixed %, adapts instantly to changing volatility.
• **Percentile filter** – regime-aware entry logic that avoids false calm periods signalled by raw VIX levels.
• **Timeframe-agnostic** – works from intraday to weekly; √T-style divisor lets you fine-tune stops quickly ,together with the percentiles and days length.
• Zero look-ahead.
CAVEATS
• Long-only; no built-in profit target. Add one if your plan requires fixed R:R exits.
• Works best on indices/stocks that move with the selected vol index.
• Back-test results are educational; past performance never guarantees future returns.
LICENSE & CREDITS
Released under the Mozilla Public License 2.0.
Inspired by academic research on volatility risk premia and mean-reversion.
DISCLAIMER
This script is for informational and educational purposes only. It is **not** financial advice. Use at your own risk.
N4A - Dynamic ORB Algo v7N4A - Dynamic ORB Algo v7
A precision-engineered intraday breakout system designed for professional traders operating in NQ and ES futures markets. The strategy blends advanced ORB (Opening Range Breakout) logic with adaptive session control, dynamic filters, and quartile-based trade management to deliver robust and structured execution across multiple global trading zones.
🧠 Core Framework
Opening Range Breakout (ORB)
Automatically defines a breakout window and detects directional moves when price decisively exits the range high or low, triggering structured entries with defined risk.
Multi-Session Adaptability
Supports automated session presets for Pre-London, London, and New York trading hours. Each session auto-configures its own ORB and entry periods, while maintaining full manual control via Custom mode. Timezones are always user-configurable.
Quartile-Based Structure
All risk and profit calculations are grounded in the ORB range and its quartile subdivisions. Stops and targets are derived from mathematically relevant price zones, not arbitrary values.
🧠 Advanced Filtering Architecture
In the 4 modes, the strategy employs a multi-dimensional filter stack to validate breakout quality and reduce false signals. Each filter contributes unique confirmation logic:
1. 📏 EMA Bias Filter
Establishes directional bias using 2x 200-period EMAs clouds (on both high and close).
Filters out counter-trend setups.
Active in: Moderate, Conservative modes.
2. 📐 Range Geometry (RG) Filter
Measures directional conviction by analyzing whether price consistently pushes in one direction within a smoothed dynamic range:
Utilizes smoothed deviation envelopes and adaptive trend centerline.
Monitors for sustained directional flow (via upCounter/downCounter logic).
Prevents entries during sideways or mean-reverting environments.
3. ⚡️ Momentum Shift Validator
A WAE-style module using fast vs slow EMAs to capture directional thrust:
Tracks positive or negative momentum shifts between bars.
Long trades require increasing bullish momentum; shorts require the opposite.
Ensures active market participation and screens out weak breakouts.
This layered logic produces high-confidence signals and eliminates low-quality market noise.
⚙️ Strategic Mode Selection (Built-in Presets)
Users can select from four predefined filter configurations depending on risk appetite and market conditions:
Basic – Raw ORB breakout without filters; ideal for clean trend days
Conservative – EMA filter active with higher sensitivity (19), RG filter off
Aggressive – EMA filter active with fast sensitivity (5), RG filter off
Custom – Full manual control over all filters and logic components
Each mode automatically configures the system without requiring manual re-adjustments.
🎯 Execution Logic
Entry Conditions
A breakout entry is triggered only after a full bar closes beyond the ORB boundary, subject to filter validation.
Stop Loss Structure
Stops are placed using the ORB quartile framework (typically below Q1 or above Q4), combined with mid-range invalidation logic.
Risk Sizing:
Contract size is dynamically computed from ORB range volatility.
Typical exposure per trade: $200–$400
Profit-Taking Methodology
Targets can be enabled at SD0.5, SD1.0, SD1.5, and SD2.0 intervals from the ORB range. Users control exit percentages per target level. Breakeven is automatically managed after partial take-profit.
Additional Controls
No pyramiding
No re-entries per signal
Max hold duration enforced (default: 270 minutes)
🔔 Alerts Included
Instant alerts trigger upon confirmed Long or Short entries, fully compatible with popup and sound actions.
👤 Developed by Antony.N4A
Built for intraday strategists, quant developers, and execution modelers who demand structured logic, visual clarity, and multi-context adaptability.
Protected script. Unauthorized reuse or redistribution is strictly prohibited.
For access or customization inquiries, contact the author directly.
استراتيجة المتوسطات PROF
🧠 Strategy Name: "استراتيجية المتوسطات PROF" (Moving Averages PROF Strategy)
📌 Description:
"استراتيجية المتوسطات PROF" is a flexible and customizable moving average crossover strategy designed for traders who want full control over how signals are generated. Whether you're a beginner or a professional, this tool adapts to your style.
⚙️ Features:
✅ Selectable Moving Average Types:
SMA (Simple)
EMA (Exponential)
WMA (Weighted)
VWMA (Volume-Weighted)
HMA (Hull Moving Average)
✅ Selectable Price Source:
Close
Open
High
Low
✅ Confirmation Candles:
Define how many candles the price must stay above or below the MA before a trade is triggered.
📈 How It Works:
Buy Entry: When the price stays above the selected MA for a set number of candles.
Sell Entry: When the price stays below the selected MA for the same number of candles.
🧪 Use Cases:
Use it for manual chart analysis or integrate it into automated strategies. You can also expand it with stop loss, take profit, or time filters.
💬 Notes:
Clean and editable Pine Script code.
Arabic-friendly interface for regional traders.
Ideal for both scalping and swing trading.
✨ Want More Features?
Let me know in the comments if you'd like:
Stop Loss & Take Profit
Time/session filters
Visual buy/sell signals
🔖 Short Summary (for TradingView listing):
A flexible moving average crossover strategy with full customization. Choose your MA type, price source, and confirmation logic. Built for professionals — "استراتيجية المتوسطات PROF".
KST Strategy [Skyrexio]Overview
KST Strategy leverages Know Sure Thing (KST) indicator in conjunction with the Williams Alligator and Moving average to obtain the high probability setups. KST is used for for having the high probability to enter in the direction of a current trend when momentum is rising, Alligator is used as a short term trend filter, while Moving average approximates the long term trend and allows trades only in its direction. Also strategy has the additional optional filter on Choppiness Index which does not allow trades if market is choppy, above the user-specified threshold. Strategy has the user specified take profit and stop-loss numbers, but multiplied by Average True Range (ATR) value on the moment when trade is open. The strategy opens only long trades.
Unique Features
ATR based stop-loss and take profit. Instead of fixed take profit and stop-loss percentage strategy utilizes user chosen numbers multiplied by ATR for its calculation.
Configurable Trading Periods. Users can tailor the strategy to specific market windows, adapting to different market conditions.
Optional Choppiness Index filter. Strategy allows to choose if it will use the filter trades with Choppiness Index and set up its threshold.
Methodology
The strategy opens long trade when the following price met the conditions:
Close price is above the Alligator's jaw line
Close price is above the filtering Moving average
KST line of Know Sure Thing indicator shall cross over its signal line (details in justification of methodology)
If the Choppiness Index filter is enabled its value shall be less than user defined threshold
When the long trade is executed algorithm defines the stop-loss level as the low minus user defined number, multiplied by ATR at the trade open candle. Also it defines take profit with close price plus user defined number, multiplied by ATR at the trade open candle. While trade is in progress, if high price on any candle above the calculated take profit level or low price is below the calculated stop loss level, trade is closed.
Strategy settings
In the inputs window user can setup the following strategy settings:
ATR Stop Loss (by default = 1.5, number of ATRs to calculate stop-loss level)
ATR Take Profit (by default = 3.5, number of ATRs to calculate take profit level)
Filter MA Type (by default = Least Squares MA, type of moving average which is used for filter MA)
Filter MA Length (by default = 200, length for filter MA calculation)
Enable Choppiness Index Filter (by default = true, setting to choose the optional filtering using Choppiness index)
Choppiness Index Threshold (by default = 50, Choppiness Index threshold, its value shall be below it to allow trades execution)
Choppiness Index Length (by default = 14, length used in Choppiness index calculation)
KST ROC Length #1 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
KST ROC Length #2 (by default = 15, value used in KST indicator calculation, more information in Justification of Methodology)
KST ROC Length #3 (by default = 20, value used in KST indicator calculation, more information in Justification of Methodology)
KST ROC Length #4 (by default = 30, value used in KST indicator calculation, more information in Justification of Methodology)
KST SMA Length #1 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
KST SMA Length #2 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
KST SMA Length #3 (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
KST SMA Length #4 (by default = 15, value used in KST indicator calculation, more information in Justification of Methodology)
KST Signal Line Length (by default = 10, value used in KST indicator calculation, more information in Justification of Methodology)
User can choose the optimal parameters during backtesting on certain price chart.
Justification of Methodology
Before understanding why this particular combination of indicator has been chosen let's briefly explain what is KST, Williams Alligator, Moving Average, ATR and Choppiness Index.
The KST (Know Sure Thing) is a momentum oscillator developed by Martin Pring. It combines multiple Rate of Change (ROC) values, smoothed over different timeframes, to identify trend direction and momentum strength. First of all, what is ROC? ROC (Rate of Change) is a momentum indicator that measures the percentage change in price between the current price and the price a set number of periods ago.
ROC = 100 * (Current Price - Price N Periods Ago) / Price N Periods Ago
In our case N is the KST ROC Length inputs from settings, here we will calculate 4 different ROCs to obtain KST value:
KST = ROC1_smooth × 1 + ROC2_smooth × 2 + ROC3_smooth × 3 + ROC4_smooth × 4
ROC1 = ROC(close, KST ROC Length #1), smoothed by KST SMA Length #1,
ROC2 = ROC(close, KST ROC Length #2), smoothed by KST SMA Length #2,
ROC3 = ROC(close, KST ROC Length #3), smoothed by KST SMA Length #3,
ROC4 = ROC(close, KST ROC Length #4), smoothed by KST SMA Length #4
Also for this indicator the signal line is calculated:
Signal = SMA(KST, KST Signal Line Length)
When the KST line rises, it indicates increasing momentum and suggests that an upward trend may be developing. Conversely, when the KST line declines, it reflects weakening momentum and a potential downward trend. A crossover of the KST line above its signal line is considered a buy signal, while a crossover below the signal line is viewed as a sell signal. If the KST stays above zero, it indicates overall bullish momentum; if it remains below zero, it points to bearish momentum. The KST indicator smooths momentum across multiple timeframes, helping to reduce noise and provide clearer signals for medium- to long-term trends.
Next, let’s discuss the short-term trend filter, which combines the Williams Alligator and Williams Fractals. Williams Alligator
Developed by Bill Williams, the Alligator is a technical indicator that identifies trends and potential market reversals. It consists of three smoothed moving averages:
Jaw (Blue Line): The slowest of the three, based on a 13-period smoothed moving average shifted 8 bars ahead.
Teeth (Red Line): The medium-speed line, derived from an 8-period smoothed moving average shifted 5 bars forward.
Lips (Green Line): The fastest line, calculated using a 5-period smoothed moving average shifted 3 bars forward.
When the lines diverge and align in order, the "Alligator" is "awake," signaling a strong trend. When the lines overlap or intertwine, the "Alligator" is "asleep," indicating a range-bound or sideways market. This indicator helps traders determine when to enter or avoid trades.
The next indicator is Moving Average. It has a lot of different types which can be chosen to filter trades and the Least Squares MA is used by default settings. Let's briefly explain what is it.
The Least Squares Moving Average (LSMA) — also known as Linear Regression Moving Average — is a trend-following indicator that uses the least squares method to fit a straight line to the price data over a given period, then plots the value of that line at the most recent point. It draws the best-fitting straight line through the past N prices (using linear regression), and then takes the endpoint of that line as the value of the moving average for that bar. The LSMA aims to reduce lag and highlight the current trend more accurately than traditional moving averages like SMA or EMA.
Key Features:
It reacts faster to price changes than most moving averages.
It is smoother and less noisy than short-term EMAs.
It can be used to identify trend direction, momentum, and potential reversal points.
ATR (Average True Range) is a volatility indicator that measures how much an asset typically moves during a given period. It was introduced by J. Welles Wilder and is widely used to assess market volatility, not direction.
To calculate it first of all we need to get True Range (TR), this is the greatest value among:
High - Low
abs(High - Previous Close)
abs(Low - Previous Close)
ATR = MA(TR, n) , where n is number of periods for moving average, in our case equals 14.
ATR shows how much an asset moves on average per candle/bar. A higher ATR means more volatility; a lower ATR means a calmer market.
The Choppiness Index is a technical indicator that quantifies whether the market is trending or choppy (sideways). It doesn't indicate trend direction — only the strength or weakness of a trend. Higher Choppiness Index usually approximates the sideways market, while its low value tells us that there is a high probability of a trend.
Choppiness Index = 100 × log10(ΣATR(n) / (MaxHigh(n) - MinLow(n))) / log10(n)
where:
ΣATR(n) = sum of the Average True Range over n periods
MaxHigh(n) = highest high over n periods
MinLow(n) = lowest low over n periods
log10 = base-10 logarithm
Now let's understand how these indicators work in conjunction and why they were chosen for this strategy. KST indicator approximates current momentum, when it is rising and KST line crosses over the signal line there is high probability that short term trend is reversing to the upside and strategy allows to take part in this potential move. Alligator's jaw (blue) line is used as an approximation of a short term trend, taking trades only above it we want to avoid trading against trend to increase probability that long trade is going to be winning.
Almost the same for Moving Average, but it approximates the long term trend, this is just the additional filter. If we trade in the direction of the long term trend we increase probability that higher risk to reward trade will hit the take profit. Choppiness index is the optional filter, but if it turned on it is used for approximating if now market is in sideways or in trend. On the range bounded market the potential moves are restricted. We want to decrease probability opening trades in such condition avoiding trades if this index is above threshold value.
When trade is open script sets the stop loss and take profit targets. ATR approximates the current volatility, so we can make a decision when to exit a trade based on current market condition, it can increase the probability that strategy will avoid the excessive stop loss hits, but anyway user can setup how many ATRs to use as a stop loss and take profit target. As was said in the Methodology stop loss level is obtained by subtracting number of ATRs from trade opening candle low, while take profit by adding to this candle's close.
Backtest Results
Operating window: Date range of backtests is 2023.01.01 - 2025.05.01. It is chosen to let the strategy to close all opened positions.
Commission and Slippage: Includes a standard Binance commission of 0.1% and accounts for possible slippage over 5 ticks.
Initial capital: 10000 USDT
Percent of capital used in every trade: 60%
Maximum Single Position Loss: -5.53%
Maximum Single Profit: +8.35%
Net Profit: +5175.20 USDT (+51.75%)
Total Trades: 120 (56.67% win rate)
Profit Factor: 1.747
Maximum Accumulated Loss: 1039.89 USDT (-9.1%)
Average Profit per Trade: 43.13 USDT (+0.6%)
Average Trade Duration: 27 hours
These results are obtained with realistic parameters representing trading conditions observed at major exchanges such as Binance and with realistic trading portfolio usage parameters.
How to Use
Add the script to favorites for easy access.
Apply to the desired timeframe and chart (optimal performance observed on 1h BTC/USDT).
Configure settings using the dropdown choice list in the built-in menu.
Set up alerts to automate strategy positions through web hook with the text: {{strategy.order.alert_message}}
Disclaimer:
Educational and informational tool reflecting Skyrexio commitment to informed trading. Past performance does not guarantee future results. Test strategies in a simulated environment before live implementation.
US30 London Breakout V2 US30 London Breakout V2 - Professional Trading Strategy
📊 What is it?
Automated strategy that capitalizes on London range breakouts in US30 (Dow Jones), during NY session, implementing dynamic risk management and intelligent take profits for consistent performance.
⚡ Key Features:
🎯 Dynamic Stop Loss
SL based on actual swing highs/lows
Automatically adapts to market volatility
Smart protection against false breakouts
💰 Calculated Take Profit
Dynamic TP based on risk taken
Configurable ratio (1:1, 1.5:1, 2:1, etc.)
Maximizes profits while controlling risk
📈 Professional Visualization
Clean SL (red) and TP (green) lines that don't connect between sessions
Clear labels with exact values
Real-time statistics table with key metrics
⏰ Session Management
Automatically identifies London range (3am-9am NY time)
Executes trades only during NY session (9am-5pm)
Automatic end-of-day closure
📊 Real-Time Metrics:
Total Trades
Net Profit with $ sign
Win Rate %
R:R Ratio
Max Profit/Loss
Average wins and losses
⚙️ Configurable Inputs:
Lookback: Period to detect swings (default: 20)
TP Ratio: Risk multiplier for TP (default: 1.0)
Sessions: Customizable London and NY timeframes
🎯 Perfect For:
US30/Dow Jones traders
Intraday breakout strategies
Automated risk management
Scalpers and swing traders
💡 Why Choose This Strategy?
✅ Proven Logic: London breakout is a time-tested strategy
✅ Smart Risk Management: Dynamic SL adapts to market conditions
✅ Clean Execution: No repainting, clear entry/exit signals
✅ Professional Grade: Built for serious traders
✅ Plug & Play: Ready to use with optimal default settings
Transform your US30 trading with professional-grade automation!
MARSdx BTCUSD Strategy🔍 Strategy Overview
The MARSdx Strategy is a hybrid trend-following and momentum-based system designed specifically for Bitcoin trading(works also on other Crypto like ETHUSD). It combines four technical indicators—SMA, EMA, RSI, and ADX—to filter high-probability long entries during strong bullish phases.
✅ Entry Conditions
Price above SMA(50) → confirms long-term bullish trend
Price above EMA(7) → confirms short-term momentum
RSI(2) > ADX(2) → confirms strong bullish pressure
Only when all three conditions are met, a long position is opened.
❌ Exit Condition
RSI(2) < ADX(2) → momentum weakens, exit position
📊 Indicators Used
SMA (Simple Moving Average) – identifies overall trend
EMA (Exponential Moving Average) – captures short-term momentum
RSI (Relative Strength Index) – gauges strength of price movement
ADX (Average Directional Index) – filters based on trend strength
⚙️ Inputs
SMA Length: Default 50
EMA Length: Default 7
RSI Length: Default 2
ADX Length: Default 2
You can tweak these parameters to suit other timeframes or crypto assets.
⚠️ This strategy only takes long trades. It does not use any stop-loss or profit target logic and should be combined with sound risk management.
Panel | Tablo + SMAOSC & Ortalama + Momentum + 4H MTF - STRATEJIMulti-Indicator Strategy Panel – SMAOSC, Momentum & 4H MTF
Overview
This is a custom strategy script that combines several technical indicators such as:
CCI, RSI, Stochastic, OBV, IFT, Momentum, SMA Oscillator
Includes multi-timeframe analysis (4H) for added reliability.
Uses dynamic signal classification with thresholds (e.g., 0.10–0.90 levels).
Comes with risk control via a max drawdown limit (20%).
Logic
The script produces LONG, SHORT, or NONE positions based on a combined normalized score calculated from all indicators.
Drawdown and threshold-based checks are applied to avoid risky trades.
Important Note
This indicator is still in testing phase.
It is not financial advice and should be used with caution and demo environments before real trading.
Trend Channel Breakout StrategyBreakout Strategy: Captures significant daily breakouts, ideal for BTC, where strong moves often follow channel breakouts.
Ticker Pulse Meter + Fear EKG StrategyDescription
The Ticker Pulse Meter + Fear EKG Strategy is a technical analysis tool designed to identify potential entry and exit points for long positions based on price action relative to historical ranges. It combines two proprietary indicators: the Ticker Pulse Meter (TPM), which measures price positioning within short- and long-term ranges, and the Fear EKG, a VIX-inspired oscillator that detects extreme market conditions. The strategy is non-repainting, ensuring signals are generated only on confirmed bars to avoid false positives. Visual enhancements, such as optional moving averages and Bollinger Bands, provide additional context but are not core to the strategy's logic. This script is suitable for traders seeking a systematic approach to capturing momentum and mean-reversion opportunities.
How It Works
The strategy evaluates price action using two key metrics:
Ticker Pulse Meter (TPM): Measures the current price's position within short- and long-term price ranges to identify momentum or overextension.
Fear EKG: Detects extreme selling pressure (akin to "irrational selling") by analyzing price behavior relative to historical lows, inspired by volatility-based oscillators.
Entry signals are generated when specific conditions align, indicating potential buying opportunities. Exits are triggered based on predefined thresholds or partial position closures to manage risk. The strategy supports customizable lookback periods, thresholds, and exit percentages, allowing flexibility across different markets and timeframes. Visual cues, such as entry/exit dots and a position table, enhance usability, while optional overlays like moving averages and Bollinger Bands provide additional chart context.
Calculation Overview
Price Range Calculations:
Short-Term Range: Uses the lowest low (min_price_short) and highest high (max_price_short) over a user-defined short lookback period (lookback_short, default 50 bars).
Long-Term Range: Uses the lowest low (min_price_long) and highest high (max_price_long) over a user-defined long lookback period (lookback_long, default 200 bars).
Percentage Metrics:
pct_above_short: Percentage of the current close above the short-term range.
pct_above_long: Percentage of the current close above the long-term range.
Combined metrics (pct_above_long_above_short, pct_below_long_below_short) normalize price action for signal generation.
Signal Generation:
Long Entry (TPM): Triggered when pct_above_long_above_short crosses above a user-defined threshold (entryThresholdhigh, default 20) and pct_below_long_below_short is below a low threshold (entryThresholdlow, default 40).
Long Entry (Fear EKG): Triggered when pct_below_long_below_short crosses under an extreme threshold (orangeEntryThreshold, default 95), indicating potential oversold conditions.
Long Exit: Triggered when pct_above_long_above_short crosses under a profit-taking level (profitTake, default 95). Partial exits are supported via a user-defined percentage (exitAmt, default 50%).
Non-Repainting Logic: Signals are calculated using data from the previous bar ( ) and only plotted on confirmed bars (barstate.isconfirmed), ensuring reliability.
Visual Enhancements:
Optional moving averages (SMA, EMA, WMA, VWMA, or SMMA) and Bollinger Bands can be enabled for trend context.
A position table displays real-time metrics, including open positions, Fear EKG, and Ticker Pulse values.
Background highlights mark periods of high selling pressure.
Entry Rules
Long Entry:
TPM Signal: Occurs when the price shows strength relative to both short- and long-term ranges, as defined by pct_above_long_above_short crossing above entryThresholdhigh and pct_below_long_below_short below entryThresholdlow.
Fear EKG Signal: Triggered by extreme selling pressure, when pct_below_long_below_short crosses under orangeEntryThreshold. This signal is optional and can be toggled via enable_yellow_signals.
Entries are executed only on confirmed bars to prevent repainting.
Exit Rules
Long Exit: Triggered when pct_above_long_above_short crosses under profitTake.
Partial exits are supported, with the strategy closing a user-defined percentage of the position (exitAmt) up to four times per position (exit_count limit).
Exits can be disabled or adjusted via enable_short_signal and exitPercentage settings.
Inputs
Backtest Start Date: Defines the start of the backtesting period (default: Jan 1, 2017).
Lookback Periods: Short (lookback_short, default 50) and long (lookback_long, default 200) periods for range calculations.
Resolution: Timeframe for price data (default: Daily).
Entry/Exit Thresholds:
entryThresholdhigh (default 20): Threshold for TPM entry.
entryThresholdlow (default 40): Secondary condition for TPM entry.
orangeEntryThreshold (default 95): Threshold for Fear EKG entry.
profitTake (default 95): Exit threshold.
exitAmt (default 50%): Percentage of position to exit.
Visual Options: Toggle for moving averages and Bollinger Bands, with customizable types and lengths.
Notes
The strategy is designed to work across various timeframes and assets, with data sourced from user-selected resolutions (i_res).
Alerts are included for long entry and exit signals, facilitating integration with TradingView's alert system.
The script avoids repainting by using confirmed bar data and shifted calculations ( ).
Visual elements (e.g., SMA, Bollinger Bands) are inspired by standard Pine Script practices and are optional, not integral to the core logic.
Usage
Apply the script to a chart, adjust input settings to suit your trading style, and use the visual cues (entry/exit dots, position table) to monitor signals. Enable alerts for real-time notifications.
Designed to work best on Daily timeframe.
Strateji Paneli + 4H FibonacciStrategy Features and Usage
Time Frames: Our strategy performs best when followed on 4-hour and 15-hour time frames. We recommend using it on Heikin Ashi candles in these time frames for more reliable signals.
Testing Phase: The strategy is currently in the testing phase, so caution is advised when making real trading decisions.
Panel Feature:
The panel displays position information. When the position is "LONG", the total average shows a "BUY" signal,
When the position is "SHORT", the total average shows a "SELL" signal.
Fibonacci Levels and Horizontal Lines:
The horizontal lines in the panel are manually adjusted according to Fibonacci levels.
Key levels used are: 0%, 23.6%, 38.2%, 50%, 61.8%, 78%, and 100%.
The 78% level is particularly significant as a support/resistance point in the strategy.
Usage Recommendation: When using the indicator, check the Fibonacci settings on the panel and track them together with the horizontal lines to improve performance.
CTP - 5M Scalping Strategy v2CTP- 1 MINUTE NASDAQ FUTURES
## Overview
The CTP (Correlation Trading Platform) 5M Scalping Strategy v2 is an advanced algorithmic trading system designed for 5-minute timeframe scalping. This strategy combines multiple technical indicators with sophisticated correlation analysis to identify high-probability entry and exit points in volatile markets.
## Key Features
### Advanced Signal Generation
- Correlation Analysis: Uses composite correlation between price momentum, volume momentum, and RSI to identify market synchronization
### Sophisticated Risk Management
- **Comprehensive Stop Loss**: Percentage-based stop loss with customizable levels
- **Take Profit in Pips**: Precise pip-based profit targets for Nasdaq
- **Trailing Stop**: Dynamic trailing stops that lock in profits as trades move favorably
- **Breakeven Management**: Automatic move to breakeven when trades reach specified profit levels
- **Daily Drawdown Protection**: Automatic position closure when daily drawdown limits are exceeded
### Enhanced Position Management
- **Daily Trade Limits**: Configurable maximum daily trades to prevent overtrading
- **End-of-Day Closure**: Automatic position closure at specified times
- **News Hour Avoidance**: Optional filtering to avoid high-impact news periods
- **Volatility Filtering**: ATR-based volatility analysis to avoid excessive market noise
### Intelligent Market Conditions
- **Trend Strength Analysis**: Differentiates between strong and weak trends for better entry timing
- **RSI Optimization**: Uses RSI extremes (30/70) for additional confirmation
- **Signal Cooldown**: Prevents signal clustering with customizable cooldown periods
- **Market Session Awareness**: Respects trading hours and session-based rules
### Input Parameters
- **Trigger Threshold**: 0.5-0.9 (default: 0.6)
- **Signal Cooldown**: 1-15 bars (default: 3)
- **Stop Loss**: 0.1-1.0% (default: 0.3%)
- **Take Profit**: 4-20 pips (default: 8 pips)
- **Trailing Stop**: 2-15 pips (default: 5 pips)
### Performance Monitoring
- **Real-time Performance Table**: Displays win rate, profit factor, daily trades, and current market status
- **Visual Position Tracking**: Clear visual indicators for long/short positions
- **Comprehensive Alerts**: Detailed entry alerts with price, RSI, and correlation data
## Best Use Cases
- **Timeframe**: Optimized for 1-minute charts
- **Markets**: NASDAQ futures
- **Trading Style**: Intraday scalping with quick entries and exits
- **Risk Profile**: Suitable for moderate to aggressive risk tolerance
- **Session**: Works best during active trading sessions with good liquidity
## Unique Advantages
1. **Multi-Factor Confirmation**: Combines correlation, momentum, trend, and volume analysis
2. **Adaptive Risk Management**: Dynamic position sizing and risk controls
3. **Market Awareness**: Intelligent filtering based on volatility and market conditions
4. **Performance Transparency**: Real-time monitoring of all key metrics
5. **Highly Customizable**: Extensive parameter options for different trading styles
## Installation & Setup
1. Apply to 1-minute NASDAQ ONLY charts for optimal performance
2. Adjust correlation threshold based on market volatility (higher for trending markets)
3. Configure risk parameters according to your account size and risk tolerance
4. Enable alerts for real-time trade notifications
5. Monitor the performance table for strategy effectiveness
## Risk Disclaimer
This strategy involves substantial risk and may not be suitable for all investors. Past performance does not guarantee future results. Always use proper position sizing and never risk more than you can afford to lose.
*Strategy developed for educational and research purposes. Always backtest thoroughly before live trading.*
Baseline TrendBaseline Trend Strategy Overview
Baseline Trend is a crypto-only trading strategy built on straightforward price-based logic: market direction is determined solely by the price’s position relative to a selected baseline open price. No technical indicators like RSI, MACD, or volume are used—this approach is purely focused on price action and position size manipulation.
This strategy is a genuine concept, developed from my own market analysis and logical theory, refined through extensive observation of crypto market behaviour.
While the strategy offers structure and adaptability, it’s important to recognise that no single trading system or indicator fits all market conditions. This tool is meant to support decision-making, not replace it—encouraging traders to stay flexible, informed, and in control of their risk.
Important Usage Note:
This system is intended for crypto markets only.
– When used as an indicator guide, it can be applied to both spot and futures markets.
– However, when used with web-hook automation, it is designed only for futures contracts.
Ensure compatibility with your trading setup before using automation features.
Core Logic: The Baseline
The strategy revolves around the concept of a “Baseline”, with three types available:
Main Baseline: Defines the primary trend direction. If the price is above, go long; if below, go short.
Second Baseline and Third Baseline: Used to measure buying/selling pressure and are key to certain take-profit logic options.
Baselines are customisable to different timeframes—Year, Month, Week, and more—based on available input settings. Structurally, the Main Baseline is the highest-level trend reference, followed by the Second, then Third.
Users can mix and match these baselines across timeframes to backtest crypto symbols and understand behaviour patterns, particularly when used with standard candlestick charts.
Entry & Exit Logic
Entry Signal: Triggered when price crosses over/under a defined distance (percentage) from the Main Baseline. This distance is the Trade Line, calculated based on the close price.
Exit Signal / Stop Loss: If price moves un-favorable and crosses over/under the Stop Loss Line (a defined distance from the Main Baseline), the open position will be force-closed according to user-defined settings.
LiqC (Liquidation Cut)
LiqC is a secondary stop-loss that activates when a leveraged position’s loss equals or exceeds the user-defined liquidation threshold. It forcefully closes the position to help prevent full liquidation before stop-loss, providing an extra layer of protection.
This LiqC is directly tied to the leverage level set by the user. Please ensure you understand how leverage affects liquidation risk, as different broker exchanges may use different liquidation ratio models. Using incorrect assumptions or mismatched leverage values may result in unexpected behaviour.
Position Sizing & Block Units
This strategy features a block-based position sizing system designed for flexibility and precision in trade management:
Block Range: Customisable from 1 to 10 blocks
Risk Allocation: Controlled through a user-defined ROE (Risk of Equity) value
For example, setting an ROE of 0.1% with 10 blocks allocates a total of 1% of account equity to the position. This structure supports both conservative and aggressive risk approaches, depending on user preference.
Block sizes are automatically calculated in alignment with exchange requirements, using Minimum Notional Value (MNV) and Minimum Trade Amount (MTA). These values are dynamically calculated based on the live market price, and scaled relative to the trader’s balance and selected risk percentage. This ensures accurate sizing with built-in adaptability for any account level and current market conditions.
Scalping Meets Trend Holding
This system blends short-term scalping with longer-term trend holding, offering a flexible and adaptive trading style.
Example:
Enter 10 blocks → take quick profits on 5 blocks → let the remaining 5 ride the trend.
This dual-layered approach allows traders to secure early gains while staying positioned for larger market moves. Think of it as:
5 Blocks to Protect: Capture quick wins and manage exposure.
5 Blocks to Pursue: Let profits run by following the broader trend.
By combining both protection and pursuit, the strategy supports risk control without sacrificing the potential for extended returns.
Flexible Take-Profit Logic
The strategy supports multiple, customisable take-profit mechanisms:
TP1–4 (Profit Percentage)
Triggers take profit of 1 block unit when unrealised gains reach defined percentage thresholds (TP1, TP2, TP3, TP4).
Buying/Selling Pressure-Based Take Profit
D1 – Pressure 1
Measures pressure between Second and Third Baselines.
If the distance between them exceeds a user-defined DPT (Decrease Post Threshold) and the price moves far enough from the Third Baseline, D1 activates to take profit or scale out one block.
D2 – Pressure 2
Measures pressure between the Main and Second Baselines.
Works similarly to D1, using a separate distance and pressure trigger.
Note: Both D1 and D2 deactivate in reversal or even trend conditions.
D3–5: High-High / Low-Low Logic
Based on bar index tracking after position entry:
For Long Positions: If after D3 bars the price doesn't exceed the previous bar's high, the system executes a take profit or scale-out.
For Short Positions: If the price doesn't drop below the previous low, the same logic applies.
This approach adds time-based and momentum-aware exit flexibility.
Leverage & Liquidation Risk
When backtesting with leverage enabled, the system checks whether historical candles exceed the liquidation range, calculated based on the average entry price and the leverage input. If the Liquidation Risk Count exceeds 1, profit and loss accuracy may be affected. Traders are encouraged to monitor this count closely to ensure realistic backtesting results.
Since the system cannot directly control or sync with your broker exchange’s actual leverage setting, it’s important to manually match the system’s leverage input with your broker’s configured leverage.
For example: If the system leverage input is set to 10, your exchange leverage setting must also be set to 10. Any mismatch will lead to inaccurate liquidation risk and PnL calculations.
Backtesting and Customisation
All TP1–4 and D1–5 functions are fully optional and customisable. Users are encouraged to backtest different crypto symbols to observe how price behaviour aligns with baseline structures and pressure metrics.
Each of the TP1–4 and D1–5 triggers is designed to execute only once per open position, ensuring controlled and predictable behaviour within each trade cycle.
Since backtesting is based on available historical bar data, please note that data availability varies depending on your TradingView subscription plan. For more reliable insights, it’s recommended to backtest across multiple time ranges, not just the full dataset, to assess the stability and consistency of the strategy’s performance over time.
Additionally, the time frame resolution interval in TradingView is customisable. For best results, use commonly supported time frames such as 30 minutes, 1 hour, 4 hours, 1 day, or 1 week. While the system is designed to support a broad range of intervals, non-standard resolutions may still cause calculation errors.
Currently, the system supports the following resolution ranges:
Intraday: from 1 minute to 720 minutes
(e.g., 60 minutes = 1 hour, 240 minutes = 4 hours, 720 minutes = 12 hours)
Daily: from 1 day to 6 days
Weekly: from 1 week to 3 weeks
Monthly: from 1 month to 4 months
Although the script is built to adapt to various resolutions, users should still monitor output behaviour closely, especially when testing less common or edge-case time frames.
System Usage Notice:
This system can be used as a standalone trading indicator or integrated with an exchange that supports web-hook signal execution. If you choose to automate trades via web-hook, please ensure you fully understand how to configure the setup properly. Web-hook integration methods vary between exchanges, and incorrect setup may lead to unintended trades. Users are responsible for ensuring proper configuration and monitoring of their automation.
Note on Lower Time Frame Usage
When using lower time frames (e.g., 1-minute charts) as the trading time frame, please be aware that available historical data may be limited depending on your subscription plan. This can affect the depth and reliability of backtesting, making it harder to establish a trustworthy probability model for a symbol’s behaviour over time.
Additionally, when pairing a high-level Main Baseline (MBL) time line (such as "1 Month") with low time frame resolutions (like 1-minute), you may encounter order execution limits or calculation overloads during backtesting. This is due to the large number of historical bars required, which can strain the system's capacity.
That said, if a user intentionally chooses to work with lower time frames, that decision is fully respected—but it should be done with awareness and at the user’s own risk.
Things to Be Aware Of (Web-hook Usage Only)
The following points apply if you're using web-hook automation to send signals from the system to an exchange:
Alert Signal Reliability
During extreme market volatility, some broker exchanges may fail to respond to web-hook signals due to traffic overload. While rare, this has occurred in the past and should be considered when relying on automation.
Alert Expiration (TradingView)
If you're on a Basic plan, TradingView alerts are only active for a limited time—typically around 1.5 months. Once expired, signals will no longer be sent out.
To keep your system active, reset the alert before expiration. For uninterrupted alerts, consider upgrading to a Premium plan, which supports permanent alert activation.
TradingView Alert Maintenance
TradingView may occasionally perform system maintenance, during which alerts may temporarily stop functioning. It’s recommended to monitor TradingView’s status if you’re relying on real-time automation.
Repainting
As of the current version, no repainting behaviour has been observed. Signal stability and consistency have been maintained across real-time and historical bars.
Order Execution Type and Fill Logic
All signals use Limit orders by default, except for MBL Exit and Fallback execution, which use Market orders.
Since Limit orders are not guaranteed to fill, the system includes logic to cancel unfilled orders and resend them. If necessary, a Fallback Market order is used to avoid conflict with new incoming trades.
This has only happened once, and is considered rare, but users should always monitor execution status to ensure accuracy and alignment with system behaviour.
Feedback
If you encounter any errors, bugs, or unexpected behaviour while using the system, please don’t hesitate to let me know. Your input is invaluable for helping improve the strategy in future updates.
Likewise, if you have any suggestions or ideas for enhancing the system—whether it’s a new feature, adjustment, or usability improvement—please feel free to share. Together, we can continue refining the tool to make it more robust and beneficial for everyone.
Disclaimer
All trading involves risk, particularly in the crypto market where conditions can be highly volatile. Past performance does not guarantee future outcomes, and market behaviour may evolve over time. This strategy is offered as a tool to support trading decisions and should not be considered financial or investment advice. Each user is responsible for their own actions and accepts full responsibility for any results that may arise from using this system.
LANZ Strategy 1.0 [Backtest]🔷 LANZ Strategy 1.0 — Time-Based Session Trading with Smart Reversal Logic and Risk-Controlled Limit Orders
This backtest version of LANZ Strategy 1.0 brings precision to session-based trading by using directional confirmation, pre-defined risk parameters, and limit orders that execute overnight. Designed for the 1-hour timeframe, it allows traders to evaluate the system with configurable SL, TP, and risk settings in a fully automated environment.
🧠 Core Strategy Logic:
1. Directional Confirmation at 18:00 NY:
At 18:00 NY, the system compares the 08:00 open vs the 18:00 close:
If the direction matches the previous day, the signal is reversed.
If the direction differs, the current day's trend is kept.
This logic is designed to avoid momentum exhaustion and capture corrective reversals.
2. Entry Level Definition:
Based on the confirmed direction:
For BUY, the Low of the day is used as Entry Point (EP).
For SELL, the High of the day becomes EP.
The system plots a Stop Loss and Take Profit based on user-defined pip inputs (default: SL = 18 pips, TP = 54 pips → RR 1:3).
3. Time-Limited Entry Execution (LIMIT Orders):
Orders are sent after 18:00 NY and can be triggered anytime between 18:00 and 08:00 NY.
If EP is not touched before 08:00, the order is automatically cancelled.
4. Manual Close Feature:
If the trade is still open at the configured hour (default 09:00 NY), the system closes all positions, simulating realistic intraday exit scenarios.
5. Lot Size Calculation Based on Risk:
Lot size is dynamically calculated using the account size, risk percentage, and SL distance.
This ensures consistent risk exposure regardless of market volatility.
⚙️ Step-by-Step Flow:
08:00 NY → Captures the open of the day.
18:00 NY → Confirms direction and defines EP, SL, and TP.
After 18:00 NY → If conditions are met, a LIMIT order is placed at EP.
Between 18:00–08:00 NY → If price touches EP, the trade is executed.
At 08:00 NY → If EP wasn’t touched, the order is cancelled.
At Configured Manual Close Time (default 09:00 NY) → All open positions are force-closed if still active.
🧪 Backtest Settings:
Timeframe: 1-hour only
Order Type: strategy.entry() with limit=
SL/TP Configurable: Yes, in pips
Risk Input: % of capital per trade
Manual Close Time: Fully adjustable (default 09:00 NY)
👨💻 Credits:
Developed by LANZ
Strategy logic and trading concept built with clarity and precision.
Code structure and documentation by Kairos, your AI trading assistant.
Designed for high-confidence execution and clean backtesting performance.
Z Score 主图策略 — v1.02Hello Traders,
Here is my new year gift for the community, Digergence for Many Indicators v4. I tried to make it modular and readable as much as I can. Thanks to Pine Team for improving Pine Platform all the time!
How it works?
- On each candle it checks divergences between current and any of last 16 Pivot Points for the indicators.
- it search divergence on choisen indicators => RSI , MACD , MACD Histogram, Stochastic , CCI , Momentum, OBV, VWMACD, CMF and any External Indicator!
- it checks following divergences for 16 pivot points that is in last 100 bars for each Indicator.
--> Regular Positive Digergences
--> Regular Negative Digergences
--> Hidden Positive Digergences
--> Hidden Negative Digergences
- for positive divergences first it checks if closing price is higher than last closing price and indicator value is higher than perious value, then start searching divergence
- for negative divergences first it checks if closing price is lower than last closing price and indicator value is lower than perious value, then start searching divergence
Some Options:
Pivot Period: you set Pivot Period as you wish. you can see Pivot Points using "Show Pivot Points" option
Source for Pivot Points: you can use Close or High/Low as source
Divergence Type: you can choose Divergence type to be shown => "Regular", "Hidden", "Regular/Hidden"
Show Indicator Names: you have different options to show indicator names => "Full", "First Letter", "Don't Show"
Show Divergence Number: option to see number of indicators which has Divergence
Show Only Last Divergence: if you enable this option then it shows only last Positive and Negative Divergences
you can include any External Indicator to see if there is divergence
- enable "Check External Indicator"
- and then choose External indicator name in the list, "External Indicator"
- External indicator name is shown as Extrn
- related external indicator must be added before enabling this option
Coloring, line width and line style options for different type of divergences.
Following Alerts added:
- Positive Regular Divergence Detected
- Negative Regular Divergence Detected
- Positive Hidden Divergence Detected
- Negative Hidden Divergence Detected
Now lets see some examples:
Aftershock Playbook: Stock Earnings Drift EngineStrategy type
Event-driven post-earnings momentum engine (long/short) built for single-stock charts or ADRs that publish quarterly results.
What it does
Detects the exact earnings bar (request.earnings, lookahead_off).
Scores the surprise and launches a position on that candle’s close.
Tracks PnL: if the first leg closes green, the engine automatically re-enters on the very next bar, milking residual drift.
Blocks mid-cycle trades after a loss until the next earnings release—keeping the risk contained to one cycle.
Think of it as a sniper that fires on the earnings pop, reloads once if the shot lands, then goes silent until the next report.
Core signal inputs
Component Default Purpose
EPS Surprise % +0 % / –5 % Minimum positive / negative shock to trigger longs/shorts.
Reverse signals? Off Quick flip for mean-reversion experiments.
Time Risk Mgt. Off Optional hard exit after 45 calendar days (auto-scaled to any TF).
Risk engine
ATR-based stop (ATR × 2 by default, editable).
Bar time stop (15-min → Daily: Have to select the bar value ).
No pyramiding beyond the built-in “double-tap”.
All positions sized as % of equity via Strategy Properties.
Visual aids
Yellow triangle marks the earnings bar.
Diagnostics table (top-right) shows last Actual, Estimate, and Surprise %.
Status-line tool-tips on every input.
Default inputs
Setting Value
Positive surprise ≥ 0 %
Negative surprise ≤ –5 %
ATR stop × 2
ATR length 50
Hold horizon 350 ( 1h timeframe chart bars)
Back-test properties
Initial capital 10 000
Order size 5 % of equity
Pyramiding 1 (internal re-entry only)
Commission 0.03 %
Slippage 5 ticks
Fills Bar magnifier ✔ · On bar close ✔ · Standard OHLC ✔
How to use
Add the script to any earnings-driven stock (AAPL, MSFT, TSLA…).
Turn on Time Risk Management if you want stricter risk management
Back-test different ATR multipliers to fit the stock’s volatility.
Sync commission & slippage with your broker before forward-testing.
Important notes
Works on every timeframe from 15 min to 1 D. Sweet spot around 30min/1h
All request.earnings() & request.security() calls use lookahead_off—zero repaint.
The “double-tap” re-entry occurs once per winning cycle to avoid drift-chasing loops.
Historical stats ≠ future performance. Size positions responsibly.
Out of the Noise Intraday Strategy with VWAP [YuL]This is my (naive) implementation of "Beat the Market An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)" paper by Carlo Zarattini, Andrew Aziz, Andrea Barbon, so the credit goes to them.
It is supposed to run on SPY on 30-minute timeframe, there may be issues on other timeframes.
I've used settings that were used by the authors in the original paper to keep it close to the publication, but I understand that they are very aggressive and probably shouldn't be used like that.
Results are good, but not as good as they are stated in the paper (unsurprisingly?): returns are smaller and Sharpe is very low (which is actually weird given the returns and drawdown ratio), there are also margin calls if you enable margin check (and you should).
I have my own ideas of improvements which I will probably implement separately to keep this clean.
Grid Bot v6 StrategyGrid Bot v6 Strategy
Adaptive parabolic grid that turns market structure into a step-by-step trading plan
Idea of strategy and source code of base indicator provided by my subscriber @Sergio_Nov
1. Core concept
Grid Bot v6 draws a dynamic parabola from a user-defined time/price anchor and builds a 10-level grid around it (five lines above, five below).
Each level is colour-coded:
Green – preferred buy area
Red – preferred sell area
Yellow – overlap of buy-and-sell zones (balance)
Grey – neutral zone
Orders are fired when price touches or reverses from a grid line and the signal is confirmed by current market sentiment. If sentiment contradicts the signal, the order is tagged secondary and uses a reduced lot size.
2. How the logic works
Parabola – the function f_parabola computes the curve from Accel, Curve and Sensitivity. Zero values give a flat horizontal grid; non-zero values create an accelerating or decelerating trendline.
Grid spacing – controlled by Intervals (percentage of price). Lines are recalculated every bar, so the grid “breathes” with the market.
Triggers – choose which part of the candle must reach the level (Wick, Close, Midpoint, SWMA).
Confirmation – decide whether a simple touch is enough or a full reversal is required (Touch vs Reverse).
Sentiment filter – by default the slope of the parabola (up = long bias, down = short bias). You can override it to Long, Short or Neutral.
Order types – four independent sizes: Main Buy, Secondary Buy, Main Sell, Secondary Sell. Pyramiding up to 100 entries is allowed.
Visuals – the script plots actual and projected grid lines (100 bars ahead), the SWMA trigger and the parabola itself. Trade symbols: ▲ ▼ △ ▽.
3. User inputs
Strategy Settings
Main Buy Lot / Secondary Buy Lot
Main Sell Lot / Secondary Sell Lot
Grid Settings
Accel – tilt of the curve (positive for uptrend, negative for downtrend)
Curve – concavity; higher absolute value = stronger bend
Intervals – distance between grid lines (in %)
Sensitivity – how fast the parabola adapts; higher = more reactive
Buy Zones / Sell Zones – number of active lines below/above the curve
Trigger – Wick, Close, Midpoint, SWMA
Confirm – Touch or Reverse
Sentiment – Slope, Long, Short, Neutral
Show Signals / Show Selector – toggle on-chart markers and SWMA line
Chart Settings – individual colours for active grid, projection, parabola and SWMA.
Time/Price Anchor
B_Time – starting bar (e.g. a recent swing high/low)
B_Price – price at that bar
Tip: drop the anchor on a clear pivot, then tune Accel and Curve so the parabola hugs the trend.
4. Quick-start guide
Open your favourite symbol and timeframe (works best on volatile markets from 5-minute to 4-hour).
Set B_Time / B_Price to the last significant extreme.
Adjust Accel and Curve:
Uptrend – positive Accel, negative Curve for a concave support.
Range – both zero for a flat ladder.
Choose Intervals: smaller values = more frequent trades.
Limit Buy Zones and Sell Zones if you prefer a tighter grid.
Run a back-test, check P/L, max drawdown and trade count.
Fine-tune: lower Sensitivity if the curve outruns price; switch Trigger to SWMA to filter noise.
5. Pros and cons
Strengths
Adaptive levels that keep up with trend acceleration.
Clear colour coding plus forward projection for better context.
Sentiment filter reduces counter-trend exposures.
Weaknesses
Many parameters – each asset/timeframe needs its own calibration.
In narrow ranges frequent fills can accumulate fees.
pyramiding = 100 grows exposure quickly; monitor margin closely.
6. Risk disclaimer
This script is for educational and research purposes only. Historical performance does not guarantee future results. Before going live:
Forward-test bar-by-bar;
Check that your broker supports similar order handling;
Apply sound position sizing and, where appropriate, stop-losses or hedging.
