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指標和策略

CLMM Vault策略回测 (专业版) v5Explanation of the CLMM (Concentrated Liquidity - Market Maker) Strategy Backtesting Model Developed for the Sui Chain Vaults Protocol Why Are We Doing This? Conducting strategy backtesting is a crucial step for us to make data-driven decisions, validate the feasibility of strategies, and manage potential risks before committing real funds and significant development resources. A strategy that appears to have a high APY may perform entirely differently once real-world frictional costs (such as rebalancing fees and slippage) are deducted. The goal of this backtesting model is to quickly and cost-effectively identify which strategy parameter combinations have the potential to be profitable and which ones pose risks before formal development, thereby avoiding significant losses and providing data support for the project's direction. Core Features of the Backtesting Model We have built a "pro version" (v5) strategy simulator using TradingView's Pine Script. It can quickly simulate the core performance of our auto-compounding and rebalancing Vaults on historical price data, with the following main features: Auto-Compounding: Continuously adds the generated fee income to the principal based on the set profit range (e.g., 0.01%). Auto-Rebalancing: Simulates automatic rebalancing actions when the price exceeds the preset profit range and deducts the corresponding costs. Smart Filtering Mechanism: To make the simulation closer to our ideal "smart" decision-making, it integrates three freely combinable filtering mechanisms: Buffer Zone: Tolerates minor and temporary breaches of the profit range to avoid unnecessary rebalancing. Breakout Confirmation: Requires the price to be in the trigger zone for N consecutive candles to confirm a breakout, filtering out market noise from "false breakouts." Time Cooldown: Enforces a minimum time interval between two rebalances to prevent value-destroying high-frequency trading in extreme market conditions. Important: Simplifications and Assumptions of the Model To quickly prototype and iterate on the TradingView platform, we have made some key simplifications to the model. A fully accurate backtest would require a deep simulation of on-chain liquidity pools (Pool Pair), calculating the price impact (Slippage) and impermanent loss (IL) caused by each rebalance on the pool. Since TradingView cannot access real-time on-chain liquidity data, we have made the following simplifications: Simplified Rebalancing Costs: Instead of simulating real transaction slippage, we use a unified input parameter of single rebalance cost (%) to "bundle" and approximate the total of Gas fees, slippage, and realized impermanent loss. Simplified Fee Income: Instead of calculating fees based on real-time trading volume, we directly input an average fee annualized return (%) as the core income assumption for our strategy. How to Use and Test Team members can load this script and test different strategies by adjusting the input parameters on the panel. The most critical parameters include: position profit range, average fee annualized return, single rebalance cost, and the switches and corresponding values of the above three smart filters.
Pine Script®指標
由Dam_block提供
Vertical Lines at 8AM, 9AM, 8PM & 9PMVertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT. Vertical lines at 8am, 8pm, 9am and 9pm on SGT.
Pine Script®指標
由daochengphang提供
Red Report Filter x 'Bull_Trap_9'Hello Traders! This one is my favorite. This is indicator / filter: '2 of 2.' '1 of 2' is the, 'Closed Market Filter,' I posted before this that you may like. Again, I prefer 'Filter' over 'Indicator' because this Pine Script code does not interact with the actual price data. It makes handling high impact reports effortless. As you all know; if you're on a Prop and breach a 'Red,' you lose your account. This will filter up to 5 reports. More than enough unless you're on EURUSD! It offers both 'Red' and 'Orange' report control. The default window times of 15 / 6 are programmed for red events. You can always alter the base code for your desired, 'Before / After.' Click the tooltip for more info. How to use: You do need to update the inputs daily with the current report times before each open. I trade YM / US markets. Those reports are very repetitive on their delivery times, so I usually leave a 10:00 setting in slot 1. I then toggle it 'On' or 'Off' per demand. Just open the dialogue box and it is pretty self explanatory. I used task scheduler for a lot of years, but that wasn't very reliable, modest work to set up daily and a lot of times I may not hear it or it malfunctions because of a Windows update. TradingView has the little icon that floats from the bottom right, but who really looks for that. Any audio alert is subject to fail for a number of reasons. This filter REDS the screen in your face. Leaves no doubt about what's coming. I know there may be other apps and options out there, but this filter is integral to the TradingView chart itself embedded through Pine Script. It is right there, a click away, easy to input data, and as long as your chart is active and working, the filter will fire. I did not build an alert condition into this, but I'm sure that could be an option if you want to program in audio as well. Please Note: Only when the price candles push into the filter zone, will the filter start to display. Run a test a minute from the current price candle and you can see how it functions. I appreciate your interest.
Pine Script®指標
由Bull_Trap_9提供
AshishBediSPLThis Pine Script indicator, "AshishBediSPL," is designed to help you visualize and analyze the combined premium of a short straddle strategy using Call and Put options. It fetches real-time and historical data for your chosen index or stock (NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, SENSEX, BANKEX, or RELIANCE) and a specified expiry date and strike price. You can opt to view the combined premium of both Call and Put options, or analyze just the Call or Put premium individually. The indicator then allows you to overlay and generate trading signals based on a selection of popular technical indicators, including: EMA Crossover: Identify trend changes with configurable fast and slow Exponential Moving Averages. Supertrend: Determine the prevailing trend direction and potential reversal points. VWAP (Volume Weighted Average Price): Track the average price traded based on volume, resetting daily. RSI (Relative Strength Index): Gauge momentum and potential overbought/oversold conditions (note: RSI buy/sell logic is set to trigger on overbought/oversold levels, which can be interpreted for contrarian or trend-following strategies depending on your approach). SMA (Simple Moving Average): Smooth price data to identify support and resistance. The indicator plots the combined premium as a dynamic line, changing color based on its opening and closing values. Buy and Sell signals are clearly marked on the chart, and you can set up alerts to notify you of these trading opportunities. This tool is ideal for traders looking to monitor straddle premiums and integrate multiple indicator-based signals into their analysis.
Pine Script®指標
由shivanshbedi2提供
BTC/Fiat Divergence & Spread Monitor📄 BTC/Fiat Divergence & Spread Monitor This indicator visualizes Bitcoin’s relative performance across multiple fiat currencies and highlights periods of unusual divergence. It helps traders assess which fiat pairs BTC has outperformed or underperformed over a configurable lookback period and monitor the dynamic spread between the strongest and weakest pairs. Features: Relative Performance Matrix: Ranks BTC returns in 6 fiat pairs, displaying a color-coded table of percentage changes and ranks. Divergence Spread Oscillator: Calculates the spread between the top and bottom performing pairs and normalizes this using a Z-Score. The oscillator helps identify when fiat pricing divergence is unusually high or compressed. Dynamic Smoothing: Optional Hull Moving Average smoothing to reduce noise in the spread signal. Customizable Inputs: Lookback period for percent change. Z-Score normalization window. Smoothing length. Symbol selection for each fiat pair. Visual Mode Toggle: Switch between relative performance lines and spread oscillator view. Potential Use Cases: Fiat Rotation: Identify which fiat is relatively weak or strong to optimize your exit currency when taking BTC profits. Volatility Detection: Use the spread Z-Score to detect periods of high divergence across fiat pairs, signaling macro FX volatility or dislocations. Regime Analysis: Track when fiat spreads are converging or expanding, potentially signaling market regime shifts. Risk Management: When divergence is extreme (Z-Score > +1), consider reducing position sizing or waiting for reversion. Disclaimer: This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any security or asset. Always do your own research and consult a qualified financial professional before making trading decisions. Use at your own risk. Tip: Experiment with different lookback periods and smoothing settings to adapt the indicator to your timeframe and trading style.
Pine Script®指標
由RWCS_LTD提供
Saty ATR Levels// Saty ATR Levels // Copyright (C) 2022 Saty Mahajan // Author is not responsible for your trading using this script. // Data provided in this script is not financial advice. // // Features: // - Day, Multiday, Swing, Position, Long-term, Keltner trading modes // - Range against ATR for each period // - Put and call trigger idea levels // - Intermediate levels // - Full-range levels // - Extension levels // - Trend label based on the 8-21-34 Pivot Ribbon // // Special thanks to Gabriel Viana. // Based on my own ideas and ideas from Ripster, drippy2hard, // Adam Sliver, and others. //@version=5 indicator('Saty ATR Levels', shorttitle='Saty ATR Levels', overlay=true) // Options day_trading = 'Day' multiday_trading = 'Multiday' swing_trading = 'Swing' position_trading = 'Position' longterm_trading = 'Long-term' trading_type = input.string(day_trading, 'Trading Type', options= ) use_options_labels = input(true, 'Use Options Labels') atr_length = input(14, 'ATR Length') trigger_percentage = input(0.236, 'Trigger Percentage') previous_close_level_color = input(color.white, 'Previous Close Level Color') lower_trigger_level_color = input(color.yellow, 'Lower Trigger Level Color') upper_trigger_level_color = input(color.aqua, 'Upper Trigger Level Color') key_target_level_color = input(color.silver, 'Key Target Level Color') atr_target_level_color = input(color.white, 'ATR Target Level Color') intermediate_target_level_color = input(color.gray, 'Intermediate Target Level Color') show_all_fibonacci_levels = input(true, 'Show All Fibonacci Levels') show_extensions = input(false, 'Show Extensions') level_size = input(2, 'Level Size') show_info = input(true, 'Show Info Label') use_current_close = input(false, 'Use Current Close') fast_ema = input(8, 'Fast EMA') pivot_ema = input(21, 'Pivot EMA') slow_ema = input(34, 'Slow EMA') // Set the appropriate timeframe based on trading mode timeframe_func() => timeframe = 'D' if trading_type == day_trading timeframe := 'D' else if trading_type == multiday_trading timeframe := 'W' else if trading_type == swing_trading timeframe := 'M' else if trading_type == position_trading timeframe := '3M' else if trading_type == longterm_trading timeframe := '12M' else timeframe := 'D' // Trend price = close fast_ema_value = ta.ema(price, fast_ema) pivot_ema_value = ta.ema(price, pivot_ema) slow_ema_value = ta.ema(price, slow_ema) bullish = price >= fast_ema_value and fast_ema_value >= pivot_ema_value and pivot_ema_value >= slow_ema_value bearish = price <= fast_ema_value and fast_ema_value <= pivot_ema_value and pivot_ema_value <= slow_ema_value // Data period_index = use_current_close ? 0 : 1 ticker = ticker.new(syminfo.prefix, syminfo.ticker, session=session.extended) previous_close = request.security(ticker, timeframe_func(), close , gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) atr = request.security(ticker, timeframe_func(), ta.atr(atr_length) , gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) period_high = request.security(ticker, timeframe_func(), high, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) period_low = request.security(ticker, timeframe_func(), low, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) range_1 = period_high - period_low tr_percent_of_atr = range_1 / atr * 100 lower_trigger = previous_close - trigger_percentage * atr upper_trigger = previous_close + trigger_percentage * atr lower_0382 = previous_close - atr * 0.382 upper_0382 = previous_close + atr * 0.382 lower_0500 = previous_close - atr * 0.5 upper_0500 = previous_close + atr * 0.5 lower_0618 = previous_close - atr * 0.618 upper_0618 = previous_close + atr * 0.618 lower_0786 = previous_close - atr * 0.786 upper_0786 = previous_close + atr * 0.786 lower_1000 = previous_close - atr upper_1000 = previous_close + atr lower_1236 = lower_1000 - atr * 0.236 upper_1236 = upper_1000 + atr * 0.236 lower_1382 = lower_1000 - atr * 0.382 upper_1382 = upper_1000 + atr * 0.382 lower_1500 = lower_1000 - atr * 0.5 upper_1500 = upper_1000 + atr * 0.5 lower_1618 = lower_1000 - atr * 0.618 upper_1618 = upper_1000 + atr * 0.618 lower_1786 = lower_1000 - atr * 0.786 upper_1786 = upper_1000 + atr * 0.786 lower_2000 = lower_1000 - atr upper_2000 = upper_1000 + atr lower_2236 = lower_2000 - atr * 0.236 upper_2236 = upper_2000 + atr * 0.236 lower_2382 = lower_2000 - atr * 0.382 upper_2382 = upper_2000 + atr * 0.382 lower_2500 = lower_2000 - atr * 0.5 upper_2500 = upper_2000 + atr * 0.5 lower_2618 = lower_2000 - atr * 0.618 upper_2618 = upper_2000 + atr * 0.618 lower_2786 = lower_2000 - atr * 0.786 upper_2786 = upper_2000 + atr * 0.786 lower_3000 = lower_2000 - atr upper_3000 = upper_2000 + atr // Add Labels tr_vs_atr_color = color.green if tr_percent_of_atr <= 70 tr_vs_atr_color := color.green else if tr_percent_of_atr >= 90 tr_vs_atr_color := color.red else tr_vs_atr_color := color.orange trading_mode = 'Day' if trading_type == day_trading trading_mode := 'Day' else if trading_type == multiday_trading trading_mode := 'Multiday' else if trading_type == swing_trading trading_mode := 'Swing' else if trading_type == position_trading trading_mode := 'Position' else if trading_type == longterm_trading trading_mode := 'Long-term' else trading_mode := '' long_label = '' short_label = '' if use_options_labels long_label := 'Calls' short_label := 'Puts' else long_label := 'Long' short_label := 'Short' trend_color = color.orange if bullish trend_color := color.green else if bearish trend_color := color.red else trend_color := color.orange var tbl = table.new(position.top_right, 1, 4) if barstate.islast and show_info table.cell(tbl, 0, 0, 'Saty ATR Levels', bgcolor=trend_color) table.cell(tbl, 0, 1, trading_mode + ' Range ($' + str.tostring(range_1, '#.##') + ') is ' + str.tostring(tr_percent_of_atr, '#.#') + '% of ATR ($' + str.tostring(atr, '#.##') + ')', bgcolor=tr_vs_atr_color) table.cell(tbl, 0, 2, long_label + ' > $' + str.tostring(upper_trigger, '#.##') + ' | +1 ATR $' + str.tostring(upper_1000, '#.##'), bgcolor=upper_trigger_level_color) table.cell(tbl, 0, 3, short_label + ' < $' + str.tostring(lower_trigger, '#.##') + ' | -1 ATR: $' + str.tostring(lower_1000, '#.##'), bgcolor=lower_trigger_level_color) // Add levels plot(show_extensions ? lower_3000 : na, color=color.new(atr_target_level_color, 40), linewidth=level_size, title='-300.0%', style=plot.style_stepline) //plot(show_all_fibonacci_levels and show_extensions ? lower_2786 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-278.6%', style=plot.style_stepline) plot(show_extensions ? lower_2618 : na, color=color.new(key_target_level_color, 40), linewidth=level_size, title='-261.8%', style=plot.style_stepline) //plot(show_all_fibonacci_levels and show_extensions ? lower_2500 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-250.0%', style=plot.style_stepline) //plot(show_all_fibonacci_levels and show_extensions ? lower_2382 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-238.2%', style=plot.style_stepline) plot(show_extensions ? lower_2236 : na, color=color.new(key_target_level_color, 40), linewidth=level_size, title='-223.6%', style=plot.style_stepline) plot(show_extensions ? lower_2000 : na, color=color.new(atr_target_level_color, 40), linewidth=level_size, title='-200.0%', style=plot.style_stepline) plot(show_all_fibonacci_levels and show_extensions ? lower_1786 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-178.6%', style=plot.style_stepline) plot(show_extensions ? lower_1618 : na, color=color.new(key_target_level_color, 40), linewidth=level_size, title='-161.8%', style=plot.style_stepline) plot(show_all_fibonacci_levels and show_extensions ? lower_1500 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-150.0%', style=plot.style_stepline) plot(show_all_fibonacci_levels and show_extensions ? lower_1382 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-138.2%', style=plot.style_stepline) plot(show_extensions ? lower_1236 : na, color=color.new(key_target_level_color, 40), linewidth=level_size, title='-123.6%', style=plot.style_stepline) plot(lower_1000, color=color.new(atr_target_level_color, 40), linewidth=level_size, title='-100%', style=plot.style_stepline) plot(show_all_fibonacci_levels ? lower_0786 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-78.6%', style=plot.style_stepline) plot(lower_0618, color=color.new(key_target_level_color, 40), linewidth=level_size, title='-61.8%', style=plot.style_stepline) plot(show_all_fibonacci_levels ? lower_0500 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-50.0%', style=plot.style_stepline) plot(show_all_fibonacci_levels ? lower_0382 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='-38.2%', style=plot.style_stepline) plot(lower_trigger, color=color.new(lower_trigger_level_color, 40), linewidth=level_size, title='Lower Trigger', style=plot.style_stepline) plot(previous_close, color=color.new(previous_close_level_color, 40), linewidth=level_size, title='Previous Close', style=plot.style_stepline) plot(upper_trigger, color=color.new(upper_trigger_level_color, 40), linewidth=level_size, title='Upper Trigger', style=plot.style_stepline) plot(show_all_fibonacci_levels ? upper_0382 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='38.2%', style=plot.style_stepline) plot(show_all_fibonacci_levels ? upper_0500 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='50.0%', style=plot.style_stepline) plot(upper_0618, color=color.new(key_target_level_color, 40), linewidth=level_size, title='61.8%', style=plot.style_stepline) plot(show_all_fibonacci_levels ? upper_0786 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='78.6%', style=plot.style_stepline) plot(upper_1000, color=color.new(atr_target_level_color, 40), linewidth=level_size, title='100%', style=plot.style_stepline) plot(show_extensions ? upper_1236 : na, color=color.new(key_target_level_color, 40), linewidth=level_size, title='123.6%', style=plot.style_stepline) plot(show_all_fibonacci_levels and show_extensions ? upper_1382 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='138.2%', style=plot.style_stepline) plot(show_all_fibonacci_levels and show_extensions ? upper_1500 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='150.0%', style=plot.style_stepline) plot(show_extensions ? upper_1618 : na, color=color.new(key_target_level_color, 40), linewidth=level_size, title='161.8%', style=plot.style_stepline) plot(show_all_fibonacci_levels and show_extensions ? upper_1786 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='178.6%', style=plot.style_stepline) plot(show_extensions ? upper_2000 : na, color=color.new(atr_target_level_color, 40), linewidth=level_size, title='200.0%', style=plot.style_stepline) plot(show_extensions ? upper_2236 : na, color=color.new(key_target_level_color, 40), linewidth=level_size, title='223.6%', style=plot.style_stepline) //plot(show_all_fibonacci_levels and show_extensions ? upper_2382 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='238.2%', style=plot.style_stepline) //plot(show_all_fibonacci_levels and show_extensions ? upper_2500 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='250.0%', style=plot.style_stepline) plot(show_extensions ? upper_2618 : na, color=color.new(key_target_level_color, 40), linewidth=level_size, title='261.8%', style=plot.style_stepline) //plot(show_all_fibonacci_levels and show_extensions ? upper_2786 : na, color=color.new(intermediate_target_level_color, 40), linewidth=level_size, title='278.6%', style=plot.style_stepline) plot(show_extensions ? upper_3000 : na, color=color.new(atr_target_level_color, 40), linewidth=level_size, title='300%', style=plot.style_stepline)
Pine Script®指標
由Lifipe提供
Closed Market / Back-Test Filter x 'Bull_Trap_9'Hello TradingView Traders! This is a very valuable tool that I believe all traders will find useful. This indicator / filter is '1 of 2'. I prefer it as a filter because it is not meant for live trade analysis. It is designed to make a trader aware of their individual trade sessions and to help aid in static chart candlestick back-testing. Also, look for my indicator / filter, '2 of 2': 'Red Report Filter' There are two functions to this filter. Primary use: It allows a trader to set a session window: Open / Close. During a trade session, like YM, I only trade 9:30 - 15:00. Without the filter, many times I have traded past my cutoff because I was focused on the chart and not the time. With this filter on as close nears with an open trade and the filter starts to apply, I know I am at session close with no more trades upon exit. Otherwise, I know the session is done with no further trades. It is also nice to have the filter on during the session open as a demarcation boundary. Secondary use: It is used as a chart back-test tool. When applied to a traders back-test chart, the trader can control their trade session envelopes for easier and more precise evaluation. The filter will allow only the candles per session that the trader wants to focus on and will filter all other non-session candles. I can easily compare a whole week of 30m session data, concentrating solely on the filtered trade windows. Please Note: The filter will be active as far back as the historic data prints. Thanks for viewing!
Pine Script®指標
由Bull_Trap_9提供
Mariam 5m Scalping Breakout StrategyPurpose A 5-minute scalping breakout strategy designed to capture fast 3-5 pip moves with high probability, using premium/discount zone filters and market bias conditions. Developed for traders seeking consistent scalps with a proven win rate above 95–98% in optimal conditions. How It Works The script monitors price action in 5-minute intervals, forming a 15-minute high and low range by tracking the highs and lows of the first 3 consecutive 5-minute candles starting from a custom time. In the next 3 candles, it waits for a breakout above the 15m high or below the 15m low while confirming market bias using custom equilibrium zones. Buy signals trigger when price breaks the 15m high while in a discount zone Sell signals trigger when price breaks the 15m low while in a premium zone The strategy simulates trades with fixed 3-5 pip take profit and stop loss values (configurable). All trades are recorded in a table with live trade results and an automatically updated win rate, typically achieving over 90–95% accuracy in favorable market conditions. Features Designed exclusively for the 5-minute timeframe Custom 15-minute high/low breakout logic Premium, Discount, and Equilibrium zone display Built-in backtest tracker with live trade results, statistics, and win rate Customizable start time, take profit, and stop loss settings Real-time alerts on breakout signals Visual markers for trade entries and failed trades Consistent win rate exceeding 90–95% on average when following market conditions Usage Tips Use strictly on 5-minute charts for accurate signal performance. Avoid during high-impact news releases. Important: Once a trade is opened, manually set your take profit at +3 to +5 pips immediately to secure the move, as these quick scalps often hit the target within a single candle. This prevents missed exits during rapid price action.
Pine Script®指標
由alghamdi_meriam提供
Historical Volatility with HV Average & High/Low TrendlinesHere's a detailed description of your Pine Script indicator: --- ### 📊 **Indicator Title**: Historical Volatility with HV Average & High/Low Trendlines **Version**: Pine Script v5 **Purpose**: This script visualizes market volatility using **Historical Volatility (HV)** and enhances analysis by: * Showing a **moving average** of HV to identify volatility trends. * Marking **high and low trendlines** to highlight extremes in volatility over a selected period. --- ### 🔧 **Inputs**: 1. **HV Length (`length`)**: Controls how many bars are used to calculate Historical Volatility. *(Default: 10)* 2. **Average Length (`avgLength`)**: Number of bars used for calculating the moving average of HV. *(Default: 20)* 3. **Trendline Lookback Period (`trendLookback`)**: Number of bars to look back for calculating the highest and lowest values of HV. *(Default: 100)* --- ### 📈 **Core Calculations**: 1. **Historical Volatility (`hv`)**: $$ HV = 100 \times \text{stdev}\left(\ln\left(\frac{\text{close}}{\text{close} }\right), \text{length}\right) \times \sqrt{\frac{365}{\text{period}}} $$ * Measures how much the stock price fluctuates. * Adjusts annualization factor depending on whether it's intraday or daily. 2. **HV Moving Average (`hvAvg`)**: A simple moving average (SMA) of HV over the selected `avgLength`. 3. **HV High & Low Trendlines**: * `hvHigh`: Highest HV value over the last `trendLookback` bars. * `hvLow`: Lowest HV value over the last `trendLookback` bars. --- ### 🖍️ **Visual Plots**: * 🔵 **HV**: Blue line showing raw Historical Volatility. * 🔴 **HV Average**: Red line (thicker) indicating smoothed HV trend. * 🟢 **HV High**: Green horizontal line marking volatility peaks. * 🟠 **HV Low**: Orange horizontal line marking volatility lows. --- ### ✅ **Usage**: * **High HV**: Indicates increased risk or potential breakout conditions. * **Low HV**: Suggests consolidation or calm markets. * **Cross of HV above Average**: May signal rising volatility (e.g., before breakout). * **Touching High/Low Levels**: Helps identify volatility extremes and possible reversal zones. --- Let me know if you’d like to add: * Alerts when HV crosses its average. * Shaded bands or histogram visualization. * Bollinger Bands for HV.
Pine Script®指標
由V_G_PRASAD提供
5m NQ Scalping 1:2 RR (Fixed SL)This 5-minute Nasdaq 100 (NQ) scalping strategy uses a momentum-based entry system supported by volume and trend confirmation, aiming for a 1:2 risk-reward ratio. Entries are triggered when a fast EMA crosses a slow EMA, signaling a momentum shift, and are only allowed when the VWAP is trending in the same direction (positive slope for longs, negative for shorts) and when a volume spike occurs (current volume above its moving average). Upon entry, a fixed stop-loss is set using a multiple of the ATR, while the take-profit target is set at twice that distance, creating a consistent 1:2 RR profile. The strategy does not use trailing stops or time-based filters, and exits are strictly at SL or TP. Visual aids like EMA, VWAP, and entry markers help traders interpret signals, while SL/TP lines offer clarity during live trades. It’s a disciplined setup ideal for momentum-based scalping, though it may underperform in choppy or low-volume environments.
Pine Script®策略
由Salah1996提供
XRP 4H UTC Edge | metaduro.com🔍 Strategy Overview The XRP 16H Strong strategy is a time-based intraday trading system built specifically for XRP on the 4-hour chart. It focuses on the 16:00–20:00 UTC session, targeting short-term price moves during this high-activity window. ✅ Entry Condition 📅 Time = 16:00 UTC → A long position is opened at the start of the 16:00–20:00 UTC candle. This time period often captures late-day momentum and volatility. ❌ Exit Condition 📅 Time = 20:00 UTC → The position is closed at the start of the 20:00–00:00 UTC candle, realizing gains or cutting risk quickly. 📊 No Indicators Used This strategy is purely based on time-of-day logic — no indicators like RSI, MACD, or moving averages are used. It aims to isolate specific market behavior tied to certain hours. ⚙️ Settings • Timeframe: 4H (required for correct execution) • Trade Type: Long only • Position Size: 100% equity per trade (default setting, adjustable) 💡 Use Cases • Ideal for testing statistically favorable trading hours • Can be applied to other crypto assets or combined with filters (e.g., volume spikes, price action patterns) • Simple foundation for more complex hybrid models (time + indicator-based) 📉 No Stop-Loss or Take-Profit Logic This script does not use SL/TP. It's recommended to combine with external risk management or modify the code for tighter control.
Pine Script®策略
由MetaDuro提供