立即開始

指標和策略

Supertrend ATR Stop StrategySupertrend Indicator, Candlestick Patterns, and ATR-Based Bitcoin Perpetual Futures Strategy It is useful for Bitcoin perpetual futures. I have researched more stable and profitable strategies. I also built some strategies without a stop-loss logic and learned from those failures. Through that experience, I realized that every trading strategy must have a clear stop-loss plan. Recently, I finally found a stop-loss logic that fits my approach. Backtest period 1. 2024-01-01 ~ 2026-02-10(chart window) initial capital : 5000 usdt total profit(compound,accumulatively): 30,229.17 usdt(604.58%) mdd : 27.65% win rate: 36.52% profit ratio: 1.36 max leverage: 5 avg leverage: 1.71 sharp ratio: 0.711 sortino ratio: 2.168 Backtest period 2. 2019-11-18 ~ 2026-02-10(full period) initial capital : 5000 usdt total profit(compound,accumulatively) : 903,440.79 usdt(18,068.82%) mdd : 46.78% win rate: 34.96% profit ratio: 1.326 max leverage: 5 avg leverage: 1.83 sharp ratio: 0.578 sortino ratio: 1.755
Pine Script®策略
由s4wlsrud提供
Yzkvng SMC Confirmations & webhookWhat PineScript Does Monitors price action Detects trading signals Sends alert() with JSON data What TradingView Does Shows popup notification Sends HTTP POST to webhook URL Stores in console logs What Your Backend Does Receives the POST request Logs the data Updates database Sends notifications Places trades (if automated) All Three Happen Together When PineScript detects a signal: Instantly: Popup appears on TradingView Instantly: HTTP request sent to backend Simultaneously: Both happen at the same time
Pine Script®策略
由mikecheq5提供
ICT Midnight Cross Strategy Choose the number of times price crosses over the midnight price before taking a position or use it to create alerts for crossing the midnight price. Adjust your timeframe for exiting the position. You can confirm momentum with consecutive candle closes and you can add a trailing stop or a break even profit strategy. No signals generated from this script should be considered advice for investment or trading. Created with Gemini.
Pine Script®策略
由Toddwaters72提供
HX TEST Breakout Killer. Parce que c’est exactement ce que c’est.Ce n’est PAS juste un breakout de trendline à la con .Détecte les vraies trendlines (pas les conneries manuelles que tu traces à l’œil) Les upgrade en régression linéaire quand il y a assez de touches (3, 4, 5 pivots – tu choisis) pour que ce soit statistiquement solide Ajoute des buffers intelligents : fixe %, ATR statique ou ATR dynamique – tu décides du mode, mais le truc respire avec la volatilité du marché Filtre comme un sniper : EMA 200 pour le trend global, RSI pour éviter les zones extrêmes, volume explosion si tu l’actives, même Money Flow Madness (MFM) pour capter l’agressivité des acheteurs/vendeurs Détecte le breakout sur wicks OU close (tu choisis, pas de bullshit) Et le clou du spectacle : un Parabolic Stop amélioré qui ne recule JAMAIS (anti-whipsaw intégré), mix parfait entre SAR classique + ATR agressif, avec fallback ATR initial si le stop est mal placé au départ Résultat ? Tu rentres seulement sur des cassures validées, avec filtre multi-couches, sizing calculé auto sur 1% de risque (ou ce que tu veux) Breakout Killer. Because that's exactly what it is. It's NOT just some crappy trendline breakout. It's an intelligent machine that: Detects real trendlines (not the manual nonsense you draw by eye) Upgrades them to linear regression when there are enough hits (3, 4, 5 pivots – you choose) to make them statistically sound Adds smart buffers: fixed percentage, static ATR, or dynamic ATR – you decide the mode, but the thing breathes with market volatility Filters like a sniper: 200 EMA for the overall trend, RSI to avoid extreme zones, volume explosion if you activate it, even Money Flow Madness (MFM) to capture buyer/seller aggression Detects breakouts on wicks OR closes (you choose, no bullshit) And the icing on the cake: an improved Parabolic Stop that NEVER rolls back (Integrated anti-whipsaw), a perfect mix of classic SAR and aggressive ATR, with initial ATR fallback if the stop loss is poorly placed at the start. The result? You only enter on confirmed breakouts, with a multi-layered filter and automatically calculated sizing based on a 1% risk (or whatever you want).
Pine Script®策略
由HX-ANALYTICS提供
CDLTRD Strategy [JustUncleL] v0.1his strategy is a heavily modified and automated version of the excellent Candlestick Trend Indicator v0.5 originally created by JustUncleL. I have engineered this specific version for Prop Firm Challenges and funded accounts, focusing on capital preservation while capturing high-probability trend moves. It retains JustUncleL's core Hull Moving Average (HMA) trend ribbon and candlestick pattern recognition, but adds a sophisticated "Defender" layer to filter out chop and manage risk automatically. 🚀 Key Features: Trend & Pattern Entry: Trades are only taken in the direction of the Hull MA (20). It looks for high-quality reversals like Engulfing candles, Harami, Piercing Lines, and Pin Bars (Original logic by JustUncleL). The "Defender" Shield (ADX Filter): The strategy includes an ADX filter (default > 20) to completely ignore choppy, sideways markets where most trend strategies lose money. Prop Firm Risk Management: Daily Circuit Breaker: If the account hits a max daily drawdown (default 1.5%), the strategy hard-stops trading for the day to protect your evaluation. Time Enforcement: Automatically closes all positions at 1:00 PM (NY Time) to avoid end-of-day volatility and overnight holding rules. Aggressive Breakeven: Includes a "Move to Breakeven" trigger. Once a trade is 0.5% in profit, the Stop Loss automatically moves to the entry price to secure a risk-free trade. Ghost Automation Ready: This script generates pre-formatted JSON alert messages for Ghost automation (Buy, Sell, Exit), making it plug-and-play for automated trading. ⚙️ Recommended Settings: Timeframe: 30 Minute (Optimized for MGC/Gold & MNQ) Stop Loss: 1.0% (Fixed) Breakeven Trigger: 0.5% Contracts: Set your fixed contract size in the inputs. Credits: Original Indicator: JustUncleL (Candlestick Trend Indicator v0.5) Strategy Logic & Automation: Modified by MeliMillionaire
Pine Script®策略
由MeliMillionaire247提供
VSA with Absorption Proxy for Holmes and Bookmap StyleVSA + Absorption Proxy – Holmes / Bookmap Style (No Delta Data Required) This open-source strategy is a simplified, VSA (Volume Spread Analysis) inspired scalper that approximates **absorption** and **rejection** patterns commonly observed in professional order-flow tools (Bookmap, Holmes, Jigsaw, etc.) — using only standard OHLCV data. Core Concept & Why This Proxy? In VSA and order-flow trading, **absorption** occurs when aggressive selling is met with strong buying support (high volume + wide spread + reversal up), often signaling exhaustion of sellers and potential reversal/continuation up. **Rejection** is the mirror: aggressive buying met with strong selling (high volume + wide spread + reversal down). Because true bid/ask delta is not available in standard Pine Script, this script uses a directional volume proxy: - delta ≈ volume × (close - open) / (high - low) - Combined with wide spread (vs ATR) + high volume (vs SMA) + delta flip This creates a reasonable proxy for spotting climactic volume bars where one side gets absorbed/rejected. Entry & Exit Logic Long (Absorption Bull): - High volume bar (volume > SMA(volume,20) × multiplier) - Wide spread (range > ATR(14) × multiplier) - Bullish candle (close > open) - Delta turns positive after being negative previous bar Short (Rejection Bear): mirror logic (bearish candle + delta turns negative) Risk Management (fixed %): - Stop Loss: entry low/high adjusted by riskPct (default 1%) - Take Profit: risk × rrTarget (default 3.5:1) Visuals - Green background + triangle below bar → Absorption Bull signal - Red background + triangle above bar → Rejection Bear signal Important Realism & Backtesting Guidelines To avoid misleading results, publish/test with: - Initial Capital: $10,000 – $50,000 (realistic retail/futures account) - Position sizing: 1–3% equity per trade (adjust via strategy properties) - Commission: $4–$10 round-turn per contract (futures) or 0.03–0.05% (forex/stocks) - Slippage: 1–4 ticks (futures) or 0.5–2 pips (forex) — higher during news - Dataset: ≥12–36 months on chosen timeframe (aim for 400–1000+ trades) - Risk per trade: 0.5–2% max — never exceed sustainable levels Expectations: - Works best on high-volume instruments (NQ, ES, GC, BTC, major forex) during active sessions - Fewer signals in low-volatility/choppy periods - Drawdowns common during strong trends — this is a counter-trend / absorption catcher, not trend-following - News events (FOMC, NFP, earnings) can cause false signals — avoid or widen stops How to Use 1. Apply to high-liquidity symbols (NQ1!, ES1!, GC1!, BTCUSD, EURUSD, XAUUSD) 2. Timeframes: 3m–15m for scalping, 30m–1h for swing context 3. Trade during high-volume sessions (London/NY overlap for forex, US open for futures) 4. Look for confluence: - Absorption + nearby support / demand zone → stronger long - Rejection + nearby resistance / supply zone → stronger short 5. Forward-test on demo extensively — absorption setups are high-conviction but low-frequency 6. Always use proper position sizing — never risk more than 1–2% per trade Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings - Show realistic Strategy Tester results with commission/slippage applied - Screenshot during active session with visible absorption/rejection signal + background tint Educational tool — open-source for learning VSA/order-flow concepts. This is a proxy approximation — not true delta/order-flow. Trading involves substantial risk of loss. Test thoroughly and trade responsibly. Feedback welcome — especially parameter tuning ideas for different instruments!
Pine Script®策略
由uzair2join提供
Gold/Spread AlgoXAUUSD 1-Minute RSI Scalping Strategy – Mean-Reversion with Fixed Exits This open-source strategy is a high-frequency, counter-trend scalping system designed specifically for **XAUUSD (Gold)** on the 1-minute timeframe. Core Logic The strategy uses classic RSI(14) to identify short-term overextension: - Long entry when RSI drops below oversold (default 30) → expects quick snap-back - Short entry when RSI rises above overbought (default 70) → expects quick pullback Entries are taken only when flat (no pyramiding). Exits are fixed in pips and set immediately on entry: - Take Profit: +10 pips (0.10 in XAUUSD price) - Stop Loss: –5 pips (0.05 in XAUUSD price) - Built-in Risk:Reward = 1:2 This fixed structure gives the system positive mathematical expectancy even with moderate win rates (≈55–65% before costs), provided gold continues to exhibit frequent mean-reversion behavior on 1-minute charts. Why this simple approach? Gold is one of the most volatile and momentum-driven instruments on very short timeframes. Pure RSI extremes often capture quick exhaustion moves after news spikes, order flow imbalances, or session transitions — especially during London/NY overlap. Fixed pip targets prevent over-optimization and mimic real broker execution more closely than dynamic trailing or percentage-based exits. Important Realism & Backtesting Notes To produce non-misleading results, use these settings when publishing/testing: - Initial Capital: $10,000 – $30,000 (realistic retail size) - Position sizing: fixed 0.10–0.30 lots or 1–3% equity per trade - Commission: 5–8 USD round-turn per lot (typical ECN/raw-spread) - Slippage: 3–8 ticks (≈0.03–0.08 in price) — gold spreads widen during volatility - Minimum dataset: 12–36 months of 1-minute data (aim for 800–2000+ trades) - Risk per trade: usually 0.5–1.5% with defaults — never exceeds sustainable levels Results vary significantly: - Strongest in ranging or mildly trending sessions - Weaker during strong directional moves or major news (NFP, FOMC, geopolitics) - Expect drawdowns during trending regimes — this is NOT a trend-following system Visual & Dashboard Elements - RSI line + fill (blue/orange background) + overbought/oversold zones - BUY/SELL triangles at entry points - Professional top-right dashboard showing: - Net Profit & Loss - Total Trades / Win Rate / Profit Factor - Winning / Losing Trades - Current RSI value - Position status (LONG / SHORT / FLAT) - TP:SL ratio Alerts - 🟢 LONG ENTRY – RSI oversold - 🔴 SHORT ENTRY – RSI overbought How to Use 1. Apply to XAUUSD 1-minute chart only 2. Use realistic commission/slippage in Strategy Tester 3. Trade primarily during London & New York sessions for best liquidity 4. Avoid major news events or widen stops manually 5. Forward-test on demo for 2–3 months minimum 6. Always size conservatively — never risk more than 1–2% per trade Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings - Show realistic tester results with commission/slippage applied - Screenshot during active session with visible entry signals + dashboard Educational tool — open-source for learning and testing. Not financial advice. Gold 1-minute trading is extremely volatile and carries high risk of loss. Trade responsibly.
Pine Script®策略
由uzair2join提供
ETH 5MIn Forex trading on the 1M chart, the key is to “snip” – enter quickly, take a small profit (1%) and exit. Here is an updated description that combines your financial management with field tactics: “The 1% Sniper” Strategy: Fast Forex Trading (1M Chart) This is a strategy for disciplined traders looking for short, sharp moves in the market. The goal is to achieve a daily/weekly target of a single 1%, which will accumulate to the $1,000 pullback target. 1. Technical Setup Timeframe: 1 Minute Chart ( 1M ). Recommended Assets: Major Forex Pairs with Low Spreads (like EUR/USD or GBP/USD ). Supporting Indicators: EMA 20/50 for short-term trend identification, and Supply\ &\ Demand zones. 2. Execution Entry: Identify strong momentum on the 1-minute chart. Enter only when there is a built-in confirmation (e.g. a "hammer" candle on a support level or a breakout of a market structure). Risk Management: Risk Per Trade is fixed. Since the target is 1% per portfolio, we are looking for a risk-reward ratio ( R:R ) of at least 1:2 . The Goal: Once the portfolio has made a 1% profit that day – close the screen. This discipline is what will get you to $1,000 faster without "returning" money to the market. 3. Map The Financial Roadmap In this strategy, we are not looking for a single "hit", but consistency: Base capital: $2,250. Daily target: 1% ( ≈22.5 ). The road to withdrawal: After about 45 successful trading days (or less, if you increase the lot carefully), you reach the $1,000 withdrawal target. Why does it work for you? Short screen time: A 1-minute chart allows you to find opportunities quickly, take your percentage and go about your business. Clear goal: Instead of dreaming of millions, you are focused on the next 1%. This makes the path to the next portfolio much more tangible. Protection of the capital: Working on a few percentages protects your $2,250 from too sharp fluctuations. Important to remember: On a 1-minute chart, the "noise" in the market is high. Make sure you work with a broker who has low commissions to That they won't eat up your 1% profit.
Pine Script®策略
由elirancr24提供
NQ 9:45-10:15 ICT Strategy - CompleteNQ 9:45–10:15 ICT Strategy – High-Probability Nasdaq Scalper (ICT/Smart Money) This open-source strategy is a complete, rules-based implementation of core Inner Circle Trader (ICT) / Smart Money concepts, specifically optimized for **Nasdaq futures (NQ)** during the high-volatility 9:45–10:15 AM New York time window (first 30 minutes after the 9:30 open liquidity grab phase). Core Philosophy & Why This Combination? ICT emphasizes that institutional order flow often creates **false moves** (liquidity sweeps of previous day high/low), followed by **market structure shifts (MSS / Break of Structure)** that reveal true directional intent, with entries taken from **mitigation of Order Blocks** (areas of institutional interest / imbalance). This script enforces strict confluence: - Daily bias filter (price or prev close vs daily EMA20) - Liquidity sweep confirmation (PDH/PDL raid + reversal close) - Bullish/Bearish Market Structure Shift (close beyond last swing high/low) - Refined Order Block detection (last opposite candle before MSS, with defensive/aggressive mitigation logic inspired by popular ICT order block refinements) - Tight time filter (only 9:45–10:15 NY) — captures post-open manipulation & directional resolve - One trade per day rule — prevents overtrading in chop The tight combination reduces false signals dramatically and aligns with ICT's focus on high-probability setups during specific market sessions. Key Components & Logic 1. Daily Bias - Bullish if current price > daily EMA20 (or prev daily close > EMA20 — user choice) - Bearish otherwise - Background tint + orange EMA line 2. Liquidity Sweep - Low < PD Low but close > PD Low → bullish sweep (stops taken below) - High > PD High but close < PD High → bearish sweep - Resets daily 3. Market Structure Shift (MSS / BoS) - Bullish MSS: close > last fractal swing high - Bearish MSS: close < last fractal swing low - Uses 5-bar fractal detection for swing points - Resets daily 4. Order Block (OB) Detection & Refinement - Bullish OB: last bearish candle (close < open) before bullish MSS - Bearish OB: last bullish candle before bearish MSS - Refinement options (On/Off): - Defensive: tightens OB to body or wick depending on candle range vs ATR(55) - Aggressive: uses full candle wick range - OB box drawn until mitigated (price touches opposite side) - Labeled "OB+" / "OB-" 5. Entry Window & Confluence - Only allowed 9:45–10:15 NY time - Long: bullish bias + low swept + bullish MSS + price mitigates bullish OB (touches high side, closes inside/above low side) - Short: mirror logic - One trade per day max 6. Risk & Exit - SL = opposite side of Order Block - TP = 2:1 RR (adjustable) from entry - No trailing / partials — clean single target Visuals - Daily EMA (orange) - Prev Day High/Low circles - Bullish/Bearish background tint - MSS triangles - Order Block boxes + "OB+"/"OB-" labels - Entry labels with price/SL/TP Alerts - "NQ Long: Bullish Bias + Sweep + MSS + OB" - "NQ Short: Bearish Bias + Sweep + MSS + OB" Realistic Backtesting & Usage Guidelines To publish non-misleading results: - Initial Capital: $10,000–$50,000 (realistic futures account) - Position sizing: 1–3% of equity per trade (change default_qty_value from 100%!) - Commission: $4–$8 round-turn per contract (typical NQ futures commission) - Slippage: 1–4 ticks (NQ is liquid but fast-moving post-open) - Dataset: ≥2–3 years of 1-minute or 5-minute NQ data (aim for 300–600+ trades) - Risk per trade: 0.5–1.5% with defaults — never risk more than sustainable The 30-minute window produces relatively few trades per year — perfect for statistical significance over long periods, but results vary heavily by market regime (trending vs. choppy opens). How to Use 1. Apply to NQ1! or MNQ1! (continuous futures) on 1-minute or 5-minute chart. 2. Keep default NY timezone (America/New_York). 3. Start with 2:1 RR, Defensive refinement, show levels on. 4. Trade only during the window — best setups show clear sweep + MSS + OB mitigation. 5. Avoid major news overlapping the window (FOMC, CPI, etc.) or widen SL. 6. Forward-test on demo for several months — this is a high-confluence, low-frequency setup. Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings. - Show realistic Strategy Tester view with commission/slippage applied. - Screenshot during NY morning session with visible OB & signal. Test thoroughly and trade responsibly.
Pine Script®策略
由uzair2join提供
WarrIA Oracle - Predictive Probability SystemWarrIA Oracle - Predictive Probability System Complementary indicator of the WarrIA PRO Ecosystem. Advanced statistical system that analyzes similarity patterns and calculates the probability of success or loss for ongoing trades in real time. --- ⚙️ How It Works WarrIA Oracle uses historical pattern matching to evaluate the current open trade against a database of past trades executed by the WarrIA PRO Trade System. The system identifies statistically similar setups based on multiple dimensions and provides: ✦ Probability of success/loss for the current open position ✦ Statistical similarity scoring against historical trades ✦ Real-time predictive analysis that updates as market conditions evolve ✦ Complementary layer of confidence for trade management decisions WarrIA Oracle is designed to work in conjunction with the WarrIA PRO Institutional-Grade Trade System, providing an additional decision-support layer for position management. --- 💎 Part of the WarrIA PRO Ecosystem WarrIA Oracle is one of 4 proprietary technologies in the WarrIA PRO Ecosystem: ✦ WarrIA PRO Institutional-Grade Trade System - Core multidimensional trading platform integrating WarrIA Score System (7 dimensions), WarrIA Shield System (6 filters + 12 anti-trap metrics), WarrIA WSI Detection System, and WarrIA Institutional Risk Control System (WFO Panel + Risk Limits Panel). ✦ WarrIA Oracle - Predictive probability system for ongoing trades (this indicator). ✦ WarrIA Smart Money Narratives Autopilot - Real-time detection of direction and strength of Whale and Institutional movements. ✦ WarrIA Chart Patterns Analyzer - Chart and candlestick pattern identification based on specialized literature metrics (Bulkowski). --- 📊 Historical Backtesting Results (Internal Pre-Operational Audit) The following metrics are based on historical backtesting of the WarrIA PRO portfolio and do not guarantee future results: Total Trades Analyzed: 3,706 Average Win Rate: 97.83% Total Portfolio Return: +1,003.62% These results reflect backtesting conditions with specific parameters for demonstration purposes. Real trading results may differ significantly. --- 🔐 Registered and Protected Intellectual Properties INPI Brazil: BR512026000273-7 INPI Brazil: BR512026000286-9 U.S. Copyright: 1-15078649821 --- 🧠 Access the WarrIA PRO Ecosystem Free Trial, plans, personalized onboarding (100% guided by our AI Specialist), and full details: warria.io --- ⚠️ Risk Disclaimer Past performance does not guarantee future results. All metrics shown are based on historical backtesting with specific parameters for demonstration purposes only. This is an educational tool designed for knowledge and know-how transfer, not financial advice. Users are solely responsible for their own investment decisions. Never risk capital you cannot afford to lose. @ 2025 WarrIA PRO | All Rights Reserved | warria.io
Pine Script®策略
由marcus_loureiro提供
WarrIA PRO - Institutional-Grade Trade SystemWarrIA PRO - Institutional-Grade Trade System Institutional-grade multidimensional trading platform for the cryptocurrency market. Part of the WarrIA PRO Ecosystem - an algorithmic trading ecosystem designed to provide retail traders with institutional-level tools historically restricted to major market players. --- ⚙️ Proprietary Architecture The WarrIA PRO Institutional-Grade Trade System integrates 4 proprietary sub-systems into a single multidimensional platform: ✦ WarrIA Score System - Exclusive multidimensional scoring architecture. 7 integrated high-impact dimensions for real-time setup detection and validation: On-Chain, WSI Detection (Whale/Smart Money/Institutional), Market Structure and Profile, Money Flow Confluence, and other institutional-grade metrics. ✦ WarrIA Shield System - Protective architecture performing double-check validation of setups. 6 interdisciplinary filters composed of institutional-grade multidisciplinary metrics plus 12 institutional anti-trap metrics. Any single fail blocks the signal entirely. ✦ WarrIA WSI Detection System - Exclusive detection system. Identifies and measures, in real time, the direction and strength of activities from the Core Actors of the crypto market (Whales, Institutions, and Smart Money). Includes interactive WSI Activity Panel with consolidated scores, Z-Scores by actor, Status/Action/Method tracking, WSI Traps detection, and WSI Imbalance analysis. ✦ WarrIA Institutional Risk Control System - Robust statistical architecture composed of: - WFO Panel (Walk-Forward Optimization): Results segmented by month, quarter, and year. Integrated Advanced Risk Metrics: VaR, CVaR, Monte Carlo Simulation, Sharpe/Sortino/Calmar Ratios, and Kelly Criterion for Position Sizing. - Institutional Risk Limits Panel: Customizable cockpit for strict control of daily, weekly, monthly, and total (max DD) portfolio risk limits. Automatic system halt upon threshold breach. --- 💎 WarrIA PRO Ecosystem - Complementary Technologies The Trade System is the core platform of a broader ecosystem that also includes 3 complementary proprietary technologies (exclusive to PRO subscribers): ✦ WarrIA Oracle - Advanced statistical similarity analysis plus probability of success/loss for ongoing trades. ✦ WarrIA Smart Money Narratives Autopilot - Real-time detection of direction and strength of Whale and Institutional movements across the full portfolio. ✦ WarrIA Chart Patterns Analyzer - Identification and measurement of chart and candlestick patterns based on specialized literature metrics (Bulkowski). --- 📊 Historical Backtesting Results (Internal Pre-Operational Audit) The following metrics are based on historical backtesting and do not guarantee future results: Total Trades Analyzed: 3,706 Average Win Rate: 97.83% Total Portfolio Return: +1,003.62% Audit Parameters: Base Capital $20k (USD) | Risk Per Trade: 15% (BTC: 20%) These results reflect backtesting conditions with specific parameters for demonstration purposes. Real trading results may differ significantly. --- 🔐 Registered and Protected Intellectual Properties INPI Brazil: BR512026000273-7 INPI Brazil: BR512026000286-9 U.S. Copyright: 1-15078649821 --- 🧠 Access the WarrIA PRO Ecosystem Free Trial, plans, personalized onboarding (100% guided by our AI Specialist), and full details: warria.io --- ⚠️ Risk Disclaimer Past performance does not guarantee future results. All metrics shown are based on historical backtesting with specific parameters for demonstration purposes only. This is an educational tool designed for knowledge and know-how transfer, not financial advice. Users are solely responsible for their own investment decisions. Never risk capital you cannot afford to lose. @ 2026 WarrIA PRO | All Rights Reserved | warria.io
Pine Script®策略
由marcus_loureiro提供
BTC Cycle RSI + LinReg Bands DCA Strategy v2Overview BTC Cycle RSI DCA Strategy v2 backtests a phase-based dollar-cost averaging system with sequential sell rotations to a simulated yield basket (STRC) and hybrid yield-funded DCA during deep bear markets. Built on smoothed RSI with self-adjusting linear regression bands (adapted from Zeiierman's open-source work). How It Works Eight cycle phases drive DCA multipliers from 5x (Deep Bear) down to 0x (Mature Bull), with post-peak taper at 0.5x (Distribution) and 0.25x (Weakening) Two sequential sells (20% then 40%) rotate BTC holdings into a simulated yield basket when RSI breaks below the midline after an overbought cycle Plunge guard locks out the second sell if RSI collapses to the lower band after the first sell Yield basket compounds at a configurable APR and deploys capital back into BTC during deep bear phases via a hybrid model (time ramp + drawdown scaling + pool cap) Start date filter lets you isolate specific cycles for backtesting Starting yield basket balance input lets you seed the simulation with an existing position Default Properties Initial capital: $100,000 | Commission: 0.05% per side | Slippage: 5 ticks | Base DCA: $100/week | Yield APR: 11% | Hybrid deploy: 25% of pool/week, 4% cap, 25-week ramp, cubic drawdown scaling Realistic Backtesting Notes Commission and slippage are enabled by default. The strategy uses fixed USD-denominated DCA orders rather than percentage-of-equity sizing, reflecting real-world DCA behavior. The yield basket is simulated off-chain and is NOT included in Strategy Tester equity — check the Total Wealth plot for the combined view. Attribution RSI + self-adjusting linear regression band structure adapted from Zeiierman's open-source indicator. Post-peak phase logic, DCA taper, plunge guard, sell sequencing, yield simulation, and hybrid deployment model are original additions. Disclaimer Backtesting results are hypothetical and do not guarantee future performance. This strategy is for educational and informational purposes only. Always do your own research.
Pine Script®策略
由AngryBuhda提供
Fabio Valentini Pro Scalper [PickMyTrade]Fabio Valentini Pro Scalper Inspired by Fabio Valentini's NASDAQ scalping methodology, this strategy approximates professional order flow analysis using volume-based techniques, volume profile, and institutional trading concepts for liquid markets. CORE METHODOLOGY This strategy uses volume analysis to approximate order flow concepts typically seen in professional trading platforms: Volume Profile Analysis: Calculates Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) to identify institutional price acceptance zones where the majority of trading activity occurs. Delta Approximation: Estimates buying versus selling pressure by analyzing volume distribution within candles, helping identify which side of the market is in control. Absorption Detection: Identifies high-volume, low-price-movement candles that indicate institutional passive order absorption - when large players are building positions by absorbing aggressive orders. Triple-A Setup: Tracks the three-phase institutional trading pattern: - Absorption - Large players build positions passively - Accumulation - Price contracts into tight range as positions build - Aggression - Breakout with volume as institutional move initiates ENTRY SIGNAL TYPES Triple-A Setups: Identifies the complete absorption-accumulation-aggression sequence. When absorption is detected, followed by range contraction, and then aggressive breakout with volume confirmation. Opening Range Breakout (ORB): Trades breakouts from the configurable opening range period (default 30 minutes). Based on the concept that early session range defines key levels. Value Area Bounces: Identifies reactions at Value Area High or Value Area Low levels with absorption confirmation, suggesting institutional support or resistance. KEY FEATURES - VWAP with Dynamic Bands: Volume-weighted average price with ATR-based bands for trend and mean reversion context - Session-Based Filtering: Fully customizable trading session (default NY hours 9:30 AM - 4:00 PM) - Built-in Risk Management: Customizable risk percentage per trade with adjustable Risk:Reward ratios - Daily Loss Limit: Enforces maximum daily losses rule (default 3 losses) to prevent overtrading - Trailing Stop System: Optional ATR-based trailing stops to lock in profits - Real-Time Dashboard: Shows delta control, absorption status, market phase, and session information - Multiple Signal Filters: Combine or isolate different setup types for optimization CUSTOMIZABLE PARAMETERS Session Settings: Trading session times (any timezone), session filter enable/disable Volume Profile: Lookback period (default: 50 bars), row resolution for price levels (default: 24 rows) Absorption Detection: Volume multiplier threshold (default: 2.0), maximum price movement threshold (default: 0.3 ATR) Delta Analysis: Smoothing period (default: 5 bars) VWAP Settings: Enable/disable VWAP filter, band width multiplier (default: 0.5 ATR) Risk Management: Risk per trade percentage (default: 1%), Risk:Reward ratio (default: 2.0), maximum daily losses before stopping (default: 3), trailing stop toggle and ATR multiplier (default: 1.5) Opening Range Breakout: ORB period in minutes (default: 30), enable/disable ORB signals VISUAL ELEMENTS The strategy provides comprehensive visual feedback including VWAP bands, volume profile levels (POC, VAH, VAL), ORB lines, absorption signals, Triple-A setup markers, entry arrows with labels, session background highlighting, live statistics table, and daily loss limit warning background. BUILT-IN ALERT CONDITIONS Long and Short entry signals, strong absorption detection, Triple-A setup completion, and daily loss limit warnings. STRATEGY PHILOSOPHY Based on institutional trading principles: identify where large players are positioning through absorption patterns, wait for the accumulation phase shown by range contraction, then trade the aggressive move during expansion. The strategy combines multiple confirmation factors to filter high-probability setups. IMPORTANT NOTES AND DISCLAIMERS Not True Order Flow: This script approximates order flow concepts using publicly available volume data. True order flow analysis requires tick-by-tick bid/ask data from specialized platforms (e.g., Sierra Chart, Investor/RT with exchange feeds). This implementation provides educational approximation using TradingView's available data. Performance Sensitivity: Scalping strategy results are extremely sensitive to commission rates, slippage assumptions, position sizing decisions, parameter optimization for specific instruments, and market conditions. Cost Configuration Required: Before backtesting or live use, you MUST configure the Properties tab with realistic trading costs: Commission: Set to match your broker's actual fee structure (crypto spot: typically 0.05-0.20% per side, crypto futures: typically 0.02-0.05% per side, stock/futures: varies by broker and contract) Slippage: Set based on instrument liquidity (high liquidity: 2-5 ticks, medium liquidity: 5-10 ticks, lower liquidity or volatile conditions: 10+ ticks) Even small changes in commission or slippage can significantly impact profitability for scalping strategies. Parameter Optimization: Default settings are educational starting points. Users should test different absorption multiplier values (1.5-3.5), experiment with Risk:Reward ratios (2.0-4.0), try each signal type individually to find best performers, adjust parameters for their specific instrument and timeframe, and always validate changes with forward testing. Market Dependence: Strategy performance varies significantly across different instruments (futures vs crypto vs stocks), various timeframes (1-min vs 5-min vs 15-min), market conditions (trending vs ranging vs volatile), and trading sessions (high vs low liquidity periods). Educational Purpose: This strategy demonstrates order flow concepts, volume profile analysis, and institutional trading patterns for learning purposes. It is not a guaranteed profitable system and requires user optimization. RISK WARNING Scalping strategies require strict discipline and emotional control, excellent execution infrastructure (low latency, reliable fills), understanding of costs impact on profitability, respect for daily loss limits to prevent revenge trading, and realistic expectations - backtest results typically exceed live performance. This strategy enforces a daily loss limit (default 3 losses) based on professional trading risk management principles. When the limit is reached, the strategy stops generating signals to prevent overtrading. DISCLAIMER This is an educational tool for learning order flow concepts and institutional trading patterns. It is not financial advice. Past performance does not guarantee future results. Strategy profitability is highly dependent on execution quality, trading costs, parameter optimization, and market conditions. Users are solely responsible for their own testing, risk management, and trading decisions. No trading strategy is guaranteed to be profitable. Always test thoroughly on paper accounts before risking real capital.
Pine Script®策略
由PickMyTrade_Official提供
Opening Range NY - OR, SL, TP editableOpening Range NY – Configurable OR (5/15/30), %SL, 1:2/1:3 RR, Daily Loss Limit, Fixed USD Position Size Description (for your script): This strategy implements a simple, configurable Opening Range breakout system around the New York cash open. It is designed for backtesting intraday breakout logic with strict risk control and a fixed position size in USD. Core idea Define an Opening Range (OR) starting at a specific time (e.g. 15:30 Europe/Madrid = NY cash open). Wait until the OR has fully formed (5 / 15 / 30 minutes). Trade only breakouts that close beyond the OR high/low, with a configurable % stop loss and fixed R:R take profit. Stop trading for the day after a maximum number of consecutive losing trades. How it works Opening Range definition Inputs: Session start time (hour & minute) – default 15:30 (NY cash open in Madrid time). OR duration in minutes – choose between 5, 15, or 30 minutes. The script tracks the highest high and lowest low between: OR Start = selected hour:minute OR End = OR Start + OR duration After the OR window ends (time >= OR End), the OR is considered “defined” and trading can start. Entry logic (after the OR only) Long breakout: Condition: OR is defined (we are after OR end), No open position, Daily loss limit not reached, Current bar close > OR High. When this is true on a bar, the strategy issues a long entry (assumes fill on the next bar open in backtest). Short breakout: Condition: OR is defined, No open position, Daily loss limit not reached, Current bar close < OR Low. When this is true, the strategy issues a short entry. Important: The strategy never opens positions before the OR has fully completed. Example: OR = 30 minutes starting at 15:30 → OR is 15:30–16:00. First possible entries start from 16:00 onward. Stop Loss and Take Profit Input: Stop Loss (% of entry price) – fully editable, e.g. 0.5%, 1%, etc. Input: Take Profit (R:R) – choose between 1:2 or 1:3. For longs: Entry ≈ close of breakout bar (simulated fill on next bar open). SL = entryPrice * (1 – SL%) TP = entryPrice * (1 + SL% × RR) For shorts: SL = entryPrice * (1 + SL%) TP = entryPrice * (1 – SL% × RR) Position sizing – fixed USD notional Input: Tamaño de posición total (USD)/Position size total (USD) – e.g. 10,000. The script computes: qty = positionSizeUsd / close So every trade controls approximately positionSizeUsd worth of the underlying, regardless of price. Recommended: in the strategy properties, set Initial capital equal to your positionSizeUsd if you want the performance percentages in the Strategy Tester to align with “% of position”. Daily risk control – max consecutive losses per day Input: Máx. pérdidas consecutivas por día – default 2. The script tracks: Number of closed trades for the day. If a trade closes with loss, it increments a counter. If a trade closes with profit or break-even, it resets the counter to 0. When the counter reaches the configured max (e.g. 2 consecutive losses): No new trades are allowed for the rest of that day. Optional daily session close (hard flat at a given time) Input: boolean Forzar cierre a hora fija / “Force close at fixed time”. Inputs: Hora cierre and Minuto cierre – e.g. 21:00. For each day: At the first bar that crosses the configured close time: The strategy calls strategy.close_all(), closing any open position. After that time, no new trades are opened on that day. This is useful if you want all positions flat before a specific local time. Backtest period options Input: Periodo de backtest – All Last 12 months Last 6 months Last 3 months Last 1 month The script computes a startTime based on the choice and only trades bars with time >= startTime. How to use Apply the strategy on the instrument and timeframe you want to test (e.g. M5/M15 on indices, metals, oil, etc.). Set: The OR start (NY open for your chart’s timezone). OR duration (5 / 15 / 30 min). SL% (e.g. 0.5% or 1%). RR (1:2 or 1:3). Position size in USD (total notional per trade). Optional: session close time (e.g. 21:00). Backtest period (e.g. Last 12 months). Then compare: Different OR lengths (5 vs 15 vs 30 minutes). Different SL% and RR combinations. Results across assets (indices, metals, energies, etc.). Notes / assumptions Entries are evaluated on candle close: breakout requires the bar’s close to be outside the OR. Backtests in Pine assume fills at the next bar’s open for market orders. No retest/pullback logic is included in this version — it’s a straightforward breakout of the opening range. All risk percentages in the Strategy Tester are best interpreted if Initial capital equals your configured position size in USD.
Pine Script®策略
由emanuel_sanchez_arg提供
US Market ORB Atlas StrategyUS Market ORB Atlas Strategy Version and compatibility • Pine Script v6 used • request.security uses lookahead off everywhere • Strategy execution uses standard candles only • UI text is English Summary in one paragraph Opening Range Breakout strategy for liquid US index futures, large cap equities, and major US ETFs on intraday timeframes. It helps you act only when the opening range is completed, volatility context is acceptable, and optional direction gating is aligned. It is original because it treats the opening range as a session state machine and uses an ATR normalized range quality gate plus an optional higher timeframe EMA slope gate for direction instead of a simple price above or below MA check. Add it to a clean chart, read the compact table, and use the visuals or alerts. Shapes can move while the bar is open and settle on close. For conservative alerts select on bar close. Scope and intent • Markets. US index futures, liquid US ETFs, large cap equities • Timeframes. Intraday only, from one minute up to hourly charts • Default demo used in the publication. NQ/MNQ on 5 minutes • Purpose. Provide a disciplined ORB framework that avoids trading before the range exists and avoids low quality opening ranges relative to current volatility • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique concept or fusion. ORB plus an ATR normalized opening range gate plus optional higher timeframe EMA slope direction gating, all coordinated by explicit session state and a compact table audit trail • What failure mode it addresses. Reduces false starts from trading inside an unfinished opening range and filters sessions where the opening range is disproportionately small or large relative to ATR, which can degrade breakout reliability • Testability. Inputs expose each gate, and the table prints the live state so users can see what is blocking entries and tune thresholds • Portable yardstick. OR size is measured in ATR units for cross symbol portability • Protected scripts. The implementation is published in protected mode to reduce direct copy paste cloning of the exact execution details and UI wiring while the full method, parameters, and usage are disclosed so traders can evaluate behavior and reproduce the logic conceptually Method overview in plain language Base measures • Opening range. During the configured RTH session, the model records the high and low of the first N minutes. Once N minutes completes, OR High, OR Low, and OR Mid are fixed for that day. • Volatility unit. ATR on the chart timeframe is used to normalize the OR size and optionally to set stop and target distances. Components • Session state machine. The script detects when the chart is inside the RTH window and resets daily counters at the first RTH bar. It then builds the opening range for a fixed number of bars derived from “Opening range minutes” and the chart timeframe. • Breakout triggers. Long trigger is OR High plus optional padding expressed as a fraction of ATR. Short trigger is OR Low minus the same padding. • Volatility gate. Once the range is built, OR size is divided by ATR. Trades are only allowed when this value is between “Min OR size (ATR fraction)” and “Max OR size (ATR fraction)”. • Direction gate optional. If enabled, the model uses a higher timeframe EMA and its slope. Rising EMA slope allows longs. Falling EMA slope allows shorts. This is intentionally symmetric and avoids blocking shorts simply because price is above a slow MA. • Risk guardrails. A max trades per day counter limits participation. Optional daily loss cap stops new entries and can flatten any open position if the drawdown from the day equity peak breaches the threshold. • Exits. Stop can be either the opposite OR boundary or an ATR multiple. Take profit can be RR, range multiple, ATR multiple, or none. A time stop can close positions after a fixed number of minutes. Optional exit before RTH close closes positions a set number of minutes before the session ends. Fusion rule A trade is eligible only when all required gates are true simultaneously: • Session is ON and opening range is READY • Daily lockout is not active • Volatility gate passes if enabled • Trend gate passes for the respective direction if enabled • Trade count for the day is below the max Signal rule • Long suggestion appears when the OR is ready and price confirms above the long trigger using the selected entry mode • Short suggestion appears when the OR is ready and price confirms below the short trigger using the selected entry mode • WAIT is implied whenever any required gate is missing, which you can diagnose via the table fields • IN LONG or IN SHORT is defined by an open strategy position What you will see on the chart • Markers on suggestion bars. L for long and S for short • Reference levels. OR High, OR Low, OR Mid, and trigger lines when enabled • Optional background shading for the RTH session • Compact table in the top right with state, session status, OR stats, ATR, gate outcomes, and daily counters Table fields and quick reading guide • State. BUILD while opening range is forming, READY after it is fixed, LOCKED when daily loss cap is active • In RTH. Yes when inside the configured RTH window • OR bars. How many chart bars are used to build the OR for the chosen minutes • OR range. OR High minus OR Low • ATR. Current ATR value on the chart timeframe • Vol OK. Whether OR size in ATR units is within the min and max • TrendSlope. Higher timeframe EMA slope used by the optional trend gate • Trades. Trades taken today versus max • Day DD percent. Current drawdown from the day equity peak if the daily cap is enabled Inputs with guidance Setup • RTH Session (New York). Typical 0930 to 1600. Verify symbol exchange timezone • Enable longs, Enable shorts. Turn off a side to isolate behavior Logic • Opening range minutes. Typical 5 to 60. Larger ranges trade less and can reduce noise • Entry mode. Stop on break enters on a stop trigger. Close confirmation waits for a candle close beyond the trigger • Breakout padding (ATR fraction). Typical 0 to 0.50. Raising it demands cleaner expansion beyond the OR boundary Filters • Trend filter. Optional higher timeframe context. Use only if you want directional gating • Trend timeframe. Typical 1D for intraday. Higher values make the gate slower • Trend EMA length. Typical 50 to 200 • Volatility filter. ATR normalized OR size gate. Raises consistency across symbols • Min OR size (ATR fraction). Typical 0.5 to 1.5. Raising it avoids very small OR days • Max OR size (ATR fraction). Typical 2 to 4. Lowering it avoids already expanded opens Risk • Max trades per day. Typical 1 to 2 for ORB • Daily loss cap. When enabled, locks new entries and can flatten positions on breach • Position sizing. Fixed qty or risk percent sizing using point value where available Exits • Stop mode. Opposite OR for structure based stops, ATR for volatility scaled stops • Stop ATR multiple. Typical 1.0 to 2.0 • Take profit mode. RR, range multiple, ATR multiple, or none • RR multiple. Typical 1.5 to 4 • TP range multiple. Typical 1.0 to 3.0 • TP ATR multiple. Typical 1.0 to 4.0 • Use time stop. Closes positions after a fixed time in minutes • Exit before RTH close. Optional flattening before session end UI • Show OR levels. Plots OR boundaries and trigger lines • Shade RTH. Adds subtle session shading • Show dashboard. Table with state and gate diagnostics Usage recipes Intraday trend focus • Trend filter ON • Trend timeframe 1D • Entry mode Close confirmation • Breakout padding 0.25 • Volatility filter ON with Min OR size 1.0 and Max OR size 3.0 • Stop mode ATR with 1.5 and TP ATR multiple 2.0 Intraday mean reversion focus This script is built for breakouts. Mean reversion use is limited to selecting tighter OR minutes and stricter volatility gating to avoid noisy chop rather than inverting the logic. • Trend filter OFF • Opening range minutes 15 to 30 • Breakout padding 0.0 to 0.15 • Volatility filter ON and raise Min OR size slightly to avoid micro ranges Properties visible in this publication • Initial capital 25000 • Base currency USD • request.security uses lookahead off everywhere • Strategy only. Default order size method Quantity with value 1. Pyramiding 0. Commission cash per contract 3. Slippage 4 ticks. Process orders on close ON. Bar magnifier ON. Recalculate after order is filled OFF. Calc on every tick OFF. Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Strategies use standard candles for signals and orders. Non standard chart types are not supported for strategies • If stop and target can be hit within one bar, fills depend on TradingView engine assumptions and venue conditions Honest limitations and failure modes • News releases and thin liquidity can produce gap or spike behavior that violates OR assumptions • Gap heavy symbols may behave better with ATR based stops rather than opposite OR stops • Very quiet regimes can reduce signal contrast even if volatility gating passes. Consider longer OR minutes or tighter min OR size • Session windows use the exchange time of the chart. Verify when changing symbol or venue • If both stop and target can be hit within one bar, results depend on intrabar path assumptions. Use bar magnifier for higher fidelity when available Open source reuse and credits None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies.
Pine Script®策略
由exlux提供
Levy Momentum Strategy v10.6 - RSL Factor Exitthis strategy is supposed to run on daily charts! The RSL Strategy v10.6 is a momentum-following system that utilizes the Relative Strength Levy (RSL) indicator on a weekly timeframe to identify high-velocity trend breakouts. By comparing the current price to its 25-week Moving Average, the strategy isolates assets exhibiting strong relative momentum. Key FeaturesDynamic Entry Logic: Uses a volatility-adjusted threshold ( NYSE:SMA + Standard\ Deviation$) to ensure entries occur during periods of statistically significant strength.VIX Risk Filter: A built-in "Fear Limit" that prevents new entries when market volatility (VIX) exceeds a user-defined level (default: 22), protecting the capital during market-wide turbulence.Adjustable Exit Factor: A unique Exit Threshold Factor allows traders to fine-tune the exit sensitivity. Setting the factor below 1.0 gives the trade more "room to breathe," while a factor above 1.0 tightens the exit for faster profit-taking.Velocity Filter: Ensures momentum is accelerating by requiring a minimum rise in RSL over a 4-week lookback period before entering.Visual Monitoring: Includes an on-chart Weekly Review Table that tracks real-time RSL values against dynamic entry and exit levels.How it WorksEntry: Triggered when the Weekly RSL crosses above the dynamic threshold, provided the VIX is low and momentum velocity is positive.Exit: Triggered when the RSL drops below the adjusted "Exit Level," calculated as the dynamic threshold multiplied by your custom Factor.
Pine Script®策略
由Heiner_Flyer提供
Swing Strategy Feature Set I [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set I includes concepts beginning with the letter "I" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Ichimoku Cloud Intraday Highest High/Lowest Low Intraday Intensity Index █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0. A unit of value of 10 corresponds to a price increment of 0.1. A unit of value of 100 corresponds to a price increment of 0.01. A unit of value of 1000 corresponds to a price increment of 0.001. A unit of value of 10000 corresponds to a price increment of 0.0001. Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. █   FEATURE SET I SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com Ichimoku Cloud Filters The Tenkan above-equal/below Kijun filter is defined as an entry filter that evaluates the relative positioning of the Tenkan and Kijun values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Tenkan above-equal/below Kijun filter is set to "None". The Tenkan above-equal/below Senkou A filter is defined as an entry filter that evaluates the relative positioning of the Tenkan and Senkou A values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Tenkan above-equal/below Senkou A filter is set to "None". The Tenkan above-equal/below Senkou B filter is defined as an entry filter that evaluates the relative positioning of the Tenkan and Senkou B values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Tenkan above-equal/below Senkou B filter is set to "None". The Tenkan above-equal/below Chikou filter is defined as an entry filter that evaluates the relative positioning of the Tenkan and Chikou values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Tenkan above-equal/below Chikou filter is set to "None". The Kijun above-equal/below Senkou A filter is defined as an entry filter that evaluates the relative positioning of the Kijun and Senkou A values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Kijun above-equal/below Senkou A filter is set to "None". The Kijun above-equal/below Senkou B filter is defined as an entry filter that evaluates the relative positioning of the Kijun and Senkou B values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Kijun above-equal/below Senkou B filter is set to "None". The Kijun above-equal/below Chikou filter is defined as an entry filter that evaluates the relative positioning of the Kijun and Chikou values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Kijun above-equal/below Chikou filter is set to "None". The Senkou A above-equal/below Senkou B filter is defined as an entry filter that evaluates the relative positioning of the Senkou A and Senkou B values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Senkou A above-equal/below Senkou B filter is set to "None". The Senkou A above-equal/below Chikou filter is defined as an entry filter that evaluates the relative positioning of the Senkou A and Chikou values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Senkou A above-equal/below Chikou filter is set to "None". The Senkou B above-equal/below Chikou filter is defined as an entry filter that evaluates the relative positioning of the Senkou B and Chikou values and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the Senkou B above-equal/below Chikou filter is set to "None". The Tenkan and Kijun bandwidth increasing/decreasing filter is defined as an entry filter that evaluates whether the distance between the Tenkan and Kijun values is expanding or contracting over a configurable lookback period. The default mode for the Tenkan and Kijun bandwidth increasing/decreasing filter is set to "None". The default Tenkan and Kijun bandwidth increasing/decreasing lookback is set to 3. The Senkou A and B bandwidth increasing/decreasing filter is defined as an entry filter that evaluates whether the distance between the Senkou A and B values is expanding or contracting over a configurable lookback period. The default mode for the Senkou A and B bandwidth increasing/decreasing filter is set to "None". The default Senkou A and B bandwidth increasing/decreasing lookback is set to 3. Users can apply up to five independent close above-equal/below filters (see generic filters section above), one for each Ichimoku Cloud value. The default mode for all five Ichimoku Cloud close above-equal/below filters is set to "None". The Ichimoku Cloud rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined Ichimoku Cloud value is rejected exclusive of the other Ichimoku Cloud values. The default mode for the Ichimoku Cloud rejection filter is set to "None". Users can apply the Ichimoku Cloud filters and adjust filter parameters via strategy Settings/Inputs/ICHIMOKU CLOUD FILTERS. Intraday Highest High/Lowest Low (IHHLL) Filter The IHHLL filter is defined as an entry filter that validates trade signals based on whether or not the most recent peak or trough prices coincide with the current trading day’s intraday extremes. At the start of each new trading day, the filter identifies the first bar of the session and continuously tracks the highest high and lowest low formed since the start of the relevant symbol’s daily candle open time. These values update dynamically as new candles form throughout the session and reset automatically at the start of each new trading day. "IHH" will return true if the most recent peak set, or is equal to, the intraday highest high. "Not IHH" will return true if the most recent peak was below the intraday highest high. "ILL" will return true if the most recent trough set, or is equal to, the intraday lowest low. "Not ILL" will return true if the most recent trough was above the intraday lowest low. The default mode for the IHHLL filter is set to "None". Users can apply the IHHLL filter via strategy Settings/Inputs/INTRADAY HIGHEST HIGH/LOWEST LOW (IHHLL) FILTER. Intraday Intensity Index (III) Filters As there is no built-in indicator for the III value used in this script, users can build their own III indicator in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator("Intraday Intensity Index", overlay = false) import TradingView/ta/12 as ta iii = ta.iii * 1000 plot(iii) For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com The III above-equal/below zero filter is defined as an entry filter that evaluates the III value relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. The default mode for the III above-equal/below zero filter is set to "None". The III minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The III trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the III filters and adjust filter parameters via strategy Settings/Inputs/INTRADAY INTENSITY INDEX (III) FILTERS. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
Pine Script®策略
由theEccentricTrader提供
BMM Auto ProBMM AUTO PRO — multi‑TF gated signal system with adjustable ATR Length and Factor. Optionally require multi‑TF majority with configurable Min bullish TFs / Min bearish TFs; when enabled the script only issues BMM BUY or BMM SELL if the TF table agrees — neutral = no signal. Visuals: compact BMM BUY / BMM SELL badges and a TF trend table (top‑right). Alerts use: LicenseID,BUY/SELL,TICKER,risk=X. Pyramiding = 10. Backtest assumptions: 10,000 initial capital, unit sizing, no commissions/slippage. Not financial advice.
Pine Script®策略
由Mwabu_Fx_Sniper提供