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Williams Fractal Trailing StopsUnlike the built-in version, you can configure how many bars it takes to confirm a fractal. This indicator plots all Williams high and low fractals, and a stop line that trails the fractals up and down. Includes long and short stop alerts. You can choose whether the trail flips long-short based on the price being exceeded within a candle or on candle close. This indicator deals only with fractals and doesn't get into the Alligator or anything else. I've commented it extensively, so that it might be useful for people learning Pinescript. Enjoy!
Pine Script®指標
由SimpleCryptoLife提供
57
Why is it ok to backtest on TradingView from now on!TradingView backtester has bad reputation. For a good reason - it was producing wrong results, and it was clear at first sight how bad they were. But this has changed. Along with many other improvements in its PineScript coding capabilities, TradingView fixed important bug, which was the main reason for miscalculations. TradingView didn't really speak out about this fix, so let me try :) Have a look at this short code of a swing trading strategy (PLEASE DON'T FOCUS ON BACKTEST RESULTS ATTACHED HERE - THEY DO NOT MATTER). Sometimes entry condition happens together with closing condition for the already ongoing trade. Example: the condition to close Long entry is the same as a condition to enter Short. And when these two aligned, not only a Long was closed and Short was entered (as intended), but also a second Short was entered, too!!! What's even worse, that second short was not controlled with closing conditions inside strategy.exit() function and it very often lead to losses exceeding whatever was declared in "loss=" parameter. This could not have worked well... But HOORAY!!! - it has been fixed and won't happen anymore. So together with other improvements - TradingView's backtester and PineScript is now ok to work with on standard candlesticks :) Yep, no need to code strategies and backtest them on other platforms anymore. ---------------- Having said the above, there are still some pitfalls remaining, which you need to be aware of and avoid: Don't backtest on HeikenAshi, Renko, Kagi candlesticks. They were not invented with backtesting in mind. There are still using wrong price levels for entries and therefore producing always too good backtesting results. Only standard candlesticks are reliable to backtest on. Don't use Trailing Stop in your code. TradingView operates only on closed candlesticks, not on tick data and because of that, backtester will always assume price has first reached its favourable extreme (so 'high' when you are in Long trade and 'low' when you are in Short trade) before it starts to pull back. Which is rarely the truth in reality. Therefore strategies using Trailing Stop are also producing too good backtesting results. It is especially well visible on higher timeframe strategies - for some reason your strategy manages to make gains on those huge, fat candlesticks :) But that's not reality. "when=" inside strategy.exit() does not work as you would intuitively expect. If you want to have logical condition to close your trade (for example - crossover(rsi(close,14),20)) you need to place it inside strategy.close() function. And leave StopLoss + TakeProfit conditions inside strategy.exit() function. Just as in attached code. If you're working with pyramiding, add "process_orders_on_close=ANY" to your strategy() script header. Default setting ("=FIFO") will first close the trade, which was opened first, not the one which was hit by Stop-Loss condidtion. ---------------- That's it, I guess :) If you are noticing other issues with backtester and would like to share, let everyone know in comments. If the issue is indeed a bug, there is a chance TradingView dev team will hear your voice and take it into account when working on other improvements. Just like they heard about the bug I described above. P.S. I know for a fact that more improvements in the backtesting area are coming. Some will change the game even for non-coding traders. If you want to be notified quickly and with my comment - gimme "follow".
Pine Script®策略
由Peter_O提供
27
BEST Trailing Take Profit StrategyHello traders Hope you enjoyed your weekend on my behalf. Was staying home working ... ^^ This is my first strategy educational post I'm doing ever While I'm generally against posting strategies because it's very easy to fake performance numbers... I cannot prevent myself from sharing a few cool strategy snippets anyway. So from now on, I'll be sharing a few strategies also - generally not to showcase performance but only to show what pinescript can do. As once again strategy performance can be faked is so many ways... :) What's on the menu? We all know what a trailing-stop is. right? right? Ok... sharing the definition here :) A trailing stop is designed to protect gains by enabling a trade to remain open and continue to profit as long as the price is moving in the investor's favor. The order closes the trade if the price changes direction by a specified percentage or dollar amount. But...do you know what a trailing profit is? Short definition : Well the same but with your profit limit order. Long definition : A trailing profit is designed to increase your gains by enabling a trade to remain open and continue to profit as long as the price is moving in the investor's favor. The order closes the trade if the price hits the trailing profit level specified percentage or dollar amount. Some trading strategies used both a trailing stop AND trailing profit. Not making any recommendation here - only sharing what's possible in the realm of trading and pinescripting Trigger me I'm famous I developed many trading strategies in my career and often I've been asked to trigger a trailing-stop or trailing-profit once a certain % move has been made. I integrated here a Take Profit trigger - once hit, it will activate the trailing profit On the screenshot below, the TP trigger is plotted in orange. Once the price goes past that level for the first time, I'll start trailing the profit level. In other words, when we see a price makes an interesting move in percentage value - we decide to offset the profit as we concluded that once it reached such distance - then it leads often to more profit Of course, using only a trailing profit without stop/trailing-stop/invalidation isn't smart and the surest way to kiss goodbye a trading capital and trading and your good mood See you tomorrow for another strategy snippet All the BEST Dave
Pine Script®策略
由Daveatt提供
21
ATR + Trailing StopsSimple visualisation of Average True Range in Pinescript V4. The script has two modes: Running and Trailing. In Running mode, it continuously displays the ATR above and below the price. Specifically, it displays the High and Low price plus and minus the ATR times a user-supplied multiplier. This can be helpful for visualising volatility. In Trailing mode, it displays the same ATR line, except the line trails until price crosses it. When price crosses it, it flips from long to short or vice-versa. You could use trailing ATR as a stop loss. Adjust the multiplier and lookback period for your asset and preference.
Pine Script®指標
由SimpleCryptoLife提供
46
Parabolic SARThis is a redesign of the built-in Parabolic SAR indicator. I added a proper input system, an option to highlight initial points for both lines and an option to choose points width. So, customize it as you want. Parabolic SAR was originally developed by J. Welles Wilder and described in his book "New Concepts in Technical Trading Systems" (1978). It is a trend-following indicator that can be used as a trailing stop loss. To know which settings for PSAR are the most profitable on your instrument and timeframe you can use this tool Profitable Parabolic SAR
Pine Script®指標
由everget提供
83
Repulsion Moving Average - Least Crosses MAA Moving Average With Less Whipsaws Signals The cross of the price with a moving average is one of the easiest strategy in technical analysis and could have worked if market price wasn't so noisy (In general periods of 1 to 20 produces the most whipsaws) . So it is possible to create a moving average who can manage to escape those noisy periods and produce 0 whipsaws ? This question was asked by one of my work colleagues and i responded : "well... almost 0". The Motion Of A Moving Average Moving Average estimate the Trend and will always have phase shift, they will still follow the price and cross it during high volatility or low volatility periods, and when a moving average cross the price during a low volatility period you can expect lot of crosses. In order to fix this behaviour a simple calculation exist : FixMa = LongPeriodMA + MediumPeriodMA - ShortPeriodMA We can see things in that way, the medium term MA is high pass filtered (subtracted) with a short term MA and the result is summed to a long term MA. We give more reactivity to our long term MA and thus creating some kind of repulsion motion with the price. Of course this can sometimes make the filter kinda zero-lag to some price periods (when the long term MA is near the price) . Comparison In red a simple moving average of period 100 and in blue our repulsion moving average : In the image the short term moving average period is 100, since the long term period of the moving average is equal to short term x 3 you could be interested to look at the comparison of our moving average with the actual long term moving average : Less crosses, i think you can see it. Something to notice is that its always a tradeoff between Signal Speed and Signal Numbers , a classic moving average create faster signals but also a high numbers of them, a classic trailing stop create less signals but slowest ones, our moving average is some kind of average between those indicators. Improvement Methods - Choice of The Filter/More Terms A bad behaviour of our filter can be fixed by using filters who tend to create less crosses with the price or by developing the formula of our filter by adding more terms as follow : fixma = ma(Price,a) + ma(Price,b) + ma(Price,c) - ma(Price,d) - ma(Price,e) where a > b > c > d > e . The number of subtractive terms is equal to the number of summing terms - 1. Way To Use This indicator can be used like any moving average with cross strategy. Can also be used as a trailing stop. No tests have been made proving that this indicator provide support and resistance levels, such signals come from more centered indicators. Hope you enjoy For any questions/demands feel free to pm me, i would be happy to help you :)
Pine Script®指標
由alexgrover提供
5
Strategy CCTBBO v2 | FadiorSecond version of the CCTBBO strategy. CCTBBO is a price oscillator that fluctuate between -200 and 200 according to price volatility. Value 0 represent mean price - 2 * StdDev and value 100 represent mean price + 2 * StdDev. Signal is generated when oscillator cross over / under it's EMA. Position is closed with trailing stop. Source of the indicator is the highs of the last n bars. Tips if you want to trade with it : - use small EMA period to increase number of signals and fasten detection of price reversal. - If there is too much signals you can try increase EMA or filter noise by playing with the margin. The margin is the minimum value between the oscillator and it's moving average to consider a signal valid. - define your trailing stop by percentage of the price or by ticks. Default value 0.013 equal 1.3% of the Bitcoin price which is approximatly $5. - make sure you correctly set the number of digits of your current security
Pine Script®策略
由Fadior提供
6
therebel Magic SystemSimple programming exercise of the system described by /u/therebel. Signals MACD crossover on price above and below EMA 200 (blue for longs, red for shorts). You should wait for the candle to close before considering the signal. And always check the fundamentals. Risk less than 2% per trade, allow winners to run using a trailing stop. When the market has proved you wrong exit with out any hesitation. This is key. Might be useful for someone, but don't take it too seriously. If I might add something, I think a good trailing stop can be the previous candle wick.
Pine Script®指標
由Johnman提供
3
Volatility StopThe Volatility Stop Indicator is able to define the current trend. When a downward trend is determined a red line above the prices bars is plotted; when an upward trend is determined a green line below the prices bars is plotted. These lines are generally used as trailing stops. The Volatility Stop Indicator is more used as an exit tool than an entry tool. When the price crosses the VStop value, the trend reverses and VStop moves to the other side of price. We'd like to present you VStop indicator written in Pine Script. Please notice new Pine Script features used in this indicator: variables max_, min_, is_uptrend, vstop. We may refer to previous values of the indicator in the source code (e.g. vstop , is a vstop value on the previous bar) before the actual vstop variable definition. Enjoy and leave your comments!
Pine Script®指標
由admin提供
19
VKM-RangeTrap-Indicator v1.1VKM-RangeTrap-Indicator v1.1 (AUDCAD M5) Indicator Name: VKM-RangeTrap-Indicator v1.1 Recommended Timeframe: M5 Example Pair: AUDCAD Method: VWAP-based range-reversal trading 🧭 Strategy Concept AUDCAD is known for its narrow daily range and frequent sideways movements, especially during the Asian and early European sessions. The VKM-RangeTrap strategy takes advantage of this characteristic by using VWAP (Volume Weighted Average Price) and its standard-deviation envelopes (Sigma) to detect temporary overbought and oversold zones. When the price touches or breaks below the lower VWAP-Sigma band, it indicates a temporary oversold area → BUY signal. When the price touches or breaks above the upper VWAP-Sigma band, it shows temporary overbought conditions → SELL signal. A CCI(20) filter can be used to confirm momentum reversal (signals trigger only when CCI crosses the zero line). ⚙️ Basic Configuration Range Method: VWAP Sigma (Standard Deviation): 5 Sigma Length: 20 Confirmation Filter: CCI(20) Signals: Green arrow (BUY) and red arrow (SELL) plotted directly on the chart 💡 Suggested Trading Approach Timeframe: M5 (M3 if you want denser signals) Entry Rules: BUY when a green arrow appears near the VWAP-Lower support zone. SELL when a red arrow appears near the VWAP-Upper resistance zone. Take Profit: Use R:R ≈ 1:1.5 or an ATR-based trailing stop. Stop Loss: Beyond the corresponding VWAP boundary or 10–20 pips away depending on volatility. Best Conditions: Ranging or balanced markets (Asian session or early London). 📈 Performance on AUDCAD M5 AUDCAD typically moves in a stable 20–40-pip range, making it ideal for VWAP range-based trading. The indicator performs best in sideways or mild pullback phases within larger trends. With the CCI filter enabled, false signals are greatly reduced, resulting in steady scalping opportunities. Suitable for day traders and scalpers aiming to profit from frequent VWAP reversals throughout the day. ⚠️ Notes This is a range-reversal indicator, not a trend-following system. Avoid trading during high-volatility news releases when VWAP bands expand sharply. Can be combined with momentum indicators (ADX, WaveTrend, etc.) for stronger confirmation.
Pine Script®指標
由PhamTam_04提供
MTF EMA Trading SystemHere's a comprehensive description and usage guide for publishing your MTF EMA Trading System indicator on TradingView: MTF EMA Trading System - Pro Edition 📊 Indicator Overview The MTF EMA Trading System is an advanced multi-timeframe exponential moving average indicator designed for traders seeking high-probability setups with multiple confirmations. Unlike simple EMA crossover systems, this indicator combines trend alignment, momentum, volume analysis, and previous day confluence to generate reliable long and short signals with optimal risk-reward ratios. ✨ Key Features 1. Multi-Timeframe EMA Analysis Configure 5 independent EMAs (default: 9, 21, 50, 100, 200) Each EMA can pull data from ANY timeframe (5m, 15m, 1H, 4H, 1D, etc.) Color-coded lines with customizable widths End-of-line labels showing EMA period and timeframe (e.g., "EMA200 ") Perfect for analyzing higher timeframe trends on lower timeframe charts 2. Advanced Signal Generation (Beyond Simple Crosses) The system requires MULTIPLE confirmations before generating a signal: LONG Signals Require: ✅ Price action trigger (EMA cross, bounce from key EMA, or pullback setup) ✅ Bullish EMA alignment (EMAs in proper ascending order) ✅ Volume spike confirmation (configurable threshold) ✅ RSI momentum confirmation (bullish but not overbought) ✅ Sufficient EMA separation (avoids choppy/whipsaw conditions) ✅ Price above previous day's low (confluence with support) SHORT Signals Require: ✅ Price action trigger (EMA cross, rejection from key EMA, or pullback setup) ✅ Bearish EMA alignment (EMAs in proper descending order) ✅ Volume spike confirmation ✅ RSI momentum confirmation (bearish but not oversold) ✅ Sufficient EMA separation ✅ Price below previous day's high (confluence with resistance) 3. Real-Time Dashboard Displays critical market conditions at a glance: Overall trend direction (Bullish/Bearish/Neutral) Price position relative to all EMAs Volume status (spike or normal) RSI momentum reading EMA confluence strength EMA separation quality Current ATR value Previous day high/low levels Current signal status (LONG/SHORT/WAIT) Risk-reward ratio 4. Clean Visual Design Large, clear trade signal markers (green triangles for LONG, red triangles for SHORT) No chart clutter - only essential information displayed Customizable signal sizes Professional color-coded dashboard 5. Built-In Risk Management ATR-based calculations for stop loss placement 1:2 risk-reward ratio by default All levels displayed in dashboard for easy reference 🎯 How to Use This Indicator Step 1: Initial Setup Add the indicator to your TradingView chart Configure your preferred timeframes for each EMA: EMA 9: Leave blank (uses chart timeframe) - Fast reaction to price EMA 21: Leave blank or set to 15m - Key pivot level EMA 50: Set to 1H - Intermediate trend EMA 100: Set to 4H - Major trend filter EMA 200: Set to 1D - Overall market bias Adjust signal settings based on your trading style: Conservative: Keep all confirmations enabled Aggressive: Disable volume or momentum requirements Scalping: Reduce min EMA separation to 0.2-0.3% Step 2: Reading the Dashboard Before taking any trade, check the dashboard: Trend: Only take LONG signals in bullish trends, SHORT signals in bearish trends Position: Confirm price is on the correct side of EMAs Volume: Green spike = strong confirmation RSI: Avoid extremes (>70 or <30) Confluence: "Strong" = high probability setup Separation: "Good" = trending market, avoid "Low" separation Step 3: Trade Entry For LONG Trades: Wait for green triangle to appear below price Verify dashboard shows: Bullish or Neutral trend Volume spike (preferred) RSI between 50-70 Good separation Enter at market or on next bar Set stop loss at: Entry - (ATR × 2) Set target at: Entry + (ATR × 4) For SHORT Trades: Wait for red triangle to appear above price Verify dashboard shows: Bearish or Neutral trend Volume spike (preferred) RSI between 30-50 Good separation Enter at market or on next bar Set stop loss at: Entry + (ATR × 2) Set target at: Entry - (ATR × 4) Step 4: Trade Management Use the ATR values from dashboard for position sizing Trail stops using the fastest EMA (EMA 9) as price moves in your favor Exit partial position at 1:1 risk-reward, let remainder run to target Exit immediately if dashboard trend changes against your position 💡 Best Practices Timeframe Recommendations: Scalping: 1m-5m chart with 5m, 15m, 1H, 4H, 1D EMAs Day Trading: 5m-15m chart with 15m, 1H, 4H, 1D EMAs Swing Trading: 1H-4H chart with 4H, 1D, 1W EMAs Position Trading: 1D chart with 1D, 1W, 1M EMAs Market Conditions: Best in: Trending markets with clear direction Avoid: Tight consolidation, low volume periods, major news events Filter trades: Only take signals aligned with higher timeframe trend Risk Management: Never risk more than 1-2% per trade Use ATR from dashboard to calculate position size Respect the stop loss levels Don't force trades when dashboard shows weak conditions ⚙️ Customization Options EMA Settings (for each of 5 EMAs): Length (period) Timeframe (multi-timeframe capability) Color Line width Show/hide toggle Signal Settings: Volume confirmation (on/off) Volume spike threshold (1.0-3.0x) Momentum confirmation (on/off) RSI overbought/oversold levels Minimum EMA separation percentage ATR period and stop multiplier Display Settings: Show/hide EMA labels Show/hide trade signals Signal marker size (tiny/small/normal/large) Show/hide dashboard 🔔 Alert Setup The indicator includes 4 alert conditions: LONG Signal - Fires when all long confirmations are met SHORT Signal - Fires when all short confirmations are met Bullish Setup - Early warning when trend aligns bullish with volume Bearish Setup - Early warning when trend aligns bearish with volume To set up alerts: Right-click on chart → Add Alert Select "MTF EMA Trading System" Choose your desired alert condition Configure notification method (popup, email, SMS, webhook) 📈 Performance Tips Increase Win Rate: Only trade in direction of higher timeframe trend Wait for volume spike confirmation Avoid trades during first 30 minutes and last 15 minutes of session Skip trades when separation is "Low" Reduce False Signals: Increase minimum EMA separation to 0.7-1.0% Enable all confirmation requirements Only trade when confluence shows "Strong" Combine with support/resistance levels Optimize for Your Market: Stocks: Use 9, 21, 50, 100, 200 EMAs Forex: Consider 8, 13, 21, 55, 89 EMAs (Fibonacci) Crypto: May need wider ATR multiplier (2.5-3.0x) for volatility ⚠️ Important Notes This indicator is designed to reduce false signals by requiring multiple confirmations No indicator is 100% accurate - always use proper risk management Backtesting recommended before live trading Market conditions change - adjust settings as needed Works best in liquid markets with clear price action 🎓 Conclusion The MTF EMA Trading System transforms simple moving average analysis into a sophisticated, multi-confirmation trading strategy. By combining trend alignment, momentum, volume, and confluence, it helps traders identify high-probability setups while filtering out noise and false signals. The clean interface and comprehensive dashboard make it suitable for both beginners and experienced traders across all markets and timeframes.
Pine Script®指標
由karanKM提供
🚀 DocBrown PRO Edition V14++(Institutional Level - Open Source - 1 month Development - Live Testing) 🚀 DocBrown PRO Edition V14++ Author: Jesús Nicolás Astorga Telegram: @jesus_nicolas_astorga Origin: Junín – Mendoza – Argentina DocBrown PRO Edition V14++ is an institutional-level, adaptive trend-following strategy designed for precision and stability across crypto, forex, and index markets. It was developed with a scientific and systematic approach, merging volatility modeling, risk control, and market structure detection into one unified algorithm. The result is a robust system capable of adapting to any market condition while maintaining discipline and safety. This version represents the evolution of the SuperTrader Pro framework, built to detect strong directional moves, avoid range traps, and manage trades with intelligent automation. It is optimized for high-quality entries, precise exits, and adaptive protection that minimizes drawdowns while allowing full trend exploitation. The strategy integrates several cooperative subsystems that work together in real time: Adaptive Regime Filter: Detects trending versus ranging conditions using ADX, Bollinger Band Width, and EMA slope normalized by ATR. Dynamic Support and Resistance System: Identifies real-time S/R levels and automatically adjusts take-profit targets or triggers trailing after confirmed breakouts. Derivative Anti-Loss Engine: Calculates multi-level price derivatives to identify adverse momentum and micro-reversals before they expand. Volatility Adaptive Trailing Stop (VATS): A fully automatic volatility-based stop-loss that reacts dynamically to expansion and contraction phases. ATR Dynamic Stop System: A classic trailing ATR layer, giving additional flexibility and control for long-term trade management. Counter-Trend Logic: Detects exhaustion phases and closes positions when the trend shows weakening momentum, using derivative and volatility confirmation. Drawdown Rescue Mechanism: Follows retracement bounces inside losing trades, exiting only when recovery strength is lost. Bracket Protection System: Provides exchange-level safety by placing hard stop and limit orders to prevent liquidation events. Technically, the strategy uses multiple EMA packs (5/13/21, 8/21/50, or 13/34/89), derivative and hysteresis control with ATR gating, dual stop systems (VATS + ATR), and a dynamic S/R-based take profit model. It includes anti-range logic that filters out weak ADX zones, breakeven-plus logic to secure early profits, consecutive-bar and volume-spike exits, and a real-time information panel showing metrics such as net profit, win rate, MFE, and derivative signal strength. It also includes multiple alert conditions for entries, exits, and stop-loss events. Philosophically, DocBrown PRO Edition was designed with institutional discipline but remains accessible to all traders. Every mechanism was engineered to protect capital and maximize opportunity. It adapts to volatility, avoids noise, and seeks clean, directional movement. When markets sleep, it stands aside. When they awaken, it rides the wave with precision. Recommended use: Markets: Crypto Futures, Spot, Indices, or Forex Timeframes: 5m to 1h (optimized for 10m) Leverage: Up to 5x tested. Higher leverage requires tight safety brackets. Risk Model: Approximately 1 USDT risk per trade (≈75 USDT notional at 5x isolated margin) This system is the result of extensive testing, iteration, and refinement. It embodies a clear philosophy: control risk first, then capture trend momentum efficiently. Every variable, condition, and exit trigger has been tuned to serve this principle. If this strategy helps you in your trading journey — whether by improving your discipline, understanding market structure, or enhancing your performance — I invite you to follow my work and give this strategy a Boost on TradingView. Your support encourages further open research and helps develop even more advanced versions for the community. — Jesús Nicolás Astorga SuperTrader Pro Lab – Junín, Mendoza, Argentina
Pine Script®策略
由neurodoc提供
ATR x Trend x Volume SignalsATR x Trend x Volume Signals is a multi-factor indicator that combines volatility, trend, and volume analysis into one adaptive framework. It is designed for traders who use technical confluence and prefer clear, rule-based setups. 🎯 Purpose This tool identifies high-probability market moments when volatility structure (ATR), momentum direction (CCI-based trend logic), and volume expansion all align. It helps filter out noise and focus on clean, actionable trade conditions. ⚙️ Structure The indicator consists of three main analytical layers: 1️⃣ ATR Trailing Stop – calculates two adaptive ATR lines (fast and slow) that define volatility context, trend bias, and potential reversal points. 2️⃣ Trend Indicator (CCI + ATR) – uses a CCI-based logic combined with ATR smoothing to determine the dominant trend direction and reduce false flips. 3️⃣ Volume Analysis – evaluates volume deviations from their historical average using standard deviation. Bars are highlighted as medium, high, or extra-high volume depending on intensity. 💡 Signal Logic A Buy Signal (green) appears when all of the following are true: • The ATR (slow) line is green. • The Trend Indicator is blue. • A bullish candle closes above both the ATR (slow) and the Trend Indicator. • The candle shows medium, high, or extra-high volume. A Sell Signal (red) appears when: • The ATR (slow) line is red. • The Trend Indicator is red. • A bearish candle closes below both the ATR (slow) and the Trend Indicator. • The candle shows medium, high, or extra-high volume. Only one signal can appear per ATR trend phase. A new signal is generated only after the ATR direction changes. ❌ Exit Logic Exit markers are shown when price crosses the slow ATR line. This behavior simulates a trailing stop exit. The exit is triggered one bar after entry to prevent same-bar exits. ⏰ Session Filter Signals are generated only between the user-defined session start and end times (default: 14:00–18:00 chart time). This allows the trader to limit signal generation to active trading hours. 💬 Practical Use It is recommended to trade with a fixed risk-reward ratio such as 1 : 1.5. Stop-loss placement should be beyond the slow ATR line and adjusted gradually as the trade develops. For better confirmation, the Trend Indicator timeframe should be higher than the chart timeframe (for example: trading on 1 min → set Trend Indicator timeframe to 15 min; trading on 5 min → set to 1 hour). 🧠 Main Features • Dual ATR volatility structure (fast and slow) • CCI-based trend direction filtering • Volume deviation heatmap logic • Time-restricted signal generation • Dynamic trailing-stop exit system • Non-repainting logic • Fully optimized for Pine Script v6 📊 Usage Tip Best results are achieved when combining this indicator with additional technical context such as support-resistance, higher-timeframe confirmation, or market structure analysis. 📈 Credits Inspired by: • ATR Trailing Stop by Ceyhun • Trend Magic by Kivanc Ozbilgic • Heatmap Volume by xdecow
Pine Script®指標
由shevtsov360提供
TrendShield Pro | DinkanWorldSmart Trailing Trend System Powered by EMA + ATR TrendShield Pro is a powerful trend detection and trailing stop indicator designed for traders who rely on pure price movement and volatility tracking. It dynamically adapts to market conditions using a combination of EMA (Exponential Moving Average) and ATR (Average True Range) to identify the active trend and place a visual trailing stop line. 🔍 How It Works TrendShield Pro combines trend direction and volatility to create a self-adjusting trailing system: EMA (Exponential Moving Average): Smooths price fluctuations and identifies the overall market bias. ATR (Average True Range): Measures volatility to determine how far the trailing stop should follow the trend. Dynamic Bands: Two invisible thresholds are formed — up and down — around the EMA using the ATR and your chosen Factor value. Trailing Logic: When the EMA is rising, the Trailing Stop (TUp) locks in higher lows. When the EMA is falling, the Trailing Stop (TDown) locks in lower highs. The indicator switches trend automatically based on price crossing these trailing levels. 🧭 Visuals & Features Green Trailing Line (Demand Trend): Indicates an active bullish trend. Red Trailing Line (Supply Trend): Indicates an active bearish trend. Arrow Signals: 🟢 Up Arrow → Bullish Trend Reversal 🔴 Down Arrow → Bearish Trend Reversal Diamond Markers: Show points where the trailing line shifts, marking dynamic volatility changes. ⚙️ Inputs Input Description EMA Period Length of the Exponential Moving Average ATR Period Period used for Average True Range calculation Factor Multiplier for ATR-based volatility expansion
Pine Script®指標
由DinkanWorld提供
Kalman Filter [DCAUT]█ Kalman Filter 📊 ORIGINALITY & INNOVATION The Kalman Filter represents an important adaptation of aerospace signal processing technology to financial market analysis. Originally developed by Rudolf E. Kalman in 1960 for navigation and guidance systems, this implementation brings the algorithm's noise reduction capabilities to price trend analysis. This implementation addresses a common challenge in technical analysis: the trade-off between smoothness and responsiveness. Traditional moving averages must choose between being smooth (with increased lag) or responsive (with increased noise). The Kalman Filter improves upon this limitation through its recursive estimation approach, which continuously balances historical trend information with current price data based on configurable noise parameters. The key advancement lies in the algorithm's adaptive weighting mechanism. Rather than applying fixed weights to historical data like conventional moving averages, the Kalman Filter dynamically adjusts its trust between the predicted trend and observed prices. This allows it to provide smoother signals during stable periods while maintaining responsiveness during genuine trend changes, helping to reduce whipsaws in ranging markets while not missing significant price movements. 📐 MATHEMATICAL FOUNDATION The Kalman Filter operates through a two-phase recursive process: Prediction Phase: The algorithm first predicts the next state based on the previous estimate: State Prediction: Estimates the next value based on current trend Error Covariance Prediction: Calculates uncertainty in the prediction Update Phase: Then updates the prediction based on new price observations: Kalman Gain Calculation: Determines the weight given to new measurements State Update: Combines prediction with observation based on calculated gain Error Covariance Update: Adjusts uncertainty estimate for next iteration Core Parameters: Process Noise (Q): Represents uncertainty in the trend model itself. Higher values indicate the trend can change more rapidly, making the filter more responsive to price changes. Measurement Noise (R): Represents uncertainty in price observations. Higher values indicate less trust in individual price points, resulting in smoother output. Kalman Gain Formula: The Kalman Gain determines how much weight to give new observations versus predictions: K = P(k|k-1) / (P(k|k-1) + R) Where: K is the Kalman Gain (0 to 1) P(k|k-1) is the predicted error covariance R is the measurement noise parameter When K approaches 1, the filter trusts new measurements more (responsive). When K approaches 0, the filter trusts its prediction more (smooth). This dynamic adjustment mechanism allows the filter to adapt to changing market conditions automatically, providing an advantage over fixed-weight moving averages. 📊 COMPREHENSIVE SIGNAL ANALYSIS Visual Trend Indication: The Kalman Filter line provides color-coded trend information: Green Line: Indicates the filter value is rising, suggesting upward price momentum Red Line: Indicates the filter value is falling, suggesting downward price momentum Gray Line: Indicates sideways movement with no clear directional bias Crossover Signals: Price-filter crossovers generate trading signals: Golden Cross: Price crosses above the Kalman Filter line, suggests potential bullish momentum development, may indicate a favorable environment for long positions, filter will naturally turn green as it adapts to price moving higher Death Cross: Price crosses below the Kalman Filter line, suggests potential bearish momentum development, may indicate consideration for position reduction or shorts, filter will naturally turn red as it adapts to price moving lower Trend Confirmation: The filter serves as a dynamic trend baseline: Price Consistently Above Filter: Confirms established uptrend Price Consistently Below Filter: Confirms established downtrend Frequent Crossovers: Suggests ranging or choppy market conditions Signal Reliability Factors: Signal quality varies based on market conditions: Higher reliability in trending markets with sustained directional moves Lower reliability in choppy, range-bound conditions with frequent reversals Parameter adjustment can help adapt to different market volatility levels 🎯 STRATEGIC APPLICATIONS Trend Following Strategy: Use the Kalman Filter as a dynamic trend baseline: Enter long positions when price crosses above the filter Enter short positions when price crosses below the filter Exit when price crosses back through the filter in the opposite direction Monitor filter slope (color) for trend strength confirmation Dynamic Support/Resistance: The filter can act as a moving support or resistance level: In uptrends: Filter often provides dynamic support for pullbacks In downtrends: Filter often provides dynamic resistance for bounces Price rejections from the filter can offer entry opportunities in trend direction Filter breaches may signal potential trend reversals Multi-Timeframe Analysis: Combine Kalman Filters across different timeframes: Higher timeframe filter identifies primary trend direction Lower timeframe filter provides precise entry and exit timing Trade only in direction of higher timeframe trend for better probability Use lower timeframe crossovers for position entry/exit within major trend Volatility-Adjusted Configuration: Adapt parameters to match market conditions: Low Volatility Markets (Forex majors, stable stocks): Use lower process noise for stability, use lower measurement noise for sensitivity Medium Volatility Markets (Most equities): Process noise default (0.05) provides balanced performance, measurement noise default (1.0) for general-purpose filtering High Volatility Markets (Cryptocurrencies, volatile stocks): Use higher process noise for responsiveness, use higher measurement noise for noise reduction Risk Management Integration: Use filter as a trailing stop-loss level in trending markets Tighten stops when price moves significantly away from filter (overextension) Wider stops in early trend formation when filter is just establishing direction Consider position sizing based on distance between price and filter 📋 DETAILED PARAMETER CONFIGURATION Source Selection: Determines which price data feeds the algorithm: OHLC4 (default): Uses average of open, high, low, close for balanced representation Close: Focuses purely on closing prices for end-of-period analysis HL2: Uses midpoint of high and low for range-based analysis HLC3: Typical price, gives more weight to closing price HLCC4: Weighted close price, emphasizes closing values Process Noise (Q) - Adaptation Speed Control: This parameter controls how quickly the filter adapts to changes: Technical Meaning: Represents uncertainty in the underlying trend model Higher values allow the estimated trend to change more rapidly Lower values assume the trend is more stable and slow-changing Practical Impact: Lower Values: Produces very smooth output with minimal noise, slower to respond to genuine trend changes, best for long-term trend identification, reduces false signals in choppy markets Medium Values: Balanced responsiveness and smoothness, suitable for swing trading applications, default (0.05) works well for most markets Higher Values: More responsive to price changes, may produce more false signals in ranging markets, better for short-term trading and day trading, captures trend changes earlier, adjust freely based on market characteristics Measurement Noise (R) - Smoothing Control: This parameter controls how much the filter trusts individual price observations: Technical Meaning: Represents uncertainty in price measurements Higher values indicate less trust in individual price points Lower values make each price observation more influential Practical Impact: Lower Values: More reactive to each price change, less smoothing with more noise in output, may produce choppy signals Medium Values: Balanced smoothing and responsiveness, default (1.0) provides general-purpose filtering Higher Values: Heavy smoothing for very noisy markets, reduces whipsaws significantly but increases lag in trend change detection, best for cryptocurrency and highly volatile assets, can use larger values for extreme smoothing Parameter Interaction: The ratio between Process Noise and Measurement Noise determines overall behavior: High Q / Low R: Very responsive, minimal smoothing Low Q / High R: Very smooth, maximum lag reduction Balanced Q and R: Middle ground for most applications Optimization Guidelines: Start with default values (Q=0.05, R=1.0) If too many false signals: Increase R or decrease Q If missing trend changes: Decrease R or increase Q Test across different market conditions before live use Consider different settings for different timeframes 📈 PERFORMANCE ANALYSIS & COMPETITIVE ADVANTAGES Comparison with Traditional Moving Averages: Versus Simple Moving Average (SMA): The Kalman Filter typically responds faster to genuine trend changes Produces smoother output than SMA of comparable length Better noise reduction in ranging markets More configurable for different market conditions Versus Exponential Moving Average (EMA): Similar responsiveness but with better noise filtering Less prone to whipsaws in choppy conditions More adaptable through dual parameter control (Q and R) Can be tuned to match or exceed EMA responsiveness while maintaining smoothness Versus Hull Moving Average (HMA): Different noise reduction approach (recursive estimation vs. weighted calculation) Kalman Filter offers more intuitive parameter adjustment Both reduce lag effectively, but through different mechanisms Kalman Filter may handle sudden volatility changes more gracefully Response Characteristics: Lag Time: Moderate and configurable through parameter adjustment Noise Reduction: Good to excellent, particularly in volatile conditions Trend Detection: Effective across multiple timeframes False Signal Rate: Typically lower than simple moving averages in ranging markets Computational Efficiency: Efficient recursive calculation suitable for real-time use Optimal Use Cases: Markets with mixed trending and ranging periods Assets with moderate to high volatility requiring noise filtering Multi-timeframe analysis requiring consistent methodology Systematic trading strategies needing reliable trend identification Situations requiring balance between responsiveness and smoothness Known Limitations: Parameters require adjustment for different market volatility levels May still produce false signals during extreme choppy conditions No single parameter set works optimally for all market conditions Requires complementary indicators for comprehensive analysis Historical performance characteristics may not persist in changing market conditions USAGE NOTES This indicator is designed for technical analysis and educational purposes. The Kalman Filter's effectiveness varies with market conditions, tending to perform better in markets with clear trending phases interrupted by consolidation. Like all technical indicators, it has limitations and should not be used as the sole basis for trading decisions, but rather as part of a comprehensive trading approach. Algorithm performance varies with market conditions, and past characteristics do not guarantee future results. Always test thoroughly with different parameter settings across various market conditions before using in live trading. No technical indicator can predict future price movements with certainty, and all trading involves risk of loss.
Pine Script®指標
由DCAUT提供
Signal Core Basic [NevoxCore]⯁ OVERVIEW Signal Core Basic is a clean and functional ATR-based trailing stop with BUY/SELL signals. It modernizes the classic "UT-style" concept with adaptive sensitivity, multi-source inputs (Close, Heikin-Ashi, ZLEMA, KAMA), and compact visuals. The tool is designed for traders who want a clear, minimal, and reliable base indicator without repainting issues. ⯁ HOW IT WORKS Calculates an ATR-based trailing stop (nLoss = Key × ATR). Adaptive mode scales sensitivity depending on trend strength (trend/range detection). Trailing stop flips when price crosses from one regime to the other. BUY/SELL signals trigger only when confirmed and not blocked by cooldown. Label ring-buffer ensures chart stays clean (max 50 labels). Bar coloring optional (solid), auto-disabled when classic red/green colors are enabled. ⯁ KEY FEATURES ATR-based trailing stop with adjustable sensitivity. Adaptive key (trend/range aware). Multiple compute sources: Close, Heikin-Ashi, ZLEMA, KAMA. Global confirm-on-close switch (no repaint). Early-flip protection (cooldown). Compact BUY/SELL labels with auto-cleanup (max 50). Optional solid bar coloring. Alerts with ticker, timeframe, and price included. ⯁ SETTINGS (quick overview) Visual: Classic Colors, Show Labels, Plot Trailing Stop, Barcolor ON/OFF. Source & Sensitivity: Key Value, ATR Length, Compute Source. Advanced: Adaptive Key toggle with min/max bounds. Global: Confirm on bar close. Extras: Cooldown protection (bars). ⯁ ALERTS (built-in) Basic Long: BUY signal. Basic Short: SELL signal. Each alert includes {{ticker}} {{interval}} @ {{close}}. ⯁ HOW TO USE Use as a trailing stop and regime filter. Combine BUY/SELL signals with your strategy rules. Enable cooldown for cleaner signals in choppy markets. Try ZLEMA or Heikin-Ashi as compute source for smoother performance. ⯁ WHY IT’S DIFFERENT Unlike generic UT-style scripts, Signal Core Basic adds adaptive sensitivity, multiple input sources, and strict non-repaint safety. The visuals follow NevoxCore’s design standards: compact, minimal, and clean — ready for live trading with alerts. ⯁ DISCLAIMER Backtest and paper-trade before using live. Not financial advice. Performance depends on market, timeframe, and parameters.
Pine Script®指標
由NevoxCore提供
RSI Momentum ScalperOverview The "RSI Momentum Scalper" is a Pine Script v5 strategy crafted for trading highly volatile markets, with a special focus on newly listed cryptocurrencies. This strategy harnesses the Relative Strength Index (RSI) alongside volume analysis and momentum thresholds to pinpoint short-term trading opportunities. It supports both long and short trades, managed with customizable take profit, stop loss, and trailing stop levels, which are visually plotted on the chart for easy tracking. Why I Created This Strategy I developed the "RSI Momentum Scalper" because I was seeking a reliable trading strategy tailored to newly listed, highly volatile cryptocurrencies. These assets often experience rapid price fluctuations, rendering traditional strategies less effective. I aimed to create a tool that could exploit momentum and volume spikes while managing risk through adaptable exit parameters. This strategy is designed to address that need, offering a flexible approach for traders in dynamic crypto markets. How It Works The strategy utilizes RSI to identify momentum shifts, combined with volume confirmation, to trigger long or short entries. Trades are controlled with take profit, stop loss, and trailing stop levels, which adjust dynamically as the price moves in your favor. The trailing stop helps lock in profits, while the plotted exit levels provide clear visual cues for trade management. Customizable Settings The script is highly customizable, allowing you to adjust it to various market conditions and trading styles. Here’s a brief overview of the key settings: Trade Mode: Select "Both," "Long Only," or "Short Only" to determine the trade direction. (Default: Both) RSI Length: Sets the lookback period for the RSI calculation (2 to 30). (Default: 8) A shorter length increases RSI sensitivity, suitable for volatile assets. RSI Overbought: Defines the upper RSI threshold (60 to 99) for short entries. (Default: 90) Higher values signal stronger overbought conditions. RSI Oversold: Defines the lower RSI threshold (1 to 40) for long entries. (Default: 10) Lower values indicate stronger oversold conditions. RSI Momentum Threshold: Sets the minimum RSI momentum change (1 to 15) to trigger entries. (Default: 14) Adjusts the sensitivity to price momentum. Volume Multiplier: Multiplies the volume moving average to filter high-volume bars (1.0 to 3.0). (Default: 1) Higher values require stronger volume confirmation. Volume MA Length: Sets the lookback period for the volume moving average (5 to 50). (Default: 13) Influences the volume trend sensitivity. Take Profit %: Sets the profit target as a percentage of the entry price (0.1 to 10.0). (Default: 4.15) Determines when to close a winning trade. Stop Loss %: Sets the loss limit as a percentage of the entry price (0.1 to 6.0). (Default: 1.85) Protects against significant losses. Trailing Stop %: Sets the trailing stop distance as a percentage (0.1 to 4.0). (Default: 2.55) Locks in profits as the price moves favorably. Visual Features Exit Levels: Take profit (green), fixed stop loss (red), and trailing stop (orange) levels are plotted when in a position. Performance Table: Displays win rate, total trades, and net profit in the top-right corner. How to Use Add the strategy to your chart in TradingView. Adjust the input settings based on the cryptocurrency and timeframe you’re trading. Monitor the plotted exit levels for trade management. Use the performance table to assess the strategy’s performance over time. Notes Test the strategy on a demo account or with historical data before live trading. The strategy is optimized for short-term scalping; adjust settings for longer timeframes if needed.
Pine Script®策略
由MonkeyPhone提供
Order Block Volumatic FVG StrategyInspired by: Volumatic Fair Value Gaps — License: CC BY-NC-SA 4.0 (Creative Commons Attribution–NonCommercial–ShareAlike). This script is a non-commercial derivative work that credits the original author and keeps the same license. What this strategy does This turns BigBeluga’s visual FVG concept into an entry/exit strategy. It scans bullish and bearish FVG boxes, measures how deep price has mitigated into a box (as a percentage), and opens a long/short when your mitigation threshold and filters are satisfied. Risk is managed with a fixed Stop Loss % and a Trailing Stop that activates only after a user-defined profit trigger. Additions vs. the original indicator ✅ Strategy entries based on % mitigation into FVGs (long/short). ✅ Lower-TF volume split using upticks/downticks; fallback if LTF data is missing (distributes prior bar volume by close’s position in its H–L range) to avoid NaN/0. ✅ Per-FVG total volume filter (min/max) so you can skip weak boxes. ✅ Age filter (min bars since the FVG was created) to avoid fresh/immature boxes. ✅ Bull% / Bear% share filter (the 46%/53% numbers you see inside each FVG). ✅ Optional candle confirmation and cooldown between trades. ✅ Risk management: fixed SL % + Trailing Stop with a profit trigger (doesn’t trail until your trigger is reached). ✅ Pine v6 safety: no unsupported args, no indexof/clamp/when, reverse-index deletes, guards against zero/NaN. How a trade is decided (logic overview) Detect FVGs (same rules as the original visual logic). For each FVG currently intersected by the bar, compute: Mitigation % (how deep price has entered the box). Bull%/Bear% split (internal volume share). Total volume (printed on the box) from LTF aggregation or fallback. Age (bars) since the box was created. Apply your filters: Mitigation ≥ Long/Short threshold. Volume between your min and max (if enabled). Age ≥ min bars (if enabled). Bull% / Bear% within your limits (if enabled). (Optional) the current candle must be in trade direction (confirm). If multiple FVGs qualify on the same bar, the strategy uses the most recent one. Enter long/short (no pyramiding). Exit with: Fixed Stop Loss %, and Trailing Stop that only starts after price reaches your profit trigger %. Input settings (quick guide) Mitigation source: close or high/low. Use high/low for intrabar touches; close is stricter. Mitigation % thresholds: minimal mitigation for Long and Short. TOTAL Volume filter: skip FVGs with too little/too much total volume (per box). Bull/Bear share filter: require, e.g., Long only if Bull% ≥ 50; avoid Short when Bull% is high (Short Bull% max). Age filter (bars): e.g., ≥ 20–30 bars to avoid fresh boxes. Confirm candle: require candle direction to match the trade. Cooldown (bars): minimum bars between entries. Risk: Stop Loss % (fixed from entry price). Activate trailing at +% profit (the trigger). Trailing distance % (the trailing gap once active). Lower-TF aggregation: Auto: TF/Divisor → picks 1/3/5m automatically. Fixed: choose 1/3/5/15m explicitly. If LTF can’t be fetched, fallback allocates prior bar’s volume by its close position in the bar’s H–L. Suggested starting presets (you should optimize per market) Mitigation: 60–80% for both Long/Short. Bull/Bear share: Long: Bull% ≥ 50–70, Bear% ≤ 100. Short: Bull% ≤ 60 (avoid shorting into strong support), Bear% ≥ 0–70 as you prefer. Age: ≥ 20–30 bars. Volume: pick a min that filters noise for your symbol/timeframe. Risk: SL 4–6%, trailing trigger 1–2%, distance 1–2% (crypto example). Set slippage/fees in Strategy Properties. Notes, limitations & best practices Data differences: The LTF split uses request.security_lower_tf. If the exchange/data feed has sparse LTF data, the fallback kicks in (it’s deliberate to avoid NaNs but is a heuristic). Real-time vs backtest: The current bar can update until close; results on historical bars use closed data. Use “Bar Replay” to understand intrabar effects. No pyramiding: Only one position at a time. Modify pyramiding in the header if you need scaling. Assets: For spot/crypto, TradingView “volume” is exchange volume; in some markets it may be tick volume—interpret filters accordingly. Risk disclosure: Past performance ≠ future results. Use appropriate position sizing and risk controls; this is not financial advice. Credits Visual FVG concept and original implementation: BigBeluga. This derivative strategy adds entry/exit logic, volume/age/share filters, robust LTF handling, and risk management while preserving the original spirit. License remains CC BY-NC-SA 4.0 (non-commercial, attribution required, share-alike).
Pine Script®策略
由TagsTrading提供
AVGO Advanced Day Trading Strategy📈 Overview The AVGO Advanced Day Trading Strategy is a comprehensive, multi-timeframe trading system designed for active day traders seeking consistent performance with robust risk management. Originally optimized for AVGO (Broadcom), this strategy adapts well to other liquid stocks and can be customized for various trading styles. 🎯 Key Features Multiple Entry Methods EMA Crossover: Classic trend-following signals using fast (9) and medium (16) EMAs MACD + RSI Confluence: Momentum-based entries combining MACD crossovers with RSI positioning Price Momentum: Consecutive price action patterns with EMA and RSI confirmation Hybrid System: Advanced multi-trigger approach combining all methodologies Advanced Technical Arsenal When enabled, the strategy analyzes 8+ additional indicators for confluence: Volume Price Trend (VPT): Measures volume-weighted price momentum On-Balance Volume (OBV): Tracks cumulative volume flow Accumulation/Distribution Line: Identifies institutional money flow Williams %R: Momentum oscillator for entry timing Rate of Change Suite: Multi-timeframe momentum analysis (5, 14, 18 periods) Commodity Channel Index (CCI): Cyclical turning points Average Directional Index (ADX): Trend strength measurement Parabolic SAR: Dynamic support/resistance levels 🛡️ Risk Management System Position Sizing Risk-based position sizing (default 1% per trade) Maximum position limits (default 25% of equity) Daily loss limits with automatic position closure Multiple Profit Targets Target 1: 1.5% gain (50% position exit) Target 2: 2.5% gain (30% position exit) Target 3: 3.6% gain (20% position exit) Configurable exit percentages and target levels Stop Loss Protection ATR-based or percentage-based stop losses Optional trailing stops Dynamic stop adjustment based on market volatility 📊 Technical Specifications Primary Indicators EMAs: 9 (Fast), 16 (Medium), 50 (Long) VWAP: Volume-weighted average price filter RSI: 6-period momentum oscillator MACD: 8/13/5 configuration for faster signals Volume Confirmation Volume filter requiring 1.6x average volume 19-period volume moving average baseline Optional volume confirmation bypass Market Structure Analysis Bollinger Bands (20-period, 2.0 multiplier) Squeeze detection for breakout opportunities Fractal and pivot point analysis ⏰ Trading Hours & Filters Time Management Configurable trading hours (default: 9:30 AM - 3:30 PM EST) Weekend and holiday filtering Session-based trade management Market Condition Filters Trend alignment requirements VWAP positioning filters Volatility-based entry conditions 📱 Visual Features Information Dashboard Real-time display of: Current entry method and signals Bullish/bearish signal counts RSI and MACD status Trend direction and strength Position status and P&L Volume and time filter status Chart Visualization EMA plots with customizable colors Entry signal markers Target and stop level lines Background color coding for trends Optional Bollinger Bands and SAR display 🔔 Alert System Entry Alerts Customizable alerts for long and short entries Method-specific alert messages Signal confluence notifications Advanced Alerts Strong confluence threshold alerts Custom alert messages with signal counts Risk management alerts ⚙️ Customization Options Strategy Parameters Enable/disable long or short trades Adjustable risk parameters Multiple entry method selection Advanced indicator on/off toggle Visual Customization Color schemes for all indicators Dashboard position and size options Show/hide various chart elements Background color preferences 📋 Default Settings Initial Capital: $100,000 Commission: 0.1% Default Position Size: 10% of equity Risk Per Trade: 1.0% RSI Length: 6 periods MACD: 8/13/5 configuration Stop Loss: 1.1% or ATR-based 🎯 Best Use Cases Day Trading: Designed for intraday opportunities Swing Trading: Adaptable for longer-term positions Momentum Trading: Excellent for trending markets Risk-Conscious Trading: Built-in risk management protocols ⚠️ Important Notes Paper Trading Recommended: Test thoroughly before live trading Market Conditions: Performance varies with market volatility Customization: Adjust parameters based on your risk tolerance Educational Purpose: Use as a learning tool and customize for your needs 🏆 Performance Features Detailed performance metrics Trade-by-trade analysis capability Customizable risk/reward ratios Comprehensive backtesting support This strategy is for educational purposes. Past performance does not guarantee future results. Always practice proper risk management and consider your financial situation before trading.
Pine Script®策略
由r0b3rtcc提供
7
EMA + VWMA + ATR Smoothed BuySell (merged) - TOM ZENG 202509Logic and Functionality Analysis The script is divided into three main logical sections: EMA trend analysis, ATR-based signal generation, and VWMA smoothing. 1. EMA Trend Analysis (EMA Fan) 📈 This section uses a series of Exponential Moving Averages (EMAs) to identify trends. You've wisely chosen a set of EMA lengths (8, 21, 50, 200) that are commonly used in trading. These numbers are often derived from the Fibonacci sequence and are believed to offer a good balance of sensitivity to recent price action while still reflecting the underlying trend. Purpose: The EMAs serve as dynamic support and resistance levels. When the price is above the EMAs and they are fanned out in ascending order (short-term EMA above long-term EMA), it indicates a strong uptrend. Conversely, a descending order indicates a downtrend. Customization: The code allows you to easily adjust the EMA lengths in the inputs section, giving you control over the sensitivity of your trend analysis. 2. ATR Trailing Stop (Buy/Sell Signals) 🎯 This is the core of the indicator's signal-generating capability. It uses the Average True Range (ATR) to create a dynamic trailing stop line. The ATR measures volatility, so the stop line adjusts automatically to wider price swings. Logic: The script uses a var float variable xATRTrailingStop to store the value of the stop line from the previous bar. The code then determines the current bar's stop line by comparing the current price to the previous bar's stop line and using math.max and math.min to smoothly move the line along with the trend. Signal Generation: The pos variable tracks whether the trend is long (pos = 1) or short (pos = -1). The isLong and isShort variables act as a state machine, ensuring that the "Buy" and "Sell" signals are only triggered once at the exact point of a crossover, rather than on every subsequent bar. Visuals & Alerts: The plotshape functions create labels directly on the chart, and the barcolor function changes the color of the candlesticks, providing a clear visual representation of the current trend state. The alertcondition functions are crucial for automation, allowing you to set up notifications for when a signal occurs. 3. VWMA and Combined Average 🌊 This section introduces a Volume-Weighted Moving Average (VWMA), which gives more weight to periods of high trading volume. This makes the VWMA more responsive to significant moves that are backed by strong institutional buying or selling. Combined Logic: The avg1 variable creates a new line by averaging the VWMA and the xATRTrailingStop line. This is an innovative approach to blend two different types of analysis—volume-based trend and volatility-based risk management—into a single, smoothed line. It can act as an additional filter or a unique trading signal on its own. Summary Your code is a very effective and clean example of a multi-faceted indicator. It correctly implements a robust ATR trailing stop for signals while also providing valuable trend context through EMAs and volume analysis through VWMA. The combination of these elements makes it a powerful tool for a trader looking for a comprehensive view of the market.
Pine Script®指標
由zengtom提供