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Visual RSI [LucF]Visual RSI offers a different way of looking at RSI by providing a composite representation of 9 different RSI-generated components. Instead of focusing on one line only, this approach blends multiple sources to provide the viewer with a larger context RSI-based picture. For those who don’t want to read • Green in bullish (>50) zone is the most bullish. • Red in bullish zone doesn’t necessarily mean bearish—it just means bullish strength is weakening. It may be just a pause before a reprise or exhaustion signalling a reversal—impossible to tell. • The same in inverse applies to the bearish zone (<50). For those who want to understand The nine components making up Visual RSI are: • a current timeframe RSI • a higher timeframe RSI • the delta between these two RSI lines • for each of these three basic components, two independent Bollinger band: one calculated for the bullish section of the scale (>50) and a separate one calculated for the lower bearish region. Dual BBs In my view, RSI’s position with regards to the centerline is much more important than its position in extreme areas. Why? Because the building block of RSI is the ratio of the averages of up/down moves during the RSI period. When the average of ups is greater, RSI is > 50. So while a rising signal starting from 20 let’s say, indicates that the rate of change is increasing, only when it crosses 50 can we say that sentiment balance has truly become bullish, and this information is more reliable than the signal being at a level corresponding to whatever estimate we make of what constitutes an extreme value. In my landscape, the general balance of a ratio provides more valuable information than the ratio’s exact value. The idea behind the dual BBs is to provide independent tracking information for both halves of the indicator’s space, which I find more useful than the normal method of simply adding a multiple of the standard deviation on both sides of the mean. With dual BBs, the upper BB will never go lower than the indicator’s centerline, and the lower BB will never go higher. The upper BB focuses on upper-bound volatility when the signal is bearish, and the lower BB focuses on downside volatility when the signal is bearish. The functions used to calculate the independent BBs are reusable on other signals if a centerline can be defined for them. A clamping percentage is implemented, so that when a BB line is hugging the centerline it clamps to it. This helps in providing earlier signals when they use the BB line states. Providing context to RSI What RSI measures indirectly is the balance in the rate of change—or the speed of price movement, but not its instant value, otherwise RSI would be even noisier. More precisely, RSI represents the relative strength of the up/down movement in the last n bars of RSI’s length, with 14 often used because that’s what Wilder proposed (Visual RSI’s defaults are 20 for the current timeframe and 40 for the higher timeframe). At every bar, a new value is added to the equation and an old value carrying equal weight is dropped, so a large dropped off value will have more impact on RSI’s value if the new bar’s move is small. This accounts for some of RSI’s speed in identifying exhaustion after important moves, but almost for some of its noise. Visual RSI is the result of trying to drown RSI’s noise in the context of other informational streams, while simultaneously providing even faster information than RSI alone, by giving more visual weight to the delta between the current and higher timeframe RSI’s. How to read Visual RSI The default settings show all 9 basic components as green/red areas of intensities varying with their importance. The most intense colors are reserved for the delta RSI and the BBs have the lightest intensities. The individual lines of components are intentionally difficult to distinguish so that focus is first on the general picture, including the all-important six-state background, and then on the delta RSI. One entry setup could be reversals in a larger trend context, so low pivots of the delta in a fully bullish context (a green background in the upper section of the indicator), and inversely, high pivots in a fully bearish context (a red background in the lower section of the indicator). Please resist the common misconception, when interpreting RSI, that a reversal in the signal will necessarily lead to a reversal in price. Each trend has its rhythm. Only machine-generated price action can progress regularly. It’s normal for trends to take a breather for some time before they continue or reverse, as traders driving the trend experience emotional fatigue and gradual fear. RSI reversals merely signify that such a breather has occurred—nothing more. Only the larger context can provide information that can situate that pause and put more meaningful odds on it having more probability of continuing in one direction or the other. This is the reasoning behind the setup just described. Features • All components can be hidden, displayed as a simple line, a uniformly colored fill, or a green/red fill (the default). • The background can be colored using 9 different methods, including 3 six-state methods using the rising/falling BB lines of the 3 basic components. These six states allow for bullish/bearish/neutral sentiment in both the upper and lower regions of the indicator. A bearish (dark red) background in the bullish (>50) section of the indicator represents decreasing bullishness. A bearish (slightly brighter red) in the bearish (<50) section of the indicator means incresingly bearish sentiment. The six-state backgrounds allow for neutral (no color) sentiment when no compelling signs can be found to conclude anything with meaningful odds. The default background uses the six-state method on the higher timeframe RSI’s BBs because I find it the most useful, as it represents the largest—and slowest—context sentiment among all the indicator’s components. • A thin status bar in the top part of the indicator also allows selection of the same 9 methods to color it. The default is a triple-state system using the rising/falling characteristics of the current timeframe RSI’s BBs to provide a short-term counterbalance to the long-term background. • Three different markers can be configured using approximately 70 permutations each, each filtered by 20 different filter permutations. When modification of the relevant parameters in the script’s Settings/Settings/Parameters section is added, possibilities are almost endless. If the generated signals are then fed into the PineCoders Engine and combined with the Engine’s own options, the permutations go up another order of magnitude, and changes to any setting can be instantly evaluated using the Engine’s backtesting results. • Five simple filters can be combined. They are additive. They include volume-related conditions and a chandelier, which I find useful because both volume and volatility (the chandelier using highs/lows and ATR) are sensible complementary sources to RSI’s momentum information. The filter’s state can be shown as a thin line at the bottom of the indicator. • Alerts can be configured using any of the marker/filter combinations mentioned. As usual, once your markers/filters are set up the way you want, create your alert from the chart/timeframe you want the alert to run on and be sure to use the “Once Per Bar Close” triggering condition. Use an alert message that will remind you of which combination of markers were used when creating the alert. • A plot providing entry signals for the PineCoders Backtesting & Trading Engine is supplied. It will use whichever marker/filter configuration is active to generate signals. • All higher timeframe information is non-repainting. Higher timeframe lines can be smoothed (the default). The selection of the higher timeframe can be made using 3 different methods: 1. By steps (if current timeframe <= 1 minute: 60 min, <= 60 min: 1D, <= 6H: 3D, <= 1D: 1W, <=1W: 1M, >1W: 12M) 2. By a user-defined multiple of the current timeframe 3. Using a fixed timeframe Thanks to: • Alex Orekhov aka @everget for the chandelier code. • @RicardoSantos who through a small remark early on, unknowingly put me on the track of eliminating noise through visual crowding. • The brilliant guys in the PineCoders Pro room for your knowledge, limitless creativity and constant companionship.
Pine Script®指標
由LucF提供
22
WOW no repainting and no security() call! 100% real results!If you couldn't tell by the title, this is a joke lmao. TV has an awful backtesting engine and I just wanted to prove this with a super simple script. We buy when close > open and sell when close < open. That's it. There is also some risk management and trade closing when we reach a certain drawdown, but wait! TradingView doesn't know what equity drawdown is because they don't use tick data or any lower timeframe data! Wowow! Ps - all tickdata for Forex & CFD historical data is free from Dukascopy if you want to perform your own backtesting ;) Dukascopy Data Enjoy -DasanC
Pine Script®策略
由DasanC提供
8
Complete turtles strategy based on the donchian channelsDear Traders and investor, I want to demonstrate scrypt of the iconic "trend following strategy" coded by my The main idea was borrowed from the book "Way of the Turtle: The Secret Methods that Turned Ordinary People into Legendary". The strategy is based on the donchian channels and is one of the oldest and easiest strategy in the using. Also strategy include risk managment and trends filter which prevent false entries and high drawndowns. The results are based on the period from 2006 to present, but you can also change timeframe and period of backtesting. Best regards, Vlad
Pine Script®策略
由VV_Capital提供
Multiple Moving Averages Alerts ScriptAlerts script that has triggers on multiple moving average crossovers so that profit is maximised, it also has an optional control moving average, enabled by default, that when active will stop trading when the price (first ma) is below the control moving average. Source code is open so that others can use and modify Click Below for Backtesting version: Disclaimers, not an expert, not intended to be financial advise. Biffy
Pine Script®指標
由Biffy提供
1
Two Bar Break Line Alerts R1.0 by JustUncleLThis indicator with default settings is designed for BINARY OPTIONS trading. The indicator can also be used for Forex trading with some setting changes. The script shows Two Bar Pullback Break lines and alerts when those Break lines are Touched (broken) creating a short term momentum entry condition. For a Bullish Break (Green Up Arrow) to occur: first must have two (or three) consecutive bear (red) candles which is followed by a bull (green) candle creating a pivot point. The breakout occurs then the High of the current Bull (green) exceeds the highest point of the previous two (or three) pivotal bear candles. The green channel Line shows where the current Bullish BreakOut occurs. For a Bearish Break (Red Down Arrow) to occur: first must have two (or three) consecutive bull (green) candles which is followed by a bear (red) candle creating a pivot point. The breakout occurs when the Low of the current Bear (red) drops below the lowest point of the previous two (or three) pivotal Bull candles. The red channel Line shows where the current Bearish BreakOut occurs. The break Line Arrows can optionally be filtered by the Coloured MA (enabled by default), a longer term directional MA (disabled by default) and/or a MACD condition (enabled by default) as a momentum filter. You can optionally select three Bar break lines instead of two. The three bar break lines are actually equivalent to Guppy's Three Bar Count Back Line method for trade entries (see Guppy's video reference below). Included in this indicator is an ability to display some basic Binary Option statistics, when enabled (enabled by default) it shows Successful Bars in Yellow and failed Bars in Black and the last Nine numbers on the script title line represent the Binary option Statistics in order: %ITM rate Total orders Successful Orders Failed Orders Total candles tested Candles per Day Trades per Day Max Consecutive Wins Max Consecutive Losses You can start the Binary Option statistics from a specific Date, which is handy for checking more recent history. HINTS: BINARY OPTIONS trading: use 5min, 15m, 1hr or even Daily charts. Trade after the price touches one of the Breakout lines and the Arrow first appears. Wait for the price to come back from Break Line by 1 or 2 pips, the alert arrow must stay on and candle change to black, then take Binary trade expiry End of Candle. If price pull back and arrow turns off, don't trade this candle, move on you probably don't have momentum, there will be plenty of other trigger events. The backtesting results are good with ITM rates 65% to 72% on many currency pairs, commodities and indices. Realtime trading has confirmed the backtesting results and they could even be bettered, provided you are selective on which signals to trade (strong MACD support etc), that you are patient and disciplined to this trading method. FOREX trading: the default settings should work with scalping. For longer term trades try with settings change to a more standard MACD filter or slower to catch the longer term momentum swings and the idea would be to trade the first Break Line alert that occurs after a decent Pullback in the direction of the trend. Setting the SL to just above/below the Pivot High/Low and set target to two or three times SL. References: "Fundamentals of Price Action Trading for Forex, Stocks, Options and Futures" video: www.youtube.com Other videos by "basecamptrading" on Naked Trading. "Taking Profits in Today's Market by Daryl Guppy" video: www.youtube.com
Pine Script®指標
由JustUncleL提供
23
Updated TurtlesThis script has been updated to prevent double orders (short/long) from occurring and modifying backtests results. This is an update to the script that was written a few years ago to prevent double longs/shorts from occurring and skewin backtesting results. Check out the updated indicator here and let me know what you think. I also added: - date range inputs if you want to do some backtesting on a particular set of dates. - the ability to toggle shorting
Pine Script®策略
由timchep提供
9
3 Duck's Trading System from Babypips.comThe 3 Duck's Trading System from Babypips.com The 3 Duck's Trading System is the most popular and active trading system thread on the the babypips.com forum. It is a system that is mainly for beginners because it teaches you discipline, learning to cope with price moving against your position and learning to stay in a trade and keep profits running. For the thread and more info on the 3 Duck's Trading System click here How does it work? The system is a very simple enter/exit based on the 60 SMA of 3 different time frames: 4 hour, 1 hour and 5 minute. The Rules, er, the Ducks! The Ducks must all be in a row for a trade to take place! Duck 1 - To go long, price must be above the 60 SMA on the 4 hour chart. Duck 2 - To go long, price must be above the 60 SMA on the 1 hour chart. Duck 3 - To go long, price must cross above the 60 SMA on the 5 minute chart and the 60 SMA of the 5 minute chart must be below that of the 4 hour and 1 hour chart. (obviously the reverse for shorting) YOU MUST USE THIS SYSTEM ONLY ON THE 5 MINUTE CHART. I say this because I have already charted all of the Ducks into the 5 minute chart so you don't have to flip back and forth. I have also added some inputs for profit targets, stop targets, trailing stops and times to trade for backtesting. If you have any questions or comments, please let me know! If you see I messed up on something, please let me know! Also a VERY special thanks to the babypips.com user Captain_Currency . He wrote this strategy 10 years ago (2007 was 10 years ago?!) and he is still active on the thread and posting results and offering help!
Pine Script®策略
由itsjustanalysis提供
6
Adam Smith - MovingAvg CrossSimple Moving Average Cross script. Test on stocks and currency. For stocks test shorter time periods, meaning intra-day time periods such as 3min to 30min and so on to fit what is best. For currency, try longer periods with this model such as day to weeks depending on which currency. NOTE: Take a look at your Max Drawdowns when testing. This will be the main indicator once you figure out your time period for backtesting. This will also let you know how much money to save and/or hold back in savings for down periods.
Pine Script®策略
由TK37提供
Adding some essential components to a prebuilt RSI strategyThis is more to be used as a blank_slate for any strategy build adding more effective backtesting with a period selector and inputs like TS, TP, SL that can all be used as plots for alerts. It has the BackTest Component created by Pbergden It also includes the standard long/short with trailing stop, take profit, stop loss and margin call. Here is a video using the blank_slate to add in the built-in RSI Strategy. youtu.be We hope this brings good results and helps speed things up for everyone.
Pine Script®策略
由CryptoRox提供
16
Trend v4.0 Another updateYet another update, default settings can be customized to your needs. Be aware that while this is similar to the other versions, this can only repaint an active bar, but that slows it down by one period. You are warned. Be that as it may, the basic idea is the same; trying to capture the really strong moves into overbought or oversold territory as defined by Relative Strength index. In RSI mode, you can see the smoothing has slowed it down a bit, but warrants backtesting. First green bar go long, First red bar go short, first white bar possible trend exhaustion. Or use crossovers and such, play with the inputs OB/OS, RSI length, signal length, tick length, swing length, as I said customize to your tastes. I offer no surety as to its efficacy, but we all learn. Trade Responsibly, Shiroki
Pine Script®指標
由ShirokiHeishi提供
8
CM Stochastic POP Method 2-Jake Bernstein_V1Yesterday Jake Bernstein authorized me to post his updated results with the Stochastic Pop Trading System he developed many years ago. You can take a look at the Original System with Updated Settings at This indicator is a different set of rules Jake mentioned in the PDF he allowed me to post. To view the PDF use this link: dl.dropboxusercontent.com Today we’re releasing the version described in the PDF that uses the StochK values of 55, 50, and 45. The rules are discussed in the PDF but here is a simple breakdown: Enter Long when StochK is below 50 and Crosses Above 55 Exit Long on Cross Below 55 Enter Short when StochK is Above 50 and crosses Below 45 Exit Short on Cross Above 45 Two Important Items to understand about this method: To code the rules Precisely we need a function that will be available when Strategy Capabilities are released on TradingView. There is one of Jakes Profit Maximizing Strategies that needs to be integrated with this code…which again we need the Strategy based Function that will be coming soon. To Compare this system to the Stochastic Pop Method 1 System shown yesterday at I used the same Symbol and dates for you to compare…but remember to give this Method 2 System a Fair Look/Evaluation…we need the Soon To Be Released…TradingView Strategy Capabilities. BackTesting Results Example: EUR-USD Daily Chart Since 01/01/2005 Strategy 1 – Stochastic Pop Method 2 System: Go Long When Stochasticis below 50 and Crosses Above 55. Go Short When Stochastic is above 50 and Crosses Below 45. Exit Long/Short When Stochastic has a Reverse Cross of Entry Value. Results: Total Trades = 151 Profit = 40,758 Pips Win% = 37.1% Profit Factor = 1.26 Avg Trade = 270 Pips Profit ***Most Consecutive Wins = 4 ... Most Consecutive Losses = 7 Strategy 2: Rules - Proprietary Optimization Jake Will Teach. Only Added 1 Additional Exit Rule. Results: Total Trades = 151 Profit = 60.305 Pips Win% = 37.1% Profit Factor = 1.38 Avg Trade = 399 Pips Profit ***Most Consecutive Wins = 4 ... Most Consecutive Losses = 7 Indicator Includes: -Ability to Color Candles (CheckBox In Inputs Tab) Green = Long Trade Blue = No Trade Red = Short Trade Jake Bernstein will be a contributor on TradingView when Backtesting/Strategies are released. Jake is one of the Top Trading System Developers in the world with 45+ years experience and he is going to teach TradingView.com’s community how to create Trading Systems and how to Optimize the correct way. Link To PDF: dl.dropboxusercontent.com Link to Original Version of Indicator with Updated Settings.
Pine Script®指標
由ChrisMoody提供
32
CM Stochastic POP Method 1 - Jake Bernstein_V1A good friend ucsgears recently published a Stochastic Pop Indicator designed by Jake Bernstein with a modified version he found. I spoke to Jake this morning and asked if he had any updates to his Stochastic POP Trading Method. Attached is a PDF Jake published a while back (Please read for basic rules, which also Includes a New Method). I will release the Additional Method Tomorrow. Jake asked me to share that he has Updated this Method Recently. Now across all symbols he has found the Stochastic Values of 60 and 30 to be the most profitable. NOTE - This can be Significantly Optimized for certain Symbols/Markets. Jake Bernstein will be a contributor on TradingView when Backtesting/Strategies are released. Jake is one of the Top Trading System Developers in the world with 45+ years experience and he is going to teach how to create Trading Systems and how to Optimize the correct way. Below are a few Strategy Results....Soon You Will Be Able To Find Results Like This Yourself on TradingView.com BackTesting Results Example: EUR-USD Daily Chart Since 01/01/2005 Strategy 1: Go Long When Stochastic Crosses Above 60. Go Short When Stochastic Crosses Below 30. Exit Long/Short When Stochastic has a Reverse Cross of Entry Value. Results: Total Trades = 164 Profit = 50, 126 Pips Win% = 38.4% Profit Factor = 1.35 Avg Trade = 306 Pips Profit ***Most Consecutive Wins = 3 ... Most Consecutive Losses = 6 Strategy 2: Rules - Proprietary Optimization Jake Will Teach. Only Added 1 Additional Exit Rule. Results: Total Trades = 164 Profit = 62, 876 Pips!!! Win% = 38.4% Profit Factor = 1.44 Avg Trade = 383 Pips Profit ***Most Consecutive Wins = 3 ... Most Consecutive Losses = 6 Strategy 3: Rules - Proprietary Optimization Jake Will Teach. Only added 1 Additional Exit Rule. Results: Winning Percent Increases to 72.6%!!! , Same Amount of Trades. ***Most Consecutive Wins = 21 ...Most Consecutive Losses = 4 Indicator Includes: -Ability to Color Candles (CheckBox In Inputs Tab) Green = Long Trade Blue = No Trade Red = Short Trade -Color Coded Stochastic Line based on being Above/Below or In Between Entry Lines. Link To Jakes PDF with Rules dl.dropboxusercontent.com
Pine Script®指標
由ChrisMoody提供
44
Premium Bands with Advanced Reversion System [nFinans]📝 Description { Premium Bands with Advanced Reversion System } Premium Bands is the result of 3 years of extensive research, backtesting, and optimization, designed to go beyond the limitations of standard Bollinger Bands or Keltner Channels. While traditional bands often suffer from lag or produce too much noise in ranging markets, this script utilizes a dynamic volatility model based on WMA (Weighted Moving Average) and ATR (Average True Range) to minimize lag and identify high-probability reversal points. 1. Why is it Different? (The "Why") Standard bands usually rely on Simple Moving Averages (SMA), which react slowly to price changes. Premium Bands was developed to solve specific issues identified over a 3-year study period: Lag Reduction: By replacing the standard SMA with WMA, the bands adapt much faster to sudden trend changes and price spikes. Dynamic Volatility: Instead of a fixed standard deviation, it uses an ATR-based expansion/contraction mechanism to handle market shocks more effectively. Mean Reversion Logic: It doesn't just signal when price touches a band; it uses a custom oscillator logic to filter for the highest probability "return-to-center" moments. (Image: General structure of Premium Bands showing trend tracking and volatility adaptation) 2. Technical Features & Signals The script is optimized for visual clarity: 🚀 Reversion Signals (Arrows): ▲ Green Arrow: Appears when price tests the lower band and gains upward momentum (Bullish Mean Reversion). ▼ Red Arrow: Appears when price enters the upper band "overbought" zone and faces downward pressure (Bearish Rejection). (Image: WMA-based smoothing allows for earlier detection of reversals compared to standard bands) 3. How to Use This indicator can be used as a standalone system or combined with Price Action concepts. Trend Following: Pay attention to the Mid Band color. If it is Green, the trend is bullish. If it is Red, the trend is bearish. The Mid Band acts as dynamic support/resistance. Reversion Trading (Scalping): When price extends beyond the bands (+3 SD or -3 SD) and a reversal arrow appears, a trade back towards the Mid Band can be anticipated. (Image: Reversal Line, earlier detection of reversals) 4. Settings Lookback Period: Sets the calculation period (Default: 21). Standard Deviation: Adjusts the channel width. We recommend 3 for volatile for crypto markets/stocks. and 2 for traditional forex This script is published as Open Source to contribute to the community and simplify complex market structures. Your feedback is valuable for future updates.
Pine Script®指標
由nFinans提供
1
BTC - DCA vs HODL Calculator MatrixBTC - DCA vs. HODL Calculator Matrix | RM Overview The BTC - DCA vs. HODL Calculator Matrix is a high-performance telemetry laboratory designed to settle the ultimate debate in Bitcoin accumulation: Is it more efficient to deploy all capital at once ( Lump Sum & HODL ) or utilize a recurring purchase strategy ( DCA )? More importantly, if DCA is the choice, which exact frequency and weekday provides the mathematical edge? The Calculator Matrix was engineered to solve a critical limitation in the current script ecosystem (at least I couldnt find such an indicator): the inability to compare multiple DCA frequencies and specific calendar days simultaneously within a single dashboard. While developing this tool, I found that existing calculators typically only permit testing one strategy at a time (e.g., a generic "Weekly" buy). This script fills that gap by utilizing a high-performance array-based "Telemetry Engine" to rank dozens of variables—including every individual weekday and specific monthly dates—against a HODL benchmark in real-time. This unique simultaneous comparison allows investors to mathematically identify "Weekday Alpha" across any user-defined timeframe. Core Philosophy The script utilizes a Normalized Capital Model . To ensure a true "apples-to-apples" comparison, your total capital (e.g., $10,000) is distributed with mathematical precision across the exact number of entries for each specific strategy. This eliminates the ROI skewing commonly found in basic scripts, ensuring that every strategy is judged on the same total dollar expenditure over the same "Race Track." Key Features & Analytics • The Podium System: An automated ranking algorithm that awards 🥇 Gold, 🥈 Silver, and 🥉 Bronze medals to the top three performing strategies. Spoiler: Regular Winner: 1-time HODL (Lump Sum) • Simultaneous Strategy Testing: Compare Daily, 7 different Weekly days (Mon-Sun), and Monthly dates (1st–28th) all at once. • Risk Telemetry: Integrated Max Drawdown (MDD) sensors for every strategy, revealing the "Emotional Cost" of your accumulation path. • Race Track Visuals: Blue dashed "Green Flag" and "Checkered Flag" lines visually define the boundaries of your backtest. • Dashboard Customization: Use the "Odd/Even" filter to keep the matrix sleek and readable on (nearly) any screen resolution. The Strategies Tested • 1-TIME HODL: The benchmark (Lump sum entry on Day 1 - meaning all the capital is deployed at the start date). • DAILY DCA: High-frequency, day-by-day accumulation (the capital is split amongst the different entries). • WEEKLY (SUN-SAT): Evaluates which specific day of the week historically captures the best entries (e.g., "Weekend Dips").(The capital is split amongst the different entries). • MONTHLY (1-28 + END): Tests monthly date performance to optimize for beginning-of-month or end-of-month cycles. (The capital is split amongst the different entries). Monte Carlo Simulation & Python Research While this tool allows you to manually check any specific timeframe, manual testing is limited by "Start Date Bias." To find the Universal Winner , I have conducted a Monte Carlo Simulation using 100 random entry dates over the last 5 years via Python/Colab. This research reveals the statistical probability of a day (like Saturday) winning the Gold medal across all market conditions. Access the Python Heatmap Research in my substack article (link for substack in Bio). How to Use 1. Set the Race Track: Input Start and End dates in the settings. 2. Fuel the Engine: Set your Total Capital ($). 3. Analyze the Matrix: Compare ROI vs. MAX DD. The goal is not just the highest return, but the best Risk-Adjusted return. Technical Implementation This script utilizes an array-based telemetry engine to handle the simultaneous calculation of 30+ independent investment strategies. To ensure computational efficiency and bypass the limitations of standard security-based backtesting, I implemented a custom-built accumulator logic using array.new_float() and array.set() . The core calculation loop ( if in_race and is_new_day ) processes capital deployment on a per-bar basis, utilizing ta.change(time("D")) to ensure entry synchronization with the Daily UTC close. By decoupling the unit accumulation ( u_weekly , u_monthly ) from the final valuation logic ( f_get_stats ), the script maintains a Normalized Capital Model. This ensures that even with complex comparative logic across varying frequencies, the script provides a mathematically rigorous, reproducible result that matches real-world execution at the Daily UTC Midnight close. Note: All calculations are made on the "close" bar, which means UTC 00:00. By creating a strategy or using the research, make sure to be aware of your time zone Disclaimer: Past performance is not indicative of future results. This tool is for educational and research purposes only. Rob Maths is not liable for any financial losses. Tags: robmaths, Rob Maths, DCA, HODL, Bitcoin, BTC, Backtest, RiskManagement, Investment, Strategy, Statistics
Pine Script®指標
由Rob_Maths提供
PA SystemPA System - Price Action Trading System 价格行为交易系统 📊 概述 / Overview PA System is a comprehensive price action trading indicator that combines Smart Money Concepts (SMC), market structure analysis, and multi-timeframe confirmation to identify high-probability trade setups. Designed for both manual traders and algorithmic trading systems. PA System 是一个综合性价格行为交易指标，结合了Smart Money概念(SMC)、市场结构分析和多时间框架确认，用于识别高概率交易机会。适用于手动交易者和算法交易系统。 ✨ 核心特性 / Key Features 🎯 Four-Phase Signal System / 四阶段信号系统 H1 (First Pullback) - Initial bullish retracement in uptrend H2 (Confirmed Entry) - Breakout confirmation for long entries L1 (First Bounce) - Initial bearish bounce in downtrend L2 (Confirmed Entry) - Breakdown confirmation for short entries 中文说明： H1（首次回调） - 上升趋势中的初次回撤信号 H2（确认入场） - 突破确认的做多入场点 L1（首次反弹） - 下降趋势中的初次反弹信号 L2（确认入场） - 跌破确认的做空入场点 📐 Market Structure Detection / 市场结构识别 HH (Higher High) - Uptrend confirmation / 上升趋势确认 HL (Higher Low) - Bullish pullback / 多头回调 LH (Lower High) - Bearish bounce / 空头反弹 LL (Lower Low) - Downtrend confirmation / 下降趋势确认 💎 Smart Money Concepts (SMC) / 智能资金概念 BoS (Break of Structure) - Trend continuation signal / 趋势延续信号 CHoCH (Change of Character) - Potential trend reversal / 潜在趋势反转 📈 Dynamic Trendlines / 动态趋势线 Auto-drawn support and resistance trendlines / 自动绘制支撑阻力趋势线 Real-time extension to current bar / 实时延伸至当前K线 Slope-filtered for accuracy / 斜率过滤确保准确性 🎚️ Multi-Timeframe Analysis / 多时间框架分析 Higher timeframe trend filter (default 4H) / 大周期趋势过滤（默认4小时） Prevents counter-trend trades / 防止逆势交易 Configurable timeframe / 可配置时间周期 📊 Volume Confirmation / 成交量确认 Filters signals based on volume strength / 基于成交量强度过滤信号 20-period volume MA comparison / 与20期成交量均线对比 High-volume bars highlighted / 高成交量K线高亮显示 🎯 Risk Management Tools / 风险管理工具 Automatic SL/TP calculation and display / 自动计算并显示止损止盈 Visual stop loss and take profit lines / 可视化止损止盈线条 Risk percentage and R:R ratio display / 显示风险百分比和盈亏比 Dynamic stop loss sizing (0.3% - 1.5%) / 动态止损范围（0.3% - 1.5%） 📱 Real-Time Alerts / 实时警报 Instant notifications on H2/L2 signals / H2/L2信号即时通知 Webhook support for automation / 支持Webhook自动化 Mobile, email, and popup alerts / 手机、邮件和弹窗警报 📊 Professional Dashboard / 专业仪表盘 Real-time market state (CHANNEL/RANGE/BREAKOUT) / 实时市场状态 Local and MTF trend indicators / 本地及大周期趋势指标 Order flow status (HIGH VOL / LOW VOL) / 订单流状态 Last signal tracker / 最新信号追踪 🔧 参数设置 / Parameter Settings Structure Settings / 结构设置 Parameter Default Range Description Swing Length / 摆动长度 5 2-20 Pivot detection sensitivity / 枢轴点检测灵敏度 Trend Confirm Bars / 趋势确认根数 3 2-10 Consecutive bars for breakout / 突破所需连续K线数 Channel ATR Mult / 通道ATR倍数 2.0 1.0-5.0 Range detection threshold / 区间检测阈值 Signal Settings / 信号设置 Parameter Default Description Enable H2 Longs / 启用H2做多 ✅ Toggle long signals / 开关做多信号 Enable L2 Shorts / 启用L2做空 ✅ Toggle short signals / 开关做空信号 Micro Range Length / 微平台长度 3 Breakout detection bars / 突破检测K线数 Close Strength / 收盘强度 0.6 Minimum close position in bar / K线内最小收盘位置 Filter Settings / 过滤设置 Parameter Default Description Use MTF Filter / 大周期过滤 ✅ Enable higher timeframe filter / 启用大周期过滤 MTF Timeframe / 大周期时间框架 240 (4H) Higher timeframe period / 大周期时间 Use Volume Filter / 成交量过滤 ✅ Require high volume confirmation / 需要高成交量确认 Volume MA Length / 成交量均线周期 20 Volume comparison period / 成交量对比周期 Fast EMA / 快速EMA 20 Short-term trend / 短期趋势 Slow EMA / 慢速EMA 50 Long-term trend / 长期趋势 Risk Management / 风险管理 Parameter Default Description Risk % / 风险百分比 1.0% Risk per trade / 每笔交易风险 R:R Ratio / 盈亏比 2.0 Reward to risk ratio / 盈亏比率 Max SL ATR / 最大止损ATR 3.0 Maximum stop loss in ATR / 最大止损ATR倍数 Min SL % / 最小止损百分比 0.3% Minimum stop loss percentage / 最小止损百分比 Max SL % / 最大止损百分比 1.5% Maximum stop loss percentage / 最大止损百分比 📖 使用方法 / How to Use 1. 基础设置 / Basic Setup For Day Trading (5-15 min charts) / 日内交易（5-15分钟图） text Swing Length: 5 MTF Timeframe: 240 (4H) Risk %: 1.0% R:R: 2.0 For Swing Trading (1-4H charts) / 波段交易（1-4小时图） text Swing Length: 8 MTF Timeframe: D (Daily) Risk %: 0.5% R:R: 3.0 For Scalping (1-5 min charts) / 剥头皮（1-5分钟图） text Swing Length: 3 MTF Timeframe: 60 (1H) Risk %: 0.5% R:R: 1.5 Use Volume Filter: ✅ 2. 信号识别 / Signal Identification Long Entry / 做多入场 ✅ Dashboard shows "Local Trend: BULL" / 仪表盘显示"本地趋势：多头" ✅ MTF Trend shows "BULLISH" / 大周期趋势显示"看涨" ✅ Green circle (H1) appears below bar / 绿色圆点(H1)出现在K线下方 ⏳ Wait for H2 signal (green triangle ▲) / 等待H2信号（绿色三角▲） 📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量） 🎯 Enter at close of H2 bar / 在H2 K线收盘价入场 🛡️ Set SL at red dashed line / 止损设在红色虚线位置 🎁 Set TP at green dashed line / 止盈设在绿色虚线位置 Short Entry / 做空入场 ✅ Dashboard shows "Local Trend: BEAR" / 仪表盘显示"本地趋势：空头" ✅ MTF Trend shows "BEARISH" / 大周期趋势显示"看跌" ✅ Red circle (L1) appears above bar / 红色圆点(L1)出现在K线上方 ⏳ Wait for L2 signal (red triangle ▼) / 等待L2信号（红色倒三角▼） 📊 Check volume bar is cyan (HIGH VOL) / 检查成交量柱为青色（高成交量） 🎯 Enter at close of L2 bar / 在L2 K线收盘价入场 🛡️ Set SL at red dashed line / 止损设在红色虚线位置 🎁 Set TP at green dashed line / 止盈设在绿色虚线位置 3. 警报设置 / Alert Setup Step-by-Step / 分步操作 Click the "⏰" alert icon on chart / 点击图表上的"⏰"警报图标 Select "PA System - Indicator Version" / 选择"PA System (V1.1) - Indicator Version" Condition: "Any alert() function call" / 条件：选择"Any alert() function call" Choose notification method: / 选择通知方式： 📱 Mobile Push / 手机推送 📧 Email / 邮件 🔗 Webhook URL (for automation) / Webhook网址（用于自动化） Set frequency: "Once Per Bar Close" / 频率：选择"Once Per Bar Close" Click "Create" / 点击"创建" Webhook Example for IBKR API / IBKR API的Webhook示例 json { "signal": "{{strategy.order.action}}", "ticker": "{{ticker}}", "entry": {{close}}, "stop_loss": {{plot_0}}, "take_profit": {{plot_1}}, "timestamp": "{{timenow}}" } 4. 交易管理 / Trade Management Position Sizing / 仓位计算 text Account: $10,000 Risk per Trade: 1% = $100 Entry Price: $690.45 Stop Loss: $687.38 Risk per Share: $690.45 - $687.38 = $3.07 Position Size: $100 / $3.07 = 32 shares Partial Profit Taking / 部分止盈 Close 50% position at 1:1 R:R / 在1:1盈亏比时平仓50% Move SL to breakeven / 移动止损至保本位 Let remaining 50% run to 2R target / 让剩余50%跑向2R目标 🎨 视觉元素说明 / Visual Elements Guide Chart Markers / 图表标记 Symbol Color Meaning ⚫ Small Circle / 小圆点 🟢 Green / 绿色 H1 - First bullish pullback / 首次多头回调 ▲ Triangle / 三角形 🟢 Green / 绿色 H2 - Confirmed long entry / 确认做多入场 ⚫ Small Circle / 小圆点 🔴 Red / 红色 L1 - First bearish bounce / 首次空头反弹 ▼ Inverted Triangle / 倒三角 🔴 Red / 红色 L2 - Confirmed short entry / 确认做空入场 Structure Labels / 结构标签 Label Position Meaning HH Above high / 高点上方 Higher High - Bullish / 更高的高点-看涨 HL Below low / 低点下方 Higher Low - Bullish / 更高的低点-看涨 LH Above high / 高点上方 Lower High - Bearish / 更低的高点-看跌 LL Below low / 低点下方 Lower Low - Bearish / 更低的低点-看跌 BoS/CHoCH Lines / 破位线条 Type Color Width Meaning BoS 🔵 Teal / 青色 2px Break of Structure - Trend continues / 结构突破-趋势延续 CHoCH 🔴 Red / 红色 2px Change of Character - Trend reversal / 性质改变-趋势反转 Trendlines / 趋势线 Type Color Style Meaning Bullish / 看涨 🔵 Teal / 青色 Solid / 实线 Uptrend support / 上升趋势支撑 Bearish / 看跌 🔴 Red / 红色 Solid / 实线 Downtrend resistance / 下降趋势阻力 Risk Lines / 风险线条 Type Color Style Meaning Stop Loss / 止损 🔴 Red / 红色 Dashed / 虚线 Suggested stop loss level / 建议止损位 Take Profit / 止盈 🟢 Green / 绿色 Dashed / 虚线 Suggested take profit level / 建议止盈位 Dashboard Colors / 仪表盘颜色 Status Color Meaning BULL / 多头 🟢 Green / 绿色 Bullish trend / 看涨趋势 BEAR / 空头 🔴 Red / 红色 Bearish trend / 看跌趋势 NEUTRAL / 中性 ⚪ Gray / 灰色 No clear trend / 无明确趋势 BREAKOUT / 突破 🟡 Lime / 黄绿 Strong momentum / 强劲动能 HIGH VOL / 高成交量 🔵 Cyan / 青色 High volume confirmation / 高成交量确认 💡 交易策略建议 / Trading Strategy Tips ✅ High Probability Setups / 高概率设置 Trend Alignment / 趋势一致 Local Trend = BULL + MTF Trend = BULLISH / 本地多头 + 大周期看涨 Or: Local Trend = BEAR + MTF Trend = BEARISH / 或：本地空头 + 大周期看跌 Volume Confirmation / 成交量确认 H2/L2 signal appears with cyan volume bar / H2/L2信号伴随青色成交量柱 Volume > 20-period MA / 成交量 > 20期均线 Trendline Support / 趋势线支撑 H2 appears near bullish trendline / H2出现在看涨趋势线附近 L2 appears near bearish trendline / L2出现在看跌趋势线附近 BoS Confirmation / BoS确认 Recent BoS in same direction / 最近同方向的BoS No CHoCH against the trade / 无逆向的CHoCH ❌ Avoid These Setups / 避免这些情况 Conflicting Trends / 趋势冲突 Local BULL but MTF BEARISH / 本地多头但大周期看跌 Market State = RANGE / 市场状态 = 区间 Low Volume / 低成交量 Order Flow shows "LOW VOL" / 订单流显示"低成交量" Volume bar is red (below MA) / 成交量柱为红色（低于均线） Against Trendline / 逆趋势线 Shorting at bullish trendline support / 在看涨趋势线支撑处做空 Buying at bearish trendline resistance / 在看跌趋势线阻力处做多 Recent CHoCH / 近期CHoCH CHoCH appeared within 10 bars / 10根K线内出现CHoCH Potential trend reversal zone / 潜在趋势反转区域 🔄 优化建议 / Optimization Tips For Different Markets / 针对不同市场 Stocks / 股票 text Swing Length: 5-8 MTF: 240 (4H) or D (Daily) Risk %: 0.5-1.0% Best on: SPY, QQQ, AAPL, TSLA Forex / 外汇 text Swing Length: 5 MTF: 240 (4H) Risk %: 1.0-2.0% Best on: EUR/USD, GBP/USD, USD/JPY Use Volume Filter: OFF (Forex volume is unreliable) Crypto / 加密货币 text Swing Length: 3-5 MTF: 240 (4H) Risk %: 0.5-1.0% (high volatility) Max SL %: 2.0-3.0% Best on: BTC, ETH, SOL Futures / 期货 text Swing Length: 5 MTF: 240 (4H) Risk %: 1.0-1.5% Best on: ES, NQ, RTY, CL 🤖 自动化集成 / Automation Integration Python + IBKR API Example / Python + IBKR API示例 python import requests from ib_insync import * def handle_tradingview_alert(alert_data): """ Receives webhook from TradingView alert 接收来自TradingView警报的webhook """ signal = alert_data # "H2 LONG" or "L2 SHORT" ticker = alert_data # "SPY" entry = alert_data # 690.45 stop_loss = alert_data # 687.38 take_profit = alert_data # 696.59 # Connect to IBKR ib = IB() ib.connect('127.0.0.1', 7497, clientId=1) # Create contract contract = Stock(ticker, 'SMART', 'USD') # Calculate position size (1% risk) account_value = ib.accountValues() .value risk_amount = float(account_value) * 0.01 risk_per_share = abs(entry - stop_loss) quantity = int(risk_amount / risk_per_share) # Place order if "LONG" in signal: order = MarketOrder('BUY', quantity) else: order = MarketOrder('SELL', quantity) trade = ib.placeOrder(contract, order) # Set stop loss and take profit ib.placeOrder(contract, StopOrder('SELL', quantity, stop_loss)) ib.placeOrder(contract, LimitOrder('SELL', quantity, take_profit)) ib.disconnect() TradersPost Integration / TradersPost集成 Create TradersPost account / 创建TradersPost账户 Connect IBKR broker / 连接IBKR券商 Get Webhook URL / 获取Webhook网址 Add to TradingView alert / 添加到TradingView警报 Test with paper trading / 用模拟账户测试 📊 性能指标 / Performance Metrics Expected Performance (Backtested) / 预期表现（回测） Metric Value Notes Win Rate / 胜率 60-75% With all filters enabled / 启用所有过滤器 Avg R:R / 平均盈亏比 1.8-2.2 Using 2R target / 使用2R目标 Max Drawdown / 最大回撤 8-12% 1% risk per trade / 每笔1%风险 Profit Factor / 盈利因子 1.8-2.5 Trend-following bias / 趋势跟随偏向 Best Markets / 最佳市场 Trending Avoid ranging markets / 避免区间市场 ⚠️ Disclaimer: Past performance does not guarantee future results. Always test in paper trading first. ⚠️ 免责声明：历史表现不保证未来结果。请先在模拟账户测试。 🛠️ 故障排除 / Troubleshooting Problem: No signals appearing / 问题：没有信号出现 Solution / 解决方案: Disable MTF Filter temporarily / 暂时关闭大周期过滤 Disable Volume Filter / 关闭成交量过滤 Reduce Swing Length to 3 / 将摆动长度降至3 Check if market is ranging (no clear trend) / 检查市场是否处于区间（无明确趋势） Problem: Too many signals / 问题：信号太多 Solution / 解决方案: Enable MTF Filter / 启用大周期过滤 Enable Volume Filter / 启用成交量过滤 Increase Swing Length to 8 / 将摆动长度增至8 Enable Break Filter / 启用破位过滤 Problem: Alerts not working / 问题：警报不工作 Solution / 解决方案: Check "Enable Alerts" is ON / 检查"启用警报"已开启 Verify alert condition is "Any alert() function call" / 确认警报条件为"Any alert() function call" Check notification settings in TradingView / 检查TradingView通知设置 Test alert with "Test" button / 用"测试"按钮测试警报 Problem: SL/TP lines not showing / 问题：止损止盈线不显示 Solution / 解决方案: Enable "Show SL/TP Labels" in settings / 在设置中启用"显示止损止盈标签" Check if signal is recent (lines expire after 10 bars) / 检查信号是否近期（线条在10根K线后消失） Zoom in to see lines more clearly / 放大图表以更清楚地看到线条 📚 常见问题 FAQ Q1: Can I use this on any timeframe? / 可以在任何时间框架使用吗？ A: Yes, but works best on 5min-4H charts. Recommended: 15min (day trading), 1H (swing trading). 可以，但在5分钟-4小时图表效果最佳。推荐：15分钟（日内交易），1小时（波段交易）。 Q2: Do I need to enable all filters? / 需要启用所有过滤器吗？ A: No. Start with all enabled, then disable based on your risk tolerance. MTF filter is highly recommended. 不需要。从全部启用开始，然后根据风险承受能力禁用。强烈推荐MTF过滤器。 Q3: Can I automate this with IBKR? / 可以与IBKR自动化吗？ A: Yes! Use TradingView alerts + Webhook + Python script + IBKR API. See automation example above. 可以！使用TradingView警报 + Webhook + Python脚本 + IBKR API。参见上方自动化示例。 Q4: What's the difference between Strategy and Indicator version? / 策略版和指标版有什么区别？ A: Strategy = backtesting only. Indicator = real-time alerts + automation. Use both: backtest with strategy, trade with indicator. 策略版=仅回测。指标版=实时警报+自动化。两者结合使用：用策略版回测，用指标版交易。 Q5: Why does H2 appear but no trade? / 为什么出现H2但没有交易？ A: This is an indicator, not a strategy. You need to manually place orders or use automation via alerts. 这是指标，不是策略。你需要手动下单或通过警报使用自动化。 ⚖️ 免责声明 / Disclaimer IMPORTANT / 重要提示: This indicator is for educational purposes only. Trading involves substantial risk of loss. Past performance does not guarantee future results. Always: 本指标仅供教育目的。交易涉及重大亏损风险。历史表现不保证未来结果。请务必： ✅ Test in paper trading first / 先在模拟账户测试 ✅ Use proper risk management (1-2% max per trade) / 使用适当风险管理（每笔最多1-2%） ✅ Never risk more than you can afford to lose / 永远不要冒超出承受能力的风险 ✅ Understand the strategy before using / 使用前理解策略原理 Not financial advice. Trade at your own risk. 非投资建议。交易风险自负。
Pine Script®指標
由Yistle提供
Webhook Candle Sender (OHLCV)This indicator sends OHLCV (Open, High, Low, Close, Volume) candle data via webhook on every confirmed bar close. It is designed to integrate TradingView with an external trading or analytics system (e.g. a local Flask server, paper trading engine, or algorithmic agent). Features: • Sends data only on bar close (no repainting) • Works on any symbol (stocks, crypto, forex) • Works on any timeframe • Outputs structured JSON suitable for APIs and bots • Uses TradingView alert() function for webhook delivery Typical use cases: • Algorithmic trading research • Paper trading systems • Backtesting external strategies • Educational and learning purposes This script does NOT place trades, manage risk, or provide trading signals. It only transmits candle data. No financial advice is provided.
Pine Script®指標
由moha_a_khoja提供
Commodity Channel Index CCI + EMA strategy ================================================================================ COMMODITY CHANNEL INDEX CCI + EMA STRATEGY - STRATEGY GUIDE 📊 ================================================================================ 💡 COLLABORATION & SUPPORT --------------------------- If you want to collaborate, have an idea for a strategy, or need help writing or customizing code, send an email to burdytrader@gmail.com or send me a message. Suggestions, ideas, and comments are always welcome! 🤝 I also develop automated trading codes for other trading platforms including: - CTrader (C#) - MetaTrader 4 (MQL4) - MetaTrader 5 (MQL5) If you need a strategy converted or developed for any of these platforms, feel free to contact me! ================================================================================ ⚠️ IMPORTANT: INSTRUMENT SELECTION 📈 ------------------------------------- This strategy performs BEST with currency pairs (forex). The CCI indicator works particularly well in the forex market due to the nature of currency movements and the effectiveness of the CCI in identifying overbought and oversold conditions in trending markets. Why Currency Pairs? 🎯 - CCI is highly effective in identifying reversals in forex markets - Currency pairs show clear overbought/oversold patterns - EMA filter (50/200) aligns well with major forex trends - High liquidity ensures reliable signal execution Performance Highlights: In specific currency pairs, when properly configured, this strategy can achieve: - Profit Factor: Over 2.0 - Win Rate: Up to 70% - Particularly effective pairs: USDCAD, EURUSD, GBPJPY While the strategy can work with other instruments (stocks, indices, commodities), currency pairs provide the most consistent and reliable results. For optimal performance, focus on major forex pairs with good liquidity and clear trending characteristics. ================================================================================ WHAT DOES THIS STRATEGY DO? 🎯 --------------------------- This strategy combines the Commodity Channel Index (CCI) with Exponential Moving Averages (EMA) to identify high-probability trading opportunities. The strategy uses CCI crossovers with a smoothing moving average and filters signals using EMA trend confirmation. The strategy automatically enters trades when CCI crosses the smoothing MA in specific zones, indicating potential trend reversals or continuations. HOW IT WORKS? ⚙️ --------------- 1. CCI CALCULATION 📈 The strategy calculates the Commodity Channel Index using: - CCI = (Price - SMA(Price, length)) / (0.015 × Deviation(Price, length)) - Default length: 20 periods - Source: HLC3 (typical price) The CCI shows: - Values above +100 = Overbought conditions - Values below -100 = Oversold conditions - Values around 0 = Neutral conditions 2. SMOOTHING MOVING AVERAGE 📊 A moving average is applied to the CCI to smooth out fluctuations: - Types available: SMA, EMA, SMMA (RMA), WMA, VWMA - Default: SMA with length 14 - Can be disabled (set to "None") This smoothed line acts as a reference for crossover signals. 3. EMA TREND FILTER 🎯 Two EMAs are calculated on the CCI: - EMA 50 (fast EMA) - EMA 200 (slow EMA) When the EMA filter is enabled: - LONG signals only occur when EMA50 > EMA200 (uptrend confirmation) - SHORT signals only occur when EMA50 < EMA200 (downtrend confirmation) This filter can be enabled/disabled via the "Use EMA Filter" option. 4. ENTRY CONDITIONS 🎲 LONG ENTRY (Buy Signal): - CCI crosses ABOVE the Smoothing MA (crossover) - CCI is between Lower Level (-100) and Middle Level (0) - EMA Filter: EMA50 > EMA200 (if filter enabled) - No existing positions (or close opposite positions first) SHORT ENTRY (Sell Signal): - CCI crosses BELOW the Smoothing MA (crossunder) - CCI is between Middle Level (0) and Upper Level (+100) - EMA Filter: EMA50 < EMA200 (if filter enabled) - No existing positions (or close opposite positions first) 5. POSITION MANAGEMENT 💰 The strategy uses a simple position management approach: - Only ONE position at a time (no pyramiding) - If a signal occurs in the opposite direction, closes existing position first - Then opens new position in the new direction - This prevents overexposure and simplifies risk management 6. TAKE PROFIT & STOP LOSS SETTINGS 🎯 The strategy uses percentage-based TP/SL: - Take Profit: 1.0% (default, configurable) - Stop Loss: 0.5% (default, configurable) - Risk/Reward Ratio: 2:1 (TP is double the SL) TP/SL are calculated once when the position opens and remain fixed. AVAILABLE PARAMETERS ⚙️ ----------------------- CCI SETTINGS: 1. CCI Length (Default: 20) - Period for CCI calculation - Lower values = More sensitive to recent price action - Higher values = More smoothed, less sensitive 2. CCI Source (Default: HLC3) - Price source for CCI calculation - Options: close, open, high, low, hlc3, hlcc4, ohlc4 3. CCI Lower Level (Default: -100) - Lower boundary for LONG entry zone - Typically -100 for oversold conditions 4. CCI Middle Level (Default: 0) - Neutral level separating LONG and SHORT zones 5. CCI Upper Level (Default: +100) - Upper boundary for SHORT entry zone - Typically +100 for overbought conditions SMOOTHING MA: 6. Type (Default: SMA) - Moving average type: None, SMA, EMA, SMMA (RMA), WMA, VWMA - Set to "None" to disable smoothing 7. Length (Default: 14) - Period for smoothing MA - Range: 7-28, step 7 EMA FILTER: 8. EMA 1 Length (Default: 50) - Fast EMA period applied to CCI 9. EMA 2 Length (Default: 200) - Slow EMA period applied to CCI 10. Use EMA Filter (Default: true) - Enable/disable EMA trend filter - When enabled: LONG only if EMA50 > EMA200, SHORT only if EMA50 < EMA200 RISK MANAGEMENT: 11. Take Profit (%) (Default: 1.0%) - Profit target as percentage of entry price - For LONG: Entry × (1 + TP%) - For SHORT: Entry × (1 - TP%) 12. Stop Loss (%) (Default: 0.5%) - Stop loss as percentage of entry price - For LONG: Entry × (1 - SL%) - For SHORT: Entry × (1 + SL%) VISUALIZATION 📊 --------------- The strategy displays in a separate panel below the price chart: 1. CCI LINE - Blue line showing the CCI value - Oscillates around zero 2. SMOOTHING MA LINE - Yellow line showing the smoothed CCI - Reference line for crossover signals 3. CCI LEVEL LINES - Red dashed line: Upper Level (+100) - Green dashed line: Lower Level (-100) - Yellow dashed line: Middle Level (0) 4. ENTRY SIGNALS - Green cross: LONG entry signal (when CCI crosses above MA) - Red cross: SHORT entry signal (when CCI crosses below MA) RECOMMENDED SETTINGS 🎯 ----------------------- To get started, you can use these settings: CCI SETTINGS: - CCI Length: 20 (default) - CCI Source: HLC3 (default) - CCI Lower Level: -100 (default) - CCI Middle Level: 0 (default) - CCI Upper Level: +100 (default) SMOOTHING MA: - Type: SMA (default) or EMA for faster response - Length: 14 (default) EMA FILTER: - EMA 1 Length: 50 (default) - EMA 2 Length: 200 (default) - Use EMA Filter: true (recommended for better signal quality) RISK MANAGEMENT: - Take Profit (%): 1.0% (adjust based on your risk/reward preference) - Stop Loss (%): 0.5% (adjust based on your risk tolerance) For more aggressive trading: - Reduce CCI Length to 14-16 - Reduce Smoothing MA Length to 7 - Disable EMA Filter For more conservative trading: - Increase CCI Length to 24-30 - Increase Smoothing MA Length to 21-28 - Keep EMA Filter enabled RECOMMENDED CURRENCY PAIRS 💱 ------------------------------ This strategy is optimized for currency pairs and performs exceptionally well on the following pairs when properly configured: TOP PERFORMING PAIRS: - USDCAD: Can achieve Profit Factor > 2.0 and Win Rate up to 70% - EURUSD: Excellent performance with consistent signals - GBPJPY: Strong results with proper EMA filter configuration These pairs have shown the best historical performance due to: - Clear trending characteristics - Good response to CCI overbought/oversold levels - Strong alignment with EMA 50/200 trend filter - High liquidity ensuring reliable execution When trading these pairs, use the default settings or slightly adjusted parameters based on the pair's volatility. Always backtest on historical data before using real money to find the optimal configuration for each specific pair. PRACTICAL EXAMPLE 📝 -------------------- Scenario: LONG Entry on EUR/USD 1. Market conditions: - Price: 1.1000 - CCI: -80 (in oversold zone) - Smoothing MA: -90 - CCI crosses above Smoothing MA (crossover occurs) - EMA50: -50, EMA200: -70 (EMA50 > EMA200, uptrend confirmed) 2. Strategy checks conditions: ✓ Smoothing MA enabled: Yes ✓ Crossover: Yes (CCI crosses above MA) ✓ CCI in range: Yes (-100 <= -80 <= 0) ✓ EMA Filter: Yes (EMA50 > EMA200) ✓ No existing position: Yes 3. Strategy opens position: - Direction: LONG (Buy) - Entry: 1.1000 (current close) - Take Profit: 1.1110 (1.0% above entry) - Stop Loss: 1.0945 (0.5% below entry) - Risk/Reward: 2:1 4. Outcome scenarios: - If price rises to 1.1110 → Take Profit hit (profit) - If price falls to 1.0945 → Stop Loss hit (loss limited) IMPORTANT NOTE ⚠️ ----------------- This strategy is a technical analysis tool based on CCI and EMA indicators. Like all trading strategies, it does NOT guarantee profits. Trading involves significant risks and you can lose money, including your entire investment. Past performance does not guarantee future results. Always: - Use appropriate risk management - Never risk more than you can afford to lose - Test the strategy on historical data (backtesting) before using real money - Start with small position sizes or paper trading - Understand that no strategy works 100% of the time - Consider market conditions, news events, and other factors - Keep a trading journal to learn and improve The author and contributors are NOT responsible for any losses incurred from using this strategy. Trading decisions are your own responsibility. Profits are NOT guaranteed, and losses are possible. LICENSE 📄 ---------- This code is open source and available for modification. You are free to use, modify, and distribute this strategy. If you republish or share a modified version, please kindly mention the original author. ================================================================================
Pine Script®策略
由Burdiga84提供
Delta Volume EMA Strategy ================================================================================ DELTA VOLUME EMA STRATEGY - STRATEGY GUIDE 📊 ================================================================================ 💡 COLLABORATION & SUPPORT --------------------------- If you want to collaborate, have an idea for a strategy, or need help writing or customizing code, send an email to burdytrader@gmail.com or send me a message. Suggestions, ideas, and comments are always welcome! 🤝 ================================================================================ ⚠️ IMPORTANT: INSTRUMENT SELECTION 📈 ------------------------------------- This strategy performs BEST with instruments that have a centralized data flow, such as Futures contracts. Centralized markets provide more accurate and reliable volume data, which is essential for Volume Delta analysis to work effectively. Why Futures? 🎯 - Centralized exchange = Accurate volume data - All trades flow through a single exchange - Volume reflects true buying/selling pressure - Better correlation between volume and price movements While the strategy can work with other instruments (stocks, forex, etc.), volume data quality may vary, which can affect the reliability of Volume Delta signals. For optimal performance, use Futures contracts or other instruments with centralized, high-quality volume data. ================================================================================ WHAT DOES THIS STRATEGY DO? 🎯 --------------------------- This strategy uses Volume Delta analysis combined with Exponential Moving Averages (EMA) to identify high-probability trading opportunities. The Volume Delta measures the difference between buying and selling pressure, helping to identify when strong institutional or smart money movements occur. The strategy automatically enters trades when volume delta reaches extreme levels, indicating potential trend continuation or reversal points. HOW IT WORKS? ⚙️ --------------- 1. VOLUME DELTA CALCULATION 📈 The strategy calculates the Volume Delta using the following formula: - Volume Ratio (v) = Current Volume / Previous Volume - EMA of Close (mac) = EMA(Close, MA Length) × Volume Ratio - EMA of Open (mao) = EMA(Open, MA Length) × Volume Ratio - Volume Delta (vd) = mac - mao The Volume Delta shows: - Positive values (green) = Buying pressure (buyers are more active) - Negative values (red) = Selling pressure (sellers are more active) 2. VOLUME DELTA MOVING AVERAGE 📊 The strategy calculates an EMA of the Volume Delta (vdma) to smooth out fluctuations and identify the overall trend of buying/selling pressure: - vdma = EMA(Volume Delta, EMA Length) - When vdma is above zero = Overall buying pressure - When vdma is below zero = Overall selling pressure 3. PERCENTILE-BASED ENTRY CONDITIONS 🎲 Instead of using fixed thresholds, the strategy uses percentile analysis to identify extreme volume delta movements: For LONG entries: - Analyzes seller volumes (negative volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters LONG when volume delta becomes positive AND exceeds the threshold - This indicates a strong shift from selling to buying pressure For SHORT entries: - Analyzes buyer volumes (positive volume delta) over the lookback period - Calculates the percentile threshold (default: 80th percentile) - Enters SHORT when volume delta becomes negative AND exceeds the threshold - This indicates a strong shift from buying to selling pressure 4. POSITION SIZING 💰 The strategy offers two position sizing methods: a) RISK VALUE (Fixed Risk in Dollars): - Calculates position size based on a fixed dollar risk amount - Formula: Position Size = Risk Amount / (Entry Price × Stop Loss %) - Ensures consistent risk per trade regardless of price level b) LOTS SIZE: - Uses a fixed lot size for all trades - Simple and straightforward approach - Useful when you want consistent position sizes 5. TAKE PROFIT & STOP LOSS SETTINGS 🎯 The strategy offers flexible TP/SL configuration in three modes: a) PERCENTAGE (%): - TP/SL calculated as a percentage of entry price - Example: 2% TP means entry price × 1.02 (for LONG) or × 0.98 (for SHORT) - Adapts automatically to different price levels b) CURRENCY: - TP/SL set as a fixed currency amount - Example: $100 TP means entry price + $100 (for LONG) or - $100 (for SHORT) - Useful for instruments with consistent price movements c) PIPS: - TP/SL set as a fixed number of pips - Automatically converts pips to price using the instrument's minimum tick - Ideal for forex and other pip-based instruments 6. AUTOMATIC TRADE EXECUTION ⚡ When entry conditions are met: - Opens a position (LONG or SHORT) at market price - Automatically sets Take Profit and Stop Loss based on selected mode - Sends an alert with all trade information - Only one position at a time (waits for current position to close) AVAILABLE PARAMETERS ⚙️ ---------------------- 1. MA LENGTH (Default: 10) - Length of the Exponential Moving Average used for close and open prices - Lower values = More sensitive to recent price action - Higher values = More smoothed, less sensitive 2. EMA LENGTH (Default: 20) - Length of the EMA applied to Volume Delta - Controls the smoothing of the volume delta signal - Lower values = Faster signals, more trades - Higher values = Slower signals, fewer but potentially more reliable trades 3. POSITION SIZE MODE - "Risk Value": Calculate position size based on fixed dollar risk - "Lots Size": Use fixed lot size for all trades 4. FIXED RISK IN $ (Default: 50) - Only used when Position Size Mode = "Risk Value" - The dollar amount you're willing to risk per trade - Strategy calculates position size automatically 5. LOT SIZE (Default: 0.01) - Only used when Position Size Mode = "Lots Size" - Fixed lot size for all trades 6. TAKE PROFIT MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 7. STOP LOSS MODE - "%": Percentage of entry price - "Currency": Fixed currency amount - "Pips": Fixed number of pips 8. TAKE PROFIT / STOP LOSS VALUES - Different input fields appear based on selected mode - Configure TP and SL independently 9. VOLUME LOOKBACK PERIOD (Default: 20) - Number of bars used to calculate percentile thresholds - Lower values = More sensitive, adapts faster to recent conditions - Higher values = More stable, uses longer-term statistics 10. PERCENTILE THRESHOLD (Default: 80%) - The percentile level used to identify extreme volume delta movements - 80% means: only enter when volume delta exceeds 80% of recent values - Higher values = Fewer but potentially stronger signals - Lower values = More frequent signals VISUALIZATION 📊 --------------- The strategy displays on the chart: 1. VOLUME DELTA COLUMNS - Green columns = Positive volume delta (buying pressure) - Red columns = Negative volume delta (selling pressure) - Height represents the magnitude of buying/selling pressure 2. VOLUME DELTA MA AREA - Two overlapping area plots showing the smoothed volume delta - Black area (base layer) for overall visualization - Green area (when positive) = Overall buying pressure trend - Red area (when negative) = Overall selling pressure trend - Helps identify the dominant market sentiment 3. ZERO LINE - Horizontal line at zero - Helps visualize when buying/selling pressure crosses the neutral point ALERTS 🔔 -------- When enabled, the strategy sends alerts when a trade is opened. The alert message includes: - Direction: "Buy" for LONG positions or "Sell" for SHORT positions - Entry Price: The price at which the position was opened - TP (Take Profit): The target profit price - SL (Stop Loss): The stop loss price Example alert message: "Buy | Entry: 1.2050 | TP: 1.2250 | SL: 1.1950" Alerts can be configured in TradingView to send notifications via email, SMS, webhooks, or other platforms. RECOMMENDED SETTINGS 🎯 ----------------------- To get started, you can use these settings: STRATEGY PARAMETERS: - MA Length: 10 (default) - EMA Length: 20 (default) - Volume Lookback Period: 20 (default) - Percentile Threshold: 80% (default) POSITION SIZING: - Position Size Mode: "Risk Value" (for risk management) - Fixed Risk in $: Adjust based on your account size (e.g., 1-2% of account) - OR use "Lots Size" with 0.01 lots for small accounts TAKE PROFIT & STOP LOSS: - TP Mode: "%" (recommended for most instruments) - SL Mode: "%" (recommended for most instruments) - Take Profit (%): 2.0% (adjust based on your risk/reward preference) - Stop Loss (%): 1.0% (adjust based on your risk tolerance) For Forex: - Consider using "Pips" mode for TP/SL - Typical values: 20-50 pips TP, 10-30 pips SL For Stocks/Indices: - Use "%" mode for TP/SL - Typical values: 2-5% TP, 1-2% SL PRACTICAL EXAMPLE 📝 ------------------- Scenario: LONG Entry on EUR/USD 1. Market conditions: - Price: 1.1000 - Volume Delta becomes strongly positive - Volume Delta exceeds 80th percentile of recent seller volumes 2. Strategy calculates: - Entry Price: 1.1000 (current close) - Position Size Mode: "Risk Value" - Fixed Risk: $50 - Stop Loss Mode: "%" - Stop Loss: 1.0% - Position Size = $50 / (1.1000 × 0.01) = 4.55 lots 3. Strategy opens position: - Direction: LONG (Buy) - Entry: 1.1000 - Take Profit: 1.1220 (2% above entry) - Stop Loss: 1.0890 (1% below entry) - Alert sent: "Buy | Entry: 1.1000 | TP: 1.1220 | SL: 1.0890" 4. Outcome scenarios: - If price rises to 1.1220 → Take Profit hit (profit) - If price falls to 1.0890 → Stop Loss hit (loss limited to $50) IMPORTANT NOTE ⚠️ ----------------- This strategy is a technical analysis tool based on volume delta analysis. Like all trading strategies, it does NOT guarantee profits. Trading involves significant risks and you can lose money, including your entire investment. Past performance does not guarantee future results. Always: - Use appropriate risk management - Never risk more than you can afford to lose - Test the strategy on historical data (backtesting) before using real money - Start with small position sizes or paper trading - Understand that no strategy works 100% of the time - Consider market conditions, news events, and other factors - Keep a trading journal to learn and improve The author and contributors are NOT responsible for any losses incurred from using this strategy. Trading decisions are your own responsibility. Profits are NOT guaranteed, and losses are possible. LICENSE 📄 --------- This code is open source and available for modification. You are free to use, modify, and distribute this strategy. If you republish or share a modified version, please kindly mention the original author. ================================================================================
Pine Script®策略
由Burdiga84提供