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RSI Strategy condition experimentThis is a scalping indicator built for bitcoin on the 15m chart. It uses ADX and SRSI. A full indicator will be released very soon. Please comment with any questions or comments. The strategy ran below is the results if you started trading on 3/9/2018 with 10,000$ usd, and used 100% of your equity to enter positions. This is also designed to allow 2x leverage when certain conditions are met, which is the default. This feature can be turned off in settings.
Pine Script®策略
由chives152提供
19
Recovery Adaptive Strategy [Starbots]🔁 Recovery Adaptive Strategy Recovery Adaptive Strategy is an advanced, single-position trading strategy designed for professional traders who require adaptive exposure control, dynamic profit targeting, and rule-based recovery mechanics in high-volatility market environments. The strategy applies a structured loss-streak framework where position sizing and take-profit objectives evolve systematically based on prior trade outcomes, while maintaining strict one-position execution at all times. 🧠 Strategic Framework This strategy is built around a controlled adaptive execution model: Only one position is active at any time Each closed trade directly influences the parameters of the next entry After a losing trade: Position size scales according to a defined factor Take-profit expands proportionally using a configurable multiplier After a winning trade: All parameters reset to their base configuration Scaling progression is capped via a configurable maximum step limit The methodology is designed to efficiently capitalize on expansion phases, volatility impulses, and directional inefficiencies, making it particularly suitable for high-volatility instruments and regimes. ⚙️ Adaptive Position Management Position Sizing Modes Percentage of Equity Fixed Base Currency Amount (USDT / USD / EUR, etc.) Each subsequent step applies a configurable size multiplier, enabling precise control over exposure progression across loss streaks. 🎯Dynamic Take-Profit Scaling Take-profit levels increase automatically with each scaling step A dedicated TP multiplier allows fine-tuning of profit expansion behavior All targets are recalculated and updated dynamically while positions are open Execution Control Single-position logic (no grid, no concurrent hedging) Optional forced exit and full reset upon reaching the maximum scaling step Bar-confirmed execution to avoid signal repainting 📈 Signal Generation & Market Filters The strategy supports multiple professional-grade entry models, selectable via settings: MACD (12,26,9) DMI (14) RSI (70 / 30) Stochastic (14,3,3) Bollinger Bands + RSI Market Structure (BOS / CHoCH) Additional execution layers include: Higher-timeframe signal evaluation Volatility-based trade filtering EMA trend alignment Flat-market detection (optional) The strategy is optimized for active, volatile markets, where price expansion and follow-through are frequent. 📊 Institutional-Style Analytics & Visualization Integrated analytics provide full transparency into strategy behavior: Adaptive Scaling Table Position size per step Take-profit expansion per step Loss-streak hit distribution On-Chart Execution Labels Equity Usage Overview Monthly & Yearly Performance Calendar Backtest vs. Leverage Projection Dashboard All dashboards and visual components are optional and configurable. 🧩 Intended Use This strategy is designed for: Advanced discretionary traders Systematic traders Quantitative research and optimization High-volatility instruments and environments It emphasizes structure, adaptability, and execution discipline, rather than static position sizing or fixed targets.
Pine Script®策略
由Starbots提供
Sigma Trinity ModelAbstract Sigma Trinity Model is an educational framework that studies how three layers of market behavior interact within the same trend: (1) structural momentum (Rasta), (2) internal strength (RSI), and (3) continuation/compounding structure (Pyramid). The model deliberately combines bar-close momentum logic with intrabar, wick-aware strength checks to help users see how reversals form, confirm, and extend. It is not a signal service or automation tool; it is a transparent learning instrument for chart study and backtesting. Why this is not “just a mashup” Many scripts merge indicators without explaining the purpose. Sigma Trinity is a coordinated, three-engine study designed for a specific learning goal: Rasta (structure): defines when momentum actually flips using a dual-line EMA vs smoothed EMA. It gives the entry/exit framework on bar close for clean historical study. RSI (energy): measures internal strength with wick-aware triggers. It uses RSI of LOW (for bottom touches/reclaims) and RSI of HIGH (for top touches/exhaustion) so users can see intrabar strength/weakness that the close can hide. Pyramid (progression): demonstrates how continuation behaves once momentum and strength align. It shows the logic of adds (compounding) as a didactic layer, also on bar close to keep historical alignment consistent. These three roles are complementary, not redundant: structure → strength → progression. Architecture Overview Execution model Rasta & Pyramid: bar close only by default (historically stable, easy to audit). RSI: per tick (realtime) with bar-close backup by default, using RSI of LOW for entries and RSI of HIGH for exits. This makes the module sensitive to intra-bar wicks while still giving a close-based safety net for backtests. Stops (optional in strategy builds): wick-accurate: trail arms/ratchets on HIGH; stop hit checks with LOW (or Close if selected) with a small undershoot buffer to avoid micro-noise hits. Visual model Dual lines (EMA vs smoothed EMA) for Rasta + color fog to see direction and compression/expansion. Rungs (small vertical lines) drawn between the two Rasta lines to visualize wave spacing and rhythm. Clean labels for Entry/Exit/Pyramid Add/RSI events. Everything is state-locked to avoid spamming. Module 1 — Rasta (Structural Momentum Layer) Goal: Identify structural momentum reversals and maintain a consistent, replayable backbone for study. Method: Compute an EMA of a chosen price source (default Close), and a smoothed version (SMA/EMA/RMA/WMA/None selectable). Flip points occur when the EMA line crosses the smoothed line. Optional EMA 8/21 trend filter can gate entries (long-bias when EMA8 > EMA21). A small “adaptive on flip” option lets an entry fire when the filter itself flips to ON and the EMA is already above the smoothed line—useful for trend resumption. Why bar close only? Bar-close Rasta gives a stable, auditable timeline for the structure of the trend. It teaches users to separate “structure” (close-resolved) from “energy” (intrabar, via RSI). Visuals: Fog between the lines (green/red) to show regime. Rungs between lines to show spread (compression vs expansion). Optional plotting of EMA8/EMA21 so users can see the gating effect. Module 2 — RSI (Internal Strength / Energy Layer) Goal: Reveal the intrabar strength/weakness that often precedes or confirms structural flips. Method: Standard RSI with adjustable length and signal smoothing for the panel view. Logic uses wick-aware sources: Entry trigger: RSI of LOW (same RSI length) touching or below a lower band (default 15). Think of it as intraband reactivation from the bottom, using the candle’s deepest excursion. Exit trigger: RSI of HIGH touching or above an upper band (default 85). Think of it as exhaustion at the top, using the candle’s highest excursion. Realtime + Close Backup: fires intrabar on tick, but if the realtime event was missed, the close backup will note it at bar end. Cooldown control: optional bars-between-signals to avoid rapid re-triggers on choppy sequences. Why wick-aware RSI? A close-only RSI can miss the true micro-extremes that cause reversals. Using LOW/HIGH for triggers captures the behavior that traders actually react to during the bar, while the bar-close backup preserves historical reproducibility. Module 3 — Pyramid (Continuation / Compounding Layer) Goal: Teach how continuation behaves once a trend is underway, and how adds can be structured. Method: Same dual-line logic as Rasta (EMA vs smoothed EMA), but only fires when already in a position (or after prior entry conditions). Supports the same EMA 8/21 filter and optional adaptive-on-flip behavior. Bar close only to maintain historical cohesion. What it teaches: Adds tend to cluster when momentum persists. Students can experiment with add spacing and compare “one-shot entries” vs “laddered adds” during strong regimes. How the Pieces Work Together Rasta establishes the structural frame (when the wave flip is real enough to record at close). RSI validates or challenges that structure by tracking intrabar energy at the extremes (low/high touches). Pyramid shows what sustained continuation looks like once (1) and (2) align. This produces a layered view: Structure → Energy → Progression. Users can see when all three line up (strongest phases) and when they diverge (riskier phases or transitions). How to Use It (Step-by-Step) Quick Start Apply script to any symbol/timeframe. In Strategy/Indicator Properties: Enable On every tick (recommended). If available, enable Using bar magnifier and choose a lower resolution (e.g., 1m) to simulate intrabar fills more realistically. Keep On bar close unchecked if you want to observe realtime logic in live charts (strategies still place orders on close by platform design). Default behavior: Rasta & Pyramid = bar close; RSI = per tick with close backup. Reading the Chart Watch for Rasta Entry/Exit labels: they define clean structural turns on close. Watch RSI Entry (LOW touch at/below lower band) and RSI Exit (HIGH touch at/above upper band) to gauge internal energy extremes. Pyramid Add labels reveal continuation phases once a move is already in progress. Tuning Rasta smoothing: choose SMA/EMA/RMA/WMA or None. Higher smoothing → later but cleaner flips; lower smoothing → earlier but choppier. RSI bands: a common educational setting is 15/85 for strong extremes; 20/80 is a bit looser. Cooldown: increase if you see too many RSI re-fires in chop. EMA 8/21 filter: toggle ON to study “trend-gated” entries, OFF to study raw momentum flips. Backtesting Notes (for Strategy Builds) Stops (optional): trail is armed when price advances by a trigger (default D–F₀), ratchets only upward from HIGH, and hits from LOW (or Close if chosen) with a tiny undershoot buffer to avoid micro-wicks. Order sequencing per bar (mirrors the script’s code comments): Trail ratchet via HIGH Intrabar stop hit via LOW/CLOSE → immediate close If still in position at bar close: process exits (Rasta/RSI) If still in position at bar close: process Pyramid Add If flat at bar close: process entries (Rasta/RSI) Platform reality: strategies place orders at bar close in historical testing; the intrabar logic improves realism for stops and event marking but final order timestamps are still close-resolved. Inputs Reference (common) Modules: enable/disable RSI and Pyramid learning layers. Rasta: EMA length, smoothing type/length, EMA8/21 filter & adaptive flip, fog opacity, rungs on/off & limit. RSI: RSI length, signal MA length (panel), Entry band (LOW), Exit band (HIGH), cooldown bars, labels. Pyramid: EMA length, smoothing, EMA8/21 filter & adaptive adds. Execution: toggle Bar Close Only for Rasta/Pyramid; toggle Realtime + Close Backup for RSI. Stops (strategy): Fixed Stop % (first), Fixed Stop % (add), Trail Distance %, Trigger rule (auto D–F₀ or custom), undershoot buffer %, and hit source (LOW/CLOSE). What to Study With It Convergence: how often RSI-LOW entry touches precede the next Rasta flip. Divergence: cases where RSI screams exhaustion (HIGH >= upper band) but Rasta hasn’t flipped yet—often transition zones. Continuation: how Pyramid adds cluster in strong moves; how spacing changes with smoothing/filter choices. Regime changes: use EMA8/21 filter toggles to see what happens at macro turns vs chop. Limitations & Scope This is a learning tool, not a trade copier. It does not provide financial advice or automated execution. Intrabar results depend on data granularity; bar magnifier (when available) can help simulate lower-resolution ticks, but true tick-by-tick fills are a platform-level feature and not guaranteed across all symbols. Suggested Publication Settings (Strategy) Initial capital: 100 Order size: 100 USD (cash) Pyramiding: 10 Commission: 0.25% Slippage: 3 ticks Recalculate: ✓ On every tick Fill orders: ✓ Using bar magnifier (choose 1m or similar); leave On bar close unchecked for live viewing. Educational License Released under the Michael Culpepper Gratitude License (2025). Use and modify freely for education and research with attribution. No resale. No promises of profitability. Purpose is understanding, not signals.
Pine Script®策略
由mikeyc747提供
1
DOGE 15MIN**Warm Reminder:** This strategy is intended solely for exploratory research and experimentation to evaluate the effectiveness of various signals. Drawing inspiration from patterns observed on the DOGE cryptocurrency 15-minute chart, it provides a tailored framework to identify potential trading opportunities. For optimal results, it is currently recommended exclusively for DOGE 15min charts. Remember, trading involves inherent risks, and past performance is not indicative of future results. We are dedicated to ongoing optimizations and refinements to enhance its robustness across broader applications—stay tuned for updates! #### **A. Long Entry Signals** These conditions trigger a long position entry, provided the strategy has no existing position (position_size == 0) and is not blocked. Signals can be enabled/disabled via input toggles (e.g., enable_vix). - **VIX Reversal (vix_long)**: VIX signal shifts from high to low volatility (non-high volatility), with RSI between 30-50. - **RSI Oversold (rsi_long)**: RSI crosses above 30. - **CVD Bullish (cvd_long)**: CVD is rising. - **Price RSI Bullish (prsi_long)**: Price RSI crosses above 30 or a long signal is triggered. - **RangeEMA Bullish (rema_long)**: Candlestick is above POC, with KAMA trend flipping upward. - **ZVWAP Oversold (zvwap_long)**: ZVWAP enters the oversold zone. - **KAMA + Volume Bullish (kama_long)**: KAMA trend flips upward, candlestick is above POC, volume is rising, and the candle is bullish (green). - **Volume Burst Bullish (vol_burst_long)**: Volume RSI crosses below threshold (default 70), open > close (bearish/red candle), triggered within the last two candles. **Special: Ignores all blocks** (bypasses not_long, Pivot, OI, RSI/ADX extreme filters). #### **B. Short Entry Signals** Similar to long entries: requires no existing position and no blocks. - **RSI Overbought (rsi_short)**: RSI crosses below 70. - **CVD Bearish (cvd_short)**: CVD is declining. - **Price RSI Bearish (prsi_short)**: Price RSI crosses below 70 or a short signal is triggered. - **RangeEMA Bearish (rema_short)**: Candlestick is below POC, with KAMA trend flipping downward. - **ZVWAP Overbought (zvwap_short)**: ZVWAP enters the overbought zone. - **KAMA + Volume Bearish (kama_short)**: KAMA trend flips downward, candlestick is below POC, volume is declining, and the candle is bearish (red). - **Chop Bearish (chop_short)**: Chop crosses below 38.2, with RSI > 50. - **Volume Burst Bearish (vol_burst_short)**: Volume RSI crosses below threshold (default 70), RSI > 70, and close > open (bullish/green candle), triggered within the last two candles. **Special: Ignores all blocks** (bypasses not_short, Pivot, OI, RSI/ADX extreme filters). #### **C. Long Entry Blocks/Filters** These conditions block long entries unless the signal ignores blocks (e.g., Volume Burst). - **Base Prohibition (not_long)**: Volume is declining, or ADX is bearish (di_bear), or VIX is in high volatility (vix_flag), or RSI < 30. - **Pivot Filter**: Recent Pivot is in a disadvantaged position. - **OI Filter**: OI is declining. - **RSI/ADX Extreme Filter**: RSI > 70 or ADX is bullish (di_bull). - **Other**: Strategy already has a position (position_size != 0), or extreme volatility (is_extreme, though disabled in code). #### **D. Short Entry Blocks/Filters** Similar to long blocks. - **Base Prohibition (not_short)**: Volume is rising, or (Chop < 38.2 and RSI > 50), or ADX is bullish (di_bull), or RSI > 70. - **Pivot Filter**: Recent Pivot is in a disadvantaged position. - **OI Filter**: OI is rising. - **RSI/ADX Extreme Filter**: RSI < 30 or ADX is bearish (di_bear). - **Other**: Existing position, or extreme volatility. #### **E. Long Exit Signals** Triggers closing of long positions, based on states (e.g., super_long, weak_long, only_kama). - **KAMA Bearish Flip (exist_long)**: KAMA trend flips downward, or KAMA is downward with a short signal. - **VIX Signal**: VIX shifts from low to high volatility, with RSI < 50. - **Reversal Signal**: Short signal present and KAMA is downward. - **Weak Trend Stop-Loss (weak_stop_long)**: In weak_long state, candlestick near POC, and close crosses below POC. - **Weak KAMA Stop-Loss (weak_kama_long)**: In weak_long state, candlestick far from POC, and KAMA trend reverses. - **Global Exit (exist_all)**: Volume RSI crosses below threshold (vol_under), or KAMA exit (kama_exit_long), or weak stop-loss, etc. - **Special**: If in strong_long_hold (only_kama and KAMA remains bullish), ignore certain exit signals to hold the position. #### **F. Short Exit Signals** Similar to long exits. - **KAMA Bullish Flip (exist_short)**: KAMA trend flips upward, or KAMA is upward with a long signal. - **Reversal Signal**: Long signal present and KAMA is upward. - **Weak Trend Stop-Loss (weak_stop_short)**: In weak_short state, candlestick near POC, and close crosses above short_state.current_max. - **Weak KAMA Stop-Loss (weak_kama_short)**: In weak_short state, candlestick far from POC, and KAMA flips upward. - **Global Exit (exist_all)**: Same as above.
Pine Script®策略
由xieanbin提供
[strategy][1H] SPY slow stochastics SPY slow stochastics Overview The "SPY Auto RSI Stochastics" strategy is designed to leverage a combination of Relative Strength Index (RSI) and Stochastic indicators to identify potential entry and exit points in trading the SPY $SP:SPX. The technicals: A simple yet effective strategy for identifying (reversal) trends on SPY (or any asset). The logic is as follows: 1. Slow stochastics are effective at predicting momentum. They can also be used to effectively identify reversals. 2. A combination of slow and fast RSI (along with an SMA for the fast RSI) can be used to see potential changes in the directional trend of the underlying asset. 3. In order to reduce noise, a band in the middle of RSI values is ignored; think of this as the price converging and potential explosions (sometimes fake) on either side. 4. Outside this noise band, a crossover of fast RSI on slow RSI indicates an upward trend incoming. 5. A crossunder of fast RSI on slow RSI indicates a downward trend incoming. Strategy Specific Notes - 1. Load this strategy on SPREADEX:SPX on an hourly chart for the best results. 2. This is a generic strategy, use it on anything - index, stocks, etc. You will need to adjust the parameters for the best results. 3. The RSI Upper defines the cutoff for two things -- threshold for entering a long AND exit signal for short. Likewise for RSI Lower. 4. To have alerts on the strategy, add this to your chart, be content with the backtesting results, select "strategy tester", the alert icon, replace the message body with "{{strategy.order.alert_message}}" without the ". 5. In my experience, the strategy won't be immediately profitable upon a signal but it does get there in the backtested results. Intuitively, this makes sense. Reversals take some time to kick in completely. Inputs - **slowRSILength**: Length parameter for the slow RSI calculation. - **fastRSILength**: Length parameter for the fast RSI calculation. - **smaRSILength**: Length parameter for the Simple Moving Average (SMA) of the fast RSI. - **RSIUpperThreshold**: Upper threshold for the RSI, used in exit conditions. - **RSILowerThreshold**: Lower threshold for the RSI, used in exit conditions. - **RSIUpperDeadzone**: Upper deadzone threshold for the RSI. - **RSILowerDeadzone**: Lower deadzone threshold for the RSI. Strategy Logic - **RSI Calculation**: The script calculates both slow and fast RSI values based on the provided lengths. - **Entry Condition**: Entry conditions for long and short positions are based on the crossing of fast RSI over slow RSI and SMA RSI, respectively, along with avoidance of RSI deadzones and validation of trade time. - **Exit Condition**: Exit conditions for both long and short positions are based on crossing RSI thresholds or opposite entry conditions. Trade Management - **Position Entry**: Long and short positions are entered based on predefined entry conditions. - **Position Exit**: Positions are exited based on predefined exit conditions. - **Alerts**: The script provides alert messages for entry and exit points. Plotting - **Slow RSI**: Plots the slow RSI on the chart. - **SMA RSI**: Plots the Simple Moving Average of fast RSI on the chart. Example Usage The defaults work well for SPY on a 1H timeframe. If you apply this to anything else DAX, EUSTX50, FTSE, CAC (these are what i have); tweak the input parameters. Plotting plot(slowRSI, "Slow RSI", color=color.green) //or fastRSI plot(smaRSI, "SMA RSI", color=color.white) Conclusion The "SPY Auto RSI Stochastics" strategy combines RSI and Stochastic indicators to provide potential trade signals for the SPY ETF. Traders can use this strategy with proper risk management and analysis to enhance their trading decisions.
Pine Script®策略
由wildhorse3提供
4
Scalping Strategy Signal v2 by [INFINITYTRADER]Overview This Pine Script (v6) implements a scalping strategy that uses higher timeframe data (default: 4H) to generate entry and exit signals, originally designed for the 15-minute timeframe with an option for 30-minute charts. The "Scalping Strategy Signal v2 by " integrates moving averages, RSI, volume, ATR, and candlestick patterns to identify trading opportunities. It features adjustable risk management with ATR-based stop-loss, take-profit, and trailing stops, plus dynamic position sizing based on user-set capital. Trades trigger only on the higher timeframe candle close (e.g., 4H) to limit activity within the same period. This closed-source script offers a structured scalping approach, blending multiple entry methods and risk controls for adaptability across market conditions. What Makes It Unique Unlike typical scalping scripts relying on single-indicator triggers (e.g., RSI alone or basic MA crossovers), this strategy combines four distinct entry methods—standard MA crossovers, RSI-based momentum shifts, trend-following shorts, and candlestick pattern logic—evaluated on a 4H timeframe for confirmation. This multi-layered design, paired with re-entry logic after losses and a mix of manual, ATR-based, and trailing exits, aims to balance trade frequency and reliability. The higher timeframe filter adds precision not commonly found in simpler scalping tools, while the 30-minute option enhances consistency by reducing noise. How It Works Timeframe Logic Runs on a base timeframe (designed for 15-minute charts, with a 30-minute option) while pulling data from a user-chosen higher timeframe (default: 4H) for signal accuracy. Limits entries to the close of each 4H candle, ensuring one trade per period to avoid over-trading in volatile conditions. Indicators and Data Moving Averages : Employs 21-period and 50-period simple moving averages on the higher timeframe to detect trends and signal entries/exits. Volume : Requires volume to exceed 70% of its 20-period average on the higher timeframe for momentum confirmation. RSI : Uses a 14-period RSI for overbought/oversold filtering and a 6-period RSI for precise entry timing. ATR : Applies a 14-period Average True Range on the higher timeframe to set adaptive stop-loss and take-profit levels. Candlestick Patterns : Analyzes consecutive green or red 4H bars for trend continuation signals. Why These Indicators The blend of moving averages, RSI, volume, ATR, and candlestick patterns forms a robust scalping framework. Moving averages establish trend context, RSI filters momentum and avoids extremes, volume confirms market activity, ATR adjusts risk to volatility, and candlestick patterns enhance entry timing with price action insights. Together, they target small, frequent moves in flat or trending markets, with the 4H filter reducing false signals common in lower-timeframe scalping. Entry Conditions Four entry methods are evaluated at the 4H candle close: Standard Long Entry: Price crosses above the 21-period moving average, volume exceeds 70% of its 20-period average, and the 1H 14-period RSI is below 70—confirms uptrend momentum. Special Long Entry: The 6-period RSI crosses above 23, price is more than 1.5 times the ATR from the 21-period moving average, and price exceeds its prior close—targets oversold bounces with a stop-loss at the 4H candle’s low. Short Entries: - RSI-Based: The 6-period RSI crosses below 68 with volume support—catches overbought pullbacks. - Trend-Based: Price crosses below the 21-period moving average, volume is above 70% of its average, and the 1H 14-period RSI is above 30—confirms downtrends. Red/Green Bar Logic: Two consecutive green 4H bars for longs or red 4H bars for shorts—uses candlestick patterns for continuation, with a tight stop-loss from the base timeframe candle. Re-Entry Logic Long : After a losing special long, triggers when the 6-period RSI crosses 27 and price crosses the 21-period moving average. Short : After a losing short, triggers when the 6-period RSI crosses 50 and price crosses below the 21-period moving average. Purpose: Offers recovery opportunities with stricter conditions. Exit Conditions Manual Exits: Longs close if the 21-period MA crosses below the 50-period MA or the 1H 14-period RSI exceeds 68; shorts close if the 21-period MA crosses above the 50-period MA or RSI drops below 25. ATR-Based TP/SL: Stop-loss is entry price ± ATR × 1.5 (default); take-profit is ± ATR × 4 (default), checked at 4H close. Trailing Stop: Adjusts ±6x ATR from peak/trough, closing if price retraces within 1x ATR. Special/Tight SL: Special longs exit if price opens below the 4H candle’s low; 4th method entries use the base timeframe candle’s low/high, checked every bar. Position Sizing Bases trade value on user-set capital (default: 100 USDT), dividing by the higher timeframe close price for dynamic sizing. Visualization Displays a table at the bottom-right with current/previous signals, TP/SL levels, equity, trading pair, and trade size—color-coded for clarity (green for buy, red for sell). Inputs Initial Capital (USDT): Sets trade value (default: 100, min: 1). ATR Stop-Loss Multiplier: Adjusts SL distance (default: 1.5, min: 1). ATR Take-Profit Multiplier: Adjusts TP distance (default: 4, min: 1). Higher Timeframe: Selects analysis timeframe (options: 1m, 5m, 15m, 30m, 1H, 4H, D, W; default: 4H). Usage Notes Intended Timeframe: Designed for 15-minute charts with 4H confirmation for precision and frequency; 30-minute charts improve consistency by reducing noise. Backtesting: Adjust ATR multipliers and capital to match your asset’s volatility and risk tolerance. Risk Management: Combines manual, ATR, and trailing exits—monitor to avoid overexposure. Limitations: 4H candle-close dependency may delay entries in fast markets; RSI/volume filters can reduce trades in low-momentum periods. Backtest Observations Tested on BTC/USDT (4H higher timeframe, default settings: Initial Capital: 100 USDT, ATR SL: 1.5x, ATR TP: 4x) across market conditions, comparing 15-minute and 30-minute charts: Bull Market (Jul 2023 - Dec 2023): 15-Minute: 277 long, 219 short; Win Rate: 42.74%; P&L: 108%; Drawdown: 1.99%; Profit Factor: 3.074. 30-Minute: 257 long, 215 short; Win Rate: 49.58%; P&L: 116.85%; Drawdown: 2.34%; Profit Factor: 3.14. Notes: Moving average crossovers and green bar patterns suited this bullish phase; 30-minute improved win rate and P&L by filtering weaker signals. Bear Market (Jan 2022 - Jun 2022): 15-Minute: 262 long, 211 short; Win Rate: 44.4%; P&L: 239.80%; Drawdown: 3.74%; Profit Factor: 3.419. 30-Minute: 250 long, 200 short; Win Rate: 52.22%; P&L: 258.77%; Drawdown: 5.34%; Profit Factor: 3.461. Notes: Red bar patterns and RSI shorts thrived in the downtrend; 30-minute cut choppy reversals for better consistency. Flat Market (Jan 2021 - Jun 2021): 15-Minute: 280 long, 208 short; Win Rate: 51.84%; P&L: 340.33%; Drawdown: 9.59%; Profit Factor: 2.924. 30-Minute: 270 long, 209 short; Win Rate: 55.11%; P&L: 315.42%; Drawdown: 7.21%; Profit Factor: 2.598. Notes: High trade frequency and P&L showed strength in ranges; 30-minute lowered drawdown for better risk control. Results reflect historical performance on BTC/USDT with default settings—users should test on their assets and timeframes. Past performance does not guarantee future results and is shared only to illustrate the strategy’s behavior. Why It Works Well in Flat Markets A "flat market" lacks strong directional trends, with price oscillating around moving averages, as in Jan 2021 - Jun 2021 for BTC/USDT. This strategy excels here because its crossover-based entries trigger frequently in tight ranges. In trending markets, an exit might not be followed by a new entry without a pullback, but flat markets produce multiple crossovers, enabling more trades. ATR-based TP/SL and trailing stops capture these small swings, while RSI and volume filters ensure momentum, driving high P&L and win rates. Technical Details Built in Pine Script v6 for TradingView compatibility. Prevents overlapping trades with long/short checks. Handles edge cases like zero division and auto-detects the trading pair’s base currency (e.g., BTC from BTCUSDT). This strategy suits scalpers seeking structured entries and risk management. Test on 15-minute or 30-minute charts to match your style and market conditions.
Pine Script®策略
由infinity3168提供
36
Bullish Divergence Short-term Long Trade FinderThis script is a Bullish divergence trade finder built to find small periods where Bitcoin will likely rise from. It looks for bullish divergence followed by a higher low as long as the hour RSI value is below the 40 mark, if then it will enter an long. It marks out Buy signals on the RSI if the value dips below 'RSI Bull Condition Minimum' (Default 40) on the current time frame in view. It also marks out Sell signals found when the RSI is above the 'RSI Bearish Condition Minimum' (Default 50). The sell signals are bearish divergence that has occurred recently on the RSI. When a long is in play it will sell if it finds bearish divergence or the time frame in view reaches RSI value higher than the 'RSI Sell Value'(Default 75). You can set your stop loss value with the 'Stop loss Percentage' (default 5). Available inputs: RSI Period: relative strength measurement length(Typically 14) RSI Oversold Level: the bottom bar of the RSI (Typically 30) RSI Overbought Level: the top bar of the RSI (Typically 70) RSI Bearish Condition Minimum: The minimum value the script will use to look for a pivot high that starts the Bearish condition to Sell (Default 50) RSI Bearish Condition Sell Min: the minimum value the script will accept a bearish condition (Default 60) RSI Bull Condition Minimum: the minimum value it will consider a pivot low value in the RSI to find a divergence buy (Default 40) Look Back this many candles: the amount of candles thee script will look back to find a low value in the RSI (Default 25) RSI Sell Value: The RSI value of the exit condition for a long when value is reached (Default 75) Stop loss Percentage: Percentage value for amount to lose (Default 5) The formula to enter a long is stated below: If price finds a lower low and there is a higher low found following a lower low and price has just made another dip and price closes lower than the last divergence and Relative strength index hour value is less than 40 enter a long. The formula to exit a long is stated below: If the value drops below the stop loss percentage OR (the RSI value is greater than the value of the parameter 'RSI Sell Value' or bearish divergence is found greater than the parameter 'RSI Bearish Condition Minimum' ) This script was built from much strategy testing on BTC but works with alts (occasionally) also. It is most successful to my knowledge using the 15 min and 7 min time frames with default values. Hope it helps! Follow for further possible updates to this script or other entry or exit strategies. snapshot: I only have a Pro trading view account so I cannot share a larger data set about this script because the buy signals happen pretty rarely. The most amount that I could find within a view for me was 40 trades within a viewable time. The suggested/default parameters that I have do not occur very often so it limits the data set. Adjustments can be made to the parameters so that trades can be entered more often. The scripts success is dependent on the values of the parameters set by the user. This script was written to be used for BTC/USD or BTC/USDT trading. I am unable to share a larger dataset without putting out results that are intended to fail or having a premium account so reaching the 100 trade minimum is not possible with my account.
Pine Script®策略
由nickzeus9提供
5
APIBridge Nifty Options Algo StrategyUsing Pinescript, we will use charts of Cash/Future to trade in Options. Note this strategy works well with even the free version of TradingView. The Relative Strength Index ( RSI ). Is a momentum oscillator that measures the speed and change of price movements. The RSI oscillates between zero and 100. Increasing RSI shows increasing bullish momentum. Decreasing RSI shows increasing bearish momentum. We take RSI upper bound as 80 to indicate bullish momentum and RSI lower bound as 20 to indicate bearish momentum. We use the above premise to create options buy-only strategy which trades in ATM strikes by default. This strategy requires very less margin (Minimum Rs . 15000). Since this strategy uses underlying data (cash/future) to place trades in Options, please ignore the backtest of this strategy given by TradingView. TradingView does not provide options data but this strategy bypasses it. Strategy Premise The Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of price movements. The RSI oscillates between zero and 100. Increasing RSI shows increasing bullish momentum. Decreasing RSI shows increasing bearish momentum. We take RSI upper bound as 80 to indicate bullish momentum and RSI lower bound as 20 to indicate bearish momentum. We use the above premise to create options buy-only strategy which trades in ATM strikes by default. This strategy requires very less margin (Rs. 15000 should be sufficient). NSE Options Algo Strategy Logic Long Entry: When RSI goes above 80, send LE in an auto-calculated option strike Call. When RSI goes below 20, send LE in auto-calculated option strike Put. Long Exit: When we hit Stop loss or Target. In case SL/TGT does not hit and reverse RSI goes above 80 send Long Exit in auto-calculated option. Put as per last trade; RSI goes below 20, send LX in auto-calculated option call as per last trade. For Long and Short entry the order is fired in the option buying side with auto strike price selection. Option Strategy Parameters for TraingView Charts RSI Length(Mandatory): Number of bars used to calculated RSI. Upper Band(Mandatory): To specify upper band of RSI. Lower Band(Mandatory): For specifying lower band of RSI. Use reversal from Upper Band (Optional): This will enable short entry when RSI is falling below 80 from upper band. Recommended to keep unchecked initially. Use reversal from Lower Band (Optional): This will enable long entry when RSI is raising above 20 from lower band. Recommended to keep unchecked initially. Quantity: We use this specify the trade quantity (for Nifty min 75) Custom Stop Loss in Points: Movement in chart price against the momentum which will trigger exit in options positions Custom Target in Points: Movement in chart price against the momentum which will trigger exit in options positions Base symbol: This is the base instrument symbol like NIFTY or BANK NIFTY. Strike distance from ATM: Our default strike selection is considered as first ATM option (with nearest distance, only 100s are considered ). This strike distance allows to calculate ATM options which are at fixed distance. Expiry: Expiry of option. Weekly and monthly both expiry are allowed. Instrument: For index instrument will be OPTIDX, for stock instrument will be OPTSTK Strategy Tag: The Strategy of Nifty options configured in Api bridge. Setting Up Alert Before setting up the alert make sure that you have selected desired script, time frame, strategy settings, and APIbridge configuration. Click in settings add alert and paste {{strategy.order.comment}} in message box. Important: Do not change any settings during live trading. It may break the sequence of exit for the correct call/put.
Pine Script®策略
由algoji提供
30
Gold Pro StrategyHere’s the strategy description in a chat format: --- **Gold (XAU/USD) Trend-Following Strategy** This **trend-following strategy** is designed for trading gold (XAU/USD) by combining moving averages, MACD momentum indicators, and RSI filters to capture sustained trends while managing volatility risks. The strategy uses volatility-adjusted stops to protect gains and prevent overexposure during erratic price movements. The aim is to take advantage of trending markets by confirming momentum and ensuring entries are not made at extreme levels. --- **Key Components** 1. **Trend Identification** - **50 vs 200 EMA Crossover** - **Bullish Trend:** 50 EMA crosses above 200 EMA, and the price closes above the 200 EMA - **Bearish Trend:** 50 EMA crosses below 200 EMA, and the price closes below the 200 EMA 2. **Momentum Confirmation** - **MACD (12,26,9)** - **Buy Signal:** MACD line crosses above the signal line - **Sell Signal:** MACD line crosses below the signal line - **RSI (14 Period)** - **Bullish Zone:** RSI between 50-70 to avoid overbought conditions - **Bearish Zone:** RSI between 30-50 to avoid oversold conditions 3. **Entry Criteria** - **Long Entry:** Bullish trend, MACD bullish crossover, and RSI between 50-70 - **Short Entry:** Bearish trend, MACD bearish crossover, and RSI between 30-50 4. **Exit & Risk Management** - **ATR Trailing Stops (14 Period):** - Initial Stop: 3x ATR from entry price - Trailing Stop: Adjusts to lock in profits as price moves favorably - **Position Sizing:** 100% of equity per trade (high-risk strategy) --- **Key Logic Flow** 1. **Trend Filter:** Use the 50/200 EMA relationship to define the market's direction 2. **Momentum Confirmation:** Confirm trend momentum with MACD crossovers 3. **RSI Validation:** Ensure RSI is within non-extreme ranges before entering trades 4. **Volatility-Based Risk Management:** Use ATR stops to manage market volatility --- **Visual Cues** - **Blue Line:** 50 EMA - **Red Line:** 200 EMA - **Green Triangles:** Long entry signals - **Red Triangles:** Short entry signals --- **Strengths** - **Clear Trend Focus:** Avoids counter-trend trades - **RSI Filter:** Prevents entering overbought or oversold conditions - **ATR Stops:** Adapts to gold’s inherent volatility - **Simple Rules:** Easy to follow with minimal inputs --- **Weaknesses & Risks** - **Infrequent Signals:** 50/200 EMA crossovers are rare - **Potential Missed Opportunities:** Strict RSI criteria may miss some valid trends - **Aggressive Position Sizing:** 100% equity allocation can lead to large drawdowns - **No Profit Targets:** Relies on trailing stops rather than defined exit targets --- **Performance Profile** | Metric | Expected Range | |----------------------|---------------------| | Annual Trades | 4-8 | | Win Rate | 55-65% | | Max Drawdown | 25-35% | | Profit Factor | 1.8-2.5 | --- **Optimization Recommendations** 1. **Increase Trade Frequency** Adjust the EMAs to shorter periods: - `emaFastLen = input.int(30, "Fast EMA")` - `emaSlowLen = input.int(150, "Slow EMA")` 2. **Relax RSI Filters** Adjust the RSI range to: - `rsiBullish = rsi > 45 and rsi < 75` - `rsiBearish = rsi < 55 and rsi > 25` 3. **Add Profit Targets** Introduce a profit target at 1.5% above entry: ```pine strategy.exit("Long Exit", "Long", stop=longStopPrice, profit=close*1.015, // 1.5% target trail_offset=trailOffset) ``` 4. **Reduce Position Sizing** Risk a smaller percentage per trade: - `default_qty_value=25` --- **Best Use Case** This strategy excels in **strong trending markets** such as gold rallies during economic or geopolitical crises. However, during sideways or choppy market conditions, the strategy might require manual intervention to avoid false signals. Additionally, integrating fundamental analysis—like monitoring USD weakness or geopolitical risks—can enhance its effectiveness. --- This strategy offers a balanced approach for trading gold, combining trend-following principles with risk management tailored to the volatility of the market.
Pine Script®策略
由zackseal提供
3