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Volume Profile – VPOC/VAH/VAL [VERY GREEN] [STRATEGY]The Volume Profile Only – VPOC/VAH/VAL Strategy is a trading model that builds everything around a rolling, algorithmic volume profile. It highlights the market’s most significant levels and uses them to drive both reversion and breakout entries. Backtest results on a 5m timeframe with default inputs over TradingView's entire history yield a vast majority of green over 26,000 trades with a 1:1 RR. ----- Volume Profile Calculation – dynamically reconstructs the histogram over a user-defined lookback with adjustable bin count and optional smoothing. Point of Control (VPOC) – identifies the single price level with the highest traded volume and uses it for plotting and exit logic. Value Area (VAH & VAL) – defines the zone containing a configurable percentage of total traded volume, forming the basis for both reversion and breakout strategies. Reversion Mode – enters trades when price moves outside the value area and then crosses back in, with optional take profit at VPOC or fixed risk/reward targets. Breakout Mode – enters trades after a set number of closes confirm acceptance above VAH or below VAL, capturing continuation behavior. HVN/LVN Markers – optionally plots high-volume and low-volume nodes as dotted lines to add context and confluence. Risk Management – fully parameterized stops (in ticks) and risk/reward ratios, with all exits managed programmatically for accurate backtesting. Visuals – plots VPOC, VAH, VAL, and optional HVN/LVN levels directly on the chart, with an optional debug label showing the current levels and mode. This strategy is designed for testing and educational purposes, demonstrating how volume profile levels can be translated into systematic trade logic.
Pine Script®策略
由mqsxn提供
BDNS ORB Strategy v3BDNS Opening Range Breakout Strategy What This Strategy Does This strategy implements an Opening Range Breakout (ORB) system that identifies the high and low prices during a customizable opening period, then trades breakouts above or below these levels with momentum confirmation. The strategy goes beyond basic ORB concepts by incorporating ADX momentum filtering, VWAP directional bias, dynamic position sizing, and sophisticated exit management including breakeven moves and trailing stops. Core Strategy Logic Opening Range Definition: The strategy tracks price action during a user-defined opening period (default: 9:30-9:35 AM ET for 5 minutes). During this time, blue horizontal lines appear marking the session high and low. A yellow background highlights this opening range period. Breakout Detection: After the opening range completes, green and red horizontal lines appear showing the actual entry levels - these are offset from the range boundaries by a configurable number of ticks (default: 24 ticks) to filter out false breakouts and ensure committed moves. Entry Conditions: Trades trigger when price breaks through these offset levels during the trading window (green background, default until 10:30 AM ET), but only when: ADX momentum indicator exceeds threshold (default 24.0) in the breakout direction Price relationship to VWAP confirms directional bias (when VWAP filter enabled) Daily trade limits haven't been reached Large range filtering conditions are met Visual Elements and Usage Range Lines: Blue lines show the actual opening range boundaries. These appear immediately when the opening session begins. Entry Levels: Green (long) and red (short) lines show where trades will trigger, appearing after the opening range completes. Information Table: A data table appears in the top-right showing real-time strategy status including range size in ticks, ADX readings, filter status, trade counts, and momentum conditions. Position Management: When in a trade, colored circles appear showing: Lime circles: Long position targets (T1, T2, T3) Orange circles: Short position targets Red circles: Stop loss levels Blue crosses: Breakeven levels (when that feature activates) Purple lines: Trailing stop levels (when position 3 trailing activates) Background Colors: Yellow: Opening range session active Green: Trading window active Purple: Large range day detected Gray: Large range day being skipped Position Management System The strategy uses a three-tier exit approach: Position 1: Takes partial profits at first target (default 50% of range size) Position 2: Exits at second target (default 100% of range size) Position 3: Either exits at third target or uses trailing stop after Position 2 wins Breakeven Feature: When enabled and price reaches the breakeven trigger level, all stop losses move to a more favorable breakeven level instead of the original stop, protecting against giving back profits. Trailing Stop System: After Position 2 hits its target, Position 3 automatically switches to a trailing stop that moves in the trader's favor as price continues trending. Customization for Different Instruments The default settings are configured for MNQ (Micro NASDAQ futures) but the ORB concept is highly customizable for any futures instrument and timeframe. Range duration, breakout offsets, and filter thresholds should be adjusted based on the specific instrument's volatility characteristics and typical intraday patterns. Filter Usage Guidelines ADX Momentum Filter: Essential for avoiding breakouts during consolidation. Higher thresholds (30+) for trending markets, lower (20-25) for more opportunities. VWAP Filter: Helpful in trending conditions but may reduce trade frequency. Better to disable during range-bound or mean-reverting periods. Large Range Filter: Critical risk management tool. When the opening range exceeds your threshold: Skip: Avoids trades when stops would be too large Fade: Trades mean reversion back into the range Trade: Takes breakouts regardless (higher risk) Range Size Considerations: Setting a large range threshold (200-400 ticks) helps avoid days when both sides of the range get tested before any meaningful breakout occurs, which often leads to whipsaws. Risk Management Features Dynamic Stops and Targets: All exit levels scale with the opening range size, ensuring risk/reward remains consistent regardless of daily volatility. A 100-tick range day will have proportionally smaller stops than a 300-tick range day. Position Sizing: Configure contract amounts for each position tier based on account size and risk tolerance. Daily Trade Limits: Prevents overtrading by limiting trades per direction per day. Breakout Offset: The tick offset from range boundaries is crucial - too small creates false signals, too large misses good moves. Test different values based on your instrument's typical noise levels. Advanced Features Large Third Target: Set Target 3 to 300-500% to essentially hold runners indefinitely, using the trailing stop as the primary exit method for capturing extended trends. Fade Trading: On large range days, the strategy can trade mean reversion when initial breakouts fail, often providing good counter-trend opportunities. Time-Based Exits: All positions close at the end of the trading window, preventing overnight risk. Strategy Properties Used Initial Capital: $5,000 (realistic for micro contract trading) Commission: $0.50 per contract (realistic retail rates) Position Size: 100% of equity (manages risk through contract quantities and stop placement) Default quantities: 3/1/1 contracts across the three positions The default settings assume larger account sizes or proprietary trading firm accounts where higher risk tolerance is acceptable. With MNQ at $0.50 per tick, a typical 200-tick opening range with 75% stop loss (150 ticks) would risk $375 on a 5-contract position. For smaller retail accounts, consider reducing position sizes significantly - using only Position 1 (3 contracts) would risk $225, or even reducing to 1-2 total contracts to maintain appropriate risk levels relative to account size. Getting Started Apply the strategy to your preferred instrument Adjust the opening range time and duration for your market Set appropriate breakout offset based on typical noise levels Configure large range threshold based on your risk tolerance Test filter combinations to find what works best for your trading style Adjust contract quantities based on your account size and risk management rules The strategy works best on liquid instruments with clear opening sessions and sufficient volatility to generate meaningful ranges. Results will vary significantly based on market conditions, parameter settings, and the specific instrument traded. I warrant that the information created and published by by me here on TradingView is not prohibited, doesn't constitute investment advice, and isn't created solely for qualified investors.
Pine Script®策略
由bensabensa提供
TTE Elite Market SignalsWelcome to TTE Elite Market Signals Your very own personal trading assistant Trading today demands more than intuition—it requires exclusive access to elite-level market intelligence and the discipline to act on high-probability signals. Every professional trader seeks that decisive advantage: the clarity and confidence that separates consistent profitability from market uncertainty. The financial markets show no mercy, demanding precision, logic, and strategy grounded in institutional-grade analysis. Human judgment, while powerful, can be compromised by fatigue and emotion, leading to costly trading errors. This is precisely where TTE Elite Market Signals excels. Our sophisticated platform combines proven trading methodologies with advanced signal generation technology, delivering market intelligence that empowers you to identify optimal entry and exit opportunities while maintaining complete control over your trading decisions. Revolutionary Signal Intelligence TTE Elite Market Signals features adaptive learning technology that evolves with market conditions. It continuously refines its analysis, helping you identify higher-probability setups while providing the market intelligence needed for superior risk management. Elite Analysis Modes Our platform adapts its signal generation to match market personalities: - Institutional Flow Mode (MM-hybrid): Identifies manipulation patterns and tracks smart money movement with exclusive institutional-grade precision - Momentum Adaptive Mode: Rapidly adjusts analysis when volatility and momentum shift - Conservative Precision Mode: Steady, risk-conscious signals for consistent performance - Adaptive Intelligence Mode: Self-refining system that enhances signal quality over time from past trades (long term of use) Comprehensive Signal Intelligence TTE Elite Market Signals integrates multiple sophisticated analytical systems: - Volume Profile analysis for exclusive institutional-level market insights - Pattern recognition enhanced by machine learning algorithms - Intelligent exit timing that identifies optimal profit-taking opportunities - Protection against market manipulation tactics - Position sizing guidance that scales with trading success - Fibonacci based reversal logic Perfect for Your Trading Evolution Experienced traders appreciate our sophisticated market intelligence and institutional-grade analytics that provide genuine competitive advantages. Developing traders benefit from intelligent signal analysis that handles complex market calculations while teaching professional-level market interpretation and risk management principles via visuals on chart and descriptive panel. All timeframes supported—from scalping to swing trading, TTE Elite Market Signals adapts to your preferred trading style via several user input selections. Two Elite Service Modes 1. Signal Intelligence Mode: Real-time market signals with AI-driven analysis and detailed trade rationale 2. Alert Precision Mode: High-probability setup notifications with comprehensive market context and risk parameters The Exclusive Learning Advantage What makes TTE Elite Market Signals exceptional: it maintains a comprehensive trade memory and identifies the highest-probability signals, adapts to changing volatility patterns, and continuously refines(does not repaint) its analysis to enhance your profit potential and trading accuracy. Built-in Professional Protection - Advanced manipulation detection safeguards against institutional market maker(MM) tactics - Intelligent risk assessment adjusts signal confidence based on market conditions - Progressive scaling guidance maximizes winners while minimizing losses(educational) - Comprehensive oversight with customizable risk parameters Experience the Elite Difference TTE gives you visuals on the chart of past trades and live metrics results to see what actually work and what fails, to minimize unrealistic expectations. Just sit back and watch sophisticated algorithms work tirelessly on your behalf, identifying opportunities that others miss and alerting you as signals are generated. Transforming the stressful, emotional battlefield of trading into a systematic analytical approach. Let the System Do the Heavy Lifting While others struggle with analysis paralysis and emotional decision-making, you'll have access to signals that have already processed hundreds of data points, identified institutional patterns, and calculated optimal risk-reward scenarios for a far less stressful trading experience. What Elite Traders Should Know TTE Elite Market Signals represents cutting-edge signal generation technology designed for serious market education and skill development, but it is not a black box, nor perfect for all markets. It must be adjusted to yield optimal results. While our advanced capabilities and institutional-grade features provide significant analytical advantages, trading success requires discipline and proper execution. Markets evolve, and optimal results demand understanding of signal context. Success with TTE Elite Market Signals comes from mastering our analytical modes and using the proper entry types such as breakout entry, machine learning(ML) entry etc, utilizing and selecting the most effective risk control to optimize it, and maintaining disciplined risk management. Join the Elite Trading Revolution This isn't just another signal service—it equips you with the tools to do proper market analysis displaying price movement and volume profile designed for serious traders who understand that consistent profitability comes from discipline, superior market intelligence and proper interpretation, not luck. Trade smart, stay profitable, and achieve trading excellence. Best TTE Settings Trade Entry Types: 1st Best Breakout Entry(out perform all others when used alone) 2nd Best ML Entry by itself or + Pattern Entry Combined Risk Management: ATR Multiplier 2 Enable Master Size Control Master Size Mode Max Risk Per Trade % 2.5 Max Multiplier Cap 1.5 Enable Growth Scaling Growth Scaling Mode-set to Time Based or Performance Risk Management System- set to Hybrid Enable ML System ML Mode-set to Auto or Quantum Learning ML Application Strategy-set to Universal All Entries Enable Trend Continuation Mode- Set to Standard Independent Entry-stays unchecked(off) Best Performing Instruments on TTE (will update list as more are adjusted and tested) NVDA AMD AMZN TSLA SPY QQQ PLTR
Pine Script®策略
由Jmont提供
FlowStateTrader FlowState Trader - Advanced Time-Filtered Strategy ## Overview FlowState Trader is a sophisticated algorithmic trading strategy that combines precision entry signals with intelligent time-based filtering and adaptive risk management. Built for traders seeking to achieve their optimal performance state, FlowState identifies high-probability trading opportunities within user-defined time windows while employing dynamic trailing stops and partial position management. ## Core Strategy Philosophy FlowState Trader operates on the principle that peak trading performance occurs when three elements align: **Focus** (precise entry signals), **Flow** (optimal time windows), and **State** (intelligent position management). This strategy excels at finding reversal opportunities at key support and resistance levels while filtering out suboptimal trading periods to keep traders in their optimal flow state. ## Key Features ### 🎯 Focus Entry System **Support/Resistance Zone Trading**: - Dynamic identification of key price levels using configurable lookback periods - Entry signals triggered when price interacts with these critical zones - Volume confirmation ensures genuine breakout/reversal momentum - Trend filter alignment prevents counter-trend disasters **Entry Conditions**: - **Long Signals**: Price closes above support buffer, touches support level, with above-average volume - **Short Signals**: Price closes below resistance buffer, touches resistance level, with above-average volume - Optional trend filter using EMA or SMA for directional bias confirmation ### ⏰ FlowState Time Filtering System **Comprehensive Time Controls**: - **12-Hour Format Trading Windows**: User-friendly AM/PM time selection - **Multi-Timezone Support**: UTC, EST, PST, CST with automatic conversion - **Day-of-Week Filtering**: Trade only weekdays, weekends, or both - **Lunch Hour Avoidance**: Automatically skips low-volume lunch periods (12-1 PM) - **Visual Time Indicators**: Background coloring shows active/inactive trading periods **Smart Time Features**: - Handles overnight trading sessions seamlessly - Prevents trades during historically poor performance periods - Customizable trading hours for different market sessions - Real-time trading window status in dashboard ### 🛡️ Adaptive Risk Management **Multi-Level Take Profit System**: - **TP1**: First profit target with optional partial position closure - **TP2**: Final profit target for remaining position - **Flexible Scaling**: Choose number of contracts to close at each level **Dynamic Trailing Stop Technology**: - **Three Operating Modes**: - **Conservative**: Earlier activation, tighter trailing (protect profits) - **Balanced**: Optimal risk/reward balance (recommended) - **Aggressive**: Later activation, wider trailing (let winners run) - **ATR-Based Calculations**: Adapts to current market volatility - **Automatic Activation**: Engages when position reaches profitability threshold ### 📊 Intelligent Position Sizing **Contract-Based Management**: - Configurable entry quantity (1-1000 contracts) - Partial close quantities for profit-taking - Clear position tracking and P&L monitoring - Real-time position status updates ### 🎨 Professional Visualization **Enhanced Chart Elements**: - **Entry Zone Highlighting**: Clear visual identification of trading opportunities - **Dynamic Risk/Reward Lines**: Real-time TP and SL levels with price labels - **Trailing Stop Visualization**: Live tracking of adaptive stop levels - **Support/Resistance Lines**: Key level identification - **Time Window Background**: Visual confirmation of active trading periods **Dual Dashboard System**: - **Strategy Dashboard**: Real-time position info, settings status, and current levels - **Performance Scorecard**: Live P&L tracking, win rates, and trade statistics - **Customizable Sizing**: Small, Medium, or Large display options ### ⚙️ Comprehensive Customization **Core Strategy Settings**: - **Lookback Period**: Support/resistance calculation period (5-100 bars) - **ATR Configuration**: Period and multipliers for stops/targets - **Reward-to-Risk Ratios**: Customizable profit target calculations - **Trend Filter Options**: EMA/SMA selection with adjustable periods **Time Filter Controls**: - **Trading Hours**: Start/end times in 12-hour format - **Timezone Selection**: Four major timezone options - **Day Restrictions**: Weekend-only, weekday-only, or unrestricted - **Session Management**: Lunch hour avoidance and custom periods **Risk Management Options**: - **Trailing Stop Modes**: Conservative/Balanced/Aggressive presets - **Partial Close Settings**: Enable/disable with custom quantities - **Alert System**: Comprehensive notifications for all trade events ### 📈 Performance Tracking **Real-Time Metrics**: - Net profit/loss calculation - Win rate percentage - Profit factor analysis - Maximum drawdown tracking - Total trade count and breakdown - Current position P&L **Trade Analytics**: - Winner/loser ratio tracking - Real-time performance scorecard - Strategy effectiveness monitoring - Risk-adjusted return metrics ### 🔔 Alert System **Comprehensive Notifications**: - Entry signal alerts with price and quantity - Take profit level hits (TP1 and TP2) - Stop loss activations - Trailing stop engagements - Position closure notifications ## Strategy Logic Deep Dive ### Entry Signal Generation The strategy identifies high-probability reversal points by combining multiple confirmation factors: 1. **Price Action**: Looks for price interaction with key support/resistance levels 2. **Volume Confirmation**: Ensures sufficient market interest and liquidity 3. **Trend Alignment**: Optional filter prevents counter-trend positions 4. **Time Validation**: Only trades during user-defined optimal periods 5. **Zone Analysis**: Entry occurs within calculated buffer zones around key levels ### Risk Management Philosophy FlowState Trader employs a three-tier risk management approach: 1. **Initial Protection**: ATR-based stop losses set at strategy entry 2. **Profit Preservation**: Trailing stops activate once position becomes profitable 3. **Scaled Exit**: Partial profit-taking allows for both security and potential ### Time-Based Edge The time filtering system recognizes that not all trading hours are equal: - Avoids low-volume, high-spread periods - Focuses on optimal liquidity windows - Prevents trading during news events (lunch hours) - Allows customization for different market sessions ## Best Practices and Optimization ### Recommended Settings **For Scalping (1-5 minute charts)**: - Lookback Period: 10-20 - ATR Period: 14 - Trailing Stop: Conservative mode - Time Filter: Major session hours only **For Day Trading (15-60 minute charts)**: - Lookback Period: 20-30 - ATR Period: 14-21 - Trailing Stop: Balanced mode - Time Filter: Extended trading hours **For Swing Trading (4H+ charts)**: - Lookback Period: 30-50 - ATR Period: 21+ - Trailing Stop: Aggressive mode - Time Filter: Disabled or very broad ### Market Compatibility - **Forex**: Excellent for major pairs during active sessions - **Stocks**: Ideal for liquid stocks during market hours - **Futures**: Perfect for index and commodity futures - **Crypto**: Effective on major cryptocurrencies (24/7 capability) ### Risk Considerations - **Market Conditions**: Performance varies with volatility regimes - **Timeframe Selection**: Lower timeframes require tighter risk management - **Position Sizing**: Never risk more than 1-2% of account per trade - **Backtesting**: Always test on historical data before live implementation ## Educational Value FlowState serves as an excellent learning tool for: - Understanding support/resistance trading - Learning proper time-based filtering - Mastering trailing stop techniques - Developing systematic trading approaches - Risk management best practices ## Disclaimer This strategy is for educational and informational purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. Users should thoroughly backtest the strategy and understand all risks before live trading. Always use proper position sizing and never risk more than you can afford to lose. --- *FlowState Trader represents the evolution of systematic trading - combining classical technical analysis with modern risk management and intelligent time filtering to help traders achieve their optimal performance state through systematic, disciplined execution.*
Pine Script®策略
由TradeManager_PRO提供
Opening Range Breakout🚀 ORB – Optimized for Peak Performance 🚀 Catch the morning breakout moves with zero guesswork! This plug-and-play Opening Range Breakout strategy is fully optimized ; no settings to tweak, no parameters to adjust. ✅ Pre-tuned for U.S. market open on 5-minute charts. ✅ Built-in risk management with stop loss, take profit, and one trade per day. ✅ Auto exit before market close to lock in gains and avoid late-day whipsaws. Perfect for day traders who want to focus on execution, not experimentation. Just load it, trade it, and let the strategy do the heavy lifting. ⚠ Disclaimer : Educational use only. Always backtest and paper trade before using with real capital. Key Features • No Guesswork – Pre-set with the best-performing configuration. • Opening Range Breakout Logic – Identifies the early range of the market and trades strong breakouts. • Strict Risk Management – Stop loss and take profit levels are automatically calculated from the range size. • One Trade Per Day – Prevents overtrading and keeps the focus on quality setups. • End-of-Day Auto Exit – Closes all open trades at 3:30 PM EST to avoid late-session volatility. How It Works 1. Opening Range Calculation: At market open (9:30 AM EST), the strategy monitors opening range. 2. Breakout Entry: Monitors the breakouts with moment. 3. Risk & Profit Targets: Stop loss and take profit are calculated automatically based on the range size. Risk-to-reward ratio is set for balanced performance. 4. Trade Control: Only one trade per day (either long or short). All trades are force-closed at 3:30 PM EST.
Pine Script®策略
由tradingchamp001提供
Nifty Power -> Nifty 50 chart + EMA of RSI + avg volume strategyThis strategy works in 1 hour candle in Nifty 50 chart. In this strategy, upward trade takes place when there is a crossover of RSI 15 on EMA50 of RSI 15 and volume is greater than volume based EMA21. On the other hand, lower trade takes place when RSI 15 is less than EMA50 of RSI 15. Please note that there is no stop loss given and also that the trade will reverse as per the trend. Sometimes on somedays, there will be no trades. Also please note that this is an Intraday strategy. The trade if taken closes on 15:15 in Nifty 50. This strategy can be used for swing trading. Some pine script code such as supertrend and ema21 of close is redundant. Try not to get confused as only EMA50 of RSI 15 is used and EMA21 of volume is used. I am using built-in pinescript indicators and there is no special calculation done in the pine script code. I have taken numbars variable to count number of candles. For example, if you have 30 minuite chart then numbars variable will count the intraday candles accordingly and the same for 1 hour candles.
Pine Script®策略
由Archer_Trade提供
CVD Daily High/Low Breakout StrategyThis script implements a breakout-based approach using Cumulative Volume Delta (CVD) alongside price action, designed for educational and analytical purposes on TradingView charts. It plots CVD as a candle chart and draws horizontal lines for session highs and lows in CVD and price, which are used to identify potential breakout points. Entries are triggered when both CVD and price break these levels, confirmed by swing patterns, EMA alignment, and multi-timeframe Supertrend direction. Exits are managed with a user-defined risk-reward ratio and stop-loss based on recent swings. Key Components: CVD Calculation: Utilizes TradingView's ta.requestVolumeDelta to approximate volume delta from lower timeframes, plotted as candles for visual analysis. Session Management: Starts a new session at a user-specified UTC time (default 22:00), tracking highs/lows in CVD and price until an EMA cross ends the session. Breakout Logic: Requires dual confirmation (CVD and price breakout) with a delta proportion check to filter outliers. Filters: Incorporates swing high/low detection with candlestick patterns (e.g., hammers, engulfing) for stop placement, and Supertrend on two higher timeframes (default H1 and H4) for trend alignment. Table Display: Shows Supertrend trends from the selected timeframes in a top-right table for quick reference. Inputs: Anchor Period: Timeframe for CVD reset (default "1D"). EMA Length: Period for the EMA used in session ending (default 200). Start Time (UTC): Hour and minute to begin daily sessions (default 22:00). Pivot Length: Bars for swing detection (default 5). Risk Reward Ratio: Multiplier for take-profit relative to stop-loss (default 1.0). Supertrend Settings: Source (close), ATR period (10), multiplier (3.0), and two timeframes (60m, 240m). Line Colors/Width: Customizable for high/low CVD lines. This script is intended solely for informational and educational use to explore volume delta and breakout concepts. It does not constitute financial, investment, trading, or any other type of advice or recommendation. Past performance, including any backtest results, is not indicative of future results, and trading involves substantial risks, including the potential for significant losses. Users should conduct their own research, consult qualified financial professionals, and consider their individual financial situation before making any trading decisions. TradingView does not endorse this script or its content, and neither the author nor TradingView is liable for any losses incurred from its use. All trading activities are at your own risk.
Pine Script®策略
由smithyommite提供
AI Demand Strategy (Long Only) professionals.aiThe "AI Demand Strategy (Long Only) professionals.ai" is a TradingView strategy designed for USDT-based spot trading. It focuses on long-only entries, incorporates optional trend filtering, and includes configurable risk-to-reward settings for exit targets. It provides: Customizable parameters for sensitivity, risk/reward ratio, and trend filtering Automated entry and exit management Stop-loss and take-profit level plotting on the chart Visual buy/sell markers for trade signals Optional SMA filter for trend confirmation Built-in alert conditions to connect with external trading automation systems This setup allows traders to visually monitor trade levels, backtest performance, and automate alerts without manually tracking market conditions.
Pine Script®策略
由professionals-ai提供
Reversed Large Bars Strategy with Williams %RThis strategy script is ideal for volatile assets such as Natural Gas (NATGAS) or Crude Oil (WTI/Brent), which often exhibit strong price movements with high volume. How It Works: The strategy identifies short-term reversals after two consecutive large candles with significant volume, under specific conditions. It is based on the assumption that after strong directional moves, a temporary price exhaustion or reversal may occur. Logic Breakdown: Large Bar Detection: A bar is considered “large” if its range (high – low) is significantly higher than the average (by a configurable percentage) and is accompanied by a spike in volume. Two Consecutive Large Bars: Entry is only considered when two large bars appear back-to-back — this strengthens the momentum signal. Candle Type Filter: For short entries: Two consecutive large bullish bars followed by a bullish candle → implies overextension upwards. For long entries: Two consecutive large bearish bars followed by a bearish candle → implies overextension downwards. Williams %R Filter: The Williams %R oscillator adds confirmation based on overbought/oversold conditions: Longs are allowed when %R is below the oversold level. Shorts are allowed when %R is above the overbought level. Ratio Logic: A running percentage of bullish vs bearish large bars is tracked over a rolling period. This ensures entries are filtered based on broader context and trend dominance. Stop Loss / Take Profit / Breakeven: Each trade includes configurable SL/TP, and optional breakeven logic: If unrealized profit exceeds a set percentage, SL is moved to entry (optionally with a buffer).
Pine Script®策略
由giannatos提供
[Stratégia] VWAP Mean Magnet v9 (Simple Alert)This strategy is specifically designed for a ranging (sideways-moving) Bitcoin market. A trade is only opened and signaled on the chart if all three of the following conditions are met simultaneously at the close of a candle: Zone Entry The price must cross into the signal zone: the red band for a Short (sell) position, or the green band for a Long (buy) position. RSI Confirmation The RSI indicator must also confirm the signal. For a Short, it must go above 65 (overbought condition). For a Long, it must fall below 25 (oversold condition). Volume Filter The volume on the entry candle cannot be excessively high. This safety filter is designed to prevent trades during risky, high-momentum breakouts.
Pine Script®策略
由GaborNemeth提供
AM Range Sniper [jmaxxx]AM Range Sniper Overview AM Range Sniper is a sophisticated morning session trading strategy designed for Micro E-mini Nasdaq-100 Index Futures (MNQ). This strategy capitalizes on the critical 8:30-9:30 AM EST range formation period, implementing precise entry and exit mechanics with advanced risk management. Key Features 🕐 Time-Based Range Analysis Range Definition: Automatically identifies and tracks the 8:30-9:30 AM EST range Trading Window: Active trading from 9:30 AM to 11:00 AM EST (extended for second chance trades) Session Management: Daily reset ensures clean state for each trading session 🎯 Multiple Entry Patterns Breakthrough/Retest: Captures price breakthroughs above range with retest opportunities Long/Short Opportunities: Comprehensive coverage of both directional moves Breakdown: Identifies bearish breakdowns below range support Break Up: Detects bullish breakups above range resistance Range Sweeps: Monitors for range high/low sweeps with reversal entries ⚡ Advanced Risk Management Configurable Stop Losses: Tick-based stop losses for each trade type Take Profit Targets: Automatic target calculations based on range size Hard Close Protection: Automatic position closure at 4 PM EST Second Chance Feature: Optional second trade opportunity if first trade loses 🔧 Professional Features Visual Stop Loss Lines: Real-time stop loss visualization on chart Debug Information Panel: Comprehensive status monitoring Alert Integration: Customizable alert messages for entries/exits Flexible Time Settings: Adjustable for different timezones Strategy Logic Range Formation (8:30-9:30 AM) The strategy monitors the first hour of trading to establish the day's range. This range serves as the foundation for all subsequent trading decisions. Entry Conditions Breakthrough: Price breaks above range high with retest rejection Breakdown: Price breaks below range low with confirmed bearish momentum Break Up: Price breaks above range high with strong bullish confirmation Sweep Entries: Range high/low sweeps followed by reversal signals Risk Management Stop Loss: Configurable tick-based stops for each trade type Take Profit: 1.5x range size targets for breakdown/breakup trades Position Sizing: Percentage-based position sizing Session Limits: Maximum 2 trades per session (with second chance feature) Settings & Customization Core Parameters Enable/disable individual entry patterns Configurable stop loss levels (1-500 ticks) Second chance feature toggle Previous day level integration Visual Customization Customizable stop loss colors and widths Debug panel visibility Range line styling Alert Configuration Custom entry/exit alert messages ***** Automate With ***** APEX NinjaTrader Crosstrade.io ( promo code JMAXXX ) Performance & Reliability Precision Focused: Waits for high-probability setups Risk-Aware: Comprehensive stop loss and position management Session-Based: Clean daily resets prevent carryover issues Professional Grade: Designed for serious traders Ideal For Day Traders: Morning session specialists Futures Traders: MNQ and similar instruments Range Traders: Traders who capitalize on range breakouts Risk-Conscious Traders: Those who prioritize risk management Disclaimer This strategy is for educational and informational purposes. Past performance does not guarantee future results. Always test thoroughly on historical data and paper trading before live implementation. Risk management is crucial - never risk more than you can afford to lose. Created by jmaxxx - Professional trading strategy developer For questions, feedback, or customization requests, please leave a comment below.
Pine Script®策略
由jmaxxx143提供
Game Theory Trading StrategyGame Theory Trading Strategy: Explanation and Working Logic This Pine Script (version 5) code implements a trading strategy named "Game Theory Trading Strategy" in TradingView. Unlike the previous indicator, this is a full-fledged strategy with automated entry/exit rules, risk management, and backtesting capabilities. It uses Game Theory principles to analyze market behavior, focusing on herd behavior, institutional flows, liquidity traps, and Nash equilibrium to generate buy (long) and sell (short) signals. Below, I'll explain the strategy's purpose, working logic, key components, and usage tips in detail. 1. General Description Purpose: The strategy identifies high-probability trading opportunities by combining Game Theory concepts (herd behavior, contrarian signals, Nash equilibrium) with technical analysis (RSI, volume, momentum). It aims to exploit market inefficiencies caused by retail herd behavior, institutional flows, and liquidity traps. The strategy is designed for automated trading with defined risk management (stop-loss/take-profit) and position sizing based on market conditions. Key Features: Herd Behavior Detection: Identifies retail panic buying/selling using RSI and volume spikes. Liquidity Traps: Detects stop-loss hunting zones where price breaks recent highs/lows but reverses. Institutional Flow Analysis: Tracks high-volume institutional activity via Accumulation/Distribution and volume spikes. Nash Equilibrium: Uses statistical price bands to assess whether the market is in equilibrium or deviated (overbought/oversold). Risk Management: Configurable stop-loss (SL) and take-profit (TP) percentages, dynamic position sizing based on Game Theory (minimax principle). Visualization: Displays Nash bands, signals, background colors, and two tables (Game Theory status and backtest results). Backtesting: Tracks performance metrics like win rate, profit factor, max drawdown, and Sharpe ratio. Strategy Settings: Initial capital: $10,000. Pyramiding: Up to 3 positions. Position size: 10% of equity (default_qty_value=10). Configurable inputs for RSI, volume, liquidity, institutional flow, Nash equilibrium, and risk management. Warning: This is a strategy, not just an indicator. It executes trades automatically in TradingView's Strategy Tester. Always backtest thoroughly and use proper risk management before live trading. 2. Working Logic (Step by Step) The strategy processes each bar (candle) to generate signals, manage positions, and update performance metrics. Here's how it works: a. Input Parameters The inputs are grouped for clarity: Herd Behavior (🐑): RSI Period (14): For overbought/oversold detection. Volume MA Period (20): To calculate average volume for spike detection. Herd Threshold (2.0): Volume multiplier for detecting herd activity. Liquidity Analysis (💧): Liquidity Lookback (50): Bars to check for recent highs/lows. Liquidity Sensitivity (1.5): Volume multiplier for trap detection. Institutional Flow (🏦): Institutional Volume Multiplier (2.5): For detecting large volume spikes. Institutional MA Period (21): For Accumulation/Distribution smoothing. Nash Equilibrium (⚖️): Nash Period (100): For calculating price mean and standard deviation. Nash Deviation (0.02): Multiplier for equilibrium bands. Risk Management (🛡️): Use Stop-Loss (true): Enables SL at 2% below/above entry price. Use Take-Profit (true): Enables TP at 5% above/below entry price. b. Herd Behavior Detection RSI (14): Checks for extreme conditions: Overbought: RSI > 70 (potential herd buying). Oversold: RSI < 30 (potential herd selling). Volume Spike: Volume > SMA(20) x 2.0 (herd_threshold). Momentum: Price change over 10 bars (close - close ) compared to its SMA(20). Herd Signals: Herd Buying: RSI > 70 + volume spike + positive momentum = Retail buying frenzy (red background). Herd Selling: RSI < 30 + volume spike + negative momentum = Retail selling panic (green background). c. Liquidity Trap Detection Recent Highs/Lows: Calculated over 50 bars (liquidity_lookback). Psychological Levels: Nearest round numbers (e.g., $100, $110) as potential stop-loss zones. Trap Conditions: Up Trap: Price breaks recent high, closes below it, with a volume spike (volume > SMA x 1.5). Down Trap: Price breaks recent low, closes above it, with a volume spike. Visualization: Traps are marked with small red/green crosses above/below bars. d. Institutional Flow Analysis Volume Check: Volume > SMA(20) x 2.5 (inst_volume_mult) = Institutional activity. Accumulation/Distribution (AD): Formula: ((close - low) - (high - close)) / (high - low) * volume, cumulated over time. Smoothed with SMA(21) (inst_ma_length). Accumulation: AD > MA + high volume = Institutions buying. Distribution: AD < MA + high volume = Institutions selling. Smart Money Index: (close - open) / (high - low) * volume, smoothed with SMA(20). Positive = Smart money buying. e. Nash Equilibrium Calculation: Price mean: SMA(100) (nash_period). Standard deviation: stdev(100). Upper Nash: Mean + StdDev x 0.02 (nash_deviation). Lower Nash: Mean - StdDev x 0.02. Conditions: Near Equilibrium: Price between upper and lower Nash bands (stable market). Above Nash: Price > upper band (overbought, sell potential). Below Nash: Price < lower band (oversold, buy potential). Visualization: Orange line (mean), red/green lines (upper/lower bands). f. Game Theory Signals The strategy generates three types of signals, combined into long/short triggers: Contrarian Signals: Buy: Herd selling + (accumulation or down trap) = Go against retail panic. Sell: Herd buying + (distribution or up trap). Momentum Signals: Buy: Below Nash + positive smart money + no herd buying. Sell: Above Nash + negative smart money + no herd selling. Nash Reversion Signals: Buy: Below Nash + rising close (close > close ) + volume > MA. Sell: Above Nash + falling close + volume > MA. Final Signals: Long Signal: Contrarian buy OR momentum buy OR Nash reversion buy. Short Signal: Contrarian sell OR momentum sell OR Nash reversion sell. g. Position Management Position Sizing (Minimax Principle): Default: 1.0 (10% of equity). In Nash equilibrium: Reduced to 0.5 (conservative). During institutional volume: Increased to 1.5 (aggressive). Entries: Long: If long_signal is true and no existing long position (strategy.position_size <= 0). Short: If short_signal is true and no existing short position (strategy.position_size >= 0). Exits: Stop-Loss: If use_sl=true, set at 2% below/above entry price. Take-Profit: If use_tp=true, set at 5% above/below entry price. Pyramiding: Up to 3 concurrent positions allowed. h. Visualization Nash Bands: Orange (mean), red (upper), green (lower). Background Colors: Herd buying: Red (90% transparency). Herd selling: Green. Institutional volume: Blue. Signals: Contrarian buy/sell: Green/red triangles below/above bars. Liquidity traps: Red/green crosses above/below bars. Tables: Game Theory Table (Top-Right): Herd Behavior: Buying frenzy, selling panic, or normal. Institutional Flow: Accumulation, distribution, or neutral. Nash Equilibrium: In equilibrium, above, or below. Liquidity Status: Trap detected or safe. Position Suggestion: Long (green), Short (red), or Wait (gray). Backtest Table (Bottom-Right): Total Trades: Number of closed trades. Win Rate: Percentage of winning trades. Net Profit/Loss: In USD, colored green/red. Profit Factor: Gross profit / gross loss. Max Drawdown: Peak-to-trough equity drop (%). Win/Loss Trades: Number of winning/losing trades. Risk/Reward Ratio: Simplified Sharpe ratio (returns / drawdown). Avg Win/Loss Ratio: Average win per trade / average loss per trade. Last Update: Current time. i. Backtesting Metrics Tracks: Total trades, winning/losing trades. Win rate (%). Net profit ($). Profit factor (gross profit / gross loss). Max drawdown (%). Simplified Sharpe ratio (returns / drawdown). Average win/loss ratio. Updates metrics on each closed trade. Displays a label on the last bar with backtest period, total trades, win rate, and net profit. j. Alerts No explicit alertconditions defined, but you can add them for long_signal and short_signal (e.g., alertcondition(long_signal, "GT Long Entry", "Long Signal Detected!")). Use TradingView's alert system with Strategy Tester outputs. 3. Usage Tips Timeframe: Best for H1-D1 timeframes. Shorter frames (M1-M15) may produce noisy signals. Settings: Risk Management: Adjust sl_percent (e.g., 1% for volatile markets) and tp_percent (e.g., 3% for scalping). Herd Threshold: Increase to 2.5 for stricter herd detection in choppy markets. Liquidity Lookback: Reduce to 20 for faster markets (e.g., crypto). Nash Period: Increase to 200 for longer-term analysis. Backtesting: Use TradingView's Strategy Tester to evaluate performance. Check win rate (>50%), profit factor (>1.5), and max drawdown (<20%) for viability. Test on different assets/timeframes to ensure robustness. Live Trading: Start with a demo account. Combine with other indicators (e.g., EMAs, support/resistance) for confirmation. Monitor liquidity traps and institutional flow for context. Risk Management: Always use SL/TP to limit losses. Adjust position_size for risk tolerance (e.g., 5% of equity for conservative trading). Avoid over-leveraging (pyramiding=3 can amplify risk). Troubleshooting: If no trades are executed, check signal conditions (e.g., lower herd_threshold or liquidity_sensitivity). Ensure sufficient historical data for Nash and liquidity calculations. If tables overlap, adjust position.top_right/bottom_right coordinates. 4. Key Differences from the Previous Indicator Indicator vs. Strategy: The previous code was an indicator (VP + Game Theory Integrated Strategy) focused on visualization and alerts. This is a strategy with automated entries/exits and backtesting. Volume Profile: Absent in this strategy, making it lighter but less focused on high-volume zones. Wick Analysis: Not included here, unlike the previous indicator's heavy reliance on wick patterns. Backtesting: This strategy includes detailed performance metrics and a backtest table, absent in the indicator. Simpler Signals: Focuses on Game Theory signals (contrarian, momentum, Nash reversion) without the "Power/Ultra Power" hierarchy. Risk Management: Explicit SL/TP and dynamic position sizing, not present in the indicator. 5. Conclusion The "Game Theory Trading Strategy" is a sophisticated system leveraging herd behavior, institutional flows, liquidity traps, and Nash equilibrium to trade market inefficiencies. It’s designed for traders who understand Game Theory principles and want automated execution with robust risk management. However, it requires thorough backtesting and parameter optimization for specific markets (e.g., forex, crypto, stocks). The backtest table and visual aids make it easy to monitor performance, but always combine with other analysis tools and proper capital management. If you need help with backtesting, adding alerts, or optimizing parameters, let me know!
Pine Script®策略
由EfeErdost提供
0-5 Box Strategy Tester v4🟩 0-5 Box Strategy Tester v4 — Explained Simply This script is a modular hourly breakout strategy designed to help traders test and trade breakouts (or pullbacks) from the first 5-minute range of any selected hour. It supports both long and short positions and is optimized for scalping or intraday strategies. 🔑 Core Strategy Logic Box Formation: At the start of every hour, the script tracks the high and low of the first 5 minutes (e.g., from 9:00 to 9:04). Trade Trigger: Once price breaks out above or below this 5-minute box (either instantly or after a pullback), it can trigger a long or short entry depending on your settings. Entry Type: Supports two main styles: Breakout entry: Buy/sell as soon as price breaks the box. Pullback re-entry: Wait for price to break the box, pull back, then re-enter on a limit order. 🧪 Smart Entry Filters (Optional but Powerful) You can refine your trades using several filters: ✅ Previous Hour Direction – Only trade in the direction of the last hour’s candle (bullish/bearish). 🔄 Reversal Filter – Only trade against the previous hour’s direction. 💧 Liquidity Sweep – Require the previous hour’s high or low to be swept first (liquidity-based entry). 🔁 Q2 Confirmation (15–30 min logic) – Confirm price action in the second quarter of the hour (like retests or wick-based logic). 🕒 Max Entry Time – Prevent late trades within the hour (e.g., no entries after minute 45). 📦 Max Range % – Avoid trading during overly volatile hours by filtering out wide boxes. 🕘 Flexible Hour Selection You can choose to: Trade all hours Or select specific hours manually (like 4AM, 9AM, etc.) 📉 Risk & Position Sizing Options Supports stop-loss and take-profit by: Points Percentage Risk:Reward Ratio Choose fixed contract size or auto-size based on dollar risk. 📊 Built-In Analytics The strategy tracks and displays: Win rate PnL (total, by hour, by day) Average drawdown Risk metrics (Expectancy, Profit Factor, Payoff Ratio) Hour-by-hour stats (how each hour performs historically) Day-of-week performance Visual tables on chart for easy analysis 🧠 Use Cases This strategy is ideal for: Futures traders (like NQ/ES/GC) who trade specific sessions (e.g., NY open, London) Scalpers looking for tight breakouts or pullbacks Systematic traders backtesting precision setups Traders using confluence like session breaks, liquidity sweeps, and inside-hour confirmations
Pine Script®策略
由mickey1984提供
Ultimate Scalping Strategy v2Strategy Overview This is a versatile scalping strategy designed primarily for low timeframes (like 1-min, 3-min, or 5-min charts). Its core logic is based on a classic EMA (Exponential Moving Average) crossover system, which is then filtered by the VWAP (Volume-Weighted Average Price) to confirm the trade's direction in alignment with the market's current intraday sentiment. The strategy is highly customizable, allowing traders to add layers of confirmation, control trade direction, and manage exits with precision. Core Strategy Logic The strategy's entry signals are generated when two primary conditions are met simultaneously: Momentum Shift (EMA Crossover): It looks for a crossover between a fast EMA (default length 9) and a slow EMA (default length 21). Buy Signal: The fast EMA crosses above the slow EMA, indicating a potential shift to bullish momentum. Sell Signal: The fast EMA crosses below the slow EMA, indicating a potential shift to bearish momentum. Trend/Sentiment Filter (VWAP): The crossover signal is only considered valid if the price is on the "correct" side of the VWAP. For a Buy Signal: The price must be trading above the VWAP. This confirms that, on average, buyers are in control for the day. For a Sell Signal: The price must be trading below the VWAP. This confirms that sellers are generally in control. Confirmation Filters (Optional) To increase the reliability of the signals and reduce false entries, the strategy includes two optional confirmation filters: Price Action Filter (Engulfing Candle): If enabled (Use Price Action), the entry signal is only valid if the crossover candle is also an "engulfing" candle. A Bullish Engulfing candle is a large green candle that completely "engulfs" the body of the previous smaller red candle, signaling strong buying pressure. A Bearish Engulfing candle is a large red candle that engulfs the previous smaller green candle, signaling strong selling pressure. Volume Filter (Volume Spike): If enabled (Use Volume Confirmation), the entry signal must be accompanied by a surge in volume. This is confirmed if the volume of the entry candle is greater than its recent moving average (default 20 periods). This ensures the move has strong participation behind it. Exit Strategy A position can be closed in one of three ways, creating a comprehensive exit plan: Stop Loss (SL): A fixed stop loss is set at a level determined by a multiple of the Average True Range (ATR). For example, a 1.5 multiplier places the stop 1.5 times the current ATR value away from the entry price. This makes the stop dynamic, adapting to market volatility. Take Profit (TP): A fixed take profit is also set using an ATR multiplier. By setting the TP multiplier higher than the SL multiplier (e.g., 2.0 for TP vs. 1.5 for SL), the strategy aims for a positive risk-to-reward ratio on each trade. Exit on Opposite Signal (Reversal): If enabled, an open position will be closed automatically if a valid entry signal in the opposite direction appears. For example, if you are in a long trade and a valid short signal occurs, the strategy will exit the long position immediately. This feature turns the strategy into more of a reversal system. Key Features & Customization Trade Direction Control: You can enable or disable long and short trades independently using the Allow Longs and Allow Shorts toggles. This is useful for trading in harmony with a higher-timeframe trend (e.g., only allowing longs in a bull market). Visual Plots: The strategy plots the Fast EMA, Slow EMA, and VWAP on the chart for easy visualization of the setup. It also plots up/down arrows to mark where valid buy and sell signals occurred. Dynamic SL/TP Line Plotting: A standout feature is that the strategy automatically draws the exact Stop Loss and Take Profit price lines on the chart for every active trade. These lines appear when a trade is entered and disappear as soon as it is closed, providing a clear visual of your risk and reward targets. Alerts: The script includes built-in alertcondition calls. This allows you to create alerts in TradingView that can notify you on your phone or execute trades automatically via a webhook when a long or short signal is generated.
Pine Script®策略
由sebamarghella提供
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