INVITE-ONLY SCRIPT
已更新 ETH UU Reversion Strategy [Limit]
Strategy Overview
The "ETH UU Reversion Strategy" is a sophisticated mean-reversion trading system designed to capture price reversals at standard deviation extremes. Unlike typical strategies that enter trades immediately at market price, this script employs a proprietary **Limit Order Execution Mechanism** combined with volatility filtering to optimize entry prices and reduce slippage.
Originality & Key Features
This script addresses the common pitfalls of standard Bollinger Band strategies by introducing advanced order management logic:
1. Limit Order Execution:** Instead of market orders, the strategy calculates an optimal entry price based on ATR offsets. This allows traders to capitalize on "wicks" and secure better risk-reward ratios.
2. Smart Timeout Logic:To prevent "catching a falling knife," pending orders are automatically cancelled if not filled within a customizable number of bars (default: 15). This ensures orders do not remain active when market structure shifts.
3. Dynamic Risk Recalculation:** Stop Loss (SL) and Take Profit (TP) levels are recalculated at the exact moment of execution using the real-time ATR, ensuring risk parameters adapt to current market volatility.
How to Use
1. Setup: Apply the strategy to ETH/USDT (or other crypto pairs) on 15m or 1h timeframes.
2. Configuration:
* Adjust `BB Length` and `RSI Length` to fit your timeframe.
* Set `Order Timeout` to define how long a pending order should remain active.
* Toggle `Use ADX Filter` to avoid trading against strong trends.
3. *Visuals: The chart displays distinct labels for pending orders (Gray), active entries (Blue/Red), and cancellations, providing full transparency of the strategy's logic.
Risk Disclaimer
This script is for educational and quantitative analysis purposes only. Past performance regarding backtesting or live trading does not guarantee future results. Cryptocurrency trading involves high risk and high volatility. Please use proper risk management and trade at your own discretion.
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Chinese Translation (中文说明)
策略概述
“ETH UU 均值回归策略”是一个旨在捕捉标准差极端位置价格反转的交易系统。与立即以市价入场的典型策略不同，本策略采用独特的**挂单执行机制**结合波动率过滤，以优化入场价格并减少滑点。
原创性与核心功能
本脚本通过引入高级订单管理逻辑，解决了普通布林带策略的常见缺陷：
1. 挂单交易模式： 策略不使用市价单，而是根据 ATR 偏移计算最佳入场价（Limit Orders）。这允许交易者捕捉K线的“影线”，获得更好的盈亏比。
2. 智能超时撤单： 为了防止“接飞刀”，如果挂单在指定K线数内（默认15根）未成交，系统会自动撤单。这确保了当市场结构发生变化时，旧的挂单不会被错误触发。
3. 动态风控重算： 止损和止盈在成交的瞬间根据实时 ATR 重新计算，确保风控参数始终适应当前的市场波动率。
风险提示
本脚本仅供教育和量化分析使用。回测或实盘的过往表现并不预示未来结果。加密货币交易具有极高的风险和波动性，请务必做好仓位管理，并自行承担使用本策略的风险。
The "ETH UU Reversion Strategy" is a sophisticated mean-reversion trading system designed to capture price reversals at standard deviation extremes. Unlike typical strategies that enter trades immediately at market price, this script employs a proprietary **Limit Order Execution Mechanism** combined with volatility filtering to optimize entry prices and reduce slippage.
Originality & Key Features
This script addresses the common pitfalls of standard Bollinger Band strategies by introducing advanced order management logic:
1. Limit Order Execution:** Instead of market orders, the strategy calculates an optimal entry price based on ATR offsets. This allows traders to capitalize on "wicks" and secure better risk-reward ratios.
2. Smart Timeout Logic:To prevent "catching a falling knife," pending orders are automatically cancelled if not filled within a customizable number of bars (default: 15). This ensures orders do not remain active when market structure shifts.
3. Dynamic Risk Recalculation:** Stop Loss (SL) and Take Profit (TP) levels are recalculated at the exact moment of execution using the real-time ATR, ensuring risk parameters adapt to current market volatility.
How to Use
1. Setup: Apply the strategy to ETH/USDT (or other crypto pairs) on 15m or 1h timeframes.
2. Configuration:
* Adjust `BB Length` and `RSI Length` to fit your timeframe.
* Set `Order Timeout` to define how long a pending order should remain active.
* Toggle `Use ADX Filter` to avoid trading against strong trends.
3. *Visuals: The chart displays distinct labels for pending orders (Gray), active entries (Blue/Red), and cancellations, providing full transparency of the strategy's logic.
Risk Disclaimer
This script is for educational and quantitative analysis purposes only. Past performance regarding backtesting or live trading does not guarantee future results. Cryptocurrency trading involves high risk and high volatility. Please use proper risk management and trade at your own discretion.
-------------------------------------------------------------
Chinese Translation (中文说明)
策略概述
“ETH UU 均值回归策略”是一个旨在捕捉标准差极端位置价格反转的交易系统。与立即以市价入场的典型策略不同，本策略采用独特的**挂单执行机制**结合波动率过滤，以优化入场价格并减少滑点。
原创性与核心功能
本脚本通过引入高级订单管理逻辑，解决了普通布林带策略的常见缺陷：
1. 挂单交易模式： 策略不使用市价单，而是根据 ATR 偏移计算最佳入场价（Limit Orders）。这允许交易者捕捉K线的“影线”，获得更好的盈亏比。
2. 智能超时撤单： 为了防止“接飞刀”，如果挂单在指定K线数内（默认15根）未成交，系统会自动撤单。这确保了当市场结构发生变化时，旧的挂单不会被错误触发。
3. 动态风控重算： 止损和止盈在成交的瞬间根据实时 ATR 重新计算，确保风控参数始终适应当前的市场波动率。
风险提示
本脚本仅供教育和量化分析使用。回测或实盘的过往表现并不预示未来结果。加密货币交易具有极高的风险和波动性，请务必做好仓位管理，并自行承担使用本策略的风险。
版本注释
Strategy OverviewThe "ETH UU Reversion Strategy" is a sophisticated mean-reversion trading system designed to capture price reversals at standard deviation extremes. Unlike typical strategies that enter trades immediately at market price, this script employs a proprietary **Limit Order Execution Mechanism** combined with volatility filtering to optimize entry prices and reduce slippage.
Originality & Key Features
This script addresses the common pitfalls of standard Bollinger Band strategies by introducing advanced order management logic:
1. Limit Order Execution:** Instead of market orders, the strategy calculates an optimal entry price based on ATR offsets. This allows traders to capitalize on "wicks" and secure better risk-reward ratios.
2. Smart Timeout Logic:To prevent "catching a falling knife," pending orders are automatically cancelled if not filled within a customizable number of bars (default: 15). This ensures orders do not remain active when market structure shifts.
3. Dynamic Risk Recalculation:** Stop Loss (SL) and Take Profit (TP) levels are recalculated at the exact moment of execution using the real-time ATR, ensuring risk parameters adapt to current market volatility.
How to Use
1. Setup: Apply the strategy to ETH/USDT (or other crypto pairs) on 15m or 1h timeframes.
2. Configuration:
* Adjust `BB Length` and `RSI Length` to fit your timeframe.
* Set `Order Timeout` to define how long a pending order should remain active.
* Toggle `Use ADX Filter` to avoid trading against strong trends.
3. *Visuals: The chart displays distinct labels for pending orders (Gray), active entries (Blue/Red), and cancellations, providing full transparency of the strategy's logic.
Risk Disclaimer
This script is for educational and quantitative analysis purposes only. Past performance regarding backtesting or live trading does not guarantee future results. Cryptocurrency trading involves high risk and high volatility. Please use proper risk management and trade at your own discretion.
-------------------------------------------------------------
Chinese Translation (中文说明)
策略概述
“ETH UU 均值回归策略”是一个旨在捕捉标准差极端位置价格反转的交易系统。与立即以市价入场的典型策略不同，本策略采用独特的**挂单执行机制**结合波动率过滤，以优化入场价格并减少滑点。
原创性与核心功能
本脚本通过引入高级订单管理逻辑，解决了普通布林带策略的常见缺陷：
1. 挂单交易模式： 策略不使用市价单，而是根据 ATR 偏移计算最佳入场价（Limit Orders）。这允许交易者捕捉K线的“影线”，获得更好的盈亏比。
2. 智能超时撤单： 为了防止“接飞刀”，如果挂单在指定K线数内（默认15根）未成交，系统会自动撤单。这确保了当市场结构发生变化时，旧的挂单不会被错误触发。
3. 动态风控重算： 止损和止盈在成交的瞬间根据实时 ATR 重新计算，确保风控参数始终适应当前的市场波动率。
风险提示
本脚本仅供教育和量化分析使用。回测或实盘的过往表现并不预示未来结果。加密货币交易具有极高的风险和波动性，请务必做好仓位管理，并自行承担使用本策略的风险。
仅限邀请脚本
只有作者授权的用户才能访问此脚本。您需要申请并获得使用许可。通常情况下，付款后即可获得许可。更多详情，请按照下方作者的说明操作，或直接联系UUA1。
TradingView不建议您付费购买或使用任何脚本，除非您完全信任其作者并了解其工作原理。您也可以在我们的社区脚本找到免费的开源替代方案。
作者的说明
To obtain access to this script, please contact me via email at:
shu66361@gmail.com。Alternatively, you can send me a private message here on TradingView.
Once approved, I will grant you access to the script.要获取这个脚本的访问权限，请通过电子邮件联系我：shu66361@gmail.com。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
仅限邀请脚本
只有作者授权的用户才能访问此脚本。您需要申请并获得使用许可。通常情况下，付款后即可获得许可。更多详情，请按照下方作者的说明操作，或直接联系UUA1。
TradingView不建议您付费购买或使用任何脚本，除非您完全信任其作者并了解其工作原理。您也可以在我们的社区脚本找到免费的开源替代方案。
作者的说明
To obtain access to this script, please contact me via email at:
shu66361@gmail.com。Alternatively, you can send me a private message here on TradingView.
Once approved, I will grant you access to the script.要获取这个脚本的访问权限，请通过电子邮件联系我：shu66361@gmail.com。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。