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EMA CORE ETH - coremarkets.tradeEMA CORE ETH is a trend-following system developed exclusively for Ethereum, tested and validated on perpetual futures contracts. It is calibrated to capture directional moves on the H4 timeframe and can also be used on M15, always respecting the asset’s trend structure. The script comes fully configured, with no technical adjustments required. How to use Apply only to ETH (perpetual futures) Use on H4 or M15 timeframes Trade only signals aligned with the trend Select only one risk management mode Risk Management Available modes: Passive Risk Management (No Stop Loss) Fixed Risk Management (Take Profit + Stop Loss) Conservative Trailing Stop Aggressive Trailing Stop Note: if more than one mode is selected, the system will apply only the first active mode. Targets Operates with up to 3 Take Profit levels (TP1 / TP2 / TP3), which can be enabled or disabled. Alerts Objective alerts notify entries, partial exits, and position closure, including position sizes, allowing manual or automated execution. Disclaimer Analytical and educational tool only. Not investment advice. Perpetual futures trading involves high risk.
Pine Script®策略
由CoreMarkets提供
EMA CORE BTC - coremarkets.tradeEMA CORE BTC is a trend-following system developed exclusively for Bitcoin, tested and validated on perpetual futures contracts, focused on medium- and long-term directional moves on H4 and Daily (D1) timeframes. The script comes fully configured, with no technical adjustments required. All logic, filters, and risk management were specifically calibrated for BTC behavior in the perpetual futures market. How to use Apply only to BTC (perpetual futures) Use exclusively on H4 or D1 timeframes Trade only signals aligned with the trend structure Select only one risk management mode Risk Management Available modes: Passive Risk Management (No Stop Loss) Fixed Risk Management (Take Profit + Stop Loss) Conservative Trailing Stop Aggressive Trailing Stop Note: if more than one risk management mode is selected, the system will apply only the first active mode, ignoring the others. Targets Operates with up to 3 Take Profit levels (TP1 / TP2 / TP3), which can be enabled or disabled according to the user’s strategy. Alerts Objective alerts notify entries, partial exits, and position closure, including opened, closed, and remaining quantities, enabling manual or automated execution. Disclaimer Analytical and educational tool only. Not investment advice. Perpetual futures trading involves high risk.
Pine Script®策略
由CoreMarkets提供
BTCMikee EMA + MACD Cross w/ Optional RSI+ADX Filters📊 EMA + MACD Cross Strategy (Clean, Filtered) This strategy is built around high-probability trend shifts using a dual confirmation system: EMA cross + MACD cross in the same direction, on a confirmed bar. The goal is simple — reduce noise, avoid chop, and only act when momentum and trend agree. 🔹 Core Logic Fast EMA vs Slow EMA crossover defines the trend shift MACD line vs signal line crossover confirms momentum Trades only trigger when both crosses happen together 🔹 Optional Filters (User-Controlled) RSI filter to avoid overextended entries ADX filter to ensure sufficient trend strength Session filter to restrict trading to specific market hours Directional control (Long only, Short only, or Both) 🔹 Risk-Aware Design Entries occur only on confirmed candles (no repaint behavior) One position at a time (no pyramiding) Clean logic — no forced exits, TP/SL, or curve-fitting 🔹 Visual Aids Adjustable Fast & Slow EMAs (signal drivers) Optional additional EMAs (50 / 200 by default) for trend context Clear BUY / SELL markers on valid signals 🔹 Best Use Case Designed for: Futures (ES, NQ, GC) Index CFDs High-liquidity stocks & crypto Works best on 5m–30m timeframes where momentum confirmation matters.
Pine Script®策略
由BTCMikee提供
Aslan Grid - ProfesyonelAslan Grid – A professional grid bot that divides your specified upper and lower price range into equal grids and buys as the price breaks down while selling as it breaks up. Basic logic: 📉 When the price goes below a grid level → BUY at that grid 📈 When the price exceeds an upper grid level → SELL at the previous grid Each grid operates independently Protection & control layers: 🕒 Waiting time: The same grid can't make buys too frequently 📅 Daily max grid: Limits the number of trades per day ⚠️ Gap protection: Purchases stop during a sharp daily drop 🛑 Stop Loss: Optional, based on the purchase price or grid level Tracking & visualization: 🧮 Open grids, average cost, profit/loss in an info table 📊 Grid lines, buy/sell tags, average cost line 🤖 Compatible with Osmanlı API + automatic alert messages on Telegram Summary in one sentence: Buy cheap and sell expensive from the grids as the price fluctuates, while using an advanced grid strategy that protects itself with daily limits, gap protection, and stop loss. Özet tek cümle: Fiyat dalgalandıkça gridlerden ucuz al – pahalı sat, ama günlük limit, gap ve SL ile kendini koruyan gelişmiş bir grid stratejisi. NOT: 20 GÜN DENENEBİLİR SONRASINDA KALDIRILACAKTIR.SONRA KULLANMAK İSTEYEN YAZABİLİR
Pine Script®策略
由vaslan3180提供
BTC Volatility Aligned Momentum EngineTitle BTC Volatility Aligned Momentum Engine Version and compatibility Pine Script v6 All request.security calls use lookahead off Strategy execution uses standard candles only Signals can update intrabar and settle on close. For conservative workflows, evaluate on bar close Summary in one paragraph BTC Volatility Aligned Momentum Engine is a daily first strategy built for liquid crypto, with BTC in mind. It only participates when three independent layers agree: directional state, structural location, and momentum phase. The novelty is not a random stack of indicators, it is a small decision engine that treats momentum as a regime variable and volatility as the unit of risk, so stops and targets scale with the market rather than staying static. Scope and intent Markets. Liquid crypto pairs, then liquid indices and FX as secondary use Timeframes. Intraday through daily. Defaults are tuned for BTC 1D behavior and weekly volatility scaling Purpose. Filter low quality participation by requiring alignment of state, structure, and phase instead of reacting to one signal Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness This is designed as a compact regime filter, not a mashup. Each component solves a different failure mode and the entry requires agreement, not majority voting. Unique concept or fusion. A three layer gate that separates direction from structure and then confirms with momentum phase, while risk is expressed in weekly ATR units What failure mode it addresses. Trend filters often enter during late stage drift or chop. Here, the histogram slope is treated as a phase constraint, meaning entries are biased toward continuation when momentum is still improving in the chosen direction Testability. Inputs map directly to the decision layers, so you can stress test each layer independently without touching the rest Portable yardstick. Weekly ATR is used as a volatility denominator for risk distances, which reduces the common issue of fixed stops becoming too tight in expansion and too wide in contraction Protected scripts. The implementation is kept private to prevent cloning of the execution details, while the full method, assumptions, and reproduction settings are disclosed so users can evaluate it transparently Method overview in plain language Base measures Structural location. Price is evaluated relative to an EMA rail, acting as a simple market structure proxy Directional state. Heikin Ashi candles are used only as a state filter to reduce noisy flips. Execution is still done on standard candles Momentum phase. A MACD style histogram with an Internal HA calculation is computed and compared to its prior value. The model reads this as phase acceleration or deceleration rather than absolute level Volatility unit. Weekly ATR defines the distance unit used for stop and target placement Components State Gate. Heikin Ashi open and close define a bias state. This is not used for prices, only to avoid trading against the immediate directional state Structural Rail. A primary EMA defines whether price is operating above or below the model reference structure Phase Gradient. The histogram slope acts like a gradient test. Longs require improving momentum, shorts require deteriorating momentum. This avoids the classic issue where an oscillator can remain positive while momentum is already fading Weekly Volatility Engine. ATR is sampled on weekly timeframe and used as an adaptive risk ruler. Stops and targets are expressed as ATR multiples rather than fixed points Fusion rule This is a strict gate, not a score. All required conditions must be true. Directional state must agree with the trade direction Price must be on the correct side of the structural rail for longs Momentum phase must be improving for longs and deteriorating for shorts Risk distances use weekly volatility scaling when enabled Signal rule Long entry appears when the HA state is bullish, close is above the primary EMA rail, and the histogram is rising versus the prior bar Short entry appears when the HA state is bearish, price crosses under the short trigger EMA, and the histogram is falling versus the prior bar Long exit appears when close drops below the exit rail EMA Inputs with guidance Execution Control Allowed Direction. Both, Long Only, Short Only. Useful for regime isolation and research without changing the core model Enable ATR Risk Engine. On places ATR stop and target orders. Off disables those orders so you can evaluate pure signal exits Quantum MACD Engine Signal Source. Default close Impulse Length. Typical 8 to 20. Higher means fewer, slower phase changes Inertia Length. Typical 18 to 40. Higher means less sensitivity to short bursts Phase Sync Length. Typical 5 to 14. Higher reduces false phase flips but adds lag Oscillator Kernel and Signal Kernel. EMA reacts faster, SMA is smoother. Mixing kernels changes the histogram texture and can materially change frequency Trend Rails Primary Rail Length. Higher reduces churn and increases trend selectivity Cross Trigger Length. Short side sensitivity. Lower increases short triggers, higher filters them Exit Rail Length. Controls long exit responsiveness Volatility Risk Engine ATR Sample Length. Weekly ATR smoothing. Higher stabilizes risk unit Loss Guard ATR Mult. Stop distance in volatility units. Typical 1.0 to 3.0 Profit Guard ATR Mult. Target distance in volatility units. Typical 1.0 to 4.0 Usage recipes BTC daily core Chart BTC 1D Allowed Direction Both ATR Risk Engine On Defaults for rails and MACD engine Directional research Allowed Direction Long Only, then Short Only Keep everything else unchanged and compare drawdown behavior across regimes Lower frequency swing Increase Primary Rail Length Increase Phase Sync Length Use a slightly higher Profit Guard ATR Mult while keeping stop conservative Properties visible in this publication Initial capital 10000 Order sizing percent of equity with value 5 Pyramiding 1 Commission 0.1 percent per side, round turn is two sides Slippage 10 ticks Process orders on close ON Bar magnifier ON Recalculate after order is filled OFF Calc on every tick OFF All request.security calls use lookahead off Realism and responsible publication No performance claims. Past results do not imply future results BTC can gap and liquidity can thin. Slippage and fills vary by venue and regime If both stop and target can be hit within one bar, TradingView engine sequencing applies. Interpret single bar outcomes cautiously This strategy is designed for standard candles and does not claim realistic execution on non standard chart types Honest limitations and failure modes Fast volatility shocks can invalidate weekly ATR as a risk ruler for several bars Choppy ranges can produce alternating state and phase signals, increasing churn Short logic is structurally different from long logic by design, so symmetry should not be assumed across all regimes Parameter changes can materially alter behavior. Treat this as a framework and test on out of sample windows Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies. Entries and exits Entry logic. Long when directional state is bullish, price is above the primary EMA rail, and momentum phase is improving. Short when directional state is bearish, price crosses under the short trigger EMA, and momentum phase is deteriorating Exit logic. Long exits when price drops below the exit rail. ATR stops and targets can be enabled or disabled via inputs Risk model. Weekly ATR multiple stop and take profit when enabled Tie handling. If stop and target are both hit in the same bar, TradingView bar resolution rules apply under the chosen magnifier settings
Pine Script®策略
由exlux提供
Momentum Fusion X Strategy (with data filter.)Momentum Fusion X Strategy — Conceptual Overview Momentum Fusion X Strategy is a selectively reactive market-participation system designed to engage only when price behavior exhibits structured directional clarity across multiple internal evaluation layers. Rather than responding to isolated indicators or short-term noise, the strategy operates on a confirmation-based framework where trades are activated only when the broader internal state of the market demonstrates sufficient directional agreement. This approach intentionally prioritizes quality of participation over frequency, allowing the system to remain inactive during uncertain or low-information phases. The strategy has demonstrated its strongest performance characteristics on MIDCAPNIFTY, while remaining structurally adaptable to other instruments and market environments. Structural Philosophy The internal architecture is built around a multi-layered decision model: Directional Consensus Framework Trades are considered only when multiple independent internal components align in the same directional bias. No single condition is capable of triggering a trade independently. Momentum Confirmation Logic Price movement is evaluated in a manner that emphasizes continuation strength rather than short-lived reactions. This helps reduce participation during false breakouts or choppy market behavior. Noise Suppression The system actively filters out ambiguous conditions, remaining flat during periods where directional intent lacks clarity or conviction. This structural discipline ensures consistency and prevents over-trading, particularly on lower timeframes. Trade Behaviour & Execution Trade Initiation Positions are initiated only when internal directional alignment reaches a predefined quality threshold. Partial or conflicting conditions are intentionally ignored. Trade Exit Positions are closed dynamically when internal momentum deteriorates or when directional alignment weakens, helping limit exposure during transitions or reversals. Market Inactivity The strategy may display selective trade participation during backtests. This behavior is intentional and reflects strict filtering logic rather than missed opportunities. Backtesting & Configuration Notes Data Filter: The strategy includes a data filter input, allowing controlled backtesting from a specific start date. Backtest Start Date: Historical evaluation has been conducted starting from 5 August 2025. Initial Capital: Backtests are configured using an initial capital of 10,000. Primary Timeframe: The strategy is intended to be evaluated and used on the 15-minute timeframe for optimal structural behavior. Automation & Execution Support The script includes a built-in Dhan webhook alert system, enabling optional automation of execution workflows. Alerts are synchronized directly with the strategy’s internal execution logic to ensure alignment between backtest results and live alert behavior. Commission and slippage are incorporated into the strategy configuration to provide a more realistic simulation of execution conditions. Commission: 0.01% Slippage: 2 points Intended Usage Context Instrument Focus: MIDCAPNIFTY (best observed performance) Trading Style: Intraday, momentum-based participation Trade Frequency: Selective by design Timeframe: 15-Minute Users are encouraged to apply independent capital allocation, position sizing, and risk controls appropriate to their individual trading plan. Intellectual Property Notice The internal construction, scoring logic, alignment thresholds, and execution conditions are intentionally abstracted. This description explains the conceptual philosophy without exposing implementation details, preserving the originality and intellectual integrity of the strategy. Direct replication of the internal logic is neither implied nor supported by this publication. Disclaimer This strategy is provided strictly for educational, research, and analytical purposes. Market behavior evolves over time, and historical performance does not guarantee future results. Users are responsible for forward testing, execution decisions, and risk management when applying this strategy in live market conditions.
Pine Script®策略
由algovisionx2提供
SAl VWAP LITE SA Final VWAP — LITE (Beginner Guide) This strategy is designed to only take trades when 3 layers agree: Market posture (HTF = 1H VWAP direction) Mid confirmation (MID = 15m VWAP direction) Execution entry (your chart timeframe signal: SMA trend + VWAP + wick flip + RSI) It’s built to avoid chop by requiring trend + location + momentum + a reversal wick trigger. 1) What the script does (in plain English) A Long (green) signal happens only when ALL are true: ✅ HTF VWAP is bullish (price above VWAP on 1H) ✅ MID VWAP is bullish (price above VWAP on 15m) ✅ Execution trend is bullish (SMA3 > SMA8 AND close > SMA8) ✅ Price is above VWAP on your current chart ✅ The prior candle had an upper wick (bearish rejection wick) ✅ RSI is strong (RSI > 55 by default) A Short (red) signal happens only when ALL are true: ✅ HTF VWAP is bearish (price below VWAP on 1H) ✅ MID VWAP is bearish (price below VWAP on 15m) ✅ Execution trend is bearish (SMA3 < SMA8 AND close < SMA8) ✅ Price is below VWAP on your current chart ✅ The prior candle had a lower wick (bullish rejection wick) ✅ RSI is weak (RSI < 45 by default) If those aren’t met, candles stay gray = no trade / neutral. 2) How to add it on TradingView (step-by-step) Open TradingView Click Pine Editor (bottom panel) Paste the full script Click Save Click Add to chart Go to Strategy Tester (bottom) to view results If you want alerts: You can still create alerts for strategy orders, but it works best if we convert it to an indicator version with alert conditions. (If you want, tell me and I’ll generate that version.) 3) Best instruments to use it on This type of VWAP+trend+RSI filter works best on instruments with: High liquidity Clean trend behavior Tight spreads / stable fills Best: Index futures: NQ / ES Index ETFs: QQQ / SPY Very liquid mega caps: AAPL / MSFT / NVDA Avoid thin stocks or random low-volume names. 4) Best timeframes to run it on (beginner safe) ✅ Recommended execution timeframes (where entries trigger) 1 minute (fast, best if you’re experienced) 3 minute (balanced) 5 minute (most beginner friendly) ✅ Gate timeframes (already built in) HTF = 60 min MID = 15 min These should usually stay as-is. 5) How to interpret the candle colors Green candle = A valid LONG signal fired on that bar Red candle = A valid SHORT signal fired on that bar Gray candle = No signal (do nothing) This is important: Gray is a feature, not a problem. Gray means the system is protecting you from chop. 6) What “Strict Mode (HTF=MID)” really means When Strict Mode = ON: HTF and MID must agree exactly This reduces signals but improves quality When Strict Mode = OFF: HTF alone can allow direction More trades, more noise Beginner rule: keep Strict Mode ON. 7) How to trade it (simple beginner rules) Long trade rules Wait for a green candle (signal candle) Enter at the close of the candle (or next candle open) Use your stop (your script currently uses TP+SL inside strategy) Short trade rules Wait for a red candle Enter at the close (or next candle open) Respect stop loss Most important discipline rule Do not take trades “because it’s close.” Take only when the candle is green/red. 8) Why the wick rule is powerful This is a key “needle shifter.” Long requires prior bearish wick (upper wick): That shows sellers tried to push up resistance / reject price — and failed. If the market is still above VWAP + trend is up, that wick often marks a “dip-then-go” continuation. Short requires prior bullish wick (lower wick): Buyers tried to defend and push up — but got rejected. Under VWAP + downtrend + weak RSI, that wick often becomes the last pullback before continuation down. So the wick rule helps avoid entering mid-candle or late chase entries. 9) How to avoid the 100-point reversal problem you mentioned Those big reversals usually come from one of these: (A) Taking signals inside chop Fix: keep Strict Mode ON, and keep RSI thresholds. (B) Trading directly into a major support/resistance zone Fix: Avoid entries right at prior day high/low, overnight high/low, or major swing points Don’t short directly into support; don’t long into resistance (C) News spikes Fix: Avoid trading major news windows (CPI, FOMC, Powell, NFP) VWAP systems can get steamrolled temporarily during high-impact releases 10) Beginner settings I recommend (starting defaults) Keep these: Strict Mode = ✅ ON RSI Length = 14 RSI Bull > 55 RSI Bear < 45 SMA = 3 & 8 (as you have now) HTF = 60m, MID = 15m If you want fewer trades but higher quality: RSI Bull > 58 RSI Bear < 42 wickMinTicks = 2 (filters tiny meaningless wicks) 11) What you should NOT do (common beginner mistakes) ❌ Don’t take trades when candles are gray ❌ Don’t reverse immediately because the opposite color appears one candle later ❌ Don’t use this as a prediction tool — it’s a confirmation tool ❌ Don’t force trades in low volume periods (midday chop) 12) Best “times of day” to trade it (for index products) For NQ/ES/QQQ/SPY, the cleanest VWAP trend behavior is usually: 9:35–11:00 ET (best) 1:30–3:30 ET (good) Avoid 11:30–1:15 ET (chop zone) Why You Should Monitor the Strategy Report (Very Important) This script is intentionally published as a strategy, not just an indicator. That is by design. The Strategy Tester Report is a core part of how this tool should be evaluated. When you open the Strategy Tester tab in TradingView, you gain insight into: Win rate consistency across timeframes Drawdown behavior during choppy vs trending conditions How often signals occur (selectivity matters) Performance differences between 1m, 3m, and 5m charts The value of the HTF + MID gating logic during high-risk periods ⚠️ Do not judge this tool based on a handful of trades or one session. Its real value shows up when you observe: Fewer trades during chop Cleaner participation during directional sessions Reduced exposure during regime conflict This is exactly why the higher-timeframe VWAP posture and RSI/wick filters exist. 🧠 How to Use the Strategy Report Effectively (Beginner Tip) To properly evaluate the system: Apply the strategy to one instrument (ex: NQ, ES, QQQ) Test one execution timeframe at a time (1m, 3m, or 5m) Keep HTF = 60m and MID = 15m fixed Review results over multiple days, not single sessions Pay attention to: Max drawdown Trade clustering Losing streak behavior (this matters more than win rate alone) This will give you a much more realistic understanding of what the system is designed to do. 🔒 About This Script (Important Notice) This SA Final VWAP — LITE script is intentionally: Condensed Restricted Directionally gated Missing advanced logic layers It represents the last free public release of this VWAP-based framework. The full version includes additional proprietary components such as: Expanded regime classification Enhanced VWAP slope and acceptance logic Advanced no-trade zones Multi-setup prioritization Internal failure-state suppression Additional probabilistic filters not exposed here These components materially change behavior during difficult market conditions and are not included in this public script. 📩 For Serious Users / Full Version Access If you find this indicator useful, insightful, or different from typical TradingView tools, you are encouraged to reach out directly. This script is meant to: Demonstrate the core logic Allow you to validate performance via the strategy report Help you decide whether the full framework is appropriate for your trading 📬 For access to the complete version and additional attributes of the algorithm, contact the author directly. This separation is intentional to: Protect intellectual property Maintain system integrity Ensure serious users receive proper context and guidance 🧭 Final Note This is not a prediction tool. It is a confirmation and participation framework designed to operate when probability, structure, and momentum align. Gray candles are protection. Green and red candles are permission. Use it with patience, discipline, and proper evaluation — and let the strategy report tell you the real story.
Pine Script®策略
由SignalArchitecT_AI提供
Interest Rate Direction ProbabilityThis script estimates the probability that an interest‑rate series (e.g., Fed Funds Rate, 10‑yr Treasury yield) will move up or down in the next period. It exists as a learning effort in creating TV Strategies. It's probably good for nothing. Then again, I've found 'good for nothing' scripts from others that I've twisted to neat indicator toys so… It uses a simple rolling‑lookback of historical data to count how often a chosen predictor (currently 10‑bar momentum) correctly forecasted the direction of the next move. The resulting probability curves are plotted on the chart, and optional strategy entries can be generated when those probabilities cross user‑defined thresholds. Important: This is a research / back‑testing tool only. Predicting macro‑economic rates is inherently noisy and uncertain; never rely on this script for live trading without extensive validation. What it tries to do: •Historical Probability: Calculates the frequency of correct predictions over a user‑defined lookback window. •Momentum Predictor: Uses 10‑bar momentum (close – SMA) as the primary signal. •Correlation Preview: Correlation between the rate and unemployment (20‑bar) is computed but not yet used in the probability calculation – a placeholder for future extensions. •Plotting: Two curves: green = probability of an up‑move, red = probability of a down‑move. •Strategy Mode: Optional strategy() logic that goes long when prob_up > thresh_up and short when prob_down > thresh_dn. •Customizable Inputs: Rate symbol, unemployment symbol, lookback length, probability thresholds.
Pine Script®策略
由gurple提供
Phoenix: Iron Fortress [Trend Engine] v3.20 CNTitle: Phoenix: Iron Fortress v3.20 (Targeting Mod) Core Philosophy: "Virtualize the easy wins, Strike only on reversals." This strategy uses a unique Targeting Systemto filter out noise. It skips "easy" trends to save fees and only commits real capital when a true reversal structure is confirmed. Key Features: 1. 🎯 Virtual Entry (Targeting): Signals trigger a "Targeting State" instead of a real trade.  ✅ Virtual Win: If price drops to TP immediately -> Reset. (Profit captured virtually, 0 fees).  🔫 Real Release: Real entry fires ONLY if the trend goes against us (Accumulate) and then reverses (Down). 2. 🌐 Dual Trend Engine: Separate logic for DCA (Hull MA/Gaussian) to catch entries, and TP (VWAP) to ride trends. 3. 👻 Ghost DCA: Accumulates positions virtually during Targeting. When "Released", you enter with an optimized average price. Visual Guide:  🎯 Targeting Start | ➕ Virtual Accumulation | ✅ Virtual Win (No Trade)  🔫 FIRE (Real Entry) | 💰 Real TP Best For: Traders who hate paying fees for small chops and want to snipe high-probability reversals.
Pine Script®策略
由ytj15348076666提供
Anh Nga 6.0 Split (Dynamic + MACD + PC + RSI)This version of the **Anh Nga 6.0** is the most advanced iteration yet. It takes the "Split" automation strategy you saw earlier and adds a **sophisticated RSI momentum filter** to further reduce "fake-out" trades. Think of this as the **"Strict" version** of the strategy—it won't trade unless the trend, the MACD, and the RSI all agree. --- ## 1. The New RSI "Momentum Cross" Filter The biggest upgrade here is how it uses the **Relative Strength Index (RSI)**. It doesn't just look at whether the RSI is high or low; it looks for a "momentum breakout" against its own Moving Average. * **For a LONG:** The RSI must be above **51** (showing strength), but its moving average must be at or below **50**. This captures the exact moment momentum starts to accelerate upward. * **For a SHORT:** The RSI must be below **49** (showing weakness), while its moving average is still at or above **50**. * **Smoothing Options:** You can choose between **SMA, EMA, or WMA** for the RSI smoothing, allowing you to make the strategy more or less sensitive to price spikes. --- ## 2. Refined "Intelligent" Position Sizing This version handles small accounts much better than the previous ones. It includes a safety check for the "Split" logic: * **The Problem:** In older versions, if your lot size was too small (like 0.01), splitting it 65/35 would result in orders too small for MT5 to execute. * **The Fix:** If the total lot is less than **0.02**, the script automatically stops trying to split the trade. It puts 100% of the volume into a single "Runner" to ensure the trade actually executes on your broker. --- ## 3. Triple-Layer Filtering System Before a trade is sent to PineConnector, it must pass three distinct "gates": 1. **Trend Gate:** Price must be on the correct side of the **70 MA** and **140 MA**. 2. **Momentum Gate:** The **WaveTrend** must cross, and the **MACD** on 15m/30m timeframes must not be showing opposite pressure. 3. **RSI Gate (New):** The RSI must be "breaking out" from its average. --- ## 4. Automation Features (PineConnector) The script is designed to be "hands-off." Once you paste your **License ID**, it handles: * **Split Orders:** Sends two separate orders with different Magic Numbers. * **Automatic Break-Even:** When the first target (Partial TP) is hit, it sends a `modify` command to MT5 to move your Stop Loss to entry. * **Clean Exits:** When the final target or stop is hit, it sends a `closeall` command to wipe the slate clean for the next trade. --- ### Comparison of the 6.0 Versions | Feature | Anh Nga 6.0 (Original) | Anh Nga 6.0 (RSI Version) | | --- | --- | --- | | **Trend Filters** | MA 70/140 + MACD MTF | MA 70/140 + MACD MTF | | **Momentum** | WaveTrend Only | WaveTrend **+ RSI Breakout** | | **Small Lot Safety** | Standard | **Intelligent (Min 0.01 check)** | | **Trade Frequency** | Moderate | **Lower (Higher Quality)** | ### Summary for the User This script is best for traders who want to **avoid overtrading**. By adding the RSI filter, you will see fewer signals, but the signals that do appear have a higher probability of moving quickly in your direction.
Pine Script®策略
由ngamei2912提供
Anh Nga 6.0 Split (Dynamic + MACD + PC)The script **Anh Nga 6.0 Split** is a professional-grade TradingView strategy designed for high-precision trading (specifically optimized for Gold/XAUUSD). It combines trend-following, momentum oscillators, and multi-timeframe analysis with a built-in automation bridge for **PineConnector** (MT4/MT5). Here is a breakdown of how the strategy works for users. --- ## 1. Core Logic: How it Triggers The strategy uses a "filter-first" approach, meaning it only looks for trades when multiple conditions align: * **Primary Signal:** Uses the **Wave Trend (WT)** oscillator. It looks for "Gold Crosses" (long) or "Death Crosses" (short) when momentum is at extreme levels. * **Trend Filter:** A dual Moving Average system (Fast 70 / Slow 140). It only buys if the price is above both and sells if below both. * **MACD MTF Filter:** A "Big Brother" check. It looks at the MACD histogram on the **15-minute** and **30-minute** timeframes to ensure you aren't trading against the higher-timeframe momentum. * **Overextension Guard:** It calculates the distance from the Fast MA using **ATR**. If the price has "run too far" from the average, it skips the trade to avoid buying the top or selling the bottom. --- ## 2. The "Split" Execution (Advanced Sizing) The strategy classifies trades into two quality tiers based on **Bollinger Band Zones**: | Trade Type | Condition | Position Size | | --- | --- | --- | | **AAA Zone** | Price is close to the Basis (Mean) | **100%** of your base lot | | **B Zone** | Price is slightly stretched | **80%** of your base lot | **Automated Partial Exits:** When a trade is entered, it splits the position into two orders: 1. **Partial Runner (65%):** Aimed at a closer "TP1" to lock in profits early. 2. **Final Runner (35%):** Aimed at the full Risk:Reward target. * **Break-Even Logic:** Once the first target is hit, the script automatically sends a command to move the Stop Loss to the entry price (BE). --- ## 3. Risk Management & Guards * **Reversal Guard:** Prevents "revenge trading" by enforcing a cooldown period (default 5 bars) after an exit before you can trade in the opposite direction. * **Dynamic Stop Loss:** Uses a **Bollinger Band Multiplier (1.7x)** to place stops outside of immediate market noise. * **Max SL Filter:** If the market is too volatile and the calculated Stop Loss is larger than your "Max SL Dollars" (e.g., $35), the strategy will skip the trade entirely. --- ## 4. PineConnector Automation The script is pre-configured to talk to MetaTrader 4/5 via **PineConnector**. * It generates formatted alert messages containing your **License ID**, **Magic Number**, and **Volume**. * It handles `buy`, `sell`, `modify` (for Break-Even), and `closeall` commands automatically. ### Visual Guide * **Teal Line:** Fast Moving Average (). * **White Line:** Slow Moving Average (). * **Green/Red Zones:** Visual "AAA" and "B" zones for entry quality. * **Red/Green Lines:** Active Stop Loss and Take Profit levels currently being tracked. ---
Pine Script®策略
由ngamei2912提供
The Mechanical Trader - StrategyThe Mechanical Trader — Strategy (Invite-Only) This strategy is designed to help traders backtest and execute a mechanical workflow based on price action concepts. It combines context filters (liquidity context, daily bias, EMA, and premium/discount) with three selectable entry modules, allowing users to build a rules-based approach that can be evaluated in Strategy Tester. The goal is to translate discretionary price action ideas into explicit, repeatable rules. This can make it easier to backtest, review, and learn from a consistent process. Core concepts / filters - Liquidity context (e.g., sweep/reversal-type setups) - Daily bias (optional) - EMA filter (optional) - Premium/Discount framework (optional) Entry modules (selectable) - Engulfing patterns - Fair Value Gaps (FVG) - Breakouts Trade management - Multiple stop-loss and take-profit options (including structure-based placement) - Trailing stop options - Break-even logic - Partial take-profits Position sizing Includes risk-based sizing utilities intended to support consistent decision making. It can calculate sizing when risking a % of equity and size based on different stop methods (e.g., ATR or structure-based stops such as beyond an FVG or pattern). Stop levels can also be used in alert-based execution workflows. Suggested workflow (testing & execution) This script is intended to be tested and used on the selected chart timeframe (intraday or swing). Some constraints (like trading windows and max trades/day) are primarily intended for intraday use. - Trading window (time filter) - Max trades per day - Clearly defined rules for entries, exits, and management To reduce random noise when evaluating settings: - Build a ruleset first (modules + filters + management) - Use a minimum sample size (for example 20–30 trades total or more) - If you decide to forward-test, keep settings unchanged during a defined sample (for example at least 20 trades) to avoid mixing results from different parameter sets Note: Strategy Tester results depend on instrument settings and execution assumptions. For realistic evaluation, adjust Strategy Properties to match your market conditions. How to access See the Author’s Instructions below. Disclaimer Not financial advice. Trading involves risk. Past performance is not indicative of future results.
Pine Script®策略
由krissemannen提供
Kinetic Delta Lockout System StrategyTitle Kinetic Delta Lockout System Version and compatibility Pine Script v6 used All request.security calls use lookahead off Strategy execution uses standard candles only Signals can update while a bar is forming and settle on bar close. For conservative workflows select alerts on bar close Summary in one paragraph Kinetic Delta Lockout System is a session scoped intraday strategy for ES and NQ on 10 minute charts that trades only when a lower timeframe cumulative volume delta regime flip aligns with a volatility spread filter. It focuses on catching directional bursts while explicitly limiting activity after a losing trade. The core novelty is the fusion of anchored lower timeframe CVD regime shifts with an ATR percent spread gate, wrapped in a strict daily loss lockout to reduce churn and slippage during noisy conditions. Add it to a clean chart, keep the session windows consistent, and treat the signals as a structured decision framework rather than a forecast. Scope and intent Markets. Optimized for ES and NQ index futures. Designed for liquid index futures with reliable volume Timeframes. Intraday, with the default demo optimized for 10 minute charts Default demo used in the publication. ES1! on 10 minute Purpose. Capture intraday regime shifts in volume flow and volatility context while avoiding repeated trades after a loss Limits. This is a strategy. Orders are simulated by the TradingView engine on standard candles only Originality and usefulness This strategy is not a simple combination of common indicators. It uses a single regime variable, anchored cumulative volume delta built from lower timeframe signed volume, and triggers only when that regime crosses through zero. It then applies a volatility context gate defined as the difference between fast and slow ATR percent, which is a portable unit across related index futures. Finally, it adds a behavioral risk control: a hard stop trading rule after the first losing trade of the day. This combination addresses a specific failure mode: repeated flip trades during intraday chop, where costs and slippage can dominate. Unique concept or fusion. Anchored lower timeframe CVD regime flips plus ATR percent spread gating plus daily stop after first losing trade What failure mode it addresses. False starts and repeated flips during chop, especially after early day losses Testability. Each gate is exposed in Inputs so users can isolate what is driving each entry Portable yardstick. ATR is converted to percent of price so the volatility filter scales across ES and NQ Method overview in plain language Base measures Range basis. True Range smoothed with two ATR windows, a slow baseline and a fast baseline Yardstick. ATR percent equals ATR divided by price in percent. The filter uses the spread between fast ATR percent and slow ATR percent Components Anchored CVD. The script aggregates signed volume from a lower timeframe into a cumulative series and resets it on the chosen reset basis. Signed volume is positive when the bar is classified as buy side and negative otherwise CVD smoothing. A simple moving average of anchored CVD defines the regime line used for cross events ATR percent spread. The strategy requires fast ATR percent to exceed slow ATR percent, indicating short term expansion relative to baseline. Longs also require the spread to remain below a cap Session windows. Entries are only allowed inside the entry window. Positions are forcibly flattened inside the force flat window Daily loss lockout. After the first losing trade of the day, the strategy stops taking new entries until the next day Fusion rule Session gate must be ON and force flat must be OFF Daily lockout must be OFF ATR percent spread must be positive. Longs additionally require spread below the long cap CVD regime must produce a valid cross event and directional confirmations must align Signal rule Long suggestion appears when the smoothed CVD crosses above zero, the candle closes above its open, the anchored CVD is rising versus the prior bar, and the ATR spread is positive but below the long cap Short suggestion appears when the smoothed CVD crosses below zero, the anchored CVD is below its smoothing line and falling versus the prior bar, and the ATR spread is positive No new entries occur after the first losing trade of the day when the lockout is enabled What you will see on the chart Entry markers. Strategy entries labeled A for longs and B for shorts Exit behavior. Positions are closed when force flat is active, when outside the entry window, after lockout, or when an opposite signal occurs while in a position Optional diagnostic lines. Anchored CVD and its smoothing line can be shown to confirm regime flips Protected publication note This strategy is published as a protected script. The implementation details and source code are intentionally hidden, while the full methodology, logic structure, inputs, and usage guidelines are disclosed in this description. The purpose of protection is to preserve the integrity of the execution logic and prevent accidental modification or misuse of internal mechanisms, not to obscure how the strategy works or how it should be evaluated. Users are encouraged to assess the behavior through the visible signals, documented rules, and Strategy Tester results rather than relying on source inspection. Inputs with guidance Setup Reset basis (empty = chart). Defines when the anchored CVD resets. Blank uses the chart timeframe. Higher anchors reduce resets and can reduce flip frequency Entry window. Times when new positions are allowed Force flat window. Times when all positions are closed and no new entries occur Clock. Timezone used for session windows and the daily lockout day boundary Logic Smoothing. SMA length applied to anchored CVD. Typical range 3 to 20. Higher reduces sensitivity and trade frequency ATR slow. Baseline ATR length. Typical range 10 to 30 ATR fast. Short term ATR length. Typical range 2 to 10 Long cap. Upper bound for the ATR spread for long entries. Typical range 0.05 to 0.20 Risk Stop after first red trade. If enabled, once a losing trade closes, the strategy stops taking new entries until the next day Usage recipes Intraday trend focus for ES and NQ 10 minute Reset basis. Chart Smoothing. 5 Entry window. 09:45 to 12:45 New York time Force flat window. 13:30 to 16:00 New York time ATR slow 14, ATR fast 3, Long cap 0.10 Stop after first red trade ON More selective regime focus Increase Smoothing to 8 or 10 to reduce flip entries Reduce Long cap to tighten long entries during volatility expansion Keep Stop after first red trade ON for better chop control Broader session participation Extend Entry window earlier or later, but keep Force flat near the close Keep volatility settings unchanged first, then adjust only one parameter at a time Properties visible in this publication Initial capital 25000 Base currency Default Default order size 1 contract fixed Pyramiding 0 Commission 3 USD per contract Slippage 5 ticks Process orders on close ON Recalculate after order is filled ON Calc on every tick OFF Bar magnifier OFF Using standard OHLC OFF Strategy uses standard candles only All security calls use lookahead off Realism and responsible publication This script is for education and research only. Not investment advice Past results never guarantee future outcomes Commission and slippage vary by venue and broker. Backtests are approximations Signals can change intrabar and settle on bar close. Use on bar close alerts for conservative workflows Honest limitations and failure modes Intraday chop can create multiple regime flips. Smoothing and the daily lockout reduce but do not eliminate this risk Economic releases can invalidate volatility assumptions and increase slippage beyond modeled values Session windows depend on timezone and exchange calendar. Verify windows when changing instrument or venue If you apply this to symbols with unreliable volume, the CVD component can degrade Backtests do not include all real world frictions such as partial fills, queue priority, or variable spreads Open source reuse and credits None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy notice Orders are simulated by the TradingView engine on standard candles. request.security uses lookahead off everywhere. Non standard chart types are not supported for strategies. Entries and exits Entry logic. Long when smoothed anchored CVD crosses above zero with bullish candle confirmation, rising anchored CVD, and positive ATR spread below the long cap. Short when smoothed anchored CVD crosses below zero with anchored CVD below its smoother and falling, and positive ATR spread Exit logic. Close positions during the force flat window, outside the entry window, after daily lockout, or when an opposite signal appears while holding a position Risk model. Daily lockout after the first losing trade when enabled. No fixed stop or target is included by default Position sizing Fixed size. Default is 1 contract. Adjust based on your risk tolerance and venue constraints Dataset and sample size Default test window. Feb 2024 to Feb 2026 on ES1! 10 minute Trade count. Depends on session settings and costs. The published settings generate more than 100 trades for statistical relevance Account and sizing assumptions used in this publication For the examples shown in this publication, the strategy is configured with an initial capital of 25,000 to approximate a small intraday futures account under typical day trading margin assumptions. Position sizing is fixed to the minimum of one contract to keep exposure simple and conservative and to avoid compounding effects that can distort backtest interpretation. These settings are used only to standardize the simulation and make results easier to compare across sessions and market conditions. They do not imply suitability for any specific account size or trading arrangement, and users should adapt capital and sizing to their own risk constraints and broker requirements.
Pine Script®策略
由exlux提供
Crypto Institutional Liquidity Sweep StrategyStrategy Overview: Institutional Liquidity Sweep & Trend Convergence This strategy is a high-conviction systematic trading framework designed to exploit "stop-runs" and liquidity grabs within a dominant market trend. It combines institutional price action concepts with mathematical filters to ensure entries occur only when trend direction, volatility, and liquidity align. 1. The Trend Framework (EMA 200 Filter) The foundation of the strategy is the 200-period Exponential Moving Average (EMA). This acts as a "Directional North Star." Long Bias: Trades are only considered when price is above the EMA 200. Short Bias: Trades are only considered when price is below the EMA 200. Buffer Logic: An optional percentage buffer can be applied to avoid "choppy" entries when price is hugging the moving average. 2. The Entry Trigger (Liquidity Sweeps) The strategy identifies Institutional Liquidity Pools using Swing Highs and Swing Lows (Pivots). The Sweep: The system waits for price to pierce below a recent structural low (Bullish Sweep) or above a recent structural high (Bearish Sweep). The Trap: It then monitors for a "reclaim" where price quickly rejects the level. This suggests that the breach was not a breakout, but a hunt for stop-losses to fuel a move in the opposite direction. 3. Secondary Confirmation Filters To maximize the win rate, the strategy requires a Secondary Filter to confirm market health (User selectable): V olatility Oscillator: Ensures the market is in an Expansion Phase. It requires the oscillator to be rising, indicating that momentum is behind the reversal. Smart Trendlines (Structure): Uses Linear Regression Slope to ensure the immediate micro-structure is aligned with the macro-trend. 4. Entry Confirmation (The Reversal Candle) A trade is not triggered simply because a level was swept. The strategy requires a Reversal Confirmation: Price Location: The candle must close in the upper 40% (for longs) or lower 40% (for shorts) of its total range. Directional Body: The candle must close bullish for longs and bearish for shorts, confirming that buyers or sellers have seized control of the bar. 5. Risk Management (Fixed 1:2 RR) The strategy prioritizes capital preservation through an ATR-based (Average True Range) risk model: Static Exits: Upon entry, the Stop Loss and Take Profit levels are calculated and locked. They do not move, ensuring a mathematically pure 1:2 Reward-to-Risk ratio. Volatility Adjusted: The distance of the stop loss is determined by the ATR, meaning the strategy automatically widens stops during high volatility and tightens them during calm periods.
Pine Script®策略
由Danish7421提供
KAPISH Weekly Open + Trailing SLThis script is a highly precise, rule-based breakout strategy designed to trade the Weekly Open price level. It is built for a "Jane Street" style of disciplined execution, meaning it prioritizes confirmation over speed to avoid market noise and "fakeouts."Here is the structural breakdown of how the script functions:1. The Core Anchor: Weekly OpenThe strategy uses the Weekly Open as its "Fair Value" line.It assumes that if price holds above the Weekly Open, the weekly trend is bullish.If price holds below, the trend is bearish.It applies your 0.01 buffer to ensure the breakout is meaningful and not just a "touch" of the level.2. The Precision Filter: 2-Candle DelayThis is the most critical part of the logic. Most retail traders enter the moment a level is crossed. This script does the opposite:Step 1: Price crosses the Weekly Open $\pm$ 0.01. (Marked by a tiny gray circle).Step 2: The script waits for two full candles to close.Step 3: On the third candle, it checks: "Is price still above/below the Weekly Open?"Result: If yes, it fires the BUY/SELL 2QTY signal. This filters out "stop-hunts" where price spikes and immediately reverses.3. Professional Trade Management (The "Split-Exit")Instead of exiting the whole trade at once, the script manages 2 Units (QTY) differently:Target 1 (TP1): A fixed "offload" point. This is designed to capture quick profit and reduce the risk of the trade.Target 2 (TP2) + Trailing SL: The second unit is the "runner."It aims for a larger target.It utilizes a Trailing Stop Loss that "climbs" behind the price. If price moves 30 points in your favor, the stop loss moves up 30 points automatically.
Pine Script®策略
由kandoikapish47提供
SQZMOM + Donchian [jakdongjung]📌 Overview This strategy is designed to capture high-probability "breakout" moves that occur after periods of low volatility. It combines the legendary Squeeze Momentum logic with a 200-period SMA trend filter and uses Donchian Channels for a robust trailing stop-loss. The core philosophy is simple: Wait for the market to "squeeze" (compress), then enter when volatility expands in the direction of the major trend. 🛠 Key Components Squeeze Momentum (The Engine): It compares Bollinger Bands (volatility) to Keltner Channels (average range). When Bollinger Bands are inside the Keltner Channels, the market is in a "Squeeze." We enter when the squeeze releases, indicating a surge in momentum.SMA 200 Filter (The Compass): To increase the win rate, the strategy only takes Long trades when the price is above the 200 SMA and Short trades when the price is below it.Donchian Channel (The Guard): Instead of a fixed percentage stop, we use the lowest low (for longs) or highest high (for shorts) of the last $n$ bars. This allows the stop-loss to move dynamically with the market.Smart Risk Management (The Foundation): The strategy automatically calculates your Position Size based on your risk appetite (default 2% of total equity). It looks at the distance to your stop-loss and tells you exactly how much to buy or sell. 📈 Entry Conditions Long Entry (Buy)Volatility: The "Squeeze" must be releasing (Grey or Blue bars). Momentum: The Squeeze histogram must be positive (above the zero line). Trend Filter: The current price must be above the 200 SMA. Entry Mode: Can be set to "Strict" (only on the first release) or "Any" (anytime the momentum is positive and not in a tight squeeze). Short Entry (Sell)Volatility: The "Squeeze" must be releasing. Momentum: The Squeeze histogram must be negative (below the zero line). Trend Filter: The current price must be below the 200 SMA. 📉 Exit & Stop Loss LogicTrailing Stop: The strategy uses the Donchian Channel as a trailing exit. For Longs, the exit is triggered if the price hits the lowest low of the last 20 bars (customizable).For Shorts, the exit is triggered if the price hits the highest high of the last 20 bars. Visual Aid: The stop-loss levels are plotted on your chart in real-time (Red for Long, Green for Short) only when a position is active, keeping your chart clean. 💰 Money Management Rule This strategy does not use a "fixed lot" size. It uses Dynamic Position Sizing 🚀 How to use this for study Observe the "Grey Zone": Notice how the strategy prepares for a move when the dots turn from red to grey. Trend Alignment: Watch how the 200 SMA prevents "fake-outs" during a counter-trend squeeze. Backtest: Use the TradingView Strategy Tester to see how the Risk Management protects your capital during losing streaks. Happy Trading and stay disciplined!
Pine Script®策略
由hamsung提供
March-May Oct-Dec bank stocks strategyIn the Indian market, banking stocks have some sort of cyclic nature. If you buy at the start of March and sell at the start of May and then buy at the start of Oct and sell at the start of December, you can make gains close to to "buy and hold", while being invested only for 4 months out of 12. This seems to backtest well for post 2021 on all Bank stocks I tested, including BANKNIFTY as well Caveat: Not calculating STCG and other expenses caused by selling and buying 2 times every year.
Pine Script®策略
由rep_movsd提供
1
Billion School - AI Master Strategy Billion School – AI Master Strategy is an AI-powered TradingView indicator created to help traders identify high-probability trading opportunities with better clarity and discipline. Built using advanced AI logic and refined technical models, this strategy supports traders in understanding market structure, trend direction, and momentum across multiple timeframes. This indicator is provided strictly for trial and educational purposes. Do not use this strategy on a real trading account without proper authorization and guidance from Billion School. During the trial period, we don’t just give signals — we teach you how to trade like this indicator. Our focus is on helping traders understand the logic behind entries, exits, and confirmations so they can trade confidently and responsibly. What You Will Learn How the indicator identifies market direction and trends Clear Buy & Sell logic used by the strategy Basics of entry, stop-loss, and target planning How risk–reward ratios are calculated and applied Core principles of risk management and trade discipline This indicator does not guarantee profits and should not be considered financial advice. Trading involves risk, and losses may occur. Always trade with proper risk management and only after understanding the strategy.
Pine Script®策略
由billionschool_trading提供
Adaptive Market Structure StrategyAdaptive Market Structure Strategy is a rule-based trading strategy designed to participate in sustained market trends by reacting to confirmed changes in market structure rather than predicting price direction. The strategy adapts to varying volatility conditions and prioritizes capital protection through systematic risk management. It is calibrated for Gold (XAUUSD) and also works effectively on major cryptocurrencies such as Bitcoin (BTC) and Ethereum (ETH) when applied to liquid markets and appropriate timeframes. The strategy identifies market structure using swing-based Support and Resistance derived from confirmed pivot highs and lows. Break of Structure and Change of Character events are used to detect directional shifts. Structure signals are filtered using normalized volatility to reduce false breakouts during low-energy market conditions. Structure-aligned price gaps filtered by ATR are optionally used as continuation signals. Trend bias is controlled using SuperTrend. When enabled, trades are allowed only in the direction of the prevailing trend, reducing counter-trend exposure. Optional SuperTrend flip exits act as higher-level trend failure protection during sharp reversals. Trade execution is controlled by multiple anti-churn mechanisms, including minimum bars between entries, maximum entries per bar, and cooldown periods after volatility-based exits. These controls are designed to limit over-trading during ranging or highly volatile conditions. Risk management is handled using ATR-based exits. The strategy supports fixed ATR stops, trailing ATR stops, or a combination of both. Percentage-based ATR calculations are available to maintain consistency across different price levels and instruments. Optional volume-based exits close positions during abnormal participation, such as low-volume continuation failure or strong opposite-direction volume spikes. An optional take-profit lock module can secure gains once a predefined unrealized profit threshold is reached. Session filtering is available to restrict trading to specific hours, with an optional force-close feature outside the defined session. This functionality is primarily intended for traders who prefer time-restricted exposure. Liquidation zones are displayed for visual reference only. These zones are calculated using an assumed leverage model and do not influence trade execution or risk management. The strategy uses a fixed position size of one contract for evaluation purposes. Commission and slippage settings are calibrated for Gold (XAUUSD). When used on Bitcoin, Ethereum, or other markets, users should adjust commission, slippage, and position sizing to reflect their broker or exchange conditions. This strategy is designed for higher-timeframe trend participation, particularly on H1 and H4 charts. It is not intended for scalping or high-frequency trading. The system favors confirmation, adaptability, and risk control over early entries or maximum profit capture. This script is provided for educational and research purposes only and does not constitute financial advice. Past performance does not guarantee future results.
Pine Script®策略
由shubham_singh_1927提供