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指标和策略

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
Voce Eterna Quantistica - FINAL📈 Performance Analysis (Rating: AAA+++) Net P&L (+$59,772.65 USD): This is your pure net gain. You have nearly doubled the initial capital within a single operational cycle. Percentage Return (+75.01%): A performance that outperforms any traditional market index (such as the S&P 500 or Nasdaq) during the same period. Position Size ($79.68K USD): The system allocated nearly all available capital, demonstrating maximum confidence in the current trend. Maximum Favorable Excursion (79.85%): This indicates the system effectively rode the profit trend almost to its absolute peak before recalibrating. 🛡️ What do these metrics mean for your Business? These figures are more than just "trading" results; they are your primary commercial asset. Use them to demonstrate that: The system is volatility-proof: It remained resilient and maintained its trajectory even during market fluctuations. Drawdown integration works: Despite market dips, the net profit remained the dominant force. Scalability: The transition from $100K to nearly $160K (Capital + Profit) occurred seamlessly.
Pine Script®策略
由abcdddiego提供
High Breakout PRO Scored VCP StrategyHigh Breakout PRO V2.1 – Scored VCP Breakout Strategy High Breakout PRO V2.1 is a professional breakout trading strategy designed to maximize breakout quality while minimizing bull traps, inspired by Mark Minervini’s Volatility Contraction Pattern (VCP) and enhanced with a flexible scoring system. Instead of relying on rigid True/False filters, this strategy evaluates the quality of price consolidation before a breakout, allowing traders to balance trade frequency vs. win probability. 🔑 Core Philosophy Most breakout failures happen because price breaks resistance without proper contraction: - Volatility is still loose - Supply has not fully dried up - Breakouts occur into overhead selling pressure This strategy solves that problem by quantifying VCP quality before allowing a breakout entry. ⚙️ Key Features 1️⃣ Scored VCP System (0–100 Quality Score) The strategy evaluates VCP quality using three core dimensions: - Volatility Contraction (Max 40 points): Measures progressive tightening of price ranges across multiple blocks. - Volume Dynamics (Max 30 points): Confirms supply dry-up via declining volume from wide → mid → tight phases. - Price Structure (Max 30 points): Ensures price consolidates near highs without structural damage. A higher score means a cleaner, tighter, higher-probability base. 2️⃣ Dual VCP Modes - Classic Mode: Simple contraction + volume dry-up logic → Best for strong trending markets and higher trade frequency - Advanced (Scored) Mode: Full Minervini-style VCP scoring engine → Ideal for precision swing trading and capital protection 3️⃣ Adjustable Quality Thresholds You control how selective the strategy is: - Score ≥ 40 → Aggressive (Higher frequency) - Score ≥ 60 → Balanced (Recommended default) - Score ≥ 80 → Precision (True Minervini-style setups) 4️⃣ Breakout Confirmation A trade is triggered only when: - Price breaks Donchian resistance - VCP setup was valid before the breakout - Volume expands on the breakout bar - Price is above EMA 200 (trend filter) This ensures breakouts occur from tight, well-prepared bases. 5️⃣ Risk Management - Hybrid exit using ATR trailing stop + Donchian low - Designed to protect profits while letting strong trends run 📊 Best Use Cases - Stocks, indices, gold, crypto on H1, H4, D1 - Swing trading & position trading - Traders who prefer quality over quantity ⚠️ Notes - Higher quality scores = fewer trades, but higher expectancy - If signals feel too rare, reduce the minimum score or switch to Classic Mode - Avoid using very low scores (<40), as this reintroduces noisy breakouts 🧠 Summary High Breakout PRO V3.1 is not just a breakout strategy — it is a breakout qualification system. Designed for traders who want to: - Avoid bull traps - Trade fewer but better setups - Align with professional VCP principles Contact for work: ngohuyhoanghcm@gmail.com
Pine Script®策略
由ngohuyhoanghcm提供
Volatility ES/NQ VIX Bands System StrategyVIX Time Band Strategy for ES and NQ Version and compatibility Pine Script v6 used All higher timeframe calls use request.security with lookahead off Strategy execution uses standard candles only UI text is English Summary in one paragraph This is a volatility anchored strategy for ES and NQ designed for the 5 minute chart. It combines two complementary entry modes inside one engine. The primary mode is a time driven directional trigger based on the session held VIX percentile change and basic candle direction. If that trigger does not fire, a fallback mode allows a single band based entry when price reaches a VIX implied session move level. The core novelty is treating implied volatility as the first class input, building a session anchored expected move framework, and using that framework to decide when trading is allowed. Add it to a clean chart, keep the bands visible, and use bar close alerts for conservative operation. Intrabar values can update while a bar forms and settle on close. Scope and intent Markets ES and NQ index futures Timeframes Optimized for 5 minute charts Default demo used in publication ES or NQ on 5 minute, standard candles Purpose Provide a volatility first decision framework that trades only when conditions align and exits ahead of session end Limits This is a strategy. Orders are simulated by TradingView on standard candles only Originality and usefulness Unique concept or fusion Session held VIX implied move bands combined with a time based directional trigger, where the band logic acts as a controlled fallback instead of constant signal spam What failure mode it addresses Avoids trading the middle of the range without context and reduces participation during sessions that do not reach volatility defined locations Testability Core components are exposed as Inputs, and the plotted bands show exactly what the strategy is reacting to Portable yardstick Implied move is derived from VIX annualized volatility converted to a daily unit using sqrt(252), then anchored to the session open Protected scripts If published as protected, the implementation is kept private to prevent low effort cloning while the full method and usage are disclosed here Method overview in plain language Base measures Implied volatility input VIX daily close is treated as annualized volatility in percent Conversion to daily move VIX is converted to an approximate daily standard deviation using VIX divided by sqrt(252) Session anchor Bands are anchored to the configured session open and held constant through the session Components VIX Percentile held at session open A rolling daily array stores the last N VIX closes and computes percentile rank from 0 to 100. The value is sampled at the first bar of the configured trading session and held for the entire session. Two implied move band sets A narrower band set is used for the time logic exits and a wider band set is used for the band entry sizing and breach limits. Both are derived from the same daily implied move unit and remain static throughout the session. Time entry mode A directional entry can trigger early based on the session held VIX percentile change compared to the prior value, with an optional green candle requirement for long. Band fallback mode If no time entry happens for the session, one controlled entry is allowed when price reaches a percentile mapped location inside the VIX implied move framework. Session windows Trading is only allowed inside the configured trading session and the strategy exits inside the configured exit window. Fusion rule The engine runs two entry logics with a strict priority rule If the time logic enters, the band fallback is disabled for that session If the time logic does not enter, the band fallback is allowed once per session when price reaches the mapped level Signal rule Time Long Triggers when the held VIX percentile is lower than its prior value and the candle filter allows it Time Short Triggers when the held VIX percentile is higher than its prior value and above the configured threshold Band Long If no time entry occurred, triggers once when price reaches the lower mapped band location and the percentile is in the lower zone Band Short If no time entry occurred, triggers once when price reaches the upper mapped band location and the percentile is in the upper zone What you will see on the chart Two horizontal bands that represent the session anchored implied move levels A session open reference line Optional entry level lines for the band mode Order markers for time entries and band entries, plus exit markers when stops or targets are hit Optional background shading tied to the VIX percentile zones Inputs with guidance VIX VIX symbol Default CBOE:VIX Daily lookback Default 252. Higher values smooth percentile behavior and reduce regime flipping Session Trading session Sets when the system can enter and manage trades Exit window Forces flat positions inside this window to reduce end of day tail risk Session timezone Must match the intended exchange session timing Bands Use previous daily VIX close Uses the last completed daily VIX value for stability Annual to daily using sqrt(252) Converts annualized VIX into a daily unit Band mult for Time exits Controls how tight the directional exit bands are Band mult for Band entry sizing Controls how far away band entry locations and breach buffers are Time Logic Time short threshold (VIX pct) Higher values reduce short frequency Time long requires green candle When enabled, long time entries require close above open Band Entry Band short zone starts (pct) Typical range 60 to 80. Higher means fewer short band entries Band long zone ends (pct) Typical range 20 to 40. Lower means fewer long band entries Breach buffer (fraction of implied move) Controls how far beyond the band a hard failure stop is placed Band TP target Session Open is the default. VWAP can be used as an alternative mid target Band time stop minutes Forces exit if the band trade does not resolve within the set time Usage recipes Intraday trend focus Band mult for Time exits: 0.5 to 0.75 Time short threshold: 80 to 95 Band zones tighter: 75 and 25 Intraday mean reversion focus Band mult for Band entry sizing: 0.75 to 1.25 Band short zone starts: 60 to 70 Band long zone ends: 30 to 40 Breach buffer: 0.15 to 0.25 Higher sensitivity mode Reduce Daily lookback to 126 to make percentile adapt faster Use a tighter Band mult for Band entry sizing to increase touches Alerts Use the strategy order alerts for entries and exits Behavior. Alerts evaluate in real time and can update while the bar forms. For conservative workflows select on bar close Chart cleanliness and reproduction Open ES or NQ on the 5 minute chart with standard candles Add VIX Time|Band and load defaults Confirm Properties match the publication settings below Run Strategy Tester on bar close Properties visible in this publication Initial capital 25000 Default order size method Fixed with value 1 Pyramiding 0 Commission 0.01 percent Slippage 3 ticks Process orders on close ON Using standard OHLC ON All request.security calls use lookahead off Realism and responsible publication No performance claims. Past results never guarantee future outcomes Fills and slippage vary by venue and market conditions Intrabar reminder. Orders and shapes can update while a bar forms and settle on close Non standard chart types are not supported for strategies Honest limitations and failure modes High impact economic releases can invalidate implied move assumptions and cause band breaches Fast expansion regimes can reduce containment style expectancy when price trends beyond bands Very quiet regimes may reduce band touches and lower trade frequency Session windows use the exchange time of the chart and must be verified when changing symbols or venues If both stop and target can be hit within one bar, TradingView backtester tie handling applies and can differ from live fills 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 Time entry mode triggers first based on the held VIX percentile change and thresholds. If no time entry occurs, a single band entry can trigger when price reaches the percentile mapped band location in the allowed zone. Exit logic Time entries use the time band set for profit and stop. Band entries target the session open or VWAP and stop out on a breach beyond the implied band plus buffer or a time stop. Tie handling If stop and target are hit in the same bar, TradingView strategy tester rules apply 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
ETH Multi-Strategy Hybrid SystemETH Multi-Strategy Hybrid System This strategy is a multi-strategy composite trading system designed for the ETH perpetual futures market.
It integrates trend-based and range-based trading logic under a unified execution and risk management framework, aiming to present the overall structure and performance characteristics of a systematic trading approach. The public version is provided for backtesting display and structural illustration only.
Core execution details and parameter optimization logic are not disclosed. 📌 System Structure The system consists of three independent strategy modules and strictly follows the principle of holding only a single directional position at any given time: Strategy A: Trend-Following Long Module • Designed for medium- to long-term bullish trends • Confirms trend validity through multiple layers of conditions • Employs volatility-driven stop-loss mechanisms and multi-stage profit-taking • Aims to capture trend continuation while controlling drawdowns Strategy B: Trend-Following Short Module • Designed for bearish trends or accelerated downside phases • Combines trend confirmation with momentum filtering to avoid false rebounds • Utilizes fixed risk control combined with dynamic exit mechanisms, including trailing exits and profit retracement protection • Focuses on fast-moving and sentiment-driven downside volatility Strategy C: Range-Based Long Module • Activated only in non-trending, low trend-strength market conditions • Applies mean-reversion logic based on price range and volatility structure • Automatically exits or becomes inactive when trend strength increases • Serves as a supplementary module during non-trending market phases ⚙️ Risk Management & Execution Principles • The system prohibits holding positions in multiple directions simultaneously • Position allocation follows a predefined and fixed structure • All risk control is based on market volatility characteristics; no averaging down, pyramiding, or martingale logic is used • Execution is fully rule-based with no discretionary intervention 🔍 Public Version Notes • This script is intended solely for backtesting observation and structural reference • Parameters are fixed and simplified and do not represent the full live-trading version • Live trading results may differ from backtests due to fees, slippage, and latency • Not recommended for direct live trading use 🔗 OKX Signal Strategy Follow Link The live signal execution version of this system has been deployed on the OKX Signal Trading platform for reference and optional follow trading: 👉 OKX Signal Trading
www.okx.com Please fully understand the strategy’s positioning, risk characteristics, and your own risk tolerance before following. ⚠️ Risk Disclaimer This strategy does not guarantee profits.
Historical backtest results do not represent future performance.
Please carefully assess suitability and risks before use.
Pine Script®策略
由Anfu_Quantitative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
WStdvB - weighted bands [cc]WStdvB is a volatility-driven trading strategy designed to identify high-probability breakouts and trend continuations using weighted standard deviation bands combined with multiple confirmation filters. At its core, the strategy adapts dynamically to market conditions by measuring volatility expansion and filtering trades only when structure, momentum, and trend alignment are present. ⸻ Core Concepts • Weighted Standard Deviation Bands Dynamic bands built around a configurable moving average to detect volatility breakouts. • Directional Bias Filters Trend filters ensure longs and shorts are only taken in the dominant market direction. • Volatility Confirmation Trades are allowed only when volatility is expanding relative to its own average, helping avoid low-energy market phases. • Supertrend Confirmation & Exit Logic Optional Supertrend filter for trend validation and adaptive exits during reversals. ⸻ Risk & Exit Management • ATR-Based Stop Loss Adaptive volatility stops that adjust to current market conditions. • Multiple Exit Conditions Positions can close based on: • Opposite band interaction • ATR stop • Moving average cross • Supertrend flip This layered exit logic is designed to protect capital while allowing profitable trends to develop. ⸻ Customization Every component can be enabled, disabled, or tuned: • Separate logic for long and short trades • Independent parameters for filters, bands, and exits • Optimized for both trending and volatile markets ⸻ Notes • Designed for experienced traders who understand volatility-based systems • Works best on liquid instruments and higher-quality price feeds • The indicator isn't repainting Please note that this strategy is for educational purposes only and should not be used for trading without further testing and analysis.
Pine Script®策略
由zendrer提供
1
Voce Eterna - Forza1. The Philosophy: "Take It and Bring It Home" Unlike standard strategies that wait months to close a single trade, this system is designed with surgical precision: to extract €100 from the market at every possible opportunity. Fixed Target: As soon as the open profit reaches or exceeds €100, the algorithm instantly closes the position. Frequency: The system aims to generate dozens of these "micro-withdrawals" (63 or more per year), creating a compounded and psychologically sustainable return. 2. Technical Architecture: Power and Precision The plan utilizes a high-impact configuration to maximize the probability of success: Real Exposure: Despite an initial capital of €10,000, the code is programmed to manage a monetary mass of €50,000 (5x Leverage). This allows minor index movements to rapidly generate the required €100 profit. Volatility Filter: The robot only enters the market when the ATR (volatility) is 20% higher than its average, ensuring it operates only when the market is "active" and capable of hitting the target quickly. Rapid Crossover: It uses SMA 9 and SMA 21 moving averages to identify the onset of explosive trends. 3. Safety and Protection Capital preservation is hard-coded into every line: Emergency Exit: If the trend reverses (crossunder), the system closes all positions immediately to limit downside, without waiting for the stop loss. Tick-by-Tick Monitoring: Calculations occur on every single price variation, ensuring the €100 withdrawal is executed to the millisecond. 4. Performance Expectations (2025-2026 Analysis) Based on the visualized backtest history, the plan has demonstrated its ability to outperform traditional market approaches: Total Return: Over 21% net profit accumulated in just over a year. Transparent Management: Through the "Diamond Edition" dashboard, investors can always see the progress toward the target and the amount already secured. Conclusion: This is not a gamble; it is an algorithmic ATM. While others wait for the "big score," we secure €100 at a time.
Pine Script®策略
由abcdddiego提供
Double Bollinger Bands Strategy_investalotDual Bollinger Band Swing Trading System Indicator Setup • Bollinger Band 1: Period 20, Deviation 2 • Bollinger Band 2: Period 20, Deviation 0.7 • Timeframe: Daily (Primary) • Markets: NSE Equity – Liquid Large & Mid Caps Market Conditions • 20 SMA must slope upward for long trades • Price must hold above 200 DMA • Avoid flat or sideways markets Buy Setup – Trend Continuation 1. Strong impulse move into upper BB (20,2) 2. Pullback into zone between BB (20,0.7) and 20 SMA 3. Bullish candle confirmation inside value zone Entry Rules • Buy above bullish confirmation candle high • Volume should be at least average or higher Stop Loss Rules • Initial SL below 20 SMA • Aggressive SL below BB (20,0.7) lower Targets & Exit • Target 1: Upper BB (20,0.7) • Target 2: Upper BB (20,2) • Trail SL to 20 SMA once price enters momentum zone Risk Management • Risk per trade: 0.5% – 1% of capital • Maximum 3 open swing trades at a time Trade Avoidance Rules • Avoid earnings weeks • Avoid low volume stocks • Avoid trades when price remains inside BB (20,0.7)
Pine Script®策略
由suniltsnl提供
Voce Eterna - Diamond Edition1. The Philosophy: "Take It and Bring It Home" Unlike common strategies that wait months to close a single trade, this system is designed with surgical precision: to extract €100 from the market whenever possible. Fixed Target: As soon as the open profit touches or exceeds €100, the algorithm instantly closes the position. Frequency: The system aims to generate dozens of these "micro-withdrawals" (63 or more in a year), creating a compounded and psychologically sustainable return. 2. Technical Architecture: Power and Precision The plan utilizes a high-impact configuration to maximize the probability of success: Real Exposure: Despite an initial capital of €10,000, the code is programmed to move a monetary mass of €50,000 (5x Leverage). This allows small index movements to quickly generate the required €100 profit. Volatility Filter: The robot enters the field only when the ATR (volatilità) is 20% higher than its average, ensuring it operates only when the market is "active" and capable of reaching the target rapidly. Rapid Crossover: It uses the SMA 9 and SMA 21 moving averages to identify the start of an explosive trend. 3. Safety and Protection Capital protection is integrated into every line of code: Emergency Exit: If the trend reverses (crossunder), the system closes everything immediately to limit damage, without waiting for the stop loss. Tick-by-Tick Monitoring: Calculations occur on every single price variation, guaranteeing that the €100 withdrawal happens to the millisecond. 4. Expected Results (2025-2026 Analysis) Based on the visualized history, the plan has demonstrated the ability to beat the traditional market: Total Return: Over 21% net profit accumulated in just over a year. Transparent Management: Thanks to the "Diamond Edition" dashboard, the investor always sees how far they are from the target and how much has already been secured. Conclusion: This is not a gamble; it is an algorithmic ATM. While others hope for the "big score," we withdraw €100 at a time.
Pine Script®策略
由abcdddiego提供
Voce Eterna - Trailing Fix - 4.0Plan: Trailing Fix 4.0 – Dynamic Profit Capture 1. The Concept: "Dynamic Pursuit" Unlike a fixed target, Trailing Fix 4.0 does not close the trade at a pre-set price. Instead, it "shadows" the price as it climbs. Maximum Extension: The system allows profits to run as long as the market exhibits upward momentum. Peak Protection: If the market reverses course, the system intervenes to lock in the accumulated gains before they evaporate. 2. Technical Execution (Pragmatic Approach) The module operates through three critical phases visible in your performance reports: Activation (Threshold €100): The protection mechanism activates only once the trade reaches a minimum open profit of €100. High-Water Mark Memory: The code constantly records the highest profit point reached during the trade (e.g., €300). "Drop-off" Closure: If the profit falls by a pre-set distance (e.g., €30 or €40) from its peak, the script executes an immediate "Profit Withdrawal" (Ritiro Profitto). 3. Performance Analysis On your charts, this plan is distinguished by its surgical precision: Winning Trades: Operations such as #112 and #113 show the "Ritiro Profitto" signal triggering exactly after a growth peak in the index. Efficiency: This method avoids exiting too early during major trends while ensuring that a sudden reversal doesn't turn a winning trade into a loss. Diamond Integration: On the dashboard, Trailing Fix results contribute directly to reaching the 20% Target, accelerating the maturation of your 15% performance fee. Why include this in the Investor Proposal? Presenting Trailing Fix 4.0 proves to the investor that the software is not "blind" but adapts to market velocity. It serves as pragmatic evidence that the capital is managed with a logic of maximizing yield while minimizing "regret risk".
Pine Script®策略
由abcdddiego提供
Adaptive ER-Supertrend StrategyDescription: This strategy is an advanced trend-following system that evolves the classic Supertrend concept by adding dynamic volatility adjustment and multi-stage signal filtering. Core Logic: Efficiency Scaling: Instead of a static multiplier, this script calculates the Kaufman Efficiency Ratio (ER). The multiplier is dynamically adjusted: in trending markets (high ER), the bands tighten; in choppy markets (low ER), the bands expand to reduce noise. Price Hysteresis: To prevent "whipsaws" during minor pullbacks, a 0.5% buffer zone is integrated into the trend detection. The trend only flips when price closes beyond this buffer. Execution Filters: - Trend Filter: Optional MA filter (supporting SMA, EMA, WMA, HMA, VWMA, RMA, and ALMA) to ensure trading with the trend. - Momentum Filter: MACD signal cross-confirmation. - Liquidity Filter: Volume must be above its 50-period moving average (default) to validate the breakout. Optimization: Specifically tuned for ETHUSD on the 4H timeframe.
Pine Script®策略
由mk77777提供
Advanced Strategy Template This script is a strategy execution and risk-management template designed to test external indicators under consistent and repeatable conditions. The script does not generate buy or sell signals internally. All trade entries and exits are driven by a user-supplied indicator through a numeric connector. This design intentionally separates signal generation from trade execution, allowing users to evaluate indicators without rewriting strategy logic. Purpose and Originality The purpose of this template is to provide a standardized execution framework rather than a trading methodology. Instead of embedding a specific signal logic, the script focuses on how trades are managed after a signal occurs. This allows users to: Benchmark different indicators under identical execution rules Compare stop-loss and take-profit models objectively Study the impact of risk constraints on performance Reduce bias caused by inconsistent trade management This makes the script suitable for educational testing and experimentation, not for presenting a profitable strategy. How the Signal Connector Works The strategy listens to a single numeric data source supplied by an external indicator. The indicator must output values using the following convention: 1 → open long position -1 → open short position 0 → no action Optional: 2 → custom close for long -2 → custom close for short The strategy reacts only to these values and ignores all other indicator logic. Example Connector Code (Indicator Side) Users must add the following logic to their indicator to make it compatible with this template: // Strategy Connector // 1 = Buy // -1 = Sell // 0 = No Signal signal = buySignal ? 1 : sellSignal ? -1 : 0 plot(signal, title="Connector", display=display.none) buySignal and sellSignal represent the indicator’s own conditions The connector plot is hidden and used only as a data source How to Connect the Indicator to the Strategy Add the indicator (with connector output) to the chart Add this strategy template to the same chart Open the strategy’s settings Set Data source to the indicator’s Connector plot Configure risk, stop-loss, and take-profit settings as required The strategy will not execute trades unless a valid connector signal is received. Execution and Risk-Management Features This template provides configurable execution modules including: Position sizing and pyramiding control Maximum drawdown and intraday loss limits Consecutive win, loss, and losing-day limits Stop-loss methods (percent, trailing, ATR, structure-based) Take-profit models (single target, tiered targets, risk-reward, Fibonacci levels) Optional breakeven logic Session-based trading control All execution logic operates independently of the signal source. Strategy Properties and Results Default strategy properties are intentionally conservative and provided only as a demonstration baseline. Backtest results depend entirely on: The connected indicator Market and timeframe selection User-defined execution parameters Results shown by this template do not represent a trading edge and should not be interpreted as investment advice. Intended Use This script is intended for: Educational study of trade execution and risk control Indicator benchmarking under identical execution rules Exploring how exits and risk constraints influence outcomes It is not intended to promote or present a standalone trading strategy.
Pine Script®策略
由PickMyTrade_Official提供
T.S.T PRO (JakDongJung Collection)Overview The is a high-performance trend-following strategy designed to capture major market moves while filtering out "noise" and false breakouts. It utilizes a sophisticated Triple Supertrend engine combined with multiple analytical layers—Volume, Momentum (ADX), Volatility (BBW), and Multi-Timeframe (HTF) analysis—to ensure high-probability entries. Core Entry Logic 1. Triple Supertrend Alignment: The strategy confirms a trend only when three Supertrends with different sensitivities (Fast, Medium, Slow) align in the same direction. 2. Median Filter: To prevent entering at the very top or bottom of a local spike, the price must be positioned relative to the Median Supertrend line. 3. Strategic Filters (Optional): - Volume Filter: Ensures the move is backed by sufficient market participation. - ADX Filter: Confirms trend strength to avoid weak or exhausting trends. - Volatility (BBW) Filter: Uses Bollinger Band Width to ensure the market is in an active expansion phase. - HTF Trend Filter: Syncs the current timeframe trades with a higher time frame (e.g., Daily) to ensure you are trading with the "Big Picture" trend. Advanced Money Management This strategy is built with professional risk management at its core: - 4 Sizing Modes: Choose between Risk % of Equity, Fixed Capital Amount, % of Equity, or Fixed Quantity. - Dual Stop-Loss Modes: * Supertrend Mode: Dynamically tracks the Median Supertrend line. - Fixed Mode: Locks the SL at entry based on ATR multiplier or fixed percentage. - Execution Flexibility: Choose between "Real-Time Touch" (instant SL) or "On Close" (confirmed bar) for exit execution. Profit Taking & Protection - 5-Stage Take Profit: Scale out of positions systematically. Each TP level can be set via ATR Multiplier or Fixed Percentage. - Automatic Break-Even: Once Take Profit 1 (TP1) is hit, the strategy automatically moves the Stop Loss to the entry price, securing a "risk-free" trade. Visual Analytics - Dynamic Visuals: Clearly displays your active Stop Loss, Entry Price, and all 5 Take Profit levels on the chart. - Performance Table: Includes an integrated Monthly Performance Table to track your strategy's historical returns, drawdown, and consistency directly on the UI. Recommended Settings - Timeframes: 1H, 4H, and Daily (D) timeframes are recommended for the best trend-following results. - Assets: Highly liquid assets such as Major Crypto Pairs (BTC, ETH) and Major Forex pairs. - Optimization: While the default settings are robust, users are encouraged to adjust the Supertrend factors and ATR multipliers based on the specific volatility of their chosen asset. Disclaimer This script is for educational and backtesting purposes only. Past performance does not guarantee future results. Trading involves significant risk, and it is highly recommended to test the strategy thoroughly on a demo account before live deployment.
Pine Script®策略
由hamsung提供
BTC Cycle Toolkit v1.1.1 (EN) | by Nickxs91Short Description: A long-term Bitcoin cycle toolkit built around Halvings: historical top/low anchors, current-cycle candidate/lock logic, laddered buy/sell levels with backtesting — plus a Daily-based Pi Cycle Top signal as an optional additional criterion. Full Description: What is this? This script is designed primarily as a Bitcoin cycle visualization & planning toolkit based on Halvings (4-year cycle thesis). It helps you build a structured plan for buying and selling over time depending on where price might be positioned inside the cycle. What you get on the chart Halving markers (vertical lines) + optional labels, countdown and reminders Fixed historical cycle tops & lows as horizontal reference anchors (~rounded values) Current cycle (post Halving 2024) auto-detection: Top candidate (High-since-Halving or Pivot-based) Robust lock logic for top and low (prevents locking too early) Candidate vs Locked displayed clearly Buy/Sell ladder levels 3–10 levels, fully adjustable ranges (drawdown zone / growth zone) Linear or exponential sizing (“the deeper, the more” / “the higher, the more”) Labels show price and allocation (optionally estimated amount) Backtesting strategy Auto multi-cycle mode or manual single-cycle segments Optional “institutional-style” filters (trend/RSI/volume) Pi Cycle Top (Daily-based) Stable across all timeframes (computed on Daily) Optional: if Pi triggers, sell the remaining position (“Exit All”) Important note about Pi Cycle Top The Pi Cycle Top indicator can be very accurate when it triggers, but it does not trigger in every cycle. I personally treat it as an additional criterion, not the only definition of a cycle top. Who is this for? Long-term BTC investors who think in cycles Traders/investors who prefer laddered entries/exits instead of all-in/all-out Anyone who wants a structured way to “map” price behavior around Halvings Disclaimer This is a research/visualization tool — not financial advice. Markets evolve; historical cycles are not guarantees. Backtest results are approximations and include conservative costs. Roadmap I plan to continue improving features based on feedback. Suggestions are welcome. Nice to know: There is a German version (private). How to use (Quick workflow) Use 1D timeframe for the cleanest cycle context Keep preset Conservative (release default) or Custom for own preferences. Enable Halvings + historical anchors Choose auto method (Pivot = more stable, HighSinceHalving = faster) Set level count & ranges (e.g., 7 levels) Backtest via Auto Multi-Cycle or Manual segment Optional: enable Pi Cycle “Exit All” as an extra top-risk reduction layer
Pine Script®策略
由Nickxs91提供
ADIL_TREND SILVER NIFTY BALANCEDPrimarily for Silver and Nifty on 15 mins A rules-based intraday strategy designed to trade sustained momentum while avoiding low-quality market noise. It combines trend structure, momentum confirmation, and volatility-aware risk controls to manage entries and exits. The system emphasizes disciplined trade management with capped exposure and adaptive exits. Suitable for index and commodity instruments across multiple intraday timeframes.
Pine Script®策略
由adilsaleem提供
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