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指标和策略

PG DMean & Price Sync ver 8.6 Works well for positional trading, more so for high beta instruments. Use hourly or near hourly charts. MA = use count of candles of three sessions, like Nifty has seven 54 min candles in a session, so 21 is a fair number for Base MA. Approx. half of above number can be used for signal MA, Filter use is optional, check with backtesting, if using filter gives better results. Ideal value to be used for filter is same as base MA. Most instruments give best results with either EMA or VWMA, pick the one that gives better results with your instrument. SMA/DEMA/TEMA can be attempted too. 0.5 to 1% hard stop loss can be used.
Pine Script®策略
由ipuneet提供
Momentum Pivot Breakout ProMomentum Pivot Breakout Pro OVERVIEW Momentum Pivot Breakout Pro is a sophisticated trading strategy designed to identify and capitalize on significant price breakouts in trending markets. This system combines multiple technical analysis concepts to generate high-probability trade setups with disciplined risk management. KEY FEATURES Trend-Aligned Trading - Identifies the dominant market direction - Takes trades only in alignment with the prevailing trend - Filters out counter-trend noise Intelligent Entry Detection - Identifies key price levels automatically - Waits for confirmed breakout conditions - Optional volume confirmation filter Advanced Risk Management - ATR-based initial stop-loss placement - Dynamic trailing stop mechanism - Protects profits while allowing trends to develop - Stop-loss adapts to market volatility Flexible Trade Direction - Trade both directions (Long & Short) - Long-only mode for bullish markets - Short-only mode for bearish markets Customizable Parameters - Adjustable pivot detection sensitivity - Configurable ATR settings - Customizable stop-loss multipliers - Volume filter toggle USER INPUTS Trade Direction: Choose between Both, Long Only, or Short Only P Length (LR): Controls sensitivity of level detection ATR Length: Volatility measurement period Initial SL: Initial stop-loss distance multiplier Trailing SL: Trailing stop distance multiplier Volume SMA Length: Volume filter period Use Volume Filter: Enable/disable volume confirmation WHAT YOU SEE ON CHART - Active Stop Loss (Red Line) - Current protective stop level - Entry Price (White Line) - Your entry point when in trade - Trailing Activation (Orange Circles) - Price level where trailing begins ⚠️ RISK MANAGEMENT This strategy employs a two-stage stop-loss system: 1. Initial Protection: Fixed stop-loss based on ATR at entry 2. Dynamic Trailing: Adjusts stop-loss as price moves favorably The trailing mechanism only activates after the trade moves a specified distance in profit, ensuring you never give back your initial risk capital while allowing winning trades room to grow. BEST PRACTICES ✓ Use on liquid instruments with clear trends ✓ Backtest on your specific market and timeframe ✓ Adjust parameters based on asset volatility ✓ Consider market conditions when selecting trade direction ✓ Use proper position sizing (strategy uses 10% equity default) ✓ Monitor correlation between volume and price action STRATEGY SETTINGS - Overlay: True (plots on price chart) - Pyramiding: Disabled (one position at a time) - Position Size: 10% of equity (customizable) - Execution: Market orders on signal confirmation 🔒 DISCLAIMER This is a technical analysis-based trading strategy for educational and informational purposes. Past performance does not guarantee future results. Trading involves substantial risk of loss. Always: - Conduct thorough backtesting before live trading - Use appropriate position sizing for your risk tolerance - Understand the strategy behavior in different market conditions - Never risk more than you can afford to lose - Consider seeking advice from qualified financial professionals 📧 SUPPORT & UPDATES This is a closed-source strategy. For questions, issues, or feature requests, please contact the author through TradingView messages. Version: 1.0 | © ravi_matrix | All Rights Reserved
Pine Script®策略
由ravi_matrix提供
Madstrat StrategyMadstrat 2.0 Strategy **A structured, rules-based trading system designed for forex and gold traders who want consistency over guesswork.** What This Strategy Does Madstrat 2.0 identifies high-probability trade setups by tracking **how the market has moved over the past few days** and waiting for specific conditions to align before entering. It's not a "catch every move" system—it's built for traders who prefer fewer, higher-quality trades with clear entry rules. The strategy watches for **setup days** (when price has been moving in one direction for 2+ days, then shows signs of reversal) and triggers entries when momentum, price structure, and multiple timeframes all agree. Key Features Day Classification System The strategy automatically labels each trading day (Green Setup Day, Red Setup Day, Inside Day, Breakout Day) so you always know where you are in the market cycle. Signals fire on Day 2 or Day 3 of a setup—the highest-probability windows. Multi-Timeframe Confirmation Entries require alignment across your signal timeframe AND higher timeframes. This filters out weak setups where the bigger picture doesn't support the trade. Built-in Risk Management - A and B Setup Grading : Trades are automatically classified by quality. "A" setups (everything aligned) get larger position sizes; "B" setups (minor misalignment) get reduced risk. - Automatic Breakeven : Moves your stop to breakeven after hitting profit targets or key levels. - P artial Profit Taking : Takes profits at previous day's high/low, then weekly levels, letting runners ride. Visual Trading Aids - Session boxes showing Asian, London, and New York ranges - Killzone highlighting for optimal entry windows - ADR (Average Daily Range) levels showing how much room price has left to move - Exhaustion zones marking where price is likely to stall or reverse Who This Is For - Forex traders working major pairs who want structure instead of discretionary guessing - Gold traders looking for a systematic approach to XAU/USD - Traders who prefer **intraday to swing** timeframes (15m and 30m signal systems) - Anyone tired of random entries and looking for **repeatable, rule-based setups** What Makes It Different This isn't a simple indicator that paints arrows everywhere. Madstrat Strategy requires multiple conditions to align before generating a signal—baseline touches, EMA stack alignment, equilibrium rejection, and higher timeframe confirmation. The result is fewer signals, but ones that come with genuine confluence backing them. The built-in status tables show you exactly which conditions are met (or missing) in real-time, so you're never guessing why a signal did or didn't fire. Settings Flexibility - Choose between Live account or Prop Firm risk profiles - Filter signals by session (Asian, London, NY only) - Adjust confluence requirements for more or fewer signals - Enable/disable visual elements to keep your chart clean Best suited for 15-minute and 30-minute charts. Works on forex majors, crosses, and gold.
Pine Script®策略
由ChunkeeTrading提供
1
MK 1 MIN EMA 9 / EMA 21 CrossoverEMA 9 / EMA 21 Crossover Strategy (1-Minute Scalping) This strategy is a clean, fast, and reliable EMA crossover system designed specifically for 1-minute intraday scalping. It uses only EMA 9 and EMA 21, keeping the chart uncluttered while delivering clear BUY and SELL signals based on momentum shifts. 🔹 How It Works BUY Signal: When EMA 9 crosses above EMA 21, indicating bullish momentum. SELL Signal: When EMA 9 crosses below EMA 21, indicating bearish momentum. Signals are confirmed visually using: On-chart BUY / SELL text labels Dynamic EMA color highlighting Smart legend (top-right) that remembers the last active signal 🎨 Visual Features EMA 9 plotted in green (turns bright on bullish trend) EMA 21 plotted in red BUY and SELL labels displayed directly on crossover candles Dynamic legend: BUY row stays green after bullish cross SELL row stays red after bearish cross Makes trend direction instantly clear, even on fast charts ⏱ Best Use Timeframe: 1-minute Suitable for: Index scalping Options scalping High-liquidity stocks & ETFs Works best during high-volume market hours
Pine Script®策略
由murali_kolipaka1306提供
EMA Crossover with Pine Logs2We are exclusively licensed Austria Guides and count on smaller groups – this is how communication with the guests works best. Exciting facts and a large portion of humour are part of our tours, just like a lot of experience and knowledge off the beaten track. We even infect die-hard Vienna connoisseurs with our enthusiasm for the city! If you want to get to know Vienna differently than the average tourist, then we are your perfect partner: We make sure that your travel stories are nowhere to be found.
Pine Script®策略
由agodovanik提供
TSM 1987 RSI + Supertrend + High Volume StrategyRSI + Supertrend + High Volume Strategy is a rule-based trading strategy designed to capture high-probability trend reversals and continuations using a combination of trend, momentum, and volume confirmation. The strategy uses Supertrend to identify the primary market direction, RSI to confirm momentum strength, and High Volume to validate participation from strong market players. Trades are triggered only when all conditions align, helping to filter out low-quality signals. Each BUY and SELL signal is plotted on the chart along with the exact trade date, and the script is fully compatible with TradingView’s Strategy Tester for backtesting performance across different markets and timeframes. 🔑 Core Logic BUY Supertrend turns bullish RSI is above the defined trend level Volume is significantly higher than average SELL Supertrend turns bearish RSI is below the defined trend level Volume confirms strong selling pressure 🎯 Best Use Works well for intraday and swing trading Suitable for stocks, indices, crypto, and forex Designed for trend-following with confirmation ⚠️ Disclaimer This strategy is for educational purposes only. Always use proper risk management and stop-loss. Past performance does not guarantee future results.
Pine Script®策略
由SARAVANANTamilShareMarket提供
TSM RSI + Supertrend + High Volume Strategy (BACKTESTED) 1987RSI + Supertrend + High Volume Strategy is a rule-based trading strategy designed to capture high-probability trend reversals and continuations using a combination of trend, momentum, and volume confirmation. The strategy uses Supertrend to identify the primary market direction, RSI to confirm momentum strength, and High Volume to validate participation from strong market players. Trades are triggered only when all conditions align, helping to filter out low-quality signals. Each BUY and SELL signal is plotted on the chart along with the exact trade date, and the script is fully compatible with TradingView’s Strategy Tester for backtesting performance across different markets and timeframes. Core Logic BUY Supertrend turns bullish RSI is above the defined trend level Volume is significantly higher than average SELL Supertrend turns bearish RSI is below the defined trend level Volume confirms strong selling pressure 🎯 Best Use Works well for intraday and swing trading Suitable for stocks, indices, crypto, and forex Designed for trend-following with confirmation ⚠️ Disclaimer This strategy is for educational purposes only. Always use proper risk management and stop-loss. Past performance does not guarantee future results.
Pine Script®策略
由SARAVANANTamilShareMarket提供
GAMA LihgAurora Vigor 2.2 is an intraday long-only trading strategy designed for structured momentum environments, with built-in adaptive risk management and night-optimized visuals. The system combines trend confirmation, volatility-adjusted risk sizing, and multi-layer trade management to create consistent, rule-based execution. This script is intended for educational and analytical use on futures and highly liquid instruments. Core Logic Entries are generated using a dual-engine approach: • Momentum Scalping Engine – Fast/slow EMA or KAMA crossover confirmed by  – ADX strength filter  – RSI momentum filter  – Volume expansion filter  – Chaikin Money Flow bias  – Session enforcement • Trend Continuation Engine (GDC Logic) –  – EMA 50 above EMA 200  – Price retesting EMA 50 within defined tolerance  – Confirmation from ADX, RSI, Volume, CMF, and session conditions Both engines are combined into a single unified buy signal. Risk Management Features This strategy includes several professional-grade risk controls: • Volatility-adjusted stop loss using ATR • Dynamic position sizing based on max USD risk per trade • Partial take profit with remainder managed by trailing stop • Smart breakeven activation • Adaptive trailing that tightens as profits expand • Optional daily profit and loss protection • Max bars in trade safeguard (optional) • Session-based trading window enforcement These systems are designed to reduce exposure during unfavorable conditions while allowing trades to expand when momentum strengthens. Trade Management Behavior • Initial SL dynamically derived from ATR • First target exits 50% of position • Remaining position transitions into trailing mode • Breakeven logic activates after defined tick gain • Trailing parameters adapt as unrealized profit increases This creates a structured progression: Risk protection → Capital preservation → Profit expansion Visual Design (Night Vision Edition) The indicator uses low-contrast, dark-mode visuals optimized for extended chart sessions: • Adaptive volatility cloud • Smooth EMA 50 glow • Trend-reactive background shading • Minimal chart clutter The visuals are informational rather than decorative.
Pine Script®策略
由ngukevin90提供
AI Adaptive Trend Navigator Strategy Echo EditionAI Adaptive Trend Navigator Strategy This is a professional long-only automated strategy optimized for Taiwan Index Futures (TX). Based on the LuxAlgo clustering framework, this version features advanced logic iteration for institutional-grade backtesting and execution. 1. Realistic Cost Modeling To ensure backtest reliability, this strategy is pre-configured with: Slippage: 2 ticks (Approx. 400 TWD per side). Commission: 100 TWD per side. Total Cost: 500 TWD per side. This provides a rigorous stress test for real-world trading environments. 2. State Consistency & Logic Continuity Optimized the underlying array handling to ensure "State Persistence." This eliminates the logic gaps common in real-time script execution, ensuring that historical signals are 100% consistent with live alerts. 3. Adaptive AI Clustering Utilizes K-means clustering to dynamically select the optimal ATR factors based on current market volatility, allowing the strategy to "evolve" as market regimes shift. 🧠 開發理念：追求實戰一致性的量化策略 本策略旨在為台指期（TX）提供一套具備真實參考價值的自動化系統。 ✨ Echo 版核心優化點 數據連續性迭代：修正底層邏輯，確保訊號在即時盤勢中穩定不跳斷。 真實交易成本模擬：預設 2 點滑價 與 單邊 100 TWD 手續費，單邊總成本對標 500 TWD，拒絕虛假神單，挑戰最嚴苛的回測環境。 台指期專屬參數調校：融入針對台灣市場波動特性的預設參數與過濾邏輯。 🛡️ 進階實戰過濾 空間緩衝區 (Buffer Strategy)：價格需有效突破緩衝區才觸發，精準過濾盤整雜訊。 AI 信心評分系統：只有當動能穩定度達標時才會發進場訊號。 冷卻保護機制：有效抑制訊號在洗盤區間過度頻繁跳動。 ⚠️ Disclaimer: Backtest results do not guarantee future performance.
Pine Script®策略
由EchoQuan提供
5
Euro Day StrategyThis is a false breakout reversal strategy that fades short-term breakouts when they conflict with longer-term momentum. Here's the detailed breakdown: Strategy Overview Type: Counter-trend/Fade strategy disguised as breakout trading Core Logic: Enter against immediate breakouts when longer-term momentum suggests the move is exhausted. Strategy Classification This is a FADE/EXHAUSTION strategy, NOT a breakout-following strategy Enters against the immediate breakout direction Bets on mean reversion when short-term price action diverges from longer-term momentum Works best in ranging/choppy markets where breakouts frequently fail Will get hurt in strong trending markets where breakouts are genuine This strategy is designed for intraday mean-reversion trading on instruments that tend to range (likely forex or futures). It requires markets where false breakouts are common and price tends to snap back quickly.
Pine Script®策略
由trungnam2101998提供
Validator Queency longValidator Queency Long — Adaptive E-Mini Strategy (Pine v6) Validator Queency Long is a rule-based intraday long-only strategy designed for E-Mini style instruments, built with Pine Script v6. It combines adaptive trend logic, volatility-aware risk sizing, session enforcement, and structured exit management to provide a disciplined framework suitable for both discretionary validation and automated execution pipelines. Strategy Overview This strategy focuses on identifying high-probability bullish conditions using a dual logic model: Scalping momentum entries via adaptive EMA/KAMA crossover. Trend continuation entries via 50/200 EMA structure with controlled retest logic (GDC model). All orders, sizing, and exits are derived from real-time volatility and configurable risk parameters. Core Components Trend & Signal Engine Adaptive EMA or KAMA (user selectable) EMA 50 / EMA 200 trend bias (GDC structure) Retest validation against EMA 50 ADX, RSI, CMF, and volume filters (each can be neutralized by setting thresholds to permissive values) Risk & Position Sizing ATR-based dynamic stop calculation Automatic contract sizing based on maximum USD risk per trade Tick-aware scaling for futures instruments Take-profit and trailing stop logic derived from volatility Trade Management Partial profit taking (TP1) Trailing stop with offset Smart breakeven logic that activates after minimum favorable excursion Adaptive trailing that tightens as profit expands Daily Risk Controls Optional daily max loss cutoff Daily profit floor protection (locks gains once threshold reached) Automatic trading disable once loss threshold is breached Session Control Trades only allowed during defined UTC session window All pending orders cancelled outside session Automation-Ready Alerts Integrated JSON payload formatted for external trade automation platforms (e.g., TradersPost, webhook bridges) Includes ticker, action, quantity, pricing, and live strategy metrics Visuals Volatility cloud overlay with dynamic glow EMA 50 displayed prominently EMA 200 hidden by default Night-mode optimized appearance Intended Use This script is designed for: Strategy validation and backtesting Rule-based discretionary execution Automation pipelines using webhook integrations E-Mini futures environments where tick size and point value matter Disclaimer This script is provided for educational and analytical purposes only. It does not constitute financial advice. Trading involves risk, and past performance does not guarantee future results. Users are responsible for validating behavior, parameters, and suitability before live deployment.
Pine Script®策略
由ngukevin90提供
Swing Strategy Feature Set A [theEccentricTrader]█   OVERVIEW This swing strategy is part of a broader research and exploration framework designed to encourage users to experiment with a variety of technical concepts and evaluate the comparative effectiveness of different strategy configurations. For example, users can first configure a core strategy as a benchmark, then iteratively test a range of feature configurations as additional entry conditions and compare their performance against one another and against the core strategy. Feature Set A includes concepts beginning with the letter "A" and forms part of a larger swing strategy suite that covers a wide range of technical concepts. The objective of the suite is not curve-fitting, but rather structured experimentation, exploration and statistical validation (or invalidation) of technical concepts. Concepts exclusive to the feature set are as follows: Accumulation/Distribution Arnaud Legoux Moving Average Aroon Average True Range Awesome Oscillator █   OPERATIONAL Initial Capital The initial capital is defined as a monetary value denominated in a given base currency. The default initial capital is set to 100,000. The default base currency is set to the selected symbol's default base currency. Users can adjust the initial capital and select an alternative base currency via strategy Settings/Properties. Risk as Percentage of Equity The equity is defined as the sum of initial capital, net profit and open profit. The risk is defined as a percentage of equity per-trade. As a result, net profit outcomes are subject to compounding effects over time. The default risk is set to 1% of equity. Users can adjust the strategy's per-trade risk via strategy Settings/Inputs/STRATEGY. For further information on how the risk is applied in practice, refer to the position sizing section below. Unit of Value The unit of value is defined as a decimal precision factor that converts user-defined point or pip distances into actual price units used by the selected symbol. Different symbols express price movement using different conventions. For example, some symbols are quoted directly in whole price points, while others use pips or fractional point increments. The unit of value provides a normalisation layer that allows all distance-based logic in the strategy to operate consistently across symbols. Examples: A unit of value of 1 corresponds to a price increment of 1.0 A unit of value of 10 corresponds to a price increment of 0.1 A unit of value of 100 corresponds to a price increment of 0.01 A unit of value of 1000 corresponds to a price increment of 0.001 A unit of value of 10000 corresponds to a price increment of 0.0001 Users should consult their broker’s published symbol specifications to confirm how price movement is defined for the symbols they intend to backtest. Incorrect configuration of the unit of value may result in misaligned stop distances, targets and/or risk calculations. The default unit of value is set to 1. Users can adjust the unit of value via strategy Settings/Inputs/STRATEGY. Stop Buffer The stop buffer is defined as the number of points or pips beyond a stop loss level required for the level to be considered clearly breached. The default stop buffer is set to 0 points/pips. Users can adjust the stop buffer via strategy Settings/Inputs/STRATEGY. Risk Range The risk range is defined as the difference between the entry price and the stop loss price (inclusive of the stop buffer) for any given trade. Position Sizing Position sizing determines the quantity of contracts, shares or units opened for each trade based on the user-defined risk and the selected symbol’s pricing structure. "syminfo.pointvalue" is a built-in Pine Script variable that defines the number of underlying units contained within a single contract for any given symbol, and is critical for accurate position size calculations. The position size is calculated as follows: The risk range is multiplied by the syminfo.pointvalue to convert the price movement into its monetary equivalent. The user-defined risk amount (expressed as a percentage of equity) is divided by this monetary risk per unit to determine the position size. This ensures that each trade risks a consistent proportion of account equity regardless of point or pip based quoting conventions, symbol price scale or contract specifications. While the strategy targets a fixed percentage of equity risk per-trade, the exact risk applied cannot always be matched precisely due to symbol-specific constraints such as contract sizing and margin requirements. In these cases, the strategy opens the largest permissible position that does not violate operational constraints, resulting in a realised risk that is as close as possible to the user-defined risk without exceeding it. For further information on the syminfo.pointvalue variable, please refer to: www.tradingview.com Margin The margin is defined as the minimum percentage of a position’s notional value that must be covered by the strategy’s available equity in order for TradingView's strategy tester to simulate opening and maintaining that position. For example, a margin setting of 25% means the simulated account must hold equity equal to at least 25% of the position’s notional value in order to enter or maintain that trade, the remaining 75% is considered provided by the simulated broker. A lower margin percentage allows the account to open larger positions relative to its equity, because the required equity portion is smaller. Conversely, a higher margin percentage demands more of the account's equity be committed to any given position. When the account’s equity falls below the required margin, the strategy tester emulates a margin call event, in which the broker emulator forcibly closes or reduces positions so that remaining positions no longer exceed available equity relative to the margin requirement. This behaviour is documented as part of TradingView’s margin/leverage feature for strategies. Margin settings in a strategy are used solely for simulation purposes and do not automatically match any broker’s real-world margin requirements (which can vary by broker, asset class and symbol). Users should consult their broker’s published specifications for further details. The default margin is set to 25% for both long and short positions. Users can adjust the margin for long and short positions independently via strategy Settings/Properties/MARGIN. For further information on the strategy tester's margin functionality, please refer to: www.tradingview.com www.tradingview.com Pyramiding The pyramiding count is defined as the maximum number of open positions permitted at any one time. TradingView's strategy tester does not facilitate hedging, as such, long entries will close any open short positions and short entries will close any open long positions. The default pyramiding count is set to 100. Users can adjust the pyramiding count via strategy Settings/Properties.
 For further information on TradingView's strategy tester and broker emulator, please refer to: www.tradingview.com Spread The spread is defined as the difference between a given symbol's bid (buy) price and ask (sell) price. Typical spreads vary by broker and symbol. Some brokers offer fixed spreads on certain symbols, while others offer variable spreads that fluctuate with market conditions. Users should consult their broker's published specifications for further details. Commission The commission is defined as a transaction cost applied by a broker and may be expressed as a percentage of position size, a per-contract fee or a fixed fee per-transaction. Commission structures vary by broker and symbol. Some brokers charge no explicit commission and instead generate revenue through the spread or other indirect sources, while others will typically apply one of the three aforementioned commission types, depending on the product offered. Users should consult their broker's published specifications for further details. The default commission is set to 0.005% of position size. Users can select and adjust the commission type via strategy Settings/Properties/COST SIMULATION. █   CORE STRATEGY Green and Red Candles A green candle is defined as a candle that closes at or above its open price and a red candle is defined as a candle that closes below its open price. Swing Highs and Swing Lows A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak. A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough. Peak and Trough Prices The peak price of a complete swing high is either the high of the red candle that completes the swing high or the high of the preceding green candle, depending on which is higher. The trough price of a complete swing low is either the low of the green candle that completes the swing low or the low of the preceding red candle, depending on which is lower. Fixed Reward-to-Risk Fixed reward-to-risk is defined as a user-defined reward multiple for a given unit of risk. Variable Reward-to-Risk Variable reward-to-risk is defined as a path-dependent reward multiple for a given unit of risk. Swing High Swing Low (SHSL) Strategy The SHSL strategy uses swing lows for core long entry conditions and swing highs for core short entry conditions. The strategy is designed for standard OHLC candlestick charts only and will not behave as intended on other chart types. All entries are processed at candle close and use the candle close price for the entry price. Long stop losses are anchored to the most recent trough and short stop losses are anchored to the most recent peak. Users can choose between long-only and short-only configurations, or alternatively simulate trades in both directions (long-short). However, when the "Both" option is selected, long entries will close any open short positions and short entries will close any open long positions (as mentioned in the pyramiding sub-section above). This can and will result in variable reward-to-risk outcomes. The default direction is set to "Long" for a long-only configuration. The default exit type is set to "Target" for a fixed reward-to-risk configuration. Long targets are determined by adding a user-defined multiple of the risk range to the entry price and short targets are determined by subtracting a user-defined multiple of the risk range from the entry price. Even when using a fixed reward-to-risk configuration, realised reward-to-risk outcomes may vary due to market gaps, particularly when positions are held across session boundaries or market closures. Gaps can cause stop losses or exits to be executed at prices materially different from those implied by the strategy’s static distance calculations. Users who wish to minimise gap-related variability may consider applying the close at end of session filter (see core filters section below), accepting that this introduces its own form of reward-to-risk variability. The default reward-to-risk is set to 1. Users can adjust strategy parameters via strategy Settings/Inputs/STRATEGY. Selecting a non-target exit type removes profit targets and renders the reward-to-risk input inactive. Trailing Stop Loss A trailing stop loss is defined as an exit type that dynamically moves a stop loss level in a favourable direction when a predefined condition is met. For example, a predefined point move or the formation of a higher trough or lower peak. Risk Range Trailing Stop Loss The risk range trailing stop loss is defined as a trailing stop mechanism that activates once price has moved favourably by one full risk range. Upon activation, the stop loss is moved to breakeven and subsequently trails favourable price movement by the risk range into profit. Users can apply this exit type by selecting "Trail" via strategy Settings/Inputs/STRATEGY. Trend Trailing Stop Loss The trend trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher troughs (for longs) or lower peaks (for shorts). Users can apply this exit type by selecting "Trend Trail" via strategy Settings/Inputs/STRATEGY. Candle Trailing Stop Loss The candle trailing stop loss is defined as a trailing stop mechanism that dynamically moves a stop loss level to newly formed higher candle lows (for longs) or lower candle highs (for shorts). Users can apply this exit type by selecting "Candle Trail" via strategy Settings/Inputs/STRATEGY. Opposing Candle Colour Close The opposing candle colour close exit type is defined as an exit condition that closes any long positions when a new red candle forms and closes any short positions when a new green candle forms. Users can apply this exit type by selecting "Opposing Candle" via strategy Settings/Inputs/STRATEGY. █   CORE FILTERS Minimum Risk Range Filter The minimum risk range filter is defined as an entry filter that invalidates trade signals with a risk range below a user-defined threshold. The default minimum risk range is set to 4 points/pips. Users can adjust the minimum risk range via strategy Settings/Inputs/RISK RANGE FILTER. It is recommended that users set the minimum risk range at least 1–2 points/pips above the selected symbol’s spread to invalidate trades that would be completely impractical under realistic trading conditions. Time Zone The time zone is defined using either an IANA region identifier (e.g. Europe/London, America/New_York) or a fixed UTC/GMT offset (e.g. UTC+1, GMT-05:30). Fixed offsets do not account for daylight saving time. The default time zone is set to Europe/London. Users can change the time zone via strategy Settings/Inputs/TIME ZONE. For further information on time zone configuration, please refer to: data.iana.org en.wikipedia.org Session Filter The session filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined intraday trading session, with session start and end times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, session boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered or held beyond the intended session end, users should configure the session end time at least one full timeframe period earlier than the desired practical session close. For example, on a 5-minute chart with a desired session end at 22:00, the session should typically be configured to end at 21:55. This ensures that no new trades are taken at the final session close and that any session-dependent exit logic is applied before the session ends in practice. When using custom or non-standard timeframes where the desired session end does not align cleanly with candle boundaries, it is recommended that users set the session end two full timeframe periods earlier than the desired session end. This provides an additional safety buffer, ensuring the strategy avoids taking trades near the session boundary. By default, the session filter is set to false and the default session is set to "2300-2155". Users can apply the session filter and adjust session boundaries via strategy Settings/Inputs/SESSION FILTER. Close At End of Session Filter The close at end of session filter is defined as an exit filter that closes all open positions when the active trading session ends, provided that the session filter is appropriately configured and applied. When enabled, the strategy monitors the session filter state and detects the transition from an active session to an inactive session. All open trades are closed on the first candle that falls outside the defined session window. This ensures that no positions are carried beyond the user-defined trading session. The close at end of session filter operates independently of entry conditions and other exit types. When enabled, it will force the closure of all open positions at session end regardless of the selected exit configuration. Enabling the close at end of session filter can result in variable reward-to-risk outcomes. Because positions are forcibly closed at session end regardless of stop loss or target placement, exits may occur at prices that differ from those implied by the fixed reward-to-risk configuration. This behaviour is intentional and reflects a design trade-off between enforcing strict session boundaries and allowing trades to reach their predefined directional objectives, regardless of how severely distorted the realised reward-to-risk outcomes could be in the event of price gaps. By default, the close at end of session filter is set to false. Users can apply the close at end of session filter via strategy Settings/Inputs/CLOSE AT END OF SESSION FILTER. Users should also ensure that the session filter is applied and that session boundaries are configured appropriately with respect to candle timestamp behaviour, as described in the session filter section above. Sample Period Filter The sample period filter is defined as an entry filter that invalidates trade signals that fall outside a user-defined date-time range, with start and end date-times bound to the strategy time zone. TradingView candle timestamps represent the candle open time, not the candle close time. As a result, sample period boundaries are evaluated based on when a candle opens, even though entries and exits are processed at candle close. To avoid trades being entered beyond the intended sample period end, users should configure the sample period end date-time at least one full timeframe period earlier than the desired practical sample period end date-time. For example, on a 5-minute chart with a desired end date-time of 01/01/2026 22:00, the end date-time should typically be configured to 01/01/2026 21:55. The default sample period start and end date-times are set to 01/01/1900 00:00 and 01/01/3000 00:00, respectively. Users can adjust the sample period via strategy Settings/Inputs/SAMPLE PERIOD FILTER. █   GENERIC FILTERS Generic Filter Behaviour Unless otherwise stated: "None" inputs return true. Filters return true only when their selected condition is satisfied. Minimum Percentage Change Positive-Flat/Negative Filter The minimum percentage change filter is an entry filter that measures the relative change of a time-series value over a configurable historical window and applies a directional threshold condition, invalidating trade signals that do not meet the directional threshold criteria. The filter compares the current value to its value n bars ago and computes the percentage difference. A signal returns true only if this percentage change satisfies both: The selected directional requirement. The user-defined minimum percentage change magnitude. "Positive-Flat" direction logic: Accepts values that have increased or remained unchanged, provided the percentage change is greater than or equal to the minimum threshold. "Negative" direction logic: Accepts values that have decreased, provided the magnitude of the decrease meets or exceeds the minimum threshold. When the minimum threshold is set to 0%, the filter behaves as a pure directional check: "Positive-Flat" accepts ≥ 0% changes. "Negative" accepts < 0% changes only. Basic and Multi-Part Trend Filters Basic and multi-part trend filters are defined as entry filters that evaluate changes in time-series values from one period to the next and invalidate trade signals that do not satisfy a user-defined trend condition. Basic trends operate independently of prior trend state, whereas multi-part trends are defined by the presence or absence of preceding trend sequences. The multi-part trend states are distinguished numerically and the conditions are bound to a user-defined trend count. "Basic Uptrend" returns true when a time-series value is greater than the preceding value. For example, a basic volume uptrend filter returns true if the most recent candle's volume is greater than the preceding candle's volume. "Basic Downtrend" returns true when a time-series value is less than the preceding value. For example, a basic volume downtrend filter returns true if the most recent candle's volume is less than the preceding candle's volume. "Uptrend" returns true while a multi-part uptrend state is valid. The uptrend state begins when a new basic uptrend forms following a basic downtrend and remains valid until a new basic downtrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part uptrend conditions will return true. "Downtrend" returns true while a multi-part downtrend state is valid. The downtrend state begins when a new basic downtrend forms following a basic uptrend and remains valid until a new basic uptrend forms. The user-defined trend count will determine which multi-part trend condition is selected. For example, if the user-defined trend count is set to 3, then only 3-part downtrend conditions will return true. Close Above-Equal/Below Filter The close price above-equal/below filter is defined as an entry filter that evaluates the most recent candle close price relative to a given time-series value and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the most recent candle close price is greater than or equal to any given time-series value. "Below" returns true when the most recent candle close price is less than any given time-series value. Moving Average (MA) Double and Triple Trend Filters MA double and triple trend filters are defined as entry filters that evaluate the relative positioning of two or more MA values and invalidate trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when one MA is greater than or equal to another MA. "Below" returns true when one MA is less than another MA. Basic and Exclusive Rejection Filters The basic rejection filter is defined as an entry filter that evaluates swing-based wick or body rejections of a given price level and invalidates trade signals that do not satisfy the rejection criteria. For long trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is above a given rejection price. The trough price is less than or equal to a given rejection price. The green candle that completes the swing closes above a given rejection price. For short trades, "Rejection" returns true when all three of the following conditions are met: The previous candle open is below a given rejection price. The peak price is greater than or equal to a given rejection price. The red candle that completes the swing closes below a given rejection price. The exclusive rejection filter is defined as an entry filter that meets basic rejection filter criteria for only one user-defined price level from a set of given price levels. If the rejection criteria is met for more than one of the given price levels the filter will return false. Minimum and Maximum Boundary Filters Minimum and maximum boundary filters are defined as entry filters used to constrain time-series values to predefined minimum and/or maximum thresholds, invalidating trade signals that do not satisfy a user-defined threshold criteria. The filters consist of two independent threshold components, minimum (above-equal) and maximum (below-equal), which may be applied individually or together. When both components are applied simultaneously the filters act as a value range constraint, invalidating trade signals that fall outside of the specified bounds. "Above-Equal" returns true when the evaluated value is greater than or equal to the user-defined minimum boundary. "Below-Equal" returns true when the evaluated value is less than or equal to the user-defined maximum boundary. Above-Equal/Below Zero Filter The above-equal/below zero filter is defined as an entry filter that evaluates zero centred oscillator values relative to the zero line and invalidates trade signals that do not satisfy a user-defined directional condition. "Above-Equal" returns true when the oscillator value is greater than or equal to zero. "Below" returns true when the oscillator value is less than zero. █   FEATURE SET A SPECIFIC FILTERS All feature set specific indicators use the same calculations as the built-in TradingView indicators unless otherwise stated in the relevant filter sub-section. While users do not need to apply the indicators for the strategy to function, they can of course apply the relevant indicators as visual aids if they so desire. For further information on how to apply built-in TradingView indicators, please refer to: www.tradingview.com Accumulation/Distribution (AD) Filters The AD minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The AD trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the AD filters and adjust filter parameters via strategy Settings/Inputs/Accumulation/Distribution (AD) Filters. Arnaud Legoux Moving Average (ALMA) Filters Users can define up to three independent ALMA series. The defaults are as follows: ALMA 1: source = close, length = 50, offset = 0.85, sigma = 6.0, floor = false. ALMA 2: source = close, length = 100, offset = 0.85, sigma = 6.0, floor = false. ALMA 3: source = close, length = 200, offset = 0.85, sigma = 6.0, floor = false. Users can adjust ALMA inputs via strategy Settings/Inputs/Arnaud Legoux Moving Average (ALMA). Users can apply up to three independent close above-equal/below filters (see generic filters section above), one for each user-defined ALMA. The default mode for all three ALMA close above-equal/below filters is set to "None". Users can apply up to three independent ALMA double trend filters (see generic filters section above), one filter for each of the three possible configurations. The defaults are as follows: ALMA 1 above-equal/below ALMA 2 is set to "None". ALMA 2 above-equal/below ALMA 3 is set to "None". ALMA 1 above-equal/below ALMA 3 is set to "None". The ALMA rejection filter is defined as an exclusive rejection filter (see generic filters section above) that will only return true if the user-defined ALMA is rejected exclusive of the other two ALMAs. The default ALMA rejection filter mode is set to "None". 
Users can apply the ALMA filters and adjust filter parameters via strategy Settings/Inputs/ALMA Filters. Aroon Filters The default Aroon length is set to 14. Users can adjust the Aroon length via strategy Settings/Inputs/Aroon.
 Minimum and maximum boundary filters (see generic filters section above) are included for both Aroon up and Aroon down values, the defaults are as follows: Apply Aroon up above-equal is set to false Aroon up above-equal threshold is set to 0%. Apply Aroon up below is set to false Aroon up below threshold is set to 100%. Apply Aroon down above-equal is set to false Aroon down above-equal threshold is set to 0%. Apply Aroon down below is set to false Aroon down below threshold is set to 100%. Users can apply the Aroon filters and adjust filter parameters via strategy Settings/Inputs/Aroon Filters. Average True Range (ATR) Filters The default ATR length is set to 14. Users can adjust the ATR length via strategy Settings/Inputs/Average True Range (ATR).
 The risk range above-equal/below ATR filter is defined as an entry filter that evaluates the trade's risk range (evaluated independently for long and short risk ranges) relative to ATR and invalidates trade signals that do not satisfy the user-defined directional condition. The default risk range above-equal/below ATR filter mode is set to "None". The ATR minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The ATR trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the ATR filters and adjust filter parameters via strategy Settings/Inputs/ATR Filters. Awesome Oscillator (AO) Filters The default AO inputs are as follows: Source is set to hl2. Short length is set to 5 Long length is set to 34. Users can adjust the AO inputs via strategy Settings/Inputs/Awesome Oscillator (AO).
 The AO calculations used in this script will vary from those used in the built-in TradingView indicator if the user adjusts the default settings. That is because the built-in TradingView indicator uses fixed parameters, while this script allows users to select their own source, short length and long length. Users can build their own AO indicator with custom parameters in Pine Script by copying the following code and pasting it into a new indicator: //@version=6 indicator(title = "Awesome Oscillator", shorttitle = "AO", overlay = false) import TradingView/ta/12 as ta ao_source = input.source(defval = hl2, title = "AO Source", group = "Awesome Oscillator (AO)") ao_short_length = input.int(defval = 5, title = "AO Short Length", minval = 1, group = "Awesome Oscillator (AO)") ao_long_length = input.int(defval = 34, title = "AO Long Length", minval = 1, group = "Awesome Oscillator (AO)") ao = ta.ao(ao_source, ao_short_length, ao_long_length) diff = ao - ao plot(ao, "AO", color = diff <= 0 ? #F44336 : #009688, style = plot.style_columns) For further information on how to build Pine Script indicators, please refer to: www.tradingview.com www.tradingview.com The default AO above-equal/below zero filter mode is set to "None". The AO minimum percent change positive-flat/negative filter (see generic filters section above) defaults are as follows: Mode is set to "None". Minimum percent change is set to 0. Lookback is set to 3. The AO trend filter (see generic filters section above) defaults are as follows: Mode is set to "None". Trend count is set to 3. Users can apply the AO filters and adjust filter parameters via strategy Settings/Inputs/AO Filters. █   ALERTS Users can set alerts for any given strategy configuration via the alerts dialogue box. Users must first ensure that the correct condition (the strategy title) is selected from the first drop-down list in the alert dialogue box's condition field. Default alert messages have been configured for both entries and exits so that users can more effectively distinguish between long and short entries and exits while using long-short configurations. To get alerts for both entries and exits the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "Order fills only". When using "Order fills only" with long-short configurations, it is recommended that users define their alert via the alert name field and use only the default {{strategy.order.alert_message}} call in the alert message field. Alert conditions generated by "Order fills only" are evaluated after entry conditions have been satisfied and operational constraints (risk, position size and margin requirements) have been applied. As such, trade signals that would result in position sizes exceeding the simulated account's margin constraints will not generate alerts. To get alerts for entries only the user should change the value in the condition field's second drop-down list from "Order fills only and alert() function calls" to "alert() function calls only". The default alert messages generated by "Order fills only" are as follows: "long entry". "long exit". "short entry". "short exit". The default alert messages generated by "alert() function calls only" are as follows: "long entry". "short entry". Alert conditions generated by "alert() function calls only" are operational-constraint-agnostic and will generate alerts whenever entry conditions are satisfied, regardless of the simulated account's margin constraints. For further information on setting and managing alerts, please refer to: www.tradingview.com www.tradingview.com www.tradingview.com █   LIMITATIONS AND CONSIDERATIONS Backtesting Backtest results should always be interpreted cautiously. Strategy performance can vary significantly across time periods and sample sets. While strong historical performance does not guarantee future results, poor historical performance reliably indicates a weak strategy when sample sizes are statistically meaningful. Statistical Significance and Path-Dependent Outcomes (Overfitting) In statistical practice, sample sizes of 100 observations are sometimes cited as a rough lower bound for certain forms of basic significance testing. In the context of trading strategy evaluation, such sample sizes are rarely sufficient to produce results that are meaningfully reliable or replicable. Based on practical experience, sample sizes closer to 1,000 observations or more are generally required before performance characteristics begin to stabilise. As a general rule, larger sample sizes increase the reliability and replicability of observed results. Path dependence refers to situations in which outcomes are determined not only by initial conditions, but by the specific and unique sequence of price movements over a given time period. Even with large sample sizes, favourable net profit outcomes should be interpreted with caution when they are primarily driven by either variable reward-to-risk configurations or fixed reward-to-risk configurations that employ unrealistically high reward multiples. In both cases, performance is often strongly influenced by path-dependent effects, making such outcomes less reliable and less replicable. Fixed reward-to-risk configurations are generally less susceptible to path dependence when the reward multiple is kept within reasonable bounds. However, empirical studies and practitioner research suggest that reward multiples above approximately 3:1 increasingly exhibit the same path-dependent characteristics observed in variable reward-to-risk strategies. Bar Magnifier Due to the limitations of OHLC data, intra-bar price movement cannot be precisely determined. When both stop loss and target levels are reached within the same candle, assumptions are made by the strategy tester. Pine Script's bar magnifier partially mitigates this limitation by evaluating lower-timeframe data. However, this feature is available only to TradingView Premium users and remains inherently limited. For further information on the bar magnifier functionality, please refer to: www.tradingview.com www.tradingview.com TradingView Premium users can enable bar magnifier via strategy Settings/Properties/FILL ORDERS. Processing Orders at Candle Close Backtests cannot accurately account for slippage between signal generation and trade execution. A practical mitigation is to use fixed-distance stop losses and targets rather than absolute price levels, a feature supported by many brokers and APIs. Empirical Probabilities Empirical probabilities are derived directly from observed outcomes rather than from theoretical models or assumed distributions. In the context of trading, they are calculated by measuring the relative frequency of events (such as wins and losses) across a large sample of historical trades. Unlike conditional or model-based probabilities, empirical probabilities make no assumptions. Their validity relies primarily on sample size and the consistency of the rules used to generate observations, making them particularly relevant for trading systems evaluated under the law of large numbers. Empirical probabilities are most useful for comparative analysis, such as assessing how different configurations, filters or exit mechanisms alter the statistical behaviour of a strategy under identical conditions. They are not intended to represent true predictive probabilities or to imply stable future performance. To study empirical probabilities for comparative purposes, it is recommended that users set commission and both long and short margin values to 0% in order to maximise sample size. However, users should not interpret any resulting profits as realistic. Setting commission and margin (in particular) to 0% produces highly distorted outcomes that are not representative of realistic live trading conditions. █   DISCLAIMER This Pine Script strategy is provided for educational purposes only and does not constitute financial advice in any form.
Pine Script®策略
由theEccentricTrader提供
Options Astra Strategy with Greeks by PoojaOptions Astra Strategy with Greeks by Pooja Options Astra Strategy with Greeks by Pooja is a rule-based intraday options analysis system designed specifically for option premium charts. The script combines price action logic, trend structure, and option-specific Greeks insights into a single, organized framework. Instead of relying on a single indicator, this strategy uses multiple confirmation layers to identify potential BUY and SELL opportunities while filtering out low-quality market noise. All calculations and signals are generated only after candle confirmation, helping reduce premature or repaint-like behavior. The script is intended for educational and analytical use, allowing traders to visually study market behavior, trend alignment, and option sensitivity in real time. 🎯 Purpose of the Strategy The primary purpose of Options Astra Strategy with Greeks is to help traders: Understand directional bias in option premiums Identify high-probability trend continuation or reversal zones Analyze trades with the help of Delta, Gamma, Theta, Vega, IV behavior Maintain structured decision-making instead of emotional or impulsive entries This strategy is built to support traders who want: A systematic framework rather than random signals Clear visual structure for entries, trend shifts, and exits Better awareness of option characteristics, not just price movement ⭐ Key Features 🎯 Option Trading Modes Supports Option Buying, Option Selling, and Both-side trading Traders can restrict signals based on their preferred trading style Helps avoid unnecessary opposite-side signals during focused trading 🎛️ Separate Control: Signals vs Strategy Independent control for visual signals and strategy execution Users can analyze signals without enforcing automated trade logic Useful for discretionary traders and educational analysis 🔀 Dual Strategy Engine Built-in two independent strategies working together Signals are generated only when multi-condition alignment is confirmed Reduces false signals during uncertain market phases 📊 Option Greeks Dashboard (Integrated) Real-time visualization of Delta, Gamma, Theta, Vega, and IV behavior Helps understand option sensitivity beyond price movement Designed for option premium analysis, not just index direction 🛑 Dual Stop Loss System Supports Swing-based Stop Loss and Candle-based Stop Loss User can switch methods based on market structure Stop Loss visualization remains consistent for clarity 🎯 Target & Target Hit Visualization Automatic target projection lines Clear Target Hit and Stop Loss Hit labeling on chart Helps review trade outcomes visually without manual marking ⚖️ Risk Management Controls Adjustable Risk–Reward Ratio Minimum stop-loss distance protection Designed to encourage pre-defined risk planning 🔄 Trend Reverse Protection (TCE) Built-in Trend Change Exit logic Closes trades when an opposite confirmed trend appears Helps reduce exposure during sudden reversals ⏰ Force Exit Mechanism Optional time-based force exit Designed for intraday traders to avoid: Gap-up / Gap-down risk Overnight option exposure Particularly useful near market close [/list} 🚧 Fake Breakout & Sideways Market Filters Uses ADX, ATR, slope, and structure-based filters Designed to avoid: Low-momentum moves Sideways and choppy conditions Filters can be enabled or disabled individually 📈 Built-in Trend Tools Integrated EMA, VWAP, and Supertrend No need to add external indicators Clean chart with internally managed calculations 🔁 Oscillator + Non-Oscillator Combination Combines RSI-based logic with price & trend filters Helps balance momentum and structure Avoids over-dependency on a single indicator type 🧩 Optional Supertrend & RSI Filters Supertrend and RSI filters can be toggled ON/OFF Allows adaptation to different market environments Suitable for both aggressive and conservative setups ⚖️Dynamic Stop Loss Trailing Through Trend Reversal This strategy includes a dynamic stop-loss trailing mechanism based on trend reversal detection rather than fixed price movement. When the trade is active, the system continuously monitors trend direction and structure If a confirmed trend reversal is detected against the open position, the strategy exits the trade automatically This exit acts as a dynamic trailing stop, adapting to changing market conditions instead of relying on static stop-loss levels 🔔 Alerts & Automation BUY / SELL alerts on confirmed candles only Webhook compatible Suitable for Telegram, Tradetron, and automation 📢 Optional Telegram alerts can be used for personal signal notifications. This feature is informational and does not imply trade execution or profit guarantees. 🌟 Why This Strategy Is Unique Most trading tools rely on a simple combination of indicators but Option Astra Strategy is made with different logics and 2 Strategies combo with oscillators and non oscillators. Options Astra Strategy with Greeks is designed differently. It combines multiple independent logics instead of a single signal source Focuses on decision structure, not prediction Integrates option Greeks behavior with price and trend logic Includes trend protection, risk controls, and exit discipline in the same framework This approach is intended to help traders stay systematic and consistent, especially during emotionally challenging market conditions. The goal is not to increase trading frequency, but to improve trade quality and clarity. 👤 Suitable For This script may be suitable for traders who: Trade intraday options on premium charts Prefer rule-based analysis over discretionary guessing Want to understand option behavior (Greeks & IV) alongside price action Use defined risk management and fixed trading plans Want a clean, all-in-one system without stacking many indicators Trader who want Advanced Setup which can help in Risk Management, Discipline and Psychology control etc, Regular Option Buyers, Option Sellers or Both. 🔒 Why Invite-Only Internal state tracking Reset logic Independent signal engines Option-specific intelligence architecture Source protected to preserve originality ⚠️ Disclaimer For educational and analytical purposes only. No financial advice or profit guarantees. All signals are rule-based and non-predictive. Option Greeks are formula-based analytical estimates. Past or real-time signals do not imply future performance. All trading decisions and risk management are the user’s responsibility.
Pine Script®策略
由financegurupooja提供
Uptrend Pullback (High Winrate-ish) - RSI + EMA + ATR TrailUptrend Pullback Strategy (EMA Filter + RSI Reversal + ATR Trailing Stop) Description This strategy is designed for rising markets and trades long only. It uses a simple trend filter and a pullback entry: Trend filter: An uptrend is defined when EMA(50) > EMA(200) and price is above EMA(200). Trades are allowed only under these conditions. Entry (buy the dip): A long position is opened when RSI crosses up above a user-defined pullback level (default 40), suggesting a pullback is ending and momentum is recovering. Exits: Take profit: Close the position when RSI reaches an overbought level (default 70). Risk management: A dynamic ATR-based trailing stop follows price upward to lock in gains. Hard stop: An additional ATR-based stop acts as a safety net to limit downside risk. Notes Parameters (EMA lengths, RSI levels, ATR multipliers) are fully configurable. This is a demo/reference strategy for research and optimization; results depend strongly on the symbol and timeframe. If you want, I can also write a shorter “one-liner” description and a set of tag keywords for the publish page.
Pine Script®策略
由momomonga提供