Estrategia Bollinger con PSAR y TP Máximo/ Mínimo Nasdaq 100 M5//@version=6
strategy("Estrategia Bollinger con PSAR y TP Máximo/ Mínimo", overlay=true)
// Parámetros de las Bandas de Bollinger
bb_length = input.int(20, title="Periodo de Bandas de Bollinger", minval=1)
bb_stddev = input.float(2.0, title="Desviación Estándar", step=0.1)
// Parámetros del Parabolic SAR
psar_start = input.float(0.02, title="PSAR Factor Inicial", step=0.01)
psar_increment = input.float(0.02, title="PSAR Incremento", step=0.01)
psar_max = input.float(0.2, title="PSAR Máximo", step=0.01)
// Cálculo de Bandas de Bollinger
basis = ta.sma(close, bb_length)
upper_band = basis + bb_stddev * ta.stdev(close, bb_length)
lower_band = basis - bb_stddev * ta.stdev(close, bb_length)
// Cálculo del Parabolic SAR
psar = ta.sar(psar_start, psar_increment, psar_max)
// Cálculo del cuerpo de la vela
body_high = math.max(open, close)
body_low = math.min(open, close)
body_length = body_high - body_low
total_length = high - low
body_ratio = body_length / total_length
// Condiciones de Entrada
long_condition = close > upper_band and body_ratio >= 0.33
short_condition = close < lower_band and body_ratio >= 0.33
// Filtro de tiempo: Operar solo de 7:30 AM a 4:00 PM hora colombiana
start_time = timestamp("GMT-5", year, month, dayofmonth, 7, 30)
end_time = timestamp("GMT-5", year, month, dayofmonth, 16, 0)
time_condition = (time >= start_time) and (time <= end_time)
// Variables para mantener el TP máximo y mínimo
var float max_tp = na
var float min_tp = na
var float dynamic_stop = na
// Condiciones de Entrada y Salida
if (long_condition and time_condition)
entry_price = close // Precio de entrada
stop_loss = low // SL en el mínimo de la vela
take_profit = entry_price + 3 * (entry_price - stop_loss) // TP con relación 1:3
strategy.entry("Compra", strategy.long)
strategy.exit("Exit Compra", "Compra", stop=stop_loss, limit=take_profit)
// Dibujar las etiquetas para SL y TP para la operación larga
label.new(bar_index, stop_loss, text="SL: " + str.tostring(stop_loss), style=label.style_label_up, color=color.red, textcolor=color.white, size=size.small)
label.new(bar_index, take_profit, text="TP: " + str.tostring(take_profit), style=label.style_label_down, color=color.green, textcolor=color.white, size=size.small)
if (short_condition and time_condition)
entry_price = close // Precio de entrada
stop_loss = high // SL en el máximo de la vela
take_profit = entry_price - 3 * (stop_loss - entry_price) // TP con relación 1:3
strategy.entry("Venta", strategy.short)
strategy.exit("Exit Venta", "Venta", stop=stop_loss, limit=take_profit)
// Dibujar las etiquetas para SL y TP para la operación corta
label.new(bar_index, stop_loss, text="SL: " + str.tostring(stop_loss), style=label.style_label_down, color=color.red, textcolor=color.white, size=size.small)
label.new(bar_index, take_profit, text="TP: " + str.tostring(take_profit), style=label.style_label_up, color=color.green, textcolor=color.white, size=size.small)
// Dibujar Bandas de Bollinger
plot(upper_band, color=color.red, title="Banda Superior")
plot(lower_band, color=color.green, title="Banda Inferior")
plot(basis, color=color.blue, title="Media Base")
// Dibujar Parabolic SAR
plot(psar, style=plot.style_circles, color=color.orange, title="Parabolic SAR")
投资组合管理
Smart DCA Invest LiteEnglish description:
📊 Smart DCA Invest – Features Overview
✅ Automated DCA strategy with dynamic profit targets, optimized risk management.
⚙️ Functionality:
🕒 Time Interval Settings
• 📅 Start Date and Time: The strategy activates only after the specified start time.
• 🔄 Auto Restart: Automatically restarts the strategy after a position is closed.
💵 Investment Amounts
• 🟢 Initial Investment Amount: The amount invested when the first position is opened.
• 🔄 Recurring Investment Amount: The amount invested periodically for subsequent purchases.
📊 Purchase Frequency
• ⏱ Interval Between Purchases: Specifies the minimum number of candles between two purchases to avoid overly frequent position expansions.
🛡️ Risk Management
• 📉 Loss Limit: The strategy halts additional purchases if the price does not drop below a predefined loss level, optimizing the average cost reduction.
• 🎯 Take Profit: A predefined profit target percentage, triggering position closure upon reaching it.
📈 Dynamic Take Profit (TP) Settings
• ⏳ TP Increase Frequency: The interval in days for dynamic TP growth.
• 📊 TP Growth Rate: The percentage by which the TP level increases at the end of each interval.
• ⚙️ Enable Dynamic TP: Allows the TP level to increase dynamically over time based on holding duration.
• 🧠 Smart Invest: Accumulates skipped purchases above the average entry or loss limit price and invests them when the price drops below the loss limit.
🎨 Visual Representation
• 📏 Average Price Line: Displays the average entry price in yellow.
• 🛑 Stop Limit Line: Displays the loss limit in red.
• ✅ Take Profit Line: Displays the dynamically updated profit target in green.
🎨 Visual Elements
• 📏 Average Price Line: Visualizes the average cost on the chart.
• 🛑 Stop Limit Line: Visualizes the loss limit level.
• ✅ Take Profit Line: Displays the TP level graphically.
• 📊 Statistics Table: Detailed data summary presented in a table at the end of the strategy.
📊 Statistics Table
• 📈 Average Price: The average entry price of the current position.
• 🛑 Stop Limit: The loss limit value.
• ✅ Take Profit: The profit target value.
• 📦 Position Size: The size of the current position.
• 💵 Max Invested Amount: The highest amount invested.
• ⏳ Longest DCA Period: The longest duration a DCA position was open.
• 💼 Current Investment: The amount currently invested.
• 🔄 Multiplier: Purchase multiplier value.
• 📊 Dynamically Adjusted TP %: The current dynamic Take Profit percentage.
- Recommended for retesting
Hungarian description:
📊 Smart DCA Invest – Funkciók Leírása
✅ Automatizált DCA stratégia dinamikus profitcélokkal, optimalizált kockázatkezeléssel.
⚙️ Működés:
🕒 Időintervallum Beállítások
• 📅 Kezdési dátum és idő: A stratégia csak a meghatározott kezdési időpont után aktiválódik.
• ⏳ Befejezési dátum és idő: A stratégia a meghatározott időpontig működik.
• 🔄 Automatikus újraindítás: Pozíciózárás után a stratégia automatikusan újraindulhat.
💵 Befektetési Összegek
• 🟢 Első befektetési összeg: Az első pozíció nyitásakor befektetett összeg.
• 🔄 Napi vásárlási összeg: Ismételt periódusonkénti vásárlások összege.
📊 Vásárlási Gyakoriság
• ⏱ Intervallum két vásárlás között: Meghatározza a minimális gyertya intervallumot két vásárlás között, elkerülve a túl gyakori pozícióbővítéseket.
🛡️ Kockázatkezelés
• 📉 Loss Limit: Ha az ár nem csökken egy meghatározott veszteségi szint alá, a stratégia nem vásárol tovább, hogy hatékonyabban csökkentse az átlagárat.
• 🎯 Take Profit: Előre meghatározott profitcél százalékos értéke, amely elérésekor a pozíció lezárul.
📈 Dinamikus Take Profit (TP) Beállítások
• ⏳ TP növelési gyakoriság: A dinamikus TP növekedésének időszaka napokban.
• 📊 TP növekedés mértéke: A TP szint százalékos növekedése az intervallum végén.
• ⚙️ Dinamikus TP engedélyezése: A TP szint dinamikusan növekszik a tartási idő függvényében.
• 🧠 Smart Invest: Kihagyott vásárlások felhalmozása (átlagos bekerülési vagy „Loss limit” feletti árfolyamnál), amelyek a „Loss limit” árszint alatt befektetésre kerülnek.
🎨 Vizuális Megjelenítés
• 📏 Átlagár vonal: Sárga színnel jelzi az átlagárat.
• 🛑 Stop Limit vonal: Piros színnel jelzi a veszteségi korlátot.
• ✅ Take Profit vonal: Zöld színnel jelzi a dinamikusan frissülő profitcélt.
🎨 Vizuális Elemek
• 📏 Átlagár vonal: Az átlagár megjelenítése a grafikonon.
• 🛑 Stop Limit vonal: A veszteségkorlátozási szint megjelenítése.
• ✅ Take Profit vonal: A Take Profit szint grafikai megjelenítése.
• 📊 Statisztikai táblázat megjelenítése: A stratégia végén részletes adatok jelennek meg egy táblázatban.
📊 Statisztikai Táblázat
• 📈 Átlagár: Az aktuális pozíció átlagos bekerülési ára.
• 🛑 Stop Limit: A veszteségkorlátozási szint értéke.
• ✅ Take Profit: A profitcél értéke.
• 📦 Pozícióméret: Az aktuális pozíció nagysága.
• 💵 Maximális befektetett összeg: A legnagyobb befektetett érték.
• ⏳ Leghosszabb DCA időszak: A leghosszabb időtartam, amíg egy DCA pozíció nyitva maradt.
• 💼 Aktuális befektetés: Az aktuálisan befektetett összeg.
• 🔄 Multiplikátor: Vásárlási szorzó érték.
• 📊 Dinamikusan beállított TP %: Az aktuálisan érvényes Take Profit százalékos értéke.
1D Trend Strategy tunned for DOGE
This is a Trend follow strategy that has been adjusted and tuned to perform greatly with DOGE coin. Daily time frame and ATR based trailing stop loss.
Consistency Rule CalculatorThis script, titled "Consistency Rule Calculator" is designed for use on the TradingView platform. It allows traders to input specific values related to their account, daily highest profit, and a consistency rule (as a decimal).
The script then calculates the "Amount Needed to Withdraw" based on the user's input. This value is calculated using the formula:
Amount Needed to Withdraw = (Daily Highest Profit/Consistency Rule )+ Account Type
Each prop firm has its own consistency rule. Follow their rule, and you will be second to payout!
Additionally, it displays the input values and the calculated amount in a customizable table on the chart. The table is formatted with colors for clarity, and it provides a motivational quote about successful trading. Plus, user can adjust the table's position on the screen.
Precision Trade Zone By KittisakIndicator นี้มีไว้สำหรับคำนวณ Money Management ซึ่งจะช่วยอำนวยความสะดวกในการจัดการความเสี่ยงในการเทรด การคำนวณ Leverage ที่เหมาะสมกับความเสี่ยงที่คุณยอมรับได้ และจัดการจุด Stop Loss ให้เหมาะสมกับ Leverage นั้น
คำอธิบายเกี่ยวกับคำย่อ
LR หมายถึง Leverage ที่เหมาะสม
EP หมายถึง Entry Price หรือราคาเข้าซื้อ
BEP หมายถึง Break-Even Point หรือจุดคุ้มทุน (คุณสามารถย้าย Stop Loss มาที่จุดนี้เมื่อราคาไปถึงจุดหนึ่งเพื่อป้องกันการขาดทุนได้)
SL หมายถึง Stop Loss (ซึ่งเป็น Stop Loss ที่คำนวณใหม่เพื่อให้ตำแหน่งเหมาะสมกับ Leverage ที่คำนวณได้ คุณควรใช้จุดนี้เพื่อเป็นราคา Stop Loss แทนจุด Stop Loss ที่คุณกำหนดไว้ในตอนแรก)
TP หมายถึง Take Profit (เป็นจุดที่คุณจะขายทำกำไรตาม RR ที่กำหนดไว้)
* หมายเหตุ เมื่อเริ่มเปิด Indicator จะเกิด Error ขึ้น และไม่มีผลลัพท์ใด ๆ แสดงให้เห็น นั่นเป็นเพราะคุณต้องเข้าไปกำหนด Entry Price และ Stop Loss ในการตั้งค่าของ Indicator เสียก่อน
MAM IndikatorDer Indikator gibt eine grobe Marktrichtung vor und vereint mehrere essenzielle Indikatoren miteinander.
Investment Signal Indicator. AIVAC v.1Это тестовый индикатор для спекуляций и инвестиций. Используйте его с умом. Тот кто подберет настройки получит неплохие точки входа. ТОЛЬКО СПОТ ПОЗИЦИИ!
Portföy Takip 2025 TWPortföy takip indikatörü; (Excell listeyi olmadan anlık ekranınızda)
Portföy takip indikatörü Tradingview aboneliğiniz var ise herhangi bir yan ekranda şablon olarak açık kullanabileceğiniz 25 hisseye kadar listeyi uzatabileceğiniz yada her eklemede başka bir portföyü ekran içinde pozisyon ayarları ile konumlandırabileceğiniz bir portföy takip indikatörüdür, amacı elinizde bulundurduğunuz hisselerin son durumlarını kaçırmamak ve anlık bilgi olarak başka bir yerde excell dosyası tutmadan portföyünüzün kar olarak TL bazlı ve % olarak ne durumda olduğunuzu görmenizi sağlar, karlı pozisyonlarda hedefinize olan % oranı turuncu renk ile pozisyonu kapatmanız halinde kapanan pozisyonun toplam tutarı siyah renk ile ve pozisyonun son durumu alış maliyet fiyatınıza göre yüzde kaç artıda ve kaç TL artıda olduğunuzu ise yeşil renk ile belirterek elinizdeki hisselerden hangilerini kar alma odaklı yakından takip etmenize imkan sağlamaktır amacı, böylelikle elinizdeki portföy ne kadar dağınık olursa riskiniz o kadar az olacağı gibi takibi de bir o kadar dağılmadan kolay olacaktır. Kapatmak için yakın takibe alacağınız hisse hedefinize ulaşıp kar alındığı zaman o hissenin kapanışını yaparak portföy listesinden tek olarak çıkartıp varsa takibini yaptığınız Excell listenize arşiv olarak saklayıp takibini bırakabilirsiniz, o satır artık toplamlardan ve listenin alttaki uzunluğundan kalkacaktır.
Not listedeki hisse senetleri örnek amaçlı yazılmıştır, listenin nasıl olduğunun görüntülenmesi amacıyla yapılmıştır, herhangi bir yatırım tavsiyesi içermemektedir.
Buradaki bilgi, yorum ve tavsiyeler yatırım danışmanlığı kapsamında değildir.
Yatırım danışmanlığı, yalnızca yetkili kurumlarla imzalanacak sözleşmeler çerçevesinde yapılabilir.
Buradaki yorumlar kişisel görüşleri yansıtır ve mali durumunuzla uyumlu olmayabilir.
Sadece buradaki bilgilere dayanarak yatırım kararı almak beklediğiniz sonuçları doğurmayabilir.
Risk Investor - Risk based DCAA Dollar Cost Averaging (DCA) tool that manages investments based on customizable risk levels. Features include:
Risk-based investment sizing
Vault system for deposit management
Daily/Weekly/Monthly investment options
Configurable profit-taking rules
Visual buy/sell indicators
The strategy uses buy multipliers to control position sizing. At lower risk levels (e.g., 0.1), higher multipliers (4x) enable larger purchases. As risk increases (e.g., 0.7), reduced multipliers (1x) limit market exposure, creating a dynamic DCA strategy that adapts to market conditions.
The sell mechanism activates at higher risk levels with configurable percentage-based exits.
For example, you can set 30% sell at risk level 0.8 and 70% at 0.9, creating a graduated exit strategy.
Profits automatically flow back into the vault system for reinvestment. If the vault is already topped up, profits are being taken out of the system.
Note: Risk Investor requires an external risk model.
Compatible options include:
Bitcoin Top Indicator by Da_Prof ()
Benjamin Cowen's Simplified Risk Metric by jacdr ()
Setup: Connect your chosen risk model via the risk indicator field and configure the minimum/maximum risk values. For example, when using Bitcoin Top Indicator by Da_Prof, set the Max. Risk Value to 12.
Systematic Risk Aggregation ModelThe “Systematic Risk Aggregation Model” is a quantitative trading strategy implemented in Pine Script™ designed to assess and visualize market risk by aggregating multiple financial risk factors. This model uses a multi-dimensional scoring approach to quantify systemic risk, incorporating volatility, drawdowns, put/call ratios, tail risk, volume spikes, and the Sharpe ratio. It derives a composite risk score, which is dynamically smoothed and plotted alongside adaptive Bollinger Bands to identify trading opportunities. The strategy’s theoretical framework aligns with modern portfolio theory and risk management literature (Markowitz, 1952; Taleb, 2007).
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Key Components of the Model
1. Volatility as a Risk Proxy
The model calculates the standard deviation of the closing price over a specified period (volatility_length) to quantify market uncertainty. Volatility is normalized to a score between 0 and 100, using its historical minimum and maximum values.
Reference: Volatility has long been regarded as a critical measure of financial risk and uncertainty in capital markets (Hull, 2008).
2. Drawdown Assessment
The drawdown metric captures the relative distance of the current price from the highest price over the specified period (drawdown_length). This is converted into a normalized score to reflect the magnitude of recent losses.
Reference: Drawdown is a key metric in risk management, often used to measure potential downside risk in portfolios (Maginn et al., 2007).
3. Put/Call Ratio as a Sentiment Indicator
The strategy integrates the put/call ratio, sourced from an external symbol, to assess market sentiment. High values often indicate bearish sentiment, while low values suggest bullish sentiment (Whaley, 2000). The score is normalized similarly to other metrics.
4. Tail Risk via Modified Z-Score
Tail risk is approximated using the modified Z-score, which measures the deviation of the closing price from its moving average relative to its standard deviation. This approach captures extreme price movements and potential “black swan” events.
Reference: Taleb (2007) discusses the importance of considering tail risks in financial systems.
5. Volume Spikes as a Proxy for Market Activity
A volume spike is defined as the ratio of current volume to its moving average. This ratio is normalized into a score, reflecting unusual trading activity, which may signal market turning points.
Reference: Volume analysis is a foundational tool in technical analysis and is often linked to price momentum (Murphy, 1999).
6. Sharpe Ratio for Risk-Adjusted Returns
The Sharpe ratio measures the risk-adjusted return of the asset, using the mean log return divided by its standard deviation over the same period. This ratio is transformed into a score, reflecting the attractiveness of returns relative to risk.
Reference: Sharpe (1966) introduced the Sharpe ratio as a standard measure of portfolio performance.
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Composite Risk Score
The composite risk score is calculated as a weighted average of the individual risk factors:
• Volatility: 30%
• Drawdown: 20%
• Put/Call Ratio: 20%
• Tail Risk (Z-Score): 15%
• Volume Spike: 10%
• Sharpe Ratio: 5%
This aggregation captures the multi-dimensional nature of systemic risk and provides a unified measure of market conditions.
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Dynamic Bands with Bollinger Bands
The composite risk score is smoothed using a moving average and bounded by Bollinger Bands (basis ± 2 standard deviations). These bands provide dynamic thresholds for identifying overbought and oversold market conditions:
• Upper Band: Signals overbought conditions, where risk is elevated.
• Lower Band: Indicates oversold conditions, where risk subsides.
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Trading Strategy
The strategy operates on the following rules:
1. Entry Condition: Enter a long position when the risk score crosses above the upper Bollinger Band, indicating elevated market activity.
2. Exit Condition: Close the long position when the risk score drops below the lower Bollinger Band, signaling a reduction in risk.
These conditions are consistent with momentum-based strategies and adaptive risk control.
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Conclusion
This script exemplifies a systematic approach to risk aggregation, leveraging multiple dimensions of financial risk to create a robust trading strategy. By incorporating well-established risk metrics and sentiment indicators, the model offers a comprehensive view of market dynamics. Its adaptive framework makes it versatile for various market conditions, aligning with contemporary advancements in quantitative finance.
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References
1. Hull, J. C. (2008). Options, Futures, and Other Derivatives. Pearson Education.
2. Maginn, J. L., Tuttle, D. L., McLeavey, D. W., & Pinto, J. E. (2007). Managing Investment Portfolios: A Dynamic Process. Wiley.
3. Markowitz, H. (1952). Portfolio Selection. The Journal of Finance, 7(1), 77–91.
4. Murphy, J. J. (1999). Technical Analysis of the Financial Markets. New York Institute of Finance.
5. Sharpe, W. F. (1966). Mutual Fund Performance. The Journal of Business, 39(1), 119–138.
6. Taleb, N. N. (2007). The Black Swan: The Impact of the Highly Improbable. Random House.
7. Whaley, R. E. (2000). The Investor Fear Gauge. The Journal of Portfolio Management, 26(3), 12–17.
Drawdown Tracker [SpokoStocks]Drawdown Tracker
The Drawdown Tracker is a powerful tool designed to help traders monitor and visualize the drawdown of symbol. By tracking both current and maximum drawdown levels, this indicator provides valuable insights into risk and potential capital preservation.
Features:
> Current Drawdown:
The current drawdown is calculated as the percentage drop from the record high to the current low, providing a real-time view of the loss from the peak.
> Maximum Drawdown:
The maximum drawdown represents the deepest drop observed from any peak in the historical data, giving an understanding of the worst-case scenario for losses.
> You can choose between two modes:
Full History: Tracks the maximum drawdown from the entire available data.
Rolling Period: Tracks the maximum drawdown within a defined rolling period (default 50 bars), allowing for a shorter-term risk assessment.
> Customizable Rolling Period:
You can adjust the rolling period length through the Rolling Period Length input to reflect different time frames for drawdown calculations.
> Warning Level:
A customizable warning level (default -65%) is plotted on the chart. This acts as a threshold to alert users when the drawdown crosses into a potentially concerning territory.
> Gradient Color Visualization:
The current drawdown is visualized using a gradient color, transitioning from red to yellow as the drawdown increases from -100% to 0%, providing an easy-to-interpret view of the severity of the drawdown.
> New Max Drawdown Marker:
Whenever a new maximum drawdown is recorded, a triangle marker is displayed at the bottom of the chart, along with a label showing the drawdown percentage. This provides clear visual confirmation when a new historical low is reached.
> Alerts:
Warning Level Breach Alert: Alerts you when the drawdown breaches the warning level you’ve set, helping you stay aware of significant risk events.
New Max Drawdown Alert: Triggers when a new maximum drawdown is recorded, allowing you to act quickly if necessary.
Use Cases:
Risk Management: Keep track of how much an asset is down from the peak, helping you make informed decisions about risk and drawdown tolerances.
Risk Disclaimer:
The information provided by this script is for educational and informational purposes only. It is not intended as financial advice and should not be construed as such. All trading and investment activities involve a high level of risk and may result in the loss of capital. The user is solely responsible for any decisions made based on the content provided by this script.
By using this script, you acknowledge and agree that you use it at your own risk. The creator of this script makes no warranties regarding the accuracy, completeness, or reliability of the information, and disclaims any responsibility for any losses or damages arising from its use.
Always conduct your own research and consult with a qualified financial advisor before making any investment decisions.
Bear Market LevelMarks the bear market level. Calculated as 20% drop from highs. Useful on indices to determine technical Bull or Bear markets.
BTC vs Mag7 Combined IndexThis Mag7 Combined Index script is a custom TradingView indicator that calculates and visualizes the collective performance of the Magnificent 7 (Mag7) stocks—Apple, Microsoft, Alphabet, Amazon, NVIDIA, Tesla, and Meta (red line) compared to Bitcoin (blue line). It normalizes the daily closing prices of each stock to their initial value on the chart, scales them into percentages, and then computes their simple average to form a combined index. The result is plotted as a single red line, offering a clear view of the aggregated performance of these influential stocks over time compared to Bitcoin.
This indicator is ideal for analyzing the overall market impact of Bitcoin compared to the Mag7 stocks.
Risk Reward Lines (v6))Draw Risk Reward Ratio lines instead of showing areas in order to simplify the chart.
Simple Average Price & Target ProfitThis script is designed to help users calculate and visualize the weighted average price of an asset based on multiple entry points, along with the target price and the potential profit. The user can input specific prices for three different entries, along with the percentage of total investment allocated to each price point. The script then calculates the weighted average price based on these entries and displays it on the chart. Additionally, it calculates the potential profit at a given target price, which is plotted on the chart.
Market Regime DetectorMarket Regime Detector
The Market Regime Detector is a tool designed to help traders identify and adapt to the prevailing market environment by analyzing price action in relation to key macro timeframe levels. This indicator categorizes the market into distinct regimes—Bullish, Bearish, or Reverting—providing actionable insights to set trading expectations, manage volatility, and align strategies with broader market conditions.
What is a Market Regime?
A market regime refers to the overarching state or condition of the market at a given time. Understanding the market regime is critical for traders as it determines the most effective trading approach. The three main regimes are:
Bullish Regime:
Characterized by upward momentum where prices are consistently trending higher.
Trading strategies often focus on buying opportunities and trend-following setups.
Bearish Regime:
Defined by downward price pressure and declining trends.
Traders typically look for selling opportunities or adopt risk-off strategies.
Reverting Regime:
Represents a consolidation phase where prices move within a defined range.
Ideal for mean-reversion strategies or range-bound trading setups.
Key Features of the Market Regime Detector:
Dynamic Market Regime Detection:
Identifies the market regime based on macro timeframe high and low levels (e.g., weekly or monthly).
Provides clear and actionable insights for each regime to align trading strategies.
Visual Context for Price Levels:
Plots the macro high and low levels on the chart, allowing traders to visualize critical support and resistance zones.
Enhances understanding of volatility and trend boundaries.
Regime Transition Alerts:
Sends alerts only when the market transitions into a new regime, ensuring traders are notified of meaningful changes without redundant signals.
Alert messages include clear regime descriptions, such as "Market entered a Bullish Regime: Price is above the macro high."
Customizable Visualization:
Background colors dynamically adjust to the current regime:
Blue for Reverting.
Aqua for Bullish.
Fuchsia for Bearish.
Option to toggle high/low line plotting and background highlights for a tailored experience.
Volatility and Expectation Management:
Offers insights into market volatility by showing when price action approaches, exceeds, or reverts within macro timeframe levels.
Helps traders set realistic expectations and adjust their strategies accordingly.
Use Cases:
Trend Traders: Identify bullish or bearish regimes to capture sustained price movements.
Range Traders: Leverage reverting regimes to trade between defined support and resistance zones.
Risk Managers: Use macro high and low levels as dynamic stop-loss or take-profit zones to optimize trade management.
The Market Regime Detector equips traders with a deeper understanding of the market environment, making it an essential tool for informed decision-making and strategic planning. Whether you're trading trends, ranges, or managing risk, this indicator provides the clarity and insights needed to navigate any market condition.
Impact Strategy 975%English/Russian Instruction
Instructions for Setting Up and Using the Strategy
Step 1: Set Initial Parameters
1. Initial Capital: Set the value to $10,000. This will serve as the starting balance for the strategy.
2. Order Size: Specify the order size as $50,000.
3. Margin for Long Positions: Set to 20%.
4. Margin for Short Positions: Set to 100%.
Step 2: Configure Strategy Parameters
1. Take-Profit Type: Choose one of the available options:
• “Fixed.”
• “Dynamic.”
2. Fixed Take-Profit: Set the value to 2.2%.
3. Dynamic Loss Threshold: Set the value to 2.5%.
Step 3: Run the Strategy
1. Click “OK” in the strategy settings.
2. The strategy will begin testing on the selected time interval and data.
Step 4: Review Results
1. Go to the Strategy Tester section.
2. Review the results:
• Net profit.
• Maximum drawdown.
• Total number of trades.
3. Adjust the parameters if necessary to improve performance.
Step 5: Risk Management
1. Ensure that the order size and margin levels match your risk tolerance.
2. Configure take-profit and stop-loss parameters based on your trading goals.
____________
Инструкция по настройке и использованию стратегии
Шаг 1. Установите начальные параметры
1. Исходный капитал: Установите значение $10,000. Это будет стартовый баланс для стратегии.
2. Объем заявки: Укажите объем $50,000.
3. Маржа для длинных позиций: Установите значение 20%.
4. Маржа для коротких позиций: Установите значение 100%.
Шаг 2. Настройте параметры стратегии
1. Тип тейк-профита: Выберите один из доступных вариантов:
• “Fixed” (Фиксированный).
• “Dynamic” (Динамический).
2. Фиксированный тейк-профит: Установите значение 2.2%.
3. Порог динамического убытка: Установите значение 2.5%.
Шаг 3. Запустите стратегию
1. Нажмите “ОК” в настройках стратегии.
2. Стратегия начнет выполнять тестирование на выбранном временном интервале и данных.
Шаг 4. Проверьте результаты
1. Перейдите в раздел Тестер стратегии.
2. Ознакомьтесь с результатами:
• Чистая прибыль.
• Максимальная просадка.
• Общее количество сделок.
3. При необходимости измените параметры для улучшения результатов.
Шаг 5. Управление рисками
1. Убедитесь, что объем заявки и уровни маржи соответствуют вашему уровню риска.
2. Настройте параметры тейк-профита и стоп-лосса в зависимости от ваших торговых целей.
Super Strategy Heikin Ashi VN Chiến lược dùng nến HeikinashiThe most effective strategy on the Heiken Ashi chart, commonly used to pass FTMO challenges. The strategy runs automatically with an EA that transfers trading signals from TradingView to MT5 via tradingviewconnectmt5.com
chiến lược chạy hiệu quả nhất trên biểu đồ heiken ashi , thường dùng để pass quỹ FTMO, chiến lược chạy tự động với EA chuyển lệnh, chuyển tín hiệu giao dịch từ trangview sang mt5 của tradingviewconnectmt5.com
Improved Trend Reconnaissance | JeffreyTimmermansImproved Trend Reconnaissance
The Improved Trend Reconnaissance indicator is a robust tool designed to help traders identify and follow trends while avoiding market noise. It is especially effective for capturing longer-term trends and sustained price movements over extended time periods. By leveraging smoothed trend analysis and volatility-based consolidation detection, this indicator provides clear and actionable insights for traders focusing on significant market trends.
What Does This Indicator Do?
At its core, this indicator calculates a Half Trend value and applies advanced smoothing techniques to emphasize longer-term trends. Additionally, it incorporates volatility analysis using the Average True Range (ATR) to detect periods of consolidation, where trend signals are muted to prevent false signals.
Key Components Explained
Half Trend Calculation:
This indicator determines a Half Trend value based on the relationship between the Exponential Moving Average (EMA) of closing prices and the highest highs and lowest lows over a specified range.
The trend is further smoothed to minimize short-term fluctuations, ensuring the focus remains on sustained price movements.
ATR-Based Consolidation Detection:
By comparing the range of price highs and lows to a multiple of ATR, the indicator detects consolidation zones where the market is range-bound. During these periods, trend signals are suppressed to avoid false positives.
Trend Visualization:
Bullish Trends: Highlighted in green with upward markers and optional trend-colored candles.
Bearish Trends: Highlighted in red with downward markers and optional trend-colored candles.
Designed for Longer-Term Trends:
The default settings are optimized to capture longer-term trends, making this indicator particularly valuable for traders looking to identify and follow substantial market movements over extended periods.
Key Features
Optimized for Capturing Longer Trends:
With the default settings, the indicator is tailored to identify and follow longer-term price trends, reducing noise from minor fluctuations. This makes it ideal for traders focused on significant trends and extended price movements.
Customizable Inputs:
Parameters such as trend range, smoothing length, ATR calculation period, and consolidation threshold are fully customizable.
Visual settings, including trend colors and signal sizes, can be adjusted for personalized trading needs.
Dynamic Signal Generation:
Bullish Signals: Generated when the smoothed Half Trend crosses upward and the market is trending.
Bearish Signals: Generated when the smoothed Half Trend crosses downward and the market is trending.
Alerts can notify traders in real time when these conditions occur.
Enhanced Visualization:
Candle coloring based on trend direction provides an immediate visual representation of market momentum.
Plotted trend lines and filled regions between them emphasize the current trend's strength and direction.
Real-Time Dashboard:
Displays essential information, including the current ticker, trend direction, and status (bullish or bearish), directly on the chart.
How to Use This Indicator
Identify Longer-Term Trends:
Use the smoothed Half Trend line and trend-colored candles to identify and follow significant price trends.
The default settings are specifically designed to focus on extended trends, making it easier to spot major market moves.
Avoid Noise in Consolidation:
Pay attention to the consolidation detection feature, which suppresses signals during range-bound market conditions, aka mean-reverting markets.
This ensures that signals generated are more reliable and actionable.
Confirm Trend Signals:
Use the visual markers (flags) and dashboard status to validate bullish or bearish trends before making trading decisions.
Set Alerts:
Set alerts for bullish or bearish signals to stay informed about key market movements without constantly monitoring the charts.
Adapt for Your Strategy:
While optimized for longer-term trends, the customizable settings allow you to adapt the indicator for shorter-term strategies if needed.
What Makes This Indicator Unique?
Focus on Longer-Term Trends:
Unlike many indicators that respond to short-term fluctuations, this tool is tailored for longer-term trend-following systems, ensuring that traders capture the most meaningful price movements.
Noise Reduction:
By combining smoothing techniques and ATR-based consolidation detection, the indicator reduces market noise and focuses on actionable insights.
Clear Visual Representation:
The combination of trend-colored candles, plotted lines, and dashboard information simplifies the analysis of complex market trends.
Customizability:
Fully adjustable parameters ensure the indicator meets the specific needs of a wide range of trading styles.
Real-Time Feedback:
Alerts and dashboard integration keep traders informed, enabling timely and well-informed decision-making.
The Improved Trend Reconnaissance indicator is an essential tool for traders looking to focus on longer-term trends and sustained market movements. With its default settings optimized for capturing significant trends over extended periods, it offers clarity, precision, and actionable insights for successful trend-following trading.
-Jeffrey
Z-Score Financial Market Conditions | JeffreyTimmermansZ-Score Financial Market Conditions
The Z-Score Financial Market Conditions indicator is a cutting-edge tool for measuring financial market stress and relaxation by combining eight critical financial metrics into a single composite Z-score. This dynamic indicator provides traders and analysts with actionable insights into the overall state of the financial markets, enabling informed decision-making across various trading and investment systems.
Purpose of the Indicator
This indicator serves as a comprehensive gauge of financial market conditions, offering a clear visualization of whether the markets are in a state of stress (elevated risks) or relaxation (normalized conditions). The Z-Score Financial Market Conditions tool is particularly effective for:
Macro-Level Risk Assessment: Identifying periods of high market stress or calmness.
Trend Following Systems: Gauging the market's underlying conditions to validate trends.
Mean Reversion Strategies: Using extreme Z-score levels to detect potential reversals.
Portfolio Risk Management: Adjusting asset exposure based on market-wide financial conditions.
This indicator works exclusively on the 1-day timeframe, as it is calibrated to analyze daily changes in the financial metrics that drive market behavior.
The Eight Key Components and Their Importance
The composite Z-score integrates the Z-scores of the following eight financial metrics. These metrics have been selected for their complementary insights into various aspects of financial market conditions:
VIX (S&P 500 Volatility Index)
Reflects implied volatility in the U.S. equity market.
High VIX values indicate increased uncertainty and risk aversion among market participants.
MOVE (US Treasury Bond Volatility Index)
Captures volatility in U.S. Treasury bonds.
Essential for understanding risk in fixed-income markets, which significantly impact broader economic conditions.
ICE BofA High Yield Option Adjusted Spread (BAMLH0A0HYM2)
Measures the risk premium for high-yield corporate bonds.
Rising spreads suggest increased credit risk and potential economic stress.
ICE BofA Corporate Index Option Adjusted Spread (BAMLC0A0CM)
Tracks credit spreads in the investment-grade bond market.
Helps evaluate the health of higher-quality corporate debt, a key indicator of financial stability.
ICE BofA US High Yield Index Spread (BAMLH0A0HYM2)
Focuses on high-yield U.S. corporate bonds.
Provides localized insights into U.S. credit conditions and risk levels.
CDS (Credit Default Swap Spreads)
Measures the cost of insuring against bond defaults.
Rising CDS spreads signal growing concern over creditworthiness, often a leading indicator of financial stress.
Global Bond Spread (AGG)
Represents global fixed-income spreads.
Offers a broader perspective on international financial conditions beyond the U.S. market.
TED Spread (Treasury-EuroDollar Spread)
The difference between interbank lending rates and short-term U.S. Treasury yields.
Widely regarded as an indicator of systemic risk in the banking sector.
Features and Improvements
This script builds upon the original concept by introducing advanced features to enhance its precision and usability:
Lookback Period Adjustment
A customizable lookback period for Z-score calculations (default: 160 days).
Allows for greater flexibility in adapting to different market conditions.
Moving Average (MA) Smoothing
Optional smoothing of Z-scores using an exponential moving average (EMA) for enhanced clarity.
Default smoothing length: 8 days.
Individual Component Visibility
Plots for individual Z-scores can be enabled or disabled to focus on specific metrics.
Dynamic Background Coloring
Visual cues to indicate bullish (green) or bearish (red) financial conditions based on the composite Z-score.
Custom Inputs
Toggle on/off for each financial metric to tailor the indicator to specific use cases.
Customizable parameters for smoothing and moving averages.
Applications
This indicator is versatile and can be effectively used in various trading systems and strategies:
Long-Term Investment Decision-Making: Assess macroeconomic trends for portfolio rebalancing.
Systematic Trading: Incorporate market conditions into algorithmic models to enhance robustness.
Volatility-Based Strategies: Use Z-score fluctuations to anticipate periods of market turbulence or calm.
Credits
This indicator was inspired by and builds upon the work of TomasOnMarkets . While incorporating significant enhancements, it acknowledges the foundational concepts provided by this original source. Thank you for sharing your input on this important indicator. We are honored to use it and to further improve upon it.
-Jeffrey
Dynamic Risk-Adjusted Performance Ratios with TableWith this indicator, you have everything you need to monitor and compare the Sharpe ratio, Sortino ratio, and Omega ratio across multiple assets—all in one place. This tool is designed to help save time and improve efficiency by letting you track up to 15 assets simultaneously in a fully customizable table. You can adjust the lookback period to fit your trading strategy and get a clearer picture of how your assets perform over time. Instead of switching between charts, this indicator puts all the critical information you need at your fingertips.
Sharpe Ratio -
Helps evaluate the overall efficiency of investments by comparing the average return to the total risk (measured by the standard deviation of all returns). Essentially, it tells you how much excess return you’re getting for each unit of risk you’re taking. A higher Sharpe ratio means you’re getting better risk-adjusted performance—something you’ll want to aim for in your portfolio.
Sortino Ratio -
Goes a step further by focusing only on downside risk—because let’s face it, no one worries about positive volatility. This ratio is calculated by dividing the average return by the standard deviation of only the negative returns. Perfect for those concerned about avoiding losses rather than chasing extreme gains. It gives you a sharper view of how well your assets are performing relative to the risks you’re trying to avoid.
Omega Ratio -
Offers a unique perspective by comparing the sum of positive returns to the absolute sum of negative returns. It’s a straightforward way to see if your wins outweigh your losses. A higher Omega ratio means your positive returns significantly exceed the downside, which is exactly what you want when building a strong, reliable portfolio.
This indicator is perfect for traders who want to streamline their decision-making process and gain an edge. Bringing together these three critical ratios into a single user-defined table makes it easy to compare and rank assets at a glance. Whether optimizing a portfolio or looking for the best opportunities, this tool helps you stay ahead by focusing on risk-adjusted returns. The customizable lookback period lets you tailor the analysis to fit your unique trading approach, giving you insights that align with your goals. If you’re serious about making data-driven decisions and improving your trading outcomes, this indicator is a game-changer for your toolkit.
DCA Buy v1Key Features
1. Selective Entry Filters
Trend Filter
Enabled through "Enable Trend Filter?" using the "EMA Length" setting to ensure entries align with prevailing trends.
Momentum Filter
Configured using "Enable Momentum Filter?" combined with "RSI Length" and "RSI Source" to detect oversold conditions.
Bollinger Filter
Activated via "Enable Bollinger Filter?" along with "BB Length" and "BB Multiplier" to focus entries on deeper price dips below Bollinger Bands.
2. DCA Configuration
Base Order Settings
Choose between a percentage ("Base Order % of Equity/Initial Capital") or fixed value ("Base Order Value ($)").
Safety Order Settings
Fine-tune "Initial Deviation (%)" and "Price Deviation Multiplier" to control the spacing of safety orders.
Use "Volume Scaling Factor (Qty)" to scale the size of each subsequent safety order.
Customize the "First Safety Order Type" as either value-based or a multiplier of the base order using "1st Safety Order Value ($)" or "1st Safety Order Multiplier (Qty)".
Set the maximum number of safety orders through "Max Safety Orders".
3. Profit and Risk Management
Take Profit Settings
"Take Profit (%)" triggers a sell when a specific profit percentage above the average entry is reached.
Use "Trailing Take Profit (%)" to lock in profits while capturing additional upside if prices continue to rise.
Stop Loss Settings
Configure "Stop Loss (%)" to prevent excessive drawdowns by closing all positions when prices drop below a defined percentage.
4. Time Control & Visualization
Time Filters
Define trading windows with "Start Time" and "End Time".
Use "Cooldown (Seconds)" to avoid frequent entries during rapid price movements.
Visualization
Enable "Show Average Entry Price", "Show Take Profit Level", and "Show Stop Loss Level" to plot key levels on the chart for better monitoring.
5. Performance Metrics
Built-in performance tracking includes:
Net Profit (%): Measures overall profitability.
Win Rate (%): Displays the ratio of winning trades.
Max Drawdown (%): Tracks the largest equity decline.
Trading Days: Calculates the duration of active trades.
Profit/Day (%): Evaluates daily returns.
The performance table also shows average cycle duration and utilization of available capital.
HMA Buy Sell Signals - Profit ManagerNote : Settings should be adjusted according to the selected time frame. Try to find the best setting according to the profitability rate
Overall Functionality
This script combines several trading tools to create a comprehensive system for trend analysis, trade execution, and performance tracking. Users can identify market trends using specific moving averages and RSI indicators while managing profit and loss levels automatically.
Trend Detection and Trade Signals
Hull Moving Averages (HMA):
Two HMAs (a faster one and a slower one) are used to determine the market trend.
A buy signal is generated when the faster HMA crosses above the slower HMA.
Conversely, a sell signal is triggered when the faster HMA crosses below the slower one.
Visual Feedback:
Trend lines on the chart change color to reflect the trend direction (e.g., green for upward trends and red for downward trends).
Trade Levels and Management
Entry, Take-Profit, and Stop-Loss Levels:
When the trend shifts upwards, the script calculates entry, take-profit, and stop-loss levels based on the opening price.
Similarly, for downward trends, these levels are determined for short trades.
Commission Tracking:
Each trade includes a commission cost, which is factored into net profit and loss calculations.
Dynamic Labels:
Entry, take-profit, and stop-loss levels are visually marked on the chart for easier tracking.
Performance Tracking
Profit and Loss Tracking:
The script keeps a running total of profits, losses, and commissions for both long and short trades.
It also calculates the net profit after all costs are considered.
Performance Table:
A table is displayed on the chart summarizing:
The number of trades.
Total profit and loss for long and short positions.
Commission costs.
Net profit.
Fractal Support and Resistance
Dynamic Lines:
The script identifies the most recent significant highs and lows using fractals.
It draws support and resistance lines that automatically update as new fractals form.
Simplified Visuals:
The chart always shows the last two support and resistance lines, keeping the visualization clean and focused.
RSI-Based Signals
Overbought and Oversold Levels:
RSI is used to identify overbought (above 80) and oversold (below 20) conditions.
The script generates buy signals at oversold levels and sell signals at overbought levels.
Chart Indicators:
Arrows and labels appear on the chart to highlight these RSI-based opportunities.
Customization
The script allows users to customize key parameters such as:
Moving average lengths for trend detection.
Take-profit and stop-loss percentages.
Timeframes for backtesting.
Starting capital and commission rates.
Conclusion
This script is a versatile tool for traders, combining trend detection, automated trade management, and visual feedback. It simplifies decision-making by providing clear signals and tracking performance metrics, making it suitable for both beginners and experienced traders.
* The most recently drawn fractals represent potential support and resistance levels. If the price aligns with these levels at the time of entering a trade, it may indicate a likelihood of reversal. In such cases, it’s advisable to either avoid entering the trade altogether or proceed with increased caution.
