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Alpha VWAP Regime🔥 Alpha VWAP Regime — Institutional VWAP Strategy (Closed Source) Alpha VWAP Regime is a multi-layered VWAP trading system that identifies the active market regime and adapts its signals based on institutional liquidity behavior. This strategy is closed-source because it uses a proprietary combination of VWAP structures, anchored pivot logic, band deviations, and regime detection filters that are not publicly available. 🧠 How the Strategy Works (Conceptual Explanation) This strategy does not rely on a single VWAP line. Instead, it builds a VWAP matrix consisting of: 1) Session VWAP Defines fair value for the current session. Used to detect intraday directional bias. 2) Anchored VWAP (AVWAP) Automatically anchored to swing highs and lows (pivot-based). Tracks where large players accumulated or distributed positions. 3) VWAP Bands (±1σ and ±2σ) Used as dynamic volatility envelopes: ±1σ = fair-value zone / no-trade area ±2σ = mean-reversion extremes 4) Market Regime Classification (ADX-based) The strategy determines which environment the market is in: Trending Regime: ADX above threshold Ranging Regime: ADX below threshold Breakout Regime: Volume-based breakout of AVWAP Each regime activates a different entry model. 📌 Entry Logic (High-Level Overview) Trend Mode Triggered only when ADX confirms a trend. Entries occur near VWAP or −1σ using price-action confirmation. Mean Reversion Mode Activated when the market is ranging. Entries target the ±2σ deviation bands. Breakout Mode Triggered by price crossing AVWAP with above-average volume. Used to catch institutional continuation moves. ALL Mode Combines the three models for a full adaptive system. 📉 Exits & Risk Management All stops and targets use ATR-based volatility sizing Trend trades aim for larger targets Mean-reversion trades aim for smaller snapback moves Breakouts use wider stops but high R:R 🔍 How to Use the Strategy Load the script on a clean chart Choose your preferred regime mode (Trend / MR / Breakout / ALL) Optionally hide VWAP indicators and display signals only Use realistic position sizing and commissions Evaluate performance across multiple assets and timeframes 🔒 Why It Is Closed-Source The code uses: A custom anchoring engine Multi-layered regime filters Dynamic VWAP matrix Prop logic for bias scoring These components were built from scratch and form a unique decision model, so the source is protected. 🇸🇦 الشرح العربي لاستراتيجية Alpha VWAP Regime Alpha VWAP Regime هي استراتيجية تداول مؤسسية متقدمة تعتمد على تحليل السيولة، وتحديد حالة السوق (Market Regime)، ودمج عدة طبقات من VWAP داخل نموذج واحد متكيف. الهدف من الاستراتيجية هو التداول في المناطق التي يتواجد فيها المال الذكي، وتجنب التداول في المناطق العشوائية أو منخفضة الجودة. ________________________________________ 🧠 كيف تعمل الاستراتيجية؟ الاستراتيجية لا تعتمد على VWAP واحد، بل تستخدم “مصفوفة VWAP” كاملة تتكوّن من: 1) VWAP اليومي (Session VWAP) يُستخدم لتحديد القيمة العادلة خلال الجلسة، وتحديد الاتجاه اللحظي (Intraday Bias). ________________________________________ 2) VWAP المثبّت (Anchored VWAP) يتم تثبيته تلقائيًا على: • القمم المهمة (Swing Highs) • القيعان المهمة (Swing Lows) ويساعد في تحديد مناطق تمركز المؤسسات، ومناطق الانعكاس أو الاختراقات الحقيقية. ________________________________________ 3) نطاقات VWAP (±1σ و ±2σ) تُستخدم كأغلفة ديناميكية للسيولة والتقلب: • ±1σ = منطقة القيمة العادلة (Fair-Value Zone) → غالبًا منطقة غير مناسبة للتداول (No-Trade Zone) • ±2σ = مناطق التشبّع الحركي (Extremes) → مناسبة لاستراتيجيات الانعكاس (Mean Reversion) ________________________________________ 4) تصنيف حالة السوق Market Regimes الاستراتيجية تستخدم مؤشر ADX لتحديد حالة السوق الحالية: حالة السوق الوصف Trending اتجاه واضح وقوي Ranging تذبذب بدون اتجاه Breakout اختراق مدعوم بحجم تداول كل Regime يفعّل نموذج دخول مختلف داخل الاستراتيجية. ________________________________________ 🎯 نماذج الدخول داخل الاستراتيجية 1) نموذج الاتجاه (Trend Mode) يعمل فقط عندما يكون السوق في اتجاه حقيقي. يعتمد على دخول Pullbacks قرب VWAP أو نطاق −1σ مع تأكيد شموعي. ________________________________________ 2) نموذج الانعكاس (Mean Reversion Mode) يعمل فقط عندما يكون السوق متذبذبًا (Range). الدخول عند لمس ±2σ بهدف العودة نحو VWAP. ________________________________________ 3) نموذج الاختراق (Breakout Mode) يستخدم اختراقات Anchored VWAP ولكن بشرط وجود حجم تداول أعلى من المتوسط (Volume Confirmation). ________________________________________ 4) وضع الدمج (ALL Mode) يجمع بين النماذج الثلاثة ويجعل الاستراتيجية متكيفة تلقائيًا مع كل حالات السوق. ________________________________________ 📉 الخروج وإدارة المخاطر تستخدم الاستراتيجية نظامًا ديناميكيًا لإدارة المخاطر: • وقف الخسارة مبني على ATR • الأهداف مبنية على طبيعة النموذج • الصفقات الاتجاهية تستهدف R:R أعلى • صفقات MR أقصر وأسرع • صفقات Breakout أوسع ولكن مدعومة بزخم قوي ________________________________________ 🧩 كيفية استخدام الاستراتيجية 1. ضع الاستراتيجية على رسم بياني نظيف بدون مؤشرات إضافية 2. اختر نموذج الدخول المناسب من الإعدادات 3. فعّل أو أخفِ خطوط VWAP حسب الحاجة 4. استخدم إعدادات مخاطرة واقعية 5. اختبر الاستراتيجية على عدة أسواق وفريمات ________________________________________ 🔒 سبب إغلاق الكود تم إغلاق الكود لأنها تعتمد على: • محرك تثبيت AVWAP خاص • نظام Regime Detection متقدم • مصفوفة VWAP متعددة الطبقات • منطق دخول/خروج خاص تم تطويره بالكامل كل ذلك يتطلب حماية الملكية الفكرية، لذا تم نشرها Closed-Source.
Pine Script®策略
由AhmedAminTC提供
KDH v2.0 (English) Trading Strategy Indicator# KDH Diamond Strategy v3.3 - TradingView Description --- ## 🇬🇧 ENGLISH VERSION ### 📊 KDH Diamond Strategy v3.3 **Professional High-Leverage Futures Trading System** --- #### 🎯 Overview KDH Diamond is an advanced algorithmic trading strategy specifically optimized for **1-hour timeframe futures trading** with high-leverage environments. Built on proven institutional concepts including Fair Value Gaps (FVG), Volume Profile analysis, and multi-layered confirmation filters, this strategy delivers consistent results without repainting. --- #### ✨ Key Features **🔥 Optimized for 1H Timeframe** - Extensively backtested across multiple markets - Highest profit rate achieved on 1-hour charts - Perfect for swing traders and active position management **🎨 No Repainting - 100% Reliable Signals** - All signals are confirmed and locked on bar close - What you see in backtest is what you get in real-time - Complete transparency with `calc_on_order_fills=true` **💎 Automated Risk Management** - Automatic Stop Loss and Take Profit calculation - Intelligent SL/TP placement based on market structure - Built-in position sizing controls (adjustable % per trade) **🚀 High-Leverage Futures Optimized** - Designed specifically for leveraged futures trading - Risk-reward ratios calibrated for 10-20x leverage environments - Precision entry timing to maximize profit potential **🔄 Advanced Position Management** - Automatic reversal entries at TP levels - Multiple re-entry opportunities per signal - Dynamic trade management based on market conditions **🎛️ Multi-Layer Confirmation System** - **SMA50 Filter (1H)**: Trend alignment confirmation - **Momentum Filter**: KAMA-based directional strength - **RSI Divergence Filter**: Reversal detection at extremes - **Volume Profile Filter**: Order flow and liquidity analysis --- #### 📈 How It Works **Signal Generation** The strategy identifies **Inverted Fair Value Gaps (IFVG)** - institutional order blocks that signal high-probability reversal or continuation zones. Each signal is validated through multiple confirmation filters before execution. **Entry Logic** - Limit orders placed at optimal price levels within FVG zones - Price must touch the midline and close in favorable direction - All filters must align for signal activation **Exit Strategy** - Stop Loss: Placed at the next opposing FVG level - Take Profit: Calculated using nearest FVG in profit direction - Automatic reversal entry option at TP levels **Visual System** - Color-coded boxes show FVG zones (green/red) - Real-time position tracking with entry, SL, and TP lines - Comprehensive dashboard displaying filter status and P&L --- #### 🎯 Who Is This For? ✅ **Perfect For:** - Futures traders using 10-20x leverage - Traders seeking systematic, rule-based strategies - Those who want automated SL/TP management - 1-hour chart swing traders - Traders familiar with institutional concepts (FVG, order flow) ❌ **Not Ideal For:** - Scalpers (designed for 1H timeframe) - Spot-only traders (optimized for leveraged futures) - Beginners unfamiliar with leverage risks - Set-and-forget automated trading (requires monitoring) --- #### 📊 What You Get **Strategy Features:** - Complete FVG detection and inversion system - 4 professional-grade confirmation filters - Automated SL/TP calculation and placement - TP reversal entry system - Volume Profile sentiment analysis - Real-time position tracking dashboard - Webhook alert support for automation - Clean, organized code with detailed comments **Visual Components:** - FVG boxes with inversion coloring - Volume Profile sentiment boxes (optional) - Entry, SL, and TP lines for each position - Position status table with live P&L - Filter status dashboard --- #### ⚙️ Customization Options **Adjustable Filters (User Control):** - SMA50 Filter (1H) - Trend alignment ON/OFF - Momentum Filter - Directional strength ON/OFF - RSI Divergence Filter - Reversal detection ON/OFF - Volume Profile Filter - Order flow analysis ON/OFF **Fixed Parameters (Optimized):** - All core parameters are pre-optimized for 1H timeframe - Ensures consistent performance without overwhelming options - Prevents parameter over-fitting by users --- #### ⚠️ Important Disclaimers **Risk Warning:** This strategy is designed for leveraged futures trading, which carries substantial risk. High leverage (10-20x) can result in rapid losses. Only trade with capital you can afford to lose. **Performance:** Past performance does not guarantee future results. Always backtest on your specific market and timeframe before live trading. **Usage:** This is a trading tool, not financial advice. Users are responsible for their own trading decisions and risk management. **Requirements:** - Understanding of futures trading and leverage - Familiarity with Fair Value Gaps and institutional concepts - Ability to monitor positions (not fully automated) - Proper risk management discipline --- #### 🔧 Technical Specifications - **Platform:** TradingView Pine Script v5 - **Type:** Strategy (with backtesting capabilities) - **Timeframe:** Optimized for 1H (works on other timeframes) - **Markets:** Any futures market (crypto, stocks, indices, forex) - **Repainting:** NO - All signals are final on bar close - **Alerts:** Full webhook support for automation - **Default Settings:** 10% position size, pyramiding enabled (max 10 positions) --- #### 📞 Support Questions about setup or usage? Contact the author through TradingView messages. **Note:** This indicator is for educational and trading tool purposes only. The author is not responsible for trading losses. Trade responsibly and within your risk tolerance.
Pine Script®策略
由Trader_BUM提供
Stochastic + Bollinger Bands Multi-Timeframe StrategyThis strategy fuses the Stochastic Oscillator from the 4-hour timeframe with Bollinger Bands from the 1-hour timeframe, operating on a 10-hour chart to capture a unique volatility rhythm and temporal alignment discovered through observational alpha. By blending momentum confirmation from the higher timeframe with short-term volatility extremes, the strategy leverages what some traders refer to as “rotating volatility” — a phenomenon where multi-timeframe oscillations sync to reveal hidden trade opportunities. 🧠 Strategy Logic ✅ Long Entry Condition: Stochastic on the 4H timeframe: %K crosses above %D Both %K and %D are below 20 (oversold zone) Bollinger Bands on the 1H timeframe: Price crosses above the lower Bollinger Band, indicating a potential reversal → A long trade is opened when both momentum recovery and volatility reversion align. ✅ Long Exit Condition: Stochastic on the 4H: %K crosses below %D Both %K and %D are above 80 (overbought zone) Bollinger Bands on the 1H: Price reaches or exceeds the upper Bollinger Band, suggesting exhaustion → The long trade is closed when either signal suggests a potential reversal or overextension. 🧬 Temporal Structure & Alpha This strategy is deployed on a 10-hour chart — a non-standard timeframe that may align more effectively with multi-timeframe mean reversion dynamics. This subtle adjustment exploits what some traders identify as “temporal drift” — the desynchronization of volatility across timeframes that creates hidden rhythm in price action. → For example, Stochastic on 4H (lookback 17) and Bollinger Bands on 1H (lookback 20) may periodically sync around 10H intervals, offering unique alpha windows. 📊 Indicator Components 🔹 Stochastic Oscillator (4H, Length 17) Detects momentum reversals using %K and %D crossovers Helps define overbought/oversold zones from a mid-term view 🔹 Bollinger Bands (1H, Length 20, ±2 StdDev) Measures price volatility using standard deviation around a moving average Entry occurs near lower band (support), exits near upper band (resistance) 🔹 Multi-Timeframe Logic Uses request.security() to safely reference 4H and 1H indicators from a 10H chart Avoids repainting by using closed higher-timeframe candles only 📈 Visualization A plot selector input allows toggling between: Stochastic Plot (%K & %D, with overbought/oversold levels) Bollinger Bands Plot (Upper, Basis, Lower from 1H data) This helps users visually confirm entry/exit triggers in real time. 🛠 Customization Fully configurable Stochastic and BB settings Timeframes are independently adjustable Strategy settings like position sizing, slippage, and commission are editable ⚠️ Disclaimer This strategy is intended for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. Market conditions vary, and past performance does not guarantee future results. Always test any trading strategy in a simulated environment and consult a licensed financial advisor before making real-world investment decisions.
Pine Script®策略
由RWCS_LTD提供
Dynamic Momentum Scalper | Gold & Volatility Strategy V1.0This is a high-frequency trading strategy optimized for volatile instruments, specifically XAUUSD (Gold). It utilizes a proprietary blend of momentum, volume, and volatility metrics to identify minor market reversal points and trend exhaustion. The system employs a sophisticated, dynamic stop-loss mechanism based on Average True Range (ATR) to adjust risk automatically to current market conditions. It manages trades via a two-tiered Take-Profit system to secure partial profits quickly and let the remaining position run to a secondary target, effectively locking in gains and achieving an optimal risk-reward balance. Best suited for the 1-Minute (M1) timeframe. Visibility: Invite-Only Script.
Pine Script®策略
由ktspezi提供
1
BB SPY Mean Reversion Investment StrategySummary Mean reversion first, continuation second. This strategy targets equities and ETFs on daily timeframes. It waits for price to revert from a Bollinger location with candle and EMA agreement, then manages risk with ATR based exits. Uniqueness comes from two elements working together. One, an adaptive band multiplier driven by volatility of volatility that expands or contracts the envelope as conditions change. Two, a bias memory that re arms the same direction after any stop, target, or time exit until a true opposite signal appears. Add it to a clean chart, use the markers and levels, and select on bar close for conservative alerts. Shapes can move while the bar is open and settle on close. Scope and intent • Markets. Currently adapted for SPY, needs to be optimized for other assets • Timeframes. Daily primary. Other frames are possible but not the default • Default demo. SPY on daily • Purpose. Trade mean reversion entries that can chain into a longer swing by splitting holds into ATR or time segments Originality and usefulness • Novelty. Adaptive band width from volatility of volatility plus a persistent bias array that keeps the original direction alive across sequential entries until an opposite setup is confirmed • Failure modes mitigated. False starts in chop are reduced by candle color and EMA location. Missed continuation after a take profit or stop is addressed by the re arm engine. Oversized envelopes during quiet regimes are avoided by the adaptive multiplier • Testability. Every module has Inputs and visible levels so users can see why a suggestion appears • Portable yardstick. All risk and targets are expressed in ATR units Method overview in plain language The engine measures where price sits relative to Bollinger bands, confirms with candle color and EMA location, requires ADX for shorts(in our case long close since we use it currently as long only), and optionally requires a trend or mean reversion regime using band width percent rank and basis slope. Risk uses ATR for stop, target, and optional breakeven. A small array stores the last confirmed direction. While flat, the engine keeps a pending order in that direction. The array flips only when a true opposite setup appears. Base measures • Range basis. True Range smoothed over a user defined ATR Length • Return basis. Not required Components • Bollinger envelope. SMA length and standard deviation multiplier. Entry is based on cross of close through the band with location bias • Candle and EMA filter. Close relative to open and close relative to EMA align direction • ADX gate for shorts. Requires minimum trend strength for short trades • Adaptive multiplier. Band width scales using volatility of volatility so envelopes breathe with conditions • Regime gate optional. Band width percent rank and basis slope identify trend or mean reversion regimes • Risk manager. ATR stop, ATR target, optional breakeven, optional time exit • Bias memory. Array stores last confirmed direction and re arms entries while flat Fusion rule Minimum satisfied gates count style. All required gates must be true. Optional gates are controlled in Inputs. Bias memory never overrides an opposite confirmed setup. Signal rule • Long setup when close crosses up through the lower band, the bar closes green, and close is above the long EMA • Short setup when close crosses down through the upper band, the bar closes red, close is below the short EMA, and ADX is above the minimum • While flat the model keeps a pending order in the stored direction until a true opposite setup appears • IN LONG or IN SHORT describes states between entry and exit What you will see on the chart • Markers for Long and Short setups • Exit markers from ATR or time rules • Reference levels for entry, stop, and target • Bollinger bands and optional adaptive bands Inputs with guidance Setup • Signal timeframe. Uses the chart timeframe • Invert direction optional. Flips long and short Logic • BB Length. Typical 10 to 50. Higher smooths more • BB Mult. Typical 1.0 to 2.5. Higher widens entries • EMA Length long. Typical 10 to 50 • EMA Length short. Typical 5 to 30 • ADX Minimum for short. Typical 15 to 35 Filters • Regime Type. none or trend or mean reversion • Rank Lookback. Typical 100 to 300 • Basis Slope Length and Threshold. Larger values reduce false trends Risk • ATR Length. Typical 10 to 21 • ATR Stop Mult. Typical 1.0 to 3.0 • ATR Take Profit Mult. Typical 2.0 to 5.0 • Breakeven Trigger R. Move stop to entry after the chosen multiple • Time Exit. Minimum bars and extension when profit exceeds a fraction of ATR Bias and rearm • Bias flips kept. Array depth • Keep rearm when flat. Maintain a pending order while flat UI • Show markers and levels. Clean defaults Usage recipes Alerts update in real time and can change while the bar forms. Select on bar close for conservative workflows. Properties visible in this publication • Initial capital 25000 • Base currency USD • If any higher timeframe calls are enabled, request.security uses lookahead off • Commission 0.03 percent • Slippage 3 ticks • Default order size method Percent of equity with value 5 • Pyramiding 0 • Process orders on close On • Bar magnifier Off • Recalculate after order is filled Off • Calc on every tick Off Realism and responsible publication No performance claims. Costs and fills vary by venue. Shapes can move intrabar and settle on close. Strategies use standard candles only. Honest limitations and failure modes High impact releases and thin liquidity can break assumptions. Gap heavy symbols may require larger ATR. Very quiet regimes can reduce contrast in the mean reversion signal. If stop and target can both be touched inside one bar, outcome follows the TradingView order model for that bar path. Regimes with extreme one sided trend and very low volatility can reduce mean reversion edges. Results vary by symbol and venue. Past results never guarantee future outcomes. Open source reuse and credits None. Backtest realism Costs are realistic for liquid equities. Sizing does not exceed five percent per trade by default. Any departure should be justified by the user. If you got any questions please le me know
Pine Script®策略
由exlux提供
INTRA DAY BEAST The Intraday Beast doesn’t follow trends… it detects them before they roar. It watches the market’s rhythm, waits in silence, and strikes only when the odds are loaded in its favor. This isn’t your average flashy indicator — it doesn’t bark at every candle. When it moves, it means business. Each signal is a calculated attack — clean, disciplined, and deadly precise. But listen carefully… ⚠️ The Beast hates boredom. If your stock has no volume, no volatility, no life — it won’t even wake up. Feed it only the hottest stocks, the wildest moves, and the loudest markets. Then, and only then, you’ll see what this creature can do. 💬 Trade smart. Stay patient. Wait for chaos — then let the Beast strike.
Pine Script®策略
由kristoff_finch提供
Sigma Trinity ModelAbstract Sigma Trinity Model is an educational framework that studies how three layers of market behavior interact within the same trend: (1) structural momentum (Rasta), (2) internal strength (RSI), and (3) continuation/compounding structure (Pyramid). The model deliberately combines bar-close momentum logic with intrabar, wick-aware strength checks to help users see how reversals form, confirm, and extend. It is not a signal service or automation tool; it is a transparent learning instrument for chart study and backtesting. Why this is not “just a mashup” Many scripts merge indicators without explaining the purpose. Sigma Trinity is a coordinated, three-engine study designed for a specific learning goal: Rasta (structure): defines when momentum actually flips using a dual-line EMA vs smoothed EMA. It gives the entry/exit framework on bar close for clean historical study. RSI (energy): measures internal strength with wick-aware triggers. It uses RSI of LOW (for bottom touches/reclaims) and RSI of HIGH (for top touches/exhaustion) so users can see intrabar strength/weakness that the close can hide. Pyramid (progression): demonstrates how continuation behaves once momentum and strength align. It shows the logic of adds (compounding) as a didactic layer, also on bar close to keep historical alignment consistent. These three roles are complementary, not redundant: structure → strength → progression. Architecture Overview Execution model Rasta & Pyramid: bar close only by default (historically stable, easy to audit). RSI: per tick (realtime) with bar-close backup by default, using RSI of LOW for entries and RSI of HIGH for exits. This makes the module sensitive to intra-bar wicks while still giving a close-based safety net for backtests. Stops (optional in strategy builds): wick-accurate: trail arms/ratchets on HIGH; stop hit checks with LOW (or Close if selected) with a small undershoot buffer to avoid micro-noise hits. Visual model Dual lines (EMA vs smoothed EMA) for Rasta + color fog to see direction and compression/expansion. Rungs (small vertical lines) drawn between the two Rasta lines to visualize wave spacing and rhythm. Clean labels for Entry/Exit/Pyramid Add/RSI events. Everything is state-locked to avoid spamming. Module 1 — Rasta (Structural Momentum Layer) Goal: Identify structural momentum reversals and maintain a consistent, replayable backbone for study. Method: Compute an EMA of a chosen price source (default Close), and a smoothed version (SMA/EMA/RMA/WMA/None selectable). Flip points occur when the EMA line crosses the smoothed line. Optional EMA 8/21 trend filter can gate entries (long-bias when EMA8 > EMA21). A small “adaptive on flip” option lets an entry fire when the filter itself flips to ON and the EMA is already above the smoothed line—useful for trend resumption. Why bar close only? Bar-close Rasta gives a stable, auditable timeline for the structure of the trend. It teaches users to separate “structure” (close-resolved) from “energy” (intrabar, via RSI). Visuals: Fog between the lines (green/red) to show regime. Rungs between lines to show spread (compression vs expansion). Optional plotting of EMA8/EMA21 so users can see the gating effect. Module 2 — RSI (Internal Strength / Energy Layer) Goal: Reveal the intrabar strength/weakness that often precedes or confirms structural flips. Method: Standard RSI with adjustable length and signal smoothing for the panel view. Logic uses wick-aware sources: Entry trigger: RSI of LOW (same RSI length) touching or below a lower band (default 15). Think of it as intraband reactivation from the bottom, using the candle’s deepest excursion. Exit trigger: RSI of HIGH touching or above an upper band (default 85). Think of it as exhaustion at the top, using the candle’s highest excursion. Realtime + Close Backup: fires intrabar on tick, but if the realtime event was missed, the close backup will note it at bar end. Cooldown control: optional bars-between-signals to avoid rapid re-triggers on choppy sequences. Why wick-aware RSI? A close-only RSI can miss the true micro-extremes that cause reversals. Using LOW/HIGH for triggers captures the behavior that traders actually react to during the bar, while the bar-close backup preserves historical reproducibility. Module 3 — Pyramid (Continuation / Compounding Layer) Goal: Teach how continuation behaves once a trend is underway, and how adds can be structured. Method: Same dual-line logic as Rasta (EMA vs smoothed EMA), but only fires when already in a position (or after prior entry conditions). Supports the same EMA 8/21 filter and optional adaptive-on-flip behavior. Bar close only to maintain historical cohesion. What it teaches: Adds tend to cluster when momentum persists. Students can experiment with add spacing and compare “one-shot entries” vs “laddered adds” during strong regimes. How the Pieces Work Together Rasta establishes the structural frame (when the wave flip is real enough to record at close). RSI validates or challenges that structure by tracking intrabar energy at the extremes (low/high touches). Pyramid shows what sustained continuation looks like once (1) and (2) align. This produces a layered view: Structure → Energy → Progression. Users can see when all three line up (strongest phases) and when they diverge (riskier phases or transitions). How to Use It (Step-by-Step) Quick Start Apply script to any symbol/timeframe. In Strategy/Indicator Properties: Enable On every tick (recommended). If available, enable Using bar magnifier and choose a lower resolution (e.g., 1m) to simulate intrabar fills more realistically. Keep On bar close unchecked if you want to observe realtime logic in live charts (strategies still place orders on close by platform design). Default behavior: Rasta & Pyramid = bar close; RSI = per tick with close backup. Reading the Chart Watch for Rasta Entry/Exit labels: they define clean structural turns on close. Watch RSI Entry (LOW touch at/below lower band) and RSI Exit (HIGH touch at/above upper band) to gauge internal energy extremes. Pyramid Add labels reveal continuation phases once a move is already in progress. Tuning Rasta smoothing: choose SMA/EMA/RMA/WMA or None. Higher smoothing → later but cleaner flips; lower smoothing → earlier but choppier. RSI bands: a common educational setting is 15/85 for strong extremes; 20/80 is a bit looser. Cooldown: increase if you see too many RSI re-fires in chop. EMA 8/21 filter: toggle ON to study “trend-gated” entries, OFF to study raw momentum flips. Backtesting Notes (for Strategy Builds) Stops (optional): trail is armed when price advances by a trigger (default D–F₀), ratchets only upward from HIGH, and hits from LOW (or Close if chosen) with a tiny undershoot buffer to avoid micro-wicks. Order sequencing per bar (mirrors the script’s code comments): Trail ratchet via HIGH Intrabar stop hit via LOW/CLOSE → immediate close If still in position at bar close: process exits (Rasta/RSI) If still in position at bar close: process Pyramid Add If flat at bar close: process entries (Rasta/RSI) Platform reality: strategies place orders at bar close in historical testing; the intrabar logic improves realism for stops and event marking but final order timestamps are still close-resolved. Inputs Reference (common) Modules: enable/disable RSI and Pyramid learning layers. Rasta: EMA length, smoothing type/length, EMA8/21 filter & adaptive flip, fog opacity, rungs on/off & limit. RSI: RSI length, signal MA length (panel), Entry band (LOW), Exit band (HIGH), cooldown bars, labels. Pyramid: EMA length, smoothing, EMA8/21 filter & adaptive adds. Execution: toggle Bar Close Only for Rasta/Pyramid; toggle Realtime + Close Backup for RSI. Stops (strategy): Fixed Stop % (first), Fixed Stop % (add), Trail Distance %, Trigger rule (auto D–F₀ or custom), undershoot buffer %, and hit source (LOW/CLOSE). What to Study With It Convergence: how often RSI-LOW entry touches precede the next Rasta flip. Divergence: cases where RSI screams exhaustion (HIGH >= upper band) but Rasta hasn’t flipped yet—often transition zones. Continuation: how Pyramid adds cluster in strong moves; how spacing changes with smoothing/filter choices. Regime changes: use EMA8/21 filter toggles to see what happens at macro turns vs chop. Limitations & Scope This is a learning tool, not a trade copier. It does not provide financial advice or automated execution. Intrabar results depend on data granularity; bar magnifier (when available) can help simulate lower-resolution ticks, but true tick-by-tick fills are a platform-level feature and not guaranteed across all symbols. Suggested Publication Settings (Strategy) Initial capital: 100 Order size: 100 USD (cash) Pyramiding: 10 Commission: 0.25% Slippage: 3 ticks Recalculate: ✓ On every tick Fill orders: ✓ Using bar magnifier (choose 1m or similar); leave On bar close unchecked for live viewing. Educational License Released under the Michael Culpepper Gratitude License (2025). Use and modify freely for education and research with attribution. No resale. No promises of profitability. Purpose is understanding, not signals.
Pine Script®策略
由mikeyc747提供
1
PSAR with ATR Trailing Stop + SMA Filter📈 Strategy Overview: PSAR + 6×ATR Trailing Stop with SMA Filter This strategy is built around the principle of “Cut the losers, let the winners run” — a disciplined, trend-following approach that combines the Parabolic SAR indicator with dynamic risk management and a Simple Moving Average (SMA) trend filter. 🔍 Strategy Logic Trend Filter Trades are only taken in the direction of the prevailing trend, defined by a user-selected SMA (default: 100). ✅ Long trades only when price is above the SMA ✅ Short trades only when price is below the SMA Entry Signal: A trade is triggered when the Parabolic SAR flips to the opposite side of the price bars, signaling a potential trend reversal. Stop Loss: The stop loss is dynamically set at 6×ATR from the entry price. This adapts to market volatility and is recalculated every bar — effectively acting as a trailing stop. Exit Logic: There is no fixed take profit. The trade remains open until the trailing stop is hit — allowing winners to run and losers to be cut quickly. Risk Management: Each trade risks 0.5% of total equity, ensuring consistent position sizing and capital preservation. 📊 Visual Elements PSAR dots mark trend direction changes SMA line shows the broader trend filter Trailing stop crosses (with 50% opacity) indicate the current stop level without cluttering the chart ⚙️ Customizable Inputs PSAR parameters: Start, Increment, Maximum ATR length and multiplier SMA length Risk percentage per trade This strategy is ideal for traders who want to stay aligned with the trend, automate disciplined exits, and avoid emotional decision-making. Clean, simple, and powerful. Wishing you calm and successful trades!
Pine Script®策略
由kostastrovas提供
coinbot_mr_table이 스크립트는 **"MA 리본(Moving Average Ribbon) 기반 자동매매 전략"**입니다. 이름(coinbot_mr_table)에 모든 기능이 요약되어 있습니다. coinbot: user_id, exchange, leverage 등 자동매매 봇과 연동하기 위한 웹훅(Webhook) 신호 전송 기능이 포함되어 있습니다. mr (MA Ribbon): 18개(5~90)의 이동평균선(EMA 또는 SMA)이 100 이평선을 기준으로 정배열/역배열되는지를 색상(LIME/RUBI)으로 구분하여 추세를 판단합니다. table: 전략의 백테스팅 성과(총 승률, 일일 수익률 등)를 차트 위에 '누적 통계'와 '일일 통계' 테이블로 시각화해 줍니다. 이 스크립트의 매매 로직과 자동매매 신호에 대한 자세한 설명을 한글과 영어로 각각 제공해 드립니다. 🇰🇷 한글 (Korean) 이 스크립트는 **"MA 리본(Moving Average Ribbon)"**을 핵심 엔진으로 사용하는 완전 자동매매(Autotrade) 전략 신호 생성기입니다. 이 지표의 목적은 차트에서 추세를 시각적으로 보여주는 것을 넘어, 구체적인 매매 신호(진입, 분할 익절, 손절)가 발생할 때마다 JSON 형식의 명령어를 자동매매 봇으로 전송하는 것입니다. 1. 📈 매매 전략: MA 리본 추세 추종 이 전략은 18개의 단기/중기 이동평균선(5~90)과 1개의 장기 이동평균선(100)을 사용하여 추세를 정의합니다. 100 이평선: 장기 추세를 가르는 기준선(강/약을 나누는 분수령)입니다. 18개 리본: 이 리본들이 100 이평선 위에서 모두 상승(LIME 색상)하면 '강세 추세', 아래에서 모두 하락(RUBI 색상)하면 '약세 추세'로 판단합니다. 2. 🚦 진입 및 청산 신호 이 전략은 '전환(Reversing)' 전략입니다. 즉, 롱 신호가 발생하면 숏 포지션을 종료하고 롱으로 진입하며, 그 반대도 마찬가지입니다. (항상 롱 또는 숏 포지션을 유지합니다.) 진입 신호 (Long): 추세 확정: 모든 리본이 100 이평선 위에서 '강세(LIME)'로 통일될 때. 재진입 (불타기): 강세 추세 중, 리본이 일시적으로 조정(GREEN)을 보이다가 다시 '강세(LIME)'로 복귀할 때. 진입 신호 (Short): 추세 확정: 모든 리본이 100 이평선 아래에서 '약세(RUBI)'로 통일될 때. 재진입 (물타기): 약세 추세 중, 리본이 일시적으로 반등(MAROON)하다가 다시 '약세(RUBI)'로 복귀할 때. 청산 신호 (자동매매): 진입 (ENTRY): 롱/숏 신호 발생 시, 설정한 user_id, exchange, leverage 등을 포함한 JSON 메시지를 전송합니다. 익절 (TAKE_PROFIT): 롱/숏 포지션이 사용자가 설정한 TP1, TP2, TP3 목표가에 도달하면, 설정된 물량(qty_percent)만큼 분할 익절하라는 JSON 메시지를 전송합니다. 손절 (CLOSE): 포지션이 설정한 sl_percent에 도달하면, 포지션을 즉시 종료하라는 JSON 메시지를 전송합니다. 3. 📊 핵심 기능: 통계 테이블 이 스크립트는 백테스팅 성과를 두 개의 테이블로 요약하여 차트에 실시간으로 표시합니다. 누적 통계 (Total Stats): 전체 기간의 총 진입 횟수, 승/패, 승률(Winrate), 총수익률(Total Profit) 등을 보여줍니다. 일일 통계 (Daily Stats): '오늘' 하루 동안 발생한 매매의 성과(승/패, 승률, 수익률)만 따로 집계하여 보여줍니다. 🇺🇸 영어 (English) This script is an automated trading (Autotrade) strategy signal generator based on a "Moving Average (MA) Ribbon." Its purpose extends beyond visual trend analysis; it is designed to generate specific JSON-formatted commands and send them to an automated trading bot whenever a trade signal (entry, take-profit, stop-loss) occurs. 1. 📈 Trading Strategy: MA Ribbon Trend Following This strategy uses 18 short-to-mid-term Moving Averages (5 to 90) and one long-term Moving Average (100) to define the trend. 100-MA: This acts as the baseline filter, dividing the market into a long-term bull or bear state. 18-MA Ribbon: When all 18 ribbons are above the 100-MA and rising (LIME color), it defines a 'Strong Bull Trend'. When all are below the 100-MA and falling (RUBI color), it defines a 'Strong Bear Trend'. 2. 🚦 Entry and Exit Signals This is a 'Reversing' strategy. This means when a long signal occurs, it closes any existing short position and enters long, and vice-versa. It is designed to hold a position (either long or short) at all times. Long Entry Signals: Trend Confirmation: When all ribbons unify into a 'Strong Bull' (LIME) state above the 100-MA. Re-entry (Buy the Dip): During a bull trend, if the ribbon shows a temporary pullback (GREEN) and then flips back to 'Strong Bull' (LIME). Short Entry Signals: Trend Confirmation: When all ribbons unify into a 'Strong Bear' (RUBI) state below the 100-MA. Re-entry (Sell the Rally): During a bear trend, if the ribbon shows a temporary rally (MAROON) and then flips back to 'Strong Bear' (RUBI). Exit Signals (For Automation): ENTRY: When a long/short signal occurs, it sends a JSON message with the user's user_id, exchange, leverage, etc. TAKE_PROFIT: When a position reaches the user-defined TP1, TP2, or TP3 price targets, it sends a JSON message to take profit on the specified quantity (qty_percent) for that portion. CLOSE (Stop-Loss): When a position hits the sl_percent threshold, it sends a JSON message to immediately close the entire position. 3. 📊 Key Feature: Statistics Tables The script provides two real-time summary tables on the chart to visualize backtesting performance. Cumulative Stats: Shows lifetime performance, including total trades, wins, losses, win rate, and total profit. Daily Stats: Isolates and displays the performance metrics (wins, losses, win rate, profit) for "Today's" trading activity only.
Pine Script®策略
由minji75提供
Vandan V2Vandan V2 is an automated trading strategy for NQ1! (E-mini Nasdaq-100) based on short-term mean reversion with dynamic risk control. It combines volatility filters and overbought/oversold signals to capture local market imbalances. Backtested from 2015 to 2025, it achieved a +730% total return, Profit Factor of 1.40, max drawdown of only 1.61%, and over 106,000 trades. Designed for systematic scalping or intraday arbitrage with a limit of 3 simultaneous contracts.
Pine Script®策略
由gerasymenko_nazarr提供
5
ATR BuySideATR Buyside Strategy This is a simple buy-only trading plan. It uses ATR (a tool to measure price swings) to spot when prices are rising strongly. How it works: Buy signal: Enter a long trade when the price moves above a moving support line (based on ATR) Sell signals: Close if the trend turns down (quick market sell). Stop loss: Follows the support line to protect gains. Take profit: Sell at 2 times the recent price swing (for steady wins). Settings you can change: ATR period: 13 (how many days to look back). Factor: 2.0 (makes the line wider or tighter). Use Heikin Ashi: To Filter out Noise Great for Opt premiums like NIFTY on 15min or 30m charts. Test it first—past results don't guarantee future wins. Not advice, just a tool!
Pine Script®策略
由ZzCruxVeritas提供
Tristan's Tri-band StrategyTristan's Tri-band Strategy - Confluence Trading System Strategy Overview: This strategy combines three powerful technical indicators - RSI, Williams %R, and Bollinger Bands - into a single visual trading system. Instead of cluttering your chart with separate indicator panels, all signals are displayed directly on the price chart using color-coded gradient overlays, making it easy to spot high-probability trade setups at a glance. How It Works: The strategy identifies trading opportunities when multiple indicators align (confluence), suggesting strong momentum shifts: 📈 Long Entry Signals: RSI drops to 30 or below (oversold) Williams %R reaches -80 to -100 range (oversold) Price touches or breaks below the lower Bollinger Band All three conditions must align during your selected trading session 📉 Short Entry Signals: RSI rises to 70 or above (overbought) Williams %R reaches 0 to -20 range (overbought) Price touches or breaks above the upper Bollinger Band All three conditions must align during your selected trading session Visual Indicators: (faint) Green gradients below candles = Bullish oversold conditions (buying opportunity) (faint) Red/Orange gradients above candles = Bearish overbought conditions (selling opportunity) Stacked/brighter gradients = Multiple indicators confirming the same signal (higher probability) will stack and show brighter / less faint Blue Bollinger Bands = Volatility boundaries and mean reversion zones Exit Strategy: Long trades exit when price reaches the upper Bollinger Band OR RSI becomes overbought (≥70) Short trades exit when price reaches the lower Bollinger Band OR RSI becomes oversold (≤30) Key Features: ✅ Session Filters - Trade only during NY (9:30 AM-4 PM), London (3 AM-11:30 AM), or Asia (7 PM-1 AM EST) sessions ✅ No Repainting - Signals are confirmed on candle close for realistic backtesting and live trading ✅ Customizable Parameters - Adjust RSI levels, BB standard deviations, Williams %R periods, and gradient visibility ✅ Visual Clarity - See all three indicators at once without switching between panels ✅ Built-in Alerts - Get notified when entry and exit conditions are met How to Use Effectively: Choose Your Trading Session - For day trading US stocks, enable only the NY session. For forex or 24-hour markets, select the sessions that match your schedule. Look for Gradient Stacking - The brightest, most visible gradients occur when both RSI and Williams %R signal together. These are your highest-probability setups. Confirm with Price Action - Wait for the candle to close before entering. The strategy enters on the next bar's open to prevent repainting. Respect the Bollinger Bands - Entries occur at the outer bands (price extremes), and exits occur at the opposite band or when momentum reverses. Backtest First - Test the strategy on your preferred instruments and timeframes. Works best on liquid assets with clear trends and mean reversion patterns (stocks, major forex pairs, indices). Adjust Gradient Visibility - Use the "Gradient Strength" slider (lower = more visible) to make signals stand out on your chart style. Best Timeframes: 5-minute to 1-hour charts for intraday trading; 4-hour to daily for swing trading (I have also found the 3 hour timeframe to work really well for some stocks / ETFs.) Best Markets: Liquid instruments with volatility - SPY, QQQ, major stocks, EUR/USD, GBP/USD, major indices Risk Management: This is a mean reversion strategy that works best in ranging or choppy markets. In strong trends, signals may appear less frequently. Always use proper position sizing and stop losses based on your risk tolerance. ---------------------------------------------- Note: Past performance does not guarantee future results. This strategy is provided for educational purposes. Always backtest thoroughly and practice proper risk management before live trading.RetryClaude can make mistakes. Please double-check responses. Sonnet 4.5
Pine Script®策略
由OhRayOhRay提供
NY VIX Channel Trend US Futures Day Trade StrategyNY VIX Channel Trend Strategy Summary in one paragraph Session anchored intraday strategy for index futures such as ES and NQ on one to fifteen minute charts. It acts only after the first configurable window of New York Regular Trading Hours and uses a VIX derived daily implied move to form a realistic channel from the session open. Originality comes from using a pure implied volatility yardstick as portable support and resistance, then committing in the direction of the first window close relative to the open. Add it to a clean chart and trade the simple visuals. For conservative alerts use on bar close. Scope and intent • Markets. Index futures ES and NQ • Timeframes. One to thirty minutes • Default demo. ES1 on five minutes • Purpose. Provide a portable intraday yardstick for entries and exits without curve fitting • Limits. This is a strategy. Orders are simulated on standard candles Originality and usefulness • Unique concept. A VIX only channel anchored at 09:30 New York plus a single window trend test • Addresses. False urgency at session open and unrealistic bands from arbitrary multipliers • Testability. Every input is visible and the channel is plotted so users can audit behavior • Portable yardstick. Daily implied move equals VIX percent divided by square root of two hundred fifty two • Protected status. None. Method and use are fully disclosed Method overview in plain language Take the daily VIX or VIX9D value, convert it to a daily fraction by dividing by square root of two hundred fifty two, then anchor a symmetric channel at the New York session open. Observe the first N minutes. If that window closes above the open the bias is long. If it closes below the open the bias is short. One trade per session. Exits occur at the channel boundary or at a bracket based on a user selected VIX factor. Positions are closed a set number of minutes before the session ends. Base measures Return basis. The daily implied move unit equals VIX percent divided by square root of two hundred fifty two and serves as the distance unit for targets and stops. Components • VIX Channel. Top, mid, bottom lines anchored at 09:30 New York. No extra multipliers • Window Trend. Close of the first N minutes relative to the session open sets direction • Risk Bracket. Take profit and stop loss equal to VIX unit times user factor • Session Window. Uses the exchange time of the chart Fusion rule Minimum gates count equals one. The trade only arms after the window has elapsed and a direction exists. One entry per session. Signal rule • Long when the window close is above the session open and the window has completed • Short when the window close is below the session open and the window has completed • Exit on channel touch. Long exits at the top. Short exits at the bottom • Flat thirty minutes before the session close or at the user setting Inputs with guidance Setup • Use VIX9D. Width source. Typical true for fast tone or false for baseline • Use daily OPEN. Toggle for sensitivity to overnight changes Logic • Window minutes. Five to one hundred twenty. Larger values delay entries and reduce whipsaw • VIX factor for TP. Zero point five to two. Raising it widens the profit target • VIX factor for SL. Zero point five to two. Raising it widens the stop • Exit minutes before close. Fifteen to ninety. Raising it exits earlier Properties visible in this publication • Initial capital one hundred thousand USD • Base currency USD • request.security uses lookahead off • Commission cash per contract two point five $ per each contract. Slippage one tick • Default order size method FIXED with value one contract. Pyramiding zero. Process orders on close ON. Bar magnifier OFF. Recalculate after order is filled OFF. Calc on every tick ON Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategy uses standard candles. Honest limitations and failure modes Economic releases and thin liquidity can break the channel. Very quiet regimes can reduce signal contrast. Session windows follow the exchange time of the chart. If both stop and target can be hit within one bar, assume stop first for conservative reading without bar magnifier. Works best in liquid hours of New York RTH. Very large gaps and surprise news may exceed the implied channel. Always validate on the symbols you trade. Entries and exits • Entry logic. After the first window, go long if the window close is above the session open, go short if below • Exit logic. Long exits at the channel top or at the take profit or stop. Short exits at the channel bottom or at the take profit or stop. Flat before session close by the configured minutes • Risk model. Initial stop and target based on the VIX unit times user factors. No trail and no break even. No cooldown • Tie handling. Treat as stop first for conservative interpretation Position sizing Fixed size one contract per trade. Target risk per trade should generally remain near one percent of account equity. Risk is based on the daily volatility value, the max loss from the tests for one year duration with 5min chart was 4%, while the avg loss was below <1% of the total capital. If you have any questions please let me know. Thank you for coming by !
Pine Script®策略
由exlux提供
10
High Accuracy Engulfing Strategy [PIPNEXUS]Title: EMA Engulfing Setup Description: This indicator focuses on identifying strong engulfing patterns that form around the EMA line, helping traders catch high-probability moves in line with market direction. Concept Overview: The idea is simple — when both the engulfing candle and the candle being engulfed have their bodies touching the EMA line, it often represents a key point of rejection or continuation. These areas can produce clean entries with strong momentum. How to Use: 1. Wait for a valid engulfing formation near the EMA line. Both the engulfing and the engulfed candles should have their bodies touching the EMA. 2. Enter in the direction of the engulfing candle once the pattern is confirmed. 3. For pinpoint entries, observe the market during session changes (especially in the first 3–5 minutes after a session opens). 4. For longer and more stable trades, look for the same pattern on 15-minute or 1-hour charts. 5. Always align your trades with the prevailing market structure and avoid counter-trend setups. Note: This indicator is designed for technical and educational use. It does not generate buy or sell signals automatically, nor does it guarantee performance. Use it alongside your own market analysis and proper risk management.
Pine Script®策略
由Pipnexus5提供