Mulai

Motif-Motif Chart

saodisengxiaoyu-lianghua-2.1- This indicator is a modular, signal-building framework designed to generate long and short signals by combining a chosen leading indicator with selectable confirmation filters. It runs on Pine Script version 5, overlays directly on price, and is built to be highly configurable so traders can tailor the signal logic to their market, timeframe, and trading style. It includes a dashboard to visualize which conditions are active and whether they validate a signal, and it outputs clear buy/sell labels and alert conditions so you can automate or monitor trades with confidence. Core Design - Leading Indicator: You choose one primary signal generator from a broad list (for example, Range Filter, Supertrend, MACD, RSI, Ichimoku, and many others). This serves as the anchor of the system and determines when a preliminary long or short setup exists. - Confirmation Filters: You can enable additional filters that validate the leading signal before it becomes actionable. Each “respect…” input toggles a filter on or off. These filters include popular tools like EMA, 2/3 EMA crosses, RQK (Nadaraya Watson), ADX/DMI, Bollinger-based oscillators, MACD variations, QQE, Hull, VWAP, Choppiness Index, Damiani Volatility, and more. - Signal Expiry: To avoid waiting indefinitely for confirmations, the indicator counts how many consecutive bars the leading condition holds. If confirmations do not align within a defined number of bars, the setup expires. This controls latency and helps reduce late or stale entries. - Alternating Signals: An optional mode enforces alternation (long must follow short and vice versa), helping avoid repeated entries in the same direction without a meaningful reset. - Aggregation Logic: The final long/short conditions are formed by combining the leading condition with all selected confirmation filters through logical conjunction. Only if all enabled filters validate the signal (within expiry constraints) does the indicator consider it a confirmed long or short. - Visualization and Alerts: The script plots buy/sell labels at signal points, provides alert conditions for automation, and displays a compact dashboard summarizing the leading indicator’s status and each confirmation’s pass/fail result using checkmarks. Leading Indicator Options - The indicator includes a very large menu of leading tools, each with its own logic to determine uptrend or downtrend impulses. Highlights include: - Range Filter: Uses a dynamic centerline and bands computed via conditional EMA/SMA and range sizing to define directional movement. It can operate in a default mode or an alternative “DW” mode. - Rational Quadratic Kernel (RQK): Applies a kernel smoothing model (Nadaraya Watson) to detect uptrends and downtrends with a focus on noise reduction. - Supertrend, Half Trend, SSL Channel: Classic trend-following tools that derive direction from ATR-based bands or moving average channels. - Ichimoku Cloud and SuperIchi: Multi-component systems validating trend via cloud position, conversion/base line relationships, projected cloud, and lagging span. - TSI (True Strength Index), DPO (Detrended Price Oscillator), AO (Awesome Oscillator), MACD, STC (Schaff Trend Cycle), QQE Mod: Momentum and cycle tools that parse direction from crossovers, zero-line behavior, and momentum shifts. - Donchian Trend Ribbon, Chandelier Exit: Trend and exit tools that can validate breakouts or sustained trend strength. - ADX/DMI: Measures trend strength and directional movement via +DI/-DI relationships and minimum ADX thresholds. - RSI and Stochastic: Use crossovers, level exits, or threshold filters to gate entries based on overbought/oversold dynamics or relative strength trends. - Vortex, Chaikin Money Flow, VWAP, Bull Bear Power, ROC, Wolfpack Id, Hull Suite: A diverse set of directional, momentum, and volume-based indicators to suit different markets and styles. - Trendline Breakout and Range Detector: Price-behavior filters that confirm signals during breakouts or within defined ranges. Confirmation Filters - Each filter is optional. When enabled, it must validate the leading condition for a signal to pass. Examples: - EMA Filter: Requires price to be above a specified EMA for longs and below for shorts, filtering signals that contradict broader trend or baseline levels. - 2 EMA Cross and 3 EMA Cross: Enforce moving average cross conditions (fast above slow for long, the reverse for short) or a three-line stacking logic for more stringent trend alignment. - RQK, Supertrend, Half Trend, Donchian, QQE, Hull, MACD (crossover vs. zero-line), AO (zero line or AC momentum variants), SSL: Each adds its characteristic validation pattern. - RSI family (MA cross, exits OB/OS zones, threshold levels) plus RSI MA direction and RSI/RSI MA limits: Multiple ways to constrain signals via relative strength behavior and trajectories. - Choppiness Index and Damiani Volatility: Prevent entries during ranging conditions or insufficient volatility; choppiness thresholds and volatility states gate the trade. - VWAP, Volume modes (above MA, simple up/down, delta), Chaikin Money Flow: Volume and flow conditions that ensure signals happen in supportive liquidity or accumulation/distribution contexts. - ADX/DMI thresholds: Demand a minimum trend strength and directional DI alignment to reduce whipsaw trades. - Trendline Breakout and Range Detector: Confirm that the price is breaking structure or remains within active range consistent with the leading setup. - By combining several filters you can create strict, conservative entries or looser setups depending on your goals. Range Filter Engine - A core building block, the Range Filter uses conditional EMA and SMA functions to compute adaptive bands around a dynamic centerline. It supports two types: - Type 1: The centerline updates when price exceeds the band thresholds; bands define acceptable drift ranges. - Type 2: Uses quantized steps (via floor operations) relative to the previous centerline to handle larger moves in discrete increments. - The engine offers smoothing for range values using a secondary EMA and can switch between raw and averaged outputs. Its hi/lo bands and centerline compose a corridor that defines directional movement and potential breakout confirmation. Signal Construction - The script computes: - leadinglongcond and leadingshortcond : The primary directional signals from the chosen leading indicator. - longCond and shortCond : Final signals formed by combining the leading conditions with all enabled confirmations. Each confirmation contributes a boolean gate. If a filter is disabled, it contributes a neutral pass-through, keeping the logic intact without enforcing that condition. - Expiry Logic: The code counts consecutive bars where the leading condition remains true. If confirmations do not line up within the user-defined “Signal Expiry Candle Count,” the setup is abandoned and the signal does not trigger. - Alternation: An optional state ensures that long and short signals alternate. This can reduce repeated entries in the same direction without a clear reset. - Finally, longCondition and shortCondition represent the actionable signals after expiry and alternation logic. These drive the label plotting and alert conditions. Visualization - Buy and Sell Labels: When longCondition or shortCondition confirm, the script plots annotated labels directly on the chart, making entries easy to see at a glance. The labels use color coding and clear text tags (“long” vs. “short”). - Dashboard: A table summarizes the status of the leading indicator and all confirmations. Each row shows the indicator label and whether it passed (✔️) or failed (❌) on the current bar. This intensely practical UI helps you diagnose why a signal did or did not trigger, empowering faster strategy iteration and parameter tuning. - Failed Confirmation Markers: If a setup expires (count exceeds the limit) and confirmations failed to align, the script can mark the chart with a small label and provide a tooltip listing which confirmations did not pass. It’s a helpful audit trail to understand missed trades or prevent “chasing” invalid signals. - Data Window Values: The script outputs signal states to the data window, which can be useful for debugging or building composite conditions in multi-indicator templates. Inputs and Parameters - You control the indicator from a comprehensive input panel: - Setup: Signal expiry count, whether to enforce alternating signals, and whether to display labels and the dashboard (including position and size). - Leading Indicator: Choose the primary signal generator from the large list. - Per-Filter Toggles: For each confirmation, a respect... toggle enables or disables it. Many include sub-options (like MACD type, Stochastic mode, RSI mode, ADX variants, thresholds for choppiness/volatility, etc.) to fine-tune behavior. - Range Filter Settings: Choose type and behavior; select default vs. DW mode and smoothing. The underlying functions adjust band sizes using ATR, average change, standard deviation, or user-defined scales. - Because everything is customizable, you can adapt the indicator to different assets, volatility regimes, and timeframes. Alerts and Automation - The script defines alert conditions tied to longCondition and shortCondition . You can set these alerts in your chart to trigger notifications or webhook calls for automated execution in external bots. The alert text is simple, and you can configure your own message template when creating alerts in the chart, including JSON payloads for algorithmic integration. Typical Workflow - Select a Leading Indicator aligned with your style. For trend following, Supertrend or SSL may be appropriate; for momentum, MACD or TSI; for range/trend-change detection, Range Filter, RQK, or Donchian. - Add a few key Confirmation Filters that complement the leading signal. For example: - Pair Supertrend with EMA Filter and RSI MA Direction to ensure trend alignment and positive momentum. - Combine MACD Crossover with ADX/DMI and Volume Above MA to avoid signals in low-trend or low-liquidity conditions. - Use RQK with Choppiness Index and Damiani Volatility to only act when the market is trending and volatile enough. - Set a sensible Signal Expiry Candle Count. Shorter expiry keeps entries timely and reduces lag; longer expiry captures setups that mature slowly. - Observe the Dashboard during live markets to see which filters pass or fail, then iterate. Tighten or loosen thresholds and filter combinations as needed. - For automation, turn on alerts for the final conditions and use webhook payloads to notify your trading robot. Strengths and Practical Notes - Flexibility: The indicator is a toolkit rather than a single rigid model. It lets you test different combinations rapidly and visualize outcomes immediately. - Clarity: Labels, dashboard, and failed-confirmation markers make it easy to audit behavior and refine settings without digging into code. - Robustness: The expiry and alternation options add discipline, avoiding the temptation to enter late or repeatedly in one direction without a reset. - Modular Design: The logical gates (“respect…”) make the behavior transparent: if a filter is on, it must pass; if it’s off, the signal ignores it. This keeps reasoning clean. - Avoiding Overfitting: Because you can stack many filters, it’s tempting to over-constrain signals. Start simple (one leading indicator and one or two confirmations). Add complexity only if it demonstrably improves your edge across varied market regimes. Limitations and Recommendations - No single configuration is universally optimal. Markets change; tune filters for the instrument and timeframe you trade and revisit settings periodically. - Trend filters can underperform in choppy markets; likewise, momentum filters can false-trigger in quiet periods. Consider using Choppiness Index or Damiani to gate signals by regime. - Use expiry wisely. Too short may miss good setups that need a few bars to confirm; too long may cause late entries. Balance responsiveness and accuracy. - Always consider risk management externally (position sizing, stops, profit targets). The indicator focuses on signal quality; combining it with robust trade management methods will improve results. Example Configurations - Trend-Following Setup: - Leading: Supertrend uptrend for longs and downtrend for shorts. - Confirmations: EMA Filter (price above 200 EMA for long, below for short), ADX/DMI (trend strength above threshold with +DI/-DI alignment), Volume Above MA. - Expiry: 3–4 bars to keep entries timely. - Result: Strong bias toward sustained moves while avoiding weak trends and thin liquidity. - Mean-Reversion to Momentum Crossover: - Leading: RSI exits from OB/OS zones (e.g., RSI leaves oversold for long and leaves overbought for short). - Confirmations: 2 EMA Cross (fast crossing slow in the same direction), MACD zero-line behavior for added momentum validation. - Expiry: 2–3 bars for responsive re-entry. - Result: Captures momentum transitions after short-term extremes, with extra confirmation to reduce head-fakes. - Range Breakout Focus: - Leading: Range Filter Type 2 or Donchian Trend Ribbon to detect breakouts. - Confirmations: Damiani Volatility (avoid low-volatility false breaks), Choppiness Index (prefer trend-ready states), ROC positive/negative threshold. - Expiry: 1–3 bars to act on breakout windows. - Result: Better alignment to breakout dynamics, gating trades by volatility and regime. Conclusion - This indicator is a comprehensive, configurable framework that merges a chosen leading signal with an array of corroborating filters, disciplined expiry handling, and intuitive visualization. It’s designed to help you build high-quality entry signals tailored to your approach, whether that’s trend-following, breakout trading, momentum capturing, or a hybrid. By surfacing pass/fail states in a dashboard and allowing alert-based automation, it bridges the gap between discretionary analysis and systematic execution. With sensible parameter tuning and thoughtful filter selection, it can serve as a robust backbone for signal generation across diverse instruments and timeframes.
Strategi Pine Script®
oleh saodisengSeven
Enhanced OB Retest Strategy v7.0The OB Retest Strategy is a full Order Block retest trading system that detects, plots, and trades OB zones across multiple timeframes. It uses structure breaks, retrace depth, and ATR filters to identify strong reversal or continuation setups. ⸻ ⚙️ Core Features • Multi-timeframe OB detection using break-of-structure (BOS) logic • Automatic zone creation for bullish and bearish order blocks • Smart merging of overlapping OB zones • Dynamic flip-zone logic that turns invalidated OBs into new zones • Wick zone detection for high-precision entries • ATR-based trailing stop and optional breakeven • Adjustable retrace depth, breakout %, and ATR filters • Built-in performance table showing PnL, win rate, and total trades • Fully backtestable with date range and commission control ⸻ 🧠 Logic Summary 1. Detects a BOS on the higher timeframe. 2. Identifies the last opposing candle as the valid OB. 3. Validates the OB based on ATR size and breakout strength. 4. Waits for price to retest the zone to a set depth. 5. Executes trades and manages exits using trailing stop or breakeven. 6. Flips invalidated zones automatically. ⸻ 💡 Usage Tips • Best used on 1H to 4H charts for swing setups. • Tune ATR and breakout thresholds for your market’s volatility. • Combine with higher-timeframe bias or liquidity levels for better accuracy. ⸻ ⚠️ Notes • For educational and testing purposes only. • Backtested results do not predict future performance. • Always test before live use.
Strategi Pine Script®
oleh averagemouse954
5
TriAnchor Elastic Reversion US Market SPY and QQQ adaptedSummary in one paragraph Mean-reversion strategy for liquid ETFs, index futures, large-cap equities, and major crypto on intraday to daily timeframes. It waits for three anchored VWAP stretches to become statistically extreme, aligns with bar-shape and breadth, and fades the move. Originality comes from fusing daily, weekly, and monthly AVWAP distances into a single ATR-normalized energy percentile, then gating with a robust Z-score and a session-safe gap filter. Scope and intent • Markets: SPY QQQ IWM NDX large caps liquid futures liquid crypto • Timeframes: 5 min to 1 day • Default demo: SPY on 60 min • Purpose: fade stretched moves only when multi-anchor context and breadth agree • Limits: strategy uses standard candles for signals and orders only Originality and usefulness • Unique fusion: tri-anchor AVWAP energy percentile plus robust Z of close plus shape-in-range gate plus breadth Z of SPY QQQ IWM • Failure mode addressed: chasing extended moves and fading during index-wide thrusts • Testability: each component is an input and visible in orders list via L and S tags • Portable yardstick: distances are ATR-normalized so thresholds transfer across symbols • Open source: method and implementation are disclosed for community review Method overview in plain language Base measures • Range basis: ATR(length = atr_len) as the normalization unit • Return basis: not used directly; we use rank statistics for stability Components • Tri-Anchor Energy: squared distances of price from daily, weekly, monthly AVWAPs, each divided by ATR, then summed and ranked to a percentile over base_len • Robust Z of Close: median and MAD based Z to avoid outliers • Shape Gate: position of close inside bar range to require capitulation for longs and exhaustion for shorts • Breadth Gate: average robust Z of SPY QQQ IWM to avoid fading when the tape is one-sided • Gap Shock: skip signals after large session gaps Fusion rule • All required gates must be true: Energy ≥ energy_trig_prc, |Robust Z| ≥ z_trig, Shape satisfied, Breadth confirmed, Gap filter clear Signal rule • Long: energy extreme, Z negative beyond threshold, close near bar low, breadth Z ≤ −breadth_z_ok • Short: energy extreme, Z positive beyond threshold, close near bar high, breadth Z ≥ +breadth_z_ok What you will see on the chart • Standard strategy arrows for entries and exits • Optional short-side brackets: ATR stop and ATR take profit if enabled Inputs with guidance Setup • Base length: window for percentile ranks and medians. Typical 40 to 80. Longer smooths, shorter reacts. • ATR length: normalization unit. Typical 10 to 20. Higher reduces noise. • VWAP band stdev: volatility bands for anchors. Typical 2.0 to 4.0. • Robust Z window: 40 to 100. Larger for stability. • Robust Z entry magnitude: 1.2 to 2.2. Higher means stronger extremes only. • Energy percentile trigger: 90 to 99.5. Higher limits signals to rare stretches. • Bar close in range gate long: 0.05 to 0.25. Larger requires deeper capitulation for longs. Regime and Breadth • Use breadth gate: on when trading indices or broad ETFs. • Breadth Z confirm magnitude: 0.8 to 1.8. Higher avoids fighting thrusts. • Gap shock percent: 1.0 to 5.0. Larger allows more gaps to trade. Risk — Short only • Enable short SL TP: on to bracket shorts. • Short ATR stop mult: 1.0 to 3.0. • Short ATR take profit mult: 1.0 to 6.0. Properties visible in this publication • Initial capital: 25000USD • Default order size: Percent of total equity 3% • Pyramiding: 0 • Commission: 0.03 percent • Slippage: 5 ticks • Process orders on close: OFF • Bar magnifier: OFF • Recalculate after order is filled: OFF • Calc on every tick: OFF • request.security lookahead off where used Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Fills and slippage vary by venue • Shapes can move during bar formation and settle on close • Standard candles only for strategies Honest limitations and failure modes • Economic releases or very thin liquidity can overwhelm mean-reversion logic • Heavy gap regimes may require larger gap filter or TR-based tuning • Very quiet regimes reduce signal contrast; extend windows or raise thresholds Open source reuse and credits • None Strategy notice Orders are simulated by TradingView on standard candles. request.security uses lookahead off where applicable. Non-standard charts are not supported for execution. Entries and exits • Entry logic: as in Signal rule above • Exit logic: short side optional ATR stop and ATR take profit via brackets; long side closes on opposite setup • Risk model: ATR-based brackets on shorts when enabled • Tie handling: stop first when both could be touched inside one bar Dataset and sample size • Test across your visible history. For robust inference prefer 100 plus trades.
Strategi Pine Script®
oleh exlux
2
Aurum DCX AVE Gold and Silver StrategySummary in one paragraph Aurum DCX AVE is a volatility break strategy for gold and silver on intraday and swing timeframes. It aligns a new Directional Convexity Index with an Adaptive Volatility Envelope and an optional USD/DXY bias so trades appear only when direction quality and expansion agree. It is original because it fuses three pieces rarely combined in one model for metals: a convexity aware trend strength score, a percentile based envelope that widens with regime heat, and an intermarket DXY filter. Scope and intent • Markets. Gold and silver futures or spot, other liquid commodities, major indices • Timeframes. Five minutes to one day. Defaults to 30min for swing pace • Default demo used in this publication. TVC:GOLD on 30m • Purpose. Enter confirmed volatility breaks while muting chop using regime heat and USD bias • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique fusion. DCX combines DI strength with path efficiency and curvature. AVE blends ATR with a high TR percentile and widens with DCX heat. DXY adds an intermarket bias • Failure mode addressed. False starts inside compression and unconfirmed breakouts during USD swings • Testability. Each component has a named input. Entry names L and S are visible in the list of trades • Portable yardstick. Weekly ATR for stops and R multiples for targets • Open source. Method and implementation are disclosed for community review Method overview in plain language You score direction quality with DCX, size an adaptive envelope with a blend of ATR and a high TR percentile, and only allow breaks that clear the band while DCX is above a heat threshold in the same direction. An optional DXY filter favors long when USD weakens and short when USD strengthens. Orders are bracketed with a Weekly ATR stop and an R multiple target, with optional trailing to the envelope. Base measures • Range basis. True Range and ATR over user windows. A high TR percentile captures expansion tails used by AVE • Return basis. Not required Components • Directional Convexity Index DCX. Measures directional strength with DX, multiplies by path efficiency, blends a curvature term from acceleration, scales to 0 to 100, and uses a rise window • Adaptive Volatility Envelope AVE. Midline ALMA or HMA or EMA plus bands sized by a blend of ATR and a high TR percentile. The blend weight follows volatility of volatility. Band width widens with DCX heat • DXY Bias optional. Daily EMA trend of DXY. Long bias when USD weakens. Short bias when USD strengthens • Risk block. Initial stop equals Weekly ATR times a multiplier. Target equals an R multiple of the initial risk. Optional trailing to AVE band Fusion rule • All gates must pass. DCX above threshold and rising. Directional lead agrees. Price breaks the AVE band in the same direction. DXY bias agrees when enabled Signal rule • Long. Close above AVE upper and DCX above threshold and DCX rising and plus DI leads and DXY bias is bearish • Short. Close below AVE lower and DCX above threshold and DCX falling and minus DI leads and DXY bias is bullish • Exit and flip. Bracket exit at stop or target. Optional trailing to AVE band Inputs with guidance Setup • Symbol. Default TVC:GOLD (Correlation Asset for internal logic) • Signal timeframe. Blank follows the chart • Confirm timeframe. Default 1 day used by the bias block Directional Convexity Index • DCX window. Typical 10 to 21. Higher filters more. Lower reacts earlier • DCX rise bars. Typical 3 to 6. Higher demands continuation • DCX entry threshold. Typical 15 to 35. Higher avoids soft moves • Efficiency floor. Typical 0.02 to 0.06. Stability in quiet tape • Convexity weight 0..1. Typical 0.25 to 0.50. Higher gives curvature more influence Adaptive Volatility Envelope • AVE window. Typical 24 to 48. Higher smooths more • Midline type. ALMA or HMA or EMA per preference • TR percentile 0..100. Typical 75 to 90. Higher favors only strong expansions • Vol of vol reference. Typical 0.05 to 0.30. Controls how much the percentile term weighs against ATR • Base envelope mult. Typical 1.4 to 2.2. Width of bands • Regime adapt 0..1. Typical 0.6 to 0.95. How much DCX heat widens or narrows the bands Intermarket Bias • Use DXY bias. Default ON • DXY timeframe. Default 1 day • DXY trend window. Typical 10 to 50 Risk • Risk percent per trade. Reporting field. Keep live risk near one to two percent • Weekly ATR. Default 14. Basis for stops • Stop ATR weekly mult. Typical 1.5 to 3.0 • Take profit R multiple. Typical 1.5 to 3.0 • Trail with AVE band. Optional. OFF by default Properties visible in this publication • Initial capital. 20000 • Base currency. USD • request.security lookahead off everywhere • Commission. 0.03 percent • Slippage. 5 ticks • Default order size method percent of equity with value 3% of the total capital available • Pyramiding 0 • Process orders on close ON • Bar magnifier ON • Recalculate after order is filled OFF • Calc on every tick OFF Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Strategies use standard candles for signals and orders only Honest limitations and failure modes • Economic releases and thin liquidity can break assumptions behind the expansion logic • Gap heavy symbols may prefer a longer ATR window • Very quiet regimes can reduce signal contrast. Consider higher DCX thresholds or wider bands • Session time follows the exchange of the chart and can change symbol to symbol • Symbol sensitivity is expected. Use the gates and length inputs to find stable settings Open source reuse and credits • None Mode Public open source. Source is visible and free to reuse within TradingView House Rules Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Strategi Pine Script®
oleh exlux
2
FluxGate Daily Swing StrategySummary in one paragraph FluxGate treats long and short as different ecosystems. It runs two independent engines so the long side can be bold when the tape rewards upside persistence while the short side can stay selective when downside is messy. The core reads three directional drivers from price geometry then removes overlap before gating with clean path checks. The complementary risk module anchors stop distance to a higher timeframe ATR so a unit means the same thing on SPY and BTC. It can add take profit breakeven and an ATR trail that only activates after the trade earns it. If a stop is hit the strategy can re enter in the same direction on the next bar with a daily retry cap that you control. Add it to a clean chart. Use defaults to see the intended behavior. For conservative workflows evaluate on bar close. Scope and intent • Markets. Large cap equities and liquid ETFs major FX pairs US index futures and liquid crypto pairs • Timeframes. From one minute to daily • Default demo in this publication. SPY on one day timeframe • Purpose. Reduce false starts without missing sustained trends by fusing independent drivers and suppressing activity when the path is noisy • Limits. This is a strategy. Orders are simulated on standard candles. Non standard chart types are not supported for execution Originality and usefulness • Unique fusion. FluxGate extracts three drivers that look at price from different angles. Direction measures slope of a smoothed guide and scales by realized volatility so a point of slope does not mean a different thing on different symbols. Persistence looks at short sign agreement to reward series of closes that keep direction. Curvature measures the second difference of a local fit to wake up during convex pushes. These three are then orthonormalized so a strong reading in one does not double count through another. • Gates that matter. Efficiency ratio prefers direct paths over treadmills. Entropy turns up versus down frequency into an information read. Light fractal cohesion punishes wrinkly paths. Together they slow the system in chop and allow it to open up when the path is clean. • Separate long and short engines. Threshold tilts adapt to the skew of score excursions. That lets long engage earlier when upside distribution supports it and keeps short cautious where downside surprise and venue frictions are common. • Practical risk behavior. Stops are ATR anchored on a higher timeframe so the unit is portable. Take profit is expressed in R so two R means the same concept across symbols. Breakeven and trailing only activate after a chosen R so early noise does not squeeze a good entry. Re entry after stop lets the system try again without you babysitting the chart. • Testability. Every major window and the aggression controls live in Inputs. There is no hidden magic number. Method overview in plain language Base measures • Return basis. Natural log of close over prior close for stability and easy aggregation through time. Realized volatility is the standard deviation of returns over a moving window. • Range basis for risk. ATR computed on a higher timeframe anchor such as day week or month. That anchor is steady across venues and avoids chasing chart specific quirks. Components • Directional intensity. Use an EMA of typical price as a guide. Take the day to day slope as raw direction. Divide by realized volatility to get a unit free measure. Soft clip to keep outliers from dominating. • Persistence. Encode whether each bar closed up or down. Measure short sign agreement so a string of higher closes scores better than a jittery sequence. This favors push continuity without guessing tops or bottoms. • Curvature. Fit a short linear regression and compute the second difference of the fitted series. Strong curvature flags acceleration that slope alone may miss. • Efficiency gate. Compare net move to path length over a gate window. Values near one indicate direct paths. Values near zero indicate treadmill behavior. • Entropy gate. Convert up versus down frequency into a probability of direction. High entropy means coin toss. The gate narrows there. • Fractal cohesion. A light read of path wrinkliness relative to span. Lower cohesion reduces the urge to act. • Phase assist. Map price inside a recent channel to a small signed bias that grows with confidence. This helps entries lean toward the right half of the channel without becoming a breakout rule. • Shock control. Compare short volatility to long volatility. When short term volatility spikes the shock gate temporarily damps activity so the system waits for pressure to normalize. Fusion rule • Normalize the three drivers after removing overlap • Blend with weights that adapt to your aggression input • Multiply by the gates to respect path quality • Smooth just enough to avoid jitter while keeping timing responsive • Compute an adaptive mean and deviation of the score and set separate long and short thresholds with a small tilt informed by skew sign • The result is one long score and one short score that can cross their thresholds at different times for the same tape which is a feature not a bug Signal rule • A long suggestion appears when the long score crosses above its long threshold while all gates are active • A short suggestion appears when the short score crosses below its short threshold while all gates are active • If any required gate is missing the state is wait • When a position is open the status is in long or in short until the complementary risk engine exits or your entry mode closes and flips Inputs with guidance Setup Long • Base length Long. Master window for the long engine. Typical range twenty four to eighty. Raising it improves selectivity and reduces trade count. Lowering it reacts faster but can increase noise • Aggression Long. Zero to one. Higher values make thresholds more permissive and shorten smoothing Setup Short • Base length Short. Master window for the short engine. Typical range twenty eight to ninety six • Aggression Short. Zero to one. Lower values keep shorts conservative which is often useful on upward drifting symbols Entries and UI • Entry mode. Both or Long only or Short only Complementary risk engine • Enable risk engine. Turns on bracket exits while keeping your signal logic untouched • ATR anchor timeframe. Day Week or Month. This sets the structural unit of stop distance • ATR length. Default fourteen • Stop multiple. Default one point five times the anchor ATR • Use take profit. On by default • Take profit in R. Default two R • Breakeven trigger in R. Default one R Usage recipes Intraday trend focus • Entry mode Both • ATR anchor Week • Aggression Long zero point five Aggression Short zero point three • Stop multiple one point five Take profit two R • Expect fewer trades that stick to directional pushes and skip treadmill noise Intraday mean reversion focus • Session windows optional if you add them in your copy • ATR anchor Day • Lower aggression both sides • Breakeven later and trailing later so the first bounce has room • This favors fade entries that still convert into trends when the path stays clean Swing continuation • Signal timeframe four hours or one day • Confirm timeframe one day if you choose to include bias • ATR anchor Week or Month • Larger base windows and a steady two R target • This accepts fewer entries and aims for larger holds Properties visible in this publication • Initial capital 25.000 • Base currency USD • Default order size percent of equity value three - 3% of the total capital • Pyramiding zero • Commission zero point zero three percent - 0.03% of total capital • Slippage five ticks • Process orders on close off • Recalculate after order is filled off • Calc on every tick off • Bar magnifier off • Any request security calls use lookahead off everywhere Realism and responsible publication • No performance promises. Past results never guarantee future outcomes • Fills and slippage vary by venue and feed • Strategies run on standard candles only • Shapes can update while a bar is forming and settle on close • Keep risk per trade sensible. Around one percent is typical for study. Above five to ten percent is rarely sustainable Honest limitations and failure modes • Sudden news and thin liquidity can break assumptions behind entropy and cohesion reads • Gap heavy symbols often behave better with a True Range basis for risk than a simple range • Very quiet regimes can reduce score contrast. Consider longer windows or higher thresholds when markets sleep • Session windows follow the exchange time of the chart if you add them • If stop and target can both be inside a single bar this strategy prefers stop first to keep accounting conservative Open source reuse and credits • No reused open source beyond public domain building blocks such as ATR EMA and linear regression concepts Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on history and in simulation with realistic costs
Strategi Pine Script®
oleh exlux
XqKtPvRwSd-StrategyTradingView Pine Script Suite (v4.0) — General Overview Purpose A modular indicator and strategy suite designed for crypto markets, focusing on trend detection, momentum, range visualization, and signal generation. The suite supports popular symbols (BTC, ETH, BNB, SOL, DOGE) and offers flexible visualization and alert options. Main Components - v4.0-indicator: Multi-signal display for monitoring market conditions and trend bias. - v4.0-watch-15m: Watchlist-style indicator with symbol-aware auto-tuning and optional chart timeframe adaptation. - v4.0-strategy: Backtestable strategy using a unified, SuperTrend-based trend determination for entries/exits. - v4.0-range: Range and structure visualization with dynamic lines, zones, and basic breakout cues. - Two Poles.pinescript and fengzi/Two Poles Trend: Low-lag trend and smoothing filters for stability. - supertrend.pinescript: SuperTrend variations used across the suite for direction and stops. - fengzi utilities: - Hann Window FIR Filter: Denoising and smoothing to reduce noise without excessive lag. - Heatmap + Hann Resonance: Visual heat/energy mapping for momentum and resonance cues. - Heatmap Trailing Stop with Breakouts: Trailing stop framework with breakout detection. - Additional modules: super Z, AI JX, v3.2, and 4.0.pinescript (combined or experimental entries). Key Features - Unified Trend Logic: Strategy and visual components rely on a consistent SuperTrend-based direction model, improving clarity and consistency. - Adaptive Timeframe: Option to use the chart’s timeframe; parameters scale from a 15m baseline to maintain relative behavior. - Symbol Auto-Tuning: Default parameter sets are tailored for common crypto symbols; manual overrides are available. - RSI Top/Bottom Hints: Optional dynamic cues for potential peaks in uptrends and troughs in downtrends; can contribute to scoring and alerts. - Visual Customization: Configurable markers (arrows, dots, crosses), colors, line widths, and subtle background highlighting. - Scoring and Clustering: Combines checks into a simplified score and clusters signals to reduce noise. - Alerts: Supports TradingView alerts for entries, exits, and RSI hints. - Compatibility: Designed to compile across common Pine versions and avoid local-scope plotting issues. Basic Usage - Add the indicator or strategy to your chart depending on your goal (monitoring vs. backtesting). - Choose to follow the chart’s timeframe or set a working timeframe manually. - Keep symbol auto-tuning enabled for a balanced default, or adjust parameters to match your preferences. - Toggle optional modules (RSI hints, scoring contribution, visualization) based on your needs. - For strategies, run backtests across your target period and review performance metrics (win rate, drawdown, and trade frequency). Configuration Guidelines - For earlier entries: lower SuperTrend period or multiplier; relax RSI thresholds. - For more conservative behavior: increase SuperTrend period or multiplier; tighten thresholds; use stricter RSI logic. - For cleaner signals: rely on the unified trend and consider limiting trades during extreme volatility or illiquid sessions. Outputs - Trend markers and lines indicating bullish/bearish bias and reversals. - Range drawings with dynamic line coordinates, zones, and visual cues for consolidations and breakouts. - Optional multi-timeframe dashboard-style summaries where applicable. Extensibility - Parameters and defaults can be extended for additional symbols and styles. - Optional weighting or neutrality rules can be added to trend logic if you prefer stricter confirmation. - Additional filters (volatility, session, volume) can be integrated to refine entries and exits. Notes - Not financial advice; backtest thoroughly before using any strategy live. - Performance and signal quality vary by symbol, timeframe, and market conditions; adjust parameters as needed. - Pine version differences may require minor adjustments; keep your environment up to date.
Strategi Pine Script®
oleh taozitong
ProbRSI Adaptive SPY and QQQ Swing One Hour Strategy Summary in one paragraph A probabilistic RSI engine for large cap ETFs and index names on intraday and swing timeframes. It converts ATR scaled returns into a 0 to 100 probability line, adapts its smoothing from path efficiency, and gates flips with simple percent levels. It is original because it fuses three pieces that traders rarely combine in one signal line: ATR normalized return probability, curvature compression, and per bar adaptive EMA. Add it to a clean chart, keep the default one hour signal on QQQ, and read the entry and exit markers generated by the strategy. For conservative alerts select on bar close. Scope and intent • Markets. Major ETFs and large cap equities. Index futures. Liquid crypto. Major FX pairs • Timeframes. One minute to daily. Defaults to one hour for swing pace • Default demo used in this publication. SPY/QQQ on one hour • Purpose. Reduce false flips by adapting to path efficiency and by gating long and short separately • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique fusion. Logistic probability of ATR scaled returns with arcsine pre transform, optional curvature compression, and per bar adaptive EMA steered by an efficiency ratio • Failure mode addressed. Fast whips in congestion and late entries after spikes • Testability. Each component has a named input and can be tuned directly. Entry names Long and Short are visible in the list of trades • Portable yardstick. ATR scaled return is a common unit across symbols and venues • Protected rationale. The code stays protected to preserve implementation details of the adaptive engine and curvature assist while the method and usage are fully explained here for community review Method overview in plain language You convert raw returns into a probability scale, adapt the smoothing to the straightness of the path, and only allow flips when a simple gate is satisfied. The probability line crosses its own EMA to generate signals. When the cross happens below a short gate or above a long gate, the flip is allowed. Otherwise it is ignored. Base measures • Return basis. Close minus prior close normalized by ATR, then arcsine to damp large steps. ATR window is set by ATR length. Sensitivity is adjusted by an ATR scale input • Probability map. A logistic function maps the normalized return to 0 to 1 which becomes 0 to 100 after scaling Components • Probability core. Logistic probability of ATR scaled returns. Higher values imply upside pressure. Smoothed by an adaptive EMA • Curvature assist optional. A curvature proxy compresses extreme spikes toward neutral. Useful after news bars. Weight controls strength • Efficiency ratio. A path efficiency score from 0 to 1 extends the smoothing length during noisy paths and shortens it during directional paths • Signal line. An EMA of the probability line creates the reference for cross up and cross down • Gates. Two simple percent levels define when long and short flips are allowed Fusion rule • The adaptive EMA length is computed as a linear map between a minimum and a maximum bound based on one minus efficiency • If curvature assist is enabled the probability is adjusted by a small counter spike term • Final probability is compared to its EMA Signal rule • Long. A long entry is suggested when probability crosses above the signal line and the current probability is above the Long gate level • Short. A short entry is suggested when probability crosses below the signal line and the current probability is below the Short gate level • Exit and flip. When an opposite entry condition appears the current position is closed and a new position opens in the opposite direction What you will see on the chart • Strategy markers on suggestion bars. Orders named Long and Short • Exit marker when the opposite signal closes the open side • No table by design. All tuning lives in Inputs for a clean chart Inputs with guidance Market TF • Symbol. Series used for oscillator computation. Use the instrument you trade or a close proxy • Signal timeframe. Timeframe where the oscillator is evaluated. Leave blank to follow the chart Core • Price source. Series used for returns. Typical choice close • Base length. Fallback EMA length used when adaptation is off. Typical range 20 to 200. Larger smooths more • ATR length. Window for ATR that scales returns. Typical range 10 to 30. Larger normalizes more and lowers sensitivity • Logit sharpness. Steepness of the logistic link. Typical range 1 to 8. Raising it reacts more to the same input • ATR scale. Extra divisor on ATR. Typical range 0.5 to 2. Smaller is more sensitive • Signal length. EMA of the probability line. Typical range 5 to 20. Larger gives fewer flips • Long gate. Allow long flips only above this level. Typical range 20 to 40 • Short gate. Allow short flips only below this level. Typical range 20 to 40 Adaptive • Adaptive smoothing. If on, the efficiency ratio controls the per bar EMA length • Min effective length. Lower bound of adaptive EMA. Typical range 5 to 50 • Max effective length. Upper bound of adaptive EMA. Typical range 50 to 300 • Efficiency window. Window for efficiency ratio. Typical range 30 to 100 Shape Assist • Curvature influence. If on, extreme spikes are nudged toward neutral • Curvature weight. Strength of compression. Typical range 0.1 to 0.3 Properties visible in this publication • Initial capital. 25000 • Base currency. USD • request.security lookahead off everywhere • Commission. 0.03 percent • Slippage. 5 ticks • Default order size method percent of equity with value 3 for realistic testing • 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. Past results never guarantee future outcomes • Shapes can move while a bar forms and settle on close • Strategies use standard candles for signals and orders only Honest limitations and failure modes • Economic releases and thin liquidity can break assumptions behind the curvature assist • Gap heavy symbols may prefer a longer ATR window • Very quiet regimes can reduce signal contrast. Consider higher gates or longer signal length • Session time follows the exchange of the chart and can change symbol to symbol • Symbol sensitivity is expected. Use the gates and length inputs to find stable settings • Past results never guarantee future outcomes Open source reuse and credits • None Mode Public protected. Source is hidden while access is free. Implementation detail remains private. Method and use are fully disclosed here Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Strategi Pine Script®
oleh exlux
2
MACD + Supertrend + DEMA StrategySTRATEGY 📊 STRATEGY LOGIC: Long Entry: When ALL of these occur simultaneously: MACD histogram crosses above 0 Supertrend is bullish (green) Short DEMA > Long DEMA Short Entry: When ALL of these occur simultaneously: MACD histogram crosses below 0 Supertrend is bearish (red) Short DEMA < Long DEMA Exits: Based on your TP/SL percentages from entry price This follows the same clean structure as your MACD strategy but adds the alignment concept and proper risk management!
Strategi Pine Script®
oleh bdmasood
USDJPY MA Zone Entry Strategy USD/JPY tested only.A consistent strategy that gives me alerts each time my conditions are met. I am a funded prop firm trader. this strategy gives 45-70% annual returns. the sequence for this strategy is: After 4 stop loss hits, place a trade on the NEXT ENTRY ALERT ONCE: (-.188) pips draw back towards the stop loss. (this turns the Strat from 1-3 RISK/REWARD to 1-7+ RISK/REWARD). keep the Stop Loss the same (-.300) away from your entry. Take Profit placed at (+1.488) from entry. if 3 losses in a row happens AFTER you've followed these instructions, don't trade again UNTIL the strategy has a TAKE PROFIT gain, then the sequence starts over again. that is this strategies losing streak. after that streak is over. the strategy will be back to give you profits.
Strategi Pine Script®
oleh theprocess223
TEMA 20/34/55 Strategie mit Buy & SellThis indicator uses three Triple Exponential Moving Averages (TEMA) with periods 20 (green), 34 (blue), and 55 (red) to identify trend direction. A buy signal is generated when TEMA20 crosses above TEMA34 and TEMA34 crosses above TEMA55 (bullish trend start). A sell signal is generated when TEMA20 crosses below TEMA34 and TEMA34 crosses below TEMA55 (bearish trend start). The strategy enters long and short positions with configurable stop loss and take profit levels. Ideal for trend following and suitable for intraday or swing trading.
Strategi Pine Script®
oleh Keulemr
D Money – EMA/TEMA Touch Strategy (Distance) What it’s trying to capture You want mean-reversion “tags” back to a moving average after price has stretched away and momentum flips: Bearish setup (short): price has been above EMA(9) for a few bars, then MACD turns bearish, and price is far enough above the EMA (by an adaptive threshold). Exit when price tags the EMA. Bullish setup (long): price has been below your chosen TEMA rail (actually an EMA of 50/100/200 you pick) for a few bars, then MACD turns bullish, and price is far enough below that TEMA. Exit when price tags that TEMA. The moving averages it uses EMA(9) — your fast “tag” for short take-profits. “TEMA line” input = one of EMA(50) / EMA(100) / EMA(200). (Labelled “Chosen TEMA” in the plot; it’s an EMA rail you pick.) When it will enter trades It requires four things per side: Short (EMA-Touch Short) MACD bearish cross on the signal bar If “Require NO MA touch on cross bar” = true, the bar’s low must be above EMA(9), so it didn’t touch EMA on the cross bar (fake-out guard). Extension/Context: you’ve had at least barsAbove consecutive closes above EMA(9) (default 3), so it’s truly stretched. Distance test: absolute % distance from price to EMA(9) must be ≥ minDistEMA_eff (an adaptive threshold; details below). Bounce filter: there was no bullish bounce off the EMA in the last bounceLookback bars (excluding the current one). If all pass and you’re inside the backtest window → strategy.entry short. Long (TEMA-Touch Long) MACD bullish cross on the signal bar With the same fake-out guard: the bar’s high must be below the chosen TEMA if the guard is on. Extension/Context: at least barsAbove consecutive closes below the chosen TEMA. Distance test: absolute % distance from price to TEMA must be ≥ minDistTEMA_eff (adaptive). Bounce filter: there was no bearish bounce off the TEMA in the last bounceLookback bars. If all pass and you’re in the window → strategy.entry long. MACD timing option: If Pure MACD Timing = ON, it only checks for the cross. If OFF (default), it also enforces “no touch on the cross bar” if that checkbox is true. That’s your “fake-out” filter. The adaptive distance threshold (the “secret sauce”) You can choose how “far enough away” is determined—per side: Fixed % Short uses Fixed: Min distance ABOVE EMA (%) Long uses Fixed: Min distance BELOW TEMA (%) Auto (ATR%) (default) Short threshold = max(floorEMA, kAtrShort × ATR%) Long threshold = max(floorTEMA, kAtrLong × ATR%) This scales distance by recent volatility, with a floor. Auto (AvgDist%) Short threshold = max(floorEMA, kAvgShort × average(|Dist to EMA|) over avgLen) Long threshold = max(floorTEMA, kAvgLong × average(|Dist to TEMA|) over avgLen) This adapts to the instrument’s typical stretch away from the rails. These become minDistEMA_eff and minDistTEMA_eff and are re-computed each bar. Fake-out / bounce logic (the “don’t get tricked” part) A touch means the bar’s high/low overlapped the MA ± a small buffer % (touchBufPct). A bounce is a touch plus a close on the “wrong” side (e.g., touch EMA and close above it on shorts = bullish bounce). The script blocks entries if a bounce happened within bounceLookback bars (excluding the current signal bar). Exits & risk Take profit: when price touches the target MA: Short TP = touch EMA(9) Long TP = touch chosen TEMA Stop loss: either ATR stop: entry ± (atrMultStop × ATR) (default ON), or Percent stop: entry × (1±stopPct%) Time stop: if timeExitBars > 0, close after that many bars if still open. Quality-of-life features Backtest window (btFrom, btTo) so you can limit evaluation. Labels on signal bars that show: MACD bucket (Small/Moderate/HUGE/Violent — based on % separation on the bar), the current absolute distance to the target MA, and the effective minimum the engine used (plus which engine mode). Data Window fields so you can audit: abs distance to EMA/TEMA, the effective min distance used on each side, ATR%, average absolute distances (for the AvgDist mode). Alerts fire when a short/long signal is confirmed. Optional debug panel to see the exact booleans & thresholds the bar had. Quick mental model Are we properly stretched away from the rail (by an adaptive threshold) and held on that side for a few bars? Did MACD flip the way we want without price already tagging the rail that bar? Have we avoided recent bounces off that rail (no fake-out)? → If yes, enter and aim for a tag back to the rail, with ATR/% stop and optional time stop. If you want, I can add a simple on-chart “rating” (0–100) similar to your Python scorer (distance beyond min, MACD bucket, extension streak) so you can visually rank signals in TradingView too.
Strategi Pine Script®
oleh dareolowoniyi
Quantum Flux Universal Strategy Summary in one paragraph Quantum Flux Universal is a regime switching strategy for stocks, ETFs, index futures, major FX pairs, and liquid crypto on intraday and swing timeframes. It helps you act only when the normalized core signal and its guide agree on direction. It is original because the engine fuses three adaptive drivers into the smoothing gains itself. Directional intensity is measured with binary entropy, path efficiency shapes trend quality, and a volatility squash preserves contrast. Add it to a clean chart, watch the polarity lane and background, and trade from positive or negative alignment. For conservative workflows use on bar close in the alert settings when you add alerts in a later version. Scope and intent • Markets. Large cap equities and ETFs. Index futures. Major FX pairs. Liquid crypto • Timeframes. One minute to daily • Default demo used in the publication. QQQ on one hour • Purpose. Provide a robust and portable way to detect when momentum and confirmation align, while dampening chop and preserving turns • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique concept or fusion. The novelty sits in the gain map. Instead of gating separate indicators, the model mixes three drivers into the adaptive gains that power two one pole filters. Directional entropy measures how one sided recent movement has been. Kaufman style path efficiency scores how direct the path has been. A volatility squash stabilizes step size. The drivers are blended into the gains with visible inputs for strength, windows, and clamps. • What failure mode it addresses. False starts in chop and whipsaw after fast spikes. Efficiency and the squash reduce over reaction in noise. • Testability. Every component has an input. You can lengthen or shorten each window and change the normalization mode. The polarity plot and background provide a direct readout of state. • Portable yardstick. The core is normalized with three options. Z score, percent rank mapped to a symmetric range, and MAD based Z score. Clamp bounds define the effective unit so context transfers across symbols. Method overview in plain language The strategy computes two smoothed tracks from the chart price source. The fast track and the slow track use gains that are not fixed. Each gain is modulated by three drivers. A driver for directional intensity, a driver for path efficiency, and a driver for volatility. The difference between the fast and the slow tracks forms the raw flux. A small phase assist reduces lag by subtracting a portion of the delayed value. The flux is then normalized. A guide line is an EMA of a small lead on the flux. When the flux and its guide are both above zero, the polarity is positive. When both are below zero, the polarity is negative. Polarity changes create the trade direction. Base measures • Return basis. The step is the change in the chosen price source. Its absolute value feeds the volatility estimate. Mean absolute step over the window gives a stable scale. • Efficiency basis. The ratio of net move to the sum of absolute step over the window gives a value between zero and one. High values mean trend quality. Low values mean chop. • Intensity basis. The fraction of up moves over the window plugs into binary entropy. Intensity is one minus entropy, which maps to zero in uncertainty and one in very one sided moves. Components • Directional Intensity. Measures how one sided recent bars have been. Smoothed with RMA. More intensity increases the gain and makes the fast and slow tracks react sooner. • Path Efficiency. Measures the straightness of the price path. A gamma input shapes the curve so you can make trend quality count more or less. Higher efficiency lifts the gain in clean trends. • Volatility Squash. Normalizes the absolute step with Z score then pushes it through an arctangent squash. This caps the effect of spikes so they do not dominate the response. • Normalizer. Three modes. Z score for familiar units, percent rank for a robust monotone map to a symmetric range, and MAD based Z for outlier resistance. • Guide Line. EMA of the flux with a small lead term that counteracts lag without heavy overshoot. Fusion rule • Weighted sum of the three drivers with fixed weights visible in the code comments. Intensity has fifty percent weight. Efficiency thirty percent. Volatility twenty percent. • The blend power input scales the driver mix. Zero means fixed spans. One means full driver control. • Minimum and maximum gain clamps bound the adaptive gain. This protects stability in quiet or violent regimes. Signal rule • Long suggestion appears when flux and guide are both above zero. That sets polarity to plus one. • Short suggestion appears when flux and guide are both below zero. That sets polarity to minus one. • When polarity flips from plus to minus, the strategy closes any long and enters a short. • When flux crosses above the guide, the strategy closes any short. What you will see on the chart • White polarity plot around the zero line • A dotted reference line at zero named Zen • Green background tint for positive polarity and red background tint for negative polarity • Strategy long and short markers placed by the TradingView engine at entry and at close conditions • No table in this version to keep the visual clean and portable Inputs with guidance Setup • Price source. Default ohlc4. Stable for noisy symbols. • Fast span. Typical range 6 to 24. Raising it slows the fast track and can reduce churn. Lowering it makes entries more reactive. • Slow span. Typical range 20 to 60. Raising it lengthens the baseline horizon. Lowering it brings the slow track closer to price. Logic • Guide span. Typical range 4 to 12. A small guide smooths without eating turns. • Blend power. Typical range 0.25 to 0.85. Raising it lets the drivers modulate gains more. Lowering it pushes behavior toward fixed EMA style smoothing. • Vol window. Typical range 20 to 80. Larger values calm the volatility driver. Smaller values adapt faster in intraday work. • Efficiency window. Typical range 10 to 60. Larger values focus on smoother trends. Smaller values react faster but accept more noise. • Efficiency gamma. Typical range 0.8 to 2.0. Above one increases contrast between clean trends and chop. Below one flattens the curve. • Min alpha multiplier. Typical range 0.30 to 0.80. Lower values increase smoothing when the mix is weak. • Max alpha multiplier. Typical range 1.2 to 3.0. Higher values shorten smoothing when the mix is strong. • Normalization window. Typical range 100 to 300. Larger values reduce drift in the baseline. • Normalization mode. Z score, percent rank, or MAD Z. Use MAD Z for outlier heavy symbols. • Clamp level. Typical range 2.0 to 4.0. Lower clamps reduce the influence of extreme runs. Filters • Efficiency filter is implicit in the gain map. Raising efficiency gamma and the efficiency window increases the preference for clean trends. • Micro versus macro relation is handled by the fast and slow spans. Increase separation for swing, reduce for scalping. • Location filter is not included in v1.0. If you need distance gates from a reference such as VWAP or a moving mean, add them before publication of a new version. Alerts • This version does not include alertcondition lines to keep the core minimal. If you prefer alerts, add names Long Polarity Up, Short Polarity Down, Exit Short on Flux Cross Up in a later version and select on bar close for conservative workflows. Strategy has been currently adapted for the QQQ asset with 30/60min timeframe. For other assets may require new optimization Properties visible in this publication • Initial capital 25000 • Base currency Default • Default order size method percent of equity with value 5 • Pyramiding 1 • Commission 0.05 percent • Slippage 10 ticks • Process orders on close ON • Bar magnifier ON • Recalculate after order is filled OFF • Calc on every tick OFF Honest limitations and failure modes • Past results do not guarantee future outcomes • Economic releases, circuit breakers, and thin books can break the assumptions behind intensity and efficiency • Gap heavy symbols may benefit from the MAD Z normalization • Very quiet regimes can reduce signal contrast. Use longer windows or higher guide span to stabilize context • Session time is the exchange time of the chart • If both stop and target can be hit in one bar, tie handling would matter. This strategy has no fixed stops or targets. It uses polarity flips for exits. If you add stops later, declare the preference Open source reuse and credits • None beyond public domain building blocks and Pine built ins such as EMA, SMA, standard deviation, RMA, and percent rank • Method and fusion are original in construction and disclosure Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs. Strategy add on block Strategy notice Orders are simulated by the TradingView engine on standard candles. No request.security() calls are used. Entries and exits • Entry logic. Enter long when both the normalized flux and its guide line are above zero. Enter short when both are below zero • Exit logic. When polarity flips from plus to minus, close any long and open a short. When the flux crosses above the guide line, close any short • Risk model. No initial stop or target in v1.0. The model is a regime flipper. You can add a stop or trail in later versions if needed • Tie handling. Not applicable in this version because there are no fixed stops or targets Position sizing • Percent of equity in the Properties panel. Five percent is the default for examples. Risk per trade should not exceed five to ten percent of equity. One to two percent is a common choice Properties used on the published chart • Initial capital 25000 • Base currency Default • Default order size percent of equity with value 5 • Pyramiding 1 • Commission 0.05 percent • Slippage 10 ticks • Process orders on close ON • Bar magnifier ON • Recalculate after order is filled OFF • Calc on every tick OFF Dataset and sample size • Test window Jan 2, 2014 to Oct 16, 2025 on QQQ one hour • Trade count in sample 324 on the example chart Release notes template for future updates Version 1.1. • Add alertcondition lines for long, short, and exit short • Add optional table with component readouts • Add optional stop model with a distance unit expressed as ATR or a percent of price Notes. Backward compatibility Yes. Inputs migrated Yes.
Strategi Pine Script®
oleh exlux
Multi-GPS (Long Only, with Alert Mode)A guided long‑only strategy with built‑in risk controls and smart alerts — your GPS for trend trading **Multi‑GPS (Long Only, with Alert Mode)** The Multi‑GPS strategy is built to help traders navigate trends with a structured, risk‑managed approach. It focuses exclusively on **long opportunities**, combining multiple moving‑average signals with layered risk controls to keep trades disciplined and consistent. Key features include: - **Dynamic trade management** with stop loss, take profit, and trailing stop options (all adjustable by percentage). - **Flexible order sizing**, allowing positions to scale as a percentage of account equity. - **Customizable moving averages** (SMA or EMA) and timeframe selection to adapt to different markets and styles. - **Integrated alerts** with multiple modes, so traders can choose between order‑based notifications, alert() calls, or both. - **Clear chart visuals**, including entry/exit markers and plotted guide lines for transparency. This strategy is designed to act like a **navigation system for trend trading** — guiding entries, managing exits, and keeping risk under control, all while maintaining a clean and intuitive charting experience. --- Would you like me to also craft a **short tagline version** (like a one‑liner hook) for this strategy, so it pairs neatly with the longer description when you publish it?
Strategi Pine Script®
oleh forexreward
Pump-Smart Shorting StrategyThis strategy is built to keep your portfolio hedged as much as possible while maximizing profitability. Shorts are opened after pumps cool off and on new highs (when safe), and closed quickly during strong upward moves or if stop loss/profit targets are hit. It uses visual overlays to clearly show when hedging is on, off, or blocked due to momentum, ensuring you’re protected in most market conditions but never short against the pump. Fast re-entry keeps the hedge active with minimal downtime. Pump Detection: RSI (Relative Strength Index): Calculated over a custom period (default 14 bars). If RSI rises above a threshold (default 70), the strategy considers the market to be in a pump (strong upward momentum). Volume Spike: The current volume is compared to a 20-bar simple moving average of volume. If it exceeds the average by 1.5× and price increases at least 5% in one bar, pump conditions are triggered. Price Jump: Measured by (close - close ) / close . A single-bar change > 5% helps confirm rapid momentum. Pump Zone (No Short): If any of these conditions is true, an orange or red background is shown and shorts are blocked. Cooldown and Re-Entry: Cooldown Detection: After the pump ends, RSI must fall below a set value (default ≤ 60), and either volume returns towards average or price momentum is less than half the original spike (oneBarUp <= pctUp/2). barsWait Parameter: You can specify a waiting period after cooldown before a short is allowed. Short Entry After Pump/Cooldown: When these cooldown conditions are met, and no short is active, a blue background is shown and a short position is opened at the next signal. New High Entry: Lookback New High: If the current high is greater than the highest high in the last N bars (default 20), and pump is NOT active, a short can be opened. Take Profit (TP) & Stop Loss (SL): Take Profit: Short is closed if price falls to a threshold below the entry (minProfitPerc, default 2%). Stop Loss: Short is closed if price rises to a threshold above the entry (stopLossPerc, default 6%). Preemptive Exit: Any time a pump is detected while a short position is open, the strategy closes the short immediately to avoid losses. Visual Feedback: Orange Background: Market is pumping, do not short. Red Background: Other conditions block shorts (cooldown or waiting). Blue Background: Shorts allowed. Triangles/Circles: Mark entries, pump start/end, for clear trading signals.
Strategi Pine Script®
oleh ValentinMihov
Gaussian MACD RSI v2Gaussian Filter MACD Strategy (Zero Cross + RSI Gate) What it does This strategy evaluates momentum using a Gaussian-smoothed MACD and requires a MACD zero-line cross to confirm trend initiation. A configurable RSI threshold filters weak signals, aiming to reduce whipsaws around the zero line. Entries occur only when momentum and baseline strength agree; exits are triggered by MACD crossing below its signal to capture the meat of the move while avoiding discretionary overrides. How it works (concepts, not code) Gaussian MACD: The fast/slow components are smoothed with a Gaussian-style filter to reduce noise relative to standard EMA MACD. Zero-line confirmation: Longs require MACD to cross above zero, aligning entries with positive momentum regimes. RSI gate: A threshold (default 50) further filters entries so that only setups with baseline strength qualify. Exit logic: Positions close when MACD crosses below its signal line, providing an objective exit without trailing logic. Sources: The script supports standard and Heikin-Ashi-derived sources for traders who prefer alternate preprocessing. How to use it Add the strategy to a clean chart. Keep default settings for initial testing; then adjust the RSI threshold and symbol/timeframe for your market. Favor liquid instruments where slippage and fills are reliable. Forward-test and walk-forward before any live use. Default Properties (used for this publication) Initial Capital: $25,000 Order Size: 100% of equity per trade (no leverage). Commission: 0.02% per side. Slippage: 2 ticks (or 0.02% on percent-based markets). Timeframe used for the published chart: 15-minute (example) Dataset: SPY/QQQ/large-cap equities (2+ years) producing 100+ trades in sample. Note: This strategy does not use hard stops by default. If you prefer risk caps ≤ 5–10% per trade, add a stop in the Inputs and re-publish; otherwise, this description explains the deviation per House Rules. Disclosures Backtest results are estimates; real-world fills, slippage, and availability may differ. No guarantee of performance. Use prudent position sizing and independent verification.
Strategi Pine Script®
oleh pjmauldin
1
4hr / BTCBTCUSDT.P / 4hr 趨勢線交易策略 設定可以如我圖表 也可以自己找合適的 測試請用最大虧損的三倍金額下去打 圖以含手續費(0.06%) 可以用小金額去打 最大淨利與最大虧損績效比 1:10 平均獲利/虧損盈虧比 2.135 長期放保證獲利 沒獲利或獲利較小的那年通常是大事件 如2022 有問題私訊 謝謝 BTCUSDT.P / 4hr Trendline Trading Strategy You can set it up the same way as shown on my chart, or find your own suitable setup. For testing, please use three times the maximum loss as your trading capital. The chart should include fees (0.06%). You can trade with a small amount. Performance: Maximum profit to maximum loss ratio: 1:10 Average profit/loss ratio: 2.135 Guaranteed profit in the long term Years with no profit or smaller profit are usually caused by major events, such as 2022. If you have any questions, please DM me. Thank you.
Strategi Pine Script®
oleh zxc3132762
LW Outside Day Strategy[SpeculationLab]This strategy is inspired by the “Outside Day” concept introduced by Larry Williams in Long-Term Secrets to Short-Term Trading, and has been extended with configurable risk management tools and realistic backtesting parameters. Concept The “Outside Day” is a classic price action pattern that reflects strong market rejection or continuation pressure. An Outside Bar occurs when the current bar’s high exceeds the previous high and the low falls below the previous low. A body-size filter ensures only significant candles are included. Entry Logic Buy setup: Price closes below the previous low (bullish rejection). Sell setup: Price closes above the previous high (bearish rejection). Only confirmed bars are used (no intrabar signals). Stop-Loss Modes Prev Low/High: Uses the previous swing point ± ATR-based buffer. ATR: Dynamic stop based on Average True Range × multiplier. Fixed Pips: User-defined fixed distance (for forex testing). Take-Profit Modes Prev High/Low (PHL): Exits near the opposite swing. Risk-Reward (RR): Targets a user-defined multiple of the stop distance (default = 2 : 1). Following Price Open (FPO): Exits on the next bar’s open if price opens in profit (used to test overnight price continuation). Risk Management & Backtest Settings Default risk per trade is set at 10% of account equity (user-adjustable). Commission = 0.1% and slippage = 2 ticks are applied to simulate realistic conditions. For reliable statistics, test on data that yields over 100 trades. Suitable for daily and 4-hour timeframes across stocks, forex, and crypto markets. Visual Elements Green and red triangles show entry signals. Stop-loss (red) and take-profit (green) reference lines are drawn for clarity. Optional alerts notify when a valid setup forms. Disclaimer This script is for educational and research purposes only. It does not constitute financial advice or guarantee profits. Always backtest thoroughly and manage your own risk. Enhancements over Classic Outside Bar Models Adjustable stop and target logic with ATR and buffer multipliers. “Following Price Open” exit logic for realistic day-end management. Optimized to avoid repainting and bar-confirmation issues. Built with realistic trading costs and position sizing. 策略逻辑 外包线识别 当日最高价高于前一日最高价，且当日最低价低于前一日最低价，即形成外包线。 同时过滤掉较小实体的 K 线，仅保留实体显著大于前一根的形态。 方向过滤 收盘价低于前一日最低价 → 视为买入信号。 收盘价高于前一日最高价 → 视为卖出信号。 止损设置（可选参数） 前低/高止损：以形态前低/前高为止损，带有缓冲倍数。 ATR 止损：根据平均波动率（ATR）动态调整。 固定点数止损：按照用户设定的点数作为止损范围。 止盈设置（可选参数） 前高/低止盈（PHL）：以前高/前低为目标。 固定盈亏比（RR）：根据用户设定的风险回报比自动计算。 隔夜开盘（FPO）：若次日开盘价高于进场价（多单）或低于进场价（空单），则平仓。 信号标记 在图表中标注买入/卖出信号（三角形标记）。 绘制止损与目标位参考线。 使用说明 适用周期：建议用于 日线图（Daily）。 适用市场：股票、外汇、加密货币等各类市场均可。 提示：此策略为历史研究与学习用途，不构成投资建议。实际交易请结合自身风险管理。
Strategi Pine Script®
oleh SpeculationLab