Mulai

Indikator dan strategi

[Backtest Crypto] RSIThis script is designed for testing strategies based on the RSI oscillator. Script settings: Test range selection Strategy type selection: reversal strategy (30/70); trend trading (from 40 / from 60); divergence trading; attempt to implement automatic range/trend detection. Indicator settings. Trade management: risk-to-reward ratio selection, stop-loss defined as min/max for a certain number of candles (you can set a desired number), option to partially lock in a position by moving the stop-loss to breakeven, trailing stop. Stop-loss margin (%). Option to limit the stop-loss by ATR to prevent it from becoming too large during volatile movements. =============================================================== Скрипт предназначен для тестирования стратегий, основанных на осциляторе RSI. Настройки скрипта: Выбор диапазона тестирования Выбор типа стратегии: разворотная стратегия (30/70); Торговля по тренду (от 40 / от 60); торговля дивергенций; попытка реализовать автоматическое определение ренжа/тренда. Настройки индикаторов. Сопровождение сделки: выбор соотношения риска к прибыли, стоп-лосс определяется как мин/мах за определенное количество свечей (можно устанавливать желаемое количество), возможность частичной фиксации позиции с переносом стоп-лосса в безубыток, трейлинг-стоп. Запас стоп-лосса %. Возможность ограничения стоп-лосса по ATR, чтобы при волатильных движениях он не был слишком большим.
Strategi Pine Script®
oleh Backtest_Crypto
Supertrend Advanced Strategy - XabierLSupertrend Advanced Strategy - Multi-Filter System 📊 Overview This is a sophisticated trend-following strategy built around the Supertrend indicator, enhanced with multiple confirmation filters to reduce false signals and improve trade quality. The strategy is designed for USDT-M perpetual futures and is fully compatible with Bitget Webhook signals for automated trading. ✨ Key Features Core Components: Supertrend Indicator: Primary trend direction detector with customizable ATR period and multiplier Entry Confirmation System: Requires multiple consecutive candles to confirm trend direction before entry ADX Filter: Ensures trades are taken only in trending markets (filters out choppy/sideways conditions) RSI Filter: Prevents entries in extreme overbought/oversold zones Candlestick Pattern Filter: Optional bullish/bearish engulfing pattern confirmation Flexible Direction: Trade longs only, shorts only, or both directions
Strategi Pine Script®
oleh XabierL
HMA 9/50 Crossover + RSI 50 Filter1. The Core Indicators HMA 9 (Fast): Acts as the primary trigger line. Its unique calculation minimizes lag compared to standard moving averages, allowing for faster entries. HMA 50 (Slow): Defines the medium-term trend direction and acts as the "anchor" for crossover signals. RSI 14: Serves as a "momentum gate." Instead of traditional overbought/oversold levels, we use the 50 midline to confirm that the directional strength supports the crossover. 2. Entry Conditions Long Entry: Triggered when the HMA 9 crosses above the HMA 50 AND the RSI is greater than 50. Short Entry: Triggered when the HMA 9 crosses below the HMA 50 AND the RSI is less than 50. 3. Execution & Reversal This strategy is currently configured as an Always-in-the-Market system. A "Long" position is automatically closed when a "Short" signal is triggered. To prevent "pyramiding" (buying multiple positions in one direction), the script checks the current position_size before opening new entries. How to Use Timeframe: Optimized for 3-minute (3m) candles but can be tuned for 1m to 15m scalping. Settings: Use the Inputs panel to adjust HMA lengths based on the volatility of your specific asset (e.g., shorter for stable stocks, longer for volatile crypto). Visuals: Aqua Line: HMA 9 Orange Line: HMA 50 Green Background: Bullish RSI Momentum (> 50) Red Background: Bearish RSI Momentum (< 50) Risk Disclosure Whipsaws: This strategy is likely to underperform in sideways markets. Backtesting: Past performance does not guarantee future results. Always test this strategy in the Strategy Tester with appropriate commission and slippage settings before live use.
Strategi Pine Script®
oleh justincheong06
Multi-Mode Adaptive Strategy [MMAS]This Pine Script strategy dynamically adapts to different market conditions. Users can switch between trend‑following, mean‑reversion, and breakout modes, making it versatile across assets and timeframes. Key Metrics: - BTCUSDT / 1D → Return: +42.5%, Sharpe: 1.8, Max Drawdown: -12.3%, Win Rate: 61% - XAGUSD / 1H → Return: +18.7%, Sharpe: 1.4, Max Drawdown: -8.5%, Win Rate: 58% - EURUSD / 4H → Return: +25.2%, Sharpe: 1.6, Max Drawdown: -10.1%, Win Rate: 60% Key Features: - Modular design: switch between trend, mean‑reversion, breakout - Works across crypto, forex, commodities - Clear visualization with signals and metrics • Global Note "Universal strategy design for cross‑asset adaptability." • Tags trend, mean‑reversion, breakout, multi‑asset, adaptive strategy, pine script
Strategi Pine Script®
oleh GlobalStrategyLab
Trade X Labs Pivot V2.0 Beta---------------------------------------Pivot Master Trading Tool Beta------------------------------------------ Professional pivot-based strategy for intraday/futures trading with clear risk management and visual clarity. **Key Features:** - Classic pivot points (PP) + multiple resistance/support levels (R1–R10 / S1–S10) - Midpoint levels between pivots (optional minimum gap enforcement) - Percentage-based trigger zones above/below pivots for high-probability entries - Configurable target percentage from entry - Abandonment logic (position closed if price retreats X% from entry without hitting target) - Strict session time filter + holiday early close support - Daily max loss/target limits (stop-losses and winners) - Optional TradersPost webhook integration for auto-trading/alerter platforms - Built-in trailing stop runner with multiple exit methods - Breakeven + partial trailing logic **Main Input Parameters:** **Pivots** - Number of Levels Each Direction: how many R/S levels to calculate beyond R1/S1 (default 10) - Min Gap for Midpoints: minimum points/pips between consecutive midpoints (default 150) - Enforce Mid Point Gap Limit: whether to skip midpoints that are too close together **Triggers** - Trigger Percentage: distance (%) from pivot needed to consider a breakout valid (default 10%) **Targets** - Target Percentage: profit target measured from entry price (default 90%) **Abandonment** - Abandon Percentage: max adverse move (%) allowed before trade is abandoned (default 50%) - Show Abandon Label / Show Abandon Hit Label: visual markers for abandoned trades **Trading Time** - Trading Start/End Hour:Min – main trading window - Last Trade Hour: latest time new entries are allowed - Holiday Eve Close Hour: early close time on holiday eves - Max Trade Duration (minutes): auto-exit after this many minutes (default 30) **Limits** - Max Stop Losses Per Day - Max Targets (winners) Per Day **Position & Risk** - Risk Amount ($): dollar risk per trade used to calculate position size **Visual & Display** - Days to Keep Lines/Labels - Show Breakout Zones / Prices on Scale / Midpoints on Scale - Custom colors, widths, font sizes for all lines & labels **Trailing Stop Runner (optional module)** - Enable TrailingStopRunner - Trailing Exit Method: High/Low or Close - Enable Breakeven - BE Risk:Reward ratio for moving to breakeven - Trailing Update Ticks: how often trailing stop is recalculated Perfect for MNQ NQ Futures - Customize and create your own strategies across all markets!
Strategi Pine Script®
oleh LucrorStrategies
PA SystemPA System 短简介 Short Description（放在最上面） 中文： PA System 是一套以 AL Brooks 价格行为为核心的策略（Strategy），将 结构（HH/HL/LH/LL）→ 回调（H1/L1）→ 二次入场（H2/L2 微平台突破） 串成完整可回测流程，并可选叠加 BoS/CHoCH 结构突破过滤 与 Liquidity Sweep（扫流动性）确认。内置风险管理：定风险仓位、部分止盈、保本、移动止损、时间止损、冷却期。 English: PA System is an AL Brooks–inspired Price Action strategy that chains Market Structure (HH/HL/LH/LL) → Pullback (H1/L1) → Second Entry (H2/L2 via Micro Range Breakout) into a complete backtestable workflow, with optional BoS/CHoCH structure-break filtering and Liquidity Sweep confirmation. Built-in risk management includes risk-based sizing, partial exits, breakeven, trailing stops, time stop, and cooldown. ⸻ 1) 核心理念 Core Idea 中文： 这不是“指标堆叠”，而是一条清晰的价格行为决策链： 结构确认 → 回调出现 → 小平台突破（二次入场）→ 风控出场。 策略把 Brooks 常见的“二次入场”思路程序化，同时用可选的结构突破与扫流动性模块提升信号质量、减少震荡误入。 English: This is not an “indicator soup.” It’s a clear price-action decision chain: Confirmed structure → Pullback → Micro-range breakout (second entry) → Risk-managed exits. The system programmatically implements the Brooks-style “second entry” concept, and optionally adds structure-break and liquidity-sweep context to reduce chop and improve trade quality. ⸻ 2) 主要模块 Main Modules A. 结构识别 Market Structure (HH/HL/LH/LL) 中文： 使用 pivot 摆动点确认结构，标记 HH/HL/LH/LL，并可显示最近一组摆动水平线，方便对照结构位置。 English: Uses confirmed pivot swings to label HH/HL/LH/LL and optionally plots the most recent swing levels for clean structure context. B. 状态机 Market Regime (State Machine + “Always In”) 中文： 基于趋势K强度、EMA关系与波动范围，识别市场环境（Breakout/Channel/Range）以及 Always-In 方向，用于过滤不合适的交易环境。 English: A lightweight regime engine detects Breakout/Channel/Range and an “Always In” directional bias using momentum and EMA/range context to avoid low-quality conditions. C. 二次入场 Second Entry Engine (H1→H2 / L1→L2) 中文： • H1/L1：回调到结构附近并出现反转迹象 • H2/L2：在 H1/L1 后等待最小 bars，然后触发 Micro Range Breakout（小平台突破）并要求信号K收盘强度达标 这一段是策略的“主发动机”。 English: • H1/L1: Pullback into structure with reversal intent • H2/L2: After a minimum wait, triggers on Micro Range Breakout plus a configurable close-strength filter This is the main “entry engine.” D. 可选过滤器 Optional Filters (Quality Boost) BoS/CHoCH（结构突破过滤） 中文： 可识别 BoS / CHoCH，并可要求“入场前最近 N bars 必须有同向 break”。 English: Detects BoS/CHoCH and can require a recent same-direction break within N bars. Liquidity Sweeps（扫流动性确认） 中文： 画出 pivot 高/低的流动性水平线，检测“刺破后收回”的 sweep，并可要求入场前出现同向 sweep。 English: Tracks pivot-based liquidity levels, confirms sweeps (pierce-and-reclaim), and can require a recent sweep before entry. E. FVG 可视化 FVG Visualization 中文： 提供 FVG 区域盒子与管理模式（仅保留未回补 / 仅保留最近N），主要用于区域理解与复盘，不作为强制入场条件（可自行扩展）。 English: Displays FVG boxes with retention modes (unfilled-only or last-N). Primarily for context/analysis; not required for entries (you can extend it as a filter/target). ⸻ 3) 风险管理 Risk Management (Built-In) 中文： • 定风险仓位：按账户权益百分比计算仓位 • SL/TP：基于结构 + ATR 缓冲，且限制最大止损 ATR 倍 • 部分止盈：到达指定 R 后减仓 • 保本：到达指定 R 后推到 BE • 移动止损：到达指定 R 后开始跟随 • 时间止损：持仓太久不动则退出 • 冷却期：出场后等待 N bars 再允许新单 English: • Risk-based sizing: position size from equity risk % • SL/TP: structure + ATR buffer with max ATR risk cap • Partial exits at an R threshold • Breakeven at an R threshold • Trailing stop activation at an R threshold • Time stop to reduce chop damage • Cooldown after exit to avoid rapid re-entries ⸻ 4) 推荐使用方式 Recommended Usage 中文： • 推荐从 5m / 15m / 1H 开始测试 • 想更稳：开启 EMA Filter + Break Filter + Sweep Filter，并提高 Close Strength • 想更多信号：关闭 Break/Sweep 过滤或降低 Swing Length / Close Strength • 回测时务必设置合理的手续费与滑点，尤其是期货/指数 English: • Start testing on 5m / 15m / 1H • For higher quality: enable EMA Filter + Break Filter + Sweep Filter and increase Close Strength • For more signals: disable Break/Sweep filters or reduce Swing Length / Close Strength • Use realistic commissions/slippage in backtests (especially for futures/indices) ⸻ 5) 重要说明 Notes 中文： 结构 pivot 需要右侧确认 bars，因此结构点存在天然滞后（确认后不会再变）。策略逻辑尽量避免不必要的对象堆叠，并对数组/对象做了稳定管理，适合长期运行与复盘。 English: Pivot-based structure requires right-side confirmation (inherent lag; once confirmed it won’t change). The script is designed for stability and resource-safe object management, suitable for long sessions and review. ⸻ 免责声明 Disclaimer（建议原样保留） 中文： 本脚本仅用于教育与研究目的，不构成任何投资建议。策略回测结果受市场条件、手续费、滑点、交易时段、数据质量等影响显著。使用者需自行验证并承担全部风险。过往表现不代表未来结果。 English: This script is for educational and research purposes only and does not constitute financial advice. Backtest results are highly sensitive to market conditions, fees, slippage, session settings, and data quality. Use at your own risk. Past performance is not indicative of future results.
Strategi Pine Script®
oleh Yistle
1
Stratgy : Support and Resistance by Vhatkar 1.0This script identifies dynamic support and resistance levels based on volume and price action analysis. It uses a unique algorithm that combines volume force calculations with pivot points to determine key levels where price is likely to react. Originality and Usefulness: Innovative Volume Force Calculation: The script calculates upforce and downforce based on volume and price movement, providing a novel insight into buying and selling pressure. Unlike traditional volume indicators, this approach offers a more nuanced understanding of market dynamics. Dynamic Pivot Points: Pivot points are dynamically adjusted based on volume force and highest high calculations, unlike conventional static pivot points. This makes the levels more responsive to real-time market conditions, offering traders a competitive edge. Adaptive Target Levels: The script sets target and stop prices for both long and short positions, with adjustable percentages based on the chosen timeframe. This feature is particularly useful for day traders looking for precise entry and exit points. Unique Timeframe Adjustments: The script includes specific adjustments for different timeframes (e.g., 15m, 30m, 60m), optimizing the support and resistance levels for day trading strategies. This adaptability is not commonly found in existing open-source scripts. Volume-Weighted Adjustments: The integration of VWAP (Volume-Weighted Average Price) into the volume force calculation adds an extra layer of accuracy, helping traders make more informed decisions. Comprehensive Visual Representation: The script offers clear visual plots of entry, target, and stop levels, along with color-coded fill areas that indicate different target zones. This visual clarity enhances user experience and decision-making. Unique Features Compared to Open-Source Scripts: Advanced Volume Force Algorithm: While many open-source scripts rely solely on price action or basic volume indicators, this script integrates a sophisticated volume force algorithm. This unique approach allows traders to identify more accurate support and resistance levels based on real market activity. Dynamic and Adaptive Pivot Points: Unlike traditional open-source scripts that use static pivot points, this script dynamically adjusts pivot points based on the highest high and volume force. This dynamic adjustment provides a more precise and adaptable analysis suitable for various market conditions. Integrated VWAP Calculation: Incorporating VWAP into volume force calculations adds an extra dimension of accuracy, allowing for more reliable trading signals. This feature differentiates the script from simpler open-source alternatives that may not include such advanced calculations. How to Use: Apply the Script: Add the "Vhatkar Dynamic S/R Levels" script to your chart. Make sure your chart has volume data as the script relies on volume calculations. Select Timeframe: The script is designed for day trading timeframes such as 5m, 15m, and 30m. Ensure you are using one of these timeframes for optimal performance. Adjust Parameters: Target Lines: Set the number of target lines using the SLRange input. Increase the count if fewer lines are visible or decrease if too many lines are cluttering the chart. Interpreting Signals: Long Entries: When the close price is above the pivot point, the script plots potential long entry points and target levels (TP1, TP2, TP3) as well as a stop-loss level. Short Entries: When the close price is below the pivot point, the script plots potential short entry points and target levels (TP1, TP2, TP3) as well as a stop-loss level. Visual Aids: Use the color-coded fill areas to quickly identify target zones and stop levels. Trade Management: Utilize the plotted entry, target, and stop levels to manage your trades. Adjust your trading strategy based on the levels provided by the script. Usage: Designed for day trading on timeframes such as 5m, 15m, and 30m. Provides clear visual plots of entry, target, and stop levels. Offers flexibility with adjustable parameters to suit different trading styles.
Strategi Pine Script®
oleh VhatkarPratap
3
Smart Impulse PRO v1.0Smart Impulse PRO (Invite‑Only) — Comprehensive Guide for TradingView *** ## English Version Smart Impulse PRO (Invite‑Only) — Comprehensive Guide for TradingView Strategy Concept & Uniqueness Smart Impulse PRO is a trend‑following impulse continuation strategy built specifically for volatile crypto pairs . It uses a custom price×volume impulse signal normalized with Z‑score , then filters these impulses through multi‑timeframe trend conditions and a layered guard system that blocks structurally weak trades (flat, overextension, exhaustion). Backtest Summary (Crypto Pairs) Smart Impulse PRO was backtested on several volatile crypto perpetual pairs (including ETHUSDT, BTCUSDT and other majors/alts) on 1h charts in the period 01 Jan 2023 – 26 Dec 2025. On this sample, typical results were: - Total trades per pair : ≈100–130 - Win rate range : ≈ 90–94% - Profit factor range : ≈ 3.0–3.9 These values are historical backtest metrics on specific symbols and settings and do not guarantee similar performance in the future . Why It’s Special ✅ Custom price×volume impulse model (Z‑score‑based) : Measures how unusual each bar’s move is in its recent context, not just simple MA/RSI crossovers ✅ 15+ Exhaustion & Structure Guards : Automatically block bad contexts (flat, low vol, overextended candles, climax volume) ✅ Dynamic TP Grid : Take‑profit levels adapt to current impulse strength |Z| ✅ Visual Transparency : Bubbles show exactly why signals were blocked ✅ Invite‑Only Logic : The concrete impulse model and guard interactions are proprietary and therefore published as invite‑only with protected source, as allowed by TradingView’s script rules. *** ### 1. What the Script Does (User View) Smart Impulse PRO acts as an automated decision engine for volatile crypto pairs (e.g., ETHUSDT, BTCUSDT) on intraday and swing timeframes (15m–4h). It: - Generates Long/Short entries only when both trend and impulse conditions align. - Manages exits with a multi‑level TP grid, breakeven logic, optional trailing stop and time‑based exit. - Visually shows both taken trades and blocked signals , including a short text reason for rejection. This lets users trade crypto trends with a clear explanation of when and why the strategy chooses to act or stay out. *** Entry Rules Long (Buy): Price is above EMA200 (long‑term trend is up) Z‑score impulse > Z_threshold (e.g., 1.5) Volume above recent average ADX > Min ADX (e.g., 25) ATR regime OK (ATR > ATR_floor and not in volatility squeeze) All active guards pass (no overextended candle, no extreme wick against direction, no climax volume lock, no distance violation vs EMA200/VWAP, no Z‑streak lock) Short (Sell): Price is below EMA200 (long‑term trend is down) Z‑score impulse > Z_threshold Volume above recent average ADX > Min ADX ATR regime OK All active guards pass (same checks, mirrored for shorts) Logic: The script first checks that the market is trending (EMA200 side + ADX + volatility filters), then validates that the current bar is a statistically strong price×volume impulse, and finally makes sure the bar is not an exhaustion spike or overextended move according to the guard system. Only if all three layers agree, a trade is opened. Exit Rules Stop‑Loss: Initial stop‑loss is placed at a user‑defined distance (percent or ATR‑based), and position size is calculated so that a full stop equals Max Risk per Trade (%). Take‑Profit grid: Up to 10 TP levels. Step type: Percent, ATR% or Hybrid. Optional “Breathing grid”: TP distances are increased in proportion to |Z‑score| at entry (capped), so stronger impulses receive wider, more ambitious targets. TP Profile (Equal / Aggressive / Balanced / Defensive) decides how much size is closed at each level. Breakeven and Trailing: Optional breakeven: after TP1 is hit, stop can be moved to entry price plus a small offset. Optional ATR‑based trailing stop activates only after TP3 to avoid being shaken out too early by noise. Time‑based Exit: If enabled, any open trade that does not hit TP or SL within the chosen time limit (bars or minutes) is closed at market, to avoid very long, stagnant positions. ### 2. How the Script Works (Internals) 2.1 Impulse Engine (Custom Z‑Score Model) At the core is a price×volume impulse series with Z‑score normalisation: - Raw impulse: `delta_impulse = (close - close ) * volume` - Normalisation over N bars (default N = 20): `zscore = (delta_impulse - avg(delta_impulse, N)) / stdev(delta_impulse, N)` A bar becomes an impulse candidate only when: - `abs(zscore) > Z_threshold` (default 1.5), and - volume is above its recent average. This is a custom implementation of a price×volume impulse model based on Z‑score; the exact combination of inputs, window, thresholds and how this signal feeds guards and exits is part of the proprietary logic. 2.2 Trend & Volatility Context — Why the Mashup Exists The strategy combines several classic tools, but each covers a specific failure mode. The mashup is intentional: | Component | What it checks | Why it is needed | |----------|----------------|------------------| | EMA200 | Long‑term bias (price above/below) | Prevents counter‑trend trading | | EMA200 slope | Steepness of EMA over K bars | Filters flat/ranging phases even above/below EMA | | VWAP | Distance of price from volume‑weighted fair value | Avoids entering when price is far from value (overextension) | | ADX | Trend strength | Disables signals in low‑trend, choppy markets | | ATR vs AvgATR50 | Current volatility vs recent average | Detects volatility squeezes and abnormally calm regimes | | ATR% floor (Anti‑Flat Gate) | ATR as % of price | Hard “no‑trade” mode in ultra‑tight ranges | An impulse alone is not sufficient in crypto; only impulses inside a suitable trend and volatility context are allowed to become trades. 2.3 Guard System (Exhaustion & Overextension) Above trend filters, Smart Impulse PRO adds a guard layer designed from typical crypto problems (late entries, news spikes, “buying the top”): - Max body / ATR : Rejects abnormally large real bodies (e.g., body > 3× ATR), often at the end of a move. - Max range / ATR : Blocks extremely long high‑low bars. - Upper/lower wick filters : - Longs blocked when upper wick dominates (rejection from above). - Shorts blocked when lower wick dominates (rejection from below). - Z‑streak guard : After several consecutive impulse bars in the same direction, new entries in that direction are disabled to avoid chasing. - Climax volume + cool‑off : When volume spikes above a multiple of its recent average, new trades are paused for N bars. - Distance guards : Excessive distance (in ATR multiples) from EMA200 and VWAP can block trades. These checks interact with the impulse model so that the final decision reflects a coherent risk framework rather than a loose collection of filters. 2.4 Dynamic TP Grid (Exit Logic) - Up to 10 TP levels; step type: Percent, ATR% or Hybrid. - With Breathing grid , TP spacing is increased by a factor of `k * abs(zscore)` (capped) at entry. - Stronger impulses (higher |z|) → wider distances between TP levels; weaker impulses → tighter TP spacing. - TP profiles (Equal / Aggressive / Balanced / Defensive) control how much position size is allocated to early vs late targets. - Optional breakeven: move SL to entry (plus offset) after TP1. - Optional trailing: ATR‑based trailing stop activates after TP3. This links entry strength and exit geometry using the same impulse signal. *** ### 3. How to Use the Script (Practical Guide) 3.1 Quick Start 1. Add Smart Impulse PRO to a volatile crypto pair (e.g., ETHUSDT, BTCUSDT) on 15m–4h. 2. Keep the default preset and observe executed trades and blocked bubbles. 3. Use the dashboard to see which filters are active and which ones are blocking most trades (e.g., ADX, Flat, Exhaust). 4. If there are too few trades, gradually lower Z_threshold or Min ADX , or slightly relax guard limits — change one parameter at a time . 5. Set Max Risk per Trade (%) , stop distance, TP count/profile and optional trailing in line with your risk tolerance. 3.2 Example Profiles - Aggressive intraday (15m) - Z‑threshold 1.2 - Min ADX 20 - ATR% floor 0.2% - Some exhaustion guards disabled (e.g., less strict wick limits). - Conservative swing (1h–4h) - Z‑threshold 1.5 - Min ADX 25–30 - ATR% floor 0.3–0.4% - All guards enabled, higher‑timeframe filters ON. 3.3 Risk Management & Position Sizing - Max Risk per Trade (%) — percentage of equity at risk if the full stop‑loss is hit. - Position size is computed automatically from Max Risk %, stop distance and instrument price. - Breakeven and trailing can be enabled to reduce open risk after partial profit is taken. - Time‑based exit closes trades that stay open beyond a user‑defined duration without reaching TP or SL. 3.4 Alerts Alerts use `strategy.order.alert_message` to send JSON containing side (long/short), entry, stop and TP levels. This allows users to connect the strategy with external bots or dashboards without exposing internal code. *** ### 4. Why This Script Is Invite‑Only (Originality Justification) TradingView asks invite‑only scripts to explain why their logic is original and why source protection is justified. Smart Impulse PRO does that by: - Implementing a custom price×volume impulse model based on Z‑score normalisation and integrating it with exits through the breathing TP grid. - Using a coordinated guard framework that explicitly targets typical crypto issues (late chase entries, overextension vs VWAP/EMA200, volatility squeezes, volume spikes). - Providing a structured indicator mashup where EMA200, VWAP, ADX, ATR and Anti‑Flat Gate each address different dimensions (trend, volatility, structure) and are designed to work together as a context gate for the impulse signal. On ETHUSDT, BTCUSDT and a group of other volatile crypto pairs, Smart Impulse PRO showed approximately 90–94% win rate and profit factor above 3.0 in 2023–2025 backtests under default risk and filter settings. These numbers are illustrative only and do not promise or guarantee similar live results. Risk Disclaimer Trading cryptocurrencies involves substantial risk. Backtests are hypothetical and assume perfect execution without additional slippage, liquidity constraints or exchange issues. Always test the strategy on your own symbols and timeframes and keep risk per trade at a level you are comfortable with. FAQ Q: Does the strategy guarantee profit? A: No. It is a rule‑based decision engine; all results depend on market conditions, parameters and execution, and backtests do not guarantee future performance. Q: Can I use it on any crypto pair? A: The logic is designed for volatile crypto pairs. It has been backtested on ETHUSDT, BTCUSDT and several other majors/alts, but each symbol should be tested and, if needed, re‑tuned by the user. Q: Which timeframe is best? A: The engine is intended for intraday and swing charts between 15m and 4h. Lower timeframes will generally produce more signals and more noise; higher ones will produce fewer, slower signals. Q: Can I disable some filters or guards? A: Yes. Trend filters, the Anti‑Flat Gate and most exhaustion guards can be turned on or off. It is recommended to change one setting at a time and monitor how it affects blocked signals and the equity curve. Q: How are alerts meant to be used? A: Alerts send a JSON payload with side, entry, stop and TP levels via strategy.order.alert_message, so users can connect the strategy to external bots or dashboards if they wish. *** ## Русская версия Smart Impulse PRO (по приглашению) — Полное руководство для TradingView Концепция и уникальность Smart Impulse PRO — стратегия продолжения импульсов, разработанная под волатильные криптовалютные пары . В ней используется пользовательская модель импульса “цена×объём”, нормализованная через Z‑score , после чего такие импульсы проходят фильтрацию по тренду на разных таймфреймах и через каскад гардов, блокирующих слабые и рискованные сетапы (флэт, перетянутость, истощение). Сводка тестов (крипто‑пары) Стратегия тестировалась на нескольких волатильных крипто‑парах (перпетуальные контракты, включая ETHUSDT, BTCUSDT и ряд других мейджоров/альтов) на часовом таймфрейме за период 01.01.2023 – 26.12.2025. Типичные значения по этим тестам: - Количество сделок на пару : ≈100–130 - Диапазон винрейта : ≈ 90–94% - Диапазон фактора прибыли : ≈ 3.0–3.9 Это результаты тестов на истории по конкретным инструментам и настройкам и не гарантируют такой же доходности в будущем . Почему она оригинальная ✅ Пользовательская модель импульса цена×объём (Z‑score) : измеряет “редкость” бара в его статистическом окружении, а не просто пересечение стандартных индикаторов ✅ 15+ гардов : системно защищают от догоняния, пампов, торговли в “пиле” и на перетянутых уровнях ✅ “Дышащая” TP‑сетка : цели автоматически подстраиваются под силу текущего импульса |Z| ✅ Прозрачность : пузырьки показывают причины каждого отказа от сделки ✅ Формат по приглашению : логика импульса и взаимодействие гардов публикуются как закрытый скрипт с Invite‑Only доступом, что соответствует правилам TradingView. *** ### 1. Что делает скрипт (для пользователя) Smart Impulse PRO выступает как движок принятия решений для торговли волатильными крипто‑парами (ETHUSDT, BTCUSDT и др.) на таймфреймах от 15 минут до 4 часов: - Открывает лонги/шорты только при одновременном совпадении трендовых и импульсных условий. - Управляет выходом через многоуровневую сетку TP, безубыток, по желанию — трейлинг‑стоп и тайм‑стоп. - Отображает как реальные сделки , так и отклонённые сигналы с короткой подписью причины блокировки. Задача — структурировать трендовую торговлю криптой и сделать логику решений максимально понятной. *** ### 2. Как работает скрипт (внутренняя логика) 2.1 Импульсное ядро (кастомная модель на Z‑score) В основе лежит ряд дельта×объём : - Сырой импульс: `delta_impulse = (close - close ) * volume` - Нормализация по окну N баров (по умолчанию 20): `zscore = (delta_impulse - среднее(delta_impulse, N)) / стд(delta_impulse, N)` Бар считается кандидатом на импульс , только если: - `abs(zscore) > Z_threshold` (по умолчанию 1.5); - объём выше своей недавней средней. Это собственная реализация импульсного сигнала цена×объём , нормализованного по Z‑score; выбор входных данных, окна, порогов и связка с гардами и выходами формируют проприетарную часть стратегии. 2.2 Зачем нужен “мэшап” индикаторов (тренд и волатильность) Комбинация EMA200, VWAP, ADX, ATR и Anti‑Flat Gate собрана так, чтобы каждый компонент покрывал отдельный вид риска: | Компонент | Что проверяет | Зачем нужен | |----------|---------------|------------| | EMA200 | Долгосрочный уклон (цена выше/ниже) | Защита от контртрендовых входов | | Наклон EMA200 | Наклон за K баров | Отсекает участки со слабым трендом (флэт) | | VWAP | Удалённость цены от “центра объёма” | Не даёт входить в явной перетянутости от справедливой цены | | ADX | Силу тренда | Запрещает торговлю в пиле и боковике | | ATR vs AvgATR50 | Текущую волатильность к средней | Находит режимы сжатия и аномально низкой волатильности | | ATR% пол (Anti‑Flat Gate) | ATR в % от цены | Жёсткий запрет торговли в очень узком диапазоне | Импульс может быть сильным, но без нормального тренда и адекватной волатильности сделка не допускается. 2.3 Система гардов (истощение, перетянутость) - Макс тело/ATR : слишком большая свеча относительно ATR трактуется как возможное окончание движения. - Макс диапазон/ATR : блокирует экстремальные по размеру бары. - Фильтры по хвостам : - Лонги блокируются при доминирующем верхнем хвосте (отторжение сверху). - Шорты — при доминирующем нижнем хвосте. - Z‑streak : после серии импульсных баров в одну сторону новые входы по этому направлению отключаются. - Climax‑объём + пауза : при объёме выше кратности к средней входы на несколько баров ставятся на паузу. - Дистанционные гарды : чрезмерное удаление цены от EMA200 и VWAP в ATR‑мультипликаторах может блокировать вход. Эти условия работают совместно с импульсным ядром и трендовыми фильтрами, формируя связанную модель риска. 2.4 Динамическая TP‑сетка - До 10 тейк‑профитов; шаг — в %, ATR% или гибридный. - При включённой опции “Breathing grid” шаг между TP увеличивается пропорционально `|zscore|` (в пределах лимита). - Сильные импульсы → более широкая сетка и шанс забрать длинное движение, слабые → более плотная сетка. - Профили TP (равный / агрессивный / сбалансированный / защитный) задают распределение объёма между ближними и дальними целями. - Можно включить перевод стопа в безубыток после TP1 и трейлинг‑стоп по ATR после TP3. *** ### 3. Как использовать стратегию (практика) 3.1 Быстрый старт 1. Откройте график волатильной крипто‑пары (ETHUSDT, BTCUSDT и т.п.) на ТФ 15m–4h и добавьте стратегию. 2. Оставьте настройки по умолчанию и наблюдайте маркеры сделок и пузырьки отклонённых сигналов. 3. Через дашборд смотрите, какие фильтры чаще всего блокируют сделки (ADX, Flat, Exhaust и др.). 4. Если сделок мало, по шагу снижайте порог Z‑score или ADX либо ослабляйте некоторые гарды — всегда меняйте только один параметр за раз. 5. Настройте Max Risk per Trade , размер стопа, количество и профиль TP, а также при необходимости безубыток и трейлинг‑стоп. 3.2 Типовые профили - Агрессивный скальпинг (15m) - Z‑порог 1.2 - ADX min 20 - ATR% пол 0.2% - Несколько гардов истощения отключены. - Консервативный свинг (1h–4h) - Z‑порог 1.5 - ADX min 25–30 - ATR% пол 0.3–0.4% - Все гарды включены, HTF‑фильтры активны. 3.3 Риск и размер позиции - Max Risk per Trade (%) задаёт долю капитала, которую допускается потерять при полном срабатывании стоп‑лосса. - Стратегия рассчитывает размер позиции из риска, стопа и цены инструмента. - Можно включить перевод стопа в безубыток после TP1 и трейлинг‑стоп после TP3. - Тайм‑стоп закрывает сделки, которые слишком долго остаются открытыми без достижения TP/SL. 3.4 Алерты Алерты формируют JSON‑строку с направлением, ценой входа, стопом и всеми TP‑уровнями через `strategy.order.alert_message`. Это позволяет подключать внешние боты и панели без раскрытия кода. *** ### 4. Почему скрипт по приглашению (обоснование оригинальности) Стратегия не сводится к “набору индикаторов на графике”. Формат Invite‑Only обоснован тем, что в коде реализованы: - Пользовательская модель импульса цена×объём на базе Z‑score и использование этого же сигнала для адаптивной TP‑геометрии. - Связанный набор гардов , построенный вокруг реальных проблем крипто‑торговли (поздние входы после пампов, перетянутость от VWAP/EMA200, режимы сжатия, всплески объёма). - Логика мэшапа : EMA200, VWAP, ADX, ATR и Anti‑Flat Gate работают согласованно как фильтр контекста для импульса, а не как независимые визуальные индикаторы. На ETHUSDT, BTCUSDT и ряде других крипто‑пар Smart Impulse PRO показывала ≈90–94% винрейт и фактор прибыли выше 3.0 в тестах 2023–2025 годов при стандартных настройках фильтров и риска. Эти значения служат иллюстрацией поведения стратегии в прошлом и не являются обещанием аналогичных результатов в реальной торговле. Предупреждение о рисках Торговля криптовалютами связана с повышенным риском. Результаты бэктестов гипотетичны и предполагают идеальное исполнение без дополнительного проскальзывания и проблем с ликвидностью. Перед использованием стратегии на реальном счёте протестируйте её на своих инструментах и выбирайте риск на сделку в соответствии с личной толерантностью к убыткам. FAQ В: Гарантирует ли стратегия прибыль? О: Нет. Это набор правил для принятия решений; результат зависит от рынка, настроек и исполнения. Любые бэктесты не гарантируют такую же доходность в будущем. В: Можно ли использовать её на любой крипто‑паре? О: Логика рассчитана на волатильные криптовалютные пары. Стратегия тестировалась на ETHUSDT, BTCUSDT и нескольких других мейджорах/альтах, но для каждого инструмента параметры желательно проверить и при необходимости подстроить. В: Какой таймфрейм предпочтителен? О: Стратегия рассчитана на внутридневную и свинговую торговлю в диапазоне 15m–4h. На младших ТФ сигналов больше и шума выше; на старших — сигналов меньше, но они формируются медленнее. В: Можно ли отключать отдельные фильтры и гарды? О: Можно. Трендовые фильтры, Anti‑Flat Gate и большинство гардов истощения включаются и выключаются отдельно. Рекомендуется менять настройки по одной и смотреть, как это влияет на заблокированные сигналы и кривую капитала. В: Для чего нужны алерты? О: Алерты отправляют JSON‑сообщение с направлением, ценой входа, стопом и уровнями TP через strategy.order.alert_message, что позволяет при желании подключать внешних ботов и панели управления риском.
Strategi Pine Script®
oleh BadRockCapital
CryptoFlux Dynamo [JOAT]CryptoFlux Dynamo: Velocity Scalping Strategy WHAT THIS STRATEGY IS CryptoFlux Dynamo is an open-source Pine Script v6 strategy designed for momentum-based scalping on cryptocurrency perpetual futures. It combines multiple technical analysis methods into a unified system that adapts its behavior based on current market volatility conditions. This script is published open-source so you can read, understand, and modify the complete logic. The description below explains everything the strategy does so that traders who cannot read Pine Script can fully understand how it works before using it. HOW THIS STRATEGY IS ORIGINAL AND WHY THE INDICATORS ARE COMBINED This strategy uses well-known indicators (MACD, EMA, RSI, MFI, Bollinger Bands, Keltner Channels, ATR). The originality is not in the individual indicators themselves, but in the specific way they are integrated into a regime-adaptive system. Here is the detailed justification for why these components are combined and how they work together: The Problem Being Solved: Standard indicator-based strategies use fixed thresholds. For example, a typical MACD strategy might enter when the histogram crosses above zero. However, in cryptocurrency markets, volatility changes dramatically throughout the day and week. A MACD crossover during a low-volatility consolidation period has very different implications than the same crossover during a high-volatility trending period. Using the same entry thresholds and stop distances in both conditions leads to either: Too many false signals during consolidation (if thresholds are loose) Missing valid opportunities during expansion (if thresholds are tight) Stops that are too tight during volatility spikes (causing premature exits) Stops that are too wide during compression (giving back profits) The Solution Approach: This strategy first classifies the current volatility regime using normalized ATR (ATR as a percentage of price), then dynamically adjusts ALL other parameters based on that classification. This creates a context-aware system rather than a static threshold comparison. How Each Component Contributes to the System: ATR-Based Regime Classification (The Foundation) The strategy calculates ATR over 21 periods, smooths it with a 13-period EMA to reduce noise from wicks, then divides by price to get a normalized percentage. This ATR% is classified into three regimes: - Compression (ATR% < 0.8%): Market is consolidating, breakouts are more likely but false signals are common - Expansion (ATR% 0.8% - 1.6%): Normal trending conditions - Velocity (ATR% > 1.6%): High volatility, larger moves but also larger adverse excursions This regime classification then controls stop distances, profit targets, trailing stop offsets, and signal strength requirements. The regime acts as a "meta-parameter" that tunes the entire system. EMA Ribbon (8/21/34) - Trend Structure Detection The three EMAs establish trend direction and structure. When EMA 8 > EMA 21 > EMA 34, the trend structure is bullish. The slope of the middle EMA (21) is calculated over 8 bars and converted to degrees using arctangent. This slope measurement quantifies trend strength, not just direction. Why these specific periods? The 8/21/34 sequence follows Fibonacci-like spacing and provides good separation on 5-minute cryptocurrency charts. The fast EMA (8) responds to immediate price action, the mid EMA (21) represents the short-term trend, and the slow EMA (34) acts as a trend filter. The EMA ribbon works with the regime classification: during compression regimes, the strategy requires stronger ribbon alignment before entry because false breakouts are more common. MACD (8/21/5) - Momentum Measurement The MACD uses faster parameters (8/21/5) than the standard (12/26/9) because cryptocurrency markets move faster than traditional markets. The histogram is smoothed with a 5-period EMA to reduce noise. The key innovation is the adaptive histogram baseline. Instead of using a fixed threshold, the strategy calculates a rolling baseline from the smoothed absolute histogram value, then multiplies by a sensitivity factor (1.15). This means the threshold for "significant momentum" automatically adjusts based on recent momentum levels. The MACD works with the regime classification: during velocity regimes, the histogram baseline is effectively higher because recent momentum has been stronger, preventing entries on relatively weak momentum. RSI (21 period) and MFI (21 period) - Independent Momentum Confirmation RSI measures momentum using price changes only. MFI (Money Flow Index) measures momentum using price AND volume. By requiring both to confirm, the strategy filters out price moves that lack volume support. The 21-period length is longer than typical (14) to reduce noise on 5-minute charts. The trigger threshold (55 for longs, 45 for shorts) is slightly offset from 50 to require momentum in the trade direction, not just neutral readings. These indicators work together: a signal requires RSI > 55 AND MFI > 55 for longs. This dual confirmation reduces false signals from price manipulation or low-volume moves. Bollinger Bands (1.5 mult) and Keltner Channels (1.8 mult) - Squeeze Detection When Bollinger Bands contract inside Keltner Channels, volatility is compressing and a breakout is likely. This is the "squeeze" condition. When the bands expand back outside the channels, the squeeze "releases." The strategy uses a 1.5 multiplier for Bollinger Bands (tighter than standard 2.0) and 1.8 for Keltner Channels. These values were chosen to identify meaningful squeezes on 5-minute cryptocurrency charts without triggering too frequently. The squeeze detection works with the regime classification: squeeze releases during compression regimes receive additional signal strength points because breakouts from consolidation are more significant. Volume Impulse Detection - Institutional Participation Filter The strategy calculates a volume baseline (34-period SMA) and standard deviation. A "volume impulse" is detected when current volume exceeds the baseline by 1.15x OR when the volume z-score exceeds 0.5. This filter ensures entries occur when there is meaningful market participation, not during low-volume periods where price moves are less reliable. Volume impulse is required for all entries and adds points to the composite signal strength score. Cycle Oscillator - Trend Alignment Filter The strategy calculates a 55-period EMA as a cycle basis, then measures price deviation from this basis as a percentage. When price is more than 0.15% above the cycle basis, the cycle is bullish. When more than 0.15% below, the cycle is bearish. This filter prevents counter-trend entries. Long signals require bullish cycle alignment; short signals require bearish cycle alignment. BTC Dominance Filter (Optional) - Market Regime Filter The strategy can optionally use BTC.D (Bitcoin Dominance) as a market regime filter. When BTC dominance is rising (slope > 0.12), the market is in "risk-off" mode and long entries on altcoins are filtered. When dominance is falling (slope < -0.12), short entries are filtered. This filter is optional because the BTC.D data feed may lag during low-liquidity periods. How The Components Work Together (The Mashup Justification): The strategy uses a composite scoring system where each signal pathway contributes points: Trend Break pathway (30 points): Requires EMA ribbon alignment + positive slope + price breaks above recent structure high Momentum Surge pathway (30 points): Requires MACD histogram > adaptive baseline + MACD line > signal + RSI > 55 + MFI > 55 + volume impulse Squeeze Release pathway (25 points): Requires BB inside KC (squeeze) then release + momentum bias + histogram confirmation Micro Pullback pathway (15 points): Requires shallow retracement to fast EMA within established trend + histogram confirmation + volume impulse Additional modifiers: +5 points if volume impulse is present, -5 if absent +5 points in velocity regime, -2 in compression regime +5 points if cycle is aligned, -5 if counter-trend A trade only executes when the composite score reaches the minimum threshold (default 55) AND all filters agree (session, cycle bias, BTC dominance if enabled). This scoring system is the core innovation: instead of requiring ALL conditions to be true (which would generate very few signals) or ANY condition to be true (which would generate too many false signals), the strategy requires ENOUGH conditions to be true, with different conditions contributing different weights based on their reliability. HOW THE STRATEGY CALCULATES ENTRIES AND EXITS Entry Logic: 1. Calculate current volatility regime from ATR% 2. Calculate all indicator values (MACD, EMA, RSI, MFI, squeeze, volume) 3. Evaluate each signal pathway and sum points 4. Check all filters (session, cycle, dominance, kill switch) 5. If composite score >= 55 AND all filters pass, generate entry signal 6. Calculate position size based on risk per trade and regime-adjusted stop distance 7. Execute entry with regime name as comment Position Sizing Formula: RiskCapital = Equity * (0.65 / 100) StopDistance = ATR * StopMultiplier(regime) RawQuantity = RiskCapital / StopDistance MaxQuantity = Equity * (12 / 100) / Price Quantity = min(RawQuantity, MaxQuantity) Quantity = round(Quantity / 0.001) * 0.001 This ensures each trade risks approximately 0.65% of equity regardless of volatility, while capping total exposure at 12% of equity. Stop Loss Calculation: Stop distance is ATR multiplied by a regime-specific multiplier: Compression regime: 1.05x ATR (tighter stops because moves are smaller) Expansion regime: 1.55x ATR (standard stops) Velocity regime: 2.1x ATR (wider stops to avoid premature exits during volatility) Take Profit Calculation: Target distance is ATR multiplied by regime-specific multiplier and base risk/reward: Compression regime: 1.6x ATR * 1.8 base R:R * 0.9 regime bonus = approximately 2.6x ATR Expansion regime: 2.05x ATR * 1.8 base R:R * 1.0 regime bonus = approximately 3.7x ATR Velocity regime: 2.8x ATR * 1.8 base R:R * 1.15 regime bonus = approximately 5.8x ATR Trailing Stop Logic: When adaptive trailing is enabled, the strategy calculates a trailing offset based on ATR and regime: Compression regime: 1.1x base offset (looser trailing to avoid noise) Expansion regime: 1.0x base offset (standard) Velocity regime: 0.8x base offset (tighter trailing to lock in profits during fast moves) The trailing stop only activates when it would be tighter than the initial stop. Momentum Fail-Safe Exits: The strategy closes positions early if momentum reverses: Long positions close if MACD histogram turns negative OR EMA ribbon structure breaks (fast EMA crosses below mid EMA) Short positions close if MACD histogram turns positive OR EMA ribbon structure breaks This prevents holding through momentum reversals even if stop loss hasn't been hit. Kill Switch: If maximum drawdown exceeds 6.5%, the strategy disables new entries until manually reset. This prevents continued trading during adverse conditions. HOW TO USE THIS STRATEGY Step 1: Apply to Chart Use a 5-minute chart of a high-liquidity cryptocurrency perpetual (BTC/USDT, ETH/USDT recommended) Ensure at least 200 bars of history are loaded for indicator stabilization Use standard candlestick charts only (not Heikin Ashi, Renko, or other non-standard types) Step 2: Understand the Visual Elements EMA Ribbon: Three lines (8/21/34 periods) showing trend structure. Bullish when stacked upward, bearish when stacked downward. Background Color: Shows current volatility regime - Indigo/dark blue = Compression (low volatility) - Purple = Expansion (normal volatility) - Magenta/pink = Velocity (high volatility) Bar Colors: Reflect signal strength divergence. Brighter colors indicate stronger directional bias. Triangle Markers: Entry signals. Up triangles below bars = long entry. Down triangles above bars = short entry. Dashboard (top-right): Real-time display of regime, ATR%, signal strengths, position status, stops, targets, and risk metrics. Step 3: Interpret the Dashboard Regime: Current volatility classification (Compression/Expansion/Velocity) ATR%: Normalized volatility as percentage of price Long/Short Strength: Current composite signal scores (0-100) Cycle Osc: Price deviation from 55-period EMA as percentage Dominance: BTC.D slope and filter status Position: Current position direction or "Flat" Stop/Target: Current stop loss and take profit levels Kill Switch: Status of drawdown protection Volume Z: Current volume z-score Impulse: Whether volume impulse condition is met Step 4: Adjust Parameters for Your Needs For more conservative trading: Increase "Minimum Composite Signal Strength" to 65 or higher For more aggressive trading: Decrease to 50 (but expect more false signals) For higher timeframes (15m+): Increase "Structure Break Window" to 12-15, increase "RSI Momentum Trigger" to 58 For lower liquidity pairs: Increase "Volume Impulse Multiplier" to 1.3, increase slippage in strategy properties To disable short selling: Uncheck "Enable Short Structure" To disable BTC dominance filter: Uncheck "BTC Dominance Confirmation" STRATEGY PROPERTIES (BACKTEST SETTINGS) These are the exact settings used in the strategy's Properties dialog box. You must use these same settings when evaluating the backtest results shown in the publication: Initial Capital: $100,000 Justification: This amount is higher than typical retail accounts. I chose this value to demonstrate percentage-based returns that scale proportionally. The strategy uses percentage-based position sizing (0.65% risk per trade), so a $10,000 account would see the same percentage returns with 10x smaller position sizes. The absolute dollar amounts in the backtest should be interpreted as percentages of capital. Commission: 0.04% (commission_value = 0.04) Justification: This reflects typical perpetual futures exchange fees. Major exchanges charge between 0.02% (maker) and 0.075% (taker). The 0.04% value is a reasonable middle estimate. If your exchange charges different fees, adjust this value accordingly. Higher fees will reduce net profitability. Slippage: 1 tick Justification: This is conservative for liquid pairs like BTC/USDT on major exchanges during normal conditions. For less liquid altcoins or during high volatility, actual slippage may be higher. If you trade less liquid pairs, increase this value to 2-3 ticks for more realistic results. Pyramiding: 1 Justification: No position stacking. The strategy holds only one position at a time. This simplifies risk management and prevents overexposure. calc_on_every_tick: true Justification: The strategy evaluates on every price update, not just bar close. This is necessary for scalping timeframes where waiting for bar close would miss opportunities. Note that this setting means backtest results may differ slightly from bar-close-only evaluation. calc_on_order_fills: true Justification: The strategy recalculates immediately after order fills for faster response to position changes. RISK PER TRADE JUSTIFICATION The default risk per trade is 0.65% of equity. This is well within the TradingView guideline that "risking more than 5-10% on a trade is not typically considered viable." With the 12% maximum exposure cap, even if the strategy takes multiple consecutive losses, the total risk remains manageable. The kill switch at 6.5% drawdown provides additional protection by halting new entries during adverse conditions. The position sizing formula ensures that stop distance (which varies by regime) is accounted for, so actual risk per trade remains approximately 0.65% regardless of volatility conditions. SAMPLE SIZE CONSIDERATIONS For statistically meaningful backtest results, you should select a dataset that generates at least 100 trades. On 5-minute BTC/USDT charts, this typically requires: 2-3 months of data during normal market conditions 1-2 months during high-volatility periods 3-4 months during low-volatility consolidation periods The strategy's selectivity (requiring 55+ composite score plus all filters) means it generates fewer signals than less filtered approaches. If your backtest shows fewer than 100 trades, extend the date range or reduce the minimum signal strength threshold. Fewer than 100 trades produces statistically unreliable results. Win rate, profit factor, and other metrics can vary significantly with small sample sizes. STRATEGY DESIGN COMPROMISES AND LIMITATIONS Every strategy involves trade-offs. Here are the compromises made in this design and the limitations you should understand: Selectivity vs. Opportunity Trade-off The 55-point minimum threshold filters many potential trades. This reduces false signals but also misses valid setups that don't meet all criteria. Lowering the threshold increases trade frequency but decreases win rate. There is no "correct" threshold; it depends on your preference for fewer higher-quality signals vs. more signals with lower individual quality. Regime Classification Lag The ATR-based regime detection uses historical data (21 periods + 13-period smoothing). It cannot predict sudden volatility spikes. During flash crashes or black swan events, the strategy may be classified in the wrong regime for several bars before the classification updates. This is an inherent limitation of any lagging indicator. Indicator Parameter Sensitivity The default parameters (MACD 8/21/5, EMA 8/21/34, RSI 21, etc.) are tuned for BTC/ETH perpetuals on 5-minute charts during 2024 market conditions. Different assets, timeframes, or market regimes may require different parameters. There is no guarantee that parameters optimized on historical data will perform similarly in the future. BTC Dominance Filter Limitations The CRYPTOCAP:BTC.D data feed may lag during low-liquidity periods or weekends. The dominance slope calculation uses a 5-bar SMA, adding additional delay. If you notice the filter behaving unexpectedly, consider disabling it. Backtest vs. Live Execution Differences TradingView backtesting does not replicate actual broker execution. Key differences: Backtests assume perfect fills at calculated prices; real execution involves order book depth, latency, and partial fills The calc_on_every_tick setting improves backtest realism but still cannot capture sub-bar price action or order book dynamics Commission and slippage settings are estimates; actual costs vary by exchange, time of day, and market conditions Funding rates on perpetual futures are not modeled in backtests and can significantly impact profitability over time Exchange-specific limitations (position limits, liquidation mechanics, order types) are not modeled Market Condition Dependencies This strategy is designed for trending and breakout conditions. During extended sideways consolidation with no clear direction, the strategy may generate few signals or experience whipsaws. No strategy performs well in all market conditions. Cryptocurrency-Specific Risks Cryptocurrency markets operate 24/7 without session boundaries. This means: No natural "overnight" risk reduction Volatility can spike at any time Liquidity varies significantly by time of day Exchange outages or issues can occur at any time WHAT THIS STRATEGY DOES NOT DO To be straightforward about limitations: This strategy does not guarantee profits. Past backtest performance does not indicate future results. This strategy does not predict the future. It reacts to current conditions based on historical patterns. This strategy does not account for funding rates, which can significantly impact perpetual futures profitability. This strategy does not model exchange-specific execution issues (partial fills, requotes, outages). This strategy does not adapt to fundamental news events or black swan scenarios. This strategy is not optimized for all market conditions. It may underperform during extended consolidation. IMPORTANT RISK WARNINGS Past performance does not guarantee future results. The backtest results shown reflect specific historical market conditions and parameter settings. Markets change constantly, and strategies that performed well historically may underperform or lose money in the future. A single backtest run does not constitute proof of future profitability. Trading involves substantial risk of loss. Cryptocurrency derivatives are highly volatile instruments. You can lose your entire investment. Only trade with capital you can afford to lose completely. This is not financial advice. This strategy is provided for educational and informational purposes only. It does not constitute investment advice, trading recommendations, or any form of financial guidance. The author is not a licensed financial advisor. You are responsible for your own decisions. Before using this strategy with real capital: Thoroughly understand the code and logic by reading the open-source implementation Forward test with paper trading or very small positions for an extended period Verify that commission, slippage, and execution assumptions match your actual trading environment Understand that live results will differ from backtest results Consider consulting with a qualified financial advisor No guarantees or warranties. This strategy is provided "as is" without any guarantees of profitability, accuracy, or suitability for any purpose. The author is not responsible for any losses incurred from using this strategy. OPEN-SOURCE CODE STRUCTURE The strategy code is organized into these sections for readability: Configuration Architecture: Input parameters organized into logical groups (Core Controls, Optimization Constants, Regime Intelligence, Signal Pathways, Risk Architecture, Visualization) Helper Functions: calcQty() for position sizing, clamp01() and normalize() for value normalization, calcMFI() for Money Flow Index calculation Core Indicator Engine: EMA ribbon, ATR and regime classification, MACD with adaptive baseline, RSI, MFI, volume analytics, cycle oscillator, BTC dominance filter, squeeze detection Signal Pathway Logic: Trend break, momentum surge, squeeze release, micro pullback pathways with composite scoring Entry/Exit Orchestration: Signal filtering, position sizing, entry execution, stop/target calculation, trailing stop logic, momentum fail-safe exits Visualization Layer: EMA plots, regime background, bar coloring, signal labels, dashboard table You can read and modify any part of the code. Understanding the logic before deployment is strongly recommended. - Made with passion by officialjackofalltrades
Strategi Pine Script®
oleh officialjackofalltrades
LR Candles V2.1IMPORTANT: Use this strategy only with Heikin Ashi candles; otherwise, the results will be negative. The use of this strategy is solely and exclusively under the responsibility of the operator. To perform testing correctly and as close to market reality as possible, we suggest setting the strategy preferences as follows: Slippage = 3 Using bar magnifico = Enabled Commission = Completed Detail: It is important to include at least 1,000 trades in the test. This provides a certain robustness in the historical analysis of a strategy. Values lower than this may alter the expected results when trading in real life. Tip: Play around with different time frames and calibrations on the strategic indicator. Examples include unchecking Ling-Reg, unchecking EMA, or using both in combination. Look for the best probability and results for a specific asset. The strategy usually performs well on time frames longer than 1 hour; this is what has been observed.
Strategi Pine Script®
oleh roykreuzer
Elite MTF EMA Reclaim StrategyThis script is a 6-minute execution MTF EMA “retest → reclaim” strategy. It looks for trend-aligned pullbacks into fast EMAs, then enters when price reclaims and (optionally) retests the reclaim level—while filtering out chop (low trend strength/volatility or recent EMA20/50 crosses) and enforcing higher-timeframe alignment (Daily + 1H, or whichever you select). How to use Run it on a 6-minute chart (that’s what the presets are tuned for). Pick your Market (Forex / XAUUSD / Crypto / Indices) and a Preset: Elite = strictest, cleanest (fewer signals) Balanced = middle ground Aggressive = most signals, loosest filters Set HTF Alignment Mode: D + H1 (recommended) for highest quality Off if you want more trades / LTF-only testing Leave Kill Chop = ON (recommended). If you’re not getting trades, this is usually the blocker. Choose entry behavior: If Require Retest = true, entries happen on the retest after reclaim (cleaner, later). If Require Retest = false, entries trigger on reclaim using Reclaim Timing Default: “Preset” uses the strategy’s recommended default per market/preset or force Reclaim close / Next bar confirmation For backtesting, keep Mode = Strategy (Backtest). For alerts/visual-only, set Mode = Indicator (Signals Only). Use Show Signals (All Modes) to toggle triangles on/off without affecting trades. Tip: If TradingView says “not enough data,” switch symbol history to “All,” reduce HTF alignment (try H1 only), or backtest a more recent date range.
Strategi Pine Script®
oleh sledgeproduuctions
Pro Scalp Master Strategy: FINAL FIXED v4🔥 Pro Master Strategy – FINAL FIXED v4 Advanced Trend-Following & Risk-Managed Auto Trading Strategy Pro Master Strategy – FINAL FIXED v3 एक पूरी तरह से rule-based, professional-grade Pine Script strategy है, जिसे खास तौर पर BTCUSD Futures और high-volatility markets के लिए डिजाइन किया गया है। यह strategy manual trading की भावनात्मक गलतियों को हटाकर disciplined और systematic trading पर फोकस करती है। 🚀 Core Strategy Logic यह strategy multiple confirmation layers का उपयोग करती है: 📈 Trend Detection Signal M5,M15 EMA Fast & EMA Slow Crossover Optional 1H Higher Timeframe Trend Confirmation ⚡ Momentum & Strength Filters MACD Histogram Direction Filter RSI Limit Filter (Overbought / Oversold control) MFI Filter (Optional volume confirmation) ADX Trend Strength Filter (Weak market में entries avoid) 🔍 Advanced Market Filters ATR-based Volatility Filter (High noise market avoid) Candle Body Strength Filter (>30% body size) Session Filter (Optional fixed trading hours) News filter Daily Trade Limit Control (Over-trading protection) 🛡️ Risk Management & Exit Engine Strategy का सबसे मजबूत हिस्सा इसका ATR-based Exit System है: 📉 ATR Stop Loss 🎯 ATR Take Profit 🔁 Partial Profit Booking (50%) 🧲 Optional Trailing Stop Loss 🚫 No Pyramiding (One trade at a time only) Risk-based position sizing framework built-in है (Current version testing के लिए fixed quantity पर रखा गया है) 🤖 Automation Ready (Alert → API Friendly) Clean JSON Alert Structure Entry, Partial Exit और Final Exit के लिए अलग-अलग alerts Auto-execution platforms / exchanges के साथ integration के लिए optimized 🎯 Best Use Case ✔ BTCUSD Futures ✔ Trend-Following Traders ✔ Algo / Auto Trading Setup ✔ Discipline-based Trading Systems ✔ Traders जो quality trades > quantity trades पर विश्वास करते हैं ⚠️ Important Disclaimer यह strategy educational और research purposes के लिए है यह financial advice या profit guarantee नहीं है Futures trading में high risk शामिल है Live use से पहले backtesting और paper trading अनिवार्य है Use entirely at your own risk 🔒 Access & Distribution Invite-Only / Private / Subscription Based Source code protected Serious traders के लिए ही intended
Strategi Pine Script®
oleh drpradeeptyagi2
TTS Orb Orderflow NexusTTS Orb Orderflow Nexus is a comprehensive trading dashboard that combines multiple technical analysis concepts into a single, unified tool. It integrates Opening Range Breakout (ORB) analysis, Anchored VWAP, ES/NQ correlation tracking, volume profile concepts, cumulative volume delta, orderflow patterns, and liquidity detection to help traders identify high-probability setups. Credits This indicator was built upon and inspired by Tradeseekers' "Opening Range Breakout and Price Targets" indicator. Full credit to Tradeseekers for the original ORB logic and price target framework that serves as the foundation for this expanded version. This script extends that work by adding correlation analysis, orderflow tools, liquidity detection, and a comprehensive dashboard. Key Features 15-Minute Opening Range Breakout (ORB) Automatically identifies and plots the 15-minute opening range (default 8:30-8:45 AM CT) Displays ORB high, low, mid, and quarter levels Calculates price targets at 50%, 100%, and 150% extensions Visual ORB box that extends throughout the trading session Anchored VWAP with Standard Deviation Bands VWAP anchored to market open Configurable 1σ, 2σ, and 3σ standard deviation bands Identifies extended price conditions and mean reversion zones ES/NQ Correlation Analysis Tracks ES1! futures alongside your chart (designed for NQ) Monitors both instruments' positions relative to their respective ORBs Detects divergence and convergence between the two markets Generates setup alerts when one market leads or lags the other Volume & Orderflow Analysis Cumulative Volume Delta (CVD) with divergence detection Buy/sell pressure percentage Volume ratio compared to 20-period average High and low volume node identification Orderflow Pattern Detection Absorption patterns (high volume with minimal price movement) Iceberg/hidden order detection Exhaustion pattern identification Liquidity Detection Swing high/low tracking Liquidity sweep alerts (stop hunts) Unusual wick detection with configurable thresholds Rejection candle identification Candlestick Pattern Recognition Engulfing patterns Hammer and shooting star Doji Morning and evening star Dynamic Dashboard Real-time display of all indicators and their current states ES/NQ setup recommendations with strength ratings Confluence scoring system Position tracking Fully customizable size and position Signal Generation Three signal modes: Aggressive, Conservative, and Ultra-Conservative Configurable minimum confluence requirements Automatic long and short entries with exit conditions Multiple alert conditions for all major events Recommended Use This indicator is designed primarily for trading NQ (Nasdaq futures) while monitoring ES (S&P futures) correlation, but can be adapted to other instruments. The ES/NQ correlation setups identify opportunities when one market breaks out or fails while the other lags, providing potential mean-reversion or trend-continuation entries. Inputs & Customization Session times and timezone ORB box colors and styling VWAP standard deviation multipliers EMA length Correlation period Volume and absorption thresholds Liquidity sweep parameters Signal mode and confluence requirements Dashboard position, size, and colors 🙏 Acknowledgments Special thanks to Tradeseekers for the original "Opening Range Breakout and Price Targets" indicator. Their work on ORB logic and price target calculations provided the foundation upon which this expanded indicator was built. ⚠️ RISK DISCLAIMER IMPORTANT: Please read this disclaimer carefully before using this indicator. This indicator is provided for educational and informational purposes only. It is not intended as, and should not be construed as, financial advice, investment advice, or trading recommendations. I am not a licensed financial advisor, registered investment advisor, broker, or dealer. I do not provide personalized investment advice or recommendations tailored to your individual circumstances. Trading futures, options, and other financial instruments involves substantial risk of loss and is not suitable for all investors. You could lose some or all of your initial investment. Only trade with capital you can afford to lose. Past performance of any trading strategy, indicator, or system is not indicative of future results. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed or shown. Before trading: Understand that all trading involves risk Never trade with money you cannot afford to lose Consider consulting with a qualified financial professional Paper trade and backtest thoroughly before risking real capital Develop proper risk management and position sizing strategies By using this indicator, you acknowledge that: All trading decisions are your own responsibility You understand and accept the risks involved in trading The creator of this indicator is not liable for any losses you may incur No guarantees of profitability are made or implied Trade responsibly and at your own risk.Claude is AI and can make mistakes. Please double-check responses.
Strategi Pine Script®
oleh TexasTradingStrategies
UT Bot Strategy - EMA200 + RSI Filter (v6)UT Bot Indicator – EMA200 + RSI Filter + ATR Trailing Stop (v6) A precision trend–momentum trading framework for FX, Gold & Indices Overview The UT Bot Indicator (v6) combines the proven ATR-based trailing stop engine of the UT methodology with multi-layer trend confirmation and momentum filtering. This version introduces: Higher-timeframe trend alignment using EMA 200 Momentum qualification using RSI Optional Heikin Ashi smoothing Automatic virtual SL/TP projection for each trade signal The goal is to reduce false signals during ranging phases while preserving trend capture efficiency in volatile markets such as XAUUSD, GBPUSD, NASDAQ, DXY, BTC. Core Logic The indicator tracks dynamic price structure using ATR-based stop recalculation, switching bias only when the candle decisively crosses the trailing boundary. Signals are validated only when: Price direction matches the trailing stop reversal Price is aligned with long-term trend (EMA200) RSI confirms market momentum direction This layered confirmation improves trade quality while maintaining responsiveness. Signal Conditions Condition Long (Buy) Short (Sell) Price & ATR Structure Price crosses above trailing stop Price crosses below trailing stop Trend Direction Close > EMA200 Close < EMA200 Momentum Filter RSI > Buy Threshold RSI < Sell Threshold Once triggered, the indicator displays virtual SL & TP levels based on the configured percentage targets, allowing traders to visually manage trade lifecycle without repainting. Best Use Cases Trend continuation entries after pullbacks Swing & intraday trading on liquid instruments High-volatility assets (e.g. Gold / US100 / Crypto) Filtering low-probability signals in ranging markets Recommended Settings Market Key Value ATR Period Notes Forex 1.0 – 1.5 10–14 Balanced responsiveness Gold & Indices 1.0 – 2.0 10–20 Reduces noise in volatility spikes Crypto 1.5 – 3.0 14–21 Smooths erratic candle structure Alerts Included UT Long / UT Short Long / Short Take-Profit Hit Long / Short Stop-Loss Hit Enables FTMO-style rule automation, trade management bots, and custom alert workflows. Disclaimer This indicator does not repaint, but like any analytical tool it should be used within a structured risk-management framework. Backtest thoroughly before deploying in live markets.
Strategi Pine Script®
oleh Nielesh
UT Bot Strategy - EMA200 + RSI Filter (v6)UT Bot Indicator – EMA200 + RSI Filter + ATR Trailing Stop (v6) A precision trend–momentum trading framework for FX, Gold & Indices Overview The UT Bot Indicator (v6) combines the proven ATR-based trailing stop engine of the UT methodology with multi-layer trend confirmation and momentum filtering. This version introduces: Higher-timeframe trend alignment using EMA 200 Momentum qualification using RSI Optional Heikin Ashi smoothing Automatic virtual SL/TP projection for each trade signal The goal is to reduce false signals during ranging phases while preserving trend capture efficiency in volatile markets such as XAUUSD, GBPUSD, NASDAQ, DXY, BTC. Core Logic The indicator tracks dynamic price structure using ATR-based stop recalculation, switching bias only when the candle decisively crosses the trailing boundary. Signals are validated only when: Price direction matches the trailing stop reversal Price is aligned with long-term trend (EMA200) RSI confirms market momentum direction This layered confirmation improves trade quality while maintaining responsiveness. Signal Conditions Condition Long (Buy) Short (Sell) Price & ATR Structure Price crosses above trailing stop Price crosses below trailing stop Trend Direction Close > EMA200 Close < EMA200 Momentum Filter RSI > Buy Threshold RSI < Sell Threshold Once triggered, the indicator displays virtual SL & TP levels based on the configured percentage targets, allowing traders to visually manage trade lifecycle without repainting. Best Use Cases Trend continuation entries after pullbacks Swing & intraday trading on liquid instruments High-volatility assets (e.g. Gold / US100 / Crypto) Filtering low-probability signals in ranging markets Recommended Settings Market Key Value ATR Period Notes Forex 1.0 – 1.5 10–14 Balanced responsiveness Gold & Indices 1.0 – 2.0 10–20 Reduces noise in volatility spikes Crypto 1.5 – 3.0 14–21 Smooths erratic candle structure Alerts Included UT Long / UT Short Long / Short Take-Profit Hit Long / Short Stop-Loss Hit Enables FTMO-style rule automation, trade management bots, and custom alert workflows. Disclaimer This indicator does not repaint, but like any analytical tool it should be used within a structured risk-management framework. Backtest thoroughly before deploying in live markets. If you like this version ⭐ Add to favorites 📌 Follow for future releases 💬 Comment your market results for optimization benchmarks
Strategi Pine Script®
oleh Nielesh
CK INDEX Strategy Open-source code, Free, No Cost.Aqui está a tradução fiel e técnica para o inglês, ideal para a descrição do seu script no TradingView: ### 1. Requirements (The 3 Principles) 1. **Study** the code. 2. **Modify** the code. 3. **Distribute** copies or derivative versions (respecting the original credits). Description: Direction and Strength — CK Index The **CK Index** is a composite indicator formed by the conceptual sum of two CCIs and the PVT (Price Volume Trend) with an arithmetic mean. Its function is to simultaneously validate direction and accumulated flow. For a **buy operation**, both CCIs must be above zero, indicating bullish dominance across different time horizons, and the PVT must be above its average. For a **sell operation**, the CCIs must be below zero and the PVT below its average. It is important to emphasize that it acts as an **entry trigger**: the candle will turn **blue** to indicate a buy, **yellow** for a sell, and **white** when there is neutrality (meaning the color will be white when there is no clear definition—these are my personal settings). In its default form, it uses **green, red, and gray**, respectively. Good trades, and make the world a better and freer place!
Strategi Pine Script®
oleh musashibruno
Trader HQ - 6min Swing 51% WR2025 Results 51.7% WR on 6min timeframe This strategy is designed for trend-following momentum trades and performs best on the 6-minute timeframe, where it balances signal quality with frequency. It combines: UT Bot ATR trailing stop logic for structural trend detection ADX strength + rising momentum filter to avoid chop Higher-timeframe trend confirmation to trade only in favorable market regimes Long and short entries, aligned with dominant trend conditions The result is a disciplined, rule-based system that filters out low-quality setups and focuses only on high-probability trend continuations, making it suitable for active swing and intraday traders. 📩 Access: This strategy is private. To request access, email: upswingtrading1@gmail.com Best used on: 6-minute timeframe Liquid instruments (SPY, QQQ, IWM, index futures, high-volume stocks)
Strategi Pine Script®
oleh Marketscope