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SupterTrend I created this script for basically two reasons 1. there is not simple suptertrend indicator available on tv rather you will find many fancy suptrend indicators with confusing other indicators and absurd background colors i dont know why some of the trader coders are obsessed with is using over the top color and designing phenomena. 2. I want to let people know about the accuracy of suptertrend indicator on multiple time frames i am plaining to create a backtesting tool for almost all Famous indicators so that specially new folks know what should they expect from any particular Indicator Also i added intraday filter to check the results for intrday signals . the sqaure off timings are for Indian markets only but you can edit the hours and minutes in the code for using other than indian markets. No need to do anything if you only want positional trading trading results
Strategi Pine Script®
oleh Gurjant_Singh
9
Patient Trendfollower (7)(alpha) Backtesting AlgorithmThis is an alpha version of backtesting algorithm for my Patient Trendfollower (7) strategy. It can help you adapt the indicator to other charts than EURUSD. Please bear in mind that price action, volume profiles and supzistences are a catalyst for successful trading, not an indicator. You can get significantly better results if you use these things in your trading and use Trendfollower only as a secondary tool. Patient Trendfollower Indicator Thanks belongs to @everget and Satik FX, their contributions are highlighted on an indicator page.
Strategi Pine Script®
oleh OrcChieftain
3
BO - RSI - M5 BacktestingBO - RSI - M5 Backtesting -Rule of Strategy A. Data 1. Chart M5 IDC 2. Symbol: EURJPY B. Indicator 1. RSI 2. Length: 12 (adjustable) 3. Extreme Top: 75 (adjustable) 4. Extreme Bottom: 25 (adjustable) C. Rule of Signal 1. Put Signal * Rsi create a temporary peak over Extreme Top row61: peak_rsi= rsi >rsi and rsi >rsi and rsi rsi_top 2. Call Signal * Rsi create a temporary bottom under Extreme Bottom row62: bott_rsi= rsi rsi and rsi
Strategi Pine Script®
oleh inno14
2
UT Bot Strategy with Backtesting Range [QuantNomad]UT Bot indicator was inially developer by @Yo_adriiiiaan Idea of original code belongs @HPotter I can't update my original UT Bot Strategy so I publishing new strategy with backtesting range included. I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it. Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles. Do not add this strategy to HA candles, use usual candles and this checkbox. Original script: UT Bot
Strategi Pine Script®
oleh QuantNomad
45
Deviation Back Tester (Great for Credit Spreads)!Error with math fixed in this one. Please use this one. This is great for credit spreads! Lets say you wanted to know if you had sold a 15% OTM Bull Put vertical 2 months out, how often would you win? This Turns green if you would have been correct with your credit spread had it expired on that date, or red if you would've been wrong. Great for Back testing! This could also be used for ATM debit spreads credit spreads etc. Example, how often does SPY deviate outside a 10% range relative to two months, 5% (if your doing straddles perhaps) etc. This Can be used with any stock. PLEASE KEEP IN MIND THAT IT TESTS DEVIATION IN BOTH DIRECTIONS. THEREFORE IT WILL HIGHLIGHT RED ON BOTH THE UPSIDE AND DOWNSIDE. WHEN BACKTESTING BE SURE TO CHECK WHETHER IT IS RED BECAUSE OF DOWNSIDE OR UPSIDE.
Indikator Pine Script®
oleh Rashad
1
Laguerre RSI by KivancOzbilgic STRATEGYBacktesting. " Laguerre RSI is based on John EHLERS' Laguerre Filter to avoid the noise of RSI . Change alpha coefficient to increase/decrease lag and smoothness. Buy when Laguerre RSI crosses upwards above 20. Sell when Laguerre RSI crosses down below 80. While indicator runs flat above 80 level, it means that an uptrend is strong. While indicator runs flat below 20 level, it means that a downtrend is strong. " Developer: John EHLERS Author: KivancOzbilgic
Strategi Pine Script®
oleh mertriver1
8
QUARTERS THEORY XAUUSDThe “Quarter Theory XAUUSD” indicator on TradingView is designed to automatically plot horizontal price levels in $25 increments on your chart, providing traders with a clear visual representation of key psychological and technical price points. These levels are particularly useful for instruments like XAU/USD, where price often reacts to round numbers, forming support and resistance zones that can be leveraged for both scalping and swing trading strategies. By showing all $25 increments as horizontal white lines, the indicator ensures that traders can quickly identify potential entry and exit points, without the need for manual drawing or repeated calculations. The indicator works by calculating the nearest $25 multiple relative to the current market price and then drawing horizontal lines across the chart for all increments within a defined range. This range can be customized to suit the instrument being traded; for example, for gold (XAU/USD), a typical range might extend from 0 to 5000, covering all practical price levels that could be relevant in both high and low market conditions. By using Pine Script’s persistent variables, the indicator efficiently creates these lines only once at the start of the chart, avoiding unnecessary resource usage and preventing TradingView from slowing down, which can happen if lines are redrawn every bar. From a trading perspective, these levels serve multiple purposes. For scalpers, the $25 increments act as micro support and resistance points, helping to determine short-term price reactions and potential breakout zones. Scalpers can use these levels to enter positions with tight stop-loss orders just beyond a level and take profits near the next $25 increment, which aligns with common price behavior patterns in highly liquid instruments. For swing traders, the same levels provide broader context, allowing them to identify areas where price might pause or reverse over several days. Swing traders can use these levels to align trades with the prevailing trend, particularly when combined with other indicators such as moving averages or trendlines. Another key advantage of the Quarterly Levels indicator is its simplicity and visual clarity. By plotting lines in a uniform white color and extending them to the right, the chart remains clean and easy to read, allowing traders to focus on price action and market dynamics rather than cluttered technical drawings. This visual consistency also helps in backtesting and strategy development, as traders can quickly see how price interacts with each level over time. Additionally, the use of round-number increments leverages the psychological tendencies of market participants, as many traders place stop orders or entry points near these levels, making them natural zones of interest. Overall, the Quarterly Levels indicator combines efficiency, clarity, and practical trading utility into a single tool. It streamlines chart analysis, highlights meaningful price zones, and supports both scalping and swing trading approaches, making it an essential addition to a trader’s toolkit. By understanding how to integrate these levels into trading strategies, traders can make more informed decisions, manage risk effectively, and identify high-probability trade setups across various market conditions.
Indikator Pine Script®
oleh ElvinLing
EMA + VWAP Strategy# EMA + VWAP Crossover Strategy ## Overview This is a trend-following intraday strategy that combines fast and slow EMAs with VWAP to identify high-probability entries. It's designed primarily for 5-15 minute charts and includes a smart filter to avoid trading when VWAP is ranging flat. ## How It Works ### Core Concept The strategy uses three main components working together: - **Fast EMA (9)** - Responds quickly to price changes and generates entry signals - **Slow EMA (21)** - Acts as a trend filter to keep you on the right side of the market - **VWAP** - Serves as a dynamic support/resistance level and the primary trigger for entries ### Entry Rules **Long Entry:** - EMA 9 crosses above VWAP (bullish momentum) - EMA 9 is above EMA 21 (confirming uptrend) - VWAP has a clear directional slope (not flat/ranging) - Only during weekdays (Monday-Friday) **Short Entry:** - EMA 9 crosses below VWAP (bearish momentum) - EMA 9 is below EMA 21 (confirming downtrend) - VWAP has a clear directional slope (not flat/ranging) - Only during weekdays (Monday-Friday) ### The VWAP Flat Filter One of the key features is the VWAP slope filter. When VWAP is moving sideways (flat), it indicates the market is likely consolidating or ranging. The strategy skips these periods because crossover signals tend to be less reliable in choppy conditions. You'll see small gray diamonds at the top of the chart when VWAP is considered flat. ### Risk Management The strategy uses a proper risk-reward approach with multiple stop loss options: 1. **ATR-Based (Recommended)** - Adapts to market volatility automatically. Default is 1.5x ATR(14), which gives your trades room to breathe while protecting capital. 2. **Swing Low/High** - Places stops at recent price structure points for a more technical approach. 3. **Slow EMA** - Uses the trend-defining EMA as your stop level, good for trend-following with wider stops. 4. **Fixed Percentage** - Simple percentage-based stops if you prefer consistency. Take profits are automatically calculated based on your risk-reward ratio (default 2:1), meaning if you risk $100, you're aiming to make $200. ### Weekday Trading Filter The strategy includes an option to trade only Monday through Friday. This is particularly useful for crypto markets where weekend liquidity can be thin and price action more erratic. You can toggle this on/off to test whether avoiding weekends improves your results. ### Visual Features - **Color-coded background** - Green tint when EMA 9 is above EMA 21 (bullish bias), red tint when below (bearish bias) - **ATR bands** - Dotted lines showing where stops would be placed (when using ATR stops) - **Active trade levels** - Solid red line for your stop loss, green line for your take profit when you're in a position - **Weekend highlighting** - Gray background on Saturdays and Sundays when weekday filter is active ## Best Practices **Timeframe:** Designed for 5-minute charts but can be adapted to other intraday timeframes. **Markets:** Works on any liquid market - stocks, forex, crypto, futures. Just make sure there's enough volume. **Position Sizing:** The strategy uses percentage of equity by default. Adjust based on your risk tolerance. **Backtesting Tips:** - Test with and without the weekday filter to see which performs better on your instrument - Try different ATR multipliers (1.0-2.5) to find the sweet spot between stop-outs and letting profits run - Experiment with risk-reward ratios (1.5R, 2R, 3R) to optimize for your win rate **What to Watch:** - Win rate vs. profit factor balance - How many trades are filtered out by the VWAP flat condition - Performance difference between weekdays and weekends - Whether the trend filter (EMA 21) is keeping you out of bad trades ## Parameters You Can Adjust - Fast EMA length (default 9) - Slow EMA length (default 21) - VWAP flat threshold (default 0.01%) - Stop loss type and parameters - Risk-reward ratio - Weekday trading on/off - ATR length and multiplier ## Disclaimer This strategy is for educational purposes. Past performance doesn't guarantee future results. Always test thoroughly on historical data and paper trade before risking real money. Use proper position sizing and never risk more than you can afford to lose. --- *Built with Pine Script v5 for TradingView*
Strategi Pine Script®
oleh cryptocu84
Breaker Blocks Finder | Gold | ProjectSyndicateProjectSyndicate Breaker Blocks Finder 📊 Overview The ProjectSyndicate Breaker Blocks Finder (PS BB Finder) is a professional-grade Pine Script indicator designed to detect and display Bullish and Bearish Breaker Blocks based on Smart Money Concepts (SMC) methodology. This indicator is specifically optimized for XAUUSD (Gold) trading but works reliably across all symbols and timeframes. Key Features ✅ Non-Repainting: Breaker blocks never change position after formation ✅ Multi-Timeframe Support: Optimized for M5, M10, M15, M20, M30, and H1 ✅ Highly Customizable: 10+ user-configurable settings ✅ Visual Clarity: Color-coded boxes and labels for easy identification ✅ Performance Optimized: Handles 1000+ candles without lag ✅ Cross-Symbol Compatible: Works on Forex, Crypto, Stocks, Indices, and Commodities ✅ Displacement Detection: Uses ATR-based displacement to filter false signals 🎯 What are Breaker Blocks? A Breaker Block is a failed order block that becomes a new support or resistance zone after being invalidated by price. It represents a market structure shift where institutional traders (smart money) have flipped their position. Bullish Breaker Block A Bullish Breaker Block forms when: 1 A bearish order block (resistance zone) exists 2 Price breaks ABOVE this zone with strong displacement 3 The former resistance zone now becomes SUPPORT 4 Price may retest this zone before continuing higher Visual: Green box with "BB ▲" label Bearish Breaker Block A Bearish Breaker Block forms when: 5 A bullish order block (support zone) exists 6 Price breaks BELOW this zone with strong displacement 7 The former support zone now becomes RESISTANCE 8 Price may retest this zone before continuing lower Visual: Red box with "BB ▼" label ⚙️ Default Settings Setting Default Range Description Lookback Period 1000 100-5000 Number of historical candles to analyze Max Breaker Blocks 5 1-50 Maximum number of breaker blocks to display Swing Detection Length 10 2-20 Bars on each side to confirm swing high/low. Higher = more significant swings Use Displacement Filter true true/false Enable to filter breaker blocks by displacement size Displacement Multiplier 2.0 0.5-5.0 Minimum move size as multiple of ATR. Higher = stricter detection Invalidation Method Close Close/Wick Close = Conservative (candle must close beyond zone)Wick = Aggressive (wick touch is enough) 📈 Recommended Timeframes & Settings This indicator is optimized for the following timeframes. Use these settings as a starting point. Lower Timeframes (M5, M10, M15, M20) These settings are designed to capture faster price movements and are the default settings for the indicator. Setting Recommended Value Lookback Period 1000 Max Breaker Blocks 5 Swing Detection Length 10 Use Displacement Filter true Displacement Multiplier 2.0 Invalidation Method Close Higher Timeframes (M30, H1) For these timeframes, a less strict displacement filter is recommended to capture more significant, but less frequent, breaker blocks. Setting Recommended Value Lookback Period 1000 Max Breaker Blocks 5 Swing Detection Length 10 Use Displacement Filter true Displacement Multiplier 1.0 Invalidation Method Close 🎓 How to Use Step 1: Identify Breaker Blocks Once the indicator is loaded, breaker blocks will automatically appear on your chart: • Green boxes = Bullish breaker blocks (former resistance, now support) • Red boxes = Bearish breaker blocks (former support, now resistance) Step 2: Wait for Retest The most reliable trading opportunities occur when price retests the breaker block zone: • For bullish breaker blocks, wait for price to come back down to the green zone • For bearish breaker blocks, wait for price to come back up to the red zone Step 3: Look for Confluence Combine breaker blocks with other SMC concepts for higher probability setups: • Fair Value Gaps (FVG) within the breaker block zone • Liquidity grabs before the retest • Break of Structure (BoS) or Change of Character (ChoCH) confirmation Step 4: Enter the Trade Bullish Setup: • Entry: At or near the bullish breaker block zone • Stop Loss: Below the breaker block • Take Profit: Previous swing high or higher Bearish Setup: • Entry: At or near the bearish breaker block zone • Stop Loss: Above the breaker block • Take Profit: Previous swing low or lower 🛡️ Non-Repainting Guarantee This indicator is 100% non-repainting, meaning: ✅ Breaker blocks never change position after formation ✅ Historical breaker blocks remain in the exact same location indefinitely ✅ Backtesting results are reliable and consistent 🐛 Troubleshooting Issue: No Breaker Blocks Appearing Solutions: • Ensure "Use Displacement Filter" is enabled. • On M30/H1, try lowering the "Displacement Multiplier" to 1.0. • Scroll back in history; blocks may not be present on the most recent bars. Issue: Too Many Breaker Blocks Solutions: • Increase "Displacement Multiplier" to 2.5 or 3.0. • Increase "Swing Detection Length" to 12-15. • Decrease "Max Breaker Blocks" to 3-4.
Indikator Pine Script®
oleh ProjectSyndicate
2
Game Theory Trading StrategyGame Theory Trading Strategy: Explanation and Working Logic This Pine Script (version 5) code implements a trading strategy named "Game Theory Trading Strategy" in TradingView. Unlike the previous indicator, this is a full-fledged strategy with automated entry/exit rules, risk management, and backtesting capabilities. It uses Game Theory principles to analyze market behavior, focusing on herd behavior, institutional flows, liquidity traps, and Nash equilibrium to generate buy (long) and sell (short) signals. Below, I'll explain the strategy's purpose, working logic, key components, and usage tips in detail. 1. General Description Purpose: The strategy identifies high-probability trading opportunities by combining Game Theory concepts (herd behavior, contrarian signals, Nash equilibrium) with technical analysis (RSI, volume, momentum). It aims to exploit market inefficiencies caused by retail herd behavior, institutional flows, and liquidity traps. The strategy is designed for automated trading with defined risk management (stop-loss/take-profit) and position sizing based on market conditions. Key Features: Herd Behavior Detection: Identifies retail panic buying/selling using RSI and volume spikes. Liquidity Traps: Detects stop-loss hunting zones where price breaks recent highs/lows but reverses. Institutional Flow Analysis: Tracks high-volume institutional activity via Accumulation/Distribution and volume spikes. Nash Equilibrium: Uses statistical price bands to assess whether the market is in equilibrium or deviated (overbought/oversold). Risk Management: Configurable stop-loss (SL) and take-profit (TP) percentages, dynamic position sizing based on Game Theory (minimax principle). Visualization: Displays Nash bands, signals, background colors, and two tables (Game Theory status and backtest results). Backtesting: Tracks performance metrics like win rate, profit factor, max drawdown, and Sharpe ratio. Strategy Settings: Initial capital: $10,000. Pyramiding: Up to 3 positions. Position size: 10% of equity (default_qty_value=10). Configurable inputs for RSI, volume, liquidity, institutional flow, Nash equilibrium, and risk management. Warning: This is a strategy, not just an indicator. It executes trades automatically in TradingView's Strategy Tester. Always backtest thoroughly and use proper risk management before live trading. 2. Working Logic (Step by Step) The strategy processes each bar (candle) to generate signals, manage positions, and update performance metrics. Here's how it works: a. Input Parameters The inputs are grouped for clarity: Herd Behavior (🐑): RSI Period (14): For overbought/oversold detection. Volume MA Period (20): To calculate average volume for spike detection. Herd Threshold (2.0): Volume multiplier for detecting herd activity. Liquidity Analysis (💧): Liquidity Lookback (50): Bars to check for recent highs/lows. Liquidity Sensitivity (1.5): Volume multiplier for trap detection. Institutional Flow (🏦): Institutional Volume Multiplier (2.5): For detecting large volume spikes. Institutional MA Period (21): For Accumulation/Distribution smoothing. Nash Equilibrium (⚖️): Nash Period (100): For calculating price mean and standard deviation. Nash Deviation (0.02): Multiplier for equilibrium bands. Risk Management (🛡️): Use Stop-Loss (true): Enables SL at 2% below/above entry price. Use Take-Profit (true): Enables TP at 5% above/below entry price. b. Herd Behavior Detection RSI (14): Checks for extreme conditions: Overbought: RSI > 70 (potential herd buying). Oversold: RSI < 30 (potential herd selling). Volume Spike: Volume > SMA(20) x 2.0 (herd_threshold). Momentum: Price change over 10 bars (close - close ) compared to its SMA(20). Herd Signals: Herd Buying: RSI > 70 + volume spike + positive momentum = Retail buying frenzy (red background). Herd Selling: RSI < 30 + volume spike + negative momentum = Retail selling panic (green background). c. Liquidity Trap Detection Recent Highs/Lows: Calculated over 50 bars (liquidity_lookback). Psychological Levels: Nearest round numbers (e.g., $100, $110) as potential stop-loss zones. Trap Conditions: Up Trap: Price breaks recent high, closes below it, with a volume spike (volume > SMA x 1.5). Down Trap: Price breaks recent low, closes above it, with a volume spike. Visualization: Traps are marked with small red/green crosses above/below bars. d. Institutional Flow Analysis Volume Check: Volume > SMA(20) x 2.5 (inst_volume_mult) = Institutional activity. Accumulation/Distribution (AD): Formula: ((close - low) - (high - close)) / (high - low) * volume, cumulated over time. Smoothed with SMA(21) (inst_ma_length). Accumulation: AD > MA + high volume = Institutions buying. Distribution: AD < MA + high volume = Institutions selling. Smart Money Index: (close - open) / (high - low) * volume, smoothed with SMA(20). Positive = Smart money buying. e. Nash Equilibrium Calculation: Price mean: SMA(100) (nash_period). Standard deviation: stdev(100). Upper Nash: Mean + StdDev x 0.02 (nash_deviation). Lower Nash: Mean - StdDev x 0.02. Conditions: Near Equilibrium: Price between upper and lower Nash bands (stable market). Above Nash: Price > upper band (overbought, sell potential). Below Nash: Price < lower band (oversold, buy potential). Visualization: Orange line (mean), red/green lines (upper/lower bands). f. Game Theory Signals The strategy generates three types of signals, combined into long/short triggers: Contrarian Signals: Buy: Herd selling + (accumulation or down trap) = Go against retail panic. Sell: Herd buying + (distribution or up trap). Momentum Signals: Buy: Below Nash + positive smart money + no herd buying. Sell: Above Nash + negative smart money + no herd selling. Nash Reversion Signals: Buy: Below Nash + rising close (close > close ) + volume > MA. Sell: Above Nash + falling close + volume > MA. Final Signals: Long Signal: Contrarian buy OR momentum buy OR Nash reversion buy. Short Signal: Contrarian sell OR momentum sell OR Nash reversion sell. g. Position Management Position Sizing (Minimax Principle): Default: 1.0 (10% of equity). In Nash equilibrium: Reduced to 0.5 (conservative). During institutional volume: Increased to 1.5 (aggressive). Entries: Long: If long_signal is true and no existing long position (strategy.position_size <= 0). Short: If short_signal is true and no existing short position (strategy.position_size >= 0). Exits: Stop-Loss: If use_sl=true, set at 2% below/above entry price. Take-Profit: If use_tp=true, set at 5% above/below entry price. Pyramiding: Up to 3 concurrent positions allowed. h. Visualization Nash Bands: Orange (mean), red (upper), green (lower). Background Colors: Herd buying: Red (90% transparency). Herd selling: Green. Institutional volume: Blue. Signals: Contrarian buy/sell: Green/red triangles below/above bars. Liquidity traps: Red/green crosses above/below bars. Tables: Game Theory Table (Top-Right): Herd Behavior: Buying frenzy, selling panic, or normal. Institutional Flow: Accumulation, distribution, or neutral. Nash Equilibrium: In equilibrium, above, or below. Liquidity Status: Trap detected or safe. Position Suggestion: Long (green), Short (red), or Wait (gray). Backtest Table (Bottom-Right): Total Trades: Number of closed trades. Win Rate: Percentage of winning trades. Net Profit/Loss: In USD, colored green/red. Profit Factor: Gross profit / gross loss. Max Drawdown: Peak-to-trough equity drop (%). Win/Loss Trades: Number of winning/losing trades. Risk/Reward Ratio: Simplified Sharpe ratio (returns / drawdown). Avg Win/Loss Ratio: Average win per trade / average loss per trade. Last Update: Current time. i. Backtesting Metrics Tracks: Total trades, winning/losing trades. Win rate (%). Net profit ($). Profit factor (gross profit / gross loss). Max drawdown (%). Simplified Sharpe ratio (returns / drawdown). Average win/loss ratio. Updates metrics on each closed trade. Displays a label on the last bar with backtest period, total trades, win rate, and net profit. j. Alerts No explicit alertconditions defined, but you can add them for long_signal and short_signal (e.g., alertcondition(long_signal, "GT Long Entry", "Long Signal Detected!")). Use TradingView's alert system with Strategy Tester outputs. 3. Usage Tips Timeframe: Best for H1-D1 timeframes. Shorter frames (M1-M15) may produce noisy signals. Settings: Risk Management: Adjust sl_percent (e.g., 1% for volatile markets) and tp_percent (e.g., 3% for scalping). Herd Threshold: Increase to 2.5 for stricter herd detection in choppy markets. Liquidity Lookback: Reduce to 20 for faster markets (e.g., crypto). Nash Period: Increase to 200 for longer-term analysis. Backtesting: Use TradingView's Strategy Tester to evaluate performance. Check win rate (>50%), profit factor (>1.5), and max drawdown (<20%) for viability. Test on different assets/timeframes to ensure robustness. Live Trading: Start with a demo account. Combine with other indicators (e.g., EMAs, support/resistance) for confirmation. Monitor liquidity traps and institutional flow for context. Risk Management: Always use SL/TP to limit losses. Adjust position_size for risk tolerance (e.g., 5% of equity for conservative trading). Avoid over-leveraging (pyramiding=3 can amplify risk). Troubleshooting: If no trades are executed, check signal conditions (e.g., lower herd_threshold or liquidity_sensitivity). Ensure sufficient historical data for Nash and liquidity calculations. If tables overlap, adjust position.top_right/bottom_right coordinates. 4. Key Differences from the Previous Indicator Indicator vs. Strategy: The previous code was an indicator (VP + Game Theory Integrated Strategy) focused on visualization and alerts. This is a strategy with automated entries/exits and backtesting. Volume Profile: Absent in this strategy, making it lighter but less focused on high-volume zones. Wick Analysis: Not included here, unlike the previous indicator's heavy reliance on wick patterns. Backtesting: This strategy includes detailed performance metrics and a backtest table, absent in the indicator. Simpler Signals: Focuses on Game Theory signals (contrarian, momentum, Nash reversion) without the "Power/Ultra Power" hierarchy. Risk Management: Explicit SL/TP and dynamic position sizing, not present in the indicator. 5. Conclusion The "Game Theory Trading Strategy" is a sophisticated system leveraging herd behavior, institutional flows, liquidity traps, and Nash equilibrium to trade market inefficiencies. It’s designed for traders who understand Game Theory principles and want automated execution with robust risk management. However, it requires thorough backtesting and parameter optimization for specific markets (e.g., forex, crypto, stocks). The backtest table and visual aids make it easy to monitor performance, but always combine with other analysis tools and proper capital management. If you need help with backtesting, adding alerts, or optimizing parameters, let me know!
Strategi Pine Script®
oleh EfeErdost
Absorption DetectorABSORPTION DETECTOR - The Absorption Detector identifies institutional order flow by detecting "absorption" patterns where smart money quietly accumulates or distributes positions by absorbing retail order flow. This creates high-probability support and resistance zones for trading. This is an approximation only and does not read any footprint data. WHAT IS ABSORPTION? Absorption occurs when institutions take the opposite side of retail trades, creating specific candlestick patterns with high volume and significant wicks. The indicator identifies two main patterns: SELLING ABSORPTION (P-Pattern): Red zones above candles where institutions sell into retail buying pressure, creating resistance levels. Look for high volume candles with large upper wicks that close in the lower half. BUYING ABSORPTION (B-Pattern): Green zones below candles where institutions buy from retail selling pressure, creating support levels. Look for high volume candles with large lower wicks that close in the upper half. KEY FEATURES - Automatic detection of institutional absorption patterns - Dynamic support and resistance zone creation - Customizable styling for all visual elements - Historic zone display for backtesting analysis - Strength-based filtering to show only high-probability setups - Real-time alerts for new absorption patterns - Professional info panel with key statistics - Multi-timeframe compatibility MAIN SETTINGS Volume Threshold (1.2): Minimum volume surge required compared to average. Higher values = fewer but stronger signals. Minimum Volume (2500): Absolute volume floor to prevent signals during low-volume periods. Min Wick Size (0.2): Minimum wick size as ATR multiple. Ensures significant rejection occurred. Minimum Strength (1.5): Combined volume and wick strength filter. Higher values = higher quality signals. Show Historic Zones (OFF): Enable to see all historical zones for backtesting. Disable for better performance. Zone Extension (20): How many bars to project zones forward for anticipating future reactions. TRADING APPROACH ZONE REACTION STRATEGY: Wait for price to approach absorption zones and trade the bounce or rejection. Use the zones as dynamic support and resistance levels. BREAKOUT STRATEGY: Trade decisive breaks of strong absorption zones with proper risk management. Failed zones often lead to strong moves. CONFLUENCE TRADING: Combine absorption zones with other technical analysis for highest probability setups. Look for alignment with trend lines, Fibonacci levels, and key support/resistance. RISK MANAGEMENT: Always use stop losses beyond the absorption zones. Target minimum 1:2 risk-reward ratios. Position size appropriately based on zone strength. OPTIMIZATION GUIDE For Conservative Trading (fewer, higher quality signals): - Volume Threshold: 1.5 - Minimum Strength: 2.0 - Min Wick Size: 0.3 For Aggressive Trading (more signals, requires careful filtering): - Volume Threshold: 1.1 - Minimum Strength: 1.0 - Min Wick Size: 0.15 BEST PRACTICES Markets: Works best on liquid instruments with good volume - major forex pairs, popular stocks, liquid futures, and established cryptocurrencies. Timeframes: Effective on all timeframes from 1-minute scalping to daily swing trading. Adjust settings based on your timeframe and trading style. Confirmation: Never trade absorption signals in isolation. Always combine with trend analysis, market structure, and proper risk management. Session Timing: Be aware of market sessions and avoid trading during low liquidity periods or major news events. Backtesting: Use the historic zones feature to validate performance on your chosen market and timeframe before live trading. CUSTOMIZATION The indicator offers complete visual customization including zone colors, border styles, label appearances, and info panel positioning. All colors can be adapted to match your chart theme and personal preferences. Alert system provides both basic and custom message alerts for real-time notifications of new absorption patterns. PERFORMANCE NOTES Default settings are optimized for most markets and timeframes. For best performance on older charts, keep "Show Historic Zones" disabled unless specifically backtesting. The indicator maintains excellent performance even with extensive historical analysis enabled, handling up to 500 zones and 100 labels for comprehensive backtesting.
Indikator Pine Script®
oleh bearbearbull23
Zero Lag Trend Signals (MTF) [Quant Trading] V7Overview The Zero Lag Trend Signals (MTF) V7 is a comprehensive trend-following strategy that combines Zero Lag Exponential Moving Average (ZLEMA) with volatility-based bands to identify high-probability trade entries and exits. This strategy is designed to reduce lag inherent in traditional moving averages while incorporating dynamic risk management through ATR-based stops and multiple exit mechanisms. This is a longer term horizon strategy that takes limited trades. It is not a high frequency trading and therefore will also have limited data and not > 100 trades. How It Works Core Signal Generation: The strategy uses a Zero Lag EMA (ZLEMA) calculated by applying an EMA to price data that has been adjusted for lag: Calculate lag period: floor((length - 1) / 2) Apply lag correction: src + (src - src ) Calculate ZLEMA: EMA of lag-corrected price Volatility bands are created using the highest ATR over a lookback period multiplied by a band multiplier. These bands are added to and subtracted from the ZLEMA line to create upper and lower boundaries. Trend Detection: The strategy maintains a trend variable that switches between bullish (1) and bearish (-1): Long Signal: Triggers when price crosses above ZLEMA + volatility band Short Signal: Triggers when price crosses below ZLEMA - volatility band Optional ZLEMA Trend Confirmation: When enabled, this filter requires ZLEMA to show directional momentum before entry: Bullish Confirmation: ZLEMA must increase for 4 consecutive bars Bearish Confirmation: ZLEMA must decrease for 4 consecutive bars This additional filter helps avoid false signals in choppy or ranging markets. Risk Management Features: The strategy includes multiple stop-loss and take-profit mechanisms: Volatility-Based Stops: Default stop-loss is placed at ZLEMA ± volatility band ATR-Based Stops: Dynamic stop-loss calculated as entry price ± (ATR × multiplier) ATR Trailing Stop: Ratcheting stop-loss that follows price but never moves against position Risk-Reward Profit Target: Take-profit level set as a multiple of stop distance Break-Even Stop: Moves stop to entry price after reaching specified R:R ratio Trend-Based Exit: Closes position when price crosses EMA in opposite direction Performance Tracking: The strategy includes optional features for monitoring and analyzing trades: Floating Statistics Table: Displays key metrics including win rate, GOA (Gain on Account), net P&L, and max drawdown Trade Log Labels: Shows entry/exit prices, P&L, bars held, and exit reason for each closed trade CSV Export Fields: Outputs trade data for external analysis Default Strategy Settings Commission & Slippage: Commission: 0.1% per trade Slippage: 3 ticks Initial Capital: $1,000 Position Size: 100% of equity per trade Main Calculation Parameters: Length: 70 (range: 70-7000) - Controls ZLEMA calculation period Band Multiplier: 1.2 - Adjusts width of volatility bands Entry Conditions (All Disabled by Default): Use ZLEMA Trend Confirmation: OFF - Requires ZLEMA directional momentum Re-Enter on Long Trend: OFF - Allows multiple entries during sustained trends Short Trades: Allow Short Trades: OFF - Strategy is long-only by default Performance Settings (All Disabled by Default): Use Profit Target: OFF Profit Target Risk-Reward Ratio: 2.0 (when enabled) Dynamic TP/SL (All Disabled by Default): Use ATR-Based Stop-Loss & Take-Profit: OFF ATR Length: 14 Stop-Loss ATR Multiplier: 1.5 Profit Target ATR Multiplier: 2.5 Use ATR Trailing Stop: OFF Trailing Stop ATR Multiplier: 1.5 Use Break-Even Stop-Loss: OFF Move SL to Break-Even After RR: 1.5 Use Trend-Based Take Profit: OFF EMA Exit Length: 9 Trade Data Display (All Disabled by Default): Show Floating Stats Table: OFF Show Trade Log Labels: OFF Enable CSV Export: OFF Trade Label Vertical Offset: 0.5 Backtesting Date Range: Start Date: January 1, 2018 End Date: December 31, 2069 Important Usage Notes Default Configuration: The strategy operates in its most basic form with default settings - using only ZLEMA crossovers with volatility bands and volatility-based stop-losses. All advanced features must be manually enabled. Stop-Loss Priority: If multiple stop-loss methods are enabled simultaneously, the strategy will use whichever condition is hit first. ATR-based stops override volatility-based stops when enabled. Long-Only by Default: Short trading is disabled by default. Enable "Allow Short Trades" to trade both directions. Performance Monitoring: Enable the floating stats table and trade log labels to visualize strategy performance during backtesting. Exit Mechanisms: The strategy can exit trades through multiple methods: stop-loss hit, take-profit reached, trend reversal, or trailing stop activation. The trade log identifies which exit method was used. Re-Entry Logic: When "Re-Enter on Long Trend" is enabled with ZLEMA trend confirmation, the strategy can take multiple long positions during extended uptrends as long as all entry conditions remain valid. Capital Efficiency: Default setting uses 100% of equity per trade. Adjust "default_qty_value" to manage position sizing based on risk tolerance. Realistic Backtesting: Strategy includes commission (0.1%) and slippage (3 ticks) to provide realistic performance expectations. These values should be adjusted based on your broker and market conditions. Recommended Use Cases Trending Markets: Best suited for markets with clear directional moves where trend-following strategies excel Medium to Long-Term Trading: The default length of 70 makes this strategy more appropriate for swing trading rather than scalping Risk-Conscious Traders: Multiple stop-loss options allow traders to customize risk management to their comfort level Backtesting & Optimization: Comprehensive performance tracking features make this strategy ideal for testing different parameter combinations Limitations & Considerations Like all trend-following strategies, performance may suffer in choppy or ranging markets Default 100% position sizing means full capital exposure per trade - consider reducing for conservative risk management Higher length values (70+) reduce signal frequency but may improve signal quality Multiple simultaneous risk management features may create conflicting exit signals Past performance shown in backtests does not guarantee future results Customization Tips For more aggressive trading: Reduce length parameter (minimum 70) Decrease band multiplier for tighter bands Enable short trades Use lower profit target R:R ratios For more conservative trading: Increase length parameter Enable ZLEMA trend confirmation Use wider ATR stop-loss multipliers Enable break-even stop-loss Reduce position size from 100% default For optimal choppy market performance: Enable ZLEMA trend confirmation Increase band multiplier Use tighter profit targets Avoid re-entry on trend continuation Visual Elements The strategy plots several elements on the chart: ZLEMA line (color-coded by trend direction) Upper and lower volatility bands Long entry markers (green triangles) Short entry markers (red triangles, when enabled) Stop-loss levels (when positions are open) Take-profit levels (when enabled and positions are open) Trailing stop lines (when enabled and positions are open) Optional ZLEMA trend markers (triangles at highs/lows) Optional trade log labels showing complete trade information Exit Reason Codes (for CSV Export) When CSV export is enabled, exit reasons are coded as: 0 = Manual/Other 1 = Trailing Stop-Loss 2 = Profit Target 3 = ATR Stop-Loss 4 = Trend Change Conclusion Zero Lag Trend Signals V7 provides a robust framework for trend-following with extensive customization options. The strategy balances simplicity in its core logic with sophisticated risk management features, making it suitable for both beginner and advanced traders. By reducing moving average lag while incorporating volatility-based signals, it aims to capture trends earlier while managing risk through multiple configurable exit mechanisms. The modular design allows traders to start with basic trend-following and progressively add complexity through ZLEMA confirmation, multiple stop-loss methods, and advanced exit strategies. Comprehensive performance tracking and export capabilities make this strategy an excellent tool for systematic testing and optimization. Note: This strategy is provided for educational and backtesting purposes. All trading involves risk. Past performance does not guarantee future results. Always test thoroughly with paper trading before risking real capital, and adjust position sizing and risk parameters according to your risk tolerance and account size. ================================================================================ TAGS: ================================================================================ trend following, ZLEMA, zero lag, volatility bands, ATR stops, risk management, swing trading, momentum, trend confirmation, backtesting ================================================================================ CATEGORY: ================================================================================ Strategies ================================================================================ CHART SETUP RECOMMENDATIONS: ================================================================================ For optimal visualization when publishing: Use a clean chart with no other indicators overlaid Select a timeframe that shows multiple trade signals (4H or Daily recommended) Choose a trending asset (crypto, forex major pairs, or trending stocks work well) Show at least 6-12 months of data to demonstrate strategy across different market conditions Enable the floating stats table to display key performance metrics Ensure all indicator lines (ZLEMA, bands, stops) are clearly visible Use the default chart type (candlesticks) - avoid Heikin Ashi, Renko, etc. Make sure symbol information and timeframe are clearly visible ================================================================================ COMPLIANCE NOTES: ================================================================================ ✅ Open-source publication with complete code visibility ✅ English-only title and description ✅ Detailed explanation of methodology and calculations ✅ Realistic commission (0.1%) and slippage (3 ticks) included ✅ All default parameters clearly documented ✅ Performance limitations and risks disclosed ✅ No unrealistic claims about performance ✅ No guaranteed results promised ✅ Appropriate for public library (original trend-following implementation with ZLEMA) ✅ Educational disclaimers included ✅ All features explained in detail ================================================================================
Strategi Pine Script®
oleh Quant_Trading_Pro
1
Asset Rotation System [InvestorUnknown]Overview This system creates a comprehensive trend "matrix" by analyzing the performance of six assets against both the US Dollar and each other. The objective is to identify and hold the asset that is currently outperforming all others, thereby focusing on maintaining an investment in the most "optimal" asset at any given time. - - - Key Features - - - 1. Trend Classification: The system evaluates the trend for each of the six assets, both individually against USD and in pairs (assetX/assetY), to determine which asset is currently outperforming others. Utilizes five distinct trend indicators: RSI (50 crossover), CCI, SuperTrend, DMI, and Parabolic SAR. Users can customize the trend analysis by selecting all indicators or choosing a single one via the "Trend Classification Method" input setting. 2. Backtesting: Calculates an equity curve for each asset and for the system itself, which assumes holding only the asset deemed optimal at any time. Customizable start date for backtesting; by default, it begins either 5000 bars ago (the maximum in TradingView) or at the inception of the youngest asset included, whichever is shorter. If the youngest asset's history exceeds 5000 bars, the system uses 5000 bars to prevent errors. The equity curve is dynamically colored based on the asset held at each point, with this coloring also reflected on the chart via barcolor(). Performance metrics like returns, standard deviation of returns, Sharpe, Sortino, and Omega ratios, along with maximum drawdown, are computed for each asset and the system's equity curve. 3 Alerts: Supports alerts for when a new, confirmed optimal asset is identified. However, due to TradingView limitations, the specific asset cannot be included in the alert message. - - - Usage - - - 1. Select Assets/Tickers: Choose which assets or tickers you want to include in the rotation system. Ensure that all selected tickers are denominated in USD to maintain consistency in analysis. 2. Configure Trend Classification: Decide on the trend classification method from the available options (RSI, CCI, SuperTrend, DMI, or Parabolic SAR, All) and adjust the settings to your preferences. This customization allows you to tailor the system to different market conditions or your specific trading strategy. 3. Utilize Backtesting for Calibration: Use the backtesting results, including equity curves and performance metrics, to fine-tune your chosen trend indicators. Be cautious not to overemphasize performance maximization, as this can lead to overfitting. The goal is to achieve a robust system that performs well across various market conditions, rather than just optimizing for past data. - - - Parameters - - - Tickers: Asset 1: Select the symbol for the first asset. Asset 2: Select the symbol for the second asset. Asset 3: Select the symbol for the third asset. Asset 4: Select the symbol for the fourth asset. Asset 5: Select the symbol for the fifth asset. Asset 6: Select the symbol for the sixth asset. General Settings: Trend Classification Method: Choose from RSI, CCI, SuperTrend, DMI, PSAR, or "All" to determine how trends are analyzed. Use Custom Starting Date for Backtest: Toggle to use a custom date for beginning the backtest. Custom Starting Date: Set the custom start date for backtesting. Plot Perf. Metrics Table: Option to display performance metrics in a table on the chart. RSI (Relative Strength Index): RSI Source: Choose the price data source for RSI calculation. RSI Length: Set the period for the RSI calculation. CCI (Commodity Channel Index): CCI Source: Select the price data source for CCI calculation. CCI Length: Determine the period for the CCI. SuperTrend: SuperTrend Factor: Adjust the sensitivity of the SuperTrend indicator. SuperTrend Length: Set the period for the SuperTrend calculation. DMI (Directional Movement Index): DMI Length: Define the period for DMI calculations. Parabolic SAR: PSAR Start: Initial acceleration factor for the Parabolic SAR. PSAR Increment: Increment value for the acceleration factor. PSAR Max Value: Maximum value the acceleration factor can reach. Notes/Recommendations: While this system is operational, it's important to recognize that it relies on "basic" indicators, which may not be ideal for generating trading signals on their own. I strongly suggest that users delve into the code to grasp the underlying logic of the system. Consider customizing it by integrating more sophisticated and higher-quality trend-following indicators to enhance its performance and reliability. Disclaimer: This system's backtest results are historical and do not predict future performance. Use for educational purposes only; not investment advice.
Indikator Pine Script®
oleh InvestorUnknown
28
Intraday Session Levels: Pre-Mkt, 5m, 15m (Replay/Toggle/Labels)Intraday Session Levels: Pre-Mkt, 5m, 15m (Replay/Toggle/Labels) Version v1.0 Live session levels for every trader! This indicator automatically tracks and draws the most actionable intraday levels as they develop—live in real-time and fully compatible with TradingView’s bar replay and backtesting. How it works: Pre-Market High & Low: Levels appear and update live as soon as the pre-market session starts (4:00am ET), then “freeze” at the official open (9:30am ET) and remain visible for the rest of the day. First 5-Minute Candle High/Low: Drawn instantly after the first 5-minute candle (9:30–9:35am ET) completes. First 15-Minute Candle High/Low: Drawn right after the first 15-minute candle (9:30–9:45am ET) completes. Labels on every line Each level is clearly labeled on your chart (“PreMkt High”, “5m Low”, “15m High”, etc). Perfect for backtesting: All levels display exactly as they would have appeared in real time, making this indicator fully bar replay and historical test compatible. Flexible ON/OFF toggles: Instantly show or hide Pre-Mkt, 5m, and 15m levels via the settings panel. Why use it? Identify support/resistance and key reaction zones intraday Fade or break the opening range with confidence Backtest your strategies with accurate historical context Reduce chart clutter with customizable, minimal visuals Whether you’re a scalper, day trader, or backtest enthusiast, this tool keeps your charts focused and your edge sharp. Developed by
Indikator Pine Script®
oleh nvijaybhargav77