Mulai

Takeprofit

Gold/Spread AlgoXAUUSD 1-Minute RSI Scalping Strategy – Mean-Reversion with Fixed Exits This open-source strategy is a high-frequency, counter-trend scalping system designed specifically for **XAUUSD (Gold)** on the 1-minute timeframe. Core Logic The strategy uses classic RSI(14) to identify short-term overextension: - Long entry when RSI drops below oversold (default 30) → expects quick snap-back - Short entry when RSI rises above overbought (default 70) → expects quick pullback Entries are taken only when flat (no pyramiding). Exits are fixed in pips and set immediately on entry: - Take Profit: +10 pips (0.10 in XAUUSD price) - Stop Loss: –5 pips (0.05 in XAUUSD price) - Built-in Risk:Reward = 1:2 This fixed structure gives the system positive mathematical expectancy even with moderate win rates (≈55–65% before costs), provided gold continues to exhibit frequent mean-reversion behavior on 1-minute charts. Why this simple approach? Gold is one of the most volatile and momentum-driven instruments on very short timeframes. Pure RSI extremes often capture quick exhaustion moves after news spikes, order flow imbalances, or session transitions — especially during London/NY overlap. Fixed pip targets prevent over-optimization and mimic real broker execution more closely than dynamic trailing or percentage-based exits. Important Realism & Backtesting Notes To produce non-misleading results, use these settings when publishing/testing: - Initial Capital: $10,000 – $30,000 (realistic retail size) - Position sizing: fixed 0.10–0.30 lots or 1–3% equity per trade - Commission: 5–8 USD round-turn per lot (typical ECN/raw-spread) - Slippage: 3–8 ticks (≈0.03–0.08 in price) — gold spreads widen during volatility - Minimum dataset: 12–36 months of 1-minute data (aim for 800–2000+ trades) - Risk per trade: usually 0.5–1.5% with defaults — never exceeds sustainable levels Results vary significantly: - Strongest in ranging or mildly trending sessions - Weaker during strong directional moves or major news (NFP, FOMC, geopolitics) - Expect drawdowns during trending regimes — this is NOT a trend-following system Visual & Dashboard Elements - RSI line + fill (blue/orange background) + overbought/oversold zones - BUY/SELL triangles at entry points - Professional top-right dashboard showing: - Net Profit & Loss - Total Trades / Win Rate / Profit Factor - Winning / Losing Trades - Current RSI value - Position status (LONG / SHORT / FLAT) - TP:SL ratio Alerts - 🟢 LONG ENTRY – RSI oversold - 🔴 SHORT ENTRY – RSI overbought How to Use 1. Apply to XAUUSD 1-minute chart only 2. Use realistic commission/slippage in Strategy Tester 3. Trade primarily during London & New York sessions for best liquidity 4. Avoid major news events or widen stops manually 5. Forward-test on demo for 2–3 months minimum 6. Always size conservatively — never risk more than 1–2% per trade Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings - Show realistic tester results with commission/slippage applied - Screenshot during active session with visible entry signals + dashboard Educational tool — open-source for learning and testing. Not financial advice. Gold 1-minute trading is extremely volatile and carries high risk of loss. Trade responsibly.
Strategi Pine Script®
oleh uzair2join
ZenAlgo - GridOverview and anchoring logic This indicator constructs a price grid based on a dynamically or manually defined price swing. The entire calculation starts by defining two anchor points that represent a completed directional move. These anchors can be selected in two ways: Manually, by specifying a start time and an end time, where the indicator uses the candle corresponding to those times and selects either wick highs or lows depending on direction. Automatically, by detecting significant swing points derived from recent price extremes over a configurable historical window. The chosen anchors form a reference segment between point A and point B. This segment defines both direction and magnitude of the move. All subsequent levels and zones are derived relative to this segment, ensuring the grid adapts to current market structure rather than using fixed price distances. Difference from traditional grid and Fibonacci tools Unlike fixed price grids or standard Fibonacci tools that require manual anchoring and remain static once drawn, this indicator continuously derives its grid from the most relevant completed price swing. Instead of treating levels as independent horizontal prices, all values are expressed as proportions of a single measured move, allowing the grid to automatically rescale and realign as market structure evolves. Market structure detection and directional context Before the grid itself is drawn, the script continuously evaluates price structure using swing detection over two different sensitivities. Larger swings establish the dominant structural direction, while smaller swings can optionally be shown for internal context. Swing highs and swing lows are detected by comparing historical highs and lows over a rolling window. When price crosses above or below the most recent structural level, the script classifies the event as either a continuation in the same direction or a change in direction. This structural state determines whether the grid is treated as upward or downward and influences the visual orientation of labels and zones. This step matters because retracement and extension levels only have meaning when referenced to a clearly defined directional move. Primary range construction between anchors Once the anchor points are established, the indicator measures the vertical price distance between them. This distance is treated as a normalized range rather than an absolute value. Every level drawn afterward is positioned as a proportional offset of this range. If the second anchor is above the first, the grid is considered bullish. If the second anchor is below the first, the grid is considered bearish. Colors and label orientation adapt automatically to this direction. By normalizing the range, the grid remains comparable across assets and timeframes. Retracement and extension level placement The indicator plots a predefined set of proportional levels between and beyond the anchor points. Each level represents a fraction or multiple of the original move. Lower values correspond to deeper retracements toward the origin of the move. Mid-range values represent partial pullbacks within the move. Higher values extend beyond the move, projecting potential continuation zones. Each level is drawn as a horizontal line extending into future bars, accompanied by a label. Labels can be shown either as descriptive names or as raw proportional values, depending on user preference. Zone construction instead of single levels Rather than relying only on precise price lines, the indicator groups selected proportions into zones. This reflects the observation that price interaction typically occurs across ranges rather than at exact prices. A retracement zone highlights an area between two closely spaced proportional levels. A projection zone marks a continuation region beyond the measured move. These zones are drawn as shaded areas extending forward in time. Visual reference points The indicator explicitly marks the two anchor points on the chart. Point A represents the origin of the measured move. Point B represents the completion of that move. This allows the user to visually verify which price swing the grid is derived from. How to interpret the values All plotted levels express proportional relationships to the measured move, not independent price predictions. Lower proportional values indicate proximity to the start of the move. Mid-range values represent partial retracements. Higher values indicate projected continuation areas. How to best use this indicator This indicator serves as a structural reference tool rather than a signal generator. Apply it after a clear directional swing has formed. Use higher-timeframe context to validate anchor selection. Combine the grid with price behavior and other contextual tools. Limitations and disclaimers This indicator is purely proportional and structure-based. It does not incorporate volume, volatility regimes, or fundamental data. Automatic anchoring may differ from subjective swing selection. Levels and zones represent reference areas, not guaranteed reaction points. The indicator describes price structure and proportional relationships only.
Indikator Pine Script®
oleh ZenAlgo_Official
House Rules SuperTrend Strategy (ATR-Based, Non-Repainting)📝 DESCRIPTION Overview The House Rules SuperTrend Strategy is a clean, rule-based trading strategy built using Pine Script® v6. It is designed for transparent backtesting, non-repainting signals, and simple trend-following execution across all markets and timeframes. This strategy uses TradingView’s built-in SuperTrend indicator, which is derived from Average True Range (ATR), to identify trend direction changes and generate long and short trades. How the Strategy Works Long Entry A long position is opened when the SuperTrend flips from bearish to bullish This confirms a potential upward trend shift Short Entry A short position is opened when the SuperTrend flips from bullish to bearish This confirms a potential downward trend shift Exits Positions are closed when either: The opposite SuperTrend signal appears, or The ATR-based Stop Loss or Take Profit is reached (if enabled) All signals are calculated on confirmed candle closes only, ensuring accurate and fair backtesting. Risk Management Optional ATR-based Stop Loss Optional ATR-based Take Profit Position sizing based on percentage of equity Commission included for realistic performance results All parameters are user-adjustable from the settings panel. Backtesting & Transparency This is a strategy, not an indicator No repainting No future data usage No hidden filters No lookahead bias Fully compatible with TradingView’s Strategy Tester Users are encouraged to test different symbols, timeframes, and parameter values to suit their trading style. Recommended Use This strategy can be used on: Cryptocurrencies Forex Stocks Indices Futures It performs best in trending market conditions and may underperform during low-volatility or ranging markets. Disclaimer This script is provided for educational and research purposes only. It is not financial advice. Always test and validate strategies before using them in live trading.
Strategi Pine Script®
oleh JaxonJackFX
SAR Volume ScalperSAR Volume Scalper is a minimalist intraday scalping indicator designed for 1–2 minute charts, optimized for high-liquidity markets such as NASDAQ (NQ) and Gold (GC). The indicator combines Parabolic SAR price crossings with a neutral volume participation filter (Volume ≥ EMA(Volume)), ensuring that signals appear only when the market is active, without relying on rare or aggressive volume spikes. 🔑 Core Logic Parabolic SAR identifies precise micro-trend shifts Trend EMA filters directional bias and reduces counter-trend trades Neutral volume filter confirms market participation while preserving signal frequency ATR-based targets adapt automatically to current volatility 🎯 Designed For High-frequency scalping on 1–2 minute timeframes Manual trade execution during active market sessions Traders who prefer price and flow confirmation over heavy indicator stacking ⚠️ Disclaimer This indicator is a decision-support tool and should not be used as standalone trading advice. It is not intended for fully automated trading.
Indikator Pine Script®
oleh szymonsobkowiak
WN 5-20-50 SMA Setup (Discrete Lines = SL TP) Multiple Entries Pretty Simple Script as I got this idea from a YouTuber that showed us how to use AI to make TradingView Indicators. When the 5 day Simple Moving Average Goes Above the 20 day Simple Moving Average it issues a BUY Signal when the Trend itself is over the 50 day Simple Moving Average. When the 5 day Simple Moving Average Goes Below the 20 day Simple Moving Average it issues a SELL Signal when the Trend itself is under the 50 day Simple Moving Average. The Green Cloud Represents price over the 50 day Simple Moving Average. BUY signals will only show up in the green cloud. The Red Cloud Represents price under the 50 day Simple Moving Average. SELL signals will only show up in the green cloud. The lines represent Stop Loss and two Take Profit Levels. Take Profit 1 is 1.5x the stop loss and Take Profit 2 is 3x the Stop Loss. This version of the Script has multiple Trend signals for entries so you can scale into a trade when the Trend is being aggressive.
Indikator Pine Script®
oleh wnoor0304
2
Crypto ATR Position Sizer + LeverageThis indicator is a "heads-up display" for crypto traders who need real time risk management without manually calculating position sizes. It uses Average True Range (ATR) to dynamically place Stop Losses based on current market volatility and automatically calculates the exact position size needed to respect your risk percentage. ​Key Features: ​Dynamic Risk Management: Stop Loss and Take Profit levels adjust automatically based on market volatility (ATR). ​Auto-Position Sizing: Calculates the exact Quantity (in coins) and Position Value (in $) to ensure you never risk more than your defined percentage (e.g., 1% or 2%). ​Leverage Calculator: Instantly sees the "Required Leverage" needed to execute the trade size relative to your account balance. ​Crypto Precision: Displays up to 8 decimal places, making it compatible with both Bitcoin and low-sat altcoins. ​Toggable Direction: Switch between Long and Short biases instantly via the settings menu. ​How to Use: ​Add the indicator to your chart. ​Open Settings and input your Account Balance and Risk %. ​Choose your direction (Long or Short) using the checkboxes. ​The label will display your Entry, SL, TP, Coin Quantity, and Required Leverage in real-time.
Indikator Pine Script®
oleh MonkeyPhone
Adaptive Risk Management [sgbpulse]1. Introduction: Adaptive Risk Management is an advanced indicator designed to provide traders with a comprehensive risk management tool directly on the chart. Instead of relying on complex manual calculations, the indicator automates all critical steps of trade planning. It dynamically calculates the estimated Entry Price , the Stop Loss location, the required Position Size (Quantity) based on your capital and risk limits, and the three Take Profit targets based on your defined Reward/Risk ratios. The indicator displays all these essential data points clearly and visually on the chart, ensuring you always know the potential risk-reward profile of every trade. ARM : The A daptive R isk M anagement every trader needs to ARM themselves with. 2. The Critical Importance of Risk Management Proper risk management is the cornerstone of successful trading. Consistent profitability in the market is impossible without rigorously defining risk limits. Risk Control: This starts by setting the maximum risk amount you are willing to lose in a single trade (Risk per Trade), and limiting the total capital allocated to the position (Max Capital per Trade). Defining Boundaries (Stop Loss & Take Profit): It is mandatory to define a technical Stop Loss and a Take Profit target. A fundamental rule of risk management is that the Reward/Risk Ratio (R/R) must be a minimum of 1:1. 3. Core Features, Adaptivity, and Customization The Adaptive Risk Management indicator is engineered for use across all major trading styles, including Swing Trading, Intraday Trading, and Scalping, providing consistent risk control regardless of the chosen timeframe. Real-Time Dynamic Adaptivity: The indicator calculates all risk management parameters (Entry, Stop Loss, Quantity) dynamically with every new bar, thus adapting instantly to changing market conditions. Trend Direction Adjustment: Define the analysis direction (Long/Uptrend or Short/Downtrend). Intraday Session Data Control: Full control over whether lookback calculations will include data from Extended Trading Hours (ETH), or if the daily calculations will start actively only from the first bar of Regular Trading Hours (RTH). Status Validation: The indicator performs critical status checks and displays clear Warning Messages if risk conditions are not met. 4. Intuitive Visualization and Real-Time Data Dynamic Tracking Lines: The Entry Price and Stop Loss lines are updated with every new bar. Crucially, the length of these lines dynamically reflects the calculation's lookback range (e.g., the extent of Lookback Bars or the location of the confirmed Pivot Point), providing a visual anchor for the calculated price. Risk and Reward Zones: The indicator creates a graphical background fill between Entry and Stop Loss (marked with the risk color) and between Entry and the Reward Targets (marked with the reward color). Essential Information Labels: Labels are placed at the end of each line, providing critical data: Estimated Entry Price, Stock/Contract Quantity (Quantity), Total Entry Amount, Estimated Stop Loss, Risk per Share, Total Financial Risk (Risk Amount), Exit Amount, Estimated Take Profit 1/2/3, Reward/Risk Ratio 1/2/3, Total Reward 1/2/3, TP Exit Amount 1/2/3. 4.1. Data Window Metrics (16 Full Series) The indicator displays 16 full data series in the TradingView Data Window, allowing precise tracking of every calculation parameter: Entry Data: Estimated Entry, Quantity, Entry Amount. Risk Data (Stop Loss): Estimated Stop Loss, Risk per Share, Risk Amount, Exit Amount. Reward Data (Take Profit): Estimated Take Profit 1/2/3, Reward/Risk Ratio 1/2/3, Total Reward 1/2/3, TP Exit Amount 1/2/3. 4.2. Instant Tracking in the Status Line The indicator displays 6 critical parameters continuously in the indicator's Status Line: Estimated Entry, Quantity, Estimated Stop Loss, Estimated Take Profit 1/2/3. 5. Detailed Indicator Inputs 5.1 General Focused Trend: Defines the analysis direction (Uptrend / Downtrend). Max Capital per Trade: The maximum amount allocated to purchasing stocks/contracts (in account currency). Risk per Trade: The maximum amount the user is willing to risk in this single trade (in account currency). ATR Length: The lookback period for the Average True Range (ATR) calculation. 5.2 Intraday Session Data Control Regular Hours Limitation : If enabled, all daily lookback calculations (for Entry/Stop Loss anchor points) will begin strictly from the first Regular Trading Hours (RTH) bar. This limits the lookback range to the current RTH session, excluding preceding Extended Trading Hours (ETH) data. Only relevant for Intraday charts. Default: False (Off) 5.3 Entry Inputs Entry Method: Selects the entry price calculation method: Current Price: Uses the closing price of the current bar as the estimated entry point (Market Entry). ATR Real Bodies Margin : - Uptrend: Calculates the Maximum Real Body over the lookback period + the calculated safety margin. - Downtrend: Calculates the Minimum Real Body over the lookback period - the calculated safety margin. ATR Bars Margin : - Uptrend: Calculates the Maximum High price over the lookback period + the calculated safety margin. - Downtrend: Calculates the Minimum Low price over the lookback period - the calculated safety margin. Lookback Bars: The number of bars used to calculate the extremes in the ATR-based entry methods (Relevant only for ATR Real Bodies Margin and ATR Bars Margin methods). ATR Multiplier (Entry): The multiplier applied to the ATR value. The result of the multiplication is the calculated safety margin used to determine the estimated Entry Price. 5.4 Risk Inputs (Stop Loss) Risk Method: Selects the Stop Loss price calculation method. ATR Current Price Margin : - Uptrend: Entry Price - the calculated safety margin. - Downtrend: Entry Price + the calculated safety margin. ATR Current Bar Margin : - Uptrend: Current Bar's Low price - the calculated safety margin. - Downtrend: Current Bar's High price + the calculated safety margin. ATR Bars Margin : - Uptrend: Lowest Low over lookback period - the calculated safety margin. - Downtrend: Highest High over lookback period + the calculated safety margin. ATR Pivot Margin : - Uptrend: The first confirmed Pivot Low point - the calculated safety margin. - Downtrend: The first confirmed Pivot High point + the calculated safety margin. Lookback Bars: The lookback period for finding the extreme price used in the 'ATR Bars Margin' calculation. ATR Multiplier (Risk): The multiplier applied to the ATR value. The result of the multiplication is the calculated safety margin used to place the estimated Stop Loss. Note: If set to 0, the Stop Loss will be placed exactly at the technical anchor point, provided the Minimum Margin Value is also 0. Minimum Margin Value: The minimum price value (e.g., $0.01) the Stop Loss margin buffer must be. Pivot (Left / Right): The number of bars required on either side of the pivot bar for confirmation (relevant only for the ATR Pivot Margin method). 5.5 Reward Inputs (Take Profit) Show Take Profit 1/2/3: ON/OFF switch to control the visibility of each Take Profit target. Reward/Risk Ratio 1/ 2/ 3: Defines the R/R ratio for the profit target. Must be ≥1.0. 6. Indicator Status/Warning Messages In situations where the Stop Loss location cannot be calculated logically and validly, often caused by a mismatch between the configured Focused Trend (Uptrend/Downtrend) and the actual price action, the indicator will display a warning message, explaining the reason and suggesting corrective action. Status Message 1: Pivot reference unavailable Condition: The Stop Loss is set to the "ATR Pivot Margin" method, but the anchor point (Pivot) is missing or inaccessible. Message Displayed: "Pivot reference unavailable. Wait for valid price action, or adjust the Regular Hours Limitation setting or Pivot Left/Right inputs." Status Message 2: Calculated Stop Loss is unsafe Condition: The calculated Stop Loss is placed illogically or unsafely relative to the trend direction and the Entry price. Message Displayed: "Calculated Stop Loss is unsafe for current trend. Wait for valid price action or adjust SL Lookback/Multiplier." 7. Summary The Adaptive Risk Management (ARM) indicator provides a seamless and systematic approach to trade execution and risk control. By dynamically automating all critical trade parameters—from Entry Price and Stop Loss placement to Position Sizing and Take Profit targets—ARM removes emotional bias and ensures every trade adheres strictly to your predefined risk profile. Key Benefits: Systematic Risk Control: Strict enforcement of maximum capital allocation and risk per trade limits. Adaptivity: Dynamic calculation of prices and quantities based on real-time market data (ATR and Lookback). Clarity and Trust: Clear on-chart visualization, precise data metrics (16 series), and unambiguous Status/Warning Messages ensure transparency and reliability. ARM allows traders to focus on strategy and analysis, confident that their execution complies with the core principles of professional risk management. Important Note: Trading Risk This indicator is intended for educational and informational purposes only and does not constitute investment advice or a recommendation for trading in any form whatsoever. Trading in financial markets involves significant risk of capital loss. It is important to remember that past performance is not indicative of future results. All trading decisions are your sole responsibility. Never trade with money you cannot afford to lose.
Indikator Pine Script®
oleh sgbpulse
Position Size Calculator + Live R/R Panel — SMC/ICT (@PueblaATH)Position Size + Live R/R Panel — SMC/ICT (@PueblaATH) Position Size + Live R/R Panel — SMC/ICT (@PueblaATH) is a professional-grade risk management and execution module built for Smart Money Concepts (SMC) and ICT Traders who require accurate, repeatable, institution-style trade planning. This tool delivers precise position sizing, R:R modeling, leverage and margin projections, fee-adjusted PnL outcomes, and real-time execution metrics—all directly on the chart. Optimized for crypto, forex, and futures, it provides scalpers, day traders, and swing traders with the clarity needed to execute high-quality trades with confidence and consistency. What the Indicator Does Institutional Position Sizing Engine Calculates position size based on account balance, % risk, and SL distance. Supports custom minimum lot size rounding across crypto, FX, indices, and derivatives. Intelligent direction logic (Auto / Long / Short) based on SMC/ICT structure. Advanced Risk/Reward & Profit Modeling Real-time R:R ratio using actual rounded position size. Live PnL readout that updates with price movements. Gross & net profit projections with full fee deduction. Execution Planning with Draggable Levels Entry, SL, and TP levels fully draggable for fast scenario modeling. Automatic projected lines backward/forward with clean label alignment. TP and SL tags include % movement from Entry, ideal for SMC/ICT journaling. Precise modeling of real exchange fee structures Maker fee per side Taker fee per side Mixed fee modes (Maker entry, Taker exit, Average, etc.) Leverage & Margin Forecasting Margin requirements displayed for 3 customizable leverage settings. Helps traders understand capital commitment before executing the trade. Useful for futures, crypto perps, and CFD setups. Clean HUD Panel for Rapid Decision-Making A full professional trading panel displays: Target & actual risk Position size Entry / SL / TP TP/SL percentage distance Gross profit Net profit (after fees) Fees @ TP and @ SL Live PnL Margin requirements Optimized for SMC & ICT Workflows Perfect for traders using: Breakers, FVGs, OBs Liquidity sweeps Session models Precision entries (OTE, Displacement, Rebalancing) Leverage-based execution (crypto perps, futures) How to Use It Attach the indicator to your chart. Set account balance, risk %, fee model, and leverage presets. Drag Entry, SL, and TP to shape the setup. View instant calculations of: Position size; R:R; Net PnL after fees; Margin required Use it as your pre-trade checklist & execution model. Originality & Credits This script is an original creation by @PueblaATH, released under the MPL 2.0 license. It does not copy, modify, or repackage any existing TradingView code. All logic—including the fee engine, margin calculator, responsive HUD, dynamic risk model, and visual execution system—is authored specifically for this indicator.
Indikator Pine Script®
oleh PueblaATH
[Kpt-Ahab] Assistant: Risk & DCA PlannerScript Description – Assistant: Risk & DCA Planner The Risk & DCA Planner is a technical assistant for position and risk management. It automatically calculates, based on volatility (ATR%), swing structure, and your settings: Stop-Loss (SL) and corresponding Take-Profit targets (TPs) in R-multiples DCA (Dollar-Cost-Averaging) levels — both price and amount A market suitability check (based on volatility & volume) Plus a clear table and summary label displayed on the chart The script helps you plan risk, scaling, and profit targets consistently and quantitatively. Core Logic Risk Profile Three modes: Low, Normal, High. These define how reactive the script behaves internally: Low → conservative, longer lookbacks, tighter analysis Normal → balanced High → aggressive, faster reaction, wider stops Stop-Loss (SL) Automatically calculated from ATR% and recent swing structure, limited by minimum and maximum thresholds. The SL percentage defines the R-unit, which all TPs and DCA levels are based on. Take-Profits (TPs) Up to six targets, each a multiple of the defined risk (e.g., 1R, 2R, 3R). Prices are automatically adjusted depending on long or short direction. DCA Strategy Optional. Adds scaling levels evenly between Entry and SL or in multiples of the ATR. Each DCA allocation grows geometrically until the maximum position size is reached. Suitability Check Evaluates whether the market is within an appropriate ATR% range and has sufficient volume. The table displays “OK” or “Caution” depending on volatility and historical consistency. Visualization Lines for SL, TPs, and DCA levels A table with all parameters, prices, and risk data A chart label summarizing key info (profile, direction, SL%, TPs, DCA, etc.)
Indikator Pine Script®
oleh Kpt-Ahab
Stop Loss vs Take Profit Probability and EVThis stop loss and take profit calculator uses a Monte Carlo simulation to calculate the probability of hitting your Stop Loss or Take Profit levels across different time horizons (expressed in bars). It provides data-driven insights to optimize your risk management and position sizing by showing Expected Value for each scenario. As a quant, I love using statistical data to help my decisions and get better EV from my trades. 🔬 How It's Calculated Monte Carlo Simulation: Runs 1,000-10,000 price simulations using a random walk model Volatility Analysis: Combines ATR-based and Historical Volatility for accurate price movement modeling Expected Value: Calculates profit/loss expectation using formula: (TP_Probability × Reward) - (SL_Probability × Risk) Time Horizons: Tests multiple timeframes (1, 5, 10, 20, 50 bars) to find optimal holding periods Risk/Reward Ratios: Automatically calculates and displays R:R ratios for quick assessment 💡 Use Cases Position Sizing - Determine optimal risk per trade based on Expected Value Time Horizon Optimization - Find the best holding period for your strategy Stop Loss Placement - Validate SL levels using probability analysis Take Profit Optimization - Set TP levels with statistical backing Strategy Backtesting - Compare different R:R setups before entering trades Risk Management - Avoid trades with negative Expected Value Swing vs Day Trading - Choose timeframes with highest success probability 🎯 How to Use Setup Trade: Enter your entry price, stop loss, and take profit levels You can add or remove time horizons denominated in bars. Say you are looking at 1h candles, adding a 24-bar time horizon means you are looking into 24 hours Choose Direction: Select Long or Short position Review Table Analyze Expected Value: Focus on positive EV scenarios (green background) Optimize Timing: Select time horizons with best risk/reward profile Adjust Parameters: Modify volatility calculation method and simulation count if needed Examples Here's how you can read the tables. Example 1: In this chart, we are analyzing the TP and SL probabilities as well as the EV (expected value) for a stock. I want to check what the likelihood is that my SL and TP get triggered over the next 5 days. The stock market is open for 6.5 hours per day, which is 13 bars in this 30-minute bar chart. 26 bars is 2 days, 39 bars is 3 days and so on. Although this trade is more likely to trigger my SL than my TP, in some of the time horizons we have a positive expected value because of the risk/reward of our trade (i.e. distance of the SL and TP from the price) and the probability of hitting SL and TP. Example 2: In this example, we have applied the indicator to gold. Because the TP is much closer to the price, the probability of hitting the TP is much higher. We can also observe that the expected Value in the shorter time frames is better than in the longer ones. This can give us some clues to set up our trade. If we know that the EV is positive, we can allocate more to that specific trade. Enjoy, and please let me know your feedback! 😊🥂
Indikator Pine Script®
oleh HenriqueCentieiro
Bracket PreviewThe Bracket Preview indicator allows the user to set their intended bracket order distance (distance, in ticks, to take-profit and stop-loss) from the current live price so that a preview is generated and updated in real-time as price moves. This gives the trader a quick reference of where the bracket orders would be placed if a position were entered at that specific moment in time. This can be helpful by making it more obvious to the trader before a trade is placed exactly where these levels would be in relation to previous price action or if it would be better to wait for price to move to a more favorable level or accept a different Risk-Reward (RR) from this specific trade. • “If I entered a long position now, would my target be in front of or beyond a recent consolidation area where it is likely to run into resistance and potentially reverse before hitting my take-profit?” • “Would this bracket order place my stop-loss above or below a previous pivot or would I need to move it after entering the trade and potentially increase the risk on this trade to have it in a more logical level?” • “If price is in a range and I enter now, would my stop be in the middle of the range while my target is outside the top of the range? Maybe I should wait for price to move to an area where my target would be inside but near the top of the range while my stop loss is below the range so that I’m not taking unnecessary risk or being forced to take an unfavorable RR.”
Indikator Pine Script®
oleh dakota10986
ATR Stop-Loss with Fibonacci Take-Profit [jpkxyz]ATR Stop-Loss with Fibonacci Take-Profit Indicator This comprehensive indicator combines Average True Range (ATR) volatility analysis with Fibonacci extensions to create dynamic stop-loss and take-profit levels. It's designed to help traders set precise risk management levels and profit targets based on market volatility and mathematical ratios. Two Operating Modes Default Mode (Rolling Levels) In default mode, the indicator continuously plots evolving stop-loss and take-profit levels based on real-time price action. These levels update dynamically as new bars form, creating rolling horizontal lines across the chart. I use this mode primarily to plot the rolling ATR-Level which I use to trail my Stop-Loss into profit. Characteristics: Levels recalculate with each new bar All selected Fibonacci levels display simultaneously Uses plot() functions with trackprice=true for price tracking Custom Anchor Mode (Fixed Levels) This is the primary mode for precision trading. You select a specific timestamp (typically your entry bar), and the indicator locks all calculations to that exact moment, creating fixed horizontal lines that represent your actual trade levels. Characteristics: Entry line (blue) marks your anchor point Stop-loss calculated using ATR from the anchor bar Fibonacci levels projected from entry-to-stop distance Lines terminate when price breaks through them Includes comprehensive alert system Core Calculation Logic ATR Stop-Loss Calculation: Stop Loss = Entry Price ± (ATR × Multiplier) Long positions: SL = Entry - (ATR × Multiplier) Short positions: SL = Entry + (ATR × Multiplier) ATR uses your chosen smoothing method (RMA, SMA, EMA, or WMA) Default multiplier is 1.5, adjustable to your risk tolerance Fibonacci Take-Profit Projection: The distance from entry to stop-loss becomes the base unit (1.0) for Fibonacci extensions: TP Level = Entry + (Entry-to-SL Distance × Fibonacci Ratio) Available Fibonacci Levels: Conservative: 0.618, 1.0, 1.618 Extended: 2.618, 3.618, 4.618 Complete range: 0.0 to 4.764 (23 levels total) Multi-Timeframe Functionality One of the indicator's most powerful features is timeframe flexibility. You can analyze on one timeframe while using stop-loss and take-profit calculations from another. Best Practices: Identify your entry point on execution timeframe Enable "Custom Anchor" mode Set anchor timestamp to your entry bar Select appropriate analysis timeframe Choose relevant Fibonacci levels Enable alerts for automated notifications Example Scenario: Analyse trend on 4-hour chart Execute entry on 5-minute chart for precision Set custom anchor to your 5-minute entry bar Configure timeframe setting to "4h" for swing-level targets Select appropriate Fibonacci Extension levels Result: Precise entry with larger timeframe risk management Visual Intelligence System Line Behaviour in Custom Anchor Mode: Active levels: Lines extend to the right edge Hit levels: Lines terminate at the breaking bar Entry line: Always visible in blue Stop-loss: Red line, terminates when hit Take-profits: Green lines (1.618 level in gold for emphasis) Customisation Options: Line width (1-4 pixels) Show/hide individual Fibonacci levels ATR length and smoothing method ATR multiplier for stop-loss distance
Indikator Pine Script®
oleh jpkxyz
Simple Risk-to-Reward (R) Indicator (TP1–TP2)What this indicator does: This tool helps traders clearly visualize their risk and reward on any trade by plotting their entry, stop loss, and take-profit (TP) levels directly on the chart. It’s designed to make manual trade planning more visual and systematic. How it works: You set your planned entry price, whether you want to plot a Long or Short setup, and your stop-loss distance (in ticks). The indicator calculates your stop-loss level and automatically plots it on the chart. It then draws take-profit levels at 1R and 2R (where “R” is your risk, the distance between entry and stop). You can toggle the TP1 and TP2 lines on or off to suit your preference. How to use it: Open the settings and enter your intended entry price. Select “Long Setup” for a buy trade, or turn it off for a sell/short trade. Enter your desired stop loss in ticks. Choose which take-profit levels to display by toggling TP1 and TP2. The indicator will show entry, stop, and take-profit levels right on your chart so you can easily see your planned risk/reward. What makes it unique and useful: This indicator is designed for manual trade planning, giving you full control over your inputs and letting you instantly see your risk/reward on any instrument or timeframe. Unlike some built-in tools, it supports both long and short trades, lets you set all levels manually, and keeps your charts clean and easy to interpret.
Indikator Pine Script®
oleh JWinters318
Fibonacci + TP/SL Strategy [Backtest]✅ Key Features Added and Adjusted: Fibonacci Retracement Levels: Automatically calculated based on the last 100 bars' high/low Plotted levels: 0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100% Extension targets: 161.8%, 261.8%, 423.6% Buy/Sell Signal Logic: Buy: Price is between 78.6% and 38.2% levels Sell: Price is between 61.8% and 23.6% levels Both depend on a can_trade time filter to avoid overtrading ATR-based Stop-Loss: Stop-loss dynamically adapts to market volatility: SL = Entry - ATR * 1.5 (long) SL = Entry + ATR * 1.5 (short) Fixed Take-Profit: Configurable via input: default is 4% Can be changed in TradingView UI Golden/Death Cross Indicator (Visual Only): EMA 50 crossing EMA 200 plotted on chart: Golden Cross = Buy signal (green triangle) Death Cross = Sell signal (red triangle) Weekly Profit Cap: Prevents new trades if weekly profit exceeds 15% Resets at the start of every week Visual Elements: All Fibonacci levels are plotted Buy/Sell signals are labeled on the chart (BUY, SELL)
Strategi Pine Script®
oleh Reanimate_
Crypto Strategy SUSDT 10 minThis strategy is designed to trade the **SUSDT** pair on a **10-minute time frame**, using a combination of an Exponential Moving Average (EMA) and percentage-based Stop Loss (SL) and Take Profit (TP) levels. ### How the strategy works: 1. **EMA Calculation**: - The strategy calculates a 24-period Exponential Moving Average (EMA) based on the closing price. - This EMA serves as the primary trend indicator. 2. **Entry Conditions**: - **Long Position**: A long position is entered when the closing price is above the EMA and the opening price is below the EMA. This indicates a potential upward trend. - **Short Position**: A short position is entered when the closing price is below the EMA and the opening price is above the EMA. This indicates a potential downward trend. 3. **Stop Loss and Take Profit**: - Both Stop Loss (SL) and Take Profit (TP) are calculated based on the entry price of the position. - **For Long Positions**: - Stop Loss is set as a percentage below the entry price. - Take Profit is set as a percentage above the entry price. - **For Short Positions**: - Stop Loss is set as a percentage above the entry price. - Take Profit is set as a percentage below the entry price. - The percentage values for SL and TP can be adjusted in the strategy's settings (default: SL = 2%, TP = 4%). 4. **Exit Conditions**: - The position is closed automatically when either the Stop Loss or Take Profit level is reached. 5. **Visualization**: - The 24-period EMA is plotted on the chart as a blue line, helping visualize the trend direction. ### Key Features: - **Pair and Time Frame**: The strategy is optimized for the SUSDT pair on a 10-minute time frame. - **Customizable Parameters**: Users can adjust the Stop Loss and Take Profit percentages to suit their risk tolerance and trading style. - **Trend-Following Approach**: The strategy uses the EMA to identify and follow the current market trend. This strategy is simple yet effective for capturing trends while managing risk through predefined Stop Loss and Take Profit levels.
Strategi Pine Script®
oleh Maciejo098
Stop/Take BoundsThe Stop/Take Bounds indicator is tool for setting dynamic stop-loss and take-profit levels based on percentage distance from the price. Unlike traditional ATR-based methods, this indicator allows traders to set stop levels as a fixed percentage of the price and define the take-profit multiple. - Stop-loss distanceis determined as a percentage of the current price (e.g., 1% means the stop-loss is always 1% away from the price). - Take-profit distance is calculated by multiplying the stop-loss distance by a user-defined multiplier (e.g., a multiplier of 2 places the take-profit level twice as far as the stop-loss). - The indicator plots red lines for stop-loss levels and green lines for take-profit levels, making it easy to visualize risk-to-reward scenarios. How to Use 1. Set Stop-Loss Distance (%) – Define how far the stop-loss should be from the price. 2. Set Take-Profit Multiplier – Choose how many times larger the take-profit should be compared to the stop-loss. 3. Apply to Long and Short Trades – The indicator automatically plots levels for both long and short positions. 4. Use in Manual or Algorithmic Trading – Ideal for discretionary traders as well as for integration into algorithmic strategies. Use Cases - Risk Management – Helps maintain disciplined risk-to-reward ratios. - Strategy Development – Can be used in the creation of algorithmic trading systems. - Trailing Stop Simulation – Can act as a trailing stop mechanism when used dynamically. This indicator is a great addition to any trading strategy!
Indikator Pine Script®
oleh Y_Goldman
Dual SuperTrend w VIX Filter - Strategy [presentTrading]Hey everyone! Haven't been here for a long time. Been so busy again in the past 2 months. I recently started working on analyzing the combination of trend strategy and VIX, but didn't get outstanding results after a few tries. Sharing this tool with all of you in case you have better insights. █ Introduction and How it is Different The Dual SuperTrend with VIX Filter Strategy combines traditional trend following with market volatility analysis. Unlike conventional SuperTrend strategies that focus solely on price action, this experimental system incorporates VIX (Volatility Index) as an adaptive filter to create a more context-aware trading approach. By analyzing where current volatility stands relative to historical norms, the strategy adjusts to different market environments rather than applying uniform logic across all conditions. BTCUSD 6hr Long Short Performance █ Strategy, How it Works: Detailed Explanation 🔶 Dual SuperTrend Core The strategy uses two SuperTrend indicators with different sensitivity settings: - SuperTrend 1: Length = 13, Multiplier = 3.5 - SuperTrend 2: Length = 8, Multiplier = 5.0 The SuperTrend calculation follows this process: 1. ATR = Average of max(High-Low, |High-PreviousClose|, |Low-PreviousClose|) over 'length' periods 2. UpperBand = (High+Low)/2 - (Multiplier * ATR) 3. LowerBand = (High+Low)/2 + (Multiplier * ATR) Trend direction is determined by: - If Close > previous LowerBand, Trend = Bullish (1) - If Close < previous UpperBand, Trend = Bearish (-1) - Otherwise, Trend = previous Trend 🔶 VIX Analysis Framework The core innovation lies in the VIX analysis system: 1. Statistical Analysis: - VIX Mean = SMA(VIX, 252) - VIX Standard Deviation = StdDev(VIX, 252) - VIX Z-Score = (Current VIX - VIX Mean) / VIX StdDev 2. **Volatility Bands: - Upper Band 1 = VIX Mean + (2 * VIX StdDev) - Upper Band 2 = VIX Mean + (3 * VIX StdDev) - Lower Band 1 = VIX Mean - (2 * VIX StdDev) - Lower Band 2 = VIX Mean - (3 * VIX StdDev) 3. Volatility Regimes: - "Very Low Volatility": VIX < Lower Band 1 - "Low Volatility": Lower Band 1 ≤ VIX < Mean - "Normal Volatility": Mean ≤ VIX < Upper Band 1 - "High Volatility": Upper Band 1 ≤ VIX < Upper Band 2 - "Extreme Volatility": VIX ≥ Upper Band 2 4. VIX Trend Detection: - VIX EMA = EMA(VIX, 10) - VIX Rising = VIX > VIX EMA - VIX Falling = VIX < VIX EMA Local performance: 🔶 Entry Logic Integration The strategy combines trend signals with volatility filtering: Long Entry Condition: - Both SuperTrend 1 AND SuperTrend 2 must be bullish (trend = 1) - AND selected VIX filter condition must be satisfied Short Entry Condition: - Both SuperTrend 1 AND SuperTrend 2 must be bearish (trend = -1) - AND selected VIX filter condition must be satisfied Available VIX filter rules include: - "Below Mean + SD": VIX < Lower Band 1 - "Below Mean": VIX < VIX Mean - "Above Mean": VIX > VIX Mean - "Above Mean + SD": VIX > Upper Band 1 - "Falling VIX": VIX < VIX EMA - "Rising VIX": VIX > VIX EMA - "Any": No VIX filtering █ Trade Direction The strategy allows testing in three modes: 1. **Long Only:** Test volatility effects on uptrends only 2. **Short Only:** Examine volatility's impact on downtrends only 3. **Both (Default):** Compare how volatility affects both trend directions This enables comparative analysis of how volatility regimes impact bullish versus bearish markets differently. █ Usage Use this strategy as an experimental framework: 1. Form a hypothesis about how volatility affects trend reliability 2. Configure VIX filters to test your specific hypothesis 3. Analyze performance across different volatility regimes 4. Compare results between uptrends and downtrends 5. Refine your volatility filtering approach based on results 6. Share your findings with the trading community This framework allows you to investigate questions like: - Are uptrends more reliable during rising or falling volatility? - Do downtrends perform better when volatility is above or below its historical average? - Should different volatility filters be applied to long vs. short positions? █ Default Settings The default settings serve as a starting point for exploration: SuperTrend Parameters: - SuperTrend 1 (Length=13, Multiplier=3.5): More responsive to trend changes - SuperTrend 2 (Length=8, Multiplier=5.0): More selective filter requiring stronger trends VIX Analysis Settings: - Lookback Period = 252: Establishes a full market cycle for volatility context - Standard Deviation Bands = 2 and 3 SD: Creates statistically significant regime boundaries - VIX Trend Period = 10: Balances responsiveness with noise reduction Default VIX Filter Selection: - Long Entry: "Above Mean" - Tests if uptrends perform better during above-average volatility - Short Entry: "Rising VIX" - Tests if downtrends accelerate when volatility is increasing Feel Free to share your insight below!!!
Strategi Pine Script®
oleh PresentTrading
WaveTrend Divergences, Candle Colouring and TP Signal [LuciTech]WaveTrend is a momentum-based oscillator designed to track trend strength, detect divergences, and highlight potential take-profit zones using Bollinger Bands. It provides a clear visualization of market conditions to help traders identify trend shifts and exhaustion points. The WaveTrend Oscillator consists of a smoothed momentum line (WT Line) and a signal line, which work together to indicate trend direction and possible reversals. When the WT Line crosses above the signal line, it suggests bullish momentum, while crossing below signals bearish momentum. Candle colouring changes dynamically based on WaveTrend crossovers. If the WT Line crosses above the signal line, candles turn bullish. If the WT Line crosses below the signal line, candles turn bearish. This provides an immediate visual cue for trend direction. Divergence Detection identifies when price action contradicts the WaveTrend movement. Bullish Divergence appears when price makes a lower low, but the WT Line forms a higher low, suggesting weakening bearish pressure. Bearish Divergence appears when price makes a higher high, but the WT Line forms a lower high, indicating weakening bullish pressure. Plus (+) Divergences are stronger signals that occur when the first pivot of the divergence happens at an extreme level—above +60 for bearish divergence or below -60 for bullish divergence. These levels suggest the market is overbought or oversold, making the divergence more significant. Bollinger Band Signals highlight potential take-profit zones by detecting when the WT Line moves beyond its upper or lower Bollinger Band. If the WT Line crosses above the upper band, it signals stretched bullish momentum, suggesting a possible pullback or reversal. If the WT Line crosses below the lower band, it indicates stretched bearish momentum, warning of a potential bounce. How It Works The WaveTrend momentum calculation is based on an EMA-smoothed moving average to filter out noise and provide a more reliable trend indication. The WT Line (momentum line) fluctuates based on market momentum. The signal line smooths out the WT Line to help identify trend shifts. When the WT Line crosses above the signal line, it suggests buying pressure, and when it crosses below, it indicates selling pressure. Divergences are detected by comparing pivot highs and lows in price with pivot highs and lows in the WT Line. A pivot forms when a local high or low is confirmed after a certain number of bars. The indicator tracks whether price action and the WT Line are making opposite movements. If a divergence occurs and the first pivot was beyond ±60, it is marked as a Plus Divergence, making it a stronger reversal signal. Bollinger Bands are applied directly to the WT Line instead of price, identifying when the WT Line moves outside its volatility range. This helps traders recognize when momentum is overstretched and a potential reversal or retracement is likely. Settings Channel Length (default: 8) controls the period used to calculate the WT Line. Average Length (default: 16) smooths the WT Line for better trend detection. Divergences (on/off) enables or disables divergence plotting. Candle colouring (on/off) applies or removes trend-based candle colour changes. Bollinger Band Signals (on/off) toggles take-profit signals when the WT Line crosses the bands. Bullish/Bearish colours allow customization of divergence and signal colours. Interpretation The WaveTrend Oscillator helps traders assess market momentum and trend strength. Crossovers between the WT Line and signal line indicate potential trend reversals. Divergences warn of weakening momentum and possible reversals, with Plus Divergences acting as stronger signals. Bollinger Band Crosses highlight areas where momentum is overstretched, signaling potential profit-taking opportunities.
Indikator Pine Script®
oleh TradesLuci
Price Action Trend and Margin EquityThe Price Action Trend and Margin Equity indicator is a multifunctional market analysis tool that combines elements of money management and price pattern analysis. The indicator helps traders identify key price action patterns and determine optimal entry, exit and stop loss levels based on the current trend. The main components of the indicator: Money Management: Allows the trader to set risk management parameters such as the percentage of possible loss on the position, the use of fixed leverage and the total capital. Calculates the required leverage level to achieve a specified percentage of loss. Price Action: Correctly identifies various price patterns such as Pin Bar, Engulfing Bar, PPR Bar and Inside Bar. Displays these patterns on the chart with the ability to customize candle colors and display styles. Allows the trader to customize take profit and stop loss points to display them on the chart. The ability to display patterns only in the direction of the trend. Trend: (some code taken from ChartPrime) Uses a trend cloud to visualize the current market direction. The trend cloud is displayed on the chart and helps traders determine whether the market is in an uptrend or a downtrend. Alert: Allows you to set an alert that will be triggered when the pattern is formed. Example of use: Let's say a trader uses the indicator to trade the crypto market. He sets the money management parameters, setting the maximum loss per position to 5% and using a fixed leverage of 1:100. The indicator automatically calculates the required position size to meet these parameters ($: on the label). Or displays the leverage (X: on the label) to achieve the required risk. The trader receives an alert when a Pin Bar is formed. The indicator displays the entry, exit, and stop loss levels based on this pattern. The trader opens a position for the recommended amount in the direction indicated by the indicator and sets the stop loss and take profit at the recommended levels. General Settings: Position Loss Percentage: Sets the maximum loss percentage you are willing to take on a single position. Use Fixed Leverage: Enables or disables the use of fixed leverage. Fixed Leverage: Sets the fixed leverage level. Total Equity: Specifies the total equity you are using for trading. (Required for calculation when using fixed leverage) Turn Patterns On/Off: You can turn on or off the display of various price patterns such as Pin Bar, Outside Bar (Engulfing), Inside Bar, and PPR Bar. Pattern Colors: Sets the colors for displaying each pattern on the chart. Candle Color: Allows you to set a neutral color for candles that do not match the price action. Show Lines: Allows you to turn on or off the display of labels and lines. Line Length: Sets the length of the stop, entry, and take profit lines. Label color: One color for all labels (configured below) or the color of the labels in the color of the candle pattern. Pin entry: Select the entry point for the pin bar: candle head, bar close, or 50% of the candle. Coefficients for stop and take lines. Use trend for price action: When enabled, will show price action signals only in the direction of the trend. Display trend cloud: Enables or disables the display of the trend cloud. Cloud calculation period: Sets the period for which the maximum and minimum values ​​​​for the cloud are calculated. The longer the period, the smoother the cloud will be. Cloud colors: Sets the colors for uptrends and downtrends, as well as the transparency of the cloud. The logic of the indicator: Pin Bar is a candle with a long upper or lower shadow and a short body. Logic: If the length of one shadow is twice the body and the opposite shadow of the candle, it is considered a Pin Bar. An Inside Bar is a candle that is completely engulfed by the previous candle. Logic: If the high and low of the current candle are inside the previous candle, it is an Inside Bar. An Outside Bar or Engulfing is a candle that completely engulfs the previous candle. Logic: If the high and low of the current candle are outside the previous candle and close outside the previous candle, it is an Outside Bar. A PPR Bar is a candle that closes above or below the previous candle. Logic: If the current candle closes above the high of the previous candle or below its low, it is a PPR Bar. Stop Loss Levels: Calculated based on the specified ratios. If set to 1.0, it shows the correct stop for the pattern by pushing away from the entry point. Take Profit Levels: Calculated based on the specified ratios. Create a Label: The label is created at the stop loss level and contains information about the potential leverage and loss. The formula for calculating the $ value is: =(Total Capital x (Maximum Loss Percentage on Position/100)) / (Difference between Entry Level and Stop Loss Level × Ratio that sets the stop loss level relative to the length of the candlestick shadow × Fixed Leverage Value) . ​ Labels contain the following information: The percentage of price change from the recommended entry point to the stop loss level. Required Leverage (X: ): The amount of leverage required to achieve the specified loss percentage. (Or a fixed value if selected). Required Capital ($: ): The amount of capital required to open a position with the specified leverage and loss percentage (only displayed when using fixed leverage). The trend cloud identifies the maximum and minimum price values ​​for the specified period. The cloud value is set depending on whether the current price is equal to the high or low values. If the current closing price is equal to the high value, the cloud is set at the low value, and vice versa. RU Индикатор "Price Action Trend and Margin Equity" представляет собой многофункциональный инструмент для анализа рынка, объединяющий в себе элементы управления капиталом и анализа ценовых паттернов. Индикатор помогает трейдерам идентифицировать ключевые прайс экшн паттерны и определять оптимальные уровни входа, выхода и стоп-лосс на основе текущего тренда. Основные компоненты индикатора: Управление капиталом: Позволяет трейдеру задавать параметры управления рисками, такие как процент возможного убытка по позиции, использование фиксированного плеча и общий капитал. Рассчитывает необходимый уровень плеча для достижения заданного процента убытка. Price Action: Правильно идентифицирует различные ценовые паттерны, такие как Pin Bar, Поглащение Бар, PPR Bar и Внутренний Бар. Отображает эти паттерны на графике с возможностью настройки цветов свечей и стилей отображения. Позволяет трейдеру настраивать точки тейк профита и стоп лосса для отображения их на графике. Возможность отображения паттернов только в натправлении тренда. Trend: (часть кода взята у ChartPrime) Использует облако тренда для визуализации текущего направления рынка. Облако тренда отображается на графике и помогает трейдерам определить, находится ли рынок в восходящем или нисходящем тренде. Оповещение: Дает возможность установить оповещение которое будет срабатывать при формировании паттерна. Пример применения: Предположим, трейдер использует индикатор для торговли на крипто рынке. Он настраивает параметры управления капиталом, устанавливая максимальный убыток по позиции в 5% и используя фиксированное плечо 1:100. Индикатор автоматически рассчитывает необходимый объем позиции для соблюдения этих параметров ($: на лейбле). Или отображает плечо (Х: на лейбле) для достижения необходимого риска. Трейдер получает оповещение о формировании Pin Bar. Индикатор отображает уровни входа, выхода и стоп-лосс, основанные на этом паттерне. Трейдер открывает позицию на рекомендуемую сумму в направлении, указанном индикатором, и устанавливает стоп-лосс и тейк-профит на рекомендованных уровнях. Общие настройки: Процент убытка по позиции: Устанавливает максимальный процент убытка, который вы готовы понести по одной позиции. Использовать фиксированное плечо: Включает или отключает использование фиксированного плеча. Уровень фиксированного плеча: Задает уровень фиксированного плеча. Общий капитал: Указывает общий капитал, который вы используете для торговли. (Необходим для расчета при использовании фиксированного плеча) Включение/отключение паттернов: Вы можете включить или отключить отображение различных ценовых паттернов, таких как Pin Bar, Outside Bar (Поглощение), Inside Bar и PPR Bar. Цвета паттернов: Задает цвета для отображения каждого паттерна на графике. Цвет свечей: Позволяет задать нейтральный цвет для свечей неподходящих под прйс экшн. Показывать линии: Позволяет включить или отключить отображение лейблов и линий. Длинна линий: Настройка длинны линий стопа, линии входа и тейк профита. Цвет лейбла: Один цвет для всех лейблов (настраивается ниже) или цвет лейблов в цвет паттерна свечи. Вход в пин: Выбор точки входа для пин бара: голова свечи, точка закрытия бара или 50% свечи. Коэффиценты для стоп и тейк линий. Использовать тренд для прайс экшна: При включении будет показывать прайс экшн сигналы только в направлении тренда. Отображение облака тренда: Включает или отключает отображение облака тренда. Период расчета облака: Устанавливает период, за который рассчитываются максимальные и минимальные значения для облака. Чем больше период, тем более сглаженным будет облако. Цвета облака: Задает цвета для восходящего и нисходящего трендов, а также прозрачность облака. Логика работы индикатора: Pin Bar — это свеча с длинной верхней или нижней тенью и коротким телом. Логика: Если длина одной тени вдвое больше тела и противоположной тени свечи, считается, что это Pin Bar. Inside Bar — это свеча, полностью поглощенная предыдущей свечой. Логика: Если максимум и минимум текущей свечи находятся внутри предыдущей свечи, это Inside Bar. Outside Bar или Поглощение — это свеча, которая полностью поглощает предыдущую свечу. Логика: Если максимум и минимум текущей свечи выходят за пределы предыдущей свечи и закрывается за пределами предыдущей свечи, это Outside Bar. PPR Bar — это свеча, которая закрывается выше или ниже предыдущей свечи. Логика: Если текущая свеча закрывается выше максимума предыдущей свечи или ниже ее минимума, это PPR Bar. Уровни стоп-лосс: Рассчитываются на основе заданных коэффициентов. При значении 1.0 показывает правильный стоп для паттерна отталкиваясь от точки входа. Уровки тейк-профита: Рассчитываются на основе заданных коэффициентов. Создание метки: Метка создается на уровне стоп-лосс и содержит информацию о потенциальном плече и убытке. Формула для вычисления значения $: =(Общий капитал x (Максимальный процент убытка по позиции/100)) / (Разница между уровнем входа и уровнем стоп-лосс × Коэффициент, задающий уровень стоп-лосс относительно длины тени свечи × Значение фиксированного плеча). Метки содержат следующую информацию: Процент изменения цены от рекомендованной точки входа до уровня стоп-лосс. Необходимое плечо (Х: ): Уровень плеча, необходимый для достижения заданного процента убытка. (Или фиксированное значение если оно выбрано). Необходимый капитал ($: ): Сумма капитала, необходимая для открытия позиции с заданным плечом и процентом убытка (отображается только при использовании фиксированного плеча). Облако тренда определяет максимальные и минимальные значения цены за указанный период. Значение облака устанавливается в зависимости от того, совпадает ли текущая цена с максимальными или минимальными значениями. Если текущая цена закрытия равна максимальному значению, облако устанавливается на уровне минимального значения, и наоборот.
Indikator Pine Script®
oleh Shaman4eG
John Bob-Trading-BotDeveloped by Ayebale John Bob with the help of his bestie, this innovative strategy combines advanced Smart Money Concepts with practical risk management tools to help traders identify and capitalize on key market moves. Key Features: Smart Money Concepts & Fair Value Gaps (FVG): The strategy monitors price action for fair value gaps, which are visualized as extremely faint horizontal lines on the chart. These FVGs signal potential areas where institutional traders might have entered or exited positions. Dynamic Entry Signals: Buy signals are triggered when the price crosses above the 50-bar lowest low or when a bullish FVG is detected. Conversely, sell signals are generated when the price falls below the 50-bar highest high or a bearish FVG is identified. Each signal is visually marked on the chart with clear buy (green) and sell (red) labels. Multi-Level Order Execution: Once an entry signal occurs, the strategy places five separate orders, each with its own take-profit (TP) level. The TP levels are calculated dynamically using the Average True Range (ATR) and a set of predefined multipliers. This allows traders to scale out of positions as the market moves favorably. Dynamic Risk Management: A stop-loss is automatically set at a distance determined by the ATR, ensuring that risk is managed in accordance with current market volatility. Real-Time Trade Information Table: In the bottom-right corner of the chart, a trade information table displays essential details about the current trade: Side: Displays "BUY NOW" (with a dark green background) for long entries or "SELL NOW" (with a dark red background) for short entries. Entry Price & Stop-Loss: Shows the entry price (highlighted in green) and the corresponding stop-loss level (highlighted in red). Take-Profit Levels: Lists the five TP levels, each of which turns green once the market price reaches that target. Timer: A live timer in minutes counts from the moment the current trade trigger started, helping traders track the duration of their active trades. Visual Progress Bar: A histogram-style progress bar is plotted on the chart, visually representing the percentage gain (or loss) relative to the entry price. This strategy was meticulously designed to incorporate both technical analysis and smart risk management, offering a robust trading solution that adapts to changing market conditions. Whether you're a seasoned trader or just starting out, the AyebaleJohnBob Trading Bot equips you with the tools and visual cues needed to make well-informed trading decisions. Enjoy a seamless blend of strategy and style—crafted with passion by Ayebale John Bob and his bestie!
Strategi Pine Script®
oleh ayebalejohnbob
9
BullBear with Volume-Percentile TP - Strategy [presentTrading] Happy New Year, everyone! I hope we have a fantastic year ahead. It's been a while since I published an open script, but it's time to return. This strategy introduces an indicator called Bull Bear Power, combined with an advanced take-profit system, which is the main innovative and educational aspect of this script. I hope all of you find some useful insights here. Welcome to engage in meaningful exchanges. This is a versatile tool suitable for both novice and experienced traders. █ Introduction and How it is Different Unlike traditional strategies that rely solely on price or volume indicators, this approach combines Bull Bear Power (BBP) with volume percentile analysis to identify optimal entry and exit points. It features a dynamic take-profit mechanism based on ATR (Average True Range) multipliers adjusted by volume and percentile factors, ensuring adaptability to diverse market conditions. This multifaceted strategy not only improves signal accuracy but also optimizes risk management, distinguishing it from conventional trading methods. BTCUSD 6hr performance Disable the visualization of Bull Bear Power (BBP) to clearly view the Z-Score. █ Strategy, How it Works: Detailed Explanation The BBP Strategy with Volume-Percentile TP utilizes several interconnected components to analyze market data and generate trading signals. Here's an overview with essential equations: 🔶 Core Indicators and Calculations 1. Exponential Moving Average (EMA): - **Purpose:** Smoothens price data to identify trends. - **Formula:** EMA_t = (Close_t * (2 / (lengthInput + 1))) + (EMA_(t-1) * (1 - (2 / (lengthInput + 1)))) - Usage: Baseline for Bull and Bear Power. 2. Bull and Bear Power: - Bull Power: `BullPower = High_t - EMA_t` - Bear Power: `BearPower = Low_t - EMA_t` - BBP:** `BBP = BullPower + BearPower` - Interpretation: Positive BBP indicates bullish strength, negative indicates bearish. 3. Z-Score Calculation: - Purpose: Normalizes BBP to assess deviation from the mean. - Formula: Z-Score = (BBP_t - bbp_mean) / bbp_std - Components: - `bbp_mean` = SMA of BBP over `zLength` periods. - `bbp_std` = Standard deviation of BBP over `zLength` periods. - Usage: Identifies overbought or oversold conditions based on thresholds. 🔶 Volume Analysis 1. Volume Moving Average (`vol_sma`): vol_sma = (Volume_1 + Volume_2 + ... + Volume_vol_period) / vol_period 2. Volume Multiplier (`vol_mult`): vol_mult = Current Volume / vol_sma - Thresholds: - High Volume: `vol_mult > 2.0` - Medium Volume: `1.5 < vol_mult ≤ 2.0` - Low Volume: `1.0 < vol_mult ≤ 1.5` 🔶 Percentile Analysis 1. Percentile Calculation (`calcPercentile`): Percentile = (Number of values ≤ Current Value / perc_period) * 100 2. Thresholds: - High Percentile: >90% - Medium Percentile: >80% - Low Percentile: >70% 🔶 Dynamic Take-Profit Mechanism 1. ATR-Based Targets: TP1 Price = Entry Price ± (ATR * atrMult1 * TP_Factor) TP2 Price = Entry Price ± (ATR * atrMult2 * TP_Factor) TP3 Price = Entry Price ± (ATR * atrMult3 * TP_Factor) - ATR Calculation: ATR_t = (True Range_1 + True Range_2 + ... + True Range_baseAtrLength) / baseAtrLength 2. Adjustment Factors: TP_Factor = (vol_score + price_score) / 2 - **vol_score** and **price_score** are based on current volume and price percentiles. Local performance 🔶 Entry and Exit Logic 1. Long Entry: If Z-Score crosses above 1.618, then Enter Long. 2. Short Entry: If Z-Score crosses below -1.618, then Enter Short. 3. Exiting Positions: If Long and Z-Score crosses below 0: Exit Long If Short and Z-Score crosses above 0: Exit Short 4. Take-Profit Execution: - Set multiple exit orders at dynamically calculated TP levels based on ATR and adjusted by `TP_Factor`. █ Trade Direction The strategy determines trade direction using the Z-Score from the BBP indicator: - Long Positions: - Condition: Z-Score crosses above 1.618. - Short Positions: - Condition: Z-Score crosses below -1.618. - Exiting Trades: - Long Exit: Z-Score drops below 0. - Short Exit: Z-Score rises above 0. This approach aligns trades with prevailing market trends, increasing the likelihood of successful outcomes. █ Usage Implementing the BBP Strategy with Volume-Percentile TP in TradingView involves: 1. Adding the Strategy: - Copy the Pine Script code. - Paste it into TradingView's Pine Editor. - Save and apply the strategy to your chart. 2. Configuring Settings: - Adjust parameters like EMA length, Z-Score thresholds, ATR multipliers, volume periods, and percentile settings to match your trading preferences and asset behavior. 3. Backtesting: - Use TradingView’s backtesting tools to evaluate historical performance. - Analyze metrics such as profit factor, drawdown, and win rate. 4. Optimization: - Fine-tune parameters based on backtesting results. - Test across different assets and timeframes to enhance adaptability. 5. Deployment: - Apply the strategy in a live trading environment. - Continuously monitor and adjust settings as market conditions change. █ Default Settings The BBP Strategy with Volume-Percentile TP includes default parameters designed for balanced performance across various markets. Understanding these settings and their impact is essential for optimizing strategy performance: Bull Bear Power Settings: - EMA Length (`lengthInput`): 21 - **Effect:** Balances sensitivity and trend identification; shorter lengths respond quicker but may generate false signals. - Z-Score Length (`zLength`): 252 - **Effect:** Long period for stable mean and standard deviation, reducing false signals but less responsive to recent changes. - Z-Score Threshold (`zThreshold`): 1.618 - **Effect:** Higher threshold filters out weaker signals, focusing on significant market moves. Take Profit Settings: - Use Take Profit (`useTP`): Enabled (`true`) - **Effect:** Activates dynamic profit-taking, enhancing profitability and risk management. - ATR Period (`baseAtrLength`): 20 - **Effect:** Shorter period for sensitive volatility measurement, allowing tighter profit targets. - ATR Multipliers: - **Effect:** Define conservative to aggressive profit targets based on volatility. - Position Sizes: - **Effect:** Diversifies profit-taking across multiple levels, balancing risk and reward. Volume Analysis Settings: - Volume MA Period (`vol_period`): 100 - **Effect:** Longer period for stable volume average, reducing the impact of short-term spikes. - Volume Multipliers: - **Effect:** Determines volume conditions affecting take-profit adjustments. - Volume Factors: - **Effect:** Adjusts ATR multipliers based on volume strength. Percentile Analysis Settings: - Percentile Period (`perc_period`): 100 - **Effect:** Balances historical context with responsiveness to recent data. - Percentile Thresholds: - **Effect:** Defines price and volume percentile levels influencing take-profit adjustments. - Percentile Factors: - **Effect:** Modulates ATR multipliers based on price percentile strength. Impact on Performance: - EMA Length: Shorter EMAs increase sensitivity but may cause more false signals; longer EMAs provide stability but react slower to market changes. - Z-Score Parameters:*Longer Z-Score periods create more stable signals, while higher thresholds reduce trade frequency but increase signal reliability. - ATR Multipliers and Position Sizes: Higher multipliers allow for larger profit targets with increased risk, while diversified position sizes help in securing profits at multiple levels. - Volume and Percentile Settings: These adjustments ensure that take-profit targets adapt to current market conditions, enhancing flexibility and performance across different volatility environments. - Commission and Slippage: Accurate settings prevent overestimation of profitability and ensure the strategy remains viable after accounting for trading costs. Conclusion The BBP Strategy with Volume-Percentile TP offers a robust framework by combining BBP indicators with volume and percentile analyses. Its dynamic take-profit mechanism, tailored through ATR adjustments, ensures that traders can effectively capture profits while managing risks in varying market conditions.
Strategi Pine Script®
oleh PresentTrading
8
Trend Trader-Remastered StrategyOfficial Strategy for Trend Trader - Remastered Indicator: Trend Trader-Remastered (TTR) Overview: The Trend Trader-Remastered is a refined and highly sophisticated implementation of the Parabolic SAR designed to create strategic buy and sell entry signals, alongside precision take profit and re-entry signals based on marked Bill Williams (BW) fractals. Built with a deep emphasis on clarity and accuracy, this indicator ensures that only relevant and meaningful signals are generated, eliminating any unnecessary entries or exits. Please check the indicator details and updates via the link above. Important Disclosure: My primary objective is to provide realistic strategies and a code base for the TradingView Community. Therefore, the default settings of the strategy version of the indicator have been set to reflect realistic world trading scenarios and best practices. Key Features: Strategy execution date&time range. Take Profit Reduction Rate: The percentage of progressive reduction on active position size for take profit signals. Example: TP Reduce: 10% Entry Position Size: 100 TP1: 100 - 10 = 90 TP2: 90 - 9 = 81 Re-Entry When Rate: The percentage of position size on initial entry of the signal to determine re-entry. Example: RE When: 50% Entry Position Size: 100 Re-Entry Condition: Active Position Size < 50 Re-Entry Fill Rate: The percentage of position size on initial entry of the signal to be completed. Example: RE Fill: 75% Entry Position Size: 100 Active Position Size: 50 Re-Entry Order Size: 25 Final Active Position Size:75 Important: Even RE When condition is met, the active position size required to drop below RE Fill rate to trigger re-entry order. Key Points: 'Process Orders on Close' is enabled as Take Profit and Re-Entry signals must be executed on candle close. 'Calculate on Every Tick' is enabled as entry signals are required to be executed within candle time. 'Initial Capital' has been set to 10,000 USD. 'Default Quantity Type' has been set to 'Percent of Equity'. 'Default Quantity' has been set to 10% as the best practice of investing 10% of the assets. 'Currency' has been set to USD. 'Commission Type' has been set to 'Commission Percent' 'Commission Value' has been set to 0.05% to reflect the most realistic results with a common taker fee value.
Strategi Pine Script®
oleh aybarsm
10