Mulai

Volatilitas

PG DMean & Price Sync ver 8.6 Works well for positional trading, more so for high beta instruments. Use hourly or near hourly charts. MA = use count of candles of three sessions, like Nifty has seven 54 min candles in a session, so 21 is a fair number for Base MA. Approx. half of above number can be used for signal MA, Filter use is optional, check with backtesting, if using filter gives better results. Ideal value to be used for filter is same as base MA. Most instruments give best results with either EMA or VWMA, pick the one that gives better results with your instrument. SMA/DEMA/TEMA can be attempted too. 0.5 to 1% hard stop loss can be used.
Strategi Pine Script®
oleh ipuneet
Momentum Pivot Breakout ProMomentum Pivot Breakout Pro OVERVIEW Momentum Pivot Breakout Pro is a sophisticated trading strategy designed to identify and capitalize on significant price breakouts in trending markets. This system combines multiple technical analysis concepts to generate high-probability trade setups with disciplined risk management. KEY FEATURES Trend-Aligned Trading - Identifies the dominant market direction - Takes trades only in alignment with the prevailing trend - Filters out counter-trend noise Intelligent Entry Detection - Identifies key price levels automatically - Waits for confirmed breakout conditions - Optional volume confirmation filter Advanced Risk Management - ATR-based initial stop-loss placement - Dynamic trailing stop mechanism - Protects profits while allowing trends to develop - Stop-loss adapts to market volatility Flexible Trade Direction - Trade both directions (Long & Short) - Long-only mode for bullish markets - Short-only mode for bearish markets Customizable Parameters - Adjustable pivot detection sensitivity - Configurable ATR settings - Customizable stop-loss multipliers - Volume filter toggle USER INPUTS Trade Direction: Choose between Both, Long Only, or Short Only P Length (LR): Controls sensitivity of level detection ATR Length: Volatility measurement period Initial SL: Initial stop-loss distance multiplier Trailing SL: Trailing stop distance multiplier Volume SMA Length: Volume filter period Use Volume Filter: Enable/disable volume confirmation WHAT YOU SEE ON CHART - Active Stop Loss (Red Line) - Current protective stop level - Entry Price (White Line) - Your entry point when in trade - Trailing Activation (Orange Circles) - Price level where trailing begins ⚠️ RISK MANAGEMENT This strategy employs a two-stage stop-loss system: 1. Initial Protection: Fixed stop-loss based on ATR at entry 2. Dynamic Trailing: Adjusts stop-loss as price moves favorably The trailing mechanism only activates after the trade moves a specified distance in profit, ensuring you never give back your initial risk capital while allowing winning trades room to grow. BEST PRACTICES ✓ Use on liquid instruments with clear trends ✓ Backtest on your specific market and timeframe ✓ Adjust parameters based on asset volatility ✓ Consider market conditions when selecting trade direction ✓ Use proper position sizing (strategy uses 10% equity default) ✓ Monitor correlation between volume and price action STRATEGY SETTINGS - Overlay: True (plots on price chart) - Pyramiding: Disabled (one position at a time) - Position Size: 10% of equity (customizable) - Execution: Market orders on signal confirmation 🔒 DISCLAIMER This is a technical analysis-based trading strategy for educational and informational purposes. Past performance does not guarantee future results. Trading involves substantial risk of loss. Always: - Conduct thorough backtesting before live trading - Use appropriate position sizing for your risk tolerance - Understand the strategy behavior in different market conditions - Never risk more than you can afford to lose - Consider seeking advice from qualified financial professionals 📧 SUPPORT & UPDATES This is a closed-source strategy. For questions, issues, or feature requests, please contact the author through TradingView messages. Version: 1.0 | © ravi_matrix | All Rights Reserved
Strategi Pine Script®
oleh ravi_matrix
AI Adaptive Trend Navigator Strategy Echo EditionAI Adaptive Trend Navigator Strategy This is a professional long-only automated strategy optimized for Taiwan Index Futures (TX). Based on the LuxAlgo clustering framework, this version features advanced logic iteration for institutional-grade backtesting and execution. 1. Realistic Cost Modeling To ensure backtest reliability, this strategy is pre-configured with: Slippage: 2 ticks (Approx. 400 TWD per side). Commission: 100 TWD per side. Total Cost: 500 TWD per side. This provides a rigorous stress test for real-world trading environments. 2. State Consistency & Logic Continuity Optimized the underlying array handling to ensure "State Persistence." This eliminates the logic gaps common in real-time script execution, ensuring that historical signals are 100% consistent with live alerts. 3. Adaptive AI Clustering Utilizes K-means clustering to dynamically select the optimal ATR factors based on current market volatility, allowing the strategy to "evolve" as market regimes shift. 🧠 開發理念：追求實戰一致性的量化策略 本策略旨在為台指期（TX）提供一套具備真實參考價值的自動化系統。 ✨ Echo 版核心優化點 數據連續性迭代：修正底層邏輯，確保訊號在即時盤勢中穩定不跳斷。 真實交易成本模擬：預設 2 點滑價 與 單邊 100 TWD 手續費，單邊總成本對標 500 TWD，拒絕虛假神單，挑戰最嚴苛的回測環境。 台指期專屬參數調校：融入針對台灣市場波動特性的預設參數與過濾邏輯。 🛡️ 進階實戰過濾 空間緩衝區 (Buffer Strategy)：價格需有效突破緩衝區才觸發，精準過濾盤整雜訊。 AI 信心評分系統：只有當動能穩定度達標時才會發進場訊號。 冷卻保護機制：有效抑制訊號在洗盤區間過度頻繁跳動。 ⚠️ Disclaimer: Backtest results do not guarantee future performance.
Strategi Pine Script®
oleh EchoQuan
5
Euro Day StrategyThis is a false breakout reversal strategy that fades short-term breakouts when they conflict with longer-term momentum. Here's the detailed breakdown: Strategy Overview Type: Counter-trend/Fade strategy disguised as breakout trading Core Logic: Enter against immediate breakouts when longer-term momentum suggests the move is exhausted. Strategy Classification This is a FADE/EXHAUSTION strategy, NOT a breakout-following strategy Enters against the immediate breakout direction Bets on mean reversion when short-term price action diverges from longer-term momentum Works best in ranging/choppy markets where breakouts frequently fail Will get hurt in strong trending markets where breakouts are genuine This strategy is designed for intraday mean-reversion trading on instruments that tend to range (likely forex or futures). It requires markets where false breakouts are common and price tends to snap back quickly.
Strategi Pine Script®
oleh trungnam2101998
Uptrend Pullback (High Winrate-ish) - RSI + EMA + ATR TrailUptrend Pullback Strategy (EMA Filter + RSI Reversal + ATR Trailing Stop) Description This strategy is designed for rising markets and trades long only. It uses a simple trend filter and a pullback entry: Trend filter: An uptrend is defined when EMA(50) > EMA(200) and price is above EMA(200). Trades are allowed only under these conditions. Entry (buy the dip): A long position is opened when RSI crosses up above a user-defined pullback level (default 40), suggesting a pullback is ending and momentum is recovering. Exits: Take profit: Close the position when RSI reaches an overbought level (default 70). Risk management: A dynamic ATR-based trailing stop follows price upward to lock in gains. Hard stop: An additional ATR-based stop acts as a safety net to limit downside risk. Notes Parameters (EMA lengths, RSI levels, ATR multipliers) are fully configurable. This is a demo/reference strategy for research and optimization; results depend strongly on the symbol and timeframe. If you want, I can also write a shorter “one-liner” description and a set of tag keywords for the publish page.
Strategi Pine Script®
oleh momomonga
_mr_beach Liquidity Sweep + VWAP ReversalLiquidity Sweep + VWAP Reversal (Trend Filter, Session, 1 Trade per Day) Overview This strategy models a common institutional market behavior: liquidity is taken above the previous day’s high or below the previous day’s low, followed by a return toward fair value (VWAP) and a reversal in the direction of the prevailing trend. Designed as a TradingView strategy for structured backtesting in the Strategy Tester. Core Components Liquidity Levels: Previous Day High / Previous Day Low Fair Value Reference: VWAP Trend Filter: EMA (default: 200) Volatility-Based Risk: ATR Trading Rules Trend Filter Long only when price closes above EMA Short only when price closes below EMA Liquidity Sweep Bullish sweep: Low < Previous Day Low Bearish sweep: High > Previous Day High Entry Confirmation Long: After a sweep below the Previous Day Low, price closes back above the level and above VWAP Short: After a sweep above the Previous Day High, price closes back below the level and below VWAP Risk Management Stop Loss: ATR-based (slATR) Take Profit: ATR-based (tpATR) Automatically adapts to changing market volatility Session & Trade Frequency Optional session filter (default: 09:30–16:00 exchange time) Optional one trade per day limit to reduce overtrading Chart Elements EMA (trend direction) VWAP (fair value) Previous Day High / Low (liquidity zones) Alerts Long setup: Liquidity sweep + VWAP reversal Short setup: Liquidity sweep + VWAP reversal Recommended Usage Markets: Indices, liquid stocks, Forex majors, crypto Timeframes: 5m, 15m Note: Parameters such as ATR multipliers and session settings should be optimized per market Disclaimer This is a backtesting strategy, not financial advice. Results depend on market conditions, timeframe, fees, and slippage. Tags: Liquidity, VWAP, EMA, Reversal, Sweep, Smart Money, ICT, ATR, Strategy
Strategi Pine Script®
oleh ReneHerkert
Positional Chakra Strategy by PoojaPositional Chakra Strategy by Pooja Positional Chakra Strategy by Pooja is a rule-based positional trading strategy designed specifically for continuous markets that operate 24 hours, such as Crypto, Forex, and other global instruments. The strategy focuses on trend alignment, structure validation, and risk-managed positional holding, rather than short-term intraday fluctuations. This script is intended strictly as a technical analysis and decision-support tool, not as financial or investment advice. 🎯 Purpose of the Strategy The primary objective of this strategy is to: Identify sustained trend-based positional opportunities Reduce overtrading in 24×7 markets Filter noise and low-quality signals common in continuous sessions Provide structured entry, stop-loss, and exit logic Support disciplined positional trading instead of emotional decision-making ⚙️ Core Features Explained 1️⃣ In-built Multiple Strategy Entry Signals The strategy combines multiple independent entry logics, allowing traders to see signals only when conditions align. These include combinations of: EMA, VWAP, Supertrend, RSI, Structure (BOS / CHoCH), etc It combines oscillators, non-oscillators, and SMC concepts to create a more structured and logical trading framework. Each signal is clearly labeled on the chart for better visual understanding. 2️⃣ Swing-Based Stop Loss Logic Stop loss is automatically calculated using recent swing high / swing low This helps align risk levels with market structure instead of fixed values Avoids unrealistic or random stop placements You can Modify your Swing High/Low pivots according your Choice 3️⃣ Risk-Reward Based Target Projection Targets are calculated using a user-defined Risk : Reward ratio Ensures every trade follows a pre-defined risk framework Encourages disciplined trading instead of emotional exits 4️⃣ Clear SL Hit & Target Hit Indications When Stop Loss or Target is reached, the strategy plots clear visual labels This improves post-trade review and historical analysis Helps users understand how and why a trade ended 5️⃣ Trend Change Exit (Dynamic Stop Management) If the market structure reverses, the strategy can exit trades early This acts as a dynamic trailing stop mechanism Helps protect profits or limit losses during sudden reversals 6️⃣ Trend Reverse Entry (Optional Flip Logic) On confirmed trend reversal, the strategy can optionally flip direction Entry happens only after proper confirmation Designed for experienced intraday traders who understand reversals 7️⃣ Dynamic Stop Loss Trailing Through Trend Reversal This strategy includes a dynamic stop-loss trailing mechanism based on trend reversal detection rather than fixed price movement. When the trade is active, the system continuously monitors trend direction and structure If a confirmed trend reversal is detected against the open position, the strategy exits the trade automatically This exit acts as a dynamic trailing stop, adapting to changing market conditions instead of relying on static stop-loss levels 8️⃣ Optional BOS & CHoCH Structure Plotting Break of Structure (BOS) and Change of Character (CHoCH) can be enabled Helps traders visually track market structure shifts Completely optional to keep charts clean if not required 9️⃣ In-Build Indicator Framework The strategy internally uses: EMA VWAP Supertrend RSI SMC (Smart Money Concept) No external indicators are required, keeping the system self-contained and lightweight. 🔟 Fake Breakout Protection Filters To reduce low-quality signals, the strategy includes: RSI strength filter ADX volatility confirmation RSI-MA distance & slope filter These filters help avoid entries during weak or choppy market conditions. Why This Strategy Is Unique Built on market structure and trend logic, not single indicators Uses multiple confirmation layers to reduce low-quality signals Includes dynamic risk management instead of fixed exits Provides clear visual clarity for entry, stop-loss, and target Adapts to changing market conditions during intraday trading Focuses on discipline and process, not prediction or guarantees This is not just a combination of indicators; it integrates five distinct strategy logics designed to reduce psychological decision-making while maintaining structured risk management. 🔔 Alert & Webhook Ready The strategy supports TradingView alerts Alerts are designed for signal notification only Webhook compatible for users who integrate alerts with external tools 📢 Optional Telegram alerts can be used for personal signal notifications. This feature is informational and does not imply trade execution or profit guarantees. 👤 Suitable For This strategy is suitable for: Positional traders Crypto and Forex traders Traders dealing with 24×7 markets Traders who prefer rule-based systems Users who want to avoid constant screen monitoring It is not intended for scalping or high-frequency intraday trading. It is not recommended for users expecting guaranteed results or fully automated decision-making. Why Invite-Only Controlled access to ensure responsible use Helps maintain consistency as the system evolves Prevents misuse or misinterpretation of strategy logic Allows better management of updates and changes Keeps the tool aligned with its analytical purpose ⚠️ Disclaimer (Important) This script is for educational and analytical purposes only It does not provide financial, investment, or trading advice Past performance does not guarantee future results Trading involves risk, and users are responsible for their own decisions
Strategi Pine Script®
oleh financegurupooja
Intraday Brahmastra Strategy by PoojaIntraday Brahmastra Strategy by Pooja Intraday Brahmastra Strategy by Pooja is a rule-based intraday trading strategy designed to help traders identify structured entry and exit zones using price action, trend filters, and momentum confirmation. The strategy focuses on clarity, discipline, and risk control, making it suitable for intraday decision-making across multiple timeframes. This script is intended as a technical analysis tool, not as investment advice. 🎯 Purpose of the Strategy The main objective of this strategy is to: Reduce emotional trading Provide clearly defined entry, stop-loss, and target levels Offer multiple confirmation-based signals instead of random alerts Help traders follow a systematic intraday trading approach One Screen Setup to Reduce Confusion and help to take Right Decisions according Market Situtions ⚙️ Core Features Explained 1️⃣ In-built Multiple Strategy Entry Signals The strategy combines multiple independent entry logics, allowing traders to see signals only when conditions align. These include combinations of: EMA, VWAP, Supertrend, RSI, Structure (BOS / CHoCH), etc It combines oscillators, non-oscillators, and SMC concepts to create a more structured and logical trading framework. Each signal is clearly labeled on the chart for better visual understanding. 2️⃣ Swing-Based Stop Loss Logic Stop loss is automatically calculated using recent swing high / swing low This helps align risk levels with market structure instead of fixed values Avoids unrealistic or random stop placements You can Modify your Swing High/Low pivots according your Choice 3️⃣ Risk-Reward Based Target Projection Targets are calculated using a user-defined Risk : Reward ratio Ensures every trade follows a pre-defined risk framework Encourages disciplined trading instead of emotional exits 4️⃣ Clear SL Hit & Target Hit Indications When Stop Loss or Target is reached, the strategy plots clear visual labels This improves post-trade review and historical analysis Helps users understand how and why a trade ended 5️⃣ Trend Change Exit (Dynamic Stop Management) If the market structure reverses, the strategy can exit trades early This acts as a dynamic trailing stop mechanism Helps protect profits or limit losses during sudden reversals 6️⃣ Trend Reverse Entry (Optional Flip Logic) On confirmed trend reversal, the strategy can optionally flip direction Entry happens only after proper confirmation Designed for experienced intraday traders who understand reversals 7️⃣ Force Exit (Intraday Safety Feature) Optional time-based force exit Useful for avoiding: End-of-day volatility Gap-up / gap-down risk Ensures no unintended overnight exposure 8️⃣ Optional BOS & CHoCH Structure Plotting Break of Structure (BOS) and Change of Character (CHoCH) can be enabled Helps traders visually track market structure shifts Completely optional to keep charts clean if not required 9️⃣ In-Build Indicator Framework The strategy internally uses: EMA VWAP Supertrend RSI SMC (Smart Money Concept) No external indicators are required, keeping the system self-contained and lightweight. 🔟 Fake Breakout Protection Filters To reduce low-quality signals, the strategy includes: RSI strength filter ADX volatility confirmation RSI-MA distance & slope filter These filters help avoid entries during weak or choppy market conditions. 1️⃣1️⃣Dynamic Stop Loss Trailing Through Trend Reversal This strategy includes a dynamic stop-loss trailing mechanism based on trend reversal detection rather than fixed price movement. When the trade is active, the system continuously monitors trend direction and structure If a confirmed trend reversal is detected against the open position, the strategy exits the trade automatically This exit acts as a dynamic trailing stop, adapting to changing market conditions instead of relying on static stop-loss levels Why This Strategy Is Unique Built on market structure and trend logic, not single indicators Uses multiple confirmation layers to reduce low-quality signals Includes dynamic risk management instead of fixed exits Provides clear visual clarity for entry, stop-loss, and target Adapts to changing market conditions during intraday trading Focuses on discipline and process, not prediction or guarantees This is not just a combination of indicators; it integrates five distinct strategy logics designed to reduce psychological decision-making while maintaining structured risk management. 🔔 Alert & Webhook Ready The strategy supports TradingView alerts Alerts are designed for signal notification only Webhook compatible for users who integrate alerts with external tools 📢 Optional Telegram alerts can be used for personal signal notifications. This feature is informational and does not imply trade execution or profit guarantees. 👤 Suitable For This strategy is suitable for: Intraday traders Structure-based traders Traders who prefer rule-based systems Users who want clear visual trade logic For traders who want an advanced trading system with structured risk management and rule-based logic. It is not recommended for users expecting guaranteed results or fully automated decision-making. Why Invite-Only Controlled access to ensure responsible use Helps maintain consistency as the system evolves Prevents misuse or misinterpretation of strategy logic Allows better management of updates and changes Keeps the tool aligned with its analytical purpose ⚠️ Disclaimer (Important) This script is for educational and analytical purposes only It does not provide financial, investment, or trading advice Past performance does not guarantee future results Trading involves risk, and users are responsible for their own decisions
Strategi Pine Script®
oleh financegurupooja
2
Bollinger + EMA StrategyBollinger Bands + EMA Crossover Strategy This strategy combines: Bollinger Bands (20-period, 2 standard deviations) to identify overbought/oversold conditions Three EMAs (8, 21, 50 periods) to confirm trend direction Entry Signals: BUY (Green arrow): Price closes below lower Bollinger Band AND EMAs are bullishly aligned (8 > 21 > 50) SELL (Red arrow): Price closes above upper Bollinger Band AND EMAs are bearishly aligned (8 < 21 < 50) Exit Rules: Position closes when price crosses the middle Bollinger Band. Concept: Wait for extreme price movements outside Bollinger Bands, but only trade in the direction of the EMA trend alignment for higher probability setups.
Strategi Pine Script®
oleh migtradermexico
Institutional Volatility Suite [Futures] - Great Dane TradingInstitutional Volatility Suite - Great Dane Trading The Institutional Volatility Suite is an all-in-one execution engine designed specifically for Index Futures (ES, NQ, YM) and Commodities. It consolidates four major institutional pricing models—VWAP, Bollinger Bands, Keltner Channels, and Volume Profile—into a single system, allowing traders to adapt instantly to changing market regimes (Trending vs. Ranging). Designed with Prop Firm and Professional Futures requirements in mind, this strategy emphasizes strict intraday risk management, including hard closes and daily drawdown limits. Key Features: * Multi-Engine Core: Switch logic instantly without changing charts: * VWAP: Institutional benchmark with StdDev bands. * Auto-Volume Profile (AVP): Automatically maps previous day's Value Area (VAH/VAL) and Point of Control (POC). * Bollinger & Keltner: Classic volatility models for breakout or reversion trading. * Prop Firm Risk Engine: * Auto-Flatten / Hard Close: Automatically closes all positions at a specific time (e.g., 16:55 EST) to comply with "flat overnight" rules. * Daily Drawdown Lock: Set a Max Daily Loss in Dollars. If hit, the strategy locks execution until the next session to prevent tilt. * Universal Entry Logic: * Trend Mode: Trades crosses of the Main Line (Basis). * Breakout Mode: Trades expansions outside the volatility bands. * Reversion Mode: Fades price extremes back toward the mean (Mean Reversion). * Confirmation Filters: Integrated MFI (Money Flow), ADX (Trend Strength), and SMMA filters to validate institutional participation. * Pro Dashboard: Real-time HUD displaying Daily PnL ($), Trade Counts, and Risk Status. How It Works: 1. Select your Engine (e.g., VWAP). 2. Select your Mode (e.g., Reversion - Fading the bands). 3. The strategy monitors price action relative to the institutional bands. 4. When momentum (ADX/MFI) confirms the setup, it executes the trade with pre-calculated Tick-based stops and targets. 5. The Risk Engine monitors global equity to ensure daily limits are respected. Access: This is a private, Invite-Only script by Great Dane Trading. To request access, please visit our website or contact us via direct message. ------------------------------------------------------------- CFTC RULE 4.41: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN. Futures Trading Risk Warning: Futures and options trading involves substantial risk of loss and is not suitable for every investor. The valuation of futures and options may fluctuate, and, as a result, clients may lose more than their original investment. The impact of leverage can work against you as well as for you. General Disclaimer: The content provided by Great Dane Trading (GDT) is for educational and informational purposes only and does not constitute financial advice. We are not a registered investment advisor. This script is a tool to assist in decision-making; the final decision to trade and the responsibility for any losses rest solely with the user.
Strategi Pine Script®
oleh mcward302
ORB Futures Pro - Great Dane TradingORB Futures Pro - Great Dane Trading The ORB Futures Pro is an institutional-grade execution system designed specifically for the high-volatility environment of Futures (ES, NQ, CL) and Commodities. It moves beyond standard "breakout" indicators by integrating a proprietary Risk & Execution Engine that manages your downside exposure in real-time. Unlike retail indicators that repaint or lag, this strategy focuses on Execution Quality. It combines Open Range Breakout logic with institutional Volume Profile levels to ensure you are trading with the daily order flow, not against it. Key Features: * Universal Asset Engine: One script for all markets. Seamlessly switch between Futures (Intraday Force Close), Stocks (Volume Filters), and Crypto (24/7 Logic). * "Guardian" Hard Stop: Futures leverage can be dangerous. Our proprietary logic allows you to set a Max Loss Per Trade in Dollars. If volatility spikes, the script overrides standard technical stops to protect your account balance instantly. * Smart Position Sizing: Stop manually calculating contract size. The engine auto-sizes your position based on your predefined risk percentage or fixed dollar risk. * Institutional Filters: * Auto-Volume Profile (AVP): Automatically plots yesterday’s POC and Value Area. Prevents buying directly into institutional resistance. * Momentum Guard: Integrated MFI and ADX filters ensure you aren't "chopped up" in low-volatility ranges. * Real-Time Data HUD: A professional on-chart dashboard displaying your Daily PnL, Trade Count, Active Filters, and Session Status. How It Works: The strategy monitors the Opening Range (customizable, default is NY Open) for volatility expansion. A trade is only triggered when: 1. Price breaks out of the range with confirmed momentum. 2. Volume Profile confirms the direction (e.g., we are above yesterday's POC). 3. Risk Checks pass (Daily PnL and Hard Stop limits are safe). Access: This is a private, Invite-Only script by Great Dane Trading. To request access, please visit our website or contact us via direct message. ------------------------------------------------------------- CFTC RULE 4.41: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN. Futures Trading Risk Warning: Futures and options trading involves substantial risk of loss and is not suitable for every investor. The valuation of futures and options may fluctuate, and, as a result, clients may lose more than their original investment. The impact of leverage can work against you as well as for you. General Disclaimer: The content provided by Great Dane Trading (GDT) is for educational and informational purposes only and does not constitute financial advice. We are not a registered investment advisor. This script is a tool to assist in decision-making; the final decision to trade and the responsibility for any losses rest solely with the user.
Strategi Pine Script®
oleh mcward302
Trade Manager + MOST RSI📌 Trade Manager + MOST RSI — Adaptive Position Management Strategy Overview This strategy combines the MOST‑RSI trend‑reversal model with a fully customizable position management system. It is designed for traders who want a flexible, visual, and systematic approach to scaling into positions, managing risk, and automating exits. The script supports both automatic entries (based on MOST‑RSI signals) and manual entries (user‑defined price levels), making it suitable for hybrid discretionary + algorithmic trading. ✨ Key Features MOST‑RSI Entry Logic Adaptive RSI‑based trend detection VAR‑smoothed moving average Automatic LONG/SHORT signal generation Configurable sensitivity through MOST Percent, MA Type, and RSI Length Smart Position Management Initial order + cascading Safety Orders (SO) Adjustable deviation, step scaling, and volume scaling Independent LONG and SHORT deviation settings Breakeven after N safety orders Automatic TP placement based on average entry price Clean Visual Structure TP lines visible only when a position is open NEXT SO level with dynamic labeling Average price line with subtle styling Transparent background zones for TP, SO, and AVG Real‑time mini‑table showing position metrics Manual Entry Mode Set custom LONG/SHORT entry levels Automatic line drawing One‑click reset Perfect for discretionary setups 📊 Recommended Timeframes 1H — balanced 4H — conservative MOST‑RSI adapts well across different market conditions. 🔧 Optimization Recommendations 1. Deviation (%) Trending markets: 4–7% Ranging markets: 2–3% Optimize LONG and SHORT separately 2. Safety Order Volume Scale Typical range: 1.3–1.6 Higher = faster averaging, higher risk 3. Safety Order Step Scale 1.4–1.7 for safer spacing 1.1–1.3 for tighter spacing 4. Take‑Profit Volatile assets: 2–5% Stable assets: 1.5–2% 5. Risk Management Max SO: 5–10 depending on volatility More SO = safer but more capital required 6. MOST‑RSI Parameters RSI Length: 14 MA Length: 5 MOST Percent: 7–12% 7. Backtesting Use at least 1 year of data Include high‑volatility periods 8. Drawdown Control If drawdown is too high: Lower SO volume scale Reduce max SO Increase SO step scale 📌 Disclaimer This script does not guarantee profits and is not financial advice. Always test strategies on historical data and use proper risk management.
Strategi Pine Script®
oleh olegask68
EMA Pullback & Dual Crossover Pro EA v14 (XAUUSD)A dual EMA trend-following strategy for XAUUSD using EMA20/50 for momentum entries and EMA20/200 for major trend shifts, with confirmation filters to avoid fakeouts. EMA Pullback & Dual Crossover Pro (XAUUSD) Overview EMA Pullback & Dual Crossover Pro is a trend-following strategy designed for Gold (XAUUSD) that combines: Fast trend detection using EMA 20 Medium-term structure using EMA 50 Higher-timeframe trend filter using EMA 200 The strategy trades only high-probability momentum shifts after confirmed EMA crossovers, avoiding noise and late entries. It is optimized for: Scalping on M1–M5 Intraday trading on M5–M15 Works on higher timeframes as well Core Logic The strategy uses two independent crossover engines: 1. EMA 20 / 50 Crossover (Primary Engine) Captures short-term momentum shifts inside an existing trend. Bullish when EMA20 crosses above EMA50 Bearish when EMA20 crosses below EMA50 Entry only after confirmation bars This is ideal for: Scalping Pullback continuation trades Fast trend entries 2. EMA 20 / 200 Crossover (Trend Engine) Captures major trend reversals and strong breakouts. Bullish when EMA20 crosses above EMA200 Bearish when EMA20 crosses below EMA200 Entry only after confirmation bars This is ideal for: New trend detection Higher probability swing moves Avoiding trading against dominant trend Confirmation Mechanism (Anti-Fakeout Filter) Instead of entering immediately on crossover, the strategy waits for: N confirmation candles (default = 2) Conditions: For longs: price must still close above EMA20 For shorts: price must still close below EMA20 This avoids: EMA “kisses” False breakouts Whipsaws in ranging markets Trade Execution Rules Long Trades Triggered when either: Confirmed EMA20/50 bullish crossover OR Confirmed EMA20/200 bullish crossover Short Trades Triggered when either: Confirmed EMA20/50 bearish crossover OR Confirmed EMA20/200 bearish crossover Both engines can operate simultaneously. Why This Strategy Works Well on XAUUSD Gold has: Strong momentum bursts Clean EMA reactions Institutional trend behavior This system: Filters noise using EMA50 & EMA200 Enters only after structure is proven Lets trends develop before committing capital Which matches how gold actually moves. Recommended Usage Best Timeframes Style Timeframe Scalping M1 – M3 Intraday M5 – M15 Swing M30 – H1 Best Settings EMA20 / EMA50 → Lower TF entries EMA20 / EMA200 → Trend filter Confirmation Bars = 2 (default sweet spot) Risk Management (User Controlled) The strategy uses: Percentage-based position sizing Supports pyramiding Compatible with: Fixed SL/TP ATR-based exits Manual trade management (Stops and targets are left flexible so traders can adapt to their own risk model.) Strategy Philosophy This is not a “random crossover system”. It is built on: Structure → Confirmation → Momentum Which is exactly how professional trend systems operate. You are trading: After direction is proven With trend structure With momentum confirmation Not guessing tops or bottoms. Who This Strategy Is For Ideal for traders who: Trade Gold / XAUUSD Prefer clean charts (EMAs only) Want systematic, rule-based entries Avoid emotional discretionary trading Final Note This strategy is best used as: A signal engine Combined with: Market structure Support & resistance News awareness (for Gold) On its own it already performs well, but combined with price action — it becomes very powerful.
Strategi Pine Script®
oleh Nielesh
Pitchfork Long Strat x Mizar🎯 Advanced DCA Strategy with Nadaraya-Watson Envelope for Mizar Integration This strategy combines the sophisticated Nadaraya-Watson kernel regression indicator with an intelligent DCA (Dollar Cost Averaging) system, specifically designed for automated trading via Mizar webhooks. ═══════════════════════════════════════════════════════════ 📊 KEY FEATURES ✓ Nadaraya-Watson Envelope Indicator - Adaptive regression bands that follow price trends - ATR-based dynamic upper/lower bands - Customizable lookback windows and weighting ✓ Intelligent DCA System - Exponential scaling of price thresholds (default 1.9x per level) - Exponential scaling of order sizes (default 1.6x per level) - Up to 20 configurable safety orders - Minimum bars between orders to avoid overtrading - Tracks average entry price across all orders ✓ Flexible Stop Loss Options - Percentage-based stop loss - ATR-based dynamic stop loss - Always calculated from average entry price ✓ Optional Trailing Buy - Separate settings for initial entry and DCA orders - Helps capture better entry prices during pullbacks ✓ Full Mizar Integration - Pre-configured webhook messages for all actions - Automatic base asset extraction from ticker - Separate TP settings for backtesting vs. live trading - Supports open position, activate safety orders, edit TP, and close position ✓ Professional Backtesting - Real-time position tracking with visual entry/exit labels - Info table showing avg entry, TP, SL, and P&L - Tracks average bars in winning trades for optimization - Commission-inclusive (0.06% default) ═══════════════════════════════════════════════════════════ 🎲 HOW IT WORKS ENTRY SIGNAL: - Triggers when price crosses above the lower Nadaraya-Watson band - First order: Fixed size (default $10 USDT) - Subsequent DCA orders: Exponentially scaled based on your settings DCA LOGIC: - Each safety order requires price to drop by an exponentially growing percentage - Example with 2.1% base deviation and 1.9x scale: • Order 1: Initial entry • Order 2: -2.1% from Order 1 • Order 3: -3.99% from Order 2 (2.1% × 1.9) • Order 4: -7.58% from Order 3 (2.1% × 1.9²) • And so on... EXIT SIGNALS: - Take Profit: Fixed percentage above average entry - Stop Loss: Percentage or ATR-based below average entry ═══════════════════════════════════════════════════════════ ⚙️ RECOMMENDED SETTINGS For BTC/ETH (Lower Volatility): - DCA Price Deviation: 2.0-2.5% - DCA Step Scale: 1.8-2.0 - DCA Volume Scale: 1.5-1.7 - Max Safety Orders: 4-6 - Stop Loss: 30-40% For Altcoins (Higher Volatility): - DCA Price Deviation: 2.5-3.5% - DCA Step Scale: 1.9-2.2 - DCA Volume Scale: 1.6-1.9 - Max Safety Orders: 5-8 - Stop Loss: 40-60% ═══════════════════════════════════════════════════════════ 🔗 MIZAR SETUP 1. Create a DCA bot on Mizar 2. Copy your Bot ID and API Key 3. Enter them in the "Mizar Webhook" settings 4. Set your Quote Asset (USDC/USDT) 5. Create alert with webhook URL: api.mizar.com 6. Set alert message to {{strategy.order.alert_message}} 7. Make sure "Webhook URL" option is checked ═══════════════════════════════════════════════════════════ ⚠️ IMPORTANT NOTES - This is a LONG ONLY strategy - Always backtest on your specific asset/timeframe before going live - Start with conservative settings and adjust based on results - Monitor your "Avg Bars in Winning Trades" to optimize entry/exit - The strategy calculates all percentages from your average entry price - Recommended timeframes: 15m, 1h, 4h (avoid < 5m due to noise) ═══════════════════════════════════════════════════════════ 📈 IDEAL FOR - Cryptocurrency spot trading - Medium to long-term position building - Automated trading via Mizar - Bull market accumulation strategies - Traders who want to average into positions systematically ═══════════════════════════════════════════════════════════ 💡 TIPS FOR SUCCESS 1. Use higher timeframes for more reliable signals 2. Adjust ATR multiplier based on asset volatility 3. Keep total position size (all DCA orders) within risk tolerance 4. Monitor the "Position Value" in the info table 5. Consider market conditions when setting TP/SL levels ═══════════════════════════════════════════════════════════ Created by Pitchfork| Modified for Mizar DCA Integration For questions or support, please comment below! #Mizar #DCA #NadarayaWatson #CryptoStrategy #AutomatedTrading
Strategi Pine Script®
oleh baslambo
AIO Seesaw Trailing StrategyOVERVIEW SEESAW CONCEPT "Seesaw" captures the balance between a confirmed breakout on one side and a value-seeking pullback on the other. The strategy only enters when both sides are aligned (breakout + pullback) and then uses adaptive trailing to keep gains as the market "tilts" firmly in the trend direction. This is a sophisticated trend-following strategy optimized for BTC/USDT.P on 30-minute timeframe (default settings). Combines breakout detection, pullback entry, dynamic position sizing, adaptive trailing stops, and multi-factor risk management to capture high-probability trend continuation setups while protecting capital with intelligent stop-loss mechanisms. Critical Disclaimers: Past performance does NOT guarantee future results. High stop loss risk: this strategy uses wider stops for higher win rate. Optimized for BTC/USDT only: performance on other assets NOT tested. Not financial advice: backtest results are theoretical and don't account for slippage, liquidity, or real market conditions. Default Optimization: Symbol: BTC/USDT.P (Perpetual Futures) Timeframe: 30 minutes Strategy Type: Trend Continuation with Pullback Entry Position Mode: Long & Short (No Pyramiding) What Makes This Different: Smart Breakout System - Detects trendline breaks with multi-bar confirmation and directional validation Intelligent Pullback Entry - Multiple pullback modes (MA Return, Fibonacci, ATR Distance) for optimal entry timing Dynamic Position Sizing - Auto-adjusts order size based on capital growth and BTC price changes Adaptive Trailing Stops - Multi-factor trailing (Volatility, Momentum, Volume, Market Regime) Higher Timeframe Bias - Uses 60m (default) EMA200 trend filter to align trades with stronger trend direction Real Money Mode - Uses actual capital for position sizing instead of backtest equity CORE FEATURES 1. TRENDLINE BREAKOUT DETECTION Pivot-Based Trendline Logic: The strategy draws dynamic trendlines by connecting recent swing highs and swing lows, then waits for price to break through these levels with conviction. Breakout Process: Trendline Formation: - Uses configurable pivot period (default: 10 bars left/right) - Maintains separate arrays for uptrend and downtrend lines - Automatically extends trendlines forward until broken - Stores up to 10 historical trendlines for reference Break Detection: - Long Breakout: Close crosses above downtrend line - Short Breakout: Close crosses below uptrend line - Triggers "B↑" or "B↓" marker on chart Direction Confirmation: - Requires 1-5 bars (default: 1) to move in breakout direction - Long Confirmation: Higher highs after upward break - Short Confirmation: Lower lows after downward break - Triggers "D↑" or "D↓" diamond marker Pullback Completion: - Price must return to specified pullback target - Triggers "P↑" or "P↓" square marker - This is the actual entry signal Pullback Modes: MA Return: Price pulls back to 20-period EMA (default) Recent Fibonacci: Pulls back to Fib level of most recent swing (e.g., 0.5 = 50% retracement) Current Fibonacci: Waits for new swing to form, then pulls back to its Fib level ATR Distance: Pulls back by 1.0x ATR from breakout price (adaptive for low volatility) 2. DYNAMIC POSITION SIZING Why Dynamic Sizing Matters: Static order sizes don't adapt to capital growth or BTC price changes. This system automatically scales your position to: Maintain consistent risk as your capital grows Adjust for BTC price volatility (higher price = smaller quantity, same dollar exposure) Prevent overleveraging or underleveraging Calculation Method: Dynamic Order Size = Base Order Size × Capital Growth Factor × BTC Price Factor - Capital Growth Factor = (Current Capital / Initial Capital)^(1 / Growth Exponent) - BTC Price Factor = Current BTC Price / Reference Price (capped 0.7-1.5x) - Max Size Limit = Base Order Size × 3.0 Dynamic Max SL Calculation: Dynamic Max SL = Position Value × Risk % × Volatility Factor - Position Value = Order Size × Entry Price - Volatility Factor = 0.8-1.5x based on ATR percentile - Min/Max Bounds = Base Max SL × 0.5 to 4.0 Dynamic Min TP Range: Dynamic Min TP = Base Min TP × BTC Price Factor × Volatility Multiplier - BTC Price Factor = Current Price / Reference Price - Volatility Multiplier = 0.8-1.6x based on ATR percentile - Supports both Percent (%) and Absolute ($) modes Required Adjustments When Changing Symbols: Reference Price: Set to typical price of your symbol (e.g., BTC: $50,000, ETH: $3,000, BNB: $500) Base Order Size: Adjust for symbol's contract size (e.g., BTC: 0.1, ETH: 1.0, BNB: 10) Base Min TP Range ($): Set appropriate dollar target for symbol (e.g., $1000, ETH: $100, BNB: $50) 3. INTELLIGENT TP/SL SYSTEM Stop Loss Modes: Dynamic (Recommended): Multi-factor calculation using: - Volume Confirmation (20% weight): Volume vs 20-bar average - Volatility Factor (40% weight): Recent volatility percentile - Market Structure (30% weight): Distance to recent swing high/low - RSI Factor (10% weight): Momentum-based adjustment - Result: Tighter stops in strong conditions, wider stops in choppy markets ATR Mode: Entry ± (ATR × Multiplier × Volatility Adjustment) Recent High/Low: Stop at most recent swing high (short) or swing low (long) Second High/Low: Stop at second-most recent swing for wider protection Take Profit Modes: Dynamic (Recommended): Adaptive R:R based on: - Trend Strength: Stronger trends = higher TP targets (2.0-6.0 R:R) - RSI Momentum: Confirms directional bias - Volume Confirmation: Validates institutional participation - Market Structure: Caps TP at next major swing level - HTF Boost: Increases TP by up to 80% when 60m trend aligns ATR Mode: Entry ± (SL Distance × R:R Ratio) Recent/Second High/Low: TP at next swing level with fixed R:R Fibonacci Modes: TP at specified Fib extension (default: 0.5 level) Partial TP Feature: Optional: Close 50% of position at 0.618 Fib level Locks in profit while letting rest run to full TP Useful for trending markets to secure partial gains 4. ADAPTIVE TRAILING STOPS Why Trailing Stops: Fixed TP/SL can't adapt to trending markets. Trailing stops let winners run while protecting profits. This system uses multi-factor analysis to trail intelligently. Core Trailing Logic: Activation Phase: - Waits for profit to reach activation threshold (default: 0.7% static, or dynamic 0.5-2.5%) - Dynamic activation considers: Volatility (30%), Momentum (40%), Volume (30%) - HTF Boost: Adds up to +0.8% activation when 60m EMA200 trend aligns (holds winners longer in strong trends) Execution Phase: - Trails stop by ATR × Offset (default: 3.0 ATR) after activation - Dynamic execute offset: 0.005-0.05% based on market conditions - Stop only moves in profit direction (never widens) Exit Trigger: - Long: Price drops below trailing stop - Short: Price rises above trailing stop Enhanced Trailing Features: Market Regime Detection: - Trending: ADX > 25 + Volume > Average = Looser trail - Ranging: ADX < 20 + Low volatility = Tighter trail - Breakout: High volatility + Strong momentum = Delayed activation Time-of-Day Adjustment: - Asian session (00:00-08:00 UTC): Tighter trails (lower liquidity) - London/NY session (08:00-20:00 UTC): Looser trails (trending moves) - Overlap hours (12:00-16:00 UTC): Maximum trail flexibility Price Action Analysis: - Strong closes (near high/low): Delays trail activation - Weak closes (mid-range): Tightens trail execution - Wick analysis: Large wicks trigger faster trailing 5. MAX SL PROTECTION Fail-Safe Mechanism: Regardless of trailing stops or TP/SL levels, the strategy exits immediately if position loss exceeds Max SL Money. This prevents catastrophic losses from slippage, gaps, or extreme volatility. Dynamic vs Static Max SL: Static: Fixed dollar amount (e.g., $1000) Dynamic: Scales with position size and volatility (e.g., 10% of position value × volatility factor) 7. SIGNAL QUALITY FILTERS Checklist Filters (Optional): Bullish/Bearish Candle: Requires entry bar to be bullish (long) or bearish (short) MA Filter: Long only above 20 EMA, short only below 20 EMA ADX Filter: Requires ADX > 25 to confirm trend strength HTF Bias Filter (Recommended): Long only when price above 60m EMA200, short only below Previous Bar Filter: Checks the bar BEFORE entry signal Volume: Must be ≤ 1.5× average (prevents chasing spikes) Range: Must be ≤ 1.5× ATR (avoids overextended moves) Entry Bar Filter (Enabled by Default): Checks the actual entry bar quality Volume: Must be 0.5-1.5× average (confirms normal participation, not extremes) Range: Must be ≤ 1.5× ATR (avoids entering on exhaustion candles) 8. REAL MONEY vs BACKTEST MODE Backtest Mode: Uses TradingView's default strategy equity ($10,000 initial capital) Position sizing based on backtest performance Good for testing and optimization Entry price = close (previous bar close) Real Money Mode (Recommended for Live Trading): Uses your actual current capital (input manually) Position sizing reflects real account balance More accurate order size calculations Entry price = current close (real-time) Shows capital table with: - Current capital - Current BTC price - Calculated order size - Max SL amount - Min TP range ($ or %) When to Use Each: Backtest: Strategy development, optimization, historical testing Real Money: Paper trading, live trading, real-time alerts TRADING WORKFLOW Step 1: Chart Setup Symbol: BTC/USDT.P (or your chosen symbol) Timeframe: 30 minutes Apply AIO Seesaw Trailing Strategy Verify default settings (optimized for BTCUSDT 30m) Step 2: Adjust Critical Settings (If Changing Symbol) (*)Reference Price: Set to typical price of your symbol (*)Base Order Size: Adjust for contract size (*)Base Min TP Range ($): Set appropriate dollar target Step 3: Configure Entry Mode Backtesting: Select "Back Test" mode, adjust date range in Properties Live Trading: Select "Real Money" mode, input your actual capital Step 4: Monitor Signals "B↑" / "B↓": Breakout detected (trendline crossed) "D↑" / "D↓": Direction confirmed (price moving in breakout direction) "P↑" / "P↓": Pullback completed (entry imminent) "LONG" / "SHORT": Actual entry signal (all conditions met) Step 5: Trade Management Entry executes automatically (or manually via alerts) Initial SL/TP shown on chart (if "Show Lines" enabled) Trailing TP & Max SL lines display when trailing activates (dashed lines) Blue bar = entry bar highlight Monitor capital table for real-time position info Step 6: Exit Management Exit occurs when: - Price hits TP (if not trailing) - Price hits trailing stop (if trailing active) - Price hits Max SL (emergency exit) - Opposite signal triggers (reversal) KNOWN LIMITATIONS Repainting: Strategy uses barstate.isconfirmed to prevent repainting. Signals only appear after bar close. Real-time alerts may show entries on next bar open. Slippage: Backtest assumes instant fills at close price. Live trading may experience slippage, especially during high volatility. Pullback Modes: "Current Fibonacci" requires new swing formation, which may delay entries significantly. HTF Dependency: Strategy performance heavily depends on 60m EMA200 filter. If 60m trend is sideways, entry opportunities decrease. Max SL Execution: In extreme volatility (flash crashes), even Max SL may not execute at exact level due to market gaps. Dynamic Settings Complexity: Many factors interact (volatility, volume, structure, regime, time, price action). Over-optimization risk exists. WHAT MAKES THIS UNIQUE This strategy stands out by combining institutional-grade risk management (dynamic position sizing, adaptive trailing, break-even protection) with intelligent entry timing (breakout + pullback) and multi-timeframe confirmation (HTF bias filter). The key innovation is the Enhanced Trailing system that analyzes 7+ market factors (volatility, momentum, volume, regime, time-of-day, price action, HTF trend strength) to dynamically adjust trailing stops - holding winners longer in strong trends while protecting profits quickly in weak conditions. The result is a professional trading system that adapts to changing market dynamics while maintaining strict risk control through multiple safety layers (Max SL, Break-Even, Dynamic Stop Loss). SUPPORT & OPTIMIZATION Always backtest on at least 6-12 months of data before live trading Paper trade for 2-4 weeks to validate settings in current market conditions Update "Current Actual Capital" regularly in Real Money mode Review Max SL settings quarterly as account grows Monitor HTF bias filter performance - disable if 60m trend is constantly sideways Adjust Capital Growth Factor based on risk tolerance (1.0 = conservative, 2.0 = aggressive)
Strategi Pine Script®
oleh tranholenguyen
1
Konigs | Bollinger Band Mean Reversion (Session Filter)Core Idea: In sideways markets, price tends to revert to the mean (the middle band). Strategy: Buy when price touches or moves below the lower band. Sell when price reaches or exceeds the upper band. Exit at the middle band (20-period moving average). Confirm with: RSI/Stochastic or candle patterns for reversal at the bands. Only works with low-volatility instruments: EURCHF Filter certain time to avoid unexpected volatility
Strategi Pine Script®
oleh konigsblue
SuperTrend Strategy V4 [Filtered & Directional] Strategy Type: Trend-Following / Breakout Core Indicator: SuperTrend (ATR-based trailing stop) Risk Profile: Variable (User-defined Risk per Trade) Filtering: ADX, CHOP 1. Executive Summary This strategy is an advanced trend-following system designed to capture significant market moves while rigorously filtering out "noise" and consolidation phases. Built on the classic SuperTrend indicator, V4 introduces a modular "Regime Filter" suite (ADX, Choppiness Index) to solve the common problem of "whipsaw" losses during sideways markets. It features dynamic position sizing based on account risk and allows for full directional control (Long-only, Short-only, or Bi-directional). 2. Core Logic (The Engine) The primary signal generation relies on the SuperTrend indicator, which serves two purposes: - Trend Definition: Determining the market direction (Bullish/Bearish). - Trailing Stop Loss: Providing a dynamic exit point that moves with the price. - Entry Signal: A trade is triggered when the price closes on the opposite side of the SuperTrend line (flipping the trend direction), provided that all enabled filters give permission. Important Note: ATR Length and Factor are key parameters of the strategy; to get positive backtesting results, those should be aligned individually for each specific asset and timeframe. 3. The "Anti-Whipsaw" Filter Suite To prevent overtrading in ranging markets, the strategy employs three selectable filters. These act as "logic gates" if any enabled filter says "No," the trade is skipped. A. Choppiness Index (The Noise Filter): - Purpose: Detects lack of trend. - Logic: If the "Chop" value exceeds the threshold, the market is considered too chaotic. The strategy waits for the index to drop, indicating a return to directional movement. - Default settings (recommended): - Chop Length: 14 - Max Chop Threshold: 55 B. ADX (The Strength Filter): - Purpose: Measures the strength of the current trend. - Logic: Only permits entry if the Average Directional Index (ADX) is above a set threshold, ensuring momentum is present. - Default settings (recommended): - DI Length: 14 - ADX Smoothing Length: 5 - Min ADX Threshold: 15 4. Risk Management & Position Sizing* Instead of fixed lot sizes, this strategy uses Volatility-Adjusted Sizing: - Risk Per Trade: The user defines a fixed dollar amount to risk according to initial capital. - Calculation: The script calculates the distance between the Entry Price and the SuperTrend (Stop Loss). It then mathematically determines the exact position size so that if the Stop Loss is hit, the loss equals the defined risk amount. - Safety: Includes a failsafe for zero-division errors during extreme volatility (e.g., crypto flash crashes). 5. Directional Bias Control Recognizing that different assets have different biases (e.g., Crypto is often long-biased; Forex pairs can be mean-reverting), V4 allows the user to toggle: - Enable Longs: Toggle ON/OFF. - Enable Shorts: Toggle ON/OFF. Note: Disabling a direction prevents new entries but allows existing positions to close naturally to preserve capital. 6. Visual Aids - Trend Lines: Green/Red SuperTrend line indicates active trailing stop. - Regime Highlighting: The chart background turns Gray when the market is in a "No Trade Zone" (failed filter checks), allowing for instant visual backtesting of the filters' effectiveness.
Strategi Pine Script®
oleh nefyodov.artyom
1
Bitwardex AI Algo 2.0Bitwardex AI Algo — Adaptive Intelligent Strategy ══════════════════════════════════════════════ 📋 OVERVIEW This comprehensive algorithmic strategy combines adaptive trend detection using Gaussian smoothing, statistical cluster analysis for support/resistance identification, and intelligent risk management into a unified decision-support system. Unlike simple indicator combinations, this strategy implements an integrated analytical architecture where each component directly influences the others — the Heikin Ashi transformation feeds into Gaussian smoothing with adaptive sigma parameters, which adapts to volatility metrics (ATR), while the clustering engine uses this preprocessed data to identify statistically significant price zones that the trend filter validates before execution. This creates a synergistic system where removing any component fundamentally changes the behavior of the others. ══════════════════════════════════════════════ 🎯 WHAT MAKES THIS UNIQUE ▸ Integrated Analytical Pipeline Most strategies use independent indicators that don't interact. This system implements a complete analytical chain where: - Heikin Ashi preprocessing reduces noise before Gaussian smoothing - Gaussian smoothing adapts its sigma parameter based on pseudo-K-means trend classification - Statistical clustering uses the smoothed data to identify statistically significant price zones - Trend filter validates cluster-based signals using the same Gaussian-smoothed trend line - Removing any component fundamentally changes the behavior of the others ▸ Statistical Cluster-Based Support/Resistance Unlike traditional pivot-based or Fibonacci levels, this system uses statistical clustering methods to identify support/resistance zones. The algorithm dynamically adjusts boundaries based on: - Current volatility (ATR ratio) - Cluster strength (density of price points in each cluster) - Price dispersion metrics This creates adaptive levels that respond to market conditions rather than fixed historical points. ▸ Self-Analyzing Performance Built-in real-time performance tracking monitors winrates for each TP level across three time windows (last 10, last 25, all trades), automatically tests 40 parameter variations in parallel, and provides optimization recommendations with overfitting protection filters. ▸ Human-Readable Market Intelligence System The system transforms complex multi-indicator analysis (RSI, MACD, ADX, Bollinger Bands, ATR, volume) into clear text summaries that evaluate inter-indicator relationships, identify conflicts and consistency, and provide actionable market insights. ══════════════════════════════════════════════ 🧠 HOW IT WORKS — METHODOLOGY ▸ Price Preprocessing with Heikin Ashi The system uses Heikin Ashi transformation to reduce market noise and highlight significant trend patterns. Critical design decision: only confirmed values from previous bars (ha_close_prev, ha_open_prev, ha_high_prev, ha_low_prev) are used, which completely eliminates signal repainting. This means that signals you see in backtest are identical to those you would receive in real-time — no changes after appearance. ▸ Adaptive Trend Detection using Gaussian Smoothing Instead of standard moving averages, the system uses Gaussian smoothing with adaptive sigma parameters. The Gaussian kernel is calculated as: weight = exp(-i²/(2σ²)), where sigma = length / (6.0 * trendStrength). The trendStrength parameter dynamically adjusts based on market conditions detected via pseudo-K-means clustering: - In trending conditions (cluster 1 or -1): sigma is reduced (0.5x), making the filter more responsive - In sideways conditions (cluster 0): standard sigma (1.0x) is used for balanced filtering The trend line itself is calculated using a pseudo-K-means approach that classifies market state into three clusters: - Feature vector: - Normalization: price_change uses sigmoid(priceChange/ATR), CCI is clamped to then scaled to , price_deviation uses sigmoid - Centroids: uptrend=0.75, downtrend=0.25, sideways=0.5 - Classification: assigns to nearest centroid via Euclidean distance - Adaptive response: in trending clusters, trend line is pulled closer to price (0.5x distance multiplier) and smoothing is reduced ▸ Intelligent Sensitivity Adaptation The key innovation is dynamic adaptation of processing parameters depending on current market state. The system uses pseudo-K-means clustering to classify market conditions: - Cluster 1 (Uptrend): Centroid at 0.75, based on normalized price change + normalized CCI + normalized price deviation - Cluster -1 (Downtrend): Centroid at 0.25 - Cluster 0 (Sideways): Centroid at 0.5 Based on cluster assignment, the system automatically adjusts: In trending conditions (cluster 1 or -1): Sensitivity multiplier reduced to 0.5x, trendStrength reduced to 0.5, making the system more responsive In volatile conditions: Volatility factor (ATR / SMA(ATR, 14)) increases noise filtering In sideways movements: Standard parameters apply balanced approach ▸ Signal Generation through Statistical Cluster Analysis The system uses statistical clustering methods to identify significant price zones that represent potential support and resistance levels. The clustering algorithm analyzes recent price data to group prices into statistically significant clusters, identifying areas where price has historically consolidated. The identified cluster boundaries are dynamically adjusted based on multiple market factors: - Current market volatility (measured through ATR ratios) - Statistical strength of cluster formations - Price dispersion metrics - User-defined sensitivity parameters This creates adaptive support/resistance levels that respond to changing market conditions rather than relying on fixed historical points. The boundaries are recalculated on each bar to reflect current market structure. Signals are generated when Heikin Ashi close crosses these statistically justified boundaries: Long signals occur when price crosses below the lower cluster boundary, indicating a move toward a potential support zone Short signals occur when price crosses above the upper cluster boundary, indicating a move toward a potential resistance zone ▸ Validation through Trend Filter All signals undergo validation through a trend filter using the Gaussian-smoothed trend line. The filter confirms signal direction matches current trend: - Long signals require: trendSide == 1 (trend >= trend and ha_close_prev > trend) - Short signals require: trendSide == -1 (trend <= trend and ha_close_prev < trend) Optional multi-timeframe confirmation is available, where the system automatically selects a higher timeframe (e.g., 1min → 5min, 5min → 15min) for additional signal validation, ensuring consistency with broader market context. ══════════════════════════════════════════════ 🔬 WHY THIS COMBINATION IS ORIGINAL This strategy is not a simple mashup of indicators. The integration creates novel behavior: 1. Feedback Loop Between Components - Statistical clustering identifies price zones, but these zones are calculated using Gaussian-smoothed Heikin Ashi data - The Gaussian smoothing adapts its responsiveness based on pseudo-K-means trend classification - The trend filter validates cluster-based signals using the same adaptive trend line - This creates a feedback loop where each component informs and adjusts the others 2. Statistical Justification for Levels Unlike fixed pivot points or Fibonacci retracements, support/resistance levels are: - Dynamically recalculated using statistical clustering methods with minimum point requirements for validity - Adjusted by volatility factor (ATR ratio) and cluster strength (density) - Statistically validated through cluster formation strength - This adapts to changing market regimes rather than relying on historical levels 3. Adaptive Smoothing Based on Market Regime The Gaussian smoothing doesn't use fixed parameters. Instead: - Sigma adapts based on market regime classification (trending vs sideways) - In trending markets, reduced smoothing (0.5x sigma) allows faster response - In sideways markets, standard smoothing filters noise effectively - This prevents the common problem of lag in trends and noise in ranges 4. Multi-Layer Signal Validation Signals must pass multiple validation layers: - Cluster boundary crossing (statistical significance) - Trend direction confirmation (adaptive trend filter) - Optional multi-timeframe validation - This reduces false signals compared to single-indicator approaches ══════════════════════════════════════════════ 📊 UNIQUE FEATURES ▸ 🤖 AI Market Summary — Intelligent Market Analysis The system transforms complex multi-indicator analysis into understandable text summaries written in the style of professional market reports. The system collects data from multiple sources: Data Collection: Trend metrics: price position relative to EMA, trend direction, trend strength (ADX) Momentum indicators: RSI levels, MACD signals, momentum histogram Volatility: ATR percentage value, Bollinger Bands width, squeeze detection Volume analysis: current volume to average ratio, volume spike detection Price action: candlestick pattern analysis, proximity to key levels Processing and Analysis: Each category is analyzed through specialized functions that not only calculate numerical scores but also evaluate inter-indicator relationships. The system identifies conflicts and consistency between different signals, creating a holistic picture of market conditions. Summary Generation: The result is a coherent text report that includes: Current market state (trend/flat, volatility, phase) Key support and resistance levels Possible development scenarios Identified risk factors and warnings Recommendations for interpreting current situation The summary updates with configurable frequency (default every 10 bars) to balance information freshness and readability. ▸ 📈 Multi-Level Winrate Tracking The system provides detailed performance statistics for each take-profit level across three time windows, allowing tracking of both short-term changes and long-term trends. Time Windows: Last 10 trades : Shows immediate changes in performance, helps identify current shifts in strategy effectiveness Last 25 trades : Reflects medium-term trends, balances between relevance and statistical significance All trades : Provides long-term baseline for comparison Visualization: Each winrate matrix cell has color coding with gradient from dark red (0%) to bright green (100%), allowing instant assessment of each TP level's effectiveness. Practical Applications: Identifying most reliable TP levels in current market conditions Detecting strategy degradation (when recent performance is significantly lower than historical) Validating parameter changes — comparing performance before and after adjustments Comparing effectiveness across different timeframes and instruments Making decisions about volume distribution between TP levels ▸ ⚙️ AI Strategy Optimizer — Automatic Optimization The system automatically tests 40 sensitivity parameter variations in real-time, providing optimization recommendations without the need for manual backtesting. Mechanism: On each confirmed bar, the system runs parallel sensitivity simulations using the backtest library. Each simulation: 1. Generates signals using calculateLevelsAndConditions() with different sensitivity multipliers 2. Fully reproduces the strategy's trading logic, including all risk management mechanisms (TP/SL, trailing stop, breakeven) 3. Calculates metrics: comprehensive score, winrate, profit factor, net profit 4. Applies configurable filters (minimum trades, winrate, profit, profit factor) 5. Selects best parameters based on four criteria: Optimal (balanced score), Best Profit, Best Winrate, Best Profit Factor Optimization Metrics: The system provides four different criteria for selecting optimal parameters: Optimal : Balanced comprehensive score considering profit, winrate, and profit factor simultaneously. Recommended for most cases. Best Profit : Maximizes net profit in absolute values. Suitable for aggressive traders willing to accept lower winrate for greater profit. Best Winrate : Focuses on maximum percentage of winning trades. Ideal for conservative traders preferring stability. Best Profit Factor : Optimizes profit to loss ratio. Shows how efficiently the strategy generates profit relative to risk. Protection Filters: To prevent overfitting and ensure statistical significance, configurable filters are available: Minimum trades : Requires minimum number of historical trades for result validation (recommended ≥30) Minimum winrate : Excludes options with unacceptably low win percentage Minimum profit : Filters options that don't reach target profitability level Minimum profit factor : Ensures profit/loss ratio meets requirements Overfitting Protection: Multiple metrics prevent optimization on a single statistic Minimum trade requirements ensure statistical validity Comparing different time windows helps identify degradation of "optimal" parameters ══════════════════════════════════════════════ 🎯 RISK MANAGEMENT ▸ Take-Profit: Multi-Level Exit System The strategy supports up to 4 independent take-profit levels, each configurable individually. Calculation Modes: Percentage mode : Fixed percentage from entry price, simple and clear ATR mode : Distance calculated based on Average True Range, automatically adapts to current instrument volatility Partial Exits: Each TP level can close a configurable percentage of position, allowing flexible profit distribution strategy: Default: 25% at each of first three TPs, 100% at fourth Fully configurable volume distribution between levels Ability to disable any level while keeping others Multi-Level System Advantages: Capturing profit at early stages of movement Preserving part of position for potentially large moves Reducing psychological pressure through partial profit locking ▸ Stop-Loss: Adaptive Protection The system offers several stop-loss calculation methods for optimal capital protection. Calculation Modes: ATR mode : Stop is placed at distance multiple of current ATR. Automatically widens in volatile conditions and narrows in calm markets, providing adequate protection without excessive risk. Percentage mode : Fixed percentage from entry price. Simple and predictable method, suitable for stable instruments. Features: Fully configurable multiplier/percentage Ability to disable stop-loss (not recommended) Automatic adjustment when breakeven or trailing stop activates ▸ Trailing Stop: Profit Protection Advanced trailing stop system that automatically moves stop-loss in favorable direction, protecting profit while maintaining potential for further growth. Activation Modes: Immediate activation : Trailing starts immediately after position entry Threshold activation : Trailing activates only after reaching certain profit percentage, allowing position to "breathe" at early stages Calculation Modes: Percentage mode : Stop held at fixed percentage from maximum achieved price ATR mode : Trail distance calculated based on ATR, adapting to volatility Key Features: Stop moves only in favorable direction, never backward Automatic update when new extremes are reached Full integration with alert system for change notifications ▸ Breakeven: Automatic Entry Protection The system automatically moves stop-loss to entry level after reaching certain profit threshold, guaranteeing no loss on further movement. Activation Modes: Percentage mode : Activation when reaching certain profit percentage ATR mode : Activation when reaching distance multiple of ATR TP-based mode : Activation when reaching one of take-profit levels (TP1, TP2, TP3, or TP4) Advantages: Psychological comfort — position protected from loss Ability to hold position for large moves without risk Automatic management without need for manual intervention ▸ Position Size Management Flexible position size management system with multiple modes and additional optimization mechanisms. Size Modes: Fixed amount : Position opened for fixed amount in dollars (or other currency) Percentage of deposit : Position size calculated as percentage of current deposit, automatically adapts to balance changes Consolidation Risk Control: Unique function that automatically increases position size when detecting periods of low volatility (consolidation). Logic is based on the fact that during low volatility periods, stop-losses are placed closer to price, meaning lower absolute risk per position. Size increase compensates for this, maintaining constant risk level. Martingale (Optional): The system supports optional martingale mechanism with configurable multiplier: Activation only after losing trade Configurable size increase multiplier (default 1.5x) Protection against excessive increase through maximum position size limit Automatic reset to base size after profitable trade Leverage: Full support for trading with leverage: Configurable leverage value (default 10x) Automatic position size calculation considering leverage Correct profit/loss calculation including commissions ▸ Commissions Full support for commission accounting: Configurable commission percentage (default 0.04%) Automatic commission accounting in profit/loss calculations Commission impact considered in all backtests and optimizations ══════════════════════════════════════════════ 📐 VISUAL INTERFACE Information Tables: ▸ Control Panel Comprehensive information panel displaying all key metrics: Header and Status: Strategy status indicator (LONG/SHORT/Waiting) First trade date for history tracking Current instrument and timeframe information Winrate Matrix: Three-dimensional matrix: 4 TP levels × 3 time windows Color coding with gradient for instant assessment Percentage values with integer precision Allows quick identification of most effective levels AI Strategy Optimizer: Four recommendation rows with different optimization criteria Display of recommended sensitivity for each criterion Corresponding profit and profit factor metrics Color coding for quick assessment of recommendation quality Information about active optimization filters Display Settings: Table position selection (4 screen corners) Configurable text size (tiny, small, normal) Dark color scheme for comfortable viewing ▸ AI Market Summary Table Separate table with textual market analysis in professional report style: Content: Complete textual summary of current market state Analysis of trend, momentum, volatility, and volume Identified key levels and scenarios Risk factors and warnings Settings: Independent positioning from main panel Configurable text size Update frequency (default every 10 bars) Automatic caching for performance optimization Alert System: ▸ Internal Alerts Human-readable alerts for manual trading or notifications: Entry Alert: Instrument ticker Position direction (LONG/SHORT) Entry price All active TP levels with exit volumes Stop-loss level Leverage Order size TP Achievement Alert: Ticker and position direction Number of achieved TP level Entry price for reference SL Trigger Alert: Ticker and position direction Notification of position closure by stop-loss Trailing Stop Alert: Notification of trailing stop trigger Position direction information Breakeven Alert: Notification of breakeven activation New stop-loss level Dynamic Exit Alert: Exit reason (e.g., "RSI overbought exit") Closed position direction ▸ Custom Alerts Fully configurable text messages for each event type: Custom entry alert Custom TP achievement alert Custom SL trigger alert Useful for integration with external systems or message personalization ▸ JSON Format Alerts JSON format alerts for integration with external trading systems Features: Complete information about all TP levels with exit volumes Automatic generation of correct JSON structure Support for all event types (entry, exit, SL change) Structured format includes: key_hash, signal_hash, action, side, symbol, amount, leverage, stopLoss, take_profits array ══════════════════════════════════════════════ ⚠️ IMPORTANT DISCLAIMERS DOES NOT: Predict future prices — identifies probabilistic setups Guarantee profits — all trading involves risk Work equally everywhere — performance varies by instrument/TF Eliminate need for risk management — use appropriate sizing Recommendations: Paper trade first Start with small positions Monitor winrate tables continuously Re-optimize if recent performance degrades Understand the logic before live trading This strategy is intended for educational and informational purposes. Conduct your own research before trading with real capital. Past performance does not guarantee future results.
Strategi Pine Script®
oleh bitwardex
1
Session Liquidity Sweep + Trend ConfirmationThis strategy aims to capture high-probability intraday trades by combining liquidity sweeps with a trend confirmation filter. It is designed for traders who want a systematic approach to trade breakouts during specific market sessions while controlling risk with ATR-based stops. How it Works: Session Filter: Trades are only considered during a defined session (default 9:30 - 11:00). This helps avoid low-volume periods that can lead to false signals. Trend Confirmation: The strategy uses a 50-period EMA to identify the market trend. Long trades are only taken in an uptrend, and short trades in a downtrend. Liquidity Sweep Detection: A long entry occurs when price dips below the prior N-bar low but closes back above it, indicating a potential liquidity sweep that stops being triggered before the trend continues upward. A short entry occurs when price spikes above the prior N-bar high but closes below it, signaling a potential sweep of stops before the downward trend resumes. ATR-Based Risk Management: Stop loss is calculated using the Average True Range (ATR) multiplied by a configurable factor (default 1.5). Take profit is set based on a risk-reward ratio (default 2.5x). Position Sizing: Default position size is 5% of equity per trade, making it suitable for risk-conscious trading. Inputs: Session Start/End (HHMM) Liquidity Lookback Period (number of bars to define prior high/low) ATR Length for stop calculation ATR Stop Multiplier Risk-Reward Ratio EMA Trend Filter Length Visuals: Prior Liquidity High (red) Prior Liquidity Low (green) EMA Trend (blue) Why Use This Strategy: Captures stop-hunt moves often triggered by larger market participants. Only trades with trend confirmation, reducing false signals. Provides automatic ATR-based stop loss and take profit for consistent risk management. Easy to adjust session time, ATR, EMA length, and risk-reward to suit your trading style. Important Notes: Assumes 0.05% commission and 1-pip slippage. Adjust according to your broker. Not financial advice; intended for educational, backtesting, or paper trading purposes. Always test strategies thoroughly before applying to live accounts.
Strategi Pine Script®
oleh AIScripts