PROTECTED SOURCE SCRIPT
MACD 直方图背离 + 连续N柱动能 + 量能/RSI 过滤（4周期版）
Strategy Overview (Concise English Description)
This trading script is built for Pine Script v6. It combines classic divergence detection with several trade-management safeguards to deliver fewer, higher-quality signals.
Core Signal Logic
MACD Histogram Divergence on up to four configurable time-frames (15 min, 30 min, 1 h, 4 h by default).
A trade is allowed if any selected timeframe shows a bullish or bearish divergence and its histogram bars move in the same direction for N consecutive candles (user-set per timeframe).
Context Filters
Volume filter: current volume must exceed a moving-average threshold (MA × multiplier).
RSI direction filter: RSI must be rising (for longs) or falling (for shorts).
Entry Controls
Cooldown: enforces a minimum number of minutes between new entries.
No pyramiding: just one position at a time.
Position Management
Minimum holding time: bars cannot be closed until a user-defined number of minutes has elapsed.
Fixed take-profit / stop-loss: expressed as percentages of entry price.
Optional trailing stop: activates once price moves a specified distance in favor; exits if it pulls back by a set offset.
Execution Details
Runs intrabar (calc_on_every_tick = true) and can send live orders, not just on bar close.
Uses fixed position size (1 contract) and applies a 0.05 % commission assumption.
Overall, the script targets clear momentum reversals confirmed by divergence, then layers on volume/RSI validation and strict timing rules to avoid over-trading and premature exits.Total Net Profit: +8,370,812.29 USDT (+837.08%)
Max Drawdown: 1,516,712.90 USDT (25.48%)
Total Trades: 700
Winning Trades: 36.71% (257 out of 700)
Profit Factor: 1.524
This trading script is built for Pine Script v6. It combines classic divergence detection with several trade-management safeguards to deliver fewer, higher-quality signals.
Core Signal Logic
MACD Histogram Divergence on up to four configurable time-frames (15 min, 30 min, 1 h, 4 h by default).
A trade is allowed if any selected timeframe shows a bullish or bearish divergence and its histogram bars move in the same direction for N consecutive candles (user-set per timeframe).
Context Filters
Volume filter: current volume must exceed a moving-average threshold (MA × multiplier).
RSI direction filter: RSI must be rising (for longs) or falling (for shorts).
Entry Controls
Cooldown: enforces a minimum number of minutes between new entries.
No pyramiding: just one position at a time.
Position Management
Minimum holding time: bars cannot be closed until a user-defined number of minutes has elapsed.
Fixed take-profit / stop-loss: expressed as percentages of entry price.
Optional trailing stop: activates once price moves a specified distance in favor; exits if it pulls back by a set offset.
Execution Details
Runs intrabar (calc_on_every_tick = true) and can send live orders, not just on bar close.
Uses fixed position size (1 contract) and applies a 0.05 % commission assumption.
Overall, the script targets clear momentum reversals confirmed by divergence, then layers on volume/RSI validation and strict timing rules to avoid over-trading and premature exits.Total Net Profit: +8,370,812.29 USDT (+837.08%)
Max Drawdown: 1,516,712.90 USDT (25.48%)
Total Trades: 700
Winning Trades: 36.71% (257 out of 700)
Profit Factor: 1.524
Script protetto
Questo script è pubblicato come codice protetto. Tuttavia, è possibile utilizzarlo liberamente e senza alcuna limitazione – per saperne di più clicca qui.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.
Script protetto
Questo script è pubblicato come codice protetto. Tuttavia, è possibile utilizzarlo liberamente e senza alcuna limitazione – per saperne di più clicca qui.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.