Futurestrading — Indicatori e strategie

Robrechtian Long-Medium Breakout Trend System Robrechtian Long–Medium-Term Breakout Trend System A professional, rule-based trend-following strategy designed to capture large, sustained price movements using pure price action and breakouts. This system follows long-established trend-following philosophy: no prediction, no volatility targeting, and no profit targets. Only disciplined entries, position additions, and exits driven entirely by trend structure. Core Principles Breakout-driven entries: Initial positions are taken only when price breaks above/below the 80-day Donchian channel, confirming a long–medium-term trend shift. Short-term confirmation: Breakouts must also exceed the 20-day channel, reducing false positives. Trend-direction filter: A 50-day moving average slope filter ensures alignment with the broader trend. Explosive bar filter: Entries avoid excessively large, single-candle expansions (>2.5× ATR(20)) to prevent chasing exhaustion spikes. Pyramiding into strength: Additional units are added only when price makes fresh 20-day breakouts in the direction of the trend. No scaling out. No adding on dips. Exit only on trend violation: Positions are closed exclusively when price breaks the opposite 80-day channel. This preserves unlimited upside while enforcing disciplined exits. Pure trend philosophy: No volatility targeting, no smoothing, no discretionary overrides, no optimization for short-term performance. Intended Use This system is designed primarily for diversified futures portfolios, where diversification across dozens of globally liquid markets creates robustness and stability. However, it may also be used on individual assets for educational and analytical purposes. The system embraces the core trend-following logic: Small losses, big winners, and unlimited upside when trends persist. ⚠️ WARNINGS / DISCLAIMERS ⚠️ Warning 1 — This strategy is not optimized for single stocks The Robrechtian Trend System is designed for multi-asset futures portfolios, not single equities. Performance on individual tickers may vary greatly due to lack of diversification. ⚠️ Warning 2 — Trend following includes substantial drawdowns Deep drawdowns are a normal and expected feature of all long-term trend-following systems. The strategy does not attempt to smooth returns or manage volatility. If you seek steady, low-volatility equity curves, this system is not suitable. ⚠️ Warning 3 — No volatility targeting or risk smoothing This system intentionally avoids volatility-based position sizing. Trades may experience larger fluctuations than systems using risk parity or vol targeting. ⚠️ Warning 4 — Not financial advice This script is for educational and research purposes only. Past performance does not guarantee future results. Use at your own risk. ⚠️ Warning 5 — TradingView backtests have known limitations TradingView does not simulate: futures contract roll logic slippage real bid/ask spreads liquidity conditions limit-up/limit-down behavior Results may vary from live market execution.

NY VIX Channel Trend US Futures Day Trade Strategy NY VIX Channel Trend Strategy Summary in one paragraph Session anchored intraday strategy for index futures such as ES and NQ on one to fifteen minute charts. It acts only after the first configurable window of New York Regular Trading Hours and uses a VIX derived daily implied move to form a realistic channel from the session open. Originality comes from using a pure implied volatility yardstick as portable support and resistance, then committing in the direction of the first window close relative to the open. Add it to a clean chart and trade the simple visuals. For conservative alerts use on bar close. Scope and intent • Markets. Index futures ES and NQ • Timeframes. One to thirty minutes • Default demo. ES1 on five minutes • Purpose. Provide a portable intraday yardstick for entries and exits without curve fitting • Limits. This is a strategy. Orders are simulated on standard candles Originality and usefulness • Unique concept. A VIX only channel anchored at 09:30 New York plus a single window trend test • Addresses. False urgency at session open and unrealistic bands from arbitrary multipliers • Testability. Every input is visible and the channel is plotted so users can audit behavior • Portable yardstick. Daily implied move equals VIX percent divided by square root of two hundred fifty two • Protected status. None. Method and use are fully disclosed Method overview in plain language Take the daily VIX or VIX9D value, convert it to a daily fraction by dividing by square root of two hundred fifty two, then anchor a symmetric channel at the New York session open. Observe the first N minutes. If that window closes above the open the bias is long. If it closes below the open the bias is short. One trade per session. Exits occur at the channel boundary or at a bracket based on a user selected VIX factor. Positions are closed a set number of minutes before the session ends. Base measures Return basis. The daily implied move unit equals VIX percent divided by square root of two hundred fifty two and serves as the distance unit for targets and stops. Components • VIX Channel. Top, mid, bottom lines anchored at 09:30 New York. No extra multipliers • Window Trend. Close of the first N minutes relative to the session open sets direction • Risk Bracket. Take profit and stop loss equal to VIX unit times user factor • Session Window. Uses the exchange time of the chart Fusion rule Minimum gates count equals one. The trade only arms after the window has elapsed and a direction exists. One entry per session. Signal rule • Long when the window close is above the session open and the window has completed • Short when the window close is below the session open and the window has completed • Exit on channel touch. Long exits at the top. Short exits at the bottom • Flat thirty minutes before the session close or at the user setting Inputs with guidance Setup • Use VIX9D. Width source. Typical true for fast tone or false for baseline • Use daily OPEN. Toggle for sensitivity to overnight changes Logic • Window minutes. Five to one hundred twenty. Larger values delay entries and reduce whipsaw • VIX factor for TP. Zero point five to two. Raising it widens the profit target • VIX factor for SL. Zero point five to two. Raising it widens the stop • Exit minutes before close. Fifteen to ninety. Raising it exits earlier Properties visible in this publication • Initial capital one hundred thousand USD • Base currency USD • request.security uses lookahead off • Commission cash per contract two point five $ per each contract. Slippage one tick • Default order size method FIXED with value one contract. Pyramiding zero. Process orders on close ON. Bar magnifier OFF. Recalculate after order is filled OFF. Calc on every tick ON Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategy uses standard candles. Honest limitations and failure modes Economic releases and thin liquidity can break the channel. Very quiet regimes can reduce signal contrast. Session windows follow the exchange time of the chart. If both stop and target can be hit within one bar, assume stop first for conservative reading without bar magnifier. Works best in liquid hours of New York RTH. Very large gaps and surprise news may exceed the implied channel. Always validate on the symbols you trade. Entries and exits • Entry logic. After the first window, go long if the window close is above the session open, go short if below • Exit logic. Long exits at the channel top or at the take profit or stop. Short exits at the channel bottom or at the take profit or stop. Flat before session close by the configured minutes • Risk model. Initial stop and target based on the VIX unit times user factors. No trail and no break even. No cooldown • Tie handling. Treat as stop first for conservative interpretation Position sizing Fixed size one contract per trade. Target risk per trade should generally remain near one percent of account equity. Risk is based on the daily volatility value, the max loss from the tests for one year duration with 5min chart was 4%, while the avg loss was below <1% of the total capital. If you have any questions please let me know. Thank you for coming by !

Opening-Range Breakout Note: Default trading date range looks mediocre. Set date range to "Entire History" to see full effect of the strategy. 50.91% profitable trades, 1.178 profit factor, steady profits and limited drawdown. Total P&L: $154,141.18, Max Drawdown: $18,624.36. High R^2 █ Overview The Opening-Range Breakout strategy is a mechanical, session‑based day‑trading system designed to capture the initial burst of directional momentum immediately following the market open. It defines a user‑configurable “opening range” window, measures its high and low boundaries, then places breakout stop orders at those levels once the range closes. Built‑in filters on minimum range width, reward‑to‑risk ratios, and optional reversal logic help refine entries and manage risk dynamically. █ How It Works Opening‑Range Formation Between 9:30–10:15 AM ET (configurable), the script tracks the highest high and lowest low to form the day’s opening range box. On the first bar after the range window closes, the range high (OR_high) and low (OR_low) are “locked in.” Range‑Width Filter To avoid false breakouts in low‑volatility mornings, the range must be at least X% of the current price (default 0.35%). If the measured opening-range width < minimum threshold, no orders are placed that day. Entry & Order Placement Long: a stop‑buy order at the opening‑range high. Short: a stop‑sell order at the opening‑range low. Only one side can trigger (or both if reverse logic is enabled after a losing trade). Risk Management Once triggered, each trade uses an ATR‑style stop-loss defined as a percentage retracement of the range (default 50% of range width). Profit target is set at a configurable Reward/Risk Ratio (default 1.1×). Optional: Reverse on Stop‑Loss – if the initial breakout loses, immediately reverse into the opposite side on the same day. Session Exit Any open positions are closed at the end of the regular trading day (default 3:45 PM ET window end, with hard flat at session close). Visual cues are provided via green (range high) and red (range low) step‑line plots directly on the chart, allowing you to see the range box and breakout triggers in real time. █ Why It Works Early Momentum Capture: The first 15 – 60 minutes of trading encapsulate overnight news digestion and institutional order flow, creating a well‑defined volatility “range.” Mechanical Discipline: Clear, rule‑based entries and exits remove emotional guesswork, ensuring consistency. Volatility Filtering: By requiring a minimum range width, the system avoids choppy, low‑range days where false breakouts are common. Dynamic Sizing: Stops and targets scale with the opening range, adapting automatically to each day’s volatility environment. █ How to Use Set Your Instruments & Timeframe -Apply to any futures contract on a 1‑ to 5‑minute chart. -Ensure chart timezone is set to America/New_York. Configure Inputs -Opening‑Range Window: e.g. “0930-1015” for a 45‑minute range. -Min. OR Width (%): e.g. 0.35 for 0.35% of current price. -Reward/Risk Ratio: e.g. 1.1 for a modest profit target above your stop. -Max OR Retracement %: e.g. 50 to set stop at 50% of range width. -One Trade Per Day: toggle to limit to a single breakout. -Reverse on Stop Loss: toggle to flip direction after a losing breakout. Monitor the Chart -Watch the green and red range boundaries form during the session open. -Orders will automatically submit on the first bar after the range window closes, conditioned on your filters. Review & Adjust -Backtest across multiple months to validate performance on your preferred contract. -Tweak range duration, minimum width, and R/R multiple to fit your risk tolerance and desired win‑rate vs. expectancy balance. █ Settings Reference Input Defaults Opening‑Range Window - Time window to form OR (HHMM-HHMM) - 0930–1015 Regular Trading Day - Full session for EOD flat (HHMM-HHMM) - 0930–1545 Min. OR Width (%) - Minimum OR size as % of close to trigger orders - 0.35 Reward/Risk Ratio - Profit target multiple of stop‑loss distance - 1.1 Max OR Retracement (%) - % of OR width to use as stop‑loss distance - 50 One Trade Per Day - Limit to a single breakout order per day - false Reverse on Stop Loss - Reverse direction immediately after a losing trade - true Disclaimer This strategy description and any accompanying code are provided for educational purposes only and do not constitute financial advice or a solicitation to trade. Futures trading involves substantial risk, including possible loss of capital. Past performance is not indicative of future results. Traders should assess their own risk tolerance and conduct thorough backtesting and forward-testing before committing real capital.

DNSE VN301!, SMA & EMA Cross Strategy Discover the tailored Pinescript to trade VN30F1M Future Contracts intraday, the strategy focuses on SMA & EMA crosses to identify potential entry/exit points. The script closes all positions by 14:25 to avoid holding any contracts overnight. HNX:VN301! www.tradingview.com Setting & Backtest result: 1-minute chart, initial capital of VND 100 million, entering 4 contracts per time, backtest result from Jan-2024 to Nov-2024 yielded a return over 40%, executed over 1,000 trades (average of 4 trades/day), winning trades rate ~ 30% with a profit factor of 1.10. The default setting of the script: A decent optimization is reached when SMA and EMA periods are set to 60 and 15 respectively while the Long/Short stop-loss level is set to 20 ticks (2 points) from the entry price. Entry & Exit conditions: Long signals are generated when ema(15) crosses over sma(60) while Short signals happen when ema(15) crosses under sma(60). Long orders are closed when ema(15) crosses under sma(60) while Short orders are closed when ema(15) crosses over sma(60). Exit conditions happen when (whichever came first): Another Long/Short signal is generated The Stop-loss level is reached The Cut-off time is reached (14:25 every day) *Disclaimers: Futures Contracts Trading are subjected to a high degree of risk and price movements can fluctuate significantly. This script functions as a reference source and should be used after users have clearly understood how futures trading works, accessed their risk tolerance level, and are knowledgeable of the functioning logic behind the script. Users are solely responsible for their investment decisions, and DNSE is not responsible for any potential losses from applying such a strategy to real-life trading activities. Past performance is not indicative/guarantee of future results, kindly reach out to us should you have specific questions about this script. --------------------------------------------------------------------------------------- Khám phá Pinescript được thiết kế riêng để giao dịch Hợp đồng tương lai VN30F1M trong ngày, chiến lược tập trung vào các đường SMA & EMA cắt nhau để xác định các điểm vào/ra tiềm năng. Chiến lược sẽ đóng tất cả các vị thế trước 14:25 để tránh giữ bất kỳ hợp đồng nào qua đêm. Thiết lập & Kết quả backtest: Chart 1 phút, vốn ban đầu là 100 triệu đồng, vào 4 hợp đồng mỗi lần, kết quả backtest từ tháng 1/2024 tới tháng 11/2024 mang lại lợi nhuận trên 40%, thực hiện hơn 1.000 giao dịch (trung bình 4 giao dịch/ngày), tỷ lệ giao dịch thắng ~ 30% với hệ số lợi nhuận là 1,10. Thiết lập mặc định của chiến lược: Đạt được một mức tối ưu ổn khi SMA và EMA periods được đặt lần lượt là 60 và 15 trong khi mức cắt lỗ được đặt thành 20 tick (2 điểm) từ giá vào. Điều kiện Mở và Đóng vị thế: Tín hiệu Long được tạo ra khi ema(15) cắt trên sma(60) trong khi tín hiệu Short xảy ra khi ema(15) cắt dưới sma(60). Lệnh Long được đóng khi ema(15) cắt dưới sma(60) trong khi lệnh Short được đóng khi ema(15) cắt lên sma(60). Điều kiện đóng vị thể xảy ra khi (tùy điều kiện nào đến trước): Một tín hiệu Long/Short khác được tạo ra Giá chạm mức cắt lỗ Lệnh chưa đóng nhưng tới giờ cut-off (14:25 hàng ngày) *Tuyên bố miễn trừ trách nhiệm: Giao dịch hợp đồng tương lai có mức rủi ro cao và giá có thể dao động đáng kể. Chiến lược này hoạt động như một nguồn tham khảo và nên được sử dụng sau khi người dùng đã hiểu rõ cách thức giao dịch hợp đồng tương lai, đã đánh giá mức độ chấp nhận rủi ro của bản thân và hiểu rõ về logic vận hành của chiến lược này. Người dùng hoàn toàn chịu trách nhiệm về các quyết định đầu tư của mình và DNSE không chịu trách nhiệm về bất kỳ khoản lỗ tiềm ẩn nào khi áp dụng chiến lược này vào các hoạt động giao dịch thực tế. Hiệu suất trong quá khứ không chỉ ra/cam kết kết quả trong tương lai, vui lòng liên hệ với chúng tôi nếu bạn có thắc mắc cụ thể về chiến lược giao dịch này.

action zone - ATR stop reverse order strategy v0.1 by 9nck ACTION ZONE-ATR MOD v0.1 DOCUMENTATION Overview This tradingview pine script strategy is mainly created to enrich my coding skill. It is a combination of “CDC-ACTIONZONE” and my personal studies of trading techniques in various sources e.g.book, course or blog. This strategy purposefully built to connect with my automatic trading bot. However, It will be very useful to aid your trading routine by diminishing mental distraction which possibly leads to bad trades. How does it work? This strategy will do a basic simple thing that most traders do by creating entry signals on both sides long/short and also set the stop loss. Furthermore, It will also reverse the order (from long to short and vice versa (if long/short conditions are met). Finally, it will recalculate the stop loss/take profit price in every complete bar to increase the chance of winning and limit our loss. Entry rules(Long/Short) If you have no open order, an order will be created when a fast EMA crosses(up(long)/down(short) the slow EMA(It’s as simple as that). If you have an open order, the current order will be (sold if long, covered if short) and the opposite side order will be created. Exit and Reverse rules(Long/Short) If fast EMA cross (DOWN(long), UP(short)), the current order will be closed, THE OPPOSITE SIDE ORDER WILL ALSO BE CREATED. Risk management FLEX STOP PRICE : initial value will be set at the bar which order created. It is a fast ema (+/-) MIDDLE ATR value. If MIDDLE ATR value rises, it will be our new stop price. If MIDDLE ATR value falls, stop price unchanged If Price OVERBOUGHT(long)/SOLD(short), LOW of that bar will be a new stop price. Minimum position hold period In order to eliminate risk of repeatedly open, close orders in sideway trends. Minimum hold period must be passed to start exit our position. However, It always respects stop loss prices. The value refers to the number of bars. MUST READ!!! This strategy uses only MARKET ORDER. If you trade with a bot, make sure you choose only enormous market cap tokens. This strategy is bi-direction strategy. It will work best in the DERIVATIVE market. It was initially designed to compete in the cryptocurrency market which has very high volume and volatility. I only use this strategy in 1HR (acceptable change rate, optimum trade frequency) How (should) we use it? Choose crypto future pairs (recommend only top 10-15 market volume pairs in Binance, let’s say 1000M+ trade value) Choose your time frame (1H is strongly recommended) Setup your portfolio profile (Setting->Properties) such as Initial cap, order size, commission. DO NOT USE CAL ON EVERY TICK IT WILL CAUSE REPAINTING AND YOUR CAPITAL IS BLEEDING !!! BACKTEST FIRST!! Back test is a combination of art, math and statis(and a bit of luck). You can apply to train and test methods or whatever you are familiar with. In my opinion, your test period should include UPTREND, SIDEWAY, DOWNTREND. Fine tune fast, slow ema first(my best ema length of 1H timeframe around 7-10, 17-22). Try to eliminate fault breakout trade and use other options only necessary. Hopefully we can use automatic optimization on Pine Script soon. Don’t forget to turn off using a specific backtest date option to start your strategy.A THIS IS NOT A PERFECT (OR EVEN PROFITABLE) STRATEGY. USE AT YOUR OWN RISK AND TRADE RESPONSIBLY. DYOR DUDE.