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Donchian Channel Strategy [for free bot] I present to you a script for testing the Donchian channel breakout strategy for the Binance_exchange. This strategy is trending, and is especially effective for trading cryptocurrency futures. This strategy is very flexible, and you can configure virtually all possible parameters, moreover, separately for longs and separately for shorts. In the script, you can configure the parameters of the channel for entry and exit, the exit method, enable or disable purchases / sales, specify take profit and stop loss, and more. On the example of optimization, only 20% of the deposit is used. This is done for diversification, since there are 37 contracts on binance_futures (at the time of writing the script description). That is, by optimizing the parameters for different currencies, you can very well reduce risks. Представляю Вам скрипт для тестирования стратегии пробоя канала Дончиана для биржи Бинанс. Данная стратегия относится к трендовым, и особенно эффективная на торговли криптовалютных фьючерсов. Данная стратегия очень гибкая, и можно настроить фактически все возможные параметры, при чем, отдельно для покупок и отдельно для продаж. В скрипте можно настроить параметры канала на вход и на выход, метод выхода, разрешить или запретить покупки/проаджи, указать тейк-профит и стоп-лосс и другое. На примере оптимизации используется всего 20% от депозита. Это сделано для диверсификации, так как на фьючерсах бинансе присутсвует 37 контрактов (на момент написания описания скрипта). Т.е., оптимизировав параметры под разные валюты, можно очень хорошо снизить риски.
Strategia Pine Script®
di AlgoTrading_CC
19
Noldo Blockchain Cryptocurrency Indicator Hello, this script has the same logic as Noldo CFTC COT Forex Indicator : And Noldo CFTC COT Commodities Indicator : * Script briefly calculates the period length between two signals of Pivot Reversal Strategy when new signal arrives and allows us to see relative Blockchain data and price changes of Major Cryptocurrencies over that automatic length. This saves us from the hassle and time wasting of searching for a reference point. Usage This script works only on all Bitcoin / U.S Dollar pairs and futures. It only works on 1W graphics. ICOT data are pulled via Quandl NOTE : Since blockchain data is very votalile, 7-day ema values ​​are adjusted to take into account. Regards.
Indicatore Pine Script®
di Noldo
6
Terminal : USD Based Stock Markets Change (%)Hello. This script is a simple USD Based Stock Markets Change (%) Data Terminal. You can also set the period to look back manually in the menu. In this way, an idea can be obtained about Countries' Stock Markets. And you can observe the stock exchanges of relatively positive and negative countries from others. Features Value changes on a percentage basis (%) Stock exchange values ​​are calculated in dollar terms. Due to the advantage of movement, future data were chosen instead of spot values on the required instruments. Stock Markets Usa : S&P 500 Futures Japan: Nikkei 225 Futures England: United Kingdom ( FTSE ) 100 Australia: Australia 200 Canada: S&P / TSX Composite Switzerland: Swiss Market Index New Zealand: NZX 50 Index China: SSE Composite (000001) Denmark: OMX Copenhagen 25 Index Hong-Kong: Hang Seng Index Futures India: Nifty 50 Norway: Oslo Bors All Share Index Russia: MOEX Russia Index Sweden: OMX Stockholm Index Singapore: Singapore 30 Turkey: BIST 100 South Africa: South Africa Top 40 Index Spain: IBEX 35 France: CAC 40 Italy: FTSE MIB Index Netherlands: Netherlands 25 Germany : DAX Regards.
Indicatore Pine Script®
di Noldo
4
CBG Key Numbers v6Here is my opening range, key numbers indicator. It takes the Opening Range (5 minutes by default) and then plots the opening range and up to 7 extensions of that range above and below. It's amazing how the OR is stamped up on the rest of the day's price movements. 2 strategies (at least) are to play the OR range breakout and to fade when price hits an extreme range. You have total control over how you set up the various lines and colors. If you start overlaying the trading day with the OR and it's extensions, you will see amazing patterns become clear. For example, the pump and reverse. This is where price pumps right out of the opening and then reverses later in the morning. I have the opening price set to big circles as this is one of the most important reference points during the day. Important: For some reason, the 9:30 am time Opening acts differently for equities and futures . For equities, you can set the time values to 0930. But for futures , to capture the Open at 9:30, you have to set the time values to start at 0830. I haven't been able to find a better solution but setting the times manually works. Make sure to set all the time values on the Options screen. There is one more setting of interest. It is called IB Target Amount. This is a number above and below the opening range that I have observed price to hit whenever there's a breakout. This will allow you to predict a price target on breakouts. For SPY , I have found that price usually breaks out to at least 50 cents. On ES futures , it's 6 dollars. This can help you lock in 10% and 20% when trading options and is a great tool. That's why I have it so prominent in red. You will also see price return to this level during the day and act as support or resistance. Please disregard the red and green shaded rectangles. They are my own support and resistance zones and TV wouldn't let me hide them from the picture. :-) I mostly use this on a 5 minute chart but any timeframe will work.
Indicatore Pine Script®
di GoldBands
5
Open Interest Market Facilitation IndexOriginal script from ChartChampions : Let's start. This script was created by using Open Interest instead of Volume in the Market Facilitation Index. Thus, it can make a difference in the Future and CFD Markets. If your financial instrument is not from these markets, that is, if Open Interest is not used, you can choose Volume. You can set "FUTURES" and "OTHERS" from the menu. If you use the Open Interest (FUTURES) option in the menu on 1W bars and defined Future markets, it will not repaint. This is the best use for Open Interests, as data is extracted from Quandl and CFTC COT reports are published once a week. Color Change Rules : In my version : Green Bars = Green Fade Bars = Orange Fake Bars = Blue Squat Bars = Red To show the difference in the presentation, both the Futures option using Open Interest and the Others option using Volume were published to compare. You can observe the difference. Best regards.
Indicatore Pine Script®
di Noldo
4
plot CFTC COT disaggregated dataCFTC COT data is exported by quandl.com to tradingview COT@quandl: www.quandl.com COT@tradingview www.tradingview.com How to use this script: Select and load CFTC COT data for the commodity ticker in the chart Will by default take current ticker, or allow to avvverride it with another Traders' categories are those for commodities, not financial futs Select And Configure : -categories to be plotted -Futures/Futures+Options -by num_contracts/percent -plot"Tot Spreads %" selection when also "Show as % of OI" selected This script supercedes my other "MY_ CFTC GC/SI/CL (Disaggregated)" script
Indicatore Pine Script®
di giancapino
Herrick Payoff IndexThe Herrick Payoff Index is designed to show the amount of money flowing into or out of a futures contract. The Index uses open interest during its calculations, therefore, the security being analyzed must contain open interest. The Herrick Payoff Index was developed by John Herrick.When the Herrick Payoff Index is above zero, it shows that money is flowing into the futures contract (which is bullish). When the Index is below zero, it shows that money is flowing out of the futures contract (which is bearish). The interpretation of the Herrick Payoff Index involves looking for divergences between the Index and prices.
Indicatore Pine Script®
di shardison
5
[Bitcoin] Lastbattle's nose pickerI've been working on a top and bottom picker script over the past couple of weeks, based on RSI of multiple timeframe closing price. It've been a pretty good trading system that's tested over the last meteoric rise from 220~270 and back down to 230 right now, and I think it should be released to the community. Sure, I'm not worried about this strategy not working anymore after it is being used by the majority. Everyone have a different view of the market, and this is more towards psychology. It'll likely to hold for as long as there are still humans trading Bitcoins. Bitcoin market is full of emotions, you'll never run out of it. So why does it work? If you take a look at the live charts offered by Bitcoinwisdom and Cryptowatch, they only offer 1, 3, 5, and 15 minute timeframe by default with no other option to switch. Naturally more traders will look at these levels for oversold and overbought condition. The same indicator does not work for the broader commodities market such as Gold and Silver. How does it work? As long as the RSI levels of 1, 3, 5, and 15 minute fulfills the oversold/overbought level, a signal will be given. The overbought/oversold level gets compensated the higher volatility the market is in. Note: ** -This is only for exit strategy. If you're on long, consider reducing or exiting your position when it displays a red. On the other hand if you're short, consider reducing or covering your shorts if it shows a green. -It may give false signal in a trending market, use your trading experience and judgement to filter them out. (eg: uptrend usually have more than 1 legs AND after a long consolidation, RSI gets to oversold/overbought easily... the market will tend to test the support/resistance again.) -This is tuned for the 15m interval, the script won't work beyond this. I use it for scalping futures. Feel free to change or remove this line 'plot(interval == 15 and ' -Even if it shows a signal, it may not be the true top/bottom. Sometimes there may be a weak diverged leg aka 'last fart', so that's one reason I dont use this for entry until more confirmation is given via other indicators. ** If your chart is zooming all the way down to 0, right click on the price at the right and select 'Scale price only' Go ahead and try this out with willy, etc and see what works better :D Credits: -LazyBear for the volatility switcher script
Indicatore Pine Script®
di LastBattle
7
We Are Witnessing A Historical Event With A Clear Outcome!!!"Full Disclosure: I came across this information from www.SentimenTrader.com I have no financial affiliation…They provide incredible statistical facts on The General Market, Currencies, and Futures. They offer a two week free trial. I Highly Recommend. The S&P 500 has gone 43 trading days without a 1% daily move, up or down. which is the equivalent of two months and one day in trading days. During this stretch, the S&P has gained more than 4%, and it has notched a 52-week high recently as well. Since 1952, there were nine other precedents. All of these went 42 trading days without a 1% move, all of them saw the S&P gain at least 4% during their streaks, and all of them saw the S&P close at a 52-week highs. ***There was consistent weakness a week later, with only three gainers, and all below +0.5%. ***After that, stocks did better, often continuing an Extraordinary move higher. Charts can sometimes give us a better nuance than numbers from a table, and from the charts we can see a general pattern - ***if stocks held up well in the following weeks, then they tended to do extremely well in the months ahead. ***If stocks started to stumble after this two- month period of calm, however, then the following months tended to show a lot more volatility. We already know we're seeing an exceptional market environment at the moment, going against a large number of precedents that argued for weakness here, instead of the rally we've seen. If we continue to head higher in spite of everything, these precedents would suggest that we're in the midst of something that could be TRULY EXTRAORDINARY.
Indicatore Pine Script®
di ChrisMoody
12
Adaptive ATR Limits█ OVERVIEW This indicator plots adaptive ATR limits for intraday trading. A key feature of this indicator, which makes it different from other ATR limit indicators, is that the top and bottom ATR limit lines are always exactly one ATR apart from each other (in "auto" mode; there is also a "basic" mode, which plots the limits in the more traditional way—i.e., one ATR above the low and one ATR below the high at all times—and this can be used for comparison). █ FEATURES Provides an algorithm to plot the most reasonable intraday ATR top/bottom limits based on currently available information Dynamically adapts limits as the price evolves during the day Works correctly and consistently on both RTH and ETH charts Has a user-selected ADR mode to base the limits on ADR instead of ATR Option to include the current pre-market and previous day's post-market range in the calculation Configurable ATR/ADR averaging length Provides a visual smoothing option Provides an information box showing the current numerical ATR/ADR values Reasonable defaults that work well if the user changes nothing Well-documented, high-quality, open-source code for those interested █ HOW TO USE At a minimum, there is nothing that needs to be set. The defaults work well. The ATR top line (red, configurable) gives you the most reasonable move given the currently available information. The line will move away from the price as the price approaches it; that is normal—it is reacting to new information. This happens until the ATR bottom limit hits the lower of the daily low and the previous day's close (in ATR mode). The ATR bottom line (green, configurable) works the same way, with reversed logic. There is an option to use ADR instead of ATR. The ATR includes the previous day's RTH close in the range, whereas ADR does not. Another option allows the user to add the current day's pre-market range or the previous day's post-market into the current day's range, which has an effect if either of those went outside of today's RTH range, plus yesterday's RTH close (in the default ATR mode). Pre-market and post-market range is not typically included in the daily true range, so only change it if you really know you want it. █ CONCEPTS Most traditional ATR limit indicators plot the top ATR limit one ATR above the current daily low, and the bottom ATR limit one ATR below the current daily high. This indicator can also do that (in "basic" mode), but its value lies in its default "auto" mode, which uses an algorithm to dynamically adapt the ATR limits throughout the day, keeping them one ATR apart at all times. It tries to plot the most sensible ATR limits based on the current daily ATR, in order to provide a reasonable visual intraday target, given the available information at that point in time. "Auto" mode is actually a weighted average of two methods: midpoint and relative (both of which can also be explicitly selected). The midpoint method places the midpoint of the ATR limit equal to the midpoint of the currently established daily range. The relative method measures the currently established daily range and calculates the position of the current price within it (as a ratio between 0 and 1). It then uses that value as a weight in a weighted average of extreme locations for the ATR limits, which are: the ATR top anchored to one ATR above the daily low, and the ATR bottom anchored to one ATR below the daily high. The relative method is more advanced and better for most of the day; however, it can cause wild swings in the early market or pre-market before a reasonable range (as a percentage of ATR) has been established. "Auto" mode therefore takes another weighted average between the two methods, with the weight determined by the percentage of the ATR currently established within the day, more strongly weighting the calmer midpoint method before a good range is established. Once the full ATR has been achieved, the algorithm in "auto" mode will have fully switched to the relative method and will remain with that method for the rest of the day. To explain the effect further, as an example, imagine that the price is approaching the full ATR range on the high side. At this point, the indicator will have almost fully transitioned to the second (relative) method. The lower ATR limit will now be anchored to the daily low as the price hits the upper ATR limit. If the price goes beyond the upper ATR, the lower ATR limit will stay anchored to the daily low, and the upper limit will stay anchored to one ATR above the lower limit. This allows you to see how far the price is going beyond the upper ATR limit. If the price then returns and backs off the upper ATR limit, the lower ATR limit will un-anchor from the daily low (it will actually rise, since the daily ATR range has been exceeded, so the lower ATR limit needs to come up because the actual daily range can’t fit into the ATR range anymore). The overall effect is to give you the best visual indication of where the price is in relation to a possible upper ATR-based target. Reverse this example for when the price low approaches the ATR range on the low side. Care was taken so that the code uses no hard-coded time zones, exchanges, or session times. For this reason, it can in principle work globally. However, it very much depends on the information provided by the exchange, which is reflected in built-in Pine Script variables (see Limitations below). █ LIMITATIONS The indicator was developed for US/European equities and is tested on them only. It is also known to work on US futures; in this case, the whole 23-hour session is used, and the "Sessions to include in range" setting has no effect. It may or may not work as intended on security types and equities/futures for other countries.
Indicatore Pine Script®
di BruzX
Liquid Pulse Liquid Pulse by Dskyz (DAFE) Trading Systems Liquid Pulse is a trading algo built by Dskyz (DAFE) Trading Systems for futures markets like NQ1!, designed to snag high-probability trades with tight risk control. it fuses a confluence system—VWAP, MACD, ADX, volume, and liquidity sweeps—with a trade scoring setup, daily limits, and VIX pauses to dodge wild volatility. visuals include simple signals, VWAP bands, and a dashboard with stats. Core Components for Liquid Pulse Volume Sensitivity (volumeSensitivity) controls how much volume spikes matter for entries. options: 'Low', 'Medium', 'High' default: 'High' (catches small spikes, good for active markets) tweak it: 'Low' for calm markets, 'High' for chaos. MACD Speed (macdSpeed) sets the MACD’s pace for momentum. options: 'Fast', 'Medium', 'Slow' default: 'Medium' (solid balance) tweak it: 'Fast' for scalping, 'Slow' for swings. Daily Trade Limit (dailyTradeLimit) caps trades per day to keep risk in check. range: 1 to 30 default: 20 tweak it: 5-10 for safety, 20-30 for action. Number of Contracts (numContracts) sets position size. range: 1 to 20 default: 4 tweak it: up for big accounts, down for small. VIX Pause Level (vixPauseLevel) stops trading if VIX gets too hot. range: 10 to 80 default: 39.0 tweak it: 30 to avoid volatility, 50 to ride it. Min Confluence Conditions (minConditions) sets how many signals must align. range: 1 to 5 default: 2 tweak it: 3-4 for strict, 1-2 for more trades. Min Trade Score (Longs/Shorts) (minTradeScoreLongs/minTradeScoreShorts) filters trade quality. longs range: 0 to 100 default: 73 shorts range: 0 to 100 default: 75 tweak it: 80-90 for quality, 60-70 for volume. Liquidity Sweep Strength (sweepStrength) gauges breakouts. range: 0.1 to 1.0 default: 0.5 tweak it: 0.7-1.0 for strong moves, 0.3-0.5 for small. ADX Trend Threshold (adxTrendThreshold) confirms trends. range: 10 to 100 default: 41 tweak it: 40-50 for trends, 30-35 for weak ones. ADX Chop Threshold (adxChopThreshold) avoids chop. range: 5 to 50 default: 20 tweak it: 15-20 to dodge chop, 25-30 to loosen. VWAP Timeframe (vwapTimeframe) sets VWAP period. options: '15', '30', '60', '240', 'D' default: '60' (1-hour) tweak it: 60 for day, 240 for swing, D for long. Take Profit Ticks (Longs/Shorts) (takeProfitTicksLongs/takeProfitTicksShorts) sets profit targets. longs range: 5 to 100 default: 25.0 shorts range: 5 to 100 default: 20.0 tweak it: 30-50 for trends, 10-20 for chop. Max Profit Ticks (maxProfitTicks) caps max gain. range: 10 to 200 default: 60.0 tweak it: 80-100 for big moves, 40-60 for tight. Min Profit Ticks to Trail (minProfitTicksTrail) triggers trailing. range: 1 to 50 default: 7.0 tweak it: 10-15 for big gains, 5-7 for quick locks. Trailing Stop Ticks (trailTicks) sets trail distance. range: 1 to 50 default: 5.0 tweak it: 8-10 for room, 3-5 for fast locks. Trailing Offset Ticks (trailOffsetTicks) sets trail offset. range: 1 to 20 default: 2.0 tweak it: 1-2 for tight, 5-10 for loose. ATR Period (atrPeriod) measures volatility. range: 5 to 50 default: 9 tweak it: 14-20 for smooth, 5-9 for reactive. Hardcoded Settings volLookback: 30 ('Low'), 20 ('Medium'), 11 ('High') volThreshold: 1.5 ('Low'), 1.8 ('Medium'), 2 ('High') swingLen: 5 Execution Logic Overview trades trigger when confluence conditions align, entering long or short with set position sizes. exits use dynamic take-profits, trailing stops after a profit threshold, hard stops via ATR, and a time stop after 100 bars. Features Multi-Signal Confluence: needs VWAP, MACD, volume, sweeps, and ADX to line up. Risk Control: ATR-based stops (capped 15 ticks), take-profits (scaled by volatility), and trails. Market Filters: VIX pause, ADX trend/chop checks, volatility gates. Dashboard: shows scores, VIX, ADX, P/L, win %, streak. Visuals Simple signals (green up triangles for longs, red down for shorts) and VWAP bands with glow. info table (bottom right) with MACD momentum. dashboard (top right) with stats. Chart and Backtest: NQ1! futures, 5-minute chart. works best in trending, volatile conditions. tweak inputs for other markets—test thoroughly. Backtesting: NQ1! Frame: Jan 19, 2025, 09:00 — May 02, 2025, 16:00 Slippage: 3 Commission: $4.60 Fee Typical Range (per side, per contract) CME Exchange $1.14 – $1.20 Clearing $0.10 – $0.30 NFA Regulatory $0.02 Firm/Broker Commis. $0.25 – $0.80 (retail prop) TOTAL $1.60 – $2.30 per side Round Turn: (enter+exit) = $3.20 – $4.60 per contract Disclaimer this is for education only. past results don’t predict future wins. trading’s risky—only use money you can lose. backtest and validate before going live. (expect moderators to nitpick some random chart symbol rule—i’ll fix and repost if they pull it.) About the Author Dskyz (DAFE) Trading Systems crafts killer trading algos. Liquid Pulse is pure research and grit, built for smart, bold trading. Use it with discipline. Use it with clarity. Trade smarter. I’ll keep dropping badass strategies ‘til i build a brand or someone signs me up. 2025 Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
Strategia Pine Script®
di DskyzInvestments
1
AlphaTrend++AlphaTrend++ Overview The AlphaTrend++ is an advanced Pine Script indicator designed to help traders identify buy and sell opportunities in trending and volatile markets. Building on trend-following principles, it uses a modified Average True Range (ATR) calculation combined with volume or momentum data to plot a dynamic trend line. The indicator overlays on the price chart, displaying a colored trend line, a filled trend zone, buy/sell signals, and optional stop-loss tick labels, making it ideal for day trading or swing trading, particularly in markets like futures (e.g., MES). What It Does This indicator generates buy and sell signals based on the direction and momentum of a custom trend line, filtered by optional time restrictions and signal frequency logic. The trend line adapts to price action and volatility, with a filled zone highlighting trend strength. Buy/sell signals are plotted as labels, and stop-loss distances are displayed in ticks (customizable for instruments like MES). The indicator supports standard chart types for realistic signal generation. How It Works The indicator employs the following components: Trend Line Calculation: A dynamic trend line is calculated using ATR adjusted by a user-defined multiplier, combined with either Money Flow Index (MFI) or Relative Strength Index (RSI) depending on volume availability. The line tracks price movements, adjusting upward or downward based on trend direction and volatility. Trend Zone: The area between the current trend line and its value two bars prior is filled, colored green for bullish trends (upward movement) or red for bearish trends (downward movement), providing a visual cue of trend strength. Signal Generation: Buy signals occur when the trend line crosses above its value two bars ago, and sell signals occur when it crosses below, with optional filtering to reduce signal noise (based on bar timing logic). Signals can be restricted to a 9:00–15:00 UTC trading window. Stop-Loss Ticks: For each signal, the indicator calculates the distance to the trend line (acting as a stop-loss level) in ticks, using a user-defined tick size (default 0.25 for MES). These are displayed as labels below/above the signal. Time Filter: An optional filter limits signals to 9:00–15:00 UTC, aligning with active trading sessions like the US market open. The indicator ensures compatibility with standard chart types (e.g., candlestick or bar charts) to avoid unrealistic results associated with non-standard types like Heikin Ashi or Renko. How to Use It Add to Chart: Apply the indicator to a candlestick or bar chart on TradingView. Configure Settings: Multiplier: Adjust the ATR multiplier (default 1.0) to control trend line sensitivity. Higher values widen the stop-loss distance. Common Period: Set the ATR and MFI/RSI period (default 14) for trend calculations. No Volume Data: Enable if volume data is unavailable (e.g., for certain forex pairs), switching from MFI to RSI. Tick Size: Set the tick size for stop-loss calculations (default 0.25 for MES futures). Show Buy/Sell Signals: Toggle signal labels (default enabled). Show Stop Loss Ticks: Toggle stop-loss tick labels (default enabled). Use Time Filter: Restrict signals to 9:00–15:00 UTC (default disabled). Use Filtered Signals: Enable to reduce signal frequency using bar timing logic (default enabled). Interpret Signals: Buy Signal: A blue “BUY” label below the bar indicates a potential long entry (trend line crossover, passing filters). Sell Signal: A red “SELL” label above the bar indicates a potential short entry (trend line crossunder, passing filters). Trend Zone: Green fill suggests bullish momentum; red fill suggests bearish momentum. Stop-Loss Ticks: Gray labels show the stop-loss distance in ticks, helping with risk management. Monitor Context: Use the trend line and filled zone to confirm the market’s direction before acting on signals. Unique Features Adaptive Trend Line: Combines ATR with MFI or RSI to create a responsive trend line that adjusts to volatility and market conditions. Tick-Based Stop-Loss: Displays stop-loss distances in ticks, customizable for specific instruments, aiding precise risk management. Signal Filtering: Optional bar timing logic reduces false signals, improving reliability in choppy markets. Trend Zone Visualization: The filled zone between trend line values enhances trend clarity, making it easier to assess momentum. Time-Restricted Trading: Optional 9:00–15:00 UTC filter aligns signals with high-liquidity sessions. Notes Use on standard candlestick or bar charts to ensure accurate signals. Test the indicator on a demo account to optimize settings for your market and timeframe. Combine with other analysis (e.g., support/resistance, volume spikes) for better decision-making. The indicator is not a standalone system; use it as part of a broader trading strategy. Limitations Signals may lag in highly volatile or low-liquidity markets due to ATR-based calculations. The 9:00–15:00 UTC time filter may not suit all markets; disable it for 24-hour assets like forex or crypto. Stop-loss tick calculations assume consistent tick sizes; verify compatibility with your instrument. This indicator is designed for traders seeking a robust, trend-following tool with customizable risk management and signal filtering, optimized for active trading sessions.
Indicatore Pine Script®
di charleyRT
EXODUS EXODUS by (DAFE) Trading Systems EXODUS is a sophisticated trading algorithm built by Dskyz (DAFE) Trading Systems for competitive and competition purposes, designed to identify high-probability trades with robust risk management. this strategy leverages a multi-signal voting system, combining three core components—SPR, VWMO, and VEI—alongside ADX, choppiness filters, and ATR-based volatility gates to ensure trades are taken only in favorable market conditions. the algo uses a take-profit to stop-loss ratio, dynamic position sizing, and a strict voting mechanism requiring all signals to align before entering a trade. EXODUS was not overfitted for any specific symbol. instead, it uses a generic tuned setting, making it versatile across various markets. while it can trade futures, it’s not currently set up for it but has the potential to do more with further development. visuals are intentionally minimal due to its competition focus, prioritizing performance over aesthetics. a more visually stunning version may be released in the future with enhanced graphics. The Unique Core Components Developed for EXODUS SPR (Session Price Recalibration) SPR measures momentum during regular trading hours (RTH, 0930-1600, America/New_York) to catch session-specific trends. spr_lookback = input.int(15, "SPR Lookback") this sets how many bars back SPR looks to calculate momentum (default 15 bars). it compares the current session’s price-volume score to the score 15 bars ago to gauge momentum strength. how it works: a longer lookback smooths out the signal, focusing on bigger trends. a shorter one makes SPR more sensitive to recent moves. how to adjust: on a 1-hour chart, 15 bars is 15 hours (about 2 trading days). if you’re on a shorter timeframe like 5 minutes, 15 bars is just 75 minutes, so you might want to increase it to 50 or 100 to capture more meaningful trends. if you’re trading a choppy stock, a shorter lookback (like 5) can help catch quick moves, but it might give more false signals. spr_threshold = input.float (0.7, "SPR Threshold") this is the cutoff for SPR to vote for a trade (default 0.7). if SPR’s normalized value is above 0.7, it votes for a long; below -0.7, it votes for a short. how it works: SPR normalizes its momentum score by ATR, so this threshold ensures only strong moves count. a higher threshold means fewer trades but higher conviction. how to adjust: if you’re getting too few trades, lower it to 0.5 to let more signals through. if you’re seeing too many false entries, raise it to 1.0 for stricter filtering. test on your chart to find a balance. spr_atr_length = input.int(21, "SPR ATR Length") this sets the ATR period (default 21 bars) used to normalize SPR’s momentum score. ATR measures volatility, so this makes SPR’s signal relative to market conditions. how it works: a longer ATR period (like 21) smooths out volatility, making SPR less jumpy. a shorter one makes it more reactive. how to adjust: if you’re trading a volatile stock like TSLA, a longer period (30 or 50) can help avoid noise. for a calmer stock, try 10 to make SPR more responsive. match this to your timeframe—shorter timeframes might need a shorter ATR. rth_session = input.session("0930-1600","SPR: RTH Sess.") rth_timezone = "America/New_York" this defines the session SPR uses (0930-1600, New York time). SPR only calculates momentum during these hours to focus on RTH activity. how it works: it ignores pre-market or after-hours noise, ensuring SPR captures the main market action. how to adjust: if you trade a different session (like London hours, 0300-1200 EST), change the session to match. you can also adjust the timezone if you’re in a different region, like "Europe/London". just make sure your chart’s timezone aligns with this setting. VWMO (Volume-Weighted Momentum Oscillator) VWMO measures momentum weighted by volume to spot sustained, high-conviction moves. vwmo_momlen = input.int(21, "VWMO Momentum Length") this sets how many bars back VWMO looks to calculate price momentum (default 21 bars). it takes the price change (close minus close 21 bars ago). how it works: a longer period captures bigger trends, while a shorter one reacts to recent swings. how to adjust: on a daily chart, 21 bars is about a month—good for trend trading. on a 5-minute chart, it’s just 105 minutes, so you might bump it to 50 or 100 for more meaningful moves. if you want faster signals, drop it to 10, but expect more noise. vwmo_volback = input.int(30, "VWMO Volume Lookback") this sets the period for calculating average volume (default 30 bars). VWMO weights momentum by volume divided by this average. how it works: it compares current volume to the average to see if a move has strong participation. a longer lookback smooths the average, while a shorter one makes it more sensitive. how to adjust: for stocks with spiky volume (like NVDA on earnings), a longer lookback (50 or 100) avoids overreacting to one-off spikes. for steady volume stocks, try 20. match this to your timeframe—shorter timeframes might need a shorter lookback. vwmo_smooth = input.int(9, "VWMO Smoothing") this sets the SMA period to smooth VWMO’s raw momentum (default 9 bars). how it works: smoothing reduces noise in the signal, making VWMO more reliable for voting. a longer smoothing period cuts more noise but adds lag. how to adjust: if VWMO is too jumpy (lots of false votes), increase to 15. if it’s too slow and missing trades, drop to 5. test on your chart to see what keeps the signal clean but responsive. vwmo_threshold = input.float(10, "VWMO Threshold") this is the cutoff for VWMO to vote for a trade (default 10). above 10, it votes for a long; below -10, a short. how it works: it ensures only strong momentum signals count. a higher threshold means fewer but stronger trades. how to adjust: if you want more trades, lower it to 5. if you’re getting too many weak signals, raise it to 15. this depends on your market—volatile stocks might need a higher threshold to filter noise. VEI (Velocity Efficiency Index) VEI measures market efficiency and velocity to filter out choppy moves and focus on strong trends. vei_eflen = input.int(14, "VEI Efficiency Smoothing") this sets the EMA period for smoothing VEI’s efficiency calc (bar range / volume, default 14 bars). how it works: efficiency is how much price moves per unit of volume. smoothing it with an EMA reduces noise, focusing on consistent efficiency. a longer period smooths more but adds lag. how to adjust: for choppy markets, increase to 20 to filter out noise. for faster markets, drop to 10 for quicker signals. this should match your timeframe—shorter timeframes might need a shorter period. vei_momlen = input.int(8, "VEI Momentum Length") this sets how many bars back VEI looks to calculate momentum in efficiency (default 8 bars). how it works: it measures the change in smoothed efficiency over 8 bars, then adjusts for inertia (volume-to-range). a longer period captures bigger shifts, while a shorter one reacts faster. how to adjust: if VEI is missing quick reversals, drop to 5. if it’s too noisy, raise to 12. test on your chart to see what catches the right moves without too many false signals. vei_threshold = input.float(4.5, "VEI Threshold") this is the cutoff for VEI to vote for a trade (default 4.5). above 4.5, it votes for a long; below -4.5, a short. how it works: it ensures only strong, efficient moves count. a higher threshold means fewer trades but higher quality. how to adjust: if you’re not getting enough trades, lower to 3. if you’re seeing too many false entries, raise to 6. this depends on your market—fast stocks like NQ1 might need a lower threshold. Features Multi-Signal Voting: requires all three signals (SPR, VWMO, VEI) to align for a trade, ensuring high-probability setups. Risk Management: uses ATR-based stops (2.1x) and take-profits (4.1x), with dynamic position sizing based on a risk percentage (default 0.4%). Market Filters: ADX (default 27) ensures trending conditions, choppiness index (default 54.5) avoids sideways markets, and ATR expansion (default 1.12) confirms volatility. Dashboard: provides real-time stats like SPR, VWMO, VEI values, net P/L, win rate, and streak, with a clean, functional design. Visuals EXODUS prioritizes performance over visuals, as it was built for competitive and competition purposes. entry/exit signals are marked with simple labels and shapes, and a basic heatmap highlights market regimes. a more visually stunning update may be released later, with enhanced graphics and overlays. Usage EXODUS is designed for stocks and ETFs but can be adapted for futures with adjustments. it performs best in trending markets with sufficient volatility, as confirmed by its generic tuning across symbols like TSLA, AMD, NVDA, and NQ1. adjust inputs like SPR threshold, VWMO smoothing, or VEI momentum length to suit specific assets or timeframes. Setting I used: (Again, these are a generic setting, each security needs to be fine tuned) SPR LB = 19 SPR TH = 0.5 SPR ATR L= 21 SPR RTH Sess: 9:30 – 16:00 VWMO L = 21 VWMO LB = 18 VWMO S = 6 VWMO T = 8 VEI ES = 14 VEI ML = 21 VEI T = 4 R % = 0.4 ATR L = 21 ATR M (S) =1.1 TP Multi = 2.1 ATR min mult = 0.8 ATR Expansion = 1.02 ADX L = 21 Min ADX = 25 Choppiness Index = 14 Chop. Max T = 55.5 Backtesting: TSLA Frame: Jan 02, 2018, 08:00 — May 01, 2025, 09:00 Slippage: 3 Commission .01 Disclaimer this strategy is for educational purposes. past performance is not indicative of future results. trading involves significant risk, and you should only trade with capital you can afford to lose. always backtest and validate any strategy before using it in live markets. (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) About the Author Dskyz (DAFE) Trading Systems is dedicated to building high-performance trading algorithms. EXODUS is a product of rigorous research and development, aimed at delivering consistent, and data-driven trading solutions. Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. 2025 Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
Strategia Pine Script®
di DskyzInvestments
2
Overnight ES Strategy: CBC + Fractal + RSI + ATR FilterThis script is designed for overnight trading of the E-mini S&P 500 futures (ES) between 6 PM and 11 PM EST. It combines multiple technical confluences to generate high-probability buy and sell signals, focusing on volatility-rich, low-liquidity evening sessions. Key Features: Candle Body Confluence (CBC) Approximation: Identifies candles with small real bodies compared to total range, simulating consolidation zones where price is likely to reverse. Williams Fractal Confirmation: Detects local tops and bottoms based on 5-bar fractal reversal patterns, helping validate breakout or reversal points. RSI Filter: Ensures momentum is supportive — buys only when RSI < 35 (oversold) and sells only when RSI > 65 (overbought). ATR Volatility Filter: Trades are only allowed if the Average True Range (ATR) exceeds a user-defined threshold, filtering out low-volatility, risky environments. Time Session Control: Signals are only generated during the user-defined evening session (default: 6 PM to 11 PM EST) to match market behavior. Real-Time Alerts Enabled: Alerts can be set for BUY or SELL conditions, enabling mobile notifications, emails, or pop-ups without constant chart monitoring. Recommended Settings: Chart Timeframe: 15-minute or 30-minute candles Assets: ES Mini (ES1!), NQ Mini, or other CME futures Session: New York Time (EST) ATR Threshold: Adjust based on market conditions; 5.0 suggested starting point for ES Mini on 15m. Important: This script only plots signals, it does not auto-execute trades. Always backtest and paper trade before using live capital. Volatility can vary; consider adjusting RSI and ATR filters based on market environment. Credits: Script designed based on confluence of price action, momentum, reversal structure, and volatility filtering principles used by professional traders. Inspired by Candle Body Confluence (CBC) theory and Williams fractal techniques.
Indicatore Pine Script®
di Zack1077
Multi-Factor Reversal AnalyzerMulti-Factor Reversal Analyzer – Quantitative Reversal Signal System OVERVIEW Multi-Factor Reversal Analyzer is a comprehensive technical analysis toolkit designed to detect market tops and bottoms with high precision. It combines trend momentum analysis, price action behavior, wave oscillation structure, and volatility breakout potential into one unified indicator. This indicator is not a random mix of tools — each module is carefully selected for a specific purpose. When combined, they form a multi-dimensional view of the market, merging trend analysis, momentum divergence, and volatility compression to produce high-confidence signals. Why Combine These Modules? Module Combination Ideas & How to Use Them Factor A: Trend Detector + Gold Zone Concept: • The Trend Detector (light yellow histogram) evaluates market strength: • Histogram trending downward or staying below 50 → bearish conditions; • Trending upward or staying above 50 → bullish conditions. • The Gold Zone identifies areas of volatility compression — typically a prelude to explosive market moves. Practical Application: • When the Gold Zone appears and the Trend Detector is bearish → likely downside move; • When the Gold Zone appears and the Trend Detector is bullish → likely upside breakout. • Note: The Gold Zone does not mean the bottom is in. It is not a buy signal on its own — always combine it with other modules for directional bias. Factor B: PAI + Wave Trend Concept: • PAI (Price Action Index) is a custom oscillator that combines price momentum with volatility dispersion, displaying strength zones: • Green area → bullish dominance; • Red area → bearish pressure. • Wave Trend offers smoothed crossover signals via the main and signal lines. Practical Application: • When PAI is in the green zone and Wave Trend makes a bullish crossover → potential reversal to the upside; • When PAI is in the red zone and Wave Trend shows a bearish crossover → potential start of a downtrend. Factor C: Trend Detector + PAI Concept: • Combines directional trend strength with price action strength to confirm setups via confluence. Practical Application: • Trend Detector histogram bottoms out + PAI enters the green zone → high chance of upward reversal; • Histogram tops out + PAI in the red zone → increased likelihood of downside continuation. Multi-Factor Confluence (Advanced Use) • When Trend Detector, PAI, and Wave Trend all align in the same direction (bullish or bearish), the directional signal becomes significantly more reliable. • This setup is especially useful for trend-following or swing trade entries. KEY FEATURES 1. Multi-Layer Reversal Logic • Combines trend scoring, oscillator divergence, and volatility squeezes for triangulated reversal detection. • Helps traders distinguish between trend pullbacks and true reversals. 2. Advanced Divergence Detection • Detects both regular and hidden divergences using pivot-based confirmation logic. • Customizable lookback ranges and pivot sensitivity provide flexible tuning for different market styles. 3. Gold Zone Volatility Compression • Highlights pre-breakout zones using custom oscillation models (RSI, harmonic, Karobein, etc.). • Improves anticipation of breakout opportunities following low-volatility compressions. 4. Trend Direction Context • PAI and Trend Score components provide top-down insight into prevailing bias. • Built-in “Straddle Area” highlights consolidation zones; breakouts from this area often signal new trend phases. 5. Flexible Visualization • Color-coded trend bars, reversal markers, normalized oscillator plots, and trend strength labels. • Designed for both visual discretionary traders and data-driven system developers. USAGE GUIDELINES 1. Applicable Markets • Suitable for stocks, crypto, futures, and forex • Supports reversal, mean-reversion, and breakout trading styles 2. Recommended Timeframes • Short-term traders: 5m / 15m / 1H — use Wave Trend divergence + Gold Zone • Swing traders: 4H / Daily — rely on Price Action Index and Trend Detector • Macro trend context: use PAI HTF mode for higher timeframe overlays 3. Reversal Strategy Flow • Watch for divergence (WT/PAI) + Gold Zone compression • Confirm with Trend Score weakening or flipping • Use Straddle Area breakout for final trigger • Optional: enable bar coloring or labels for visual reinforcement • The indicator performs optimally when used in conjunction with a harmonic pattern recognition tool 4. Additional Note on the Gold Zone The “Gold Zone” does not directly indicate a market bottom. Since it is displayed at the bottom of the chart, it may be misunderstood as a bullish signal. In reality, the Gold Zone represents a compression of price momentum and volatility, suggesting that a significant directional move is about to occur. The direction of that move—upward or downward—should be determined by analyzing the histogram: • If histogram momentum is weakening, the Gold Zone may precede a downward move. • If histogram momentum is strengthening, it may signal an upcoming rebound or rally. Treat the Gold Zone as a warning of impending volatility, and always combine it with trend indicators for accurate directional judgment. RISK DISCLAIMER • This indicator calculates trend direction based on historical data and cannot guarantee future market performance. When using this indicator for trading, always combine it with other technical analysis tools, fundamental analysis, and personal trading experience for comprehensive decision-making. • Market conditions are uncertain, and trend signals may result in false positives or lag. Traders should avoid over-reliance on indicator signals and implement stop-loss strategies and risk management techniques to reduce potential losses. • Leverage trading carries high risks and may result in rapid capital loss. If using this indicator in leveraged markets (such as futures, forex, or cryptocurrency derivatives), exercise caution, manage risks properly, and set reasonable stop-loss/take-profit levels to protect funds. • All trading decisions are the sole responsibility of the trader. The developer is not liable for any trading losses. This indicator is for technical analysis reference only and does not constitute investment advice. • Before live trading, it is recommended to use a demo account for testing to fully understand how to use the indicator and apply proper risk management strategies. CHANGELOG v1.0: Initial release featuring integrated Price Action Index, Trend Strength Scoring, Wave Trend Oscillator, Gold Zone Compression Detection, and dual-type divergence recognition. Supports higher timeframe (HTF) synchronization, visual signal markers, and diversified parameter configurations.
Indicatore Pine Script®
di MatrixQuant
2
ES1! vs ZB1! Exponentially Weighted CorrelationES1! vs ZB1! Exponentially Weighted Correlation This indicator calculates and visualizes the exponentially weighted correlation between the S&P 500 E-mini futures (ES1!) and the 30-Year U.S. Treasury Bond futures (ZB1!) over a user-defined lookback period. By using an exponential moving average (EMA) approach, it emphasizes recent price movements, providing a dynamic view of the relationship between these two key financial instruments. Features: - Customizable Inputs: Adjust the lookback length (default: 60) and alpha (default: 0.1) to fine-tune the sensitivity of the correlation calculation. - Exponentially Weighted Correlation: Measures the strength and direction of the relationship between ES1! and ZB1! prices, with more weight given to recent data. - Visual Clarity: Displays correlation as colored bars (green for positive, red for negative) for quick interpretation, with reference lines at 0, +1, and -1 for context. - Non-Overlay Design: Plotted in a separate panel below the chart to avoid cluttering price data. How It Works: The indicator fetches closing prices for ES1! and ZB1!, applies an EMA to smooth the data, and computes the exponentially weighted covariance and variances. The correlation is then derived and plotted as a histogram, helping traders identify whether the two markets are moving together (positive correlation), in opposite directions (negative correlation), or independently. Use Cases: - Market Analysis: Gauge the relationship between equity and bond markets to inform trading strategies. - Risk Management: Monitor correlation shifts to adjust portfolio exposure. - Intermarket Insights: Identify trends or divergences in the stock-bond dynamic for macroeconomic analysis. Ideal for traders and analysts tracking intermarket relationships, this indicator offers a clear, responsive tool for understanding ES1! and ZB1! correlation in real-time.
Indicatore Pine Script®
di coffee-man
Failed Breakout DetectionThis indicator is a reverse-engineered copy of the FBD Detection indicator published by xfuturesgod. The original indicator aimed at detecting "Failed Breakdowns". This version tracks the opposite signals, "Failed Breakouts". It was coded with the ES Futures 15 minute chart in mind but may be useful on other instruments and time frames. The original description, with terminology reversed to explain this version: 'Failed Breakouts' are a popular set up for short entries. In short, the set up requires: 1) A significant high is made ('initial high') 2) Initial high is undercut with a new high 3) Price action then 'reclaims' the initial high by moving +8-10 points from the initial high This script aims at detecting such set ups. It was coded with the ES Futures 15 minute chart in mind but may be useful on other instruments and time frames. Business Logic: 1) Uses pivot highs to detect 'significant' initial highs 2) Uses amplitude threshold to detect a new high above the initial high; used /u/ben_zen script for this 3) Looks for a valid reclaim - a red candle that occurs within 10 bars of the new high 4) Price must reclaim at least 8 points for the set up to be valid 5) If a signal is detected, the initial high value (pivot high) is stored in array that prevents duplicate signals from being generated. 6) FBO Signal is plotted on the chart with "X" 7) Pivot high detection is plotted on the chart with "P" and a label 8) New highs are plotted on the chart with a red triangle Notes: User input - My preference is to use the defaults as is, but as always feel free to experiment - Can modify pivot length but in my experience 10/10 work best for pivot highs - New high detection - 55 bars and 0.05 amplitude work well based on visual checks of signals - Can modify the number of points needed to reclaim a high, and the # of bars limit over which this must occur. Alerts: - Alerts are available for detection of new highs and detection of failed breakouts - Alerts are also available for these signals but only during 7:30PM-4PM EST - 'prime time' US trading hours Limitations: - Current version of the script only compares new highs to the most recent pivot high, does not look at anything prior to that - Best used as a discretionary signal
Indicatore Pine Script®
di Merchantprince
Rolling ATR Momentum Rolling ATR Momentum Indicator – User Manual --- 🔍 Overview The Rolling ATR Momentum Indicator is a simple yet powerful tool designed to detect shifts in market volatility. It compares the current Average True Range (ATR) with the ATR from a previous point in time to measure how market volatility is changing. This indicator is especially useful for: - Spotting the beginning or fading of a momentum phase - Filtering out low-volatility market conditions - Enhancing timing for entries and exits in trending or breakout trades --- 📊 Key Components ✅ ATR Delta (Rolling) - Definition: `ATR Delta = Current ATR - Past ATR` - Inputs: - ATR Period (default: 14): The base ATR calculation window - Lookback Period (default: 5): How many bars ago to compare ATR - Interpretation: - Positive ATR Delta (Green Line): Market volatility is increasing - Negative ATR Delta (Red Line): Market volatility is decreasing 📈 Zero Line - A horizontal baseline at zero helps you easily see when ATR momentum shifts from negative to positive (or vice versa). 🟩/🟥 Background Color - Green Background: ATR Delta is positive (rising volatility) - Red Background: ATR Delta is negative (falling volatility) 🔵 Optional: ATR Reference Lines - You can optionally display raw Current ATR and Past ATR by changing their visibility settings. --- ✅ How to Use It Entry Timing (Futures/Options) - Use ATR Delta as a filter: - Only take trades when ATR Delta is positive → confirms momentum is building - Avoid trades when ATR Delta is negative → market might be slow, sideways, or losing steam Breakout Anticipation - A rising ATR Delta after a tight range or consolidation can suggest that a breakout is underway Stop-loss Strategy - Use high ATR periods for wider stops (to avoid noise) - Use low ATR periods for tighter stops or skip trading --- 🧠 Pro Tips - This indicator doesn’t predict direction—combine with trend or price structure tools (like EMA, PPMA, candlesticks) - Works best in trending or breakout environments - Add it to multi-timeframe layouts to see volatility buildup on higher timeframes --- ⚙️ Settings | Parameter | Description | |----------|-------------| | ATR Period | Length of the ATR calculation (default 14) | | Lookback Period | How many bars back to compare ATR values | --- 🧭 Best For: - Index futures (Nifty, BankNifty) - Option buyers needing volatility confirmation - Intraday & swing traders looking to trade momentum setups --- Use the Rolling ATR Momentum indicator as your volatility radar—simple, clean, and highly effective for staying on the right side of market energy. End of Manual
Indicatore Pine Script®
di abgaur01
Nasdaq Risk Calculator - DTFXNasdaq Risk Calculator This Pine Script (v5) indicator provides a dashboard-style tool for calculating trading risk based on manually input tick measurements for Nasdaq futures contracts (NQ and MNQ). Designed as an overlay on the main chart, it displays key risk metrics in a fixed-position table, allowing traders to assess contract type, lot size, risk ticks, and actual risk in dollars relative to a user-defined risk amount. Features: Manual Tick Input: Enter the number of ticks (e.g., from a ruler measurement) to define the price range for risk calculation. Risk Calculation: Computes the optimal contract (NQ or MNQ), number of lots, risk ticks (half the input range), and actual risk in dollars, targeting the specified risk amount (default: $100). Customizable Dashboard: Displays results in a single-cell table with a semi-transparent white background and gray border, positioned in one of four chart corners (Top Left, Top Right, Bottom Left, Bottom Right) via user selection. Reset Option: Includes a toggle to clear the dashboard and start anew. How to Use: Add the indicator to your chart (best suited for NQ or MNQ futures). In the settings, input your "Risk Amount ($)" and "Ticks" (e.g., 400 for a 100-point range on NQ). Select the "Dashboard Corner" to position the table. View the calculated risk details in the chosen corner. Adjust inputs or reset as needed. Notes: NQ tick value is $5.00 (NQ_MULTIPLIER = 5.0), and MNQ tick value is $0.50 (MNQ_MULTIPLIER = 0.5). Ideal for traders planning risk based on measured price ranges, such as support/resistance zones.
Indicatore Pine Script®
di OpitaMaster