Growthx 365📌 GrowthX 365 — Adaptive Crypto Strategy
GrowthX 365 is a precision-built Pine Script strategy designed for crypto traders who want hands-off, high-frequency execution with clear, consistent logic.
It adapts dynamically to market volatility using multi-timeframe filters and manages exits with a smart 3-tier take-profit and stop-loss system.
Built for automation, GrowthX 365 helps eliminate emotional decision-making and gives traders a rules-based, 24/7 edge across major crypto pairs.
⚙️ Core Features:
• ✅ Multi-timeframe, non-repainting trend confirmation
• ✅ Configurable TP1 / TP2 / TP3 + Fixed SL
• ✅ Trailing stop & risk-reward tuning supported
• ✅ On-chart labels, trade visuals & stat dashboard
• ✅ Fully compatible with Cornix, WunderTrading, 3Commas bots
• ✅ Works in trending, ranging, and volatile markets
🧪 Strategy Backtest Highlights (May 2025)
🔹 EIGEN/USDT — 15m Timeframe
• Net Return: +318%
• Drawdown: $35 (3.5%)
• Trades: 247
• Win Rate: 49%
📸 Screenshot: ibb.co
🔹 AVAX/USDT — 15m Timeframe
• Net Return: +108%
• Drawdown: $22.5 (2.25%)
• Trades: 115
• Win Rate: 49%
📸 Screenshot: ibb.co
🧪 Backtest settings used:
Capital: $1000 • Risk per trade: $100 • Slippage: 0.1% • Commission: 0.04%
📌 These results reflect one-month performance. Strategy has shown similar behavior across coins like SOL, INJ, and ARB in trending markets.
⚠️ Backtest performance does not guarantee future results. Always validate settings per coin and timeframe.
Access:
This script is invite-only and closed-source.
Please check my profile signature for access details.
Cerca negli script per "scalping"
GrowthX 365📌 GrowthX 365 — Adaptive Crypto Strategy
GrowthX 365 is a precision-built Pine Script strategy designed for crypto traders who want hands-off, high-frequency execution with clear, consistent logic.
It adapts dynamically to market volatility using multi-timeframe filters and manages exits with a smart 3-tier take-profit and stop-loss system.
Built for automation, GrowthX 365 helps eliminate emotional decision-making and gives traders a rules-based, 24/7 edge across major crypto pairs.
⚙️ Core Features:
• ✅ Multi-timeframe, non-repainting trend confirmation
• ✅ Configurable TP1 / TP2 / TP3 + Fixed SL
• ✅ Trailing stop & risk-reward tuning supported
• ✅ On-chart labels, trade visuals & stat dashboard
• ✅ Fully compatible with Cornix, WunderTrading, 3Commas bots
• ✅ Works in trending, ranging, and volatile markets
🧪 Strategy Backtest Highlights (May 2025)
🔹 EIGEN/USDT — 15m Timeframe
• Net Return: +318%
• Drawdown: $35 (3.5%)
• Trades: 247
• Win Rate: 49%
📸 Screenshot: ibb.co
🔹 AVAX/USDT — 15m Timeframe
• Net Return: +108%
• Drawdown: $22.5 (2.25%)
• Trades: 115
• Win Rate: 49%
📸 Screenshot: ibb.co
🧪 Backtest settings used:
Capital: $1000 • Risk per trade: $100 • Slippage: 0.1% • Commission: 0.04%
📌 These results reflect one-month performance. Strategy has shown similar behavior across coins like SOL, INJ, and ARB in trending markets.
⚠️ Backtest performance does not guarantee future results. Always validate settings per coin and timeframe.
Access:
This script is invite-only and closed-source.
Please check my profile signature for access details.
VolatilityGuard Scalper (Sin Restricciones Horarias)(Trend Reversals)
Description:
VolatilityGuard Scalper is a scalping strategy designed to capture retracements in strong trends, optimized for volatile markets such as cryptocurrencies (BTC, ETH), gold (XAU/USD), S&P 500 and DAX 40 futures. It uses a 30-period EMA to identify the trend, retracement zones based on price action, and volume filters (1.2x 30-bar SMA) and spread (maximum 15 pips) to trade only in optimal conditions. With a robust risk management (stop-loss 2x ATR, take-profit 1.8x ATR, trailing stop), it is ideal for intraday traders without time restrictions.
Main Features:
Indicators:
30-period EMA to define up/down trends.
Recoil zones calculated with maximum/minimum of 3 bars.
Above average volume (1.2x 30-bar SMA).
ATR (14) for stop-loss, take-profit and trailing stop.
Maximum spread filter (15 pips).
Tickets:
Buy: Uptrend (price > EMA, EMA going up), price in retracement zone, high volume, acceptable spread.
Sell: Downtrend (price < EMA, EMA going down), price in retracement zone, high volume, acceptable spread.
Risk Management:
Stop-loss: 2x ATR from the entry price.
Take-profit: 1.8x ATR from the entry price.
Trailing stop: 1x ATR with 0.5x ATR offset.
Risk per operation: 0.5% of the capital (adjustable).
Dynamic position size based on ATR and spread.
Markets and Time Frames:
BTC: 2H (86% correct) to 4H (90% correct, recommended)
DAX40:https://www.tradingview.com/x/vGlk1lxG/
FAWAZ CAPITAL Multi-Confluence Scalping SystemFOLLOW THE INDICATOR
Free to use for now
Fawaz Capital
EMA Crossover Strategy (HA + 2 Candle Confirm)Best use for intraday scalping upto 30min timeframe.
Use it with Hikin Ashi candles to spot and hold trades for maximum profits.
PRO Trading: CCI Grid Master### English
**Strategy Name:**
PRO Trading: CCI Grid Master
**Description:**
Modern grid trading strategy combining CCI and RSI indicators with intelligent position management. Features 5-level averaging, adaptive stop loss, and three take profit calculation methods. Optimized for lower timeframes (1-15 minutes) where signals are more frequent - higher timeframes generate fewer trading opportunities.
---
#### 🌟 Concept and Uniqueness
CCI Grid Master stands out with its:
- Confirmed entry signals (2+ for longs, 4+ for shorts)
- Exponential position scaling
- Three TP calculation methods
- Visual grid levels on chart
- Risk-managed approach
*Secret ingredient: Custom indicator periods and specialized false signal filtration system that significantly reduces bad entries.*
Unlike basic grid strategies, it implements:
1. Signal confirmation to reduce false entries
2. Smart volume management
3. Multi-layer capital protection
4. Professional risk controls
---
#### 💰 Value Proposition
- **Beginners**: Clear visualization and simple setup
- **Pros**: Advanced risk management controls
- **Algo Traders**: Consistent logic for automation
- **Risk Managers**: Built-in capital protection
Tested across various market conditions (trend, flat, volatile) with consistent results.
---
#### ⚙️ How It Works
**Signal Generation:**
- CCI + RSI combo with custom periods
- Long: CCI < -100 & RSI < 20
- Short: CCI > 100 & RSI > 80
- Signal confirmation (2+ signals/4 bars for longs, 4+ for shorts)
**Grid Mechanics:**
1. First entry (5% equity default)
2. 5 averaging levels at 1.8% intervals
3. Exponential volume scaling (1.6x multiplier)
**Position Management:**
- 3 TP methods:
1. From First Entry
2. From Average (updated on averaging)
3. Realtime Average
- Adaptive stop loss (80% from avg price)
- Opposite signal closing option
**Visuals:**
- Green/Red line: Average entry price (Green for long, Red for short)
- Blue line: Take profit level
- Purple line: Stop loss
- Gray circles: Averaging levels
---
#### 🛠 Setup & Usage
**Recommended Settings:**
```ini
First Entry %: 5.0
Volume Multiplier: 1.6
Grid Step: 1.8%
Profit Target: 1.0%
Stop Loss: 80%
```
**Timeframe Note:**
Optimal performance on 1-15 min charts. Higher timeframes (1H+) may generate fewer signals but offer higher reliability.
**Customization:**
- Conservative:
- Lower First Entry % (2-3%)
- Increase Stop Loss (100-120%)
- Use "Realtime Average" TP
- Aggressive:
- Increase Volume Multiplier (1.8-2.0)
- Reduce Grid Step (1.0-1.5%)
- Use "From First Entry" TP
---
#### ❓ FAQ
**Q:** Why 4 signals for shorts?
**A:** Our proprietary filtration system requires stronger confirmation for short entries to avoid false signals in volatile markets.
**Q:** How to choose TP method?
**A:**
- First Entry: Strong trends
- From Average: Balanced approach
- Realtime: Volatile/range-bound markets
**Q:** Why exponential volume scaling?
**A:** Mathematical approach to lower average entry price while controlling risk exposure.
**Q:** Crypto compatibility?
**A:** Excellent for volatile assets (BTC, ETH, LTC).
---
#### ⚠️ Risk Warning
1. Grid strategies carry higher risk - use risk capital only
2. Always backtest before live trading
3. Minimum account: $1000+ for proper scaling
4. Avoid low-liquidity instruments
5. Never risk >5% per trade
---
#### 💡 Conclusion
PRO Trading: CCI Grid Master delivers professional-grade trading with visual clarity and advanced risk management. Perfect for traders seeking systematic approaches in any market.
*Happy Trading with PRO Trading!*
**Default Settings:**
Optimized for 1-15min timeframes. For daily charts, increase grid step to 2.5%. For crypto, reduce grid step to 1.5% and increase stop loss to 100%.
### Русское описание (Russian Description)
**Название стратегии:**
PRO Trading: CCI Grid Master
**Описание:**
Современная сеточная стратегия, сочетающая индикаторы CCI и RSI с интеллектуальным управлением позицией. Особенности: 5 уровней усреднения, адаптивный стоп-лосс и три метода расчета тейк-профита. Оптимизирована для младших таймфреймов (1-15 минут) с более частыми сигналами - на старших таймфреймах торговых возможностей меньше.
---
#### 🌟 Концепция и уникальность
CCI Grid Master выделяется:
- Подтвержденными сигналами входа (2+ для лонга, 4+ для шорта)
- Экспоненциальным наращиванием позиции
- Тремя методами расчета TP
- Визуализацией уровней сетки
- Профессиональным управлением рисками
*Секретный ингредиент: Кастомные периоды индикаторов и специальная система фильтрации ложных сигналов, значительно снижающая неверные входы.*
В отличие от простых сеточных стратегий:
1. Фильтрация сигналов снижает ложные входы
2. Умное управление объемом позиций
3. Многоуровневая защита капитала
4. Профессиональный контроль рисков
---
#### 💰 Ценность
- **Новичкам**: Простота настройки и визуализация
- **Профи**: Гибкое управление рисками
- **Алготрейдерам**: Стабильная логика для автоматизации
- **Риск-менеджерам**: Встроенная защита депозита
Протестирована в различных рыночных условиях с устойчивыми результатами.
---
#### ⚙️ Как работает
**Генерация сигналов:**
- Комбинация CCI + RSI с кастомными периодами
- Лонг: CCI < -100 и RSI < 20
- Шорт: CCI > 100 и RSI > 80
- Подтверждение сигнала (2+ сигнала за 4 бара для лонга, 4+ для шорта)
**Механика сетки:**
1. Первый вход (5% от депозита)
2. 5 уровней усреднения с шагом 1.8%
3. Экспоненциальное увеличение объема (множитель 1.6х)
**Управление позицией:**
- 3 метода TP:
1. От первого входа
2. От средней цены (обновляется при усреднении)
3. От текущей средней цены (реалтайм)
- Адаптивный стоп-лосс (80% от средней цены)
- Опция закрытия при противоположном сигнале
**Визуализация:**
- Зеленая/Красная линия: Средняя цена входа (Зеленая для лонга, Красная для шорта)
- Синяя линия: Уровень тейк-профита
- Фиолетовая линия: Стоп-лосс
- Серые кружки: Уровни для усреднения
---
#### 🛠 Настройка и использование
**Рекомендуемые параметры:**
```
Процент первого входа: 5.0
Множитель объема: 1.6
Шаг сетки: 1.8%
Цель прибыли: 1.0%
Стоп-лосс: 80%
```
**Примечание по таймфреймам:**
Лучшие результаты на таймфреймах 1-15 минут. На старших таймфреймах (1H+) сигналов меньше, но выше надежность.
**Кастомизация:**
- Консервативно:
- Уменьшить процент входа (2-3%)
- Увеличить стоп-лосс (100-120%)
- Использовать "Realtime Average" TP
- Агрессивно:
- Увеличить множитель объема (1.8-2.0)
- Уменьшить шаг сетки (1.0-1.5%)
- Использовать "From First Entry" TP
---
#### ❓ FAQ
**В:** Почему для шорта нужно 4 сигнала?
**О:** Наша система фильтрации требует более сильного подтверждения для шортовых входов, чтобы избежать ложных сигналов на волатильном рынке.
**В:** Как выбрать метод TP?
**О:**
- От первого входа: Сильные тренды
- От средней цены: Сбалансированный подход
- Realtime Average: Волатильные/боковые рынки
**В:** Зачем экспоненциальное увеличение объема?
**О:** Математический подход к снижению средней цены входа при контроле риска.
**В:** Подходит для крипторынка?
**О:** Отлично работает на волатильных активах (BTC, ETH, LTC).
---
#### ⚠️ Предупреждение о рисках
1. Сеточные стратегии несут повышенный риск - используйте только риск-капитал
2. Всегда тестируйте на исторических данных
3. Минимальный депозит: $1000+
4. Избегайте низколиквидных активов
5. Риск на сделку не должен превышать 5%
---
#### 💡 Заключение
PRO Trading: CCI Grid Master - профессиональный инструмент с продвинутым управлением рисками. Идеально подходит для системной торговли на любом рынке.
*Удачных торгов с PRO Trading!*
---
**Параметры по умолчанию:**
Оптимизированы для таймфреймов 1-15 мин. Для дневных графиков увеличьте шаг сетки до 2.5%. Для крипторынка уменьшите шаг до 1.5% и увеличьте стоп-лосс до 100%.
Indicador Trader ProIndicator designed to generate alerts when the price is highly overbought or oversold.
It works very well for swing trading on the H4 timeframe, and provides strong signals for scalping on M15.
The ideal setup is to wait for a confirmed buy signal and then monitor for a Break of Structure (BOS) on M15. This helps ensure better entries and avoids taking trades without proper price action confirmation of a trend reversal.
استراتيجة المتوسطات PROF
🧠 Strategy Name: "استراتيجية المتوسطات PROF" (Moving Averages PROF Strategy)
📌 Description:
"استراتيجية المتوسطات PROF" is a flexible and customizable moving average crossover strategy designed for traders who want full control over how signals are generated. Whether you're a beginner or a professional, this tool adapts to your style.
⚙️ Features:
✅ Selectable Moving Average Types:
SMA (Simple)
EMA (Exponential)
WMA (Weighted)
VWMA (Volume-Weighted)
HMA (Hull Moving Average)
✅ Selectable Price Source:
Close
Open
High
Low
✅ Confirmation Candles:
Define how many candles the price must stay above or below the MA before a trade is triggered.
📈 How It Works:
Buy Entry: When the price stays above the selected MA for a set number of candles.
Sell Entry: When the price stays below the selected MA for the same number of candles.
🧪 Use Cases:
Use it for manual chart analysis or integrate it into automated strategies. You can also expand it with stop loss, take profit, or time filters.
💬 Notes:
Clean and editable Pine Script code.
Arabic-friendly interface for regional traders.
Ideal for both scalping and swing trading.
✨ Want More Features?
Let me know in the comments if you'd like:
Stop Loss & Take Profit
Time/session filters
Visual buy/sell signals
🔖 Short Summary (for TradingView listing):
A flexible moving average crossover strategy with full customization. Choose your MA type, price source, and confirmation logic. Built for professionals — "استراتيجية المتوسطات PROF".
Long/Short/Exit/Risk management Strategy # LongShortExit Strategy Documentation
## Overview
The LongShortExit strategy is a versatile trading system for TradingView that provides complete control over entry, exit, and risk management parameters. It features a sophisticated framework for managing long and short positions with customizable profit targets, stop-loss mechanisms, partial profit-taking, and trailing stops. The strategy can be enhanced with continuous position signals for visual feedback on the current trading state.
## Key Features
### General Settings
- **Trading Direction**: Choose to trade long positions only, short positions only, or both.
- **Max Trades Per Day**: Limit the number of trades per day to prevent overtrading.
- **Bars Between Trades**: Enforce a minimum number of bars between consecutive trades.
### Session Management
- **Session Control**: Restrict trading to specific times of the day.
- **Time Zone**: Specify the time zone for session calculations.
- **Expiration**: Optionally set a date when the strategy should stop executing.
### Contract Settings
- **Contract Type**: Select from common futures contracts (MNQ, MES, NQ, ES) or custom values.
- **Point Value**: Define the dollar value per point movement.
- **Tick Size**: Set the minimum price movement for accurate calculations.
### Visual Signals
- **Continuous Position Signals**: Implement 0 to 1 visual signals to track position states.
- **Signal Plotting**: Customize color and appearance of position signals.
- **Clear Visual Feedback**: Instantly see when entry conditions are triggered.
### Risk Management
#### Stop Loss and Take Profit
- **Risk Type**: Choose between percentage-based, ATR-based, or points-based risk management.
- **Percentage Mode**: Set SL/TP as a percentage of entry price.
- **ATR Mode**: Set SL/TP as a multiple of the Average True Range.
- **Points Mode**: Set SL/TP as a fixed number of points from entry.
#### Advanced Exit Features
- **Break-Even**: Automatically move stop-loss to break-even after reaching specified profit threshold.
- **Trailing Stop**: Implement a trailing stop-loss that follows price movement at a defined distance.
- **Partial Profit Taking**: Take partial profits at predetermined price levels:
- Set first partial exit point and percentage of position to close
- Set second partial exit point and percentage of position to close
- **Time-Based Exit**: Automatically exit a position after a specified number of bars.
#### Win/Loss Streak Management
- **Streak Cutoff**: Automatically pause trading after a series of consecutive wins or losses.
- **Daily Reset**: Option to reset streak counters at the start of each day.
### Entry Conditions
- **Source and Value**: Define the exact price source and value that triggers entries.
- **Equals Condition**: Entry signals occur when the source exactly matches the specified value.
### Performance Analytics
- **Real-Time Stats**: Track important performance metrics like win rate, P&L, and largest wins/losses.
- **Visual Feedback**: On-chart markers for entries, exits, and important events.
### External Integration
- **Webhook Support**: Compatible with TradingView's webhook alerts for automated trading.
- **Cross-Platform**: Connect to external trading systems and notification platforms.
- **Custom Order Execution**: Implement advanced order flows through external services.
## How to Use
### Setup Instructions
1. Add the script to your TradingView chart.
2. Configure the general settings based on your trading preferences.
3. Set session trading hours if you only want to trade specific times.
4. Select your contract specifications or customize for your instrument.
5. Configure risk parameters:
- Choose your preferred risk management approach
- Set appropriate stop-loss and take-profit levels
- Enable advanced features like break-even, trailing stops, or partial profit taking as needed
6. Define entry conditions:
- Select the price source (such as close, open, high, or an indicator)
- Set the specific value that should trigger entries
### Entry Condition Examples
- **Example 1**: To enter when price closes exactly at a whole number:
- Long Source: close
- Long Value: 4200 (for instance, to enter when price closes exactly at 4200)
- **Example 2**: To enter when an indicator reaches a specific value:
- Long Source: ta.rsi(close, 14)
- Long Value: 30 (triggers when RSI equals exactly 30)
### Best Practices
1. **Always backtest thoroughly** before using in live trading.
2. **Start with conservative risk settings**:
- Small position sizes
- Reasonable stop-loss distances
- Limited trades per day
3. **Monitor and adjust**:
- Use the performance table to track results
- Adjust parameters based on how the strategy performs
4. **Consider market volatility**:
- Use ATR-based stops during volatile periods
- Use fixed points during stable markets
## Continuous Position Signals Implementation
The LongShortExit strategy can be enhanced with continuous position signals to provide visual feedback about the current position state. These signals can help you track when the strategy is in a long or short position.
### Adding Continuous Position Signals
Add the following code to implement continuous position signals (0 to 1):
```pine
// Continuous position signals (0 to 1)
var float longSignal = 0.0
var float shortSignal = 0.0
// Update position signals based on your indicator's conditions
longSignal := longCondition ? 1.0 : 0.0
shortSignal := shortCondition ? 1.0 : 0.0
// Plot continuous signals
plot(longSignal, title="Long Signal", color=#00FF00, linewidth=2, transp=0, style=plot.style_line)
plot(shortSignal, title="Short Signal", color=#FF0000, linewidth=2, transp=0, style=plot.style_line)
```
### Benefits of Continuous Position Signals
- Provides clear visual feedback of current position state (long/short)
- Signal values stay consistent (0 or 1) until condition changes
- Can be used for additional calculations or alert conditions
- Makes it easier to track when entry conditions are triggered
### Using with Custom Indicators
You can adapt the continuous position signals to work with any custom indicator by replacing the condition with your indicator's logic:
```pine
// Example with moving average crossover
longSignal := fastMA > slowMA ? 1.0 : 0.0
shortSignal := fastMA < slowMA ? 1.0 : 0.0
```
## Webhook Integration
The LongShortExit strategy is fully compatible with TradingView's webhook alerts, allowing you to connect your strategy to external trading platforms, brokers, or custom applications for automated trading execution.
### Setting Up Webhooks
1. Create an alert on your chart with the LongShortExit strategy
2. Enable the "Webhook URL" option in the alert dialog
3. Enter your webhook endpoint URL (from your broker or custom trading system)
4. Customize the alert message with relevant information using TradingView variables
### Webhook Message Format Example
```json
{
"strategy": "LongShortExit",
"action": "{{strategy.order.action}}",
"price": "{{strategy.order.price}}",
"quantity": "{{strategy.position_size}}",
"time": "{{time}}",
"ticker": "{{ticker}}",
"position_size": "{{strategy.position_size}}",
"position_value": "{{strategy.position_value}}",
"order_id": "{{strategy.order.id}}",
"order_comment": "{{strategy.order.comment}}"
}
```
### TradingView Alert Condition Examples
For effective webhook automation, set up these alert conditions:
#### Entry Alert
```
{{strategy.position_size}} != {{strategy.position_size}}
```
#### Exit Alert
```
{{strategy.position_size}} < {{strategy.position_size}} or {{strategy.position_size}} > {{strategy.position_size}}
```
#### Partial Take Profit Alert
```
strategy.order.comment contains "Partial TP"
```
### Benefits of Webhook Integration
- **Automated Trading**: Execute trades automatically through supported brokers
- **Cross-Platform**: Connect to custom trading bots and applications
- **Real-Time Notifications**: Receive trade signals on external platforms
- **Data Collection**: Log trade data for further analysis
- **Custom Order Management**: Implement advanced order types not available in TradingView
### Compatible External Applications
- Trading bots and algorithmic trading software
- Custom order execution systems
- Discord, Telegram, or Slack notification systems
- Trade journaling applications
- Risk management platforms
### Implementation Recommendations
- Test webhook delivery using a free service like webhook.site before connecting to your actual trading system
- Include authentication tokens or API keys in your webhook URL or payload when required by your external service
- Consider implementing confirmation mechanisms to verify trade execution
- Log all webhook activities for troubleshooting and performance tracking
## Strategy Customization Tips
### For Scalping
- Set smaller profit targets (1-3 points)
- Use tighter stop-losses
- Enable break-even feature after small profit
- Set higher max trades per day
### For Day Trading
- Use moderate profit targets
- Implement partial profit taking
- Enable trailing stops
- Set reasonable session trading hours
### For Swing Trading
- Use longer-term charts
- Set wider stops (ATR-based often works well)
- Use higher profit targets
- Disable daily streak reset
## Common Troubleshooting
### Low Win Rate
- Consider widening stop-losses
- Verify that entry conditions aren't triggering too frequently
- Check if the equals condition is too restrictive; consider small tolerances
### Missing Obvious Trades
- The equals condition is extremely precise. Price must exactly match the specified value.
- Consider using floating-point precision for more reliable triggers
### Frequent Stop-Outs
- Try ATR-based stops instead of fixed points
- Increase the stop-loss distance
- Enable break-even feature to protect profits
## Important Notes
- The exact equals condition is strict and may result in fewer trade signals compared to other conditions.
- For instruments with decimal prices, exact equality might be rare. Consider the precision of your value.
- Break-even and trailing stop calculations are based on points, not percentage.
- Partial take-profit levels are defined in points distance from entry.
- The continuous position signals (0 to 1) provide valuable visual feedback but don't affect the strategy's trading logic directly.
- When implementing continuous signals, ensure they're aligned with the actual entry conditions used by the strategy.
---
*This strategy is for educational and informational purposes only. Always test thoroughly before using with real funds.*
Anomalous Holonomy Field Theory🌌 Anomalous Holonomy Field Theory (AHFT) - Revolutionary Quantum Market Analysis
Where Theoretical Physics Meets Trading Reality
A Groundbreaking Synthesis of Differential Geometry, Quantum Field Theory, and Market Dynamics
🔬 THEORETICAL FOUNDATION - THE MATHEMATICS OF MARKET REALITY
The Anomalous Holonomy Field Theory represents an unprecedented fusion of advanced mathematical physics with practical market analysis. This isn't merely another indicator repackaging old concepts - it's a fundamentally new lens through which to view and understand market structure .
1. HOLONOMY GROUPS (Differential Geometry)
In differential geometry, holonomy measures how vectors change when parallel transported around closed loops in curved space. Applied to markets:
Mathematical Formula:
H = P exp(∮_C A_μ dx^μ)
Where:
P = Path ordering operator
A_μ = Market connection (price-volume gauge field)
C = Closed price path
Market Implementation:
The holonomy calculation measures how price "remembers" its journey through market space. When price returns to a previous level, the holonomy captures what has changed in the market's internal geometry. This reveals:
Hidden curvature in the market manifold
Topological obstructions to arbitrage
Geometric phase accumulated during price cycles
2. ANOMALY DETECTION (Quantum Field Theory)
Drawing from the Adler-Bell-Jackiw anomaly in quantum field theory:
Mathematical Formula:
∂_μ j^μ = (e²/16π²)F_μν F̃^μν
Where:
j^μ = Market current (order flow)
F_μν = Field strength tensor (volatility structure)
F̃^μν = Dual field strength
Market Application:
Anomalies represent symmetry breaking in market structure - moments when normal patterns fail and extraordinary opportunities arise. The system detects:
Spontaneous symmetry breaking (trend reversals)
Vacuum fluctuations (volatility clusters)
Non-perturbative effects (market crashes/melt-ups)
3. GAUGE THEORY (Theoretical Physics)
Markets exhibit gauge invariance - the fundamental physics remains unchanged under certain transformations:
Mathematical Formula:
A'_μ = A_μ + ∂_μΛ
This ensures our signals are gauge-invariant observables , immune to arbitrary market "coordinate changes" like gaps or reference point shifts.
4. TOPOLOGICAL DATA ANALYSIS
Using persistent homology and Morse theory:
Mathematical Formula:
β_k = dim(H_k(X))
Where β_k are the Betti numbers describing topological features that persist across scales.
🎯 REVOLUTIONARY SIGNAL CONFIGURATION
Signal Sensitivity (0.5-12.0, default 2.5)
Controls the responsiveness of holonomy field calculations to market conditions. This parameter directly affects the threshold for detecting quantum phase transitions in price action.
Optimization by Timeframe:
Scalping (1-5min): 1.5-3.0 for rapid signal generation
Day Trading (15min-1H): 2.5-5.0 for balanced sensitivity
Swing Trading (4H-1D): 5.0-8.0 for high-quality signals only
Score Amplifier (10-200, default 50)
Scales the raw holonomy field strength to produce meaningful signal values. Higher values amplify weak signals in low-volatility environments.
Signal Confirmation Toggle
When enabled, enforces additional technical filters (EMA and RSI alignment) to reduce false positives. Essential for conservative strategies.
Minimum Bars Between Signals (1-20, default 5)
Prevents overtrading by enforcing quantum decoherence time between signals. Higher values reduce whipsaws in choppy markets.
👑 ELITE EXECUTION SYSTEM
Execution Modes:
Conservative Mode:
Stricter signal criteria
Higher quality thresholds
Ideal for stable market conditions
Adaptive Mode:
Self-adjusting parameters
Balances signal frequency with quality
Recommended for most traders
Aggressive Mode:
Maximum signal sensitivity
Captures rapid market moves
Best for experienced traders in volatile conditions
Dynamic Position Sizing:
When enabled, the system scales position size based on:
Holonomy field strength
Current volatility regime
Recent performance metrics
Advanced Exit Management:
Implements trailing stops based on ATR and signal strength, with mode-specific multipliers for optimal profit capture.
🧠 ADAPTIVE INTELLIGENCE ENGINE
Self-Learning System:
The strategy analyzes recent trade outcomes and adjusts:
Risk multipliers based on win/loss ratios
Signal weights according to performance
Market regime detection for environmental adaptation
Learning Speed (0.05-0.3):
Controls adaptation rate. Higher values = faster learning but potentially unstable. Lower values = stable but slower adaptation.
Performance Window (20-100 trades):
Number of recent trades analyzed for adaptation. Longer windows provide stability, shorter windows increase responsiveness.
🎨 REVOLUTIONARY VISUAL SYSTEM
1. Holonomy Field Visualization
What it shows: Multi-layer quantum field bands representing market resonance zones
How to interpret:
Blue/Purple bands = Primary holonomy field (strongest resonance)
Band width = Field strength and volatility
Price within bands = Normal quantum state
Price breaking bands = Quantum phase transition
Trading application: Trade reversals at band extremes, breakouts on band violations with strong signals.
2. Quantum Portals
What they show: Entry signals with recursive depth patterns indicating momentum strength
How to interpret:
Upward triangles with portals = Long entry signals
Downward triangles with portals = Short entry signals
Portal depth = Signal strength and expected momentum
Color intensity = Probability of success
Trading application: Enter on portal appearance, with size proportional to portal depth.
3. Field Resonance Bands
What they show: Fibonacci-based harmonic price zones where quantum resonance occurs
How to interpret:
Dotted circles = Minor resonance levels
Solid circles = Major resonance levels
Color coding = Resonance strength
Trading application: Use as dynamic support/resistance, expect reactions at resonance zones.
4. Anomaly Detection Grid
What it shows: Fractal-based support/resistance with anomaly strength calculations
How to interpret:
Triple-layer lines = Major fractal levels with high anomaly probability
Labels show: Period (H8-H55), Price, and Anomaly strength (φ)
⚡ symbol = Extreme anomaly detected
● symbol = Strong anomaly
○ symbol = Normal conditions
Trading application: Expect major moves when price approaches high anomaly levels. Use for precise entry/exit timing.
5. Phase Space Flow
What it shows: Background heatmap revealing market topology and energy
How to interpret:
Dark background = Low market energy, range-bound
Purple glow = Building energy, trend developing
Bright intensity = High energy, strong directional move
Trading application: Trade aggressively in bright phases, reduce activity in dark phases.
📊 PROFESSIONAL DASHBOARD METRICS
Holonomy Field Strength (-100 to +100)
What it measures: The Wilson loop integral around price paths
>70: Strong positive curvature (bullish vortex)
<-70: Strong negative curvature (bearish collapse)
Near 0: Flat connection (range-bound)
Anomaly Level (0-100%)
What it measures: Quantum vacuum expectation deviation
>70%: Major anomaly (phase transition imminent)
30-70%: Moderate anomaly (elevated volatility)
<30%: Normal quantum fluctuations
Quantum State (-1, 0, +1)
What it measures: Market wave function collapse
+1: Bullish eigenstate |↑⟩
0: Superposition (uncertain)
-1: Bearish eigenstate |↓⟩
Signal Quality Ratings
LEGENDARY: All quantum fields aligned, maximum probability
EXCEPTIONAL: Strong holonomy with anomaly confirmation
STRONG: Good field strength, moderate anomaly
MODERATE: Decent signals, some uncertainty
WEAK: Minimal edge, high quantum noise
Performance Metrics
Win Rate: Rolling performance with emoji indicators
Daily P&L: Real-time profit tracking
Adaptive Risk: Current risk multiplier status
Market Regime: Bull/Bear classification
🏆 WHY THIS CHANGES EVERYTHING
Traditional technical analysis operates on 100-year-old principles - moving averages, support/resistance, and pattern recognition. These work because many traders use them, creating self-fulfilling prophecies.
AHFT transcends this limitation by analyzing markets through the lens of fundamental physics:
Markets have geometry - The holonomy calculations reveal this hidden structure
Price has memory - The geometric phase captures path-dependent effects
Anomalies are predictable - Quantum field theory identifies symmetry breaking
Everything is connected - Gauge theory unifies disparate market phenomena
This isn't just a new indicator - it's a new way of thinking about markets . Just as Einstein's relativity revolutionized physics beyond Newton's mechanics, AHFT revolutionizes technical analysis beyond traditional methods.
🔧 OPTIMAL SETTINGS FOR MNQ 10-MINUTE
For the Micro E-mini Nasdaq-100 on 10-minute timeframe:
Signal Sensitivity: 2.5-3.5
Score Amplifier: 50-70
Execution Mode: Adaptive
Min Bars Between: 3-5
Theme: Quantum Nebula or Dark Matter
💭 THE JOURNEY - FROM IMPOSSIBLE THEORY TO TRADING REALITY
Creating AHFT was a mathematical odyssey that pushed the boundaries of what's possible in Pine Script. The journey began with a seemingly impossible question: Could the profound mathematical structures of theoretical physics be translated into practical trading tools?
The Theoretical Challenge:
Months were spent diving deep into differential geometry textbooks, studying the works of Chern, Simons, and Witten. The mathematics of holonomy groups and gauge theory had never been applied to financial markets. Translating abstract mathematical concepts like parallel transport and fiber bundles into discrete price calculations required novel approaches and countless failed attempts.
The Computational Nightmare:
Pine Script wasn't designed for quantum field theory calculations. Implementing the Wilson loop integral, managing complex array structures for anomaly detection, and maintaining computational efficiency while calculating geometric phases pushed the language to its limits. There were moments when the entire project seemed impossible - the script would timeout, produce nonsensical results, or simply refuse to compile.
The Breakthrough Moments:
After countless sleepless nights and thousands of lines of code, breakthrough came through elegant simplifications. The realization that market anomalies follow patterns similar to quantum vacuum fluctuations led to the revolutionary anomaly detection system. The discovery that price paths exhibit holonomic memory unlocked the geometric phase calculations.
The Visual Revolution:
Creating visualizations that could represent 4-dimensional quantum fields on a 2D chart required innovative approaches. The multi-layer holonomy field, recursive quantum portals, and phase space flow representations went through dozens of iterations before achieving the perfect balance of beauty and functionality.
The Balancing Act:
Perhaps the greatest challenge was maintaining mathematical rigor while ensuring practical trading utility. Every formula had to be both theoretically sound and computationally efficient. Every visual had to be both aesthetically pleasing and information-rich.
The result is more than a strategy - it's a synthesis of pure mathematics and market reality that reveals the hidden order within apparent chaos.
📚 INTEGRATED DOCUMENTATION
Once applied to your chart, AHFT includes comprehensive tooltips on every input parameter. The source code contains detailed explanations of the mathematical theory, practical applications, and optimization guidelines. This published description provides the overview - the indicator itself is a complete educational resource.
⚠️ RISK DISCLAIMER
While AHFT employs advanced mathematical models derived from theoretical physics, markets remain inherently unpredictable. No mathematical model, regardless of sophistication, can guarantee future results. This strategy uses realistic commission ($0.62 per contract) and slippage (1 tick) in all calculations. Past performance does not guarantee future results. Always use appropriate risk management and never risk more than you can afford to lose.
🌟 CONCLUSION
The Anomalous Holonomy Field Theory represents a quantum leap in technical analysis - literally. By applying the profound insights of differential geometry, quantum field theory, and gauge theory to market analysis, AHFT reveals structure and opportunities invisible to traditional methods.
From the holonomy calculations that capture market memory to the anomaly detection that identifies phase transitions, from the adaptive intelligence that learns and evolves to the stunning visualizations that make the invisible visible, every component works in mathematical harmony.
This is more than a trading strategy. It's a new lens through which to view market reality.
Trade with the precision of physics. Trade with the power of mathematics. Trade with AHFT.
I hope this serves as a good replacement for Quantum Edge Pro - Adaptive AI until I'm able to fix it.
— Dskyz, Trade with insight. Trade with anticipation.
Multi-Timeframe Wolfe Wave StrategyThis invite-only strategy implements an advanced multi-timeframe Wolfe Wave pattern recognition system specifically designed for institutional-grade algorithmic trading environments.
**Core Mathematical Framework:**
The strategy employs sophisticated mathematical calculations across 10 distinct timeframes (377, 233, 144, 89, 55, 34, 21, 13, 8, 5 periods), utilizing Elliott Wave ratio theory combined with proprietary algorithmic enhancements. Unlike standard Wolfe Wave implementations that rely on visual pattern recognition, this system uses quantitative analysis to identify precise entry and exit points.
**Technical Implementation:**
• **Pattern Detection Algorithm:** Calculates price relationships using configurable ratio sets including Fibonacci sequences, Elliott Wave ratios, Golden Ratio, Harmonic Patterns, Pi-based calculations, and custom mathematical progressions
• **Multi-Timeframe Confluence:** Simultaneously analyzes patterns across all timeframes to ensure signal reliability and reduce false positives
• **Dynamic Target Calculation:** Employs advanced mathematical modeling to project optimal profit targets based on historical price behavior and pattern completion theory
• **Risk Management Engine:** Implements position-based stop losses calculated as percentages of target profits, with liquidation price monitoring for leveraged positions
**Originality and Innovation:**
This implementation differs significantly from traditional Wolfe Wave indicators through several key innovations:
1. **Algorithmic Pattern Validation:** Uses mathematical confirmation across multiple timeframes rather than subjective visual analysis
2. **Adaptive Ratio Selection:** Offers 24 different ratio calculation methods, allowing optimization for various market conditions
3. **Institutional Integration:** Features comprehensive webhook messaging for automated execution via external trading systems
4. **Advanced Position Management:** Includes sophisticated position sizing controls with maximum concurrent position limits
**Strategy Logic:**
For bullish conditions, the algorithm identifies when price action meets specific mathematical criteria:
- Point validation through ratio analysis between swing highs/lows
- Confluence confirmation across multiple timeframes
- Minimum profit threshold filtering to ensure trade quality
- Dynamic stop-loss positioning based on pattern geometry
The mathematical approach uses proprietary calculations that extend beyond traditional Fibonacci levels, incorporating elements from chaos theory, fractal geometry, and advanced statistical analysis.
**Risk Management Features:**
• Configurable stop-loss percentages relative to profit targets
• Maximum position limits to control portfolio exposure
• Liquidation price monitoring for margin trading
• Time-based filtering options for market session control
• Minimum profit threshold settings to filter low-quality signals
**Intended Markets and Conditions:**
Optimized for cryptocurrency markets with high volatility and sufficient liquidity. Works effectively in trending and ranging market conditions due to its multi-timeframe approach. Best suited for assets with clear swing structure and adequate price movement.
**Performance Characteristics:**
The strategy is designed for active trading with frequent position entries across multiple timeframes. Position holding periods vary from short-term scalping to medium-term swing trading depending on pattern completion timeframes.
**Technical Requirements:**
Requires understanding of advanced pattern recognition theory, risk management principles, and algorithmic trading concepts. Users should be familiar with Wolfe Wave methodology and Elliott Wave theory fundamentals.
NY Opening Range Breakout - MA StopCore Concept
This strategy trades breakouts from the New York opening range (9:30-9:45 AM NY time) on intraday timeframes, designed for scalping and day trading.
Setup Requirements
Timeframe: Works on any timeframe under 15 minutes (1m, 2m, 3m, 5m, 10m)
Session: New York market hours
Range Period: 9:30-9:45 AM NY time (15-minute opening range)
Entry Rules
Long Entries:
Wait for a candle to close above the opening range high
Enter long on the next candle (before 12:00 PM NY time)
Must be above moving average if using MA-based take profit
Short Entries:
Wait for a candle to close below the opening range low
Enter short on the next candle (before 12:00 PM NY time)
Must be below moving average if using MA-based take profit
Risk Management
Stop Loss:
Long trades: Opening range low
Short trades: Opening range high
Take Profit Options:
Fixed Risk Reward: 1.5x the range size (customizable ratio)
Moving Average: Exit when price crosses back through MA
Both: Whichever comes first
Key Features
Trade Direction Options:
Long Only
Short Only
Both directions
Moving Average Filter:
Prevents entries that would immediately hit stop loss
Uses EMA/SMA/WMA/VWMA with customizable length
Acts as dynamic support/resistance
Time Restrictions:
No entries after 12:00 PM NY time (customizable cutoff)
One trade per direction per day
Daily reset of all variables
Visual Elements
Red/green lines showing opening range
Purple line for moving average
Entry and breakout signals with shapes
Take profit and stop loss levels plotted
Information table with current status
Strategy Logic Flow
Morning: Capture 9:30-9:45 range high/low
Wait: Monitor for breakout (previous candle close outside range)
Filter: Check MA condition if using MA-based exits
Enter: Trade on next candle after breakout
Manage: Exit at fixed TP, MA cross, or stop loss
Reset: Start fresh next trading day
This is a momentum-based breakout strategy that capitalizes on early market volatility while using the opening range as natural support/resistance levels.
SOXL Trend Surge v3.0.2 – Profit-Only RunnerSOXL Trend Surge v3.0.2 – Profit-Only Runner
This is a trend-following strategy built for leveraged ETFs like SOXL, designed to ride high-momentum waves with minimal interference. Unlike most short-term scalping scripts, this model allows trades to develop over multiple days to even several months, capitalizing on the full power of extended directional moves — all without using a stop-loss.
🔍 How It Works
Entry Logic:
Price is above the 200 EMA (long-term trend confirmation)
Supertrend is bullish (momentum confirmation)
ATR is rising (volatility expansion)
Volume is above its 20-bar average (liquidity filter)
Price is outside a small buffer zone from the 200 EMA (to avoid whipsaws)
Trades are restricted to market hours only (9 AM to 2 PM EST)
Cooldown of 15 bars after each exit to prevent overtrading
Exit Strategy:
Takes partial profit at +2× ATR if held for at least 2 bars
Rides the remaining position with a trailing stop at 1.5× ATR
No hard stop-loss — giving space for volatile pullbacks
⚙️ Strategy Settings
Initial Capital: $500
Risk per Trade: 100% of equity (fully allocated per entry)
Commission: 0.1%
Slippage: 1 tick
Recalculate after order is filled
Fill orders on bar close
Timeframe Optimized For: 45-minute chart
These parameters simulate an aggressive, high-volatility trading model meant for forward-testing compounding potential under realistic trading costs.
✅ What Makes This Unique
No stop-loss = fewer premature exits
Partial profit-taking helps lock in early wins
Trailing logic gives room to ride large multi-week moves
Uses strict filters (volume, ATR, EMA bias) to enter only during high-probability windows
Ideal for leveraged ETF swing or position traders looking to hold longer than the typical intraday or 2–3 day strategies
⚠️ Important Note
This is a high-risk, high-reward strategy meant for educational and testing purposes. Without a stop-loss, trades can experience deep drawdowns that may take weeks or even months to recover. Always test thoroughly and adjust position sizing to suit your risk tolerance. Past results do not guarantee future returns. Backtest range: May 8, 2020 – May 23, 2025
LANZ Strategy 3.0 [Backtest]🔷 LANZ Strategy 3.0 — Asian Range Fibonacci Scalping Strategy
LANZ Strategy 3.0 is a precision-engineered backtesting tool tailored for intraday traders who rely on the Asian session range to determine directional bias. This strategy implements dynamic Fibonacci projections and strict time-window validation to simulate a clean and disciplined trading environment.
🧠 Core Components:
Asian Range Bias Definition: Direction is established between 01:15–02:15 a.m. NY time based on the candle’s close in relation to the midpoint of the Asian session range (18:00–01:15 NY).
Limit Order Execution: Only one trade is placed daily, using a limit order at the Asian range high (for sells) or low (for buys), between 01:15–08:00 a.m. NY.
Fibonacci-Based TP/SL:
Original Mode: TP = 2.25x range, SL = 0.75x range.
Optimized Mode: TP = 1.95x range, SL = 0.65x range.
No Trade After 08:00 NY: If the limit order is not executed before 08:00 a.m. NY, it is canceled.
Fallback Logic at 02:15 NY: If the market direction misaligns with the setup at 02:15 a.m., the system re-evaluates and can re-issue the order.
End-of-Day Closure: All positions are closed at 15:45 NY if still open.
📊 Backtest-Ready Design:
Entries and exits are executed using strategy.entry() and strategy.exit() functions.
Position size is fixed via capital risk allocation ($100 per trade by default).
Only one position can be active at a time, ensuring controlled risk.
📝 Notes:
This strategy is ideal for assets sensitive to the Asian/London session overlap, such as Forex pairs and indices.
Easily switch between Fibonacci versions using a single dropdown input.
Fully deterministic: all entries are based on pre-defined conditions and time constraints.
👤 Credits:
Strategy developed by rau_u_lanz using Pine Script v6. Built for traders who favor clean sessions, directional clarity, and consistent execution using time-based logic and Fibonacci projections.
Intraday Trading Hit and Run# Strategy Overview
This is a short-term trading system designed for quick entries/exits (intraday). It uses multiple technical indicators to identify momentum trades in the direction of the trend, with built-in risk management through trailing stops.
# Main Components
1. Trend Filter
Uses two EMAs (10-period "fast" blue line and 100-period "slow" red line)
Only trades when:
Long: Price AND fast EMA are above slow EMA
Short: Price AND fast EMA are below slow EMA
2. Main Signal
////Stochastic Oscillator (14-period):
Buy when %K line crosses above %D line
Sell when %K crosses below %D
////Trend Strength Check
Smoothed ADX indicator (5-period EMA of ADX):
Requires ADX value ≥ 25 to confirm strong trend
3. Confirmation using Volume Filter (Optional)
Checks if current volume is 1.5× greater than 20-period average volume
# Entry Rules
A trade is only taken when:
All 3 indicators agree (EMA trend, Stochastic momentum, ADX strength)
Volume filter is satisfied (if enabled)
# Exit Rules
1. Emergency Exit:
Close long if price drops below fast EMA
Close short if price rises above fast EMA
2. Trailing Stop:
Actively protects profits by moving stop-loss:
Maintains 0.1% distance from highest price (longs) or lowest price (shorts)
# Risk Management
Only use 10% of account per trade
Includes 0.04% commission cost in calculations
All trades monitored with trailing stops
# How It Operates
The strategy looks for strong, high-volume momentum moves in the direction of the established trend (as determined by EMAs). It jumps in quickly ("hit") when conditions align, then protects gains with an automatic trailing stop ("run"). Designed for fast markets where trends develop rapidly.
You can use it on 15m, 1h or 4h
REVELATIONS (VoVix - PoC) REVELATIONS (VoVix - POC): True Regime Detection Before the Move
Let’s not sugarcoat it: Most strategies on TradingView are recycled—RSI, MACD, OBV, CCI, Stochastics. They all lag. No matter how many overlays you stack, every one of these “standard” indicators fires after the move is underway. The retail crowd almost always gets in late. That’s never been enough for my team, for DAFE, or for anyone who’s traded enough to know the real edge vanishes by the time the masses react.
How is this different?
REVELATIONS (VoVix - POC) was engineered from raw principle, structured to detect pre-move regime change—before standard technicals even light up. We built, tested, and refined VoVix to answer one hard question:
What if you could see the spike before the trend?
Here’s what sets this system apart, line-by-line:
o True volatility-of-volatility mathematics: It’s not just "ATR of ATR" or noise smoothing. VoVix uses normalized, multi-timeframe v-vol spikes, instantly detecting orderbook stress and "outlier" market events—before the chart shows them as trends.
o Purist regime clustering: Every trade is enabled only during coordinated, multi-filter regime stress. No more signals in meaningless chop.
o Nonlinear entry logic: No trade is ever sent just for a “good enough” condition. Every entry fires only if every requirement is aligned—local extremes, super-spike threshold, regime index, higher timeframe, all must trigger in sync.
o Adaptive position size: Your contracts scale up with event strength. Tiny size during nominal moves, max leverage during true regime breaks—never guesswork, never static exposure.
o All exits governed by regime decay logic: Trades are closed not just on price targets but at the precise moment the market regime exhausts—the hardest part of systemic trading, now solved.
How this destroys the lag:
Standard indicators (RSI, MACD, OBV, CCI, and even most “momentum” overlays) simply tell you what already happened. VoVix triggers as price structure transitions—anyone running these generic scripts will trade behind the move while VoVix gets in as stress emerges. Real alpha comes from anticipation, not confirmation.
The visuals only show what matters:
Top right, you get a live, live quant dashboard—regime index, current position size, real-time performance (Sharpe, Sortino, win rate, and wins). Bottom right: a VoVix "engine bar" that adapts live with regime stress. Everything you see is a direct function of logic driving this edge—no cosmetics, no fake momentum.
Inputs/Signals—explained carefully for clarity:
o ATR Fast Length & ATR Slow Length:
These are the heart of VoVix’s regime sensing. Fast ATR reacts to sharp volatility; Slow ATR is stability baseline. Lower Fast = reacts to every twitch; higher Slow = requires more persistent, “real” regime shifts.
Tip: If you want more signals or faster markets, lower ATR Fast. To eliminate noise, raise ATR Slow.
o ATR StdDev Window: Smoothing for volatility-of-volatility normalization. Lower = more jumpy, higher = only the cleanest spikes trigger.
Tip: Shorten for “jumpy” assets, raise for indices/futures.
o Base Spike Threshold: Think of this as your “minimum event strength.” If the current move isn’t volatile enough (normalized), no signal.
Tip: Higher = only biggest moves matter. Lower for more signals but more potential noise.
o Super Spike Multiplier: The “are you sure?” test—entry only when the current spike is this multiple above local average.
Tip: Raise for ultra-selective/swing-trading; lower for more active style.
Regime & MultiTF:
o Regime Window (Bars):
How many bars to scan for regime cluster “events.” Short for turbo markets, long for big swings/trends only.
o Regime Event Count: Only trade when this many spikes occur within the Regime Window—filters for real stress, not isolated ticks.
Tip: Raise to only ever trade during true breakouts/crashes.
o Local Window for Extremes:
How many bars to check that a spike is a local max.
Tip: Raise to demand only true, “clearest” local regime events; lower for early triggers.
o HTF Confirm:
Higher timeframe regime confirmation (like 45m on an intraday chart). Ensures any event you act on is visible in the broader context.
Tip: Use higher timeframes for only major moves; lower for scalping or fast regimes.
Adaptive Sizing:
o Max Contracts (Adaptive): The largest size your system will ever scale to, even on extreme event.
Tip: Lower for small accounts/conservative risk; raise on big accounts or when you're willing to go big only on outlier events.
o Min Contracts (Adaptive): The “toe-in-the-water.” Smallest possible trade.
Tip: Set as low as your broker/exchange allows for safety, or higher if you want to always have meaningful skin in the game.
Trade Management:
o Stop %: Tightness of your stop-loss relative to entry. Lower for tighter/safer, higher for more breathing room at cost of greater drawdown.
o Take Profit %: How much you'll hold out for on a win. Lower = more scalps. Higher = only run with the best.
o Decay Exit Sensitivity Buffer: Regime index must dip this far below the trading threshold before you exit for “regime decay.”
Tip: 0 = exit as soon as stress fails, higher = exits only on stronger confirmation regime is over.
o Bars Decay Must Persist to Exit: How long must decay be present before system closes—set higher to avoid quick fades and whipsaws.
Backtest Settings
Initial capital: $10,000
Commission: Conservative, realistic roundtrip cost:
15–20 per contract (including slippage per side) I set this to $25
Slippage: 3 ticks per trade
Symbol: CME_MINI:NQ1!
Timeframe: 1 min (but works on all timeframes)
Order size: Adaptive, 1–3 contracts
No pyramiding, no hidden DCA
Why these settings?
These settings are intentionally strict and realistic, reflecting the true costs and risks of live trading. The 10,000 account size is accessible for most retail traders. 25/contract including 3 ticks of slippage are on the high side for NQ, ensuring the strategy is not curve-fit to perfect fills. If it works here, it will work in real conditions.
Tip: Set to 1 for instant regime exit; raise for extra confirmation (less whipsaw risk, exits held longer).
________________________________________
Bottom line: Tune the sensitivity, selectivity, and risk of REVELATIONS by these inputs. Raise thresholds and windows for only the best, most powerful signals (institutional style); lower for activity (scalpers, fast cryptos, signals in constant motion). Sizing is always adaptive—never static or martingale. Exits are always based on both price and regime health. Every input is there for your control, not to sell “complexity.” Use with discipline, and make it your own.
This strategy is not just a technical achievement: It’s a statement about trading smarter, not just more.
* I went back through the code to make sure no the strategy would not suffer from repainting, forward looking, or any frowned upon loopholes.
Disclaimer:
Trading is risky and carries the risk of substantial loss. Do not use funds you aren’t prepared to lose. This is for research and informational purposes only, not financial advice. Backtest, paper trade, and know your risk before going live. Past performance is not a guarantee of future results.
Expect more: We’ll keep pushing the standard, keep evolving the bar until “quant” actually means something in the public code space.
Use with clarity, use with discipline, and always trade your edge.
— Dskyz , for DAFE Trading Systems
Bober XM v2.0# ₿ober XM v2.0 Trading Bot Documentation
**Developer's Note**: While our previous Bot 1.3.1 was removed due to guideline violations, this setback only fueled our determination to create something even better. Rising from this challenge, Bober XM 2.0 emerges not just as an update, but as a complete reimagining with multi-timeframe analysis, enhanced filters, and superior adaptability. This adversity pushed us to innovate further and deliver a strategy that's smarter, more agile, and more powerful than ever before. Challenges create opportunity - welcome to Cryptobeat's finest work yet.
## !!!!You need to tune it for your own pair and timeframe and retune it periodicaly!!!!!
## Overview
The ₿ober XM v2.0 is an advanced dual-channel trading bot with multi-timeframe analysis capabilities. It integrates multiple technical indicators, customizable risk management, and advanced order execution via webhook for automated trading. The bot's distinctive feature is its separate channel systems for long and short positions, allowing for asymmetric trade strategies that adapt to different market conditions across multiple timeframes.
### Key Features
- **Multi-Timeframe Analysis**: Analyze price data across multiple timeframes simultaneously
- **Dual Channel System**: Separate parameter sets for long and short positions
- **Advanced Entry Filters**: RSI, Volatility, Volume, Bollinger Bands, and KEMAD filters
- **Machine Learning Moving Average**: Adaptive prediction-based channels
- **Multiple Entry Strategies**: Breakout, Pullback, and Mean Reversion modes
- **Risk Management**: Customizable stop-loss, take-profit, and trailing stop settings
- **Webhook Integration**: Compatible with external trading bots and platforms
### Strategy Components
| Component | Description |
|---------|-------------|
| **Dual Channel Trading** | Uses either Keltner Channels or Machine Learning Moving Average (MLMA) with separate settings for long and short positions |
| **MLMA Implementation** | Machine learning algorithm that predicts future price movements and creates adaptive bands |
| **Pivot Point SuperTrend** | Trend identification and confirmation system based on pivot points |
| **Three Entry Strategies** | Choose between Breakout, Pullback, or Mean Reversion approaches |
| **Advanced Filter System** | Multiple customizable filters with multi-timeframe support to avoid false signals |
| **Custom Exit Logic** | Exits based on OBV crossover of its moving average combined with pivot trend changes |
### Note for Novice Users
This is a fully featured real trading bot and can be tweaked for any ticker — SOL is just an example. It follows this structure:
1. **Indicator** – gives the initial signal
2. **Entry strategy** – decides when to open a trade
3. **Exit strategy** – defines when to close it
4. **Trend confirmation** – ensures the trade follows the market direction
5. **Filters** – cuts out noise and avoids weak setups
6. **Risk management** – controls losses and protects your capital
To tune it for a different pair, you'll need to start from scratch:
1. Select the timeframe (candle size)
2. Turn off all filters and trend entry/exit confirmations
3. Choose a channel type, channel source and entry strategy
4. Adjust risk parameters
5. Tune long and short settings for the channel
6. Fine-tune the Pivot Point Supertrend and Main Exit condition OBV
This will generate a lot of signals and activity on the chart. Your next task is to find the right combination of filters and settings to reduce noise and tune it for profitability.
### Default Strategy values
Default values are tuned for: Symbol BITGET:SOLUSDT.P 5min candle
Filters are off by default: Try to play with it to understand how it works
## Configuration Guide
### General Settings
| Setting | Description | Default Value |
|---------|-------------|---------------|
| **Long Positions** | Enable or disable long trades | Enabled |
| **Short Positions** | Enable or disable short trades | Enabled |
| **Risk/Reward Area** | Visual display of stop-loss and take-profit zones | Enabled |
| **Long Entry Source** | Price data used for long entry signals | hl2 (High+Low/2) |
| **Short Entry Source** | Price data used for short entry signals | hl2 (High+Low/2) |
The bot allows you to trade long positions, short positions, or both simultaneously. Each direction has its own set of parameters, allowing for fine-tuned strategies that recognize the asymmetric nature of market movements.
### Multi-Timeframe Settings
1. **Enable Multi-Timeframe Analysis**: Toggle 'Enable Multi-Timeframe Analysis' in the Multi-Timeframe Settings section
2. **Configure Timeframes**: Set appropriate higher timeframes based on your trading style:
- Timeframe 1: Default is now 15 minutes (intraday confirmation)
- Timeframe 2: Default is 4 hours (trend direction)
3. **Select Sources per Indicator**: For each indicator (RSI, KEMAD, Volume, etc.), choose:
- The desired timeframe (current, mtf1, or mtf2)
- The appropriate price type (open, high, low, close, hl2, hlc3, ohlc4)
### Entry Strategies
- **Breakout**: Enter when price breaks above/below the channel
- **Pullback**: Enter when price pulls back to the channel
- **Mean Reversion**: Enter when price is extended from the channel
You can enable different strategies for long and short positions.
### Core Components
### Risk Management
- **Position Size**: Control risk with percentage-based position sizing
- **Stop Loss Options**:
- Fixed: Set a specific price or percentage from entry
- ATR-based: Dynamic stop-loss based on market volatility
- Swing: Uses recent swing high/low points
- **Take Profit**: Multiple targets with percentage allocation
- **Trailing Stop**: Dynamic stop that follows price movement
## Advanced Usage Strategies
### Moving Average Type Selection Guide
- **SMA**: More stable in choppy markets, good for higher timeframes
- **EMA/WMA**: More responsive to recent price changes, better for entry signals
- **VWMA**: Adds volume weighting for stronger trends, use with Volume filter
- **HMA**: Balance between responsiveness and noise reduction, good for volatile markets
### Multi-Timeframe Strategy Approaches
- **Trend Confirmation**: Use higher timeframe RSI (mtf2) for overall trend, current timeframe for entries
- **Entry Precision**: Use KEMAD on current timeframe with volume filter on mtf1
- **False Signal Reduction**: Apply RSI filter on mtf1 with strict KEMAD settings
### Market Condition Optimization
| Market Condition | Recommended Settings |
|------------------|----------------------|
| **Trending** | Use Breakout strategy with KEMAD filter on higher timeframe |
| **Ranging** | Use Mean Reversion with strict RSI filter (mtf1) |
| **Volatile** | Increase ATR multipliers, use HMA for moving averages |
| **Low Volatility** | Decrease noise parameters, use pullback strategy |
## Webhook Integration
The strategy features a professional webhook system that allows direct connectivity to your exchange or trading platform of choice through third-party services like 3commas, Alertatron, or Autoview.
The webhook payload includes all necessary parameters for automated execution:
- Entry price and direction
- Stop loss and take profit levels
- Position size
- Custom identifier for webhook routing
## Performance Optimization Tips
1. **Start with Defaults**: Begin with the default settings for your timeframe before customizing
2. **Adjust One Component at a Time**: Make incremental changes and test the impact
3. **Match MA Types to Market Conditions**: Use appropriate moving average types based on the Market Condition Optimization table
4. **Timeframe Synergy**: Create logical relationships between timeframes (e.g., 5min chart with 15min and 4h higher timeframes)
5. **Periodic Retuning**: Markets evolve - regularly review and adjust parameters
## Common Setups
### Crypto Trend-Following
- MLMA with EMA or HMA
- Higher RSI thresholds (75/25)
- KEMAD filter on mtf1
- Breakout entry strategy
### Stock Swing Trading
- MLMA with SMA for stability
- Volume filter with higher threshold
- KEMAD with increased filter order
- Pullback entry strategy
### Forex Scalping
- MLMA with WMA and lower noise parameter
- RSI filter on current timeframe
- Use highest timeframe for trend direction only
- Mean Reversion strategy
## Webhook Configuration
- **Benefits**:
- Automated trade execution without manual intervention
- Immediate response to market conditions
- Consistent execution of your strategy
- **Implementation Notes**:
- Requires proper webhook configuration on your exchange or platform
- Test thoroughly with small position sizes before full deployment
- Consider latency between signal generation and execution
### Backtesting Period
Define a specific historical period to evaluate the bot's performance:
| Setting | Description | Default Value |
|---------|-------------|---------------|
| **Start Date** | Beginning of backtest period | January 1, 2025 |
| **End Date** | End of backtest period | December 31, 2026 |
- **Best Practice**: Test across different market conditions (bull markets, bear markets, sideways markets)
- **Limitation**: Past performance doesn't guarantee future results
## Entry and Exit Strategies
### Dual-Channel System
A key innovation of the Bober XM is its dual-channel approach:
- **Independent Parameters**: Each trade direction has its own channel settings
- **Asymmetric Trading**: Recognizes that markets often behave differently in uptrends versus downtrends
- **Optimized Performance**: Fine-tune settings for both bullish and bearish conditions
This approach allows the bot to adapt to the natural asymmetry of markets, where uptrends often develop gradually while downtrends can be sharp and sudden.
### Channel Types
#### 1. Keltner Channels
Traditional volatility-based channels using EMA and ATR:
| Setting | Long Default | Short Default |
|---------|--------------|---------------|
| **EMA Length** | 37 | 20 |
| **ATR Length** | 13 | 17 |
| **Multiplier** | 1.4 | 1.9 |
| **Source** | low | high |
- **Strengths**:
- Reliable in trending markets
- Less prone to whipsaws than Bollinger Bands
- Clear visual representation of volatility
- **Weaknesses**:
- Can lag during rapid market changes
- Less effective in choppy, non-trending markets
#### 2. Machine Learning Moving Average (MLMA)
Advanced predictive model using kernel regression (RBF kernel):
| Setting | Description | Options |
|---------|-------------|--------|
| **Source MA** | Price data used for MA calculations | Any price source (low/high/close/etc.) |
| **Moving Average Type** | Type of MA algorithm for calculations | SMA, EMA, WMA, VWMA, RMA, HMA |
| **Trend Source** | Price data used for trend determination | Any price source (close default) |
| **Window Size** | Historical window for MLMA calculations | 5+ (default: 16) |
| **Forecast Length** | Number of bars to forecast ahead | 1+ (default: 3) |
| **Noise Parameter** | Controls smoothness of prediction | 0.01+ (default: ~0.43) |
| **Band Multiplier** | Multiplier for channel width | 0.1+ (default: 0.5-0.6) |
- **Strengths**:
- Predictive rather than reactive
- Adapts quickly to changing market conditions
- Better at identifying trend reversals early
- **Weaknesses**:
- More computationally intensive
- Requires careful parameter tuning
- Can be sensitive to input data quality
### Entry Strategies
| Strategy | Description | Ideal Market Conditions |
|----------|-------------|-------------------------|
| **Breakout** | Enters when price breaks through channel bands, indicating strong momentum | High volatility, emerging trends |
| **Pullback** | Enters when price retraces to the middle band after testing extremes | Established trends with regular pullbacks |
| **Mean Reversion** | Enters at channel extremes, betting on a return to the mean | Range-bound or oscillating markets |
#### Breakout Strategy (Default)
- **Implementation**: Enters long when price crosses above the upper band, short when price crosses below the lower band
- **Strengths**: Captures strong momentum moves, performs well in trending markets
- **Weaknesses**: Can lead to late entries, higher risk of false breakouts
- **Optimization Tips**:
- Increase channel multiplier for fewer but more reliable signals
- Combine with volume confirmation for better accuracy
#### Pullback Strategy
- **Implementation**: Enters long when price pulls back to middle band during uptrend, short during downtrend pullbacks
- **Strengths**: Better entry prices, lower risk, higher probability setups
- **Weaknesses**: Misses some strong moves, requires clear trend identification
- **Optimization Tips**:
- Use with trend filters to confirm overall direction
- Adjust middle band calculation for market volatility
#### Mean Reversion Strategy
- **Implementation**: Enters long at lower band, short at upper band, expecting price to revert to the mean
- **Strengths**: Excellent entry prices, works well in ranging markets
- **Weaknesses**: Dangerous in strong trends, can lead to fighting the trend
- **Optimization Tips**:
- Implement strong trend filters to avoid counter-trend trades
- Use smaller position sizes due to higher risk nature
### Confirmation Indicators
#### Pivot Point SuperTrend
Combines pivot points with ATR-based SuperTrend for trend confirmation:
| Setting | Default Value |
|---------|---------------|
| **Pivot Period** | 25 |
| **ATR Factor** | 2.2 |
| **ATR Period** | 41 |
- **Function**: Identifies significant market turning points and confirms trend direction
- **Implementation**: Requires price to respect the SuperTrend line for trade confirmation
#### Weighted Moving Average (WMA)
Provides additional confirmation layer for entries:
| Setting | Default Value |
|---------|---------------|
| **Period** | 15 |
| **Source** | ohlc4 (average of Open, High, Low, Close) |
- **Function**: Confirms trend direction and filters out low-quality signals
- **Implementation**: Price must be above WMA for longs, below for shorts
### Exit Strategies
#### On-Balance Volume (OBV) Based Exits
Uses volume flow to identify potential reversals:
| Setting | Default Value |
|---------|---------------|
| **Source** | ohlc4 |
| **MA Type** | HMA (Options: SMA, EMA, WMA, RMA, VWMA, HMA) |
| **Period** | 22 |
- **Function**: Identifies divergences between price and volume to exit before reversals
- **Implementation**: Exits when OBV crosses its moving average in the opposite direction
- **Customizable MA Type**: Different MA types provide varying sensitivity to OBV changes:
- **SMA**: Traditional simple average, equal weight to all periods
- **EMA**: More weight to recent data, responds faster to price changes
- **WMA**: Weighted by recency, smoother than EMA
- **RMA**: Similar to EMA but smoother, reduces noise
- **VWMA**: Factors in volume, helpful for OBV confirmation
- **HMA**: Reduces lag while maintaining smoothness (default)
#### ADX Exit Confirmation
Uses Average Directional Index to confirm trend exhaustion:
| Setting | Default Value |
|---------|---------------|
| **ADX Threshold** | 35 |
| **ADX Smoothing** | 60 |
| **DI Length** | 60 |
- **Function**: Confirms trend weakness before exiting positions
- **Implementation**: Requires ADX to drop below threshold or DI lines to cross
## Filter System
### RSI Filter
- **Function**: Controls entries based on momentum conditions
- **Parameters**:
- Period: 15 (default)
- Overbought level: 71
- Oversold level: 23
- Multi-timeframe support: Current, MTF1 (15min), or MTF2 (4h)
- Customizable price source (open, high, low, close, hl2, hlc3, ohlc4)
- **Implementation**: Blocks long entries when RSI > overbought, short entries when RSI < oversold
### Volatility Filter
- **Function**: Prevents trading during excessive market volatility
- **Parameters**:
- Measure: ATR (Average True Range)
- Period: Customizable (default varies by timeframe)
- Threshold: Adjustable multiplier
- Multi-timeframe support
- Customizable price source
- **Implementation**: Blocks trades when current volatility exceeds threshold × average volatility
### Volume Filter
- **Function**: Ensures adequate market liquidity for trades
- **Parameters**:
- Threshold: 0.4× average (default)
- Measurement period: 5 (default)
- Moving average type: Customizable (HMA default)
- Multi-timeframe support
- Customizable price source
- **Implementation**: Requires current volume to exceed threshold × average volume
### Bollinger Bands Filter
- **Function**: Controls entries based on price relative to statistical boundaries
- **Parameters**:
- Period: Customizable
- Standard deviation multiplier: Adjustable
- Moving average type: Customizable
- Multi-timeframe support
- Customizable price source
- **Implementation**: Can require price to be within bands or breaking out of bands depending on strategy
### KEMAD Filter (Kalman EMA Distance)
- **Function**: Advanced trend confirmation using Kalman filter algorithm
- **Parameters**:
- Process Noise: 0.35 (controls smoothness)
- Measurement Noise: 24 (controls reactivity)
- Filter Order: 6 (higher = more smoothing)
- ATR Length: 8 (for bandwidth calculation)
- Upper Multiplier: 2.0 (for long signals)
- Lower Multiplier: 2.7 (for short signals)
- Multi-timeframe support
- Customizable visual indicators
- **Implementation**: Generates signals based on price position relative to Kalman-filtered EMA bands
## Risk Management System
### Position Sizing
Automatically calculates position size based on account equity and risk parameters:
| Setting | Default Value |
|---------|---------------|
| **Risk % of Equity** | 50% |
- **Implementation**:
- Position size = (Account equity × Risk %) ÷ (Entry price × Stop loss distance)
- Adjusts automatically based on volatility and stop placement
- **Best Practices**:
- Start with lower risk percentages (1-2%) until strategy is proven
- Consider reducing risk during high volatility periods
### Stop-Loss Methods
Multiple stop-loss calculation methods with separate configurations for long and short positions:
| Method | Description | Configuration |
|--------|-------------|---------------|
| **ATR-Based** | Dynamic stops based on volatility | ATR Period: 14, Multiplier: 2.0 |
| **Percentage** | Fixed percentage from entry | Long: 1.5%, Short: 1.5% |
| **PIP-Based** | Fixed currency unit distance | 10.0 pips |
- **Implementation Notes**:
- ATR-based stops adapt to changing market volatility
- Percentage stops maintain consistent risk exposure
- PIP-based stops provide precise control in stable markets
### Trailing Stops
Locks in profits by adjusting stop-loss levels as price moves favorably:
| Setting | Default Value |
|---------|---------------|
| **Stop-Loss %** | 1.5% |
| **Activation Threshold** | 2.1% |
| **Trailing Distance** | 1.4% |
- **Implementation**:
- Initial stop remains fixed until profit reaches activation threshold
- Once activated, stop follows price at specified distance
- Locks in profit while allowing room for normal price fluctuations
### Risk-Reward Parameters
Defines the relationship between risk and potential reward:
| Setting | Default Value |
|---------|---------------|
| **Risk-Reward Ratio** | 1.4 |
| **Take Profit %** | 2.4% |
| **Stop-Loss %** | 1.5% |
- **Implementation**:
- Take profit distance = Stop loss distance × Risk-reward ratio
- Higher ratios require fewer winning trades for profitability
- Lower ratios increase win rate but reduce average profit
### Filter Combinations
The strategy allows for simultaneous application of multiple filters:
- **Recommended Combinations**:
- Trending markets: RSI + KEMAD filters
- Ranging markets: Bollinger Bands + Volatility filters
- All markets: Volume filter as minimum requirement
- **Performance Impact**:
- Each additional filter reduces the number of trades
- Quality of remaining trades typically improves
- Optimal combination depends on market conditions and timeframe
### Multi-Timeframe Filter Applications
| Filter Type | Current Timeframe | MTF1 (15min) | MTF2 (4h) |
|-------------|-------------------|-------------|------------|
| RSI | Quick entries/exits | Intraday trend | Overall trend |
| Volume | Immediate liquidity | Sustained support | Market participation |
| Volatility | Entry timing | Short-term risk | Regime changes |
| KEMAD | Precise signals | Trend confirmation | Major reversals |
## Visual Indicators and Chart Analysis
The bot provides comprehensive visual feedback on the chart:
- **Channel Bands**: Keltner or MLMA bands showing potential support/resistance
- **Pivot SuperTrend**: Colored line showing trend direction and potential reversal points
- **Entry/Exit Markers**: Annotations showing actual trade entries and exits
- **Risk/Reward Zones**: Visual representation of stop-loss and take-profit levels
These visual elements allow for:
- Real-time strategy assessment
- Post-trade analysis and optimization
- Educational understanding of the strategy logic
## Implementation Guide
### TradingView Setup
1. Load the script in TradingView Pine Editor
2. Apply to your preferred chart and timeframe
3. Adjust parameters based on your trading preferences
4. Enable alerts for webhook integration
### Webhook Integration
1. Configure webhook URL in TradingView alerts
2. Set up receiving endpoint on your trading platform
3. Define message format matching the bot's output
4. Test with small position sizes before full deployment
### Optimization Process
1. Backtest across different market conditions
2. Identify parameter sensitivity through multiple tests
3. Focus on risk management parameters first
4. Fine-tune entry/exit conditions based on performance metrics
5. Validate with out-of-sample testing
## Performance Considerations
### Strengths
- Adaptability to different market conditions through dual channels
- Multiple layers of confirmation reducing false signals
- Comprehensive risk management protecting capital
- Machine learning integration for predictive edge
### Limitations
- Complex parameter set requiring careful optimization
- Potential over-optimization risk with so many variables
- Computational intensity of MLMA calculations
- Dependency on proper webhook configuration for execution
### Best Practices
- Start with conservative risk settings (1-2% of equity)
- Test thoroughly in demo environment before live trading
- Monitor performance regularly and adjust parameters
- Consider market regime changes when evaluating results
## Conclusion
The ₿ober XM v2.0 represents a significant evolution in trading strategy design, combining traditional technical analysis with machine learning elements and multi-timeframe analysis. The core strength of this system lies in its adaptability and recognition of market asymmetry.
### Market Asymmetry and Adaptive Approach
The strategy acknowledges a fundamental truth about markets: bullish and bearish phases behave differently and should be treated as distinct environments. The dual-channel system with separate parameters for long and short positions directly addresses this asymmetry, allowing for optimized performance regardless of market direction.
### Targeted Backtesting Philosophy
It's counterproductive to run backtests over excessively long periods. Markets evolve continuously, and strategies that worked in previous market regimes may be ineffective in current conditions. Instead:
- Test specific market phases separately (bull markets, bear markets, range-bound periods)
- Regularly re-optimize parameters as market conditions change
- Focus on recent performance with higher weight than historical results
- Test across multiple timeframes to ensure robustness
### Multi-Timeframe Analysis as a Game-Changer
The integration of multi-timeframe analysis fundamentally transforms the strategy's effectiveness:
- **Increased Safety**: Higher timeframe confirmations reduce false signals and improve trade quality
- **Context Awareness**: Decisions made with awareness of larger trends reduce adverse entries
- **Adaptable Precision**: Apply strict filters on lower timeframes while maintaining awareness of broader conditions
- **Reduced Noise**: Higher timeframe data naturally filters market noise that can trigger poor entries
The ₿ober XM v2.0 provides traders with a framework that acknowledges market complexity while offering practical tools to navigate it. With proper setup, realistic expectations, and attention to changing market conditions, it delivers a sophisticated approach to systematic trading that can be continuously refined and optimized.
Timeframe StrategyThis is a multi-timeframe trading strategy inspired by Ross Cameron's style, optimized for scalping and trend-following across various timeframes (1m, 5m, 15m, 1h, and 1D). The strategy integrates a comprehensive set of technical indicators, dynamic risk management, and visual tools.
Core Features
Dynamic Take Profit, Stop Loss & Trailing Stop
> Separate settings per timeframe for:
-TP% (Take Profit)
-SL% (Stop Loss)
-Trailing Stop %
-Cooldown bars
> Configurable via UI inputs.
>Smart Entry Conditions
Bullish entry: EMA9 crossover EMA20 and EMA50 > EMA200
Bearish entry: EMA9 crossunder EMA20 and EMA50 < EMA200
>Additional confirmation filters:
-Volume Filter (enabled/disabled via UI)
-Time Filter (e.g., only between 15:00–20:00 UTC)
-Spike Filter: rejects high-volatility candles
-RSI Filter: above/below 50 for trend confirmation
-ADX Filter (only applied on 1m, e.g., ADX > 15)
-Micro-Volatility Filter: minimum range percentage (1m only)
-Trend Filter (1m only): price must be above/below EMA200
>Trailing Stop Logic
-Configurable for each timeframe.
- Optional via toggle (use_trailing).
>Trade Cooldown Logic
-Prevents consecutive trades within X bars, configurable per timeframe.
>Technical Indicators Used
-EMA 9 / 20 / 50 / 200
-VWAP
-RSI (14)
-ATR (14) for volatility-based spike filtering
-Custom-calculated ADX (14) (manually implemented)
>Visual Elements
🔼/🔽 Entry signals (long/short) plotted on the chart.
📉 Table in bottom-left:
Displays current values of EMA/VWAP/volume/ATR/ADX.
> Optional "Tab info" panel in top-right (toggleable):
-Timeframe & strategy settings
-Live status of filters (volume, time, cooldown, spike, RSI, ADX, range, trend)
-Uses emoji (✅ / ❌) for quick diagnostics.
>User Customization
-Inputs per timeframe for all key parameters.
-Toggle switches for:
-Trailing stop
-Volume filter
-Info table visibility
This strategy is designed for active traders seeking a balance between momentum entry, risk control, and adaptability across timeframes. It's ideal for backtesting quick reversals or breakout setups in fast markets, especially at lower timeframes like 1m or 5m.
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.
External Signals Strategy Tester v5External Signals Strategy Tester v5 – User Guide (English)
1. Purpose
This Pine Script strategy is a universal back‑tester that lets you plug in any external buy/sell series (for example, another indicator, webhook feed, or higher‑time‑frame condition) and evaluate a rich set of money‑management rules around it – with a single click on/off workflow for every module.
2. Core Workflow
Feed signals
Buy Signal / Sell Signal inputs accept any series (price, boolean, output of request.security(), etc.).
A crossover above 0 is treated as “signal fired”.
Date filter
Start Date / End Date restricts the test window so you can exclude unwanted history.
Trade engine
Optional Long / Short enable toggles.
Choose whether opposite signals simply close the trade or reverse it (flip direction in one transaction).
Risk modules – all opt‑in via check‑boxes
Classic % block – fixed % Take‑Profit / Stop‑Loss / Break‑Even.
Fibonacci Bollinger Bands (FBB) module
Draws dynamic VWMA/HMA/SMA/EMA/DEMA/TEMA mid‑line with ATR‑scaled Fibonacci envelopes.
Every line can be used for stops, trailing, or multi‑target exits.
Separate LONG and SHORT sub‑modules
Each has its own SL plus three Take‑Profits (TP1‑TP3).
Per TP you set line, position‑percentage to close, and an optional trailing flag.
Executed TP/SLs deactivate themselves so they cannot refire.
Trailing behaviour
If Trail is checked, the selected line is re‑evaluated once per bar; the order is amended via strategy.exit().
3. Inputs Overview
Group Parameter Notes
Trade Settings Enable Long / Enable Short Master switches
Close on Opposite / Reverse Position How to react to a counter‑signal
Risk % Use TP / SL / BE + their % Traditional fixed‑distance management
Fibo Bands FIBO LEVELS ENABLE + visual style/length Turn indicator overlay on/off
FBB LONG SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a long is open
FBB SHORT SL / TP1‑TP3 Enable, Line, %, Trail Rules applied only while a short is open
Line choices: Basis, 0.236, 0.382, 0.5, 0.618, 0.764, 1.0 – long rules use lower bands, short rules use upper bands automatically.
4. Algorithm Details
Position open
On the very first bar after entry, the script checks the direction and activates the corresponding LONG or SHORT module, deactivating the other.
Order management loop (every bar)
FBB Stop‑Loss: placed/updated at chosen band; if trailing, follows the new value.
TP1‑TP3: each active target updates its limit price to the selected band (or holds static if trailing is off).
The classic % block runs in parallel; its exits have priority because they call strategy.close_all().
Exit handling
When any strategy.exit() fires, the script reads exit_id and flips the *_Active flag so that order will not be recreated.
A Stop‑Loss (SL) also disables all remaining TPs for that leg.
5. Typical Use Cases
Scenario Suggested Setup
Scalping longs into VWAP‐reversion Enable LONG TP1 @ 0.382 (30 %), TP2 @ 0.618 (40 %), SL @ 0.236 + trailing
Fade shorts during news spikes Enable SHORT SL @ 1.0 (no trail) and SHORT TP1,2,3 on consecutive lowers with small size‑outs
Classic trend‑follow Use only classic % TP/SL block and disable FBB modules
6. Hints & Tips
Signal quality matters – this script manages exits, it does not generate entries.
Keep TV time zone in mind when picking start/end dates.
For portfolio‑style testing allocate smaller default_qty_value than 100 % or use strategy.percent_of_equity sizing.
You can combine FBB exits with fixed‑% ones for layered management.
7. Limitations / Safety
No pyramiding; the script holds max one position at a time.
All calculations are bar‑close; intra‑bar touches may differ from real‑time execution.
The indicator overlay is optional, so you can run visual‑clean tests by unchecking FIBO LEVELS ENABLE.
Dskyz (DAFE) Adaptive Regime - Quant Machine ProDskyz (DAFE) Adaptive Regime - Quant Machine Pro:
Buckle up for the Dskyz (DAFE) Adaptive Regime - Quant Machine Pro, is a strategy that’s your ultimate edge for conquering futures markets like ES, MES, NQ, and MNQ. This isn’t just another script—it’s a quant-grade powerhouse, crafted with precision to adapt to market regimes, deliver multi-factor signals, and protect your capital with futures-tuned risk management. With its shimmering DAFE visuals, dual dashboards, and glowing watermark, it turns your charts into a cyberpunk command center, making trading as thrilling as it is profitable.
Unlike generic scripts clogging up the space, the Adaptive Regime is a DAFE original, built from the ground up to tackle the chaos of futures trading. It identifies market regimes (Trending, Range, Volatile, Quiet) using ADX, Bollinger Bands, and HTF indicators, then fires trades based on a weighted scoring system that blends candlestick patterns, RSI, MACD, and more. Add in dynamic stops, trailing exits, and a 5% drawdown circuit breaker, and you’ve got a system that’s as safe as it is aggressive. Whether you’re a newbie or a prop desk pro, this strat’s your ticket to outsmarting the markets. Let’s break down every detail and see why it’s a must-have.
Why Traders Need This Strategy
Futures markets are a gauntlet—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional traps that punish the unprepared. Meanwhile, platforms are flooded with low-effort scripts that recycle old ideas with zero innovation. The Adaptive Regime stands tall, offering:
Adaptive Intelligence: Detects market regimes (Trending, Range, Volatile, Quiet) to optimize signals, unlike one-size-fits-all scripts.
Multi-Factor Precision: Combines candlestick patterns, MA trends, RSI, MACD, volume, and HTF confirmation for high-probability trades.
Futures-Optimized Risk: Calculates position sizes based on $ risk (default: $300), with ATR or fixed stops/TPs tailored for ES/MES.
Bulletproof Safety: 5% daily drawdown circuit breaker and trailing stops keep your account intact, even in chaos.
DAFE Visual Mastery: Pulsing Bollinger Band fills, dynamic SL/TP lines, and dual dashboards (metrics + position) make signals crystal-clear and charts a work of art.
Original Craftsmanship: A DAFE creation, built with community passion, not a rehashed clone of generic code.
Traders need this because it’s a complete, adaptive system that blends quant smarts, user-friendly design, and DAFE flair. It’s your edge to trade with confidence, cut through market noise, and leave the copycats in the dust.
Strategy Components
1. Market Regime Detection
The strategy’s brain is its ability to classify market conditions into five regimes, ensuring signals match the environment.
How It Works:
Trending (Regime 1): ADX > 20, fast/slow EMA spread > 0.3x ATR, HTF RSI > 50 or MACD bullish (htf_trend_bull/bear).
Range (Regime 2): ADX < 25, price range < 3% of close, no HTF trend.
Volatile (Regime 3): BB width > 1.5x avg, ATR > 1.2x avg, HTF RSI overbought/oversold.
Quiet (Regime 4): BB width < 0.8x avg, ATR < 0.9x avg.
Other (Regime 5): Default for unclear conditions.
Indicators: ADX (14), BB width (20), ATR (14, 50-bar SMA), HTF RSI (14, daily default), HTF MACD (12,26,9).
Why It’s Brilliant:
Regime detection adapts signals to market context, boosting win rates in trending or volatile conditions.
HTF RSI/MACD add a big-picture filter, rare in basic scripts.
Visualized via gradient background (green for Trending, orange for Range, red for Volatile, gray for Quiet, navy for Other).
2. Multi-Factor Signal Scoring
Entries are driven by a weighted scoring system that combines candlestick patterns, trend, momentum, and volume for robust signals.
Candlestick Patterns:
Bullish: Engulfing (0.5), hammer (0.4 in Range, 0.2 else), morning star (0.2), piercing (0.2), double bottom (0.3 in Volatile, 0.15 else). Must be near support (low ≤ 1.01x 20-bar low) with volume spike (>1.5x 20-bar avg).
Bearish: Engulfing (0.5), shooting star (0.4 in Range, 0.2 else), evening star (0.2), dark cloud (0.2), double top (0.3 in Volatile, 0.15 else). Must be near resistance (high ≥ 0.99x 20-bar high) with volume spike.
Logic: Patterns are weighted higher in specific regimes (e.g., hammer in Range, double bottom in Volatile).
Additional Factors:
Trend: Fast EMA (20) > slow EMA (50) + 0.5x ATR (trend_bull, +0.2); opposite for trend_bear.
RSI: RSI (14) < 30 (rsi_bull, +0.15); > 70 (rsi_bear, +0.15).
MACD: MACD line > signal (12,26,9, macd_bull, +0.15); opposite for macd_bear.
Volume: ATR > 1.2x 50-bar avg (vol_expansion, +0.1).
HTF Confirmation: HTF RSI < 70 and MACD bullish (htf_bull_confirm, +0.2); RSI > 30 and MACD bearish (htf_bear_confirm, +0.2).
Scoring:
bull_score = sum of bullish factors; bear_score = sum of bearish. Entry requires score ≥ 1.0.
Example: Bullish engulfing (0.5) + trend_bull (0.2) + rsi_bull (0.15) + htf_bull_confirm (0.2) = 1.05, triggers long.
Why It’s Brilliant:
Multi-factor scoring ensures signals are confirmed by multiple market dynamics, reducing false positives.
Regime-specific weights make patterns more relevant (e.g., hammers shine in Range markets).
HTF confirmation aligns with the big picture, a quant edge over simplistic scripts.
3. Futures-Tuned Risk Management
The risk system is built for futures, calculating position sizes based on $ risk and offering flexible stops/TPs.
Position Sizing:
Logic: Risk per trade (default: $300) ÷ (stop distance in points * point value) = contracts, capped at max_contracts (default: 5). Point value = tick value (e.g., $12.5 for ES) * ticks per point (4) * contract multiplier (1 for ES, 0.1 for MES).
Example: $300 risk, 8-point stop, ES ($50/point) → 0.75 contracts, rounded to 1.
Impact: Precise sizing prevents over-leverage, critical for micro contracts like MES.
Stops and Take-Profits:
Fixed: Default stop = 8 points, TP = 16 points (2:1 reward/risk).
ATR-Based: Stop = 1.5x ATR (default), TP = 3x ATR, enabled via use_atr_for_stops.
Logic: Stops set at swing low/high ± stop distance; TPs at 2x stop distance from entry.
Impact: ATR stops adapt to volatility, while fixed stops suit stable markets.
Trailing Stops:
Logic: Activates at 50% of TP distance. Trails at close ± 1.5x ATR (atr_multiplier). Longs: max(trail_stop_long, close - ATR * 1.5); shorts: min(trail_stop_short, close + ATR * 1.5).
Impact: Locks in profits during trends, a game-changer in volatile sessions.
Circuit Breaker:
Logic: Pauses trading if daily drawdown > 5% (daily_drawdown = (max_equity - equity) / max_equity).
Impact: Protects capital during black swan events (e.g., April 27, 2025 ES slippage).
Why It’s Brilliant:
Futures-specific inputs (tick value, multiplier) make it plug-and-play for ES/MES.
Trailing stops and circuit breaker add pro-level safety, rare in off-the-shelf scripts.
Flexible stops (ATR or fixed) suit different trading styles.
4. Trade Entry and Exit Logic
Entries and exits are precise, driven by bull_score/bear_score and protected by drawdown checks.
Entry Conditions:
Long: bull_score ≥ 1.0, no position (position_size <= 0), drawdown < 5% (not pause_trading). Calculates contracts, sets stop at swing low - stop points, TP at 2x stop distance.
Short: bear_score ≥ 1.0, position_size >= 0, drawdown < 5%. Stop at swing high + stop points, TP at 2x stop distance.
Logic: Tracks entry_regime for PNL arrays. Closes opposite positions before entering.
Exit Conditions:
Stop-Loss/Take-Profit: Hits stop or TP (strategy.exit).
Trailing Stop: Activates at 50% TP, trails by ATR * 1.5.
Emergency Exit: Closes if price breaches stop (close < long_stop_price or close > short_stop_price).
Reset: Clears stop/TP prices when flat (position_size = 0).
Why It’s Brilliant:
Score-based entries ensure multi-factor confirmation, filtering out weak signals.
Trailing stops maximize profits in trends, unlike static exits in basic scripts.
Emergency exits add an extra safety layer, critical for futures volatility.
5. DAFE Visuals
The visuals are pure DAFE magic, blending function with cyberpunk flair to make signals intuitive and charts stunning.
Shimmering Bollinger Band Fill:
Display: BB basis (20, white), upper/lower (green/red, 45% transparent). Fill pulses (30–50 alpha) by regime, with glow (60–95 alpha) near bands (close ≥ 0.995x upper or ≤ 1.005x lower).
Purpose: Highlights volatility and key levels with a futuristic glow.
Visuals make complex regimes and signals instantly clear, even for newbies.
Pulsing effects and regime-specific colors add a DAFE signature, setting it apart from generic scripts.
BB glow emphasizes tradeable levels, enhancing decision-making.
Chart Background (Regime Heatmap):
Green — Trending Market: Strong, sustained price movement in one direction. The market is in a trend phase—momentum follows through.
Orange — Range-Bound: Market is consolidating or moving sideways, with no clear up/down trend. Great for mean reversion setups.
Red — Volatile Regime: High volatility, heightened risk, and larger/faster price swings—trade with caution.
Gray — Quiet/Low Volatility: Market is calm and inactive, with small moves—often poor conditions for most strategies.
Navy — Other/Neutral: Regime is uncertain or mixed; signals may be less reliable.
Bollinger Bands Glow (Dynamic Fill):
Neon Red Glow — Warning!: Price is near or breaking above the upper band; momentum is overstretched, watch for overbought conditions or reversals.
Bright Green Glow — Opportunity!: Price is near or breaking below the lower band; market could be oversold, prime for bounce or reversal.
Trend Green Fill — Trending Regime: Fills between bands with green when the market is trending, showing clear momentum.
Gold/Yellow Fill — Range Regime: Fills with gold/aqua in range conditions, showing the market is sideways/oscillating.
Magenta/Red Fill — Volatility Spike: Fills with vivid magenta/red during highly volatile regimes.
Blue Fill — Neutral/Quiet: A soft blue glow for other or uncertain market states.
Moving Averages:
Display: Blue fast EMA (20), red slow EMA (50), 2px.
Purpose: Shows trend direction, with trend_dir requiring ATR-scaled spread.
Dynamic SL/TP Lines:
Display: Pulsing colors (red SL, green TP for Trending; yellow/orange for Range, etc.), 3px, with pulse_alpha for shimmer.
Purpose: Tracks stops/TPs in real-time, color-coded by regime.
6. Dual Dashboards
Two dashboards deliver real-time insights, making the strat a quant command center.
Bottom-Left Metrics Dashboard (2x13):
Metrics: Mode (Active/Paused), trend (Bullish/Bearish/Neutral), ATR, ATR avg, volume spike (YES/NO), RSI (value + Oversold/Overbought/Neutral), HTF RSI, HTF trend, last signal (Buy/Sell/None), regime, bull score.
Display: Black (29% transparent), purple title, color-coded (green for bullish, red for bearish).
Purpose: Consolidates market context and signal strength.
Top-Right Position Dashboard (2x7):
Metrics: Regime, position side (Long/Short/None), position PNL ($), SL, TP, daily PNL ($).
Display: Black (29% transparent), purple title, color-coded (lime for Long, red for Short).
Purpose: Tracks live trades and profitability.
Why It’s Brilliant:
Dual dashboards cover market context and trade status, a rare feature.
Color-coding and concise metrics guide beginners (e.g., green “Buy” = go).
Real-time PNL and SL/TP visibility empower disciplined trading.
7. Performance Tracking
Logic: Arrays (regime_pnl_long/short, regime_win/loss_long/short) track PNL and win/loss by regime (1–5). Updated on trade close (barstate.isconfirmed).
Purpose: Prepares for future adaptive thresholds (e.g., adjust bull_score min based on regime performance).
Why It’s Brilliant: Lays the groundwork for self-optimizing logic, a quant edge over static scripts.
Key Features
Regime-Adaptive: Optimizes signals for Trending, Range, Volatile, Quiet markets.
Futures-Optimized: Precise sizing for ES/MES with tick-based risk inputs.
Multi-Factor Signals: Candlestick patterns, RSI, MACD, and HTF confirmation for robust entries.
Dynamic Exits: ATR/fixed stops, 2:1 TPs, and trailing stops maximize profits.
Safe and Smart: 5% drawdown breaker and emergency exits protect capital.
DAFE Visuals: Shimmering BB fill, pulsing SL/TP, and dual dashboards.
Backtest-Ready: Fixed qty and tick calc for accurate historical testing.
How to Use
Add to Chart: Load on a 5min ES/MES chart in TradingView.
Configure Inputs: Set instrument (ES/MES), tick value ($12.5/$1.25), multiplier (1/0.1), risk ($300 default). Enable ATR stops for volatility.
Monitor Dashboards: Bottom-left for regime/signals, top-right for position/PNL.
Backtest: Run in strategy tester to compare regimes.
Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues).
Replay Test: Try April 28, 2025 NQ drop to see regime shifts and stops.
Disclaimer
Trading futures involves significant risk of loss and is not suitable for all investors. Past performance does not guarantee future results. Backtest results may differ from live trading due to slippage, fees, or market conditions. Use this strategy at your own risk, and consult a financial advisor before trading. Dskyz (DAFE) Trading Systems is not responsible for any losses incurred.
Backtesting:
Frame: 2023-09-20 - 2025-04-29
Slippage: 3
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
Final Notes
The Dskyz (DAFE) Adaptive Regime - Quant Machine Pro is more than a strategy—it’s a revolution. Crafted with DAFE’s signature precision, it rises above generic scripts with adaptive regimes, quant-grade signals, and visuals that make trading a thrill. Whether you’re scalping MES or swinging ES, this system empowers you to navigate markets with confidence and style. Join the DAFE crew, light up your charts, and let’s dominate the futures game!
(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.)
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.
Created by Dskyz, powered by DAFE Trading Systems. Trade smart, trade bold.
Gabriel's Price Action Strategy🧠 Gabriel's Price Action Strategy — Smart Signal Sequence with Dynamic Risk Control
Created by: OneWallStreetQuant
Strategy Type: Momentum-based Sequence Logic + Smart Volume & RSI Filters
Ideal For: Intraday scalping, swing trading, and momentum trend entries on stocks, forex, crypto, indices.
🚀 Overview
Gabriel's Price Action Strategy is a multi-layered, logic-driven trading system that combines:
✅ Candle Sequence Detection: Detects persistent bullish/bearish momentum using a smart configurable sequence of green/red candles.
✅ Structure Break Filtering: Prevents entries if recent price invalidates the momentum setup (e.g., a red candle breaks a bullish low).
✅ Custom Volume Engine: Integrates a hybrid tick-volume model using Negative/Positive Volume Index (NVI-PVI) to identify smart money flows.
✅ Advanced RSI Logic: Uses Jurik RSX for accurate oversold/overbought filtering.
✅ Optional MTF Trend Filter: Validates trend direction using a slope-based Jurik MA on higher timeframes.
✅ MPT-Based DMI Filter: Adds pyramid entries only during strong trend phases, based on Gain/Pain ratios and Ulcer-index smoothed ADX.
✅ Risk Management: ATR-based SL/TP and fully customizable trailing logic for both profit and stop-loss.
📈 Entry Logic
Trades are triggered only when:
A minimum number of recent candles are bullish/bearish (Min Green/Red Candles)
Structure has not been broken by opposite price action (optional)
Relative volume exceeds average (optional)
RSI is below overbought or above oversold (optional)
MTF slope is aligned with trend direction (optional)
💡 Key Features
Custom Candle Logic: Detects momentum shifts using a tunable lookback window (up to 50 bars).
Smart Volume Filtering: Volume is intelligently estimated using tick-based ranges and NVI-PVI deltas.
Risk Management Built-in: Set your ATR length, SL/TP multipliers, and dynamic trailing offsets with full control.
Scorecard System: A built-in scoring engine evaluates Win Rate, Drawdown, Sharpe Ratio, Recovery Factor, and Profit Factor — visualized on chart as a label.
Backtest-Friendly: Includes date range toggles, bar-magnifier support, and optimized execution on every tick.
📊 Strategy Scorecard (Label)
Automatically calculates:
✅ Total Trades
✅ Win Rate (%)
✅ Net Profit
✅ Profit Factor
✅ Expected Payoff
✅ Max & Avg Drawdown
✅ Recovery Factor
✅ Sharpe Ratio
✅ VaR (95%)
Plus, assigns a normalized score from 0 to 100 for evaluating overall robustness.
⚙️ Customization
Every module — from entry filters to pyramiding and trailing logic — is fully configurable:
Volume Filters ✅
RSI Filters ✅
Structure Break Checks ✅
HTF Jurik MA & Slope Threshold ✅
Multi-Timeframe Mode ✅
Backtest Score Visualization ✅
⚠️ Notes
Enable bar magnifier and calc on every tick for best accuracy.
On early bars, signal logic may delay until enough candles are available.
Best paired with assets showing directional volatility (SPY, BTC, ETH, Gold, etc.).
Ideally paired on trending timeframes such as M1, M5, M15, M30, 1HR, 4 Hourly, Daily, Weekly, Monthly, etc.
