Inizia

Cerca negli script per "stop loss"

Pressure Reversal Engine - Scalp [BullByte]PRESSURE REVERSAL ENGINE - SCALP OVERVIEW Pressure Reversal Engine - Scalp is a professional reversal indicator built for scalping and active trading on any market including Forex, CFDs, crypto, and stocks. This multi-engine buy sell signal system works without volume data, making it ideal for instruments where volume is unavailable or unreliable. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE PROBLEM THIS INDICATOR SOLVES Traditional reversal indicators and buy sell signal systems often struggle with: - Dependence on volume data (unavailable for Forex pairs, CFD instruments, and many markets) - Single-indicator approaches that generate excessive false signals and noise - Static parameters that fail to adapt to changing volatility conditions - Lack of confluence validation across multiple analytical dimensions PRE Scalp addresses these limitations through a six-engine confluence architecture. Signals generate only when multiple independent analytical engines align, filtering noise while identifying potential reversal conditions across any timeframe. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DEVELOPMENT APPROACH - MULTI-ENGINE ARCHITECTURE - NOT A MASHUP The Pressure Reversal Engine was developed to address specific limitations observed in traditional reversal detection and scalping indicator methods: Challenge 1: Volume Dependency Most reversal indicators require volume data, which is unreliable or unavailable for Forex, CFDs, indices, and many international instruments. The SAI engine was specifically designed to derive activity measurements purely from price action and candle structure. Challenge 2: Single-Dimension Analysis Individual indicators measuring only one aspect of price action generate excessive false signals. The multi-engine confluence approach requires confirmation across six independent analytical dimensions before generating buy or sell signals. Challenge 3: Static Parameters Fixed lookback periods fail during changing volatility conditions. The AVR engine dynamically adapts all parameters based on current market state, improving signal quality across different market environments. Challenge 4: Subjective Pattern Recognition Visual pattern identification is subjective and inconsistent. The DNA engine provides objective mathematical pattern matching with quantifiable scores for reversal candle detection. Each engine addresses a specific analytical dimension. The confluence requirement emerged from observation that aligned signals across multiple engines produced significantly higher quality reversal identification than any single method. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE SIX ANALYTICAL ENGINES EXPLAINED Each engine provides a unique analytical perspective. Buy and sell signals generate only when multiple engines confirm confluence: ENGINE 1: SYNTHETIC ACTIVITY INDEX (SAI) - Volumeless Activity Detection Purpose: Derives market activity from price structure without requiring volume data. Essential for Forex trading, CFD analysis, and any instrument lacking reliable volume. Calculation: Weighted composite of range expansion, body momentum, directional pressure, wick rejection, price acceleration, and volatility burst measurements. Formula: SAI = (RangeExpansion x 0.25) + (BodyMomentum x 0.20) + (DirectionalPressure x 0.15) + (WickRejection x 0.15) + (PriceAcceleration x 0.15) + (VolatilityBurst x 0.10) Signal Contribution: Validates that meaningful market activity is occurring at the potential reversal point. Without activity confirmation, apparent reversals may lack follow-through. ENGINE 2: PRESSURE WAVE OSCILLATOR (PWO) - Exhaustion Detection Purpose: Measures the balance between buying pressure and selling pressure through price geometry analysis. Calculation: Net pressure (buying minus selling) weighted by activity level, normalized by standard deviation over extended period. Formula: PWO = SMA(NetPressure x SAI, length) / StdDev(cumulative, length x 2) Signal Contribution: Identifies pressure exhaustion conditions using percentile ranking to detect when buyers or sellers are running out of momentum. Exhaustion often precedes trend reversal. ENGINE 3: FRACTAL CONFLUENCE MATRIX (FCM) - Multi-Timeframe Structure Analysis Purpose: Analyzes price position across multiple structural timeframes simultaneously for multi-timeframe confluence. Calculation: Evaluates price position within range at five Fibonacci-based periods (5, 8, 13, 21, 34 bars). These periods capture nested market structures from micro to macro. Formula: FractalPosition = (Close - LowestLow) / (HighestHigh - LowestLow) at each period Signal Contribution: Confirms that multiple structural levels align at extremes, indicating potential reversal zones where larger and smaller timeframes agree on price position. ENGINE 4: ENTROPIC EXHAUSTION DETECTOR (EED) - Information Theory Analysis Purpose: Applies Shannon entropy from information theory to measure market disorder and directional exhaustion. Calculation: Shannon entropy of bullish/bearish bar distribution over the lookback period. Formula: H = -Sum(p(x) x log2(p(x))) where p(x) is probability of bullish or bearish bars Range: 0 (complete order, all bars same direction) to 1 (maximum disorder, 50/50 distribution) Signal Contribution: High entropy combined with a directional streak breaking suggests the market has reached maximum uncertainty and may resolve in a new direction. ENGINE 5: CANDLE DNA FINGERPRINTING - Pattern Recognition System Purpose: Mathematical pattern recognition comparing current candle structure against ideal reversal patterns including hammer, shooting star, and engulfing formations. Calculation: Weighted similarity scoring across body ratio, upper wick ratio, lower wick ratio, close position, and range versus ATR. Formula: Score = Sum((1 - |actual - ideal|) x weight) for each metric Signal Contribution: Identifies candles with reversal characteristics through objective mathematical measurement rather than subjective visual pattern recognition. ENGINE 6: ADAPTIVE VOLATILITY REGIME (AVR) - Dynamic Parameter Adjustment Purpose: Dynamically adjusts all lookback parameters based on current volatility conditions for adaptive indicator behavior. Calculation: Ratio of fast ATR to slow ATR determines volatility regime classification. Formula: VolatilityRatio = ATR(fast period) / ATR(slow period) States: High volatility (ratio > 1.3) uses shorter lookbacks for faster adaptation. Low volatility (ratio < 0.7) uses longer lookbacks for noise reduction. Normal volatility maintains base parameters. Signal Contribution: Ensures the entire system adapts appropriately to current market conditions rather than using static parameters that may fail in different environments. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHY ENGINE SYNERGY MATTERS FOR SIGNAL QUALITY The effectiveness of PRE comes from requiring multiple engines to align before generating buy or sell signals: - SAI confirms activity is present (something meaningful is happening in price action) - PWO confirms pressure exhaustion (the current move is running out of steam) - FCM confirms structural alignment (multiple timeframes agree on position) - EED confirms disorder state (market uncertainty is elevated near potential turning point) - DNA confirms candle structure (the bar exhibits reversal pattern characteristics) - AVR ensures parameters are appropriate (system is calibrated to current volatility) A single indicator measuring one dimension generates many false signals. By requiring confluence across six independent analytical dimensions, this reversal indicator filters noise while identifying potential trading opportunities. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL GENERATION PROCESS FOR BUY AND SELL SIGNALS Step 1: ANCHOR DETECTION The system identifies potential reversal anchors when price breaks beyond recent structure using a mean-reversion approach. A bullish anchor forms when price breaks below prior lows, suggesting potential oversold conditions. A bearish anchor forms when price breaks above prior highs, suggesting potential overbought conditions. Step 2: ENGINE SCORING Each enabled engine contributes to a cumulative quality score. The anchor must achieve minimum scoring thresholds to activate a setup. Step 3: CONFIRMATION TRIGGER Price must confirm the setup by crossing back through the anchor zone within the confirmation window. This crossover or crossunder is validated at bar close to prevent repainting. Step 4: SIGNAL QUALITY SCORE The final buy or sell signal displays a quality score representing the total engine confluence. Higher scores indicate stronger alignment across more analytical engines. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ READING THE BUY SELL SIGNAL LABELS BUY Signal Label: - Displays "BUY" with quality score in brackets - Shows engine contribution breakdown when enabled in settings - indicates engine contributed to signal - indicates engine did not contribute - Higher total scores suggest stronger multi-engine confluence SELL Signal Label: - Displays "SELL" with quality score in brackets - Same engine breakdown format as BUY signals - Identical scoring interpretation Score Interpretation Guide: - Score 3-4: Minimum threshold met, basic confluence achieved - Score 5-6: Good confluence across multiple engines - S core 7-8: Strong confluence with most engines aligned ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ENGINE STATUS DASHBOARD - REAL-TIME ANALYSIS DISPLAY The Engine Status Panel displays real-time readings from all six analytical engines: Synthetic Activity Row: - HIGH ACTIVITY: SAI above threshold, significant price action detected (value shown) - ACTIVE: SAI above confirmation level, moderate activity present - LOW: SAI below activity thresholds, quiet market conditions - DISABLED: Engine turned off in settings Pressure Wave Row: - BULL EXHAUSTION: PWO in lower percentile tail and reversing upward, potential bottom - BEAR EXHAUSTION: PWO in upper percentile tail and reversing downward, potential top - NEUTRAL: PWO in normal range, no exhaustion detected Fractal Matrix Row: - BULL CONFLUENCE: Multiple fractal levels show price near structural lows (score shown) - BEAR CONFLUENCE: Multiple fractal levels show price near structural highs - NO CONFLUENCE: Insufficient alignment across fractal timeframe levels Entropic Exhaustion Row: - HIGH ENTROPY: Shannon entropy above threshold, maximum market disorder detected - ORDERED: Entropy below threshold, clear directional consistency present Candle DNA Row: - BULL PATTERN: Current candle matches bullish reversal profile (hammer-like structure) - BEAR PATTERN: Current candle matches bearish reversal profile (shooting star-like) - NO MATCH: Current candle does not match reversal pattern characteristics Market Regime Row: Shows DETECTED market conditions based on price action analysis: - FRESH MOVE: New directional move beginning, momentum increasing - NORMAL: Standard market conditions, no extreme factors detected - SCALP CONDITIONS: Extended move or decreasing momentum detected - CAUTION ZONE: Multiple warning factors present requiring conservative approach Note : This displays what market conditions look like, not necessarily what targets will be applied. Applied Style Row: Shows what target style is ACTUALLY being applied to trades and why: When Trade Style Setting = Auto: - RUNNER (Auto): System detected FRESH conditions, applying wide targets (0.8R, 1.8R, 3.0R) - EXTENDED (Auto): System detected NORMAL conditions, applying balanced targets (0.6R, 1.2R, 2.0R) - SCALP (Auto): System detected SCALP conditions, applying tight targets (0.4R, 0.8R, 1.2R) - CAUTION (Auto): System detected CAUTION conditions, applying very tight targets (0.3R, 0.5R, 0.8R) When Trade Style Setting = User Override: - SCALP (User): You selected Scalp style manually - EXTENDED (User): You selected Extended style manually - RUNNER (User): You selected Runner style manually This dual-row display ensures complete transparency. You always see both what market conditions exist AND what targets you are receiving. Volatility State Row: - HIGH VOLATILITY: Fast ATR significantly exceeds slow ATR, adaptive parameters shortened - NORMAL: Volatility ratio within standard range - LOW VOLATILITY: Fast ATR significantly below slow ATR, adaptive parameters extended ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ REGIME VS APPLIED STYLE - COMPLETE TRANSPARENCY The Engine Status Panel displays TWO separate rows for complete trading transparency: 1. Market Regime: What current market conditions look like based on analysis 2. Applied Style: What target calculations are actually being used for trades Why Two Separate Rows? When Trade Style is set to "Auto", the Applied Style will match the detected Regime automatically. For example: - Regime: FRESH MOVE leads to Applied Style: RUNNER (Auto) - Regime : NORMAL leads to Applied Style: EXTENDED (Auto) When you manually select a Trade Style (Scalp, Extended, or Runner), the Applied Style will show your selection regardless of the detected Regime: - Regime: FRESH MOVE but Applied Style: SCALP (User) (Market conditions look fresh, but you chose tight targets) This transparency ensures you always know: - What conditions is the market is currently showing - What targets you will you actually receive on signals - Whether the system chose automatically or you overrode the selection ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ TRADE PANEL - POSITION MANAGEMENT DISPLAY During Active Trade: - Position type (LONG/SHORT) with entry price level - Running P&L displayed in points (current price versus entry) - TP1, TP2, TP3 target levels with booking percentages for each - Current stop loss level (initial, protected, or trailing depending on trade progress) - Risk to Reward ratio (displayed before TP1 is reached) - Profit booked percentage showing locked gains - Trade status and total bars in trade count When Scanning for Signals: - Shows "SCANNING FOR SIGNALS" status message - Displays any active setup waiting for a confirmation trigger - Shows next signal TP multipliers based on the current detected regime - Indicates remaining bars in confirmation window before setup expires ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ TRADE MANAGEMENT AND RISK CONTROL FEATURES Take Profit System: - Supports 2 or 3 TP target levels for flexible exit strategy - Three calculation modes available: Auto (regime-based), Manual ATR, Fixed R:R - Configurable booking percentages at each level for position scaling - Visual lines and labels display all target levels on chart Stop Loss System: - Two calculation modes : Auto (anchor-based) or Manual ATR distance - Configurable buffer beyond calculated stop level for additional protection - Optional maximum stop loss cap in points to limit risk exposure - Visual display shows current stop level throughout trade Breakeven Protection: - None: Stop remains at original level after TP1 is reached - Buffer: Stop moves to entry plus percentage of original risk - Lock at TP1: Stop moves to TP1 level, securing that profit amount Trailing Stop Options: - ATR Trailing: Follows at dynamic ATR distance from price extreme - Step Trailing: Moves in fixed point increments as price advances favorably - Swing Trailing: Follows recent swing structure levels for dynamic protection - Configurable start point: Begin trailing from entry or only after TP1 achieved ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ KEY SETTINGS GUIDE FOR CONFIGURATION Core Engine Settings: - Base Lookback Period: Foundation for anchor detection, automatically adjusted by AVR engine - Confirmation Window: Number of bars allowed for price to confirm setup after anchor - Minimum Signal Quality Score : Required confluence level for valid buy sell signals - Signal Cooldown: Minimum bars between consecutive signals to prevent clustering Engine Toggles: Each of the six analytical engines can be independently enabled or disabled. Disabling engines reduces confluence requirements but may affect overall signal quality. Trade Style Options: - Auto: Automatically selects style based on detected market regime (FRESH leads to Runner, NORMAL leads to Extended, SCALP leads to Scalp, CAUTION leads to Caution) - Scalp: Forces tight targets for quick profit taking (TP1: 0.4R, TP2: 0.8R, TP3: 1.2R) - Extended: Forces balanced targets with room to develop (TP1: 0.6R, TP2: 1.2R, TP3: 2.0R) - Runner: Forces wide targets to capture larger moves (TP1: 0.8R, TP2: 1.8R, TP3: 3.0R) Aggressiveness Level: - Conservative: Tighter targets with earlier profit taking - Normal: Balanced approach as calculated - Aggressive: Extended targets for larger potential moves Session Filter: Optional restriction of signals to specific trading sessions including London, New York, Tokyo, Sydney, London plus New York overlap, or custom hours in UTC. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VISUAL ELEMENTS AND DISPLAY OPTIONS Chart Display Elements: - BUY and SELL labels with quality scores and optional engine breakdown - Entry line displayed as dashed yellow - TP levels displayed as dotted green gradient - Stop loss line displayed as solid red - Protected and trailing stop line displayed as solid blue - Hit markers appear when TP or SL levels are reached - Optional regime label showing current market state classification Color Theme Options: - Vibrant: High contrast modern colors (default selection) - Classic : Traditional trading platform colors - Dark Pro: Subdued professional color scheme - Minimal : Low saturation subtle colors for clean charts Dashboard Display Modes: - Full : Complete detailed information display - Compact : Essential information only for smaller footprint - Ultra Compact : Minimal footprint display for maximum chart space ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERT SYSTEM FOR NOTIFICATIONS Individual Alert Conditions Available: - PRE Buy Signal: Triggers on new buy signal generation - PRE Sell Signal: Triggers on new sell signal generation - TP1 Achieved: Triggers when first target is reached - TP2 Achieved: Triggers when second target is reached - TP3 Achieved: Triggers when third target is reached - Stop Loss Hit: Triggers when stop level is reached before any TP - Protected Exit: Triggers when stop is hit after partial profit taken - Momentum Warning: Triggers when momentum weakening is detected in profitable trade Alert Format Options: - Standard: Brief notification with symbol and signal score - Detailed : Comprehensive information including all price levels - Webhook JSON: Machine-readable format for automated trading systems and bots ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CHART EXAMPLES - VISUAL DEMONSTRATIONS Chart 1: Dashboard and Engine Status Overview This chart demonstrates the PRE indicator in scanning mode, showing the comprehensive Engine Status Panel (top right) and Trade Panel (bottom right). The dashboard provides real-time visibility into all six analytical engines and current market conditions. Key Features Shown: - Synthetic Activity Index (SAI): Currently showing HIGH ACTIVITY (50.6) detecting significant price action - Pressure Wave Oscillator (PWO): NEUTRAL (2.99) with no exhaustion detected yet - F ractal Confluence Matrix (FCM): BEAR CONFLUENCE (5) showing price at multi-timeframe highs - Entropic Exhaustion Detector (EED): HIGH ENTROPY (0.99) indicating maximum market uncertainty - Candle DNA Fingerprinting: BULL PATTERN (0.74) with reversal pattern detected - Market Regime: SCALP CONDITIONS suggesting tighter targets appropriate - Applied Style: SCALP (Auto) with system automatically selecting scalp mode based on regime - Volatility State: NORMAL (0.76) - Trade Panel: Shows SCANNING FOR SIGNALS with a BEARISH setup active (3 bars remaining) What This Demonstrates: The dashboard provides complete transparency into the indicator decision-making process. You can see exactly which engines are active, their current readings, and what trade style will be applied to the next signal. The Applied Style row shows both the detected regime AND the style that will be used. Chart 2: Trade Style Comparison - Extended vs Runner This split-screen comparison shows the SAME SELL signal and trade with two different trade style settings applied. The left panel uses EXTENDED (User) style while the right panel uses RUNNER (User) style. This demonstrates how manually selecting different trade styles affects take profit targets and position booking strategy for identical market conditions. Key Features Shown: LEFT PANEL - EXTENDED (User) Style: - Engine Status: Market Regime shows FRESH MOVE but Applied Style shows EXTENDED (User) - Entry: 4492.5 - TP1: 4487.75 at 4.6 pts away - TP2: 4483.01 at 9.4 pts away - Stop Loss: 4500.4 (8 pts) - Risk to Reward: 1:0.6 - Running P&L: -0.13 points - Position Booking: Balanced 50/50 split RIGHT PANEL - RUNNER (User) Style: - Engine Status: Same FRESH MOVE regime but Applied Style shows RUNNER (User) - Entry: 4492.5 (same entry) - TP1: 4486.17 at 6.2 pts away (WIDER target) - TP2: 4478.26 at 14.1 pts away (MUCH WIDER target) - Stop Loss: 4500.4 (8 pts - same stop) - Risk to Reward: 1:0.8 (better ratio) - Running P&L: -0.13 points (same moment) - Position Booking: Aggressive 35/65 split keeping more for runner What This Demonstrates: Both panels show the exact same trade at the same moment with same P&L, entry, and stop. The ONLY difference is the trade style setting. EXTENDED uses balanced approach with 50/50 booking at closer targets. RUNNER uses wider targets with 35/65 booking to let winners run further. Chart 3: Auto Mode vs Manual Override Comparison This split-screen comparison shows the SAME SELL signal with two different style control modes. The left panel uses RUNNER (Auto) where the system automatically selected Runner style based on detecting FRESH MOVE conditions. The right panel uses SCALP (User) where the trader manually forced Scalp style, overriding the system recommendation. Key Features Shown: LEFT PANEL - RUNNER (Auto) Style: - Engine Status: Market Regime shows FRESH MOVE and Applied Style shows RUNNER (Auto) - Entry: 4492.5 - TP1: 4489.33 at 3 pts away - TP2: 4487.17 at 6.2 pts away - Stop Loss : 4500.4 (8 pts) - Control Mode: System automatically selected this style RIGHT PANEL - SCALP (User) Style: - Engine Status: Same FRESH MOVE regime but Applied Style shows SCALP (User) - Entry: 4492.5 (same) - TP1: 4489.33 at 3 pts away (TIGHTER booking percentage) - TP2: 4487.17 at 6.2 pts away (SMALLER remainder) - Risk to Reward: 1:0.4 (more conservative) - Control Mode: User manually forced this style overriding system What This Demonstrates: The Applied Style row shows WHO is in control. (Auto) means system decides based on regime. (User) means you override. This complete transparency shows when you are trading WITH or AGAINST the system analysis. Chart 4: Trade Management and Protection System This split-screen comparison shows the SAME SHORT trade at DIFFERENT stages of execution. The left panel shows the trade at entry and setup phase while the right panel shows the trade after TP1 has been hit with protection activated. Key Features Shown: LEFT PANEL - Trade Setup and Initial Entry: - Engine Status: Market Regime shows FRESH MOVE and Applied Style shows RUNNER (Auto) - Trade Panel: Shows SCANNING FOR SIGNALS with BULLISH setup active (3 bars remaining) - TP Mode: Auto with Next Signal TP showing 0.8R / 1.8R (Runner style targets) - Exit Marker: Shows Exit @ +50% label indicating completed previous trade - Setup Phase: System ready for next signal with runner-focused targets pre-calculated RIGHT PANEL - Active Trade with TP1 Hit: - Engine Status: Same FRESH MOVE regime but Applied Style shows SCALP (User) - Entry: 4492.5 (yellow dashed line) - TP1: 4486.17 showing + HIT (green marker indicating TP1 reached) - TP2: 4486.17 at 11.4 pts away (green dotted line) - Protected Stop: 4491.31 (3.8 pts) shown as BLUE LINE (stop moved from initial level) - Running P&L: +4.96 points (in profit) - Profit Booked: 65% shown in trade panel - Trade Status: RUNNING TO TP2 - Bars in Trade: 10 - Protection Active: Stop loss moved to protect profits after TP1 achievement What This Demonstrates: Complete trade lifecycle and protection system. Initial stop placement, TP1 achievement, breakeven protection activation, position booking, and remaining position management with zero risk after partial profit taken. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RECOMMENDED USE CASES AND APPLICATIONS Suitable Instruments: - Forex pairs including all majors, minors, and exotics (no volume required) - CFD instruments including indices, commodities, and metals - Cryptocurrency pairs on all exchanges - Stocks and ETFs with or without volume consideration - Futures contracts across all markets Suggested Timeframes: - Primary for scalping: 1-minute, 3-minute, 5-minute, 15-minute charts - Also effective on: 30-minute, 1-hour, 4-hour for swing entry identification Optimal Conditions: - Markets with clear structure and adequate liquidity - During active trading sessions with participation - When multiple engines show alignment and confluence ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LIMITATIONS AND IMPORTANT CONSIDERATIONS What This Indicator Cannot Do: - Predict future price movements with certainty - Guarantee profitable trades or specific returns - Replace proper risk management and position sizing - Work effectively in all market conditions at all times - Eliminate all false signals completely Conditions Where Performance May Vary: - Extremely low liquidity periods with wide spreads - Major news events and high-impact economic releases - Strongly trending markets without meaningful pullbacks - Unusual market conditions or flash crash events The P&L tracking displayed is for the current visualized trade only and does not represent historical performance, backtested results, or guaranteed future outcomes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL CONFIRMATION AND NON-REPAINTING BEHAVIOR This indicator is specifically designed to prevent repainting: - All signals are confirmed at bar close only using barstate.isconfirmed - Signals do not appear and disappear during intra-bar price action - Once a signal prints on the chart, it remains permanently - Historical signals accurately represent what would have been visible in real-time trading ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RISK DISCLAIMER AND IMPORTANT NOTICES This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or trading signals that guarantee profits. Trading financial instruments carries substantial risk of loss and is not suitable for all investors. Past performance of any trading system or methodology is not necessarily indicative of future results. Users should: - Conduct their own analysis before making any trading decisions - Never risk more than they can afford to lose - Understand that no indicator can predict market movements with certainty - Use proper risk management and position sizing at all times - Consider consulting a licensed financial advisor before trading The author accepts no liability for any losses incurred through the use of this indicator. -BullByte
Indicatore Pine Script®
di BullByte
2
Market Regime | NY Session Killzones Indicator [ApexLegion]Market Regime | NY Session Killzones Indicator Introduction and Theoretical Background The Market Regime | NY Session Killzones indicator is designed exclusively for New York market hours (07:00-16:00 ET). Unlike universal indicators that attempt to function across disparate global sessions, this tool employs session-specific calibration to target the distinct liquidity characteristics of the NY trading day: Pre-Market structural formation (08:00-09:30), the Morning breakout window (09:30-12:00), and the Afternoon Killzone (13:30-16:00)—periods when institutional order flow exhibits the highest concentration and most definable technical structure. By restricting its operational scope to these statistically significant time windows, the indicator focuses on signal relevance while filtering the noise inherent in lower-liquidity overnight or extended-hours trading environments. I. TECHNICAL RATIONALE: THE PRINCIPLE OF CONTEXTUAL FUSION 1. The Limitation of Acontextual Indicators Traditional technical indicators often fail because they treat every bar and every market session equally, applying static thresholds (e.g., RSI > 70) without regard for the underlying market structure or liquidity environment. However, institutional volume and market volatility are highly dependent on the time of day (session) and the prevailing long-term risk environment. This indicator was developed to address this "contextual deficit" by fusing three distinct yet interdependent analytical layers: • Time and Structure (Macro): Identifying high-probability trading windows (Killzones) and critical structural levels (Pre-Market Range, PDH/PDL). • Volatility and Scoring (Engine): Normalizing intraday momentum against annual volatility data to create an objective, statistically grounded AI Score. • Risk Management (Execution): Implementing dynamic, volatility-adjusted Stop Loss (SL) and Take Profit (TP) parameters based on the Average True Range (ATR). 2. The Mandate for 252-Day Normalization (Z-Score) What makes this tool unique is its 252-day Z-Score normalization engine that transforms raw momentum readings into statistically grounded probability scores, allowing the same indicator to deliver consistent, context-aware signals across any timeframe—from 1-minute scalping to 1-hour swing trades—without manual recalibration. THE PROBLEM OF SCALE INVARIANCE A high Relative Strength Index (RSI) reading on a 1-minute chart has a completely different market implication than a high RSI reading on a Daily chart. Simple percentage-based thresholds (like 70 or 30) do not provide true contextual significance. A sudden spike in momentum may look extreme on a 5-minute chart, but if it is statistically insignificant compared to the overall volatility of the last year, it may be a poor signal. THE SOLUTION: CROSS-TIMEFRAME Z-SCORE NORMALIZATION This indicator utilizes the Pine Script function request.security to reference the Daily timeframe for calculating the mean (μ) and standard deviation (σ) of a momentum oscillator (RSI) over the past 252 trading days (one year). The indicator then calculates the Z-Score (Z) for the current bar's raw momentum (x): Z = (x - μ) / σ Core Implementation: float raw_rsi = ta.rsi(close, 14) // x = request.security(syminfo.tickerid, "D", , // σ (252 days) lookahead=barmerge.lookahead_on) float cur_rsi_norm = d_rsi_std != 0 ? (raw_rsi - d_rsi_mean) / d_rsi_std : 0.0 // Z This score provides an objective measurement of current intraday momentum significance by evaluating its statistical extremity against the yearly baseline of daily momentum. This standardized approach provides the scoring engine with consistent, global contextual information, independent of the chart's current viewing timeframe. II. CORE COMPONENTS AND TECHNICAL ANALYSIS BREAKDOWN 1. TIME AND SESSION ANALYSIS (KILLZONES AND BIAS) The indicator visually segments the trading day based on New York (NY) trading sessions, aligning the analysis with periods of high institutional liquidity events. Pre-Market (PRE) • Function: Defines the range before the core market opens. This range establishes structural support and resistance levels (PMH/PML). • Technical Implementation: Uses a dedicated Session input (ny_pre_sess). The High and Low values (pm_h_val/pm_l_val) within this session are stored and plotted for structural reference. • Smart Extension Logic: PMH/PML lines are automatically extended until the next Pre-Market session begins, providing continuous support/resistance references overnight. NY Killzones (AM/PM) • Function: Highlights high-probability volatility windows where institutional liquidity is expected to be highest (e.g., NY open, lunch, NY close). • Technical Implementation: Separate session inputs (kz_ny_am, kz_ny_pm) are utilized to draw translucent background fills, providing a clear visual cue for timing. Market Regime Bias • Function: Determines the initial directional premise for the trading day. The bias is confirmed when the price breaks either the Pre-Market High (PMH) or the Pre-Market Low (PML). • Technical Implementation: Involves the comparison of the close price against the predefined structural levels (check_h for PMH, check_l for PML). The variable active_bias is set to Bullish or Bearish upon confirmed breakout. Trend Bar Coloring • Function: Applies a visual cue to the bars based on the established regime (Bullish=Cyan, Bearish=Red). This visual filter helps mitigate noise from counter-trend candles. • Technical Implementation: The Pine Script barcolor() function is tied directly to the value of the determined active_bias. 2. VOLATILITY NORMALIZED SCORING ENGINE The internal scoring mechanism accumulates points from multiple market factors to determine the strength and validity of a signal. The purpose is to apply a robust filtering mechanism before generating an entry. The score accumulation logic is based on the following factors: • Market Bias Alignment (+3 Points): Points are awarded for conformance with the determined active_bias (Bullish/Bearish). • VWAP Alignment (+2 Points): Assesses the position of the current price relative to the Volume-Weighted Average Price (VWAP). Alignment suggests conformity with the average institutional transaction price. • Volume Anomaly (+2 Points): Detects a price move accompanied by an abnormally high relative volume (odd_vol_spike). This suggests potential institutional participation or significant order flow. • VIX Integration (+2 Points): A score derived from the CBOE VIX index, assessing overall market stability and stress. Stable VIX levels add points, while high VIX levels (stress regimes) remove points or prevent signal generation entirely. • ML Probability Score (+3 Points): This is the core predictive engine. It utilizes a Log-Manhattan Distance Kernel to compare the current market state against historical volatility patterns. The script implements a Log-linear distance formula (log(1 + |Δ|) ). This approach mathematically dampens the impact of extreme volatility spikes (outliers), ensuring that the similarity score reflects true structural alignment rather than transient market noise. Core Technical Logic (Z-Score Normalization) float cur_rsi_norm = d_rsi_std != 0 ? (raw_rsi - d_rsi_mean) / d_rsi_std : 0.0 • Technical Purpose: This line calculates the Z-Score (cur_rsi_norm) of the current momentum oscillator reading (raw_rsi) by normalizing it against the mean (d_rsi_mean) and standard deviation (d_rsi_std) derived from 252 days of Daily momentum data. If the standard deviation is zero (market is perfectly flat), it safely returns 0.0 to prevent division by zero runtime errors. This allows the AI's probability score to be based on the current signal's significance within the context of the entire trading year. 3. EXECUTION AND RISK MANAGEMENT (ATR MODEL) The indicator utilizes the Average True Range (ATR) volatility model. This helps risk management scale dynamically with market volatility by allowing users to define TP/SL distances independently based on the current ATR. Stop Loss Multiplier (sl_mult) • Function: Sets the Stop Loss (SL) distance as a configurable multiple of the current ATR (e.g., 1.5 × ATR). • Technical Logic: The price level is calculated as: last_sl_price := close - (atr_val * sl_mult). The mathematical sign is reversed for short trades. Take Profit Multiplier (tp_mult) • Function: Sets the Take Profit (TP) distance as a configurable multiple of the current ATR (e.g., 3.0 × ATR). • Technical Logic: The price level is calculated as: last_tp_price := close + (atr_val * tp_mult). The mathematical sign is reversed for short trades. Structural SL Option • Function: Provides an override to the ATR-based SL calculation. When enabled, it forces the Stop Loss to the Pre-Market High/Low (PMH/PML) level, aligning the stop with a key institutional structural boundary. • Technical Logic: The indicator checks the use_struct_sl input. If true, the calculated last_sl_price is overridden with either pm_h_val or pm_l_val, dependent on the specific trade direction. Trend Continuation Logic • Function: Enables signal generation in established, strong trends (typically in the Afternoon session) based on follow-through momentum (a new high/low of the previous bar) combined with a high Signal Score, rather than exclusively relying on the initial PMH/PML breakout. • Technical Logic: For a long signal, the is_cont_long logic specifically requires checks like active_bias == s_bull AND close > high , confirming follow-through momentum within the established regime. Smart Snapping & Cleanup (16:00 Market Close) • Function: To maintain chart cleanliness, all trade boxes (TP/SL), AI Prediction zones, Killzone overlays (NY AM/PM), and Liquidity lines (PDH/PDL) are automatically "snapped" and cut off precisely at 16:00 NY Time (Market Close). • Technical Logic: When is_market_close condition is met (hour == 16 and minute == 0), the script executes cleanup logic that: ◦ Closes active trades and evaluates final P&L ◦ Snaps all TP/SL box widths to current bar ◦ Truncates AI Prediction ghost boxes at market close ◦ Cuts off NY AM/PM Killzone background fills ◦ Terminates PDH/PDL line extensions ◦ Prevents visual clutter from extending into post-market sessions 4. LIQUIDITY AND STRUCTURAL ANALYSIS The indicator plots key structural levels that serve as high-probability magnet zones or areas of potential liquidity absorption. • Pre-Market High/Low (PMH/PML): These are the high and low established during the configured pre-market session (ny_pre_sess). They define the primary structural breakout level for the day, often serving as the initial market inflection point or the key entry level for the morning session. • PDH (Previous Day High): The high of the calendar day immediately preceding the current bar. This represents a key Liquidity Pool; large orders are often placed above this level, making it a frequent target for stop hunts or liquidity absorption by market makers. • PDL (Previous Day Low): The low of the calendar day immediately preceding the current bar. This also represents a key Liquidity Pool and a high-probability reversal or accumulation point, particularly during the Killzones. FIFO Array Management The indicator uses FIFO (First-In-First-Out) array structures to manage liquidity lines and labels, automatically deleting the oldest objects when the count exceeds 500 to comply with drawing object limits. 5. AI PREDICTION BOX (PREDICTIVE MODEL) Function: Analyzes AI scores and volatility to project predicted killzone ranges and duration with asymmetric directional bias. A. DIRECTIONAL BIAS (ASYMMETRIC EXPANSION) The prediction model calculates directional probability using the ML kernel's 252-day Normalized RSI (Z-Score) and Relative Volume (RVOL). The prediction box dynamically adjusts its range based on this probability to provide immediate visual feedback on high-probability direction. Bullish Scenario (ml_prob > 1.0): • Upper Range: Expands significantly (1.5x multiplier) to show the aggressive upside target • Lower Range: Tightens (0.5x multiplier) to show the invalidation level • Visual Intent: The box is visibly skewed upward, immediately communicating bullish bias without requiring numerical analysis. Bearish Scenario (ml_prob < -1.0): • Upper Range: Tightens (0.5x multiplier) to show the invalidation level • Lower Range: Expands significantly (1.5x multiplier) to show the aggressive downside target • Visual Intent: The box is visibly skewed downward, immediately communicating bearish bias. Neutral Scenario (-1.0 < ml_prob < 1.0): Both ranges use balanced multipliers, creating a symmetrical box that indicates uncertainty. B. DYNAMIC VOLATILITY BOOSTER (SESSION-BASED ADAPTATION) The prediction box adjusts its volatility multiplier based on the current session and market conditions to account for intraday volatility patterns. AM Session (Morning: 07:00-12:00): • Base Multiplier: 1.0x (Neutral Base) • Logic: Morning sessions often contain false breakouts and noise. The base multiplier starts neutral to avoid over-projecting during consolidation. • Trend Booster: Multiplier jumps to 1.5x when: Price > London Session Open AND AI is Bullish (ml_prob > 0), OR Price < London Session Open AND AI is Bearish (ml_prob < 0) • Logic: When the London trend (typically 03:00-08:00 NY time) aligns with the AI model's directional conviction, the indicator aggressively targets higher volatility expansion. This filters for "institutional follow-through" rather than random morning chop. PM Session (Afternoon: 13:00-16:00): • Fixed Multiplier: 1.8x • Logic: The PM session, particularly the 13:30-16:00 ICT Silver Bullet window, often contains the "True Move" of the day. A higher baseline multiplier is applied to emphasize this session's significance over morning noise. Safety Floor: A minimum range of 0.2% of the current price is enforced regardless of volatility conditions. • Purpose: Maintains the prediction box visibility during extreme low-volatility consolidation periods where ATR might collapse to near-zero values. Volatility Clamp Protection: Maximum volatility is capped at three times the current ATR value. During flash crashes, circuit breaker halts, or large overnight gaps, raw volatility calculations can spike to extreme levels. This clamp prevents prediction boxes from expanding to unrealistic widths. Technical Implementation: f_get_ai_multipliers(float _prob) => float _abs_prob = math.abs(_prob) float _range_mult = 1.0 float _dur_mult = 1.0 if _abs_prob > 30 _range_mult := 1.8 else if _abs_prob > 10 _range_mult := 1.2 else _range_mult := 0.7 C. PRACTICAL INTERPRETATION • Wide Upper Range + Tight Lower Range: Strong bullish conviction. The model expects significant upside with limited downside risk. • Tight Upper Range + Wide Lower Range: Strong bearish conviction. The model expects significant downside with limited upside. • Symmetrical Range: Neutral/uncertain market. Wait for directional confirmation before entry. • Large Box (Extended Duration): High-confidence prediction expecting sustained movement. • Small Box (Short Duration): Low-confidence or choppy conditions. Expect quick resolution. III. PRACTICAL USAGE GUIDE: METHODOLOGY AND EXECUTION A. ESTABLISHING TRADING CONTEXT (THE THREE CHECKS) The primary goal of the dashboard is to filter out low-probability trade setups before they occur. • Timeframe Selection: Although the core AI is normalized to the Daily context, the indicator performs optimally on intraday timeframes (e.g., 5m, 15m) where session-based volatility is most pronounced. • PHASE Check (Timing): Always confirm the current phase. The highest probability signals typically occur within the visually highlighted NY AM/PM Killzones because this is when institutional liquidity and volume are at their peak. Signals outside these zones should be treated with skepticism. • MARKET REGIME Check (Bias): Ensure the signal (BUY/SELL arrow) aligns with the established MARKET REGIME bias (BULLISH/BEARISH). Counter-bias signals are technically allowed if the score is high, but they represent a higher risk trade. • VIX REGIME Check (Risk): Review the VIX REGIME for overall market stress. Periods marked DANGER (high VIX) indicate elevated volatility and market uncertainty. During DANGER regimes, reducing position size or choosing a wider SL Multiplier is advisable. B. DASHBOARD INTERPRETATION (THE REAL-TIME STATUS DISPLAY) The indicator features a non-intrusive dashboard that provides real-time, context-aware information based on the core analytical engines. PHASE: (PRE-MARKET, NY-AM, LUNCH, NY-PM) • Meaning: Indicates the current institutional session time. This is derived from the customizable session inputs. • Interpretation: Signals generated during NY-AM or NY-PM (Killzones) are generally considered higher-probability due to increased institutional participation and liquidity. MARKET REGIME: (BULLISH, BEARISH, NEUTRAL) • Meaning: The established directional bias for the trading day, confirmed by the price breaking above the Pre-Market High (PMH) or below the Pre-Market Low (PML). • Interpretation: Trading with the established regime (e.g., taking a BUY signal when the regime is BULLISH) is the primary method. NEUTRAL indicates that the PMH/PML boundary has not yet been broken, suggesting market ambiguity. VIX REGIME: (STABLE, DANGER) • Meaning: A measure of overall market stress and stability, based on the CBOE VIX index integration. The thresholds (20.0 and 35.0 default) are customizable by the user. • Interpretation: STABLE indicates stable volatility, favoring momentum trades. DANGER (VIX > 35.0) indicates extreme stress; signals generated in this environment require caution and often necessitate smaller position sizing. SIGNAL SCORE: (0 to 10+ Points) • Meaning: The accumulated score derived from the VOLATILITY NORMALIZED AI SCORING ENGINE, factoring in bias, VWAP alignment, volume, and the Z-Score probability. • Interpretation: The indicator generates a signal when this score meets or exceeds the Minimum Entry Score (default 3). A higher score (e.g., 7+) indicates greater statistical confluence and a stronger potential entry. AI PROBABILITY: (Bull/Bear %) • Meaning: Directional probability derived from the ML kernel, expressed as a percentage with Bull/Bear label. • Interpretation: Higher absolute values (>20%) indicate stronger directional conviction from the ML model. LIVE METRICS SECTION: • STATUS: Shows current trade state (LONG, SHORT, or INACTIVE) • ENTRY: Displays the entry price for active trades • TARGET: Shows the calculated Take Profit level • ROI | KILL ZONE: ◦ For Active Trades: Displays real-time P&L percentage during NY session hours. ◦ At Market Close (16:00 NY): Since this is a NY session-specific indicator, any active position is automatically evaluated and closed at 16:00. The final result (VALIDATED or INVALIDATED) is determined based on whether the trade reached profit or loss at market close. ◦ Result Persistence: The killzone result (VALIDATED/INVALIDATED) remains displayed on the dashboard until the next NY AM KILLZONE session begins, providing a clear performance reference for the previous trading day. Note: If a trade is still trending at 16:00, it will be force-closed and evaluated at that moment, as the indicator operates strictly within NY trading hours. C. SIGNAL GENERATION AND ENTRY LOGIC The indicator generates signals based on two distinct technical setups, both of which require the accumulated SIGNAL SCORE to be above the configured Minimum Entry Score. Breakout Entry • Trigger Condition: Price closes beyond the Pre-Market High (PMH) or Low (PML). • Rationale: This setup targets the initial directional movement for the day. A breakout confirms the institutional bias by decisively breaking the first major structural boundary, making the signal high-probability. Continuation Entry • Trigger Condition: The market is already in an established regime (e.g., BULLISH), and the price closes above the high (or below the low) of the previous bar, while the SIGNAL SCORE remains high. Requires the Allow Trend Continuation parameter to be active. • Rationale: This setup targets follow-through trades, typically in the afternoon session, capturing momentum after the morning's direction has been confirmed. This filters for sustainability in the established trend. Execution: Execute the trade immediately upon the close of the bar that prints the BUY or SELL signal arrow. D. MANAGING RISK AND EXITS 1. RISK PARAMETER SELECTION The indicator immediately draws the dynamic TP/SL zones upon entry. • Volatility-Based (Recommended Default): By setting the SL Multiplier (e.g., 1.5) and the TP Multiplier (e.g., 3.0), the indicator enforces a constant, dynamically sized risk-to-reward ratio (e.g., 1:2 in this example). This helps that risk management scales proportionally with the current market volatility (ATR). • Structural Override: Selecting the Use Structural SL parameter fixes the stop-loss not to the ATR calculation, but to the more significant structural level of the PMH or PML. This is utilized by traders who favor institutional entry rules where the stop is placed behind the liquidity boundary. 2. EXIT METHODS • Hard Exit: Price hits the visual TP or SL box boundary. • Soft Exit (Momentum Decay Filter): If the trade is active and the SIGNAL SCORE drops below the Exit Score Threshold (default 3), it indicates that the momentum supporting the trade has significantly collapsed. This serves as a momentum decay filter, prompting the user to consider a manual early exit even if the SL/TP levels have not been hit, thereby preserving capital during low-momentum consolidation. • Market Close Auto-Exit: At 16:00 NY time, any active trade is automatically closed and classified as VALIDATED (profit) or INVALIDATED (loss) based on current price vs. entry price. IV. PARAMETER REFERENCE AND CONFIGURATION A. GLOBAL SETTINGS • Language (String, Default: English): Selects the language for the dashboard and notification text. Options: English, Korean, Chinese, Spanish, Portuguese, Russian, Ukrainian, Vietnamese. B. SESSION TIMES (3 BOX SYSTEM) • PRE-MARKET (Session, Default: 0800-0930): Defines the session range used for Pre-Market High/Low (PMH/PML) structural calculation. • REGULAR (Morning) (Session, Default: 0930-1200): Defines the core Morning trading session. • AFTERNOON (PM) (Session, Default: 1300-1600): Defines the main Afternoon trading session. • Timezone (String, Default: America/New_York): Sets the timezone for all session and time-based calculations. C. NY KILLZONES (OVERLAYS) • Show NY Killzones (Bool, Default: True): Toggles the translucent background fills that highlight high-probability trading times (Killzones). • NY AM Killzone (Session, Default: 0700-1000): Defines the specific time window for the first key liquidity surge (Open overlap). • NY PM Killzone (Session, Default: 1330-1600): Defines the afternoon liquidity window, aligned with the ICT Silver Bullet and PM Trend entry timing. • Allow Entry in Killzones (Bool, Default: True): Enables or disables signal generation specifically during the defined Killzone hours. • Activate AI Prediction Box (Bool, Default: True): Toggles the drawing of the predicted target range boxes on the chart. D. CORE SCORING ENGINE • Minimum Entry Score (Int, Default: 3): The lowest accumulated score required for a Buy/Sell signal to be generated and plotted. • Allow Trend Continuation (Bool, Default: True): Enables the secondary entry logic that fires signals based on momentum in an established trend. • Force Ignore Volume (Bool, Default: False): Overrides the volume checks in the scoring engine. Useful for markets where volume data is unreliable or nonexistent. • Force Show Signals (Ignore Score) (Bool, Default: False): Debug mode that displays all signals regardless of score threshold. • Integrate CBOE:VIX (Bool, Default: True): Enables the connection to the VIX index for market stress assessment. • Stable VIX (<) (Float, Default: 20.0): VIX level below which market stress is considered low (increases score). • Stress VIX (>) (Float, Default: 35.0): VIX level above which market stress is considered high (decreases score/flags DANGER). • Use ML Probability (Bool, Default: True): Activates the volatility-normalized AI Z-Score kernel. Disabling this removes the cross-timeframe normalization filter. • Max Learning History (Int, Default: 2000): Maximum number of bars stored in the ML training arrays. • Normalization Lookback (252 Days) (Int, Default: 252): The number of DAILY bars used to calculate the Z-Score mean and standard deviation (representing approximately 1 year of data). E. RISK MANAGEMENT (ATR MODEL) • Use Structural SL (Bool, Default: False): Overrides the ATR-based Stop Loss distance to use the Pre-Market High/Low as the fixed stop level. • Stop Loss Multiplier (x ATR) (Float, Default: 1.5): Defines the Stop Loss distance in multiples of the current Average True Range (ATR). • Take Profit Multiplier (x ATR) (Float, Default: 3.0): Defines the Take Profit distance in multiples of the current Average True Range (ATR). • Exit Score Threshold (<) (Int, Default: 3): The minimum score below which an active trade is flagged for a Soft Exit due to momentum collapse. F. VISUAL SETTINGS • Show Dashboard (Bool, Default: True): Toggles the real-time data panel. • Show NY Killzones (Bool, Default: True): Toggles killzone background fills. • Show TP/SL Zones (Bool, Default: True): Toggles the drawing of Take Profit and Stop Loss boxes. • Show Pre-Market Extensions (Bool, Default: True): Extends PM High/Low lines across the entire chart for support/resistance reference. • Activate AI Prediction Box (Bool, Default: True): Enable or disable the predictive range projection. • Light Mode Optimization (Bool, Default: True): Toggles dashboard and plot colors for optimal visibility on white (light) chart backgrounds. • Enforce Trend Coloring (Bool, Default: True): Forces candle colors based on Market Regime (Bullish=Cyan, Bearish=Pink) to emphasize trend direction. • Label Size (String, Default: Normal): Options: Tiny, Small, Normal. G. LIQUIDITY POOLS (PDH/PDL) • Show Liquidity Lines (Bool, Default: True): Toggles the display of the Previous Day High (PDH) and Low (PDL) lines. • Liquidity High Color (Color, Default: Green): Color setting for the PDH line. • Liquidity Low Color (Color, Default: Red): Color setting for the PDL line. 🔔 ALERT CONFIGURATION GUIDE The indicator is equipped with specific alert conditions. How to Set Up an Alert: Click the "Alert" (Clock icon) in the top TradingView toolbar. Select "Market Regime NY Session " from the Condition dropdown menu. Choose one of the specific trigger conditions below depending on your strategy: 🚀 Available Alert Conditions 1. BUY (Long Entry) Trigger: Fires immediately when a confirmed Bullish Setup is detected. Conditions: Market Bias is Bullish (or valid Continuation) + Signal Score ≥ Minimum Entry Score. Usage: Use this alert to open new Long positions or close existing Short positions. 2. SELL (Short Entry) Trigger: Fires immediately when a confirmed Bearish Setup is detected. Conditions: Market Bias is Bearish (or valid Continuation) + Signal Score ≥ Minimum Entry Score. Usage: Use this alert to open new Short positions or close existing Long positions. V. IMPORTANT TECHNICAL LIMITATIONS ⚠️ Intraday Only (Timeframe Compatibility) This indicator is strictly designed for Intraday Timeframes (1m to 4h). Daily/Weekly Charts: The session logic (e.g., "09:30-16:00") cannot function on Daily bars because a single bar encompasses the entire session. Session boxes, TP/SL zones, and AI prediction boxes will NOT draw on the Daily timeframe. Only the PDH/PDL liquidity lines remain visible on Daily charts. This is expected behavior, not a limitation. Maximum Supported Timeframe: All visual components (session boxes, killzone overlays, TP/SL zones, AI prediction boxes) are displayed up to the 4-hour timeframe. Above this timeframe, only PDH/PDL lines and the dashboard remain functional. ⚠️ Drawing Object Limit (Max 500) A single script can display a maximum of 500 drawing objects (boxes/lines) simultaneously. On lower timeframes (e.g., 1-minute), where many signals and session boxes are generated, older history (typically beyond 10-14 days) will automatically disappear to make room for new real-time data. For deeper historical backtesting visualization, switch to higher timeframes (e.g., 15m, 1h). The indicator implements FIFO array management to comply with this limit while maintaining the most recent and relevant visual data. VI. PRACTICAL TRADING TIPS AND BEST PRACTICES • Killzone Confirmation: The highest statistical validity is observed when a high-score signal occurs directly within a visible NY AM/PM Killzone. Use the Killzones as a strict time filter. • Liquidity Awareness (PDH/PDL): Treat the Previous Day High (PDH) and Low (PDL) lines as magnets. If your dynamic Take Profit (TP) is placed just above PDH, consider adjusting your target slightly below PDH or utilizing the Soft Exit, as liquidity absorption at these levels often results in sudden, sharp reversals that stop out a trade just before the target is reached. • VIX as a Position Sizer: During DANGER VIX regimes, the resulting high volatility means the ATR value will be large. It is prudent to either reduce the SL Multiplier or, more commonly, reduce the overall position size to maintain a constant currency risk exposure per trade. • Continuation Filter Timing: Trend Continuation signals are most effective during the Afternoon (PM) session when the morning's directional breakout has had time to establish a strong, clear, and sustainable trend. Avoid using them in the initial AM session when the direction is still being contested. • 16:00 Market Close Rule: All trades, boxes, and lines are automatically cleaned up at 16:00 NY time. This prevents overnight chart clutter and maintains visual clarity. VII. DISCLAIMER & RISK WARNINGS • Educational Purpose Only This indicator, including all associated code, documentation, and visual outputs, is provided strictly for educational and informational purposes. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. • No Guarantee of Performance Past performance is not indicative of future results. All metrics displayed on the dashboard (including "ROI" and trade results) are theoretical calculations based on historical data. These figures do not account for real-world trading factors such as slippage, liquidity gaps, spread costs, or broker commissions. • High-Risk Warning Trading cryptocurrencies, futures, and leveraged financial products involves a substantial risk of loss. The use of leverage can amplify both gains and losses. Users acknowledge that they are solely responsible for their trading decisions and should conduct independent due diligence before executing any trades. • Software Limitations The software is provided "as is" without warranty. Users should be aware that market data feeds on analysis platforms may experience latency or outages, which can affect signal generation accuracy.
Indicatore Pine Script®
di ApexLegion
ORB Fusion Adaptive🎯 ORB Fusion Adaptive Strategy Professional Opening Range Breakout Trading System ═══════════════════════════════════════════════════════════════════════════════ The first fully-automated, multi-instrument ORB strategy on TradingView. 💡 WHAT IT DOES: Automatically trades Opening Range breakouts and failed breakout reversals with intelligent position sizing, professional risk management, and complete trade lifecycle tracking. Built for serious backtesting and live trading. ⚡ KEY FEATURES: ✓ Automated Entry & Exit (breakouts + reversals) ✓ Adaptive Position Sizing (3 modes: Fixed, Risk-Based, Risk-Based Initial) ✓ Multi-Instrument Support (Futures, Forex, Crypto, Stocks) ✓ Advanced Risk Management (daily limits, drawdown protection) ✓ ML-Powered Breakout Filtering (pContinue/pFail scoring) ✓ Failed Breakout Detection (high-probability reversals) ✓ Native Trailing Stops (Pine Script v5) ✓ Multi-Target Management (T1, T2, T3) ✓ Real-Time Performance Dashboard ✓ Comprehensive Backtesting (5+ years tested) 🎯 STRATEGY LOGIC: Entry Signals The strategy enters trades on two high-probability setups: 1. ORB Breakouts • Detects when price breaks above/below Opening Range • Confirms with volume (configurable threshold) • ML filter scores probability of continuation • Enters within 3 bars of breakout (no late entries) • Stop placed at ORB midpoint or ATR-based • Targets at Fibonacci extensions (1.0x, 1.618x, 2.5x ORB range) 2. Failed Breakout Reversals • Monitors for breakouts that fail and reverse • Confirms failure after price returns inside ORB • Automatic reversal entry with tight stops • Three profit targets (0.5x, 1.0x, 1.5x ORB range) • Historical 65-75% win rate on reversals Exit Management • Stop Loss: Multiple methods (ATR, ORB Mid, ORB Opposite, Hybrid) • Native Trailing Stop: Activates after configurable R-multiple profit • Profit Targets: Single target or scaled exits at T1/T2/T3 • Daily Stop: Halts trading after max daily loss • Drawdown Protection: Circuit breaker at max drawdown threshold 🔧 ADAPTIVE POSITION SIZING: The strategy's most powerful feature - intelligent position sizing that adapts to your instrument and account: Mode 1: Fixed • Simple contract/lot size • Best for: Testing, stable position sizing • Use case: "Always trade 2 contracts" Mode 2: Risk-Based (Current Equity) • Size = (Current Equity × Risk%) / (Stop Distance × Point Value) • Compounds with wins, reduces with losses • Best for: Aggressive compounding • Use case: Maximize geometric growth Mode 3: Risk-Based (Initial Capital) • Size = (Initial Capital × Risk%) / (Stop Distance × Point Value) • No compounding - consistent risk exposure • Best for: Professional risk management • Use case: Live trading with stable risk Multi-Instrument Intelligence Auto-detects and calculates correctly for: • Futures: Uses contract point value (ES $50/pt, NQ $20/pt, MES $5/pt, MNQ $2/pt) • Forex: Uses pip value per lot (Standard/Mini/Micro/Nano) • Crypto: Uses contract multiplier (1.0 BTC, 0.001 BTC, etc) • Stocks: Uses $1 per share Manual override available if auto-detect fails. 📊 RISK MANAGEMENT: Multi-Layer Protection • Per-Trade Risk: 0.5-2% of capital (configurable) • Daily Risk Limit: Max 4% loss per day (halts trading) • Max Drawdown Pause: Circuit breaker at 12% drawdown • Position Size Limits: Min/max contracts enforced • Max Stop Distance: ATR-based hard limit (prevents catastrophic losses) Trailing Stop System • Uses Pine Script's native trail_price and trail_offset • Activates after configurable R-multiple profit (default 0.5R) • Trail distance: ATR-based (tight 0.5 ATR to loose 2.0 ATR) • Works reliably in backtesting AND live trading • No manual stop management needed 🌍 GLOBAL MARKET SUPPORT: Configurable Sessions Unlike basic ORB indicators, this strategy works globally: • US Equities: 9:30 AM ET default • Forex London: Custom session 08:00-08:30 GMT • Forex NY: Custom session 13:30-14:00 GMT • Asian Markets: Custom session with Tokyo timezone • Crypto: 24/7 support with custom ORB windows Timezone support includes: America/New_York, Europe/London, Asia/Tokyo, Asia/Hong_Kong, UTC, and more. Session ORBs • Asian Session ORB (Tokyo open) • London Session ORB (Forex primary) • NY Session ORB (US market hours) Critical for Forex traders working multiple sessions. 📈 BACKTESTING CAPABILITIES: Realistic Simulation • Commission: Configurable (default $1 per order) • Slippage: 2 ticks default (adjustable) • Volume Confirmation: Prevents unrealistic fills • RTH Filtering: Optional Regular Trading Hours only • Bar Magnifier: Improved intrabar execution Performance Metrics Dashboard Real-time statistics displayed: • Total Trades & Win Rate • Net P&L & Profit Factor • Current Drawdown • Daily P&L tracking • Position details (if in trade) • Position sizing mode & current size Historical Testing • Supports 5000+ bars of history • Test across multiple market conditions • Bull markets, bear markets, range-bound periods • Optimize by day type (trend vs rotation) 🎛️ CUSTOMIZATION OPTIONS: ORB Settings • Timeframe: 5, 15, 30, or 60 minutes • Confirmation: Close, Wick, or Body • Volume: On/off with multiplier threshold • LTF Precision: Sub-minute high/low detection • RTH Filter: Regular Trading Hours only option Breakout Detection • ML Filtering: Enable/disable with thresholds • Failed Breakout: Sensitivity (2-10 bars) • Failure Buffer: ATR-based confirmation • Entry Window: Bars after signal (prevents late entries) Stop Methods • ATR: Tight dynamic stops (recommended) • ORB Mid: Structural stop at midpoint • ORB Opposite: Wide stop at opposite boundary • Hybrid: Best of ATR and structural Target Methods • Single: One target, full exit • Scaled: Partial exits at T1/T2/T3 (recommended) • Trail Only: No fixed targets, trail to exit 🔬 OPTIMIZATION GUIDE: For Futures (ES, NQ, MNQ, MES) • ORB: 30 min • Confirmation: Close • Volume: ON (1.5x) • Stop Method: ATR (1.0x multiplier) • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.5% • Failed Breakouts: ENABLE For Forex Majors • ORB: 60 min (or 15 min at London open) • Confirmation: Close • Volume: OFF (tick volume unreliable) • Stop Method: ATR (1.5x multiplier) • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.0% • Custom Session: 0800-0900 GMT • Timezone: Europe/London For Crypto (BTC, ETH) • ORB: 60 min • Confirmation: Close • Volume: OFF or ON (1.2x) • Stop Method: ATR (2.0x wider stops) • Position Mode: Fixed or Risk-Based • Risk Per Trade: 2.0% (higher volatility) • Custom Session: Define your preferred window For Stocks/ETF • ORB: 15-30 min • Confirmation: Body (most conservative) • Volume: ON (2.0x threshold) • Stop Method: Hybrid • Position Mode: Risk-Based (Initial) • Risk Per Trade: 1.0% • RTH Only: ENABLED • Gap Analysis: ENABLED 💎 ADVANCED FEATURES: Initial Balance Analysis • First hour range tracking (A + B periods) • IB extensions at 0.5x, 1.0x, 1.5x, 2.0x • Day type classification (Trend/Normal/Rotation) • Adjusts strategy behavior by day type ORB Extensions • Fibonacci targets: 1.272x, 1.5x, 1.618x, 2.0x, 2.618x, 3.0x • Dynamic monitoring for take-profit zones • Extension tracking in statistics VWAP Integration • Institutional benchmark reference • Standard deviation bands (1σ and 2σ) • Breakout alignment scoring • Context for trade quality Gap Analysis • Overnight gap detection • Gap fill target projection • Gap fill rate statistics • Direction bias from gap type Comprehensive Statistics • Bull/Bear breakout win rates • Reversal win rate (typically 65-75%) • Day type distribution • Extension statistics • Gap fill rate • Real-time performance tracking 🎨 VISUAL FEEDBACK: Enhanced Plots • ORB levels (High/Low/Mid continuous lines) • Entry markers (L for long, S for short, 🔥 for reversals) • Extension levels with labels • Session ORBs (Asian/London/NY) • IB levels and extensions • VWAP with bands • Failed breakout markers Color-Coded Momentum Boxes • Blue: Inside ORB (consolidation) • Green: Above ORB (bullish momentum) • Red: Below ORB (bearish momentum) • Orange: Failed breakout zones • Variable intensity based on distance Dynamic Dashboards • Main Dashboard: ORB status, breakout info, setup details, market context • Strategy Dashboard: Trades, Win%, P&L, Profit Factor, Daily P&L, Drawdown, Position info • Narrative Dashboard: Plain-language market interpretation Three Display Modes • Simple: Clean chart, essential ORB only • Standard: ORB + IB + Sessions + VWAP (recommended) • Advanced: All features + statistics 🔔 ALERT SYSTEM: Strategy Alerts • Breakout Entry (with ML probabilities) • Failed Breakout Entry (with targets) • Stop Hit (position closed) • Target Hit (T1, T2, T3 partials) • Extension Reached (profit zone) • IB Break (potential trend day) All alerts include: • Direction and setup type • Entry price and position size • Stop and target levels • ML scores (if enabled) • Setup grade (A+ to D) • Win rate context ⏱️ TIMEFRAMES: 1m-15m optimal (works on all) 💎 INSTRUMENTS: Futures, Forex, Crypto, Stocks, Indices 🎓 SKILL LEVEL: Intermediate to Advanced 📚 WHAT'S INCLUDED: Comprehensive Documentation • 200+ lines of detailed tooltips • Every setting fully explained • Optimization guides by market • Position sizing calculator explanations • Risk management framework • Best practices and common pitfalls Ready-to-Use Configurations • Default settings optimized for ES/NQ • Recommended settings for each instrument type • Conservative vs Aggressive profiles • Scalping vs Swing configurations Full Transparency • All calculations shown in dashboard • Position sizing visible in real-time • Strategy performance metrics live • No black boxes or hidden logic 🚨 RISK DISCLAIMERS: CRITICAL INFORMATION - PLEASE READ: • This is a trading strategy that executes real trades in backtesting • Past performance does NOT guarantee future results • All trading involves substantial risk of loss • Never risk money you cannot afford to lose • This is NOT financial advice - for educational purposes only • Requires understanding of ORB methodology and risk management • Test thoroughly on paper/demo account before live trading • Position sizing must be configured correctly for your account • Stop losses are NOT guaranteed in all market conditions • Slippage and commissions will affect live results • Volatile markets may trigger circuit breakers (drawdown pause) Strategy-Specific Risks: • Opening range breakouts can fail (hence the reversal system) • Volume confirmation may limit signals in low-volume instruments • Custom sessions must match your market's actual hours • Multi-instrument support requires correct point value configuration • Trailing stops may exit early in volatile conditions • Daily limits may prevent recovery trades • Backtesting results may not match live execution Position Sizing Warnings: • Risk-Based modes can size large positions if stops are tight • Always set max position size limits appropriate for your account • Verify point values are correct for your instrument • Test with small size first • Monitor position size in dashboard before every trade 🎓 WHO THIS IS FOR: Best Suited For: • Traders with ORB methodology knowledge • Those seeking a fully-automated system • Backtesting enthusiasts • Multi-instrument traders • Risk-conscious systematic traders • Traders who understand position sizing Not Recommended For: • Complete beginners to trading • Those seeking "set and forget" with zero monitoring • Traders unwilling to backtest first • Those who don't understand risk management • Accounts under $5,000 (position sizing too small) 💡 PRO TIPS: Backtesting Best Practices • Start with 2+ years of data • Include both bull and bear markets • Test on same timeframe you'll trade (5-min for 5-min ORB) • Account for commissions/slippage realistically • Verify win rate >45% and profit factor >1.3 Position Sizing • Use Risk-Based (Initial Capital) for most consistent results • Start with 1% risk per trade, increase to 1.5-2% if comfortable • Set max position size to prevent oversizing • Verify point values are correct before live trading • Monitor dashboard for actual size before each trade Risk Management • NEVER disable daily loss limit • Keep max drawdown pause at 12% or lower • Use ATR stop method for best R:R • Enable trailing stops for trend capturing • Take partial profits at T1 (at least 30-40%) Failed Breakout Trading • These are your highest win-rate setups (65-75%) • Always enable this feature • Use tighter stops on reversals than breakouts • Don't chase if you miss the entry window • Three targets allow you to scale out profitably ML Filtering • Dramatically improves breakout quality • Reduce signals but increase win rate • Start with default thresholds (pCont≥0.55, pFail≤0.35) • Lower signals = higher quality in choppy markets • Can disable for more signals in strong trends ⚙️ TECHNICAL DETAILS: Strategy Engine • Pine Script v5 • Native strategy.entry() and strategy.exit() • Trailing stops use trail_price/trail_offset (no repainting) • Proper position sizing with strategy.position_size • Realistic fills with commission and slippage • Bar magnifier for improved intrabar execution Performance • Optimized for 1-minute to 15-minute charts • Supports 5000+ bars of history • Efficient calculations (no arrays in hot loops) • Max 500 visual objects (boxes/lines/labels) • No repainting - all signals confirmed on bar close Position Sizing Engine • Auto-detects Futures, Forex, Crypto, Stocks • Uses syminfo.pointvalue when available • Falls back to manual configuration • Proper rounding to exchange increments • Min/max limits enforced Risk System • Per-trade risk percentage enforced • Daily P&L tracking • Drawdown from peak equity • Circuit breakers halt trading when limits hit • Resets daily for fresh start 🔄 VERSION HISTORY: Current Version: 1.0 (Initial Release) • Complete ORB breakout + reversal strategy • Adaptive position sizing (3 modes) • Multi-instrument support • Advanced risk management • Native trailing stops • ML filtering integration • Comprehensive backtesting • Real-time performance dashboard Planned Updates: • Additional session templates (Tokyo, Sydney) • More stop methods • Enhanced ML model training • Volatility regime detection • Trade journal export ═══════════════════════════════════════════════════════════════════════════════ Trade the opening range with institutional precision. Automated entries. Intelligent sizing. Professional risk management. Test first. Trade smart. Scale safely. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Strategia Pine Script®
di DskyzInvestments
1
Logic Flow Signals & Backtest [bercutiatia]To understand the advanced logic of the tool, it is essential that you carefully read each topic and check the visual examples in this presentation. -- Who is the Logic Flow Signals & Backtest tool recommended for? Ideal for traders looking to increase the reliability and level of their operations. Recommended for those who want to create rigorous confluences, validate strategies with backtesting, and transform emotional management into systematic and measurable processes. How can the Logic Flow Signals & Backtest tool help me? High-confidence signals! You combine TradingView indicators and create a single robust signal, eliminating the frustration of having to spend hours in front of the chart and still clicking at the wrong time. This ensures that your entry is validated by logic, not emotional impulse. -- Logic Flow Signals & Backtest is a versatile and powerful tool designed to test and validate your trading ideas with indicators from the TradingView community. Extreme flexibility: Allows you to combine indicators available on TradingView (EMAs, RSI, MACD, SMC, etc.) to create custom entry and exit logics. Sequential Logic: Goes far beyond simple crossovers. You can define rules where signal A must occur before signal B — and, if desired, before signal C or D — to validate an entry. Add time, order, and context filters, creating truly intelligent sequential logic that generates a single final alert only when all conditions align. With Stages (Stage 1, Stage 2, etc.), your entries follow the exact sequence you define. And the best part: you no longer need to spend hours in front of the chart waiting for confluences. Simply set up your stages once, create an alert in TradingView, and the system will automatically notify you when the ideal combination of signals occurs. Sequence Invalidation: Offers the option to define conditions that, if they occur, immediately cancel an ongoing entry sequence, helping to avoid entries in unfavorable scenarios. Explaining the first image example (chart below): LONG INDICATOR 1 (Stage 1): The market confirms a change in character (CHoCH Bullish). The system enters an alert state awaiting the confluence of the next indicators. LONG INDICATOR 2 and 3 (Stage 2): Entry is only released when the SMA17 crosses above the SMA72 (indicator 2), but with one condition: The SMA72 must be ABOVE the SMA305 (indicator 3); Without this alignment of indicator 3, the signal of indicator 2 does not occur. LONG INDICATOR 4 (Invalidation Rule): If at any point in the sequence the SMA72 crosses below the SMA305, the setup is immediately canceled and no entry signal is generated. The sequence restarts with indicator 1. EXIT LONG (Hybrid Exit TP + SIGNAL): The trade seeks a TP target of 1000 ticks, but has a technical "Trailing Stop": if the trend reverses (Exit Long Indicator 1 = SMA72 crosses below the SMA305) before the target, the position is closed to protect capital. SHORT INDICATOR 1 (Stage 1): Identification of weakness in the market with a Bearish CHoCH. SHORT INDICATOR 2 and 3 (Stage 2): Entry is only released when the SMA17 crosses below the SMA72 (indicator 2), but with a strict condition: The SMA72 must be BELOW the SMA305 (indicator 3); Without this STATE of indicator 3, the signal from indicator 2 does not occur. SHORT INDICATOR 4 (Invalidation Rule): If at any point in the sequence the SMA72 crosses above the SMA305, the setup is immediately canceled and no entry signal is generated. The sequence starts again with indicator 1. EXIT SHORT (Hybrid Exit TP + SIGNAL): The trade seeks a target of 1000 ticks, but has a technical "Trailing Stop": if the downtrend reverses (Exit Short Indicator 1 = SMA72 crosses above the SMA305) before the target, the position is closed to protect capital. In this strategy, we use the external indicators: Multiple MTF MA and Smart Money Concepts (Advanced) -- Stage Duration: In STAGE DURATION , you control the maximum time (in candles) allowed for each transition between stages to occur. If the time limit expires before the next stage is reached, the sequence is reset. Keep it at 0 to disable the time limit. The "Stage Duration" function is available in four separate blocks on the settings panel: - LONG - STAGE DURATION: Controls the time limit (in candles) between Long entry stages (for example from Stage 1 to Stage 2). - LONG EXIT - STAGE DURATION: Controls the time limit between Long exit stages. - SHORT - STAGE DURATION: Controls the time limit between Short entry stages. - SHORT EXIT - STAGE DURATION: Controls the time limit between Short exit stages. Explaining the second image example (chart below): Stage 1 (INDICATOR 1): New Fair Value Gap (FVG) Bullish Confirmed. - Meaning: The move starts with a bullish FVG (Fair Value Gap), indicating a confirmed imbalance where buyers were much more aggressive than sellers. Stage 2 (INDICATOR 2): EMA10 crossing above the EMA50. - Meaning: Immediately after the FVG trigger, the fast moving average (10 periods) crosses the intermediate moving average (50 periods). This confirms that the initial FVG impulse was not an isolated event but the beginning of a short-term trend. Stage 3: In this final stage, we require two simultaneous confirmations to validate the entry: - INDICATOR 3: The EMA10 crosses above the EMA100, indicating that the movement has enough strength to break through larger barriers. - INDICATOR 4: The RSI must be above its own moving average (SMA14). This ensures the asset is gaining momentum at the exact moment the averages are broken, avoiding entries in "tired" markets. Stage Duration: The most important feature of this setup is the restricted time window. - Rule: From Stage 1 to 2, and from Stage 2 to 3, the maximum interval to accept confluences is only 3 candles. - Why this is vital? If the market took 20 candles to align these conditions, it would indicate weakness or indecision. By demanding that everything happens within a maximum of 3 candles per step, the setup filters only the moves where buying pressure is urgent and aggressive, increasing the probability of an explosive move in favor of the trade. Asymmetric Risk Management: To complement a high-probability and high-pressure setup, we use aggressive risk management: - Stop Loss (Technical/Short): 200 Ticks. If the buying pressure fails quickly, we exit early with a small loss. - Take Profit (Long Target): 1000 Ticks. We aim to ride the impulse "leg" that the setup identified. - Risk/Reward: 5:1. This means a single winning trade covers five losing trades, making the strategy mathematically viable in the long term. In this strategy, we use the external indicators: Multiple MTF MA , Smart Money Concepts (Advanced) and Relative Strength Index (RSI) . -- Multiple Operating Modes It is not limited to sequences. It can operate by confluence (where all signals must be valid at the same time), by single trigger (only one signal is required), or by "OR" logic (any one of the defined signals). - If you use only Stage 1 in more than one indicator session, the entry will only occur if all enabled conditions are true simultaneously. - Any condition defined as OR can trigger the entry by itself. - If only one condition block is enabled, the single indicator will function as a simple signal. Multiple and Simultaneous Exits It allows for the configuration of exits by both indicators and TP/SL targets. The strategy will close the trade as soon as any of these conditions are met first (indicator signal, profit target, or loss limit Integrated Risk Management It includes Stop Loss and Take Profit exits by percentage and ticks, which are easy to configure and essential for risk management. The strategy calculates the exact TP and SL prices based on your entry price and monitors the market on every tick. Explaining the Third Image Example (Chart Below) The move was validated by a 4-step logical sequence (Stage 1) and managed by a hybrid exit system. Short Indicator 1, 2, and 3: The price (Close) crossed below the SMA200, SMA72, and SMA17 averages simultaneously. - What this means: When a single candle has the strength to break below the short-term (17), mid-term (72), and long-term (200) averages, it indicates a high probability for the price to seek lower levels. To reinforce Indicators 1 through 3, we added an extra layer of confirmation. Short Indicator 4: The Positive Volume Index (PVI) needed to be below its own long-term average (EMA300). - Why this is important: PVI below the average confirms that selling volume is dominant, validating that the break of the averages was not just noise. Triple Exit Management (Maximum Security) The great advantage of this tool is the ability to manage risk dynamically. In this trade, we configured three simultaneous exit conditions, where the first one to be met closes the position: 1. Financial Target (TP): A fixed Take Profit of 15%. 2. Exit Short Indicator 1 (Technical Exit 1): If the average (SMA72) crosses above the average (SMA200), the trade is closed. 3. Exit Short Indicator 2 (Technical Exit 2): If the PVI crosses above the EMA300, indicating an entry of buying strength, the trade is closed. "OR" Logic: The tool monitors these conditions in real-time. Whichever occurs first triggers the exit, ensuring you lock in profit (TP) or protect your capital at the first sign from the indicators. In this strategy, we use the external indicators: Multiple MTF MA and Positive Volume Index . -- Reversal Mode (Stop and Reverse) The Reversal Mode (Stop and Reverse) allows a new signal in the opposite direction (e.g., a SELL signal) to automatically close an existing position (e.g., BUY) and open a new one (sell). This "stop and reverse" function can be enabled or disabled in the settings, giving you full control over whether the strategy should only exit (awaiting a new signal) or immediately reverse the position. Explaining the Fourth Image Example (Chart Below) In this example, we demonstrate a setup focused on capturing every market "flip," keeping the trader positioned 100% of the time ("Always-in"), a technique widely used in automation. - Long Entry: Occurs immediately upon confirming a bullish change of character (New CHoCH Bullish). - Short Entry: Occurs immediately upon confirming a bearish change of character (New CHoCH Bearish). - Exit (The Differentiator): We are not using fixed TP or SL here. The exit is triggered by Automatic Reversal. The Power of "Exit by Opposite Signal" Notice the labels on the chart: "Close Short" followed immediately by a "Long." This happens because the Allow Reversal function is enabled in the tool's settings. When the market generates a buy signal, the tool understands that the sell thesis has been invalidated. It simultaneously sends an order to close the Short position and open a new Long position. When to use this exit rule? - Capturing Long Trends / Directional Movements: Ideal for volatile assets where you want to ride the trend until the market structure effectively changes. - Operational Simplification: Eliminates the need to guess profit targets and acts as a loss limiter when the price moves against your position. The market dictates when to enter and when to exit. Hybrid Flexibility: The strongest point of Logic Flow is that you don't have to choose just one method. Reversal can be used in two ways: 1. Individually (as in the image): Reversal is the only form of exit. You stay in the move until the opposite signal. 2. Combined (Hybrid): You can enable Reversal and configure a safety Stop Loss + technical Take Profit (Exit Long/Short Indicator). - Example: If the price hits your TP/SL first, you exit. If the market turns before the TP, the Reversal takes you out of the trade and generates a new trend alert. In this strategy, we use the external indicators: Smart Money Concepts . -- Backtesting: Far beyond creating logic and generating signals, Logic Flow Signals stands out due to its Integrated Backtest. Backtesting serves as a reality check for the trader. It takes the strategy out of the realm of "imagination" and puts it to the test against historical data. Here are the 4 main practical uses: 1. Verifying Feasibility (Proof of Concept): The most obvious use is to answer: "Does this idea make money?". Many strategies look visually perfect on the chart, but when you run the backtest, you discover that brokerage fees or frequent "stops" consume all the profit. 2. Knowing the "Worst-Case Scenario" (Drawdown): Maximum Drawdown: It shows you what the largest accumulated drop the strategy has ever experienced was. By identifying a Drawdown that exceeds the desired risk tolerance, the backtest allows for parameter optimization in search of a more efficient balance between risk and return. 3. Fine-Tuning (Optimization): It allows you to make changes such as: Increasing the profit target, changing the stop, removing an indicator, changing the chart timeframe, among other actions. You can test various variations instantly to find the most efficient configuration. 4. Expectation Management and Discipline: Backtesting does not eliminate fear nor guarantee that the future will repeat the past, but it serves as a reference map. The Real Role: Aligning expectation with reality. In the image below, you can check out how a backtest result is generated: To understand the backtest results shown above, check the chart and the detailed operational logic below: This operational example seeks to identify altcoins that are demonstrating an explosive decorrelation relative to Bitcoin. The logic is: we want to buy only the assets that are outperforming the market leader, precisely at the moment when speculative money (Open Interest) heavily enters the market. For the buy signal (Long) to be triggered, three conditions must be simultaneously true (Stage 1): Long Indicator 1 (Altcoin Strength): The asset's RSI must be above the 70 level (Overbought), indicating extremely strong bullish momentum. Long Indicator 2 (Bitcoin Weakness): Bitcoin's RSI must be below the 50 level. This confirms that the Altcoin's rally is genuine and independent. Long Indicator 3 (Money Flow): The Open Interest (open contracts) must be above the Extreme level of the OI DELTA indicator. This validates that new money is aggressively entering the asset to sustain the rally. Risk Management: In this example, we configured an aggressive target to capture the altcoin volatility: - Take Profit: 100% - Stop Loss: 20% - Risk/Reward: 5:1 In this strategy, we use the external indicators: RSI Crypto Strength (Asset vs BTC) and Open Interest Delta . -- Configuring an Indicator Block Each block (BUY INDICATOR 1, BUY INDICATOR 2, ...) allows you to define a complete condition. - Enable (Activate): Simply turns this indicator block on or off. - Source A: The first value you want to analyze. example: The Closing Price (Close), Opening Price (Open), or another TradingView indicator. - Condition: How 'Source A' will be compared. example: Crossover/Crossunder, Greater Than, Less Than, Cross Up. - Comparison Type: The option that defines whether you will compare 'Source A' with a fixed number or with another indicator. - Fixed Value: Used if you selected "Fixed Value". example: For an RSI greater than 70 condition, Source A would be the RSI, the Condition would be Greater Than, and the Fixed Value would be 70. - Source B: Used if you selected "Source B". example: For a condition where the EMA10 crosses above the EMA200, Source A would be the EMA10, the Condition would be 'Cross Up', and Source B would be the EMA200. -- Configurable Alert Signals Configurable Alert Signals: The tool allows for the creation of fully customized alerts for different types of events, such as entries, signal-based exits, take profit, and stop loss. These alerts can be used for both strategy automation and manual, real-time notifications. The message field is highly flexible: it accepts dynamic placeholders, JSON structure, UUID identifiers, or any custom text, allowing integration with other external tools and systems via webhook. Configuring Your Messages: - LONG/SHORT - ALERTS: Defines the message for new entries. - LONG/SHORT INDICATOR EXIT - ALERTS: Defines the message for signal-based exits (e.g., moving average cross). - REVERSAL - ALERTS: Defines the message for when a position is closed by an opposite signal (stop-and-reverse). - LONG/SHORT TP/SL EXIT - ALERTS: Defines the message for exits triggered by take profit (TP) or stop loss (SL), via percentage or ticks. A Single Alert to Control Everything You don't need to create separate alerts for "Buy," "Sell," or "Exits." On a single screen, you can create strategies by defining entries, signal-based exits, profit targets, or stop limits. Alert Times (Operating Window) In the Alert Times section, you can define a specific time (and time zone) for the strategy to generate entry or exit signals. -- To create your alert, simply follow these steps: - Condition: Select the script name: "Logic Flow Signals & Backtest". - Message: Insert only the placeholder: {{strategy.order.alert_message}} Once this single alert is active, it will "listen" to all orders executed by the strategy. This means you can have your Long-Term, Short-Term, Signal-Based Exits, and TP/SL strategies active simultaneously. When any of these events are plotted on the chart, the script will send the customized message (which you wrote in the fields) to your single alert. -- Advanced period filters: Allow you to test the strategy in specific date ranges, over the last X days, or over the last X bars, facilitating performance analysis in different market environments. -- Status Panel: Displays a clear summary of all active rules and settings directly on the chart, facilitating the visualization and confirmation of the running logic. Additionally, it has a settings box where you can activate or deactivate the panel, choose its position (such as at the bottom or side), and adjust its size. -- The Thumbnail strategy uses the following external indicators: Multiple MTF MA and Breakout Finder . -- Final Considerations: The Logic Flow Signals & Backtest tool is a versatile and powerful system, designed to test and apply trading ideas based on multiple indicators from TradingView. Its differential is being a customization environment: the script does not have integrated graphical indicators, as the objective is precisely to allow the user to combine and integrate multiple existing indicators in the TradingView community to build unique entry and exit logics. It offers flexibility and precision, but the true value emerges when the trader integrates the tool into a consistent trading plan, with efficient risk management (Stop Loss and Take Profit), leverage control, and a professional mindset. Important: Risk of Repainting (Unstable Data): Avoid indicators that 'repaint' (those that change their values ​​in past bars after the closing of new candles). The backtest will be invalidated, and the actual performance of the strategy will fail. Legal Warning and Didactic Purpose: It is fundamental to understand that all visual examples, charts, and texts contained in this description do not constitute financial advice, buy or sell recommendations, nor a promise of easy or guaranteed gains. This is an advanced support tool, not an automatic profit system. Use the integrated backtesting to evaluate the historical behavior of strategies before real execution and understand how different market conditions impact your results. The sole purpose of this material is to demonstrate the logical and execution capacity of the script, serving as a didactic guide for you to test and validate your own ideas. Conclusion and Risk Warning: Success in financial markets comes not only from a set of charting indicators, but from the trader's understanding, practice, and discipline. Our objective is to provide a robust, customizable, and intuitive solution, created to enhance your technical analysis and broaden your strategic vision, without replacing critical thinking and conscious decision-making. Finally, remember: past results do not guarantee future performance. The real differentiator lies in continuous learning, testing, and evolution.
Strategia Pine Script®
di BERCUTIATIA
ATR Trailing Stop (Long or Short Selectable)The ATR Trailing Stop (Long or Short Selectable) will start calculating on a set date that you specify. This is great because you want to trail the price from the breakout day or even after exceeding specific price level (can be your breakeven level or even to capture more of the upside after the price target is met). Entry price: If you act at the close of the day, you can leave this value as 0 and it will take the close of the day for the initial protective stop-loss calculation. You can choose to add a value such as the pattern boundary and in that case it will subtract the initial protective stop-loss from the pattern boundary and not the close of the day. If you use a scaling in tactic during the day (buying in tranches intraday as the breakout takes place) and your average purchase price is different than the close of the day, you can also plug that number in to calculate the initial protective stop-loss. This is a modified version as many followers asked for ATR trailing for short setups. Now you can select the Long/Short trade setup from the drop down menu. ATR period: You can select the ATR period. It can be 10 day, 14 day or 30 day or any ATR period of your choice. ATR Multiplier for Stop-loss: This is the multiplier that you want to trail the price with. From the highest level price reached it will trail the price with a 3 x ATR () distance. The higher the number, the wider the trailing stop-loss. A multiplier of 1 will trail the price so close that and adverse movement can result in triggering the stop-loss. Custom Value for First day Trailing Stop: This is my favorite part. For aggressive risk management, your initial protective stop can be smaller than what the ATR Trailing Stop will use in its calculation after entry day. In this case you can take 1xATR () or even with FX and Futures you can apply 0.5xATR() as the first day to calculate initial protective stop. The protective stop turns into a trailing stop after the first day.
Indicatore Pine Script®
di akselkibar
4
PivotBoss VWAP Bands (Auto TF) - FixedWhat this indicator shows (high level) The indicator plots a VWAP line and three bands above (R1, R2, R3) and three bands below (S1, S2, S3). Band spacing is computed from STD(abs(VWAP − price), N) and multiplied by 1, 2 and 3 to form R1–R3 / S1–S3. The script is timeframe-aware: on 30m/1H charts it uses Weekly VWAP and weekly bands; on Daily charts it uses Monthly VWAP and monthly bands; otherwise it uses the session/chart VWAP. VWAP = the market’s volume-weighted average price (a measure of fair value). Bands = volatility-scaled zones around that fair value. Trading idea — concept summary VWAP = fair value. Price above VWAP implies bullish bias; below VWAP implies bearish bias. Bands = graded overbought/oversold zones. R1/S1 are near-term limits, R2/S2 are stronger, R3/S3 are extreme. Use trend alignment + price action + volume to choose higher-probability trades. VWAP bands give location and magnitude; confirmations reduce false signals. Entry rules (multiple strategies with examples) A. Momentum breakout (trend-following) — preferred on trending markets Setup: Price consolidates near or below R1 and then closes above R1 with above-average volume. Chart: 30m/1H (Weekly VWAP) or Daily (Monthly VWAP) depending on your timeframe. Entry: Enter long at the close of the breakout bar that closes above R1. Stop-loss: Place initial stop below the higher of (VWAP or recent swing low). Example: if price broke R1 at ₹1,200 and VWAP = ₹1,150, set stop at ₹1,145 (5 rupee buffer below VWAP) or below the last swing low if that is wider. Target: Partial target at R2, full target at R3. Trail stop to VWAP or to R1 after price reaches R2. Example numeric: Weekly VWAP = ₹1,150, R1 = ₹1,200, R2 = ₹1,260. Buy at ₹1,205 (close above R1), stop ₹1,145, target1 ₹1,260 (R2), target2 ₹1,320 (R3). B. Mean-reversion fade near bands — for range-bound markets Setup: Market is not trending (VWAP flatish). Price rallies up to R2 or R3 and shows rejection (pin bar, bearish engulfing) on increasing or neutral volume. Entry: Enter short after a confirmed rejection candle that fails to sustain above R2 or R3 (prefer confirmation: close back below R1 or below the rejection candle low). Stop-loss: Just above the recent high (e.g., 1–2 ATR or a fixed buffer above R2/R3). Target: First target VWAP, second target S1. Reduce size if taking R3 fade as it’s an extreme. Example numeric: VWAP = ₹950, R2 = ₹1,020. Price spikes to ₹1,025 and forms a bearish engulfing candle. Enter short at ₹1,015 after the next close below ₹1,020. Stop at ₹1,035, target VWAP ₹950. C. Pullback entries in trending markets — higher probability Setup: Price is above VWAP and trending higher (higher highs and higher lows). Price pulls back toward VWAP or S1 with decreasing downside volume and a reversal candle forms. Entry: Long when price forms a bullish reversal (hammer/inside-bar) with a close back above the pullback candle. Stop-loss: Below the pullback low (or below S2 if a larger stop is justified). Target: VWAP then R1; if momentum resumes, trail toward R2/R3. Example numeric: Price trending above Weekly VWAP at ₹1,400; pullback to S1 at ₹1,360. Enter long at ₹1,370 when a bullish candle closes; stop at ₹1,350; first target VWAP ₹1,400, second target R1 ₹1,450. Exit rules and money management Basic exit hierarchy Hard stop exit — when price hits initial stop-loss. Always use. Target exit — take partial profits at R1/R2 (for longs) or S1/S2 (for shorts). Use trailing stops for the remainder. VWAP invalidation — if you entered long above VWAP and price returns and closes significantly below VWAP, consider exiting (condition depends on timeframe and trade size). Price action exit — reversal patterns (strong opposite candle, bearish/bullish engulfing) near targets or beyond signals to exit. Trailing rules After price reaches R2, move stop to breakeven + a small buffer or to VWAP. After price reaches R3, trail by 1 ATR or lock a defined profit percentage. Position sizing & risk Risk per trade: commonly 0.5–2% of account equity. Determine position size by RiskAmount ÷ (EntryPrice − StopPrice). If the stop distance is large (e.g., trading R3 fades), reduce position size. Filters & confirmation (to reduce false signals) Volume filter: For breakouts, require volume above short-term average (e.g., >20-period average). Breakouts on low volume are suspect. Trend filter: Only take breakouts in the direction of the higher-timeframe trend (for example, use Daily/Weekly trend when trading 30m/1H). Candle confirmation: Prefer entries on close of the confirming candle (not intrabar noise). Multiple confirmations: When R1 break happens but RSI/plotted momentum indicator does not confirm, treat signal as lower probability. Special considerations for timeframe-aware logic On 30m/1H the script uses Weekly VWAP/bands. That means band levels change only on weekly candles — they are strong, structural levels. Treat R1/R2/R3 as significant and expect fewer, stronger signals. On Daily, the script uses Monthly VWAP/bands. These are wider; trades should allow larger stops and smaller position sizes (or be used for swing trades). On other intraday charts you get session VWAP (useful for intraday scalps). Example: If you trade 1H and the Weekly R1 is at ₹2,400 while session VWAP is ₹2,350, a close above Weekly R1 represents a weekly-level breakout — prefer that for swing entries rather than scalps. Example trade walkthrough (step-by-step) Context: 1H chart, auto-mapped → Weekly VWAP used. Weekly VWAP = ₹3,000; R1 = ₹3,080; R2 = ₹3,150. Price consolidates below R1. A large bullish candle closes at ₹3,085 with volume 40% above the 20-bar average. Entry: Buy at close ₹3,085. Stop: Place stop at ₹2,995 (just under Weekly VWAP). Risk = ₹90. Position size: If risking ₹900 per trade → size = 900 ÷ 90 = 10 units. Targets: Partial take-profit at R2 = ₹3,150; rest trailed with stop moved to breakeven after R2 is hit. If price reverses and closes below VWAP within two bars, exit immediately to limit drawdown. When to avoid trading these signals High-impact news (earnings, macro announcements) that can gap through bands unpredictably. Thin markets with low volume — VWAP loses significance when volumes are extremely low. When weekly/monthly bands are flat but intraday price is volatile without clear structure — prefer session VWAP on smaller timeframes. Alerts & automation suggestions Alert on close above R1 / below S1 (use the built-in alertcondition the script adds). For higher-confidence alerts, require volume filter in the alert condition. Automated order rules (if you automate): use limit entry at breakout close plus a small slippage buffer, immediate stop order, and OCO for TP and SL.
Indicatore Pine Script®
di krkone
Liquidation Cascade Detector [QuantAlgo]🟢 Overview The Liquidation Cascade Detector employs multi-dimensional microstructure analysis to identify forced liquidation events by synthesizing volume anomalies, price acceleration dynamics, and volatility regime shifts. Unlike conventional momentum indicators that merely track directional bias, this indicator isolates the specific market conditions where leveraged positions experience forced unwinding, creating asymmetric opportunities for mean reversion traders and market makers to take advantage of temporary liquidity imbalances. These liquidation cascades manifest through various catalysts: overwhelming spot selling coupled with leveraged long liquidation forced unwinding creates downward spirals where organic sell pressure triggers margin calls, which generate additional selling that triggers more margin calls. Conversely, sudden large buy orders or coordinated buying can squeeze overleveraged shorts, forcing buy-to-cover orders that push price higher, triggering additional short stops in a self-reinforcing feedback loop. The indicator captures both scenarios, regardless of whether the initial catalyst is organic flow or forced liquidation. For sophisticated traders/market makers deploying amplification strategies, this indicator serves as an early warning system for distressed order flow. By detecting the moments when cascading stop-losses and margin calls create self-reinforcing price movements, the system enables traders to: (1) identify forced participants experiencing capital pressure, (2) strategically add liquidity in the direction of panic flow to amplify displacement, (3) accumulate contra-positions during the overshoot phase, and (4) capture mean reversion profits as equilibrium pricing reasserts itself. This approach transforms destructive liquidation events into potential profit opportunities by systematically front-running and then fading coordinated forced selling/buying. 🟢 How It Works The detection engine operates through a three-tier confirmation framework that validates liquidation events only when multiple independent market stress indicators align simultaneously: ► Tier 1: Volume Anomaly Detection The system calculates bar-to-bar volume ratios to identify abnormal participation spikes characteristic of forced liquidations. The Volume Spike threshold filters for transactions where current volume significantly exceeds previous bar volume. When leveraged positions hit stop-losses or margin requirements, their simultaneous unwinding creates distinctive volume signatures absent during organic price discovery. This metric isolates moments when market makers face one-sided order flow from distressed participants unable to control execution timing, whether triggered by whale orders absorbing liquidity or cascading margin calls creating relentless directional pressure. ► Tier 2: Price Acceleration Measurement By comparing current bar's absolute body size against the previous bar's movement, the algorithm quantifies momentum acceleration. The Price Acceleration threshold identifies scenarios where price velocity increases dramatically, a hallmark of cascading liquidations where each stop-loss triggers additional stops in a feedback loop. This calculation distinguishes between gradual trend development (irrelevant for amplification attacks) and explosive moves driven by forced order flow requiring immediate liquidity provision. The metric captures both panic selling scenarios where spot sellers overwhelm bid liquidity triggering long liquidations, and short squeeze dynamics where aggressive buying exhausts offer-side depth forcing short covering. ► Tier 3: Volatility Expansion Analysis The indicator measures bar range expansion by computing the current high-low range relative to the previous bar. The Volatility Spike threshold captures regime shifts where intrabar price action becomes erratic, evidence that market depth has evaporated and order book imbalance is driving price. Combined with body-to-range analysis indicating strong directional conviction, this metric confirms that volatility expansion reflects genuine liquidation pressure rather than random noise or low-volume chop. *Supplementary Confirmation Metrics Beyond the three primary detection tiers, the system analyzes additional candle characteristics that distinguish genuine liquidation events from ordinary volatility: ► Candle Strength: Measures the ratio of candle body size to total bar range. High readings (above 60%) indicate strong directional conviction where price moved decisively in one direction with minimal retracement. During liquidations, distressed traders execute market orders that drive price aggressively without the normal back-and-forth of balanced trading. Strong-bodied candles with minimal wicks confirm forced participants are accepting any available price rather than attempting to minimize slippage, validating that observed volume and price acceleration stem from liquidation pressure rather than routine trading. ► Volume Climax: Identifies when current volume reaches the highest level within recent history. Climax volume events mark terminal liquidation phases where maximum panic or squeeze intensity occurs. These extreme participation spikes typically represent the final wave of forced exits as the last remaining stops are triggered or the final shorts capitulate. For mean reversion traders, volume climax signals provide optimal reversal entry timing, as they mark maximum displacement from equilibrium when all forced sellers/buyers have been exhausted. *Directional Classification The system categorizes cascades into two actionable classes: 1. Short Liquidation (Bullish Cascade): Upward price movement combined with cascade patterns equals forced short covering. This occurs when aggressive spot buying (often from whales placing large market orders) or coordinated buy programs exhaust available offer liquidity, spiking price upward and triggering clustered short stop-losses. Short sellers experiencing margin pressure must buy-to-close regardless of price, creating artificial demand spikes that compound the initial buying pressure. The combination of organic buying and forced covering creates explosive upward moves as each liquidated short adds buy-side pressure, triggering additional shorts in a self-reinforcing loop. Market makers can amplify this by lifting offers ahead of forced buy orders, then selling into the exhaustion at elevated levels. 2. Long Liquidation (Bearish Cascade): Downward price movement combined with cascade patterns equals forced long liquidation. This manifests when heavy spot selling (panic sellers, large institutional unwinds, or coordinated distribution) overwhelms bid-side liquidity, breaking through support levels where long stop-losses cluster. Over-leveraged longs facing margin calls must sell-to-close at any price, generating artificial supply waves that compound the initial selling pressure. The dual force of organic selling coupled with forced long liquidation creates downward spirals where each margin call triggers additional margin calls through further price deterioration. Amplification opportunities exist by hitting bids ahead of panic selling, accumulating long positions during the capitulation, and reversing as sellers exhaust. 🟢 How to Use 1. For Mean Reversion Traders When the indicator highlights a short liquidation cascade (green background), this signals that shorts are experiencing forced buy-to-cover pressure, often initiated by whale bids or aggressive spot buying that triggered the squeeze. Mean reversion traders can interpret this as a temporary upward dislocation from fair value. As the dashboard shows declining momentum metrics and the cascade highlighting stops, this represents a potential fade opportunity. Enter short positions expecting price to revert back toward pre-cascade levels once the forced buying exhausts and the initial large buyer completes their accumulation. When a long liquidation cascade triggers (red background), longs are undergoing forced sell-to-close liquidation, typically catalyzed by overwhelming spot selling that breached key support levels. This creates artificial downward pressure disconnected from fundamental value, as margin-driven forced selling compounds organic sell flow. Mean reversion traders wait for the cascade to complete (dashboard transitions from active liquidation status to neutral), then enter long positions anticipating snap-back toward equilibrium pricing as panic subsides and forced sellers are exhausted. You can also monitor the dashboard's Volume Climax indicator. When it displays "YES" during an active cascade, this suggests the liquidation is reaching its terminal phase, whether driven by the final shorts being squeezed out or the last leveraged longs capitulating. Mean reversion entries become highest probability at this point, as maximum displacement from fair value has occurred. Wait for the next 1-3 bars after climax confirmation, then enter contra-trend positions with tight stops. The Candle Strength metric also helps validate entry timing. When candle strength readings drop significantly after maintaining elevated levels during the cascade, this divergence indicates absorption is occurring. Market makers are stepping in to provide liquidity, supporting your mean reversion thesis. Strong candle bodies during the cascade followed by weaker bodies signal the forced flow is diminishing. 2. For Momentum & Trend Following Traders When price breaks through a significant resistance level and immediately triggers a short liquidation cascade (green background), this confirms breakout validity through forced participation. Shorts positioned against the breakout are now experiencing margin pressure from the combination of breakout momentum and potential whale buying, creating self-reinforcing buying that propels price higher. Enter long positions during the cascade or immediately after, as the forced covering provides fuel for extended momentum continuation. Conversely, when price breaks below key support and triggers a long liquidation cascade (red background), the breakdown is validated by forced selling from trapped longs. Heavy spot selling coupled with margin liquidations creates accelerated downside momentum as liquidations cascade through clustered stop-loss levels. Enter short positions as the cascade develops, riding the combined force of organic selling and forced liquidation for extended trend moves. 3. For Sophisticated Traders & Market Makers ► Amplification Attack Execution Sophisticated operators can exploit cascades through systematic amplification positioning. When a short liquidation is detected (green highlight activating), often initiated by whale bids absorbing offer liquidity, place aggressive buy orders to front-run and amplify the forced short covering. This exacerbates upward pressure, pushing price further from equilibrium and triggering additional clustered stops. Simultaneously begin accumulating short positions at these artificially elevated levels. As dashboard metrics indicate cascade exhaustion (volume spike declining, climax signal appearing, candle strength weakening), flatten amplification longs and hold accumulated shorts into the mean reversion. For long liquidations (red highlight), typically catalyzed by heavy spot selling overwhelming bid depth, execute the inverse strategy. Place aggressive sell orders to compound the panic selling, amplifying downward displacement and accelerating margin call triggers. Layer long entries at depressed prices during this amplification phase as forced liquidation selling creates artificial supply. When dashboard signals cascade completion (metrics normalizing, volume climax passing), exit amplification shorts and maintain long positions for the reversal trade. ► Market Making During Liquidity Crises During detected cascades, temporarily adjust quote placement strategy. When dashboard shows all three confirmation metrics activating simultaneously with strong candle bodies, this indicates the highest probability liquidation event, whether from whale order flow or cascading margin calls. Widen spreads dramatically to capture enhanced edge during the liquidity vacuum. Alternatively, step away from quote provision entirely on your natural inventory side (stop offering during short cascades driven by aggressive buying, stop bidding during long cascades driven by overwhelming selling) to avoid adverse selection from forced flow. Use cascade detection to inform inventory management. During short cascades initiated by large buy orders or short squeezes, reduce existing short inventory exposure while allowing the forced buying to push price higher. Rebuild short inventory only at the inflated levels created by liquidation pressure. During long cascades where spot selling compounds leveraged liquidation, reduce long inventory and use the forced selling to reaccumulate at artificially depressed prices rather than providing stabilizing liquidity too early. ► Sequential Positioning Strategy Advanced traders can structure trades in phases: (1) Initial amplification orders placed immediately upon cascade detection to front-run forced flow, (2) Contra-position accumulation scaled in as displacement extends and dashboard readings intensify, (3) Amplification trade exit when metrics show deceleration or candle strength weakens, (4) Contra-position hold through mean reversion, targeting pre-cascade price levels. This sequential approach extracts profit from both the dislocation phase and the subsequent equilibrium restoration. ► Risk Monitoring If cascade highlighting persists across many consecutive bars while dashboard volume readings remain extremely elevated with sustained strong candle bodies, this suggests sustained institutional deleveraging or persistent whale activity rather than simple retail liquidation. Reduce amplification position sizing significantly, as these extended events can exhibit delayed mean reversion. Professional counter-parties may be establishing dominant positions, limiting your edge. When volatility spike metrics decline while cascade highlighting continues, professional absorption is occurring. Proceed cautiously with amplification strategies, as intelligent liquidity providers are already positioning for the reversal, potentially front-running your intended reversal trade. Similarly, if large liquidation wicks appear during cascades, this indicates partial absorption is happening, suggesting more sophisticated players are taking the opposite side of distressed flow.
Indicatore Pine Script®
di QuantAlgo
Zero Lag Trend Signals (MTF) [Quant Trading] V7Overview The Zero Lag Trend Signals (MTF) V7 is a comprehensive trend-following strategy that combines Zero Lag Exponential Moving Average (ZLEMA) with volatility-based bands to identify high-probability trade entries and exits. This strategy is designed to reduce lag inherent in traditional moving averages while incorporating dynamic risk management through ATR-based stops and multiple exit mechanisms. This is a longer term horizon strategy that takes limited trades. It is not a high frequency trading and therefore will also have limited data and not > 100 trades. How It Works Core Signal Generation: The strategy uses a Zero Lag EMA (ZLEMA) calculated by applying an EMA to price data that has been adjusted for lag: Calculate lag period: floor((length - 1) / 2) Apply lag correction: src + (src - src ) Calculate ZLEMA: EMA of lag-corrected price Volatility bands are created using the highest ATR over a lookback period multiplied by a band multiplier. These bands are added to and subtracted from the ZLEMA line to create upper and lower boundaries. Trend Detection: The strategy maintains a trend variable that switches between bullish (1) and bearish (-1): Long Signal: Triggers when price crosses above ZLEMA + volatility band Short Signal: Triggers when price crosses below ZLEMA - volatility band Optional ZLEMA Trend Confirmation: When enabled, this filter requires ZLEMA to show directional momentum before entry: Bullish Confirmation: ZLEMA must increase for 4 consecutive bars Bearish Confirmation: ZLEMA must decrease for 4 consecutive bars This additional filter helps avoid false signals in choppy or ranging markets. Risk Management Features: The strategy includes multiple stop-loss and take-profit mechanisms: Volatility-Based Stops: Default stop-loss is placed at ZLEMA ± volatility band ATR-Based Stops: Dynamic stop-loss calculated as entry price ± (ATR × multiplier) ATR Trailing Stop: Ratcheting stop-loss that follows price but never moves against position Risk-Reward Profit Target: Take-profit level set as a multiple of stop distance Break-Even Stop: Moves stop to entry price after reaching specified R:R ratio Trend-Based Exit: Closes position when price crosses EMA in opposite direction Performance Tracking: The strategy includes optional features for monitoring and analyzing trades: Floating Statistics Table: Displays key metrics including win rate, GOA (Gain on Account), net P&L, and max drawdown Trade Log Labels: Shows entry/exit prices, P&L, bars held, and exit reason for each closed trade CSV Export Fields: Outputs trade data for external analysis Default Strategy Settings Commission & Slippage: Commission: 0.1% per trade Slippage: 3 ticks Initial Capital: $1,000 Position Size: 100% of equity per trade Main Calculation Parameters: Length: 70 (range: 70-7000) - Controls ZLEMA calculation period Band Multiplier: 1.2 - Adjusts width of volatility bands Entry Conditions (All Disabled by Default): Use ZLEMA Trend Confirmation: OFF - Requires ZLEMA directional momentum Re-Enter on Long Trend: OFF - Allows multiple entries during sustained trends Short Trades: Allow Short Trades: OFF - Strategy is long-only by default Performance Settings (All Disabled by Default): Use Profit Target: OFF Profit Target Risk-Reward Ratio: 2.0 (when enabled) Dynamic TP/SL (All Disabled by Default): Use ATR-Based Stop-Loss & Take-Profit: OFF ATR Length: 14 Stop-Loss ATR Multiplier: 1.5 Profit Target ATR Multiplier: 2.5 Use ATR Trailing Stop: OFF Trailing Stop ATR Multiplier: 1.5 Use Break-Even Stop-Loss: OFF Move SL to Break-Even After RR: 1.5 Use Trend-Based Take Profit: OFF EMA Exit Length: 9 Trade Data Display (All Disabled by Default): Show Floating Stats Table: OFF Show Trade Log Labels: OFF Enable CSV Export: OFF Trade Label Vertical Offset: 0.5 Backtesting Date Range: Start Date: January 1, 2018 End Date: December 31, 2069 Important Usage Notes Default Configuration: The strategy operates in its most basic form with default settings - using only ZLEMA crossovers with volatility bands and volatility-based stop-losses. All advanced features must be manually enabled. Stop-Loss Priority: If multiple stop-loss methods are enabled simultaneously, the strategy will use whichever condition is hit first. ATR-based stops override volatility-based stops when enabled. Long-Only by Default: Short trading is disabled by default. Enable "Allow Short Trades" to trade both directions. Performance Monitoring: Enable the floating stats table and trade log labels to visualize strategy performance during backtesting. Exit Mechanisms: The strategy can exit trades through multiple methods: stop-loss hit, take-profit reached, trend reversal, or trailing stop activation. The trade log identifies which exit method was used. Re-Entry Logic: When "Re-Enter on Long Trend" is enabled with ZLEMA trend confirmation, the strategy can take multiple long positions during extended uptrends as long as all entry conditions remain valid. Capital Efficiency: Default setting uses 100% of equity per trade. Adjust "default_qty_value" to manage position sizing based on risk tolerance. Realistic Backtesting: Strategy includes commission (0.1%) and slippage (3 ticks) to provide realistic performance expectations. These values should be adjusted based on your broker and market conditions. Recommended Use Cases Trending Markets: Best suited for markets with clear directional moves where trend-following strategies excel Medium to Long-Term Trading: The default length of 70 makes this strategy more appropriate for swing trading rather than scalping Risk-Conscious Traders: Multiple stop-loss options allow traders to customize risk management to their comfort level Backtesting & Optimization: Comprehensive performance tracking features make this strategy ideal for testing different parameter combinations Limitations & Considerations Like all trend-following strategies, performance may suffer in choppy or ranging markets Default 100% position sizing means full capital exposure per trade - consider reducing for conservative risk management Higher length values (70+) reduce signal frequency but may improve signal quality Multiple simultaneous risk management features may create conflicting exit signals Past performance shown in backtests does not guarantee future results Customization Tips For more aggressive trading: Reduce length parameter (minimum 70) Decrease band multiplier for tighter bands Enable short trades Use lower profit target R:R ratios For more conservative trading: Increase length parameter Enable ZLEMA trend confirmation Use wider ATR stop-loss multipliers Enable break-even stop-loss Reduce position size from 100% default For optimal choppy market performance: Enable ZLEMA trend confirmation Increase band multiplier Use tighter profit targets Avoid re-entry on trend continuation Visual Elements The strategy plots several elements on the chart: ZLEMA line (color-coded by trend direction) Upper and lower volatility bands Long entry markers (green triangles) Short entry markers (red triangles, when enabled) Stop-loss levels (when positions are open) Take-profit levels (when enabled and positions are open) Trailing stop lines (when enabled and positions are open) Optional ZLEMA trend markers (triangles at highs/lows) Optional trade log labels showing complete trade information Exit Reason Codes (for CSV Export) When CSV export is enabled, exit reasons are coded as: 0 = Manual/Other 1 = Trailing Stop-Loss 2 = Profit Target 3 = ATR Stop-Loss 4 = Trend Change Conclusion Zero Lag Trend Signals V7 provides a robust framework for trend-following with extensive customization options. The strategy balances simplicity in its core logic with sophisticated risk management features, making it suitable for both beginner and advanced traders. By reducing moving average lag while incorporating volatility-based signals, it aims to capture trends earlier while managing risk through multiple configurable exit mechanisms. The modular design allows traders to start with basic trend-following and progressively add complexity through ZLEMA confirmation, multiple stop-loss methods, and advanced exit strategies. Comprehensive performance tracking and export capabilities make this strategy an excellent tool for systematic testing and optimization. Note: This strategy is provided for educational and backtesting purposes. All trading involves risk. Past performance does not guarantee future results. Always test thoroughly with paper trading before risking real capital, and adjust position sizing and risk parameters according to your risk tolerance and account size. ================================================================================ TAGS: ================================================================================ trend following, ZLEMA, zero lag, volatility bands, ATR stops, risk management, swing trading, momentum, trend confirmation, backtesting ================================================================================ CATEGORY: ================================================================================ Strategies ================================================================================ CHART SETUP RECOMMENDATIONS: ================================================================================ For optimal visualization when publishing: Use a clean chart with no other indicators overlaid Select a timeframe that shows multiple trade signals (4H or Daily recommended) Choose a trending asset (crypto, forex major pairs, or trending stocks work well) Show at least 6-12 months of data to demonstrate strategy across different market conditions Enable the floating stats table to display key performance metrics Ensure all indicator lines (ZLEMA, bands, stops) are clearly visible Use the default chart type (candlesticks) - avoid Heikin Ashi, Renko, etc. Make sure symbol information and timeframe are clearly visible ================================================================================ COMPLIANCE NOTES: ================================================================================ ✅ Open-source publication with complete code visibility ✅ English-only title and description ✅ Detailed explanation of methodology and calculations ✅ Realistic commission (0.1%) and slippage (3 ticks) included ✅ All default parameters clearly documented ✅ Performance limitations and risks disclosed ✅ No unrealistic claims about performance ✅ No guaranteed results promised ✅ Appropriate for public library (original trend-following implementation with ZLEMA) ✅ Educational disclaimers included ✅ All features explained in detail ================================================================================
Strategia Pine Script®
di Quant_Trading_Pro
1
My setup [Pro] (fadi)My Setup is a powerful TradingView indicator that visualizes your trading strategy, helping you find high-probability setups with precision and discipline. It combines Higher Timeframe (HTF) context with Lower Timeframe (LTF) entries on a single chart, streamlining your trading process. What It Does Tracks your chosen timeframe and its paired higher timeframe for custom trade setups, so you don’t have to stay glued to the screen. Plots clear Entry, Stop Loss, and Take Profit levels when your conditions align. Customizes to your strategy with HTF triggers (e.g., sweeps, liquidity grabs) and LTF entries (e.g., Order Blocks, FVGs, Breakers). Ensures discipline by only showing setups that meet all your rules, eliminating emotional trading and FOMO. Backtest your edge by visualizing past setups to refine entries, stops, and confluences. How It Works Set Your HTF Trigger: Choose a market event like a sweep of a high/low, pivot point, or liquidity grab on the paired higher timeframe (e.g., 1H for a 5m chart). Define Your LTF Entry: Select your entry model from a range of institutional concepts, such as Order Block, Fair Value Gap (FVG), Inverted FVG (iFVG), Breaker Block, Unicorn Model, and more, on the chart’s timeframe. Add Confluence Filters: Stack conditions like requiring an FVG + Breaker for higher-probability setups. See It on Your Chart: When a setup forms, it’s instantly plotted with Entry, Stop Loss, and Take Profit levels based on your Risk-to-Reward ratio. Key Features Multi-Timeframe Sync: Pair your chart’s timeframe (e.g., 5m) with a higher timeframe (e.g., 1H) for seamless analysis. Institutional Tools: Supports a comprehensive suite of ICT concepts, including Order Blocks, FVGs, iFVGs, Breakers, Unicorn Model, and additional entry models. Custom Risk Management: Set your Stop Loss and Take Profit levels with fixed R:R or measured moves using large range of entry and stop levels. Session Filtering: Limit setups to specific trading sessions (e.g., London, New York) with timezone support. Visual Clarity: Displays HTF candles and key levels on your chart for context, with customizable colors and styles. Alerts: Get notified the moment a valid setup appears, even on live candles. Who It’s For Traders who want to systematize their ICT-based strategy on a single chart. Those seeking to trade with discipline and avoid impulsive decisions. Anyone looking to backtest and optimize their setups with clear, visual feedback. Busy traders who need a tool to track their chart while they focus on life. Why Choose My Setup ? Save Time: Let the indicator track your chart and its paired timeframe. Trade Confidently: Only take A+ setups that match your exact rules. Learn and Improve: Analyze historical setups to refine your strategy. Disclaimer of Warranties and Limitation of Liability for [My Setup ] Please read this disclaimer carefully before using the [My Setup ] indicator (hereafter referred to as "the Software"). 1. No Financial Advice The Software is provided for educational and informational purposes only. The data, calculations, and signals generated by the Software are not, and should not be interpreted as, financial advice, investment advice, trading advice, or a recommendation or solicitation to buy, sell, or hold any security or financial instrument. 2. Assumption of Risk You acknowledge that trading and investing are inherently risky activities that carry a high potential for significant financial loss. All actions you take in the market, including but not limited to trade execution and risk management, are your sole responsibility. You agree to use the Software at your own sole risk. The creator shall not be held responsible or liable for any financial losses or damages you may incur as a result of using the Software. 3. No Warranty; "AS IS" Provision The Software is provided "AS IS" and "AS AVAILABLE", without any warranties of any kind, either express or implied. The creator disclaims all warranties, including, but not limited to, implied warranties of merchantability, fitness for a particular purpose, accuracy, timeliness, completeness, and non-infringement. The creator does not warrant that the Software will be error-free, uninterrupted, secure, or free of bugs, viruses, or other harmful components. You acknowledge that software is never wholly free from defects, and you are responsible for implementing your own procedures for data accuracy and security. 4. Limitation of Liability TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, IN NO EVENT SHALL THE CREATOR, FADI ZEIDAN, BE LIABLE FOR ANY CLAIM, DAMAGES, OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT, OR OTHERWISE, ARISING FROM, OUT OF, OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. This limitation of liability applies to any and all damages, including but not limited to: Direct, indirect, incidental, special, consequential, or exemplary damages. Loss of profits, revenue, data, or use. Financial losses resulting from trading decisions made based on the Software. Damages arising from software defects, interruptions, or inaccuracies. 5. Indemnification You agree to indemnify, defend, and hold harmless the creator, Fadi Zeidan, from and against any and all claims, liabilities, damages, losses, or expenses, including reasonable attorneys' fees and costs, arising out of or in any way connected with your access to or use of the Software. 6. Acknowledgment and Agreement By accessing, installing, or using the [My Setup ] indicator, you acknowledge that you have read, understood, and agree to be bound by the terms of this disclaimer. If you do not agree with these terms, you must not use the Software.
Indicatore Pine Script®
di fadizeidan
18
TradeVision Pro - Multi-Factor Analysis System═══════════════════════════════════════════════════════════════════ TRADEVISION PRO - MULTI-FACTOR ANALYSIS SYSTEM Created by Zakaria Safri ═══════════════════════════════════════════════════════════════════ A comprehensive technical analysis tool combining multiple factors for signal generation, trend analysis, and dynamic risk management visualization. Designed for educational purposes to study multi-factor convergence trading strategies across all markets and timeframes. ⚠️ IMPORTANT DISCLAIMER: This indicator is provided for EDUCATIONAL and INFORMATIONAL purposes only. It does NOT constitute financial advice, investment advice, or trading advice. Past performance does not guarantee future results. Trading involves substantial risk of loss. Always do your own research and consult a financial advisor before making trading decisions. 🎯 KEY FEATURES ═══════════════════════════════════════════════════════════════════ ✅ MULTI-FACTOR SIGNAL GENERATION • Price Volume Trend (PVT) analysis • Rate of Change (ROC) momentum confirmation • Volume-Weighted Moving Average (VWMA) trend filter • Simple Moving Average (SMA) price smoothing • Signals only when all factors align ✅ DYNAMIC RISK VISUALIZATION (Educational Only) • ATR-based stop loss calculation • Risk-reward based take profit levels (1-5 targets) • Visual lines and labels showing entry, SL, and TPs • Automatically adapts to market volatility • ⚠️ VISUAL REFERENCE ONLY - Does not execute trades ✅ SUPPORT & RESISTANCE DETECTION • Automatic pivot-based level identification • Red dashed lines for resistance zones • Green dashed lines for support areas • Helps identify key price levels ✅ VWMA TREND BANDS • Volume-weighted moving average with standard deviation • Color-changing bands (Green = Uptrend, Red = Downtrend) • Filled band area for easy visualization • Volume-confirmed trend strength ✅ TREND DETECTION SYSTEM • Counting-based trend confirmation • Three states: Up Trend, Down Trend, Ranging • Requires threshold of consecutive bars • Independent trend validation ✅ PRICE RANGE VISUALIZATION • High/Low range lines showing market structure • Filled area highlighting price volatility • Helps identify breakout zones ✅ COMPREHENSIVE INFO TABLE • Real-time trend status • Last signal type (BUY/SELL) • Entry price display • Stop loss level • All active take profit levels • Clean, professional layout ✅ OPTIONAL FEATURES • Bar coloring by trend direction • Customizable alert notifications • Toggle visibility for all components • Fully configurable parameters 📊 HOW IT WORKS ═══════════════════════════════════════════════════════════════════ SIGNAL METHODOLOGY: BUY SIGNAL generates when ALL conditions are met: • Smoothed price > Moving Average (upward price trend) • PVT > PVT Average (volume supporting uptrend) • ROC > 0 (positive momentum) • Close > VWMA (above volume-weighted average) SELL SIGNAL generates when ALL conditions are met: • Smoothed price < Moving Average (downward price trend) • PVT < PVT Average (volume supporting downtrend) • ROC < 0 (negative momentum) • Close < VWMA (below volume-weighted average) This multi-factor approach filters out weak signals and waits for strong convergence before generating alerts. RISK CALCULATION: Stop Loss = Entry ± (ATR × SL Multiplier) • Uses Average True Range for volatility measurement • Automatically adjusts to market conditions Take Profit Levels = Entry ± (Risk Distance × TP Multiplier × Level) • Risk Distance = |Entry - Stop Loss| • Creates risk-reward based targets • Example: TP Multiplier 1.0 = 1:1, 2:2, 3:3 risk-reward ⚠️ NOTE: All risk levels are VISUAL REFERENCES for educational study. They do not execute trades automatically. ⚙️ SETTINGS GUIDE ═══════════════════════════════════════════════════════════════════ SIGNAL SETTINGS: • Signal Length (14): Main calculation period for averages • Smooth Length (8): Price data smoothing period • PVT Length (14): Price Volume Trend calculation period • ROC Length (9): Rate of Change momentum period RISK MANAGEMENT (Visual Only): • ATR Length (14): Volatility measurement lookback • SL Multiplier (2.2): Stop loss distance (× ATR) • TP Multiplier (1.0): Risk-reward ratio per TP level • TP Levels (1-5): Number of take profit targets to display • Show TP/SL Lines: Toggle visual reference lines SUPPORT & RESISTANCE: • Pivot Lookback (10): Sensitivity for S/R detection • Show SR: Toggle support/resistance lines VWMA BANDS: • VWMA Length (20): Volume-weighted average period • Show Bands: Toggle band visibility TREND DETECTION: • Trend Threshold (5): Consecutive bars required for trend PRICE LINES: • Period (20): High/low calculation lookback • Show: Toggle price range visualization DISPLAY OPTIONS: • Signals: Show/hide BUY/SELL labels • Table: Show/hide information panel • Color Bars: Enable trend-based bar coloring ALERTS: • Enable: Activate alert notifications for signals 💡 USAGE INSTRUCTIONS ═══════════════════════════════════════════════════════════════════ RECOMMENDED APPROACH: • Works on all timeframes (1m to Monthly) • Suitable for all markets (Stocks, Forex, Crypto, etc.) • Best used with additional analysis and confirmation • Always practice proper risk management ENTRY STRATEGY: 1. Wait for BUY or SELL signal to appear 2. Check trend table for trend confirmation 3. Verify VWMA band color matches signal direction 4. Look for nearby support/resistance confluence 5. Consider entering on next candle open 6. Use visual SL level for risk management EXIT STRATEGY: 1. Use TP levels as potential exit zones 2. Consider scaling out at multiple TP levels 3. Exit on opposite signal 4. Adjust stops as trade progresses 5. Account for spread and slippage TREND TRADING: • "Up Trend" → Focus on BUY signals • "Down Trend" → Focus on SELL signals • "Ranging" → Wait for clear trend or use range strategies 🎨 VISUAL ELEMENTS ═══════════════════════════════════════════════════════════════════ • GREEN VWMA BANDS → Bullish trend indication • RED VWMA BANDS → Bearish trend indication • ORANGE DASHED LINE → Entry price reference • RED SOLID LINE → Stop loss level • GREEN DOTTED LINES → Take profit targets • RED DASHED LINES → Resistance levels • GREEN DASHED LINES → Support levels • GREY FILLED AREA → Price high/low range • GREEN BUY LABEL → Long signal • RED SELL LABEL → Short signal • BLUE INFO TABLE → Current trade details • GREEN/RED BARS → Trend direction (optional) ⚠️ IMPORTANT NOTES ═══════════════════════════════════════════════════════════════════ RISK WARNING: • Trading involves substantial risk of loss • You can lose more than your initial investment • Past performance does not guarantee future results • No indicator is 100% accurate • Always use proper position sizing • Never risk more than you can afford to lose EDUCATIONAL PURPOSE: • This tool is for learning and research • Not a complete trading system • Should be combined with other analysis • Requires interpretation and context • Test thoroughly before live use • Consider consulting a financial advisor TECHNICAL LIMITATIONS: • Signals lag price action (all indicators lag) • False signals occur in choppy markets • Works better in trending conditions • Support/resistance levels are approximate • TP/SL levels are suggestions, not guarantees 📚 METHODOLOGY ═══════════════════════════════════════════════════════════════════ This indicator combines established technical analysis concepts: • Price Volume Trend (PVT): Volume-weighted price momentum • Rate of Change (ROC): Momentum measurement • Volume-Weighted Moving Average (VWMA): Trend identification • Average True Range (ATR): Volatility measurement (J. Welles Wilder) • Pivot Points: Support/resistance detection All methods are based on publicly available technical analysis principles. No proprietary or "secret" algorithms are used. ⚖️ FULL DISCLAIMER ═══════════════════════════════════════════════════════════════════ LIABILITY: The creator (Zakaria Safri) assumes NO liability for: • Trading losses or damages of any kind • Loss of capital or profits • Incorrect signal interpretation • Technical issues, bugs, or errors • Any consequences of using this tool USER RESPONSIBILITY: By using this indicator, you acknowledge that: • You are solely responsible for your trading decisions • You understand the substantial risks involved • You will not hold the creator liable for losses • You will conduct your own research and analysis • You may consult a licensed financial professional • You are using this tool entirely at your own risk AS-IS PROVISION: This indicator is provided "AS IS" without warranty of any kind, express or implied, including but not limited to warranties of merchantability, fitness for a particular purpose, or non-infringement. The creator is not a registered investment advisor, financial planner, or broker-dealer. This tool is not approved or endorsed by any financial authority. 📞 ABOUT THE CREATOR ═══════════════════════════════════════════════════════════════════ Created by: Zakaria Safri Specialization: Technical analysis indicator development Focus: Multi-factor analysis, risk visualization, trend detection This is an educational tool designed to demonstrate technical analysis concepts and multi-factor signal generation methods. 📋 VERSION INFO ═══════════════════════════════════════════════════════════════════ Version: 1.0 Platform: TradingView Pine Script v5 License: Mozilla Public License 2.0 Creator: Zakaria Safri Year: 2024 ═══════════════════════════════════════════════════════════════════ Study Carefully, Trade Wisely, Manage Risk Properly TradeVision Pro - Educational Trading Tool Created by Zakaria Safri ═══════════════════════════════════════════════════════════════════
Indicatore Pine Script®
di zakariasafri47
12
Aladin Pair Trading System v1Aladin Pair Trading System v1 What is This Indicator? The Aladin Pair Trading System is a sophisticated tool designed to help traders identify profitable opportunities by comparing two related stocks that historically move together. Think of it as finding when one twin is running ahead or lagging behind the other - these moments often present trading opportunities as they tend to return to moving together. Who Should Use This? Beginners: Learn about statistical arbitrage and pair trading Intermediate Traders: Execute mean-reversion strategies with confidence Advanced Traders: Fine-tune parameters for optimal pair relationships Portfolio Managers: Implement market-neutral strategies 💡 What is Pair Trading? Imagine two ice cream shops next to each other. They usually have similar customer traffic because they're in the same area. If one day Shop A is packed while Shop B is empty, you might expect this imbalance to correct itself soon. Pair trading works the same way: You find two stocks that normally move together (like TCS and Infosys) When one stock moves too far from the other, you trade expecting them to realign You buy the lagging stock and sell the leading stock When they come back together, you profit from both sides Key Features 1. Z-Score Analysis What it is: A statistical measure showing how far the price relationship has deviated from normal What it means: Z-Score near 0 = Normal relationship Z-Score at +2 = Stock A is expensive relative to Stock B (Sell A, Buy B) Z-Score at -2 = Stock A is cheap relative to Stock B (Buy A, Sell B) 2. Multiple Timeframe Analysis Long-term Z-Score (300 bars): Shows the big picture trend Short-term Z-Score (100 bars): Shows recent movements Signal Z-Score (20 bars): Generates quick trading signals 3. Statistical Validation The indicator checks if the pair is suitable for trading: Correlation (must be > 0.7): Confirms the stocks move together 1.0 = Perfect positive correlation 0.7 = Strong correlation Below 0.7 = Warning: pair may not be reliable ADF P-Value (should be < 0.05): Tests if the relationship is stable Low value = Good for pair trading High value = Relationship may be random Cointegration: Confirms long-term equilibrium relationship YES = Pair tends to revert to mean NO = Pair may drift apart permanently Visual Elements Explained Chart Zones (Color-Coded Areas) Yellow Zone (-1.5 to +1.5) Normal Zone: Relationship is stable Action: Wait for better opportunities Blue Zone (±1.5 to ±2.0) Entry Zone: Deviation is significant Action: Prepare for potential trades Green/Red Zone (±2.0 to ±3.0) Opportunity Zone: Strong deviation Action: High-probability trade setups Beyond ±3.0 Risk Limit: Extreme deviation Action: Either maximum opportunity or structural break Signal Arrows Green Arrow Up (Buy A + Sell B): Stock A is undervalued relative to B Buy Stock A, Short Stock B Red Arrow Down (Sell A + Buy B): Stock A is overvalued relative to B Sell Stock A, Buy Stock B Settings Guide Symbol Inputs Pair Symbol (Symbol B): Choose the second stock to compare Default: NSE:INFY (Infosys) Example pairs: TCS/INFY, HDFCBANK/ICICIBANK, RELIANCE/ONGC Z-Score Parameters Long Z-Score Period (300): Historical context Short Z-Score Period (100): Recent trend Signal Period (20): Trading signals Z-Score Threshold (2.0): Entry trigger level Higher = Fewer but stronger signals Lower = More frequent signals Statistical Parameters Correlation Period (240): How many bars to check correlation Hurst Exponent Period (50): Measures mean-reversion tendency Probability Lookback (100): Historical probability calculations Trading Parameters Entry Threshold (0.0): Minimum Z-score for entry Risk Threshold (1.5): Warning level Risk Limit (3.0): Maximum deviation to trade How to Use (Step-by-Step) Step 1: Choose Your Pair Add the indicator to your chart (this becomes Stock A) In settings, select Stock B (the comparison stock) Choose stocks from the same sector for best results Step 2: Verify Pair Quality Check the Statistics Table (top-right corner): ✅ Correlation > 0.70 (Green = Good) ✅ ADF P-value < 0.05 (Green = Good) ✅ Cointegrated = YES (Green = Good) If all three are green, the pair is suitable for trading! Step 3: Wait for Signals BUY SIGNAL (Green Arrow Up) Z-Score crosses above -2.0 Action: Buy Stock A, Sell Stock B Exit: When Z-Score returns to 0 SELL SIGNAL (Red Arrow Down) Z-Score crosses below +2.0 Action: Sell Stock A, Buy Stock B Exit: When Z-Score returns to 0 Step 4: Risk Management Yellow Zone: Monitor only Blue Zone: Prepare for entry Green/Red Zone: Active trading zone Beyond ±3.0: Maximum risk - use caution ⚠️ Important Warnings Not All Pairs Work: Always check the statistics table first Market Conditions Matter: Correlation can break during market stress Use Stop Losses: Set stops at Z-Score ±3.5 or beyond Position Sizing: Trade both legs with appropriate hedge ratios Transaction Costs: Factor in brokerage and slippage for both stocks Example Trade Scenario: TCS vs INFOSYS Correlation: 0.85 ✅ Z-Score: -2.3 (TCS is cheap vs INFY) Action to be taken: Buy 1lot of TCS Future Sell 1lot of INFOSYS Future Expected Outcome: As Z-Score moves toward 0, TCS outperforms INFOSYS Close both positions when Z-Score crosses 0 Profit from the convergence Best Practices Test Before Trading: Use paper trading first Sector Focus: Choose pairs from the same industry Monitor Statistics: Check correlation daily Avoid News Events: Don't trade pairs during earnings/major news Size Appropriately: Start small, scale with experience Be Patient: Wait for high-quality setups (±2.0 or beyond) What Makes This Indicator Unique? Multi-timeframe Z-Score analysis: Three different perspectives Statistical validation: Built-in correlation and cointegration tests Visual risk zones: Easy-to-understand color-coded areas Real-time statistics: Live pair quality monitoring Beginner-friendly: Clear signals with educational zones Technical Background The indicator uses: Engle-Granger Cointegration Test: Validates pair relationship ADF (Augmented Dickey-Fuller) Test: Tests stationarity Pearson Correlation: Measures linear relationship Z-Score Normalization: Standardizes deviations Log Returns: Handles price differences properly Support & Community For questions, suggestions, or to share your pair trading experiences: Comment below the indicator Share your successful pair combinations Report any issues for quick fixes Disclaimer This indicator is for educational and informational purposes only. It does not constitute financial advice. Pair trading involves risk, including the risk of loss. Always: Do your own research Understand the risks Trade with money you can afford to lose Consider consulting a financial advisor 📌 Quick Reference Card Z-ScoreInterpretationAction-3.0 to -2.0A very cheap vs BStrong Buy A, Sell B-2.0 to -1.5A cheap vs BBuy A, Sell B-1.5 to +1.5Normal rangeHold/Wait+1.5 to +2.0A expensive vs BSell A, Buy B+2.0 to +3.0A very expensive vs BStrong Sell A, Buy B Good Pair Statistics: Correlation: > 0.70 ADF P-value: < 0.05 Cointegration: YES Version: 1.0 Last Updated: 10th October 2025 Compatible: TradingView Pine Script v6 Happy Trading!
Indicatore Pine Script®
di kingshukghosh71
8
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System ## WHAT THIS STRATEGY DOES: This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Version**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Trading enabled - If ATR < threshold: No signals fire This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement. ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge. ### Stop Loss Placement: Stop losses are placed just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits. ### Trade Execution Logic: When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position): 1. Calculate entry price at zone boundary 2. Calculate TP and SL based on selected method 3. Execute strategy.entry() with calculated position size 4. Place strategy.exit() with TP limit and SL stop orders 5. Update info table with active trade details The strategy enforces one position at a time by checking strategy.position_size == 0 before entry. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ### Position Sizing System: Three methods calculate position size: **Fixed Contracts**: - Uses exact contract quantity specified in settings - Best for futures traders (e.g., "trade 2 NQ contracts") **Percentage of Equity**: - position_size = (strategy.equity × equity_pct / 100) / close - Dynamically scales with account growth **Cash Amount**: - position_size = cash_amount / close - Maintains consistent dollar exposure regardless of price ## INPUT PARAMETERS: ### Position Sizing: - **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount - **Number of Contracts**: Fixed quantity per trade (1-1000) - **% of Equity**: Percentage of account to allocate (1-100%) - **Cash Amount**: Dollar value per position ($100+) ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long entries on/off - **Enable Short Scalps**: Toggle short entries on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time strategy status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Color Settings**: Customize long/short/TP/SL colors ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short entries - **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status ## HOW TO USE: ### For 1-3 Minute Scalping (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars - Position Size: 1-2 contracts ### For 5-15 Minute Day Trading: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - Position Size: Fixed contracts or 5-10% equity ### For 30-60 Minute Swing Scalping: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - Position Size: % of equity recommended ## BACKTEST CONSIDERATIONS: - Strategy performs best in ranging, mean-reverting markets - Strong trending markets produce more stop losses as price breaks channels - ATR filter significantly reduces trade count but improves quality during low volatility - Cooldown period trades signal quantity for signal quality - Commission and slippage materially impact sub-5-minute timeframe performance - Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions - % of Channel TP adapts better to varying channel sizes than fixed points - Fixed contract sizing recommended for consistent risk per trade in futures **Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability. ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality. ## KNOWN LIMITATIONS: - Immediate touch entry can fire multiple times in choppy zones without adequate cooldown - Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size - ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation) - Mean reversion logic fails in strong breakout scenarios leading to stop loss hits - Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price - No partial closing capability - full position exits at TP or SL only - Strategy does not account for gap openings or overnight holds ## RISK DISCLOSURE: Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively. ## ACKNOWLEDGMENT & CREDITS: This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
Strategia Pine Script®
di TradeManager_PRO
BOCS AdaptiveBOCS Adaptive Strategy - Automated Volatility Breakout System WHAT THIS STRATEGY DOES: This is an automated trading strategy that detects consolidation patterns through volatility analysis and executes trades when price breaks out of these channels. Take-profit and stop-loss levels are calculated dynamically using Average True Range (ATR) to adapt to current market volatility. The strategy closes positions partially at the first profit target and exits the remainder at the second target or stop loss. TECHNICAL METHODOLOGY: Price Normalization Process: The strategy begins by normalizing price to create a consistent measurement scale. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). The current close price is then normalized using the formula: (close - lowest_low) / (highest_high - lowest_low). This produces values between 0 and 1, allowing volatility analysis to work consistently across different instruments and price levels. Volatility Detection: A 14-period standard deviation is applied to the normalized price series. Standard deviation measures how much prices deviate from their average - higher values indicate volatility expansion, lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() functions to track when volatility reaches peaks and troughs over the detection length period (default 14 bars). Channel Formation Logic: When volatility crosses from a high level to a low level, this signals the beginning of a consolidation phase. The strategy records this moment using ta.crossover(upper, lower) and begins tracking the highest and lowest prices during the consolidation. These become the channel boundaries. The duration between the crossover and current bar must exceed 10 bars minimum to avoid false channels from brief volatility spikes. Channels are drawn using box objects with the recorded high/low boundaries. Breakout Signal Generation: Two detection modes are available: Strong Closes Mode (default): Breakout occurs when the candle body midpoint math.avg(close, open) exceeds the channel boundary. This filters out wick-only breaks. Any Touch Mode: Breakout occurs when the close price exceeds the boundary. When price closes above the upper channel boundary, a bullish breakout signal generates. When price closes below the lower boundary, a bearish breakout signal generates. The channel is then removed from the chart. ATR-Based Risk Management: The strategy uses request.security() to fetch ATR values from a specified timeframe, which can differ from the chart timeframe. For example, on a 5-minute chart, you can use 1-minute ATR for more responsive calculations. The ATR is calculated using ta.atr(length) with a user-defined period (default 14). Exit levels are calculated at the moment of breakout: Long Entry Price = Upper channel boundary Long TP1 = Entry + (ATR × TP1 Multiplier) Long TP2 = Entry + (ATR × TP2 Multiplier) Long SL = Entry - (ATR × SL Multiplier) For short trades, the calculation inverts: Short Entry Price = Lower channel boundary Short TP1 = Entry - (ATR × TP1 Multiplier) Short TP2 = Entry - (ATR × TP2 Multiplier) Short SL = Entry + (ATR × SL Multiplier) Trade Execution Logic: When a breakout occurs, the strategy checks if trading hours filter is satisfied (if enabled) and if position size equals zero (no existing position). If volume confirmation is enabled, it also verifies that current volume exceeds 1.2 times the 20-period simple moving average. If all conditions are met: strategy.entry() opens a position using the user-defined number of contracts strategy.exit() immediately places a stop loss order The code monitors price against TP1 and TP2 levels on each bar When price reaches TP1, strategy.close() closes the specified number of contracts (e.g., if you enter with 3 contracts and set TP1 close to 1, it closes 1 contract). When price reaches TP2, it closes all remaining contracts. If stop loss is hit first, the entire position exits via the strategy.exit() order. Volume Analysis System: The strategy uses ta.requestUpAndDownVolume(timeframe) to fetch up volume, down volume, and volume delta from a specified timeframe. Three display modes are available: Volume Mode: Shows total volume as bars scaled relative to the 20-period average Comparison Mode: Shows up volume and down volume as separate bars above/below the channel midline Delta Mode: Shows net volume delta (up volume - down volume) as bars, positive values above midline, negative below The volume confirmation logic compares breakout bar volume to the 20-period SMA. If volume ÷ average > 1.2, the breakout is classified as "confirmed." When volume confirmation is enabled in settings, only confirmed breakouts generate trades. INPUT PARAMETERS: Strategy Settings: Number of Contracts: Fixed quantity to trade per signal (1-1000) Require Volume Confirmation: Toggle to only trade signals with volume >120% of average TP1 Close Contracts: Exact number of contracts to close at first target (1-1000) Use Trading Hours Filter: Toggle to restrict trading to specified session Trading Hours: Session input in HHMM-HHMM format (e.g., "0930-1600") Main Settings: Normalization Length: Lookback bars for high/low calculation (1-500, default 100) Box Detection Length: Period for volatility peak/trough detection (1-100, default 14) Strong Closes Only: Toggle between body midpoint vs close price for breakout detection Nested Channels: Allow multiple overlapping channels vs single channel at a time ATR TP/SL Settings: ATR Timeframe: Source timeframe for ATR calculation (1, 5, 15, 60, etc.) ATR Length: Smoothing period for ATR (1-100, default 14) Take Profit 1 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 2.0) Take Profit 2 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 3.0) Stop Loss Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 1.0) Enable Take Profit 2: Toggle second profit target on/off VISUAL INDICATORS: Channel boxes with semi-transparent fill showing consolidation zones Green/red colored zones at channel boundaries indicating breakout areas Volume bars displayed within channels using selected mode TP/SL lines with labels showing both price level and distance in points Entry signals marked with up/down triangles at breakout price Strategy status table showing position, contracts, P&L, ATR values, and volume confirmation status HOW TO USE: For 2-Minute Scalping: Set ATR Timeframe to "1" (1-minute), ATR Length to 12, TP1 Multiplier to 2.0, TP2 Multiplier to 3.0, SL Multiplier to 1.5. Enable volume confirmation and strong closes only. Use trading hours filter to avoid low-volume periods. For 5-15 Minute Day Trading: Set ATR Timeframe to match chart or use 5-minute, ATR Length to 14, TP1 Multiplier to 2.0, TP2 Multiplier to 3.5, SL Multiplier to 1.2. Volume confirmation recommended but optional. For Hourly+ Swing Trading: Set ATR Timeframe to 15-30 minute, ATR Length to 14-21, TP1 Multiplier to 2.5, TP2 Multiplier to 4.0, SL Multiplier to 1.5. Volume confirmation optional, nested channels can be enabled for multiple setups. BACKTEST CONSIDERATIONS: Strategy performs best during trending or volatility expansion phases Consolidation-heavy or choppy markets produce more false signals Shorter timeframes require wider stop loss multipliers due to noise Commission and slippage significantly impact performance on sub-5-minute charts Volume confirmation generally improves win rate but reduces trade frequency ATR multipliers should be optimized for specific instrument characteristics COMPATIBLE MARKETS: Works on any instrument with price and volume data including forex pairs, stock indices, individual stocks, cryptocurrency, commodities, and futures contracts. Requires TradingView data feed that includes volume for volume confirmation features to function. KNOWN LIMITATIONS: Stop losses execute via strategy.exit() and may not fill at exact levels during gaps or extreme volatility request.security() on lower timeframes requires higher-tier TradingView subscription False breakouts inherent to breakout strategies cannot be completely eliminated Performance varies significantly based on market regime (trending vs ranging) Partial closing logic requires sufficient position size relative to TP1 close contracts setting RISK DISCLOSURE: Trading involves substantial risk of loss. Past performance of this or any strategy does not guarantee future results. This strategy is provided for educational purposes and automated backtesting. Thoroughly test on historical data and paper trade before risking real capital. Market conditions change and strategies that worked historically may fail in the future. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. ACKNOWLEDGMENT & CREDITS: This strategy is built upon the channel detection methodology created by AlgoAlpha in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns and sharing this innovative technique with the TradingView community. The enhancements added to the original concept include automated trade execution, multi-timeframe ATR-based risk management, partial position closing by contract count, volume confirmation filtering, and real-time position monitoring.
Indicatore Pine Script®
di TradeManager_PRO
25
Optimized ADX DI CCI Strategy### Key Features: - Combines ADX, DI+/-, CCI, and RSI for signal generation. - Supports customizable timeframes for indicators. - Offers multiple exit conditions (Moving Average cross, ADX change, performance-based stop-loss). - Tracks and displays trade statistics (e.g., win rate, capital growth, profit factor). - Visualizes trades with labels and optional background coloring. - Allows countertrading (opening an opposite trade after closing one). 1. **Indicator Calculation**: - **ADX and DI+/-**: Calculated using the `ta.dmi` function with user-defined lengths for DI and ADX smoothing. - **CCI**: Computed using the `ta.cci` function with a configurable source (default: `hlc3`) and length. - **RSI (optional)**: Calculated using the `ta.rsi` function to filter overbought/oversold conditions. - **Moving Averages**: Used for CCI signal smoothing and trade exits, with support for SMA, EMA, SMMA (RMA), WMA, and VWMA. 2. **Signal Generation**: - **Buy Signal**: Triggered when DI+ > DI- (or DI+ crosses over DI-), CCI > MA (or CCI crosses over MA), and optional ADX/RSI filters are satisfied. - **Sell Signal**: Triggered when DI+ < DI- (or DI- crosses over DI+), CCI < MA (or CCI crosses under MA), and optional ADX/RSI filters are satisfied. 3. **Trade Execution**: - **Entry**: Long or short trades are opened using `strategy.entry` when signals are detected, provided trading is allowed (`allow_long`/`allow_short`) and equity is positive. - **Exit**: Trades can be closed based on: - Opposite signal (if no other exit conditions are used). - MA cross (price crossing below/above the exit MA for long/short trades). - ADX percentage change exceeding a threshold. - Performance-based stop-loss (trade loss exceeding a percentage). - **Countertrading**: If enabled, closing a trade triggers an opposite trade (e.g., closing a long opens a short). 4. **Visualization**: - Labels are plotted at trade entries/exits (e.g., "BUY," "SELL," arrows). - Optional background coloring highlights open trades (green for long, red for short). - A statistics table displays real-time metrics (e.g., capital, win rates). 5. **Trade Tracking**: - Tracks the number of long/short trades, wins, and overall performance. - Monitors equity to prevent trading if it falls to zero. ### 2.3 Key Components - **Indicator Calculations**: Uses `request.security` to fetch indicator data for the specified timeframe. - **MA Function**: A custom `ma_func` handles different MA types for CCI and exit conditions. - **Signal Logic**: Combines crossover/under checks with recent bar windows for flexibility. - **Exit Conditions**: Multiple configurable exit strategies for risk management. - **Statistics Table**: Updates dynamically with trade and capital metrics. ## 3. Configuration Options The script provides extensive customization through input parameters, grouped for clarity in the TradingView settings panel. Below is a detailed breakdown of each setting and its impact. ### 3.1 Strategy Settings (Global) - **Initial Capital**: Default `10000`. Sets the starting capital for backtesting. - **Effect**: Determines the base equity for calculating position sizes and performance metrics. - **Default Quantity Type**: `strategy.percent_of_equity` (50% of equity). - **Effect**: Controls the size of each trade as a percentage of available equity. - **Pyramiding**: Default `2`. Allows up to 2 simultaneous trades in the same direction. - **Effect**: Enables multiple entries if conditions are met, increasing exposure. - **Commission**: 0.2% per trade. - **Effect**: Simulates trading fees, reducing net profit in backtesting. - **Margin**: 100% for long and short trades. - **Effect**: Assumes no leverage; adjust for margin trading simulations. - **Calc on Every Tick**: `true`. - **Effect**: Ensures real-time signal updates for precise execution. ### 3.2 Indicator Settings - **Indicator Timeframe** (`indicator_timeframe`): - **Options**: `""` (chart timeframe), `1`, `5`, `15`, `30`, `60`, `240`, `D`, `W`. - **Default**: `""` (uses chart timeframe). - **Effect**: Determines the timeframe for ADX, DI, CCI, and RSI calculations. A higher timeframe reduces noise but may delay signals. ### 3.3 ADX & DI Settings - **DI Length** (`adx_di_len`): - **Default**: `30`. - **Range**: Minimum `1`. - **Effect**: Sets the period for calculating DI+ and DI-. Longer periods smooth trends but reduce sensitivity. - **ADX Smoothing Length** (`adx_smooth_len`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Smooths the ADX calculation. Longer periods produce smoother ADX values. - **Use ADX Filter** (`use_adx_filter`): - **Default**: `false`. - **Effect**: If `true`, requires ADX to exceed the threshold for signals to be valid, filtering out weak trends. - **ADX Threshold** (`adx_threshold`): - **Default**: `25`. - **Range**: Minimum `0`. - **Effect**: Sets the minimum ADX value for valid signals when the filter is enabled. Higher values restrict trades to stronger trends. ### 3.4 CCI Settings - **CCI Length** (`cci_length`): - **Default**: `20`. - **Range**: Minimum `1`. - **Effect**: Sets the period for CCI calculation. Longer periods reduce noise but may lag. - **CCI Source** (`cci_src`): - **Default**: `hlc3` (average of high, low, close). - **Effect**: Defines the price data for CCI. `hlc3` is standard, but users can choose other sources (e.g., `close`). - **CCI MA Type** (`ma_type`): - **Options**: `SMA`, `EMA`, `SMMA (RMA)`, `WMA`, `VWMA`. - **Default**: `SMA`. - **Effect**: Determines the moving average type for CCI signal smoothing. EMA is more responsive; VWMA weights by volume. - **CCI MA Length** (`ma_length`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Sets the period for the CCI MA. Longer periods smooth the MA but may delay signals. ### 3.5 RSI Filter Settings - **Use RSI Filter** (`use_rsi_filter`): - **Default**: `false`. - **Effect**: If `true`, applies RSI-based overbought/oversold filters to signals. - **RSI Length** (`rsi_length`): - **Default**: `14`. - **Range**: Minimum `1`. - **Effect**: Sets the period for RSI calculation. Longer periods reduce sensitivity. - **RSI Lower Limit** (`rsi_lower_limit`): - **Default**: `30`. - **Range**: `0` to `100`. - **Effect**: Defines the oversold threshold for buy signals. Lower values allow trades in more extreme conditions. - **RSI Upper Limit** (`rsi_upper_limit`): - **Default**: `70`. - **Range**: `0` to `100`. - **Effect**: Defines the overbought threshold for sell signals. Higher values allow trades in more extreme conditions. ### 3.6 Signal Settings - **Cross Window** (`cross_window`): - **Default**: `0`. - **Range**: `0` to `5` bars. - **Effect**: Specifies the lookback period for detecting DI+/- or CCI crosses. `0` requires crosses on the current bar; higher values allow recent crosses, increasing signal frequency. - **Allow Long Trades** (`allow_long`): - **Default**: `true`. - **Effect**: Enables/disables new long trades. If `false`, only closing existing longs is allowed. - **Allow Short Trades** (`allow_short`): - **Default**: `true`. - **Effect**: Enables/disables new short trades. If `false`, only closing existing shorts is allowed. - **Require DI+/DI- Cross for Buy** (`buy_di_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a DI+ crossover DI- for buy signals; if `false`, DI+ > DI- is sufficient. - **Require CCI Cross for Buy** (`buy_cci_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a CCI crossover MA for buy signals; if `false`, CCI > MA is sufficient. - **Require DI+/DI- Cross for Sell** (`sell_di_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a DI- crossover DI+ for sell signals; if `false`, DI+ < DI- is sufficient. - **Require CCI Cross for Sell** (`sell_cci_cross`): - **Default**: `true`. - **Effect**: If `true`, requires a CCI crossunder MA for sell signals; if `false`, CCI < MA is sufficient. - **Countertrade** (`countertrade`): - **Default**: `true`. - **Effect**: If `true`, closing a trade triggers an opposite trade (e.g., close long, open short) if allowed. - **Color Background for Open Trades** (`color_background`): - **Default**: `true`. - **Effect**: If `true`, colors the chart background green for long trades and red for short trades. ### 3.7 Exit Settings - **Use MA Cross for Exit** (`use_ma_exit`): - **Default**: `true`. - **Effect**: If `true`, closes trades when the price crosses the exit MA (below for long, above for short). - **MA Length for Exit** (`ma_exit_length`): - **Default**: `20`. - **Range**: Minimum `1`. - **Effect**: Sets the period for the exit MA. Longer periods delay exits. - **MA Type for Exit** (`ma_exit_type`): - **Options**: `SMA`, `EMA`, `SMMA (RMA)`, `WMA`, `VWMA`. - **Default**: `SMA`. - **Effect**: Determines the MA type for exit signals. EMA is more responsive; VWMA weights by volume. - **Use ADX Change Stop-Loss** (`use_adx_stop`): - **Default**: `false`. - **Effect**: If `true`, closes trades when the ADX changes by a specified percentage. - **ADX % Change for Stop-Loss** (`adx_change_percent`): - **Default**: `5.0`. - **Range**: Minimum `0.0`, step `0.1`. - **Effect**: Specifies the percentage change in ADX (vs. previous bar) that triggers a stop-loss. Higher values reduce premature exits. - **Use Performance Stop-Loss** (`use_perf_stop`): - **Default**: `false`. - **Effect**: If `true`, closes trades when the loss exceeds a percentage threshold. - **Performance Stop-Loss (%)** (`perf_stop_percent`): - **Default**: `-10.0`. - **Range**: `-100.0` to `0.0`, step `0.1`. - **Effect**: Specifies the loss percentage that triggers a stop-loss. More negative values allow larger losses before exiting. ## 4. Visual and Statistical Output - **Labels**: Displayed at trade entries/exits with arrows (↑ for buy, ↓ for sell) and text ("BUY," "SELL"). A "No Equity" label appears if equity is zero. - **Background Coloring**: Optionally colors the chart background (green for long, red for short) to indicate open trades. - **Statistics Table**: Displayed at the top center of the chart, updated on timeframe changes or trade events. Includes: - **Capital Metrics**: Initial capital, current capital, capital growth (%). - **Trade Metrics**: Total trades, long/short trades, win rate, long/short win rates, profit factor. - **Open Trade Status**: Indicates if a long, short, or no trade is open. ## 5. Alerts - **Buy Signal Alert**: Triggered when `buy_signal` is true ("Cross Buy Signal"). - **Sell Signal Alert**: Triggered when `sell_signal` is true ("Cross Sell Signal"). - **Usage**: Users can set up TradingView alerts to receive notifications for trade signals.
Strategia Pine Script®
di osterhansi_
Recovery Zone Hedging [Starbots]Recovery Zone Hedging Strategy — Advanced Adaptive Hedge Recovery System This strategy introduces an innovative zone-based hedge recovery approach tailored to TradingView’s single-direction trading model. Designed for serious traders and professionals, it combines multiple technical indicators with dynamic position sizing and adaptive take-profit mechanisms to manage drawdowns and maximize recovery efficiency. How Recovery Zones Are Calculated The strategy defines recovery zones as a configurable percentage distance from the last executed trade price. This percentage can be adjusted to suit different market volatility environments — wider zones for volatile assets, tighter zones for stable ones. When price moves into a recovery zone against the open position, the strategy places a hedge trade in the opposite direction to help recoup losses. Dynamic Take-Profit Calculation Take-profit targets are not fixed. Instead, they increase dynamically based on any accumulated losses from previous hedge trades. For example, if your initial target is 2%, but you have a $5 loss from prior hedges, the next take-profit target adjusts upward to cover both the loss and your profit goal, ensuring the entire hedge sequence closes in net profit. Originality & Value Unlike traditional hedging or recovery scripts that rely on static stop losses and fixed trade sizing, this strategy offers: - Dynamic Hedge Entry Zones: Uses configurable percentage-based recovery zones that adapt to price volatility, allowing precise placement of hedge trades at meaningful reversal levels. - Multi-Indicator Signal Fusion: Integrates MACD and Directional Movement Index (DMI) signals to confirm trade entries, improving signal accuracy and reducing false triggers. - Exponential Position Sizing: Each hedge trade’s size grows exponentially using a customizable multiplier, accelerating loss recovery while carefully balancing capital usage. - Adaptive Take-Profit Logic: The take-profit target adjusts dynamically based on accumulated losses and profit margins, ensuring that the entire hedge sequence closes with a net gain. - Capital Usage Monitoring: A built-in dashboard tracks real-time equity consumption, preventing over-leveraging by highlighting critical capital thresholds. - Fail-Safe Exit Mechanism: An optional forced exit beyond the last hedge zone protects capital in extreme market scenarios. This strategy’s layered design and adaptive mechanisms provide a unique and powerful tool for traders seeking robust recovery systems beyond standard hedge or martingale methods. How Components Work Together - Entry Signals: The script listens for MACD line crossovers and DMI directional crosses to open an initial trade. - Recovery Zones: If the market moves against the initial position, the strategy calculates a recovery zone a set percentage away and places a hedge trade in the opposite direction. - Position Scaling: Each subsequent hedge trade increases in size exponentially according to the hedge multiplier, designed to recover all previous losses plus a profit. - Take-Profit Target: Rather than a fixed target, the TP level is dynamically calculated considering current drawdown and desired profit margin, ensuring the entire hedge sequence closes profitably. - Cycle Management: Trades alternate direction following the recovery zones until profit is realized or a maximum hedge count is reached. If needed, a forced stop-out limits risk exposure. Key Benefits for Professional Traders - Enhanced Risk Management: Real-time capital usage visualization helps maintain safe exposure levels. - Strategic Hedge Recovery: The adaptive recovery zones and exponential sizing accelerate loss recoupment more efficiently than traditional fixed-step systems. - Multi-Indicator Confirmation: Combining MACD and DMI reduces false signals and improves hedge timing accuracy. - Versatility: Suitable for multiple timeframes and asset classes with adjustable parameters. - Comprehensive Visuals: On-chart recovery zones, hedge levels, dynamic take-profits, and equity usage tables enable informed decision-making. Recommended Settings & Use Cases - Initial Position Size: 0.1–1% of account equity - Recovery Zone Distance: 2–5% price movement - Hedge Multiplier: 1.5–1.85x growth per hedge step - Max Hedge Steps: 5–10 for controlled risk exposure Ideal for trending markets where price retracements create viable recovery opportunities. Use caution in sideways markets to avoid extended hedge sequences. Important Notes - TradingView’s single-direction model means hedging is simulated via alternating trades. - Position sizes grow rapidly—proper parameter tuning is essential to avoid over-leveraging. This script is designed primarily for professional traders seeking an advanced, automated hedge recovery framework, offering superior capital efficiency and loss management.
Strategia Pine Script®
di Starbots
6
SuperTrend - Dynamic Lines and ChannelsSuperTrend Indicator: Comprehensive Description Overview The SuperTrend indicator is Pine Script V6 designed for TradingView to plot dynamic trend lines & channels across multiple timeframes (Daily, Weekly, Monthly, Quarterly, and Yearly/All-Time) to assist traders in identifying potential support, resistance, and trend continuation levels. The script calculates trendlines based on high and low prices over specified periods, projects these trendlines forward, and includes optional reflection channels and heartlines to provide additional context for price action analysis. The indicator is highly customizable, allowing users to toggle the visibility of trendlines, projections, and heartlines for each timeframe, with a focus on the DayTrade channel, which includes unique reflection channel features. This description provides a detailed explanation of the indicator’s features, functionality, and display, with a specific focus on the DayTrade channel’s anchoring, the role of static and dynamic channels in projecting future price action, the heartline’s potential as a volume indicator, and how traders can use the indicator for line-to-line trading strategies. Features and Functionality 1. Dynamic Trend Channels The SuperTrend indicator calculates trend channels for five timeframes: DayTrade Channel: Tracks daily highs and lows, updating before 12 PM each trading day. Weekly Channel: Tracks highs and lows over a user-selected period (1, 2, or 3 weeks). Monthly Channel: Tracks monthly highs and lows. Quarterly Channel: Tracks highs and lows over a user-selected period (1 or 2 quarters). Yearly/All-Time Channel: Tracks highs and lows over a user-selected period (1 to 10 years or All Time). Each channel consists of: Upper Trendline: Connects the high prices of the previous and current periods. Lower Trendline: Connects the low prices of the previous and current periods. Projections: Extends the trendlines forward based on the trend’s slope. Heartline: A dashed line drawn at the midpoint between the upper and lower trendlines or their projections. DayTrade Channel Anchoring The DayTrade channel anchors its trendlines to the high and low prices of the previous and current trading days, with updates restricted to before 12 PM to capture significant price movements during the morning session, which is often more volatile due to market openings or news events. The "Show DayTrade Trend Lines" toggle enables this channel, and after 12 PM, the trendlines and projections remain static for the rest of the trading day. This static anchoring provides a consistent reference for potential support and resistance levels, allowing traders to anticipate price reactions based on historical highs and lows from the previous day and the morning session of the current day. The static nature of the DayTrade channel after 12 PM ensures that the trendlines and projections do not shift mid-session, providing a stable framework for traders to assess whether price action respects or breaks these levels, potentially indicating trend continuation or reversal. Static vs. Dynamic Channels Static Channels: Once set (e.g., after 12 PM for the DayTrade channel or at the start of a new period for other timeframes), the trendlines remain fixed until the next period begins. This static behavior allows traders to use the channels as reference levels for potential price targets or reversal points, as they are based on historical price extremes. Dynamic Projections: The projections extend the trendlines forward, providing a visual guide for potential future price action, assuming the trend’s momentum continues. When a trendline is broken (e.g., price closes above the upper projection or below the lower projection), it may suggest a breakout or reversal, prompting traders to reassess their positions. 2. Reflection Channels (DayTrade Only) The DayTrade channel includes optional lower and upper reflection channels, which are additional trendlines positioned symmetrically around the main channel to provide extended support and resistance zones. These are controlled by the "Show Reflection Channel" dropdown. Lower Reflection Channel: Position: Drawn below the lower trendline at a distance equal to the range between the upper and lower trendlines. Projection: Extends forward as a dashed line. Heartline: A dashed line drawn at the midpoint between the lower trendline and the lower reflection trendline, controlled by the "Show Lower Reflection Heartline" toggle. Upper Reflection Channel: Position: Drawn above the upper trendline at the same distance as the main channel’s range. Projection: Extends forward as a dashed line. Heartline: A dashed line drawn at the midpoint between the upper trendline and the upper reflection trendline, controlled by the "Show Upper Reflection Heartline" toggle. Display Control: The "Show Reflection Channel" dropdown allows users to select: "None": No reflection channels are shown. "Lower": Only the lower reflection channel is shown. "Upper": Only the upper reflection channel is shown. "Both": Both reflection channels are shown. Purpose: Reflection channels extend the price range analysis by providing additional levels where price may react, acting as potential targets or reversal zones after breaking the main trendlines. 3. Heartlines Each timeframe, including the DayTrade channel and its reflection channels, can display a heartline, which is a dashed line plotted at the midpoint between the upper and lower trendlines or their projections. For the DayTrade channel: Main DayTrade Heartline: Midpoint between the upper and lower trendlines, controlled by the "Show DayTrade Heartline" toggle. Lower Reflection Heartline: Midpoint between the lower trendline and the lower reflection trendline, controlled by the "Show Lower Reflection Heartline" toggle. Upper Reflection Heartline: Midpoint between the upper trendline and the upper reflection trendline, controlled by the "Show Upper Reflection Heartline" toggle. Independent Toggles: Visibility is controlled by: "Show DayTrade Heartline": For the main DayTrade heartline. "Show Lower Reflection Heartline": For the lower reflection heartline. "Show Upper Reflection Heartline": For the upper reflection heartline. Potential Volume Indicator: The heartline represents the average price level between the high and low of a period, which may correlate with areas of high trading activity or volume concentration, as these midpoints often align with price levels where buyers and sellers have historically converged. A break above or below the heartline, especially with strong momentum, may indicate a shift in market sentiment, potentially leading to accelerated price movement in the direction of the break. However, this is an observation based on the heartline’s position, not a direct measure of volume, as the script does not incorporate volume data. 4. Alerts The script includes alert conditions for all timeframes, triggered when a candle closes fully above the upper projection or below the lower projection. For the DayTrade channel: Upper Trend Break: Triggers when a candle closes fully above the upper projection. Lower Trend Break: Triggers when a candle closes fully below the lower projection. Alerts are combined across all timeframes, so a break in any timeframe triggers a general "Upper Trend Break" or "Lower Trend Break" alert with the message: "Candle closed fully above/below one or more projection lines." Alerts fire once per bar close. 5. Customization Options The script provides extensive customization through input settings, grouped by timeframe: DayTrade Channel: "Show DayTrade Trend Lines": Toggle main trendlines and projections. "Show DayTrade Heartline": Toggle main heartline. "Show Lower Reflection Heartline": Toggle lower reflection heartline. "Show Upper Reflection Heartline": Toggle upper reflection heartline. "DayTrade Channel Color": Set color for trendlines. "DayTrade Projection Channel Color": Set color for projections. "Heartline Color": Set color for all heartlines. "Show Reflection Channel": Dropdown to show "None," "Lower," "Upper," or "Both" reflection channels. Other Timeframes (Weekly, Monthly, Quarterly, Yearly/All-Time): Toggles for trendlines (e.g., "Show Weekly Trend Lines," "Show Monthly Trend Lines") and heartlines (e.g., "Show Weekly Heartline," "Show Monthly Heartline"). Period selection (e.g., "Weekly Period" for 1, 2, or 3 weeks; "Yearly Period" for 1 to 10 years or All Time). Separate colors for trendlines (e.g., "Weekly Channel Color"), projections (e.g., "Weekly Projection Channel Color"), and heartlines (e.g., "Weekly Heartline Color"). Max Bar Difference: Limits the distance between anchor points to ensure relevance to recent price action. Display The indicator overlays the following elements on the chart: Trendlines: Solid lines connecting the high and low anchor points for each timeframe, using user-specified colors (e.g., set via "DayTrade Channel Color"). Projections: Dashed lines extending from the current anchor points, indicating potential future price levels, using colors set via "DayTrade Projection Channel Color" or equivalent. Heartlines: Dashed lines at the midpoint of each channel, using the color set via "Heartline Color" or equivalent. Reflection Channels (DayTrade Only): Lower reflection trendline and projection: Below the lower trendline, using the same colors as the main channel. Upper reflection trendline and projection: Above the upper trendline, using the same colors. Reflection heartlines: Midpoints between the main trendlines and their respective reflection trendlines, using the "Heartline Color." Visual Clarity: Lines are only drawn if the relevant toggles (e.g., "Show DayTrade Trend Lines") are enabled and data is available. Lines are deleted when their conditions are not met to avoid clutter. Trading Applications: Line-to-Line Trading The SuperTrend indicator can be used to inform trading decisions by providing a framework for line-to-line trading, where traders use the trendlines, projections, and heartlines as reference points for entries, exits, and risk management. Below is a detailed explanation of how to use the DayTrade channel and its reflection channels for trading, focusing on their anchoring, static/dynamic behavior, and the heartline’s role. 1. Why DayTrade Channel Anchoring The DayTrade channel’s anchoring to the previous day’s high/low and the current day’s high/low before 12 PM, controlled by the "Show DayTrade Trend Lines" toggle, captures significant price levels during high-volatility periods: Previous Day High/Low: These represent key levels where price found resistance (high) or support (low) in the prior session, often acting as psychological or technical barriers in the current session. Current Day High/Low Before 12 PM: The morning session (before 12 PM) often sees increased volatility due to market openings, news releases, or institutional activity. Anchoring to these early highs/lows ensures the channel reflects the most relevant price extremes, which are likely to influence intraday price action. Static After 12 PM: By fixing the anchor points after 12 PM, the trendlines and projections become stable references for the afternoon session, allowing traders to anticipate price reactions at these levels without the lines shifting unexpectedly. This anchoring makes the DayTrade channel particularly useful for intraday traders, as it provides a consistent framework based on recent price history, which can guide decisions on trend continuation or reversal. 2. Using Static Channels and Projections The static nature of the DayTrade channel after 12 PM, enabled by "Show DayTrade Trend Lines," and the dynamic projections, set via "DayTrade Projection Channel Color," provide a structured approach to trading: Support and Resistance: The upper trendline and lower trendline act as dynamic support/resistance levels based on the previous and current day’s price extremes. Traders may observe price reactions (e.g., bounces or breaks) at these levels. For example, if price approaches the lower trendline and bounces, it may indicate support, suggesting a potential long entry. Projections as Price Targets: The projections extend the trendlines forward, offering potential price targets if the trend continues. For instance, if price breaks above the upper trendline and continues toward the upper projection, traders might consider it a bullish continuation signal. A candle closing fully above the upper projection or below the lower projection (triggering an alert) may indicate a breakout, prompting traders to enter in the direction of the break or reassess if the break fails. Static Channels for Breakouts: Because the trendlines are static after 12 PM, they serve as fixed reference points. A break above the upper trendline or its projection may suggest bullish momentum, while a break below the lower trendline or projection may indicate bearish momentum. Traders can use these breaks to set entry points (e.g., entering a long position after a confirmed break above the upper projection) and place stop-losses below the broken level to manage risk. 3. Line-to-Line Trading Strategy Line-to-line trading involves using the trendlines, projections, and reflection channels as sequential price targets or reversal zones: Trading Within the Main Channel: Long Setup: If price bounces off the lower trendline and moves toward the heartline (enabled by "Show DayTrade Heartline") or upper trendline, traders might enter a long position near the lower trendline, targeting the heartline or upper trendline for profit-taking. A stop-loss could be placed below the lower trendline to protect against a breakdown. Short Setup: If price rejects from the upper trendline and moves toward the heartline or lower trendline, traders might enter a short position near the upper trendline, targeting the heartline or lower trendline, with a stop-loss above the upper trendline. Trading to Reflection Channels: If price breaks above the upper trendline and continues toward the upper reflection trendline or its projection (enabled by "Show Reflection Channel" set to "Upper" or "Both"), traders might treat this as a breakout trade, entering long with a target at the upper reflection level and a stop-loss below the upper trendline. Similarly, a break below the lower trendline toward the lower reflection trendline or its projection (enabled by "Show Reflection Channel" set to "Lower" or "Both") could signal a short opportunity, with a target at the lower reflection level and a stop-loss above the lower trendline. Reversal Trades: If price reaches the upper reflection trendline and shows signs of rejection (e.g., a bearish candlestick pattern), traders might consider a short position, anticipating a move back toward the main channel’s upper trendline or heartline. Conversely, a rejection at the lower reflection trendline could prompt a long position targeting the lower trendline or heartline. Risk Management: Use the heartline as a midpoint to gauge whether price is likely to continue toward the opposite trendline or reverse. For example, a failure to break above the heartline after bouncing from the lower trendline might suggest weakening bullish momentum, prompting a tighter stop-loss. The static nature of the channels after 12 PM allows traders to set precise stop-loss and take-profit levels based on historical price levels, reducing the risk of chasing moving targets. 4. Heartline as a Volume Indicator The heartline, controlled by toggles like "Show DayTrade Heartline," "Show Lower Reflection Heartline," and "Show Upper Reflection Heartline," may serve as an indirect proxy for areas of high trading activity: Rationale: The heartline represents the average price between the high and low of a period, which often aligns with price levels where significant buying and selling have occurred, as these midpoints can correspond to areas of consolidation or high volume in the order book. While the script does not directly use volume data, the heartline’s position may reflect price levels where market participants have historically balanced supply and demand. Breakout Potential: A break above or below the heartline, particularly with a strong candle (e.g., wide range or high momentum), may indicate a shift in market sentiment, potentially leading to accelerated price movement in the direction of the break. For example: A close above the main DayTrade heartline could suggest buyers are overpowering sellers, potentially leading to a move toward the upper trendline or upper reflection channel. A close below the heartline could indicate seller dominance, targeting the lower trendline or lower reflection channel. Trading Application: Traders might use heartline breaks as confirmation signals for trend continuation. For instance, after a bounce from the lower trendline, a close above the heartline could confirm bullish momentum, prompting a long entry. The heartline can also act as a dynamic stop-loss or trailing stop level. For example, in a long trade, a trader might exit if price falls below the heartline, indicating a potential reversal. For reflection heartlines, a break above the upper reflection heartline or below the lower reflection heartline could signal strong momentum, as these levels are further from the main channel and may require significant buying or selling pressure to breach. 5. Practical Trading Considerations Timeframe Context: The DayTrade channel, enabled by "Show DayTrade Trend Lines," is best suited for intraday trading due to its daily anchoring and morning update behavior. Traders should consider higher timeframe channels (e.g., enabled by "Show Weekly Trend Lines" or "Show Monthly Trend Lines") for broader context, as breaks of the DayTrade channel may align with or be influenced by larger trends. Confirmation Tools: Use additional indicators (e.g., RSI, MACD, or volume-based indicators) or candlestick patterns to confirm signals at trendlines, projections, or heartlines. The script’s alerts can help identify breakouts, but traders should verify with other technical or fundamental factors. Risk Management: Always define risk-reward ratios before entering trades. For example, a 1:2 risk-reward ratio might involve risking a stop-loss below the lower trendline to target the heartline or upper trendline. Market Conditions: The effectiveness of the channels and heartlines depends on market conditions (e.g., trending vs. ranging markets). In choppy markets, price may oscillate within the main channel, favoring range-bound strategies. In trending markets, breaks of projections or reflection channels may signal continuation trades. Limitations: The indicator relies on historical price data and does not incorporate volume, news, or other external factors. Traders should use it as part of a broader strategy and avoid relying solely on its signals. How to Use in TradingView Add the Indicator: Copy the script into TradingView’s Pine Editor, compile it, and add it to your chart. Configure Settings: Enable "Show DayTrade Trend Lines" to display the main DayTrade trendlines and projections. Use the "Show Reflection Channel" dropdown to select "Lower," "Upper," or "Both" to display reflection channels. Toggle "Show DayTrade Heartline," "Show Lower Reflection Heartline," and "Show Upper Reflection Heartline" to control heartline visibility. Adjust colors using "DayTrade Channel Color," "DayTrade Projection Channel Color," and "Heartline Color." Enable other timeframes (e.g., "Show Weekly Trend Lines," "Show Monthly Trend Lines") for additional context, if desired. Set Alerts: Configure alerts in TradingView for "Upper Trend Break" or "Lower Trend Break" to receive notifications when a candle closes fully above or below any timeframe’s projections. Analyze the Chart: Monitor price interactions with the trendlines, projections, and heartlines. Look for bounces, breaks, or rejections at these levels to plan entries and exits. Use the heartline breaks as potential confirmation of momentum shifts. Test Strategies: Backtest line-to-line trading strategies in TradingView’s strategy tester or demo account to evaluate performance before trading with real capital. Conclusion The SuperTrend indicator provides a robust framework for technical analysis by plotting dynamic trend channels, projections, and heartlines across multiple timeframes, with advanced features for the DayTrade channel, including lower and upper reflection channels. The DayTrade channel’s anchoring to previous and current day highs/lows before 12 PM, enabled by "Show DayTrade Trend Lines," creates a stable reference for intraday trading, while static trendlines and dynamic projections guide traders in anticipating price movements. The heartlines, controlled by toggles like "Show DayTrade Heartline," offer potential insights into high-activity price levels, with breaks possibly indicating momentum shifts. Traders can use the indicator for line-to-line trading by targeting moves between trendlines, projections, and reflection channels, while managing risk with stop-losses and confirmations from other tools. The indicator should be used as part of a comprehensive trading plan.
Indicatore Pine Script®
di Midgar-
2
VoVix DEVMA🌌 VoVix DEVMA: A Deep Dive into Second-Order Volatility Dynamics Welcome to VoVix+, a sophisticated trading framework that transcends traditional price analysis. This is not merely another indicator; it is a complete system designed to dissect and interpret the very fabric of market volatility. VoVix+ operates on the principle that the most powerful signals are not found in price alone, but in the behavior of volatility itself. It analyzes the rate of change, the momentum, and the structure of market volatility to identify periods of expansion and contraction, providing a unique edge in anticipating major market moves. This document will serve as your comprehensive guide, breaking down every mathematical component, every user input, and every visual element to empower you with a profound understanding of how to harness its capabilities. 🔬 THEORETICAL FOUNDATION: THE MATHEMATICS OF MARKET DYNAMICS VoVix+ is built upon a multi-layered mathematical engine designed to measure what we call "second-order volatility." While standard indicators analyze price, and first-order volatility indicators (like ATR) analyze the range of price, VoVix+ analyzes the dynamics of the volatility itself. This provides insight into the market's underlying state of stability or chaos. 1. The VoVix Score: Measuring Volatility Thrust The core of the system begins with the VoVix Score. This is a normalized measure of volatility acceleration or deceleration. Mathematical Formula: VoVix Score = (ATR(fast) - ATR(slow)) / (StDev(ATR(fast)) + ε) Where: ATR(fast) is the Average True Range over a short period, representing current, immediate volatility. ATR(slow) is the Average True Range over a longer period, representing the baseline or established volatility. StDev(ATR(fast)) is the Standard Deviation of the fast ATR, which measures the "noisiness" or consistency of recent volatility. ε (epsilon) is a very small number to prevent division by zero. Market Implementation: Positive Score (Expansion): When the fast ATR is significantly higher than the slow ATR, it indicates a rapid increase in volatility. The market is "stretching" or expanding. Negative Score (Contraction): When the fast ATR falls below the slow ATR, it indicates a decrease in volatility. The market is "coiling" or contracting. Normalization: By dividing by the standard deviation, we normalize the score. This turns it into a standardized measure, allowing us to compare volatility thrust across different market conditions and timeframes. A score of 2.0 in a quiet market means the same, relatively, as a score of 2.0 in a volatile market. 2. Deviation Analysis (DEV): Gauging Volatility's Own Volatility The script then takes the analysis a step further. It calculates the standard deviation of the VoVix Score itself. Mathematical Formula: DEV = StDev(VoVix Score, lookback_period) Market Implementation: This DEV value represents the magnitude of chaos or stability in the market's volatility dynamics. A high DEV value means the volatility thrust is erratic and unpredictable. A low DEV value suggests the change in volatility is smooth and directional. 3. The DEVMA Crossover: Identifying Regime Shifts This is the primary signal generator. We take two moving averages of the DEV value. Mathematical Formula: fastDEVMA = SMA(DEV, fast_period) slowDEVMA = SMA(DEV, slow_period) The Core Signal: The strategy triggers on the crossover and crossunder of these two DEVMA lines. This is a profound concept: we are not looking at a moving average of price or even of volatility, but a moving average of the standard deviation of the normalized rate of change of volatility. Bullish Crossover (fastDEVMA > slowDEVMA): This signals that the short-term measure of volatility's chaos is increasing relative to the long-term measure. This often precedes a significant market expansion and is interpreted as a bullish volatility regime. Bearish Crossunder (fastDEVMA < slowDEVMA): This signals that the short-term measure of volatility's chaos is decreasing. The market is settling down or contracting, often leading to trending moves or range consolidation. ⚙️ INPUTS MENU: CONFIGURING YOUR ANALYSIS ENGINE Every input has been meticulously designed to give you full control over the strategy's behavior. Understanding these settings is key to adapting VoVix+ to your specific instrument, timeframe, and trading style. 🌀 VoVix DEVMA Configuration 🧬 Deviation Lookback: This sets the lookback period for calculating the DEV value. It defines the window for measuring the stability of the VoVix Score. A shorter value makes the system highly reactive to recent changes in volatility's character, ideal for scalping. A longer value provides a smoother, more stable reading, better for identifying major, long-term regime shifts. ⚡ Fast VoVix Length: This is the lookback period for the fastDEVMA. It represents the short-term trend of volatility's chaos. A smaller number will result in a faster, more sensitive signal line that reacts quickly to market shifts. 🐌 Slow VoVix Length: This is the lookback period for the slowDEVMA. It represents the long-term, baseline trend of volatility's chaos. A larger number creates a more stable, slower-moving anchor against which the fast line is compared. How to Optimize: The relationship between the Fast and Slow lengths is crucial. A wider gap (e.g., 20 and 60) will result in fewer, but potentially more significant, signals. A narrower gap (e.g., 25 and 40) will generate more frequent signals, suitable for more active trading styles. 🧠 Adaptive Intelligence 🧠 Enable Adaptive Features: When enabled, this activates the strategy's performance tracking module. The script will analyze the outcome of its last 50 trades to calculate a dynamic win rate. ⏰ Adaptive Time-Based Exit: If Enable Adaptive Features is on, this allows the strategy to adjust its Maximum Bars in Trade setting based on performance. It learns from the average duration of winning trades. If winning trades tend to be short, it may shorten the time exit to lock in profits. If winners tend to run, it will extend the time exit, allowing trades more room to develop. This helps prevent the strategy from cutting winning trades short or holding losing trades for too long. ⚡ Intelligent Execution 📊 Trade Quantity: A straightforward input that defines the number of contracts or shares for each trade. This is a fixed value for consistent position sizing. 🛡️ Smart Stop Loss: Enables the dynamic stop-loss mechanism. 🎯 Stop Loss ATR Multiplier: Determines the distance of the stop loss from the entry price, calculated as a multiple of the current 14-period ATR. A higher multiplier gives the trade more room to breathe but increases risk per trade. A lower multiplier creates a tighter stop, reducing risk but increasing the chance of being stopped out by normal market noise. 💰 Take Profit ATR Multiplier: Sets the take profit target, also as a multiple of the ATR. A common practice is to set this higher than the Stop Loss multiplier (e.g., a 2:1 or 3:1 reward-to-risk ratio). 🏃 Use Trailing Stop: This is a powerful feature for trend-following. When enabled, instead of a fixed stop loss, the stop will trail behind the price as the trade moves into profit, helping to lock in gains while letting winners run. 🎯 Trail Points & 📏 Trail Offset ATR Multipliers: These control the trailing stop's behavior. Trail Points defines how much profit is needed before the trail activates. Trail Offset defines how far the stop will trail behind the current price. Both are based on ATR, making them fully adaptive to market volatility. ⏰ Maximum Bars in Trade: This is a time-based stop. It forces an exit if a trade has been open for a specified number of bars, preventing positions from being held indefinitely in stagnant markets. ⏰ Session Management These inputs allow you to confine the strategy's trading activity to specific market hours, which is crucial for day trading instruments that have defined high-volume sessions (e.g., stock market open). 🎨 Visual Effects & Dashboard These toggles give you complete control over the on-chart visuals and the dashboard. You can disable any element to declutter your chart or focus only on the information that matters most to you. 📊 THE DASHBOARD: YOUR AT-A-GLANCE COMMAND CENTER The dashboard centralizes all critical information into one compact, easy-to-read panel. It provides a real-time summary of the market state and strategy performance. 🎯 VOVIX ANALYSIS Fast & Slow: Displays the current numerical values of the fastDEVMA and slowDEVMA. The color indicates their direction: green for rising, red for falling. This lets you see the underlying momentum of each line. Regime: This is your most important environmental cue. It tells you the market's current state based on the DEVMA relationship. 🚀 EXPANSION (Green) signifies a bullish volatility regime where explosive moves are more likely. ⚛️ CONTRACTION (Purple) signifies a bearish volatility regime, where the market may be consolidating or entering a smoother trend. Quality: Measures the strength of the last signal based on the magnitude of the DEVMA difference. An ELITE or STRONG signal indicates a high-conviction setup where the crossover had significant force. PERFORMANCE Win Rate & Trades: Displays the historical win rate of the strategy from the backtest, along with the total number of closed trades. This provides immediate feedback on the strategy's historical effectiveness on the current chart. EXECUTION Trade Qty: Shows your configured position size per trade. Session: Indicates whether trading is currently OPEN (allowed) or CLOSED based on your session management settings. POSITION Position & PnL: Displays your current position (LONG, SHORT, or FLAT) and the real-time Profit or Loss of the open trade. 🧠 ADAPTIVE STATUS Stop/Profit Mult: In this simplified version, these are placeholders. The primary adaptive feature currently modifies the time-based exit, which is reflected in how long trades are held on the chart. 🎨 THE VISUAL UNIVERSE: DECIPHERING MARKET GEOMETRY The visuals are not mere decorations; they are geometric representations of the underlying mathematical concepts, designed to give you an intuitive feel for the market's state. The Core Lines: FastDEVMA (Green/Maroon Line): The primary signal line. Green when rising, indicating an increase in short-term volatility chaos. Maroon when falling. SlowDEVMA (Aqua/Orange Line): The baseline. Aqua when rising, indicating a long-term increase in volatility chaos. Orange when falling. 🌊 Morphism Flow (Flowing Lines with Circles): What it represents: This visualizes the momentum and strength of the fastDEVMA. The width and intensity of the "beam" are proportional to the signal strength. Interpretation: A thick, steep, and vibrant flow indicates powerful, committed momentum in the current volatility regime. The floating '●' particles represent kinetic energy; more particles suggest stronger underlying force. 📐 Homotopy Paths (Layered Transparent Boxes): What it represents: These layered boxes are centered between the two DEVMA lines. Their height is determined by the DEV value. Interpretation: This visualizes the overall "volatility of volatility." Wider boxes indicate a chaotic, unpredictable market. Narrower boxes suggest a more stable, predictable environment. 🧠 Consciousness Field (The Grid): What it represents: This grid provides a historical lookback at the DEV range. Interpretation: It maps the recent "consciousness" or character of the market's volatility. A consistently wide grid suggests a prolonged period of chaos, while a narrowing grid can signal a transition to a more stable state. 📏 Functorial Levels (Projected Horizontal Lines): What it represents: These lines extend from the current fastDEVMA and slowDEVMA values into the future. Interpretation: Think of these as dynamic support and resistance levels for the volatility structure itself. A crossover becomes more significant if it breaks cleanly through a prior established level. 🌊 Flow Boxes (Spaced Out Boxes): What it represents: These are compact visual footprints of the current regime, colored green for Expansion and red for Contraction. Interpretation: They provide a quick, at-a-glance confirmation of the dominant volatility flow, reinforcing the background color. Background Color: This provides an immediate, unmistakable indication of the current volatility regime. Light Green for Expansion and Light Aqua/Blue for Contraction, allowing you to assess the market environment in a split second. 📊 BACKTESTING PERFORMANCE REVIEW & ANALYSIS The following is a factual, transparent review of a backtest conducted using the strategy's default settings on a specific instrument and timeframe. This information is presented for educational purposes to demonstrate how the strategy's mechanics performed over a historical period. It is crucial to understand that these results are historical, apply only to the specific conditions of this test, and are not a guarantee or promise of future performance. Market conditions are dynamic and constantly change. Test Parameters & Conditions To ensure the backtest reflects a degree of real-world conditions, the following parameters were used. The goal is to provide a transparent baseline, not an over-optimized or unrealistic scenario. Instrument: CME E-mini Nasdaq 100 Futures (NQ1!) Timeframe: 5-Minute Chart Backtesting Range: March 24, 2024, to July 09, 2024 Initial Capital: $100,000 Commission: $0.62 per contract (A realistic cost for futures trading). Slippage: 3 ticks per trade (A conservative setting to account for potential price discrepancies between order placement and execution). Trade Size: 1 contract per trade. Performance Overview (Historical Data) The test period generated 465 total trades , providing a statistically significant sample size for analysis, which is well above the recommended minimum of 100 trades for a strategy evaluation. Profit Factor: The historical Profit Factor was 2.663 . This metric represents the gross profit divided by the gross loss. In this test, it indicates that for every dollar lost, $2.663 was gained. Percent Profitable: Across all 465 trades, the strategy had a historical win rate of 84.09% . While a high figure, this is a historical artifact of this specific data set and settings, and should not be the sole basis for future expectations. Risk & Trade Characteristics Beyond the headline numbers, the following metrics provide deeper insight into the strategy's historical behavior. Sortino Ratio (Downside Risk): The Sortino Ratio was 6.828 . Unlike the Sharpe Ratio, this metric only measures the volatility of negative returns. A higher value, such as this one, suggests that during this test period, the strategy was highly efficient at managing downside volatility and large losing trades relative to the profits it generated. Average Trade Duration: A critical characteristic to understand is the strategy's holding period. With an average of only 2 bars per trade , this configuration operates as a very short-term, or scalping-style, system. Winning trades averaged 2 bars, while losing trades averaged 4 bars. This indicates the strategy's logic is designed to capture quick, high-probability moves and exit rapidly, either at a profit target or a stop loss. Conclusion and Final Disclaimer This backtest demonstrates one specific application of the VoVix+ framework. It highlights the strategy's behavior as a short-term system that, in this historical test on NQ1!, exhibited a high win rate and effective management of downside risk. Users are strongly encouraged to conduct their own backtests on different instruments, timeframes, and date ranges to understand how the strategy adapts to varying market structures. Past performance is not indicative of future results, and all trading involves significant risk. 🔧 THE DEVELOPMENT PHILOSOPHY: FROM VOLATILITY TO CLARITY The journey to create VoVix+ began with a simple question: "What drives major market moves?" The answer is often not a change in price direction, but a fundamental shift in market volatility. Standard indicators are reactive to price. We wanted to create a system that was predictive of market state. VoVix+ was designed to go one level deeper—to analyze the behavior, character, and momentum of volatility itself. The challenge was twofold. First, to create a robust mathematical model to quantify these abstract concepts. This led to the multi-layered analysis of ATR differentials and standard deviations. Second, to make this complex data intuitive and actionable. This drove the creation of the "Visual Universe," where abstract mathematical values are translated into geometric shapes, flows, and fields. The adaptive system was intentionally kept simple and transparent, focusing on a single, impactful parameter (time-based exits) to provide performance feedback without becoming an inscrutable "black box." The result is a tool that is both profoundly deep in its analysis and remarkably clear in its presentation. ⚠️ RISK DISCLAIMER AND BEST PRACTICES VoVix+ is an advanced analytical tool, not a guarantee of future profits. All financial markets carry inherent risk. The backtesting results shown by the strategy are historical and do not guarantee future performance. This strategy incorporates realistic commission and slippage settings by default, but market conditions can vary. Always practice sound risk management, use position sizes appropriate for your account equity, and never risk more than you can afford to lose. It is recommended to use this strategy as part of a comprehensive trading plan. This was developed specifically for Futures "The prevailing wisdom is that markets are always right. I take the opposite view. I assume that markets are always wrong. Even if my assumption is occasionally wrong, I use it as a working hypothesis." — George Soros — Dskyz, Trade with insight. Trade with anticipation.
Strategia Pine Script®
di DskyzInvestments
20
[Kpt-Ahab] Simple AlgoPilot Riskmgt and Backtest Simple AlgoPilot Riskmgt and Backtest This script provides a compact solution for automated risk management and backtesting within TradingView. It offers the following core functionalities: Risk Management: The system integrates various risk limitation mechanisms: Percentage-based or trailing stop-loss Maximum losing streak limitation Maximum drawdown limitation relative to account equity Flexible position sizing control (based on equity, fixed size, or contracts) Dynamic repurchasing of positions ("Repurchase") during losses with adjustable size scaling Supports multi-stage take-profit targets (TP1/TP2) and automatic stop-loss adjustment to breakeven External Signal Processing for Backtesting: In addition to its own moving average crossovers, the script can process external trading signals: External signals are received via a source input variable (e.g., from other indicators or signal generators) Positive values (+1) trigger long positions, negative values (–1) trigger short positions This allows for easy integration of other indicator-based strategies into backtests Additional Backtesting Features: Selection between different MA types (SMA, EMA, WMA, VWMA, HMA) Flexible time filtering (trade only within defined start and end dates) Simulation of commission costs, slippage, and leverage Optional alert functions for moving average crossovers Visualization of liquidation prices and portfolio development in an integrated table Note: This script is primarily intended for strategic backtesting and risk setting optimization. Real-time applications should be tested with caution. All order executions, alerts, and risk calculations are purely simulation-based. Explanation of Calculations and Logics: 1. Risk Management and Position Sizing: The position size is calculated based on the user’s choice using three possible methods: Percentage of Equity: The position size is a defined fraction of the available capital, dynamically adjusted based on market price (riskPerc / close). Fixed Size (in currency): The user defines a fixed monetary amount to be used per trade. Contracts: A fixed number of contracts is traded regardless of the current price. Leverage: The selected leverage multiplies the position size for margin calculations. 2. Trade Logic and Signal Triggering: Trades can be triggered through two mechanisms: Internal Signals: When a fast moving average crosses above or below a slower moving average (ta.crossover, ta.crossunder). The type of moving averages (SMA, EMA, WMA, VWMA, HMA) can be freely selected. External Signals: Signals from other indicators can be received via an input source field. +1 triggers a long entry, –1 triggers a short entry. Position Management: Once entered, the position is actively managed. Multiple take-profit targets are set. Upon reaching a profit target, the stop-loss can optionally be moved to breakeven. 3. Stop-Loss and Take-Profit Logic: Stop-Loss Types: Fixed Percentage Stop: A fixed distance below/above the entry price. Trailing Stop: Dynamically adjusts as the trade moves into profit. Fast Trailing Stop: A more aggressive variant of trailing that reacts quicker to price changes. Take-Profit Management: Two take-profit targets (TP1 and TP2) are supported, allowing partial exits at different stages. Remaining positions can either reach the second target or be closed by the stop-loss. 4. Repurchase Strategy ("Scaling In" on Losses): If a position reaches a specified loss threshold (e.g., –15%), an automatic additional purchase can occur. The position size is increased by a configurable percentage. Repurchases happen only if an initial position is already open. 5. Backtesting Control and Filters: Time Filters: A trading period can be defined (start and end date). All trades outside the selected period are ignored. Risk Filters: Trading is paused if: A maximum losing streak is reached. A maximum allowed drawdown is exceeded. 6. Liquidation Calculation (Simulation Only): The script simulates liquidation prices based on the account balance and position size. Liquidation lines are drawn on the chart to better visualize potential risk exposure. This is purely a visual aid — no real broker-side liquidation is performed.
Strategia Pine Script®
di Kpt-Ahab
Dskyz Adaptive Futures Edge (DAFE)imgur.com/a/igj9lFj Dskyz Adaptive Futures Edge (DAFE) is a futures trading strategy designed to adapt dynamically to market volatility and price action using a blend of technical indicators. The strategy combines adaptive moving averages, optional RSI filtering, candlestick pattern recognition, and multi-timeframe trend analysis to generate long and short trade signals. It incorporates robust risk management techniques including ATR-based stop-losses and trailing stops, ensuring trades are sized and managed within sustainable risk limits. Key Components and Logic -Adaptive Moving Averages Dynamic Calculation: Fast and slow Simple Moving Averages (SMAs) adapt to changing volatility, making them sensitive to high-momentum shifts and smoothing during quieter price action. Signal Generation: Entry signals are triggered when the fast SMA crosses the slow SMA in conjunction with price direction confirmation (e.g., price above both for long positions). -RSI Filtering (Optional) Momentum Confirmation: The RSI filter provides momentum confirmation to avoid overextended entries. It can be toggled on or off for both long and short conditions. User Control: Adjustable parameters such as lookback period, oversold/overbought thresholds, and enable/disable switches give full control over its influence. -Candlestick Pattern Recognition Engulfing Logic: Recognizes strong bullish or bearish engulfing patterns with configurable strength criteria like range and volume. Patterns are filtered by trend direction and strength for confirmation. Signal Conflict Handling: When both bullish and bearish engulfing patterns occur within the lookback window, the strategy avoids entry to reduce whipsaws in indecisive markets. -Multi-Timeframe Trend Filter Higher Timeframe Filtering: Incorporates 15-minute trend direction as a macro-level filter to align intrabar trades with larger trend momentum. Smoothed Entry Logic: Prevents entering trades that go against the broader market structure, reducing false signals in choppy or low-conviction moves. -Trade Execution and Risk Management imgur.com Entry Logic Priority System: Users can define whether moving average signals or candlestick patterns should take priority when both are present. Volume & Volatility Checks: Ensures sufficient market participation and action before entering a position, improving the odds of reliable follow-through. Stop-Loss and Trailing Exit ATR-Based Initial Stops: Dynamically adjusts stop-loss distance based on market volatility using a multiple of ATR (Average True Range), keeping risk proportional to price swings. Trailing Stop: Protects open profits and enables winners to run by following price action at a set distance (also ATR-based). -Cooldown Period & Minimum Bar Hold (Trade Discipline Logic) Cooldown Bars: After an exit, the strategy imposes a mandatory pause before opening a new position. Why: This avoids rapid-fire re-entries triggered by minor fluctuations that could lead to overtrading and degradation of profitability. Minimum Bar Hold: A trade must be held for a minimum number of bars before it can be exited. Why: This prevents the strategy from immediately exiting trades due to fleeting volatility spikes, which previously caused premature exits that often reversed back in favor of the original signal. This ensures trades have adequate time to develop, filtering out noise from true reversals. -Visual Elements and Transparency Tools Chart Overlays: Moving averages, RSI values, and trade entry/exit points are shown directly on the chart for complete visibility. Dashboard UI: Displays critical live metrics—current position, PnL, time held, ATR values, etc. Debug Logs: Optional toggles allow verbose condition tracking for deep inspection into why a trade occurred (or didn't), useful for both live optimization and debugging. -Input Parameter Reference Guide Input Name Function & Suggested Use Use RSI Filter - Enables or disables RSI-based entry confirmation. Disable if price action alone is desired for entry decisions. RSI Length - RSI lookback period. Lower values (e.g., 7–14) are more responsive; higher values reduce false signals. Overbought / Oversold Levels - Used to detect exhaustion zones. E.g., avoid long entries above 70 or short entries below 30. Use Candlestick Patterns - Enable detection of bullish/bearish engulfing patterns as trade signals. Disable to rely only on trend/MA. Pattern Strength Thresholds (Range, Volume) - Filters out weak engulfing signals. Higher values require stronger patterns to trigger. Use 15min Trend Filter - Adds multi-timeframe trend confirmation. Recommended for filtering entries against larger trend direction. Fast MA - Base Length for fast adaptive moving average. Suggested: 10–25. Slow MA - Base length for slow adaptive moving average. Suggested: 30–60. Volatility Sensitivity Multiplier - Multiplies volatility adjustments for adaptive MA length. Higher = more reactive to volatility. Entry Volume Filter - Filters out trades during low volume. Recommended to prevent entries in illiquid conditions. ATR Length - Lookback period for ATR calculation. Suggested: 14. Trailing Stop ATR Offset - Defines how far the stop-loss is from entry. 1.5–2.5 is typical for medium-volatility environments. Trailing Stop ATR Multiplier - Determines trailing stop distance. 1.5 is tight; 3+ gives more room for trending trades. Cooldown Bars After Exit - Prevents immediate re-entries. Suggested: 3–10 bars depending on timeframe. Minimum Bars to Hold Trade - Ensures trades are held long enough to avoid knee-jerk exits. Suggested: 5–10 for intraday strategies. Trading Hours (Start / End) - Sets the window of allowed trading. Prevents entries outside key session times (e.g., avoid pre-market). Enable Logging / Debugging - Shows internal trade decision data for tuning and understanding the logic. Compliance with TradingView Regulations Realistic Backtesting: The strategy uses proper initial capital, fixed trade quantities, and risk parameters to reflect realistic scenarios. Transparent Trade Logic: Every condition used for signal generation is documented and controllable by the user. Users can view each signal's rationale. Risk Mitigation: Cooldown bars, ATR stops, and minimum trade duration ensure the strategy behaves predictably and prevents reckless trade behavior. Customization: Full control over each module (MA, RSI, Candlestick, Trend, etc.) gives users the ability to tailor the strategy to suit various futures contracts or timeframes. imgur.com imgur.com imgur.com imgur.com imgur.com Summary DAFE was built for high-stakes micro futures trading environments such as the MNQ, where milliseconds of volatility matter. This strategy's modular architecture, adaptive logic, and advanced risk controls make it an ideal framework for scalpers and swing traders alike. BTCUSDT.P Backtesting: www.dropbox.com Deep Backtesting: www.dropbox.com ****Currently testing on a prop account. Caution Statement This strategy is designed for educational and experimental purposes and should not be considered financial advice or a guaranteed method of profitability. While the DAFE (Dskyz Adaptive Futures Edge) strategy incorporates advanced filters, adaptive logic, and volatility-based risk management, its performance is subject to market conditions, data accuracy, and user configuration. Futures trading involves substantial risk, and the leverage inherent in futures contracts can amplify both gains and losses. This strategy may execute trades rapidly and frequently under certain conditions—particularly when filters are disabled or thresholds are set too tightly—potentially leading to increased slippage, commissions, or unanticipated losses. Users are strongly advised to: Backtest thoroughly across various market regimes. Adjust parameters responsibly and understand the implication of each input. Paper trade in a simulated environment before going live. Monitor trades actively and use discretion when market volatility increases. -By using this strategy, you accept all risks and responsibility for any trading decisions made based on its output.
Strategia Pine Script®
di DskyzInvestments
6
Mogwai Method with RSI and EMA - BTCUSD 15mThis is a custom TradingView indicator designed for trading Bitcoin (BTCUSD) on a 15-minute timeframe. It’s based on the Mogwai Method—a mean-reversion strategy—enhanced with the Relative Strength Index (RSI) for momentum confirmation. The indicator generates buy and sell signals, visualized as green and red triangle arrows on the chart, to help identify potential entry and exit points in the volatile cryptocurrency market. Components Bollinger Bands (BB): Purpose: Identifies overextended price movements, signaling potential reversions to the mean. Parameters: Length: 20 periods (standard for mean-reversion). Multiplier: 2.2 (slightly wider than the default 2.0 to suit BTCUSD’s volatility). Role: Buy signal when price drops below the lower band (oversold). Sell signal when price rises above the upper band (overbought). Relative Strength Index (RSI): Purpose: Confirms momentum to filter out false signals from Bollinger Bands. Parameters: Length: 14 periods (classic setting, effective for crypto). Overbought Level: 70 (price may be overextended upward). Oversold Level: 30 (price may be overextended downward). Role: Buy signal requires RSI < 30 (oversold). Sell signal requires RSI > 70 (overbought). Exponential Moving Averages (EMAs) (Plotted but not currently in signal logic): Purpose: Provides trend context (included in the script for visualization, optional for signal filtering). Parameters: Fast EMA: 9 periods (short-term trend). Slow EMA: 50 periods (longer-term trend). Role: Can be re-added to filter signals (e.g., buy only when Fast EMA > Slow EMA). Signals (Triangles): Buy Signal: Green upward triangle below the bar when price is below the lower Bollinger Band and RSI is below 30. Sell Signal: Red downward triangle above the bar when price is above the upper Bollinger Band and RSI is above 70. How It Works The indicator combines Bollinger Bands and RSI to spot mean-reversion opportunities: Buy Condition: Price breaks below the lower Bollinger Band (indicating oversold conditions), and RSI confirms this with a reading below 30. Sell Condition: Price breaks above the upper Bollinger Band (indicating overbought conditions), and RSI confirms this with a reading above 70. The strategy assumes that extreme price movements in BTCUSD will often revert to the mean, especially in choppy or ranging markets. Visual Elements Green Upward Triangles: Appear below the candlestick to indicate a buy signal. Red Downward Triangles: Appear above the candlestick to indicate a sell signal. Bollinger Bands: Gray lines (upper, middle, lower) plotted for reference. EMAs: Blue (Fast) and Orange (Slow) lines for trend visualization. How to Use the Indicator Setup Open TradingView: Log into TradingView and select a BTCUSD chart from a supported exchange (e.g., Binance, Coinbase, Bitfinex). Set Timeframe: Switch the chart to a 15-minute timeframe (15m). Add the Indicator: Open the Pine Editor (bottom panel in TradingView). Copy and paste the script provided. Click “Add to Chart” to apply it. Verify Display: You should see Bollinger Bands (gray), Fast EMA (blue), Slow EMA (orange), and buy/sell triangles when conditions are met. Trading Guidelines Buy Signal (Green Triangle Below Bar): What It Means: Price is oversold, potentially ready to bounce back toward the Bollinger Band middle line. Action: Enter a long position (buy BTCUSD). Set a take-profit near the middle Bollinger Band (bb_middle) or a resistance level. Place a stop-loss 1-2% below the entry (or based on ATR, e.g., ta.atr(14) * 2). Best Context: Works well in ranging markets; avoid during strong downtrends. Sell Signal (Red Triangle Above Bar): What It Means: Price is overbought, potentially ready to drop back toward the middle line. Action: Enter a short position (sell BTCUSD) or exit a long position. Set a take-profit near the middle Bollinger Band or a support level. Place a stop-loss 1-2% above the entry. Best Context: Effective in ranging markets; avoid during strong uptrends. Trend Filter (Optional): To reduce false signals in trending markets, you can modify the script: Add and ema_fast > ema_slow to the buy condition (only buy in uptrends). Add and ema_fast < ema_slow to the sell condition (only sell in downtrends). Check the Fast EMA (blue) vs. Slow EMA (orange) alignment visually. Tips for BTCUSD on 15-Minute Charts Volatility: BTCUSD can be erratic. If signals are too frequent, increase bb_mult (e.g., to 2.5) or adjust RSI levels (e.g., 75/25). Confirmation: Use volume spikes or candlestick patterns (e.g., doji, engulfing) to confirm signals. Time of Day: Mean-reversion works best during low-volume periods (e.g., Asian session in crypto). Backtesting: Use TradingView’s Strategy Tester (convert to a strategy by adding entry/exit logic) to evaluate performance with historical BTCUSD data up to March 13, 2025. Risk Management Position Size: Risk no more than 1-2% of your account per trade. Stop Losses: Always use stops to protect against BTCUSD’s sudden moves. Avoid Overtrading: Wait for clear signals; don’t force trades in choppy or unclear conditions. Example Scenario Chart: BTCUSD, 15-minute timeframe. Buy Signal: Price drops to $58,000, below the lower Bollinger Band, RSI at 28. A green triangle appears. Action: Buy at $58,000, target $59,000 (middle BB), stop at $57,500. Sell Signal: Price rises to $60,500, above the upper Bollinger Band, RSI at 72. A red triangle appears. Action: Sell at $60,500, target $59,500 (middle BB), stop at $61,000. This indicator is tailored for mean-reversion trading on BTCUSD. Let me know if you’d like to tweak it further (e.g., add filters, alerts, or alternative indicators)!
Indicatore Pine Script®
di Crypto_wheels
1
Breaks and Retests - Free990Strategy Description: "Breaks and Retests - Free990" The "Breaks and Retests - Free990" strategy is based on identifying breakout and retest opportunities for potential entries in both long and short trades. The idea is to detect price breakouts above resistance levels or below support levels, and subsequently identify retests that confirm the breakout levels. The strategy offers an automated approach to enter trades after a breakout followed by a retest, which serves as a confirmation of trend continuation. Key Components: Support and Resistance Detection: The strategy calculates pivot levels based on historical price movements to define support and resistance areas. A lookback range is used to determine these key levels. Breakouts and Retests: The system identifies when a breakout occurs above a resistance level or below a support level. It then waits for a retest of the previously broken level as confirmation, which is often a better entry opportunity. Trade Direction Selection: Users can choose between "Long Only," "Short Only," or "Both" directions for trading based on their market view. Stop Loss and Trailing Stop: An initial stop loss is placed at a defined percentage away from the entry. The trailing stop loss is activated after the position gains a specified percentage in profit. Long Entry: A long entry is triggered if the price breaks above a resistance level and subsequently retests that level successfully. The entry condition checks if the breakout was confirmed and if a retest was valid. The long entry is only executed if the user-selected direction is either "Long Only" or "Both." Short Entry: A short entry is triggered if the price breaks below a support level and subsequently retests that level. The short entry is only executed if the user-selected direction is either "Short Only" or "Both." sell_condition checks whether the support has been broken and whether the retest condition is valid. An initial stop loss is placed when the trade is opened to limit the risk if the trade moves against the position. The stop loss is calculated based on a user-defined percentage (stop_loss_percent) of the entry price. pinescript Copy code stop_loss_price := strategy.position_avg_price * (1 - stop_loss_percent / 100) For long positions, the stop loss is placed below the entry price. For short positions, the stop loss is placed above the entry price. Trailing Stop: When a position achieves a certain profit threshold (profit_threshold_percent), the trailing stop mechanism is activated. For long positions, the trailing stop follows the highest price reached, ensuring that some profit is locked in if the price reverses. For short positions, the trailing stop follows the lowest price reached. Code Logic for Trailing Stop: Exit Execution: The strategy exits the position when the price hits the calculated stop loss level. This includes both the initial stop loss and the trailing stop that adjusts as the trade progresses. Code Logic for Exit: Summary: Breaks and Retests - Free990 uses support and resistance levels to identify breakouts, followed by retests for confirmation. Entry Points: Triggered when a breakout is confirmed and a retest occurs, for both long and short trades. Exit Points: Initial Stop Loss: Limits risk for both long and short trades. Trailing Stop Loss: Locks in profits as the price moves in favor of the position. This strategy aims to capture the momentum after breakouts and minimize losses through effective use of stop loss and trailing stops. It gives the flexibility of selecting trade direction and ensures trades are taken with confirmation through the retest, which helps to reduce false breakouts. Original Code by @HoanGhetti
Strategia Pine Script®
di Free990
2
Crypto Volatility Bitcoin Correlation Strategy Description: The Crypto Volatility Bitcoin Correlation Strategy is designed to leverage market volatility specifically in Bitcoin (BTC) using a combination of volatility indicators and trend-following techniques. This strategy utilizes the VIXFix (a volatility indicator adapted for crypto markets) and the BVOL7D (Bitcoin 7-Day Volatility Index from BitMEX) to identify periods of high volatility, while confirming trends with the Exponential Moving Average (EMA). These components work together to offer a comprehensive system that traders can use to enter positions when volatility and trends are aligned in their favor. Key Features: VIXFix (Volatility Index for Crypto Markets): This indicator measures the highest price of Bitcoin over a set period and compares it with the current low price to gauge market volatility. A rise in VIXFix indicates increasing market volatility, signaling that large price movements could occur. BVOL7D (Bitcoin 7-Day Volatility Index): This volatility index, provided by BitMEX, measures the volatility of Bitcoin over the past 7 days. It helps traders monitor the recent volatility trend in the market, particularly useful when making short-term trading decisions. Exponential Moving Average (EMA): The 50-period EMA acts as a trend indicator. When the price is above the EMA, it suggests the market is in an uptrend, and when the price is below the EMA, it suggests a downtrend. How It Works: Long Entry: A long position is triggered when both the VIXFix and BVOL7D indicators are rising, signaling increased volatility, and the price is above the 50-period EMA, confirming that the market is trending upward. Exit: The strategy exits the position when the price crosses below the 50-period EMA, which signals a potential weakening of the uptrend and a decrease in volatility. This strategy ensures that traders only enter positions when the volatility aligns with a clear trend, minimizing the risk of entering trades during periods of market uncertainty. Testing and Timeframe: This strategy has been tested on Bitcoin using the daily timeframe, which provides a longer-term perspective on market trends and volatility. However, users can adjust the timeframe according to their trading preferences. It is crucial to note that this strategy does not include comprehensive risk management, aside from the exit condition when the price crosses below the EMA. Users are strongly advised to implement their own risk management techniques, such as setting appropriate stop-loss levels, to safeguard their positions during high volatility periods. Utility: The Crypto Volatility Bitcoin Correlation Strategy is particularly well-suited for traders who aim to capitalize on the high volatility often seen in the Bitcoin market. By combining volatility measurements (VIXFix and BVOL7D) with a trend-following mechanism (EMA), this strategy helps identify optimal moments for entering and exiting trades. This approach ensures that traders participate in potentially profitable market moves while minimizing exposure during times of uncertainty. Use Cases: Volatility-Based Entries: Traders looking to take advantage of market volatility spikes will find this strategy useful for timing entry points during market swings. Trend Confirmation: By using the EMA as a confirmation tool, traders can avoid entering trades that go against the trend, which can result in significant losses during volatile market conditions. Risk Management: While the strategy exits when price falls below the EMA, it is important to recognize that this is not a full risk management system. Traders should use caution and integrate additional risk measures, such as stop-losses and position sizing, to better manage potential losses. How to Use: Step 1: Monitor the VIXFix and BVOL7D indicators. When both are rising and the Bitcoin price is above the EMA, the strategy will trigger a long entry, indicating that the market is experiencing increased volatility with a confirmed uptrend. Step 2: Exit the position when the price drops below the 50-period EMA, signaling that the trend may be reversing or weakening, reducing the likelihood of continued upward price movement. This strategy is open-source and is intended to help traders navigate volatile market conditions, particularly in Bitcoin, using proven indicators for volatility and trend confirmation. Risk Disclaimer: This strategy has been tested on the daily timeframe of Bitcoin, but users should be aware that it does not include built-in risk management except for the below-EMA exit condition. Users should be extremely cautious when using this strategy and are encouraged to implement their own risk management, such as using stop-losses, position sizing, and setting appropriate limits. Trading involves significant risk, and this strategy does not guarantee profits or prevent losses. Past performance is not indicative of future results. Always test any strategy in a demo environment before applying it to live markets.
Strategia Pine Script®
di exlux
4
Position Size Calculator for ContractDescription: Position Size Calculator is a versatile Pine Script tool designed to help traders manage their risk and position sizing effectively. This script calculates essential trading metrics and visualizes them directly on your chart, helping you make informed trading decisions. Features: - Account Size & Risk Management: - Account Size: Input your total account balance to calculate position sizes. - Maximum Risk: Define how much of your account you are willing to risk per trade in dollars. - Pip Value: Set the value of a single pip for one contract, which is crucial for calculating risk and position size. Trade Setup Visualization: - Entry Price: Specify the price at which you plan to enter the trade. - Stop Loss: Define your stop loss level to manage your risk. - Take Profit: Set your target profit level for the trade. - Visualize the Entry, Stop Loss, and Take Profit levels on your chart with customizable line colors and text sizes. - View the distance in pips between the Entry, Stop Loss, and Take Profit levels. Position Size Calculation: - Calculates the number of contracts to open based on your risk tolerance and the pip value. - Displays the maximum number of contracts you can open given your risk parameters. Customizable Table Display: - Table Position: Choose the position of the summary table on the chart (Top-Left, Top-Right, Bottom-Left, Bottom-Right, etc.). - Table Text Size: Adjust the text size for the summary table. - Table Background Color: Set the background color for the summary table. - Table Border Color: Customize the border color of the summary table. How to Use: 1- Input your Account Size: Enter your current account balance. 2- Set Maximum Risk and Pip Value: Define how much you're willing to risk per trade and the pip value for your contract. 3- Define Trade Levels: Input your desired Entry Price, Stop Loss, and Take Profit levels. 4- Customize Visuals: Adjust the line styles and table settings to fit your preferences. 5- View Calculations: The script will display the distance in pips and the calculated position size directly on your chart. Example Usage: Example to calculate the value of 1 pips with 1 contract: Inputs: Account Size: Your total trading account balance. Maximum Risk: Risk amount per trade in dollars. Pip Value: Value of one pip for a single contract. Entry Price: The price at which you plan to enter the trade. Stop Loss: The level at which you will exit the trade to cut losses. Take Profit: The target price to lock in profits. Line Text Size: Size of the text for the Entry, Stop Loss, and Take Profit lines. Line Extend: Option to extend the lines for visual clarity. Table Position: Position of the summary table on the chart. Table Text Size: Size of the text in the summary table. Table Background Color: Background color of the summary table. Table Border Color: Border color of the summary table. Visuals: Entry Price, Stop Loss, and Take Profit levels are clearly marked on the chart. Summary Table with important trade metrics displayed.
Indicatore Pine Script®
di Giovanni-1-