Phantom Trigger Phantom Trigger – Precision Trend Execution with TP1/TP2 and Weak Trend Exits
Phantom Trigger is a professional-grade trend-following strategy designed for crypto and high-volatility assets. It combines advanced trend detection with precise risk-managed exits using a multi-level take-profit system.
🔍 What It Does
Identifies strong directional moves using a multi-stage smoothed trend model
Confirms entries using structure-based logic and volume pressure
Filters trades using bias zones, confirmation levels, and trend acceleration
Automatically manages trades with two-stage take-profits (TP1 and TP2)
Exits early on trend weakness before reversal
Includes a styled real-time dashboard and bar coloring for visual guidance
Sends bot-compatible alerts for multi-exchange automation
⚙️ Core Components
Trend Engine: A smoothed dynamic filter detects real-time trend direction and momentum shifts
Bias Structure: Mid-high/low range-based logic determines if price is favoring bullish or bearish structure
Confirmation Levels: Short- and long-term zone crossovers confirm directional alignment
Volume Filter: Detects volume expansion spikes to validate strong breakout potential
TP1/TP2 Logic: Dynamically sets two profit targets and executes partial and full exits automatically
Weak Trend Exit: Closes positions one bar before reversal using directional filters
🧠 How to Use
Works best on crypto (1H, 4H) and high-volume instruments
Use dashboard stats to monitor position status, PnL, and TP1/TP2 progression
Alerts are pre-labeled and compatible with bots like 3Commas, Wunderbit, etc.
Can be adapted for both scalping and swing trading
📊 Dashboard
The built-in real-time dashboard displays current trade status, entry price, TP1/TP2 progress, win rate, profit factor, and bars since entry. It updates live with every candle and provides a quick-glance overview to support your decision-making during active trades.
🧠 How to Use
Works best on crypto (1H, 4H) and high-volume instruments
Use dashboard stats to monitor position status, PnL, and TP1/TP2 progression
Alerts are pre-labeled and compatible with bots like 3Commas, Wunderbit, etc.
Can be adapted for both scalping and swing trading
⚠️ Disclaimer
This script is for educational purposes only and does not constitute financial advice. Always test strategies thoroughly using demo or backtesting environments before applying to live markets. Past performance is not indicative of future results.
Volume
AI Volume StrategyAI Volume Strategy detects significant volume spikes and combines them with trend direction and candlestick color to generate buy and sell signals. The strategy uses an Exponential Moving Average (EMA) of volume to identify abnormal volume spikes that may indicate strong market activity. Additionally, it uses a 50-period EMA of price to filter the trend and decide on entry direction.
Key Features:
Volume Spike Detection: The strategy detects when the current volume exceeds the EMA of volume by a user-defined multiplier, signaling abnormal increases in market activity.
Trend Direction Filter: The strategy uses a 50-period EMA of price to determine the market trend. Buy signals are generated when the price is above the EMA (uptrend), and sell signals are generated when the price is below the EMA (downtrend).
Candle Color Filter: The strategy generates a buy signal only when the current candle is bullish (green) and a sell signal only when the current candle is bearish (red).
Exit after X Bars: The strategy automatically closes the position after a specified number of bars (default is 5 bars), but the exit condition can be adjusted based on user preference, timeframe, and backtesting results. The default exit is after 5 bars, but users can set it to 1 bar or any other number depending on their preferences and strategy.
Signals:
Buy Signal: Generated when a volume spike occurs, the trend is upward, and the current candle is bullish.
Sell Signal: Generated when a volume spike occurs, the trend is downward, and the current candle is bearish.
Alerts:
Buy Alert: Alerts the user when a buy signal is triggered.
Sell Alert: Alerts the user when a sell signal is triggered.
Visualization:
Buy Signal: A green label appears below the bar when the buy conditions are met.
Sell Signal: A red label appears above the bar when the sell conditions are met.
Volume EMA: Optionally, the Volume EMA line can be plotted on the chart to visualize volume trends.
This strategy helps traders identify potential entry points based on increased volume activity while considering trend direction and candlestick patterns. With the ability to adjust the exit condition, users can fine-tune the strategy to their specific needs and backtest results.
Stealth Trigger X🔰 Stealth Trigger X — Smart Divergence & Breakout Strategy with Trend Weakness Exit
Stealth Trigger X is a precision-engineered, non-repainting strategy designed for traders who rely on high-conviction breakouts and trend confirmation. Rather than relying on lagging or oversimplified signals, this strategy fuses divergence logic, volatility detection, volume filtering, and slope-based trend validation into one clean system — making it both responsive and reliable.
📌 Core Components (How It Works):
1. ZLEMA (Zero-Lag Exponential Moving Average):
Used as the primary trend baseline. Unlike a standard EMA, ZLEMA compensates for lag by using a double-smoothing technique that allows the strategy to detect trend direction changes sooner — especially useful in crypto and fast-moving markets.
2. Gradient Filter (Slope of ZLEMA):
Rather than waiting for price to cross a moving average, the strategy measures the slope of the ZLEMA itself. Positive slope = uptrend, negative slope = downtrend. This gives us early trend validation and exit signals based on weakening momentum.
3. Vortex Indicator (Directional Volatility):
A diff-based implementation of the Vortex Indicator is used to validate whether volatility is expanding in favor of the trend. This prevents false entries during indecision phases or low-momentum conditions.
4. White Line Bias Filter (Structural Trend):
The strategy calculates the midpoint of the highest high and lowest low over a user-defined period. This “White Line” serves as a structural trend bias, ensuring entries align with the broader context — not just momentary momentum.
5. Volume Spike Confirmation:
To avoid manipulation and choppy conditions, the strategy confirms breakouts only when the current bar’s volume exceeds the median volume of recent candles by a set multiplier. This filters out noise and ensures only high-conviction moves trigger entries.
6. Breakout with Divergence Timing:
A hybrid logic checks for price breaking previous range highs/lows (breakouts), combined with simulated divergence behavior based on RSI-like momentum. This helps align entry timing with areas where price is likely to accelerate.
⚙️ Trade Management Logic:
Entry Conditions:
Triggered when all conditions align: ZLEMA slope, Vortex confirmation, White Line bias, volume spike, and divergence-based breakout.
Take Profits:
TP1: 50% of position is closed using a limit order
TP2: Remaining 50% closed with another limit order
This split exit approach lets profits run while locking in gains early.
Exits on Trend Weakness:
If trend conditions weaken (slope flip or vortex flip), the position is exited before a full reversal occurs — helping protect capital during exhaustion phases.
Reentry Delay:
Enforces a 1-bar cooldown between exit and new entries to avoid “ping-pong” signals and maintain clean backtest results.
📊 Real-Time Dashboard (On-Chart):
Displays critical stats including:
Current position (Long, Short, or Flat)
Entry price
TP1 and TP2 hit status
Win rate (%)
Profit factor
Bars since entry
This makes live trading or visual backtesting easy to interpret and track.
✅ Key Facts:
Non-Repainting: All signals are calculated using confirmed bar data only. No future bars or security() functions are used.
Original Logic: This is not a generic mashup. Each component (ZLEMA slope, vortex diff, breakout divergence, volume spike filtering, White Line structure) is optimized to work in tandem.
Best Timeframes: 1H – 4H
Markets: Crypto, Forex, Indices — any market with trending behavior and measurable volume
⚠️ Disclaimer:
This strategy is for educational purposes only. It is not financial advice or a recommendation to trade. Past performance does not guarantee future results. Always trade with proper risk management and backtest strategies before live deployment.
🧠 Summary:
Stealth Trigger X is built for traders who want:
Precision entries
Early trend exits
Reliable backtest integrity
Clean logic with no repainting
It is especially effective in breakout environments where volume and momentum align — and excels at avoiding weak or manipulated trends.
Hyperion Crypto Matrix: Ultimate Market Sentinel
// 🔰 HYPERION CRYPTO MATRIX: ULTIMATE MARKET SENTINEL
// ─────────────────────────────────────────────────────────────────────────────
/*
The **Hyperion Crypto Matrix** is an advanced crypto trend-following strategy built from the ground up for precision, not just performance. Unlike traditional “mashups” of indicators, this system was **engineered around synergy**—each module is purpose-driven and non-redundant, delivering fast, filtered, high-probability signals in volatile crypto markets.
─────────────────────────────────────────────────────────────
📌 STRATEGY PURPOSE
─────────────────────────────────────────────────────────────
Hyperion is built for **1-hour crypto trading** and optimizes for:
- High Win Rate
- Early Exits on Trend Weakness
- Partial Position Scaling (TP1/TP2)
- Real-time trade performance tracking
It is ideal for traders who want **real-time trade logic** with:
- No repainting
- No overfitting
- Realistic entry/exit structure
- No same-bar entry & exit (enforces 1-bar delay)
─────────────────────────────────────────────────────────────
🧠 WHAT MAKES IT ORIGINAL
─────────────────────────────────────────────────────────────
Each component is **custom-integrated** with strict role separation:
- **Trend Direction:** Enhanced Wave Oscillator (EWO) with adaptive band filtering
- **Trend Strength Memory:** Relative Momentum Index (RMI) with threshold locking
- **Volume Confirmation:** Historical relative volume spike filter using SMA multiplier
- **Momentum Weakness Exit:** Combined ROC and CCI to detect early reversal before price turns
- **Position Tracking:** TP1 (50% exit), TP2 (100% close) with cooldown to prevent whipsaws
- **Dynamic Dashboard:** Real-time stats including win rate, PnL efficiency, and TP hit status
These aren’t just “plugged in” indicators—they are synchronized to **filter, confirm, and adapt** to price action with timing logic that prevents premature entries or late exits.
─────────────────────────────────────────────────────────────
📊 INDICATOR LOGIC OVERVIEW
─────────────────────────────────────────────────────────────
1. **📈 Enhanced Wave Oscillator (EWO):**
- Calculates the delta between a fast and slow EMA (5 vs. 34 by default)
- Uses a dynamic banding system to detect peaks/troughs and prevent entries during exhaustion
- Filters only active, accelerating trends — reducing false positives
2. **🧠 Relative Momentum Index (RMI):**
- Similar to RSI but with a forward-looking momentum comparison
- Confirms trend *persistence* over time, preventing entries on short-term flips
- Long entries only allowed when RMI > threshold (default 55), short if RMI < 45
3. **🔊 Volume Spike Filter:**
- Uses 20-bar SMA of volume and a multiplier (1.5x default) to detect **relative volume breakouts**
- Prevents trades in low-liquidity environments (e.g., chop, overnight sessions)
4. **📉 Weak Trend Close Logic:**
- Combines Rate of Change (ROC) and Commodity Channel Index (CCI)
- Detects early signs of momentum deterioration, often before the trend visually reverses
- Triggers exit before price falls into sideways zones
5. **🎯 Take Profit System (TP1/TP2):**
- TP1: 50% position closed at +2% (default)
- TP2: Full close at +4% (default)
- Uses `strategy.exit()` with limit orders based on entry price
6. **⏱️ Reentry Cooldown:**
- After TP2 or weak trend exit, system enforces a 1-bar delay before reentry
- Avoids frequent churn in flat or noisy environments
7. **📋 Real-Time Dashboard (Optional):**
- Displays live trade status, PnL metrics, TP1/TP2 hit status, bars since entry, win rate %, and profit factor
- Color-coded background to highlight active trade direction (green for long, red for short)
─────────────────────────────────────────────────────────────
⚙️ HOW TO USE
─────────────────────────────────────────────────────────────
1. Load on a 1H chart of a crypto asset with good liquidity (e.g., BTC, ETH, LINK)
2. Toggle between \"Long Only\", \"Short Only\", or \"Both\" in the settings
3. Use default TP1/TP2 percentages, or tune them for the asset’s volatility
4. Observe trade execution and live stats on the optional dashboard
5. Review the bar coloring for EWO trend bias confirmation
> Stop-loss logic is not included. This strategy assumes exits occur at TP2 or on trend/momentum failure.
─────────────────────────────────────────────────────────────
⚖️ TRADINGVIEW COMPLIANCE & USAGE DISCLAIMER
─────────────────────────────────────────────────────────────
This strategy does **not repaint**, is fully compatible with **TradingView backtesting**, and adheres to all known Pine Script execution rules.
⚠️ **Disclaimer:** This script is for educational purposes only and does not constitute financial advice. Trading cryptocurrencies involves significant risk. Always test strategies on a demo account and consult with a financial advisor before live trading.
─────────────────────────────────────────────────────────────
🧪 CONCLUSION
─────────────────────────────────────────────────────────────
The **Hyperion Crypto Matrix** is not a mashup—it’s a **modular, optimized, logic-driven system** crafted for real-world crypto trading. Every component has been tuned for function, not fluff. Whether you're backtesting or live trading, this system is designed to give you **structured, actionable edge** with live feedback every step of the way.
*/
Trend MatrixFinal TradingView-Compliant Description for Trend Matrix
Trend Matrix is a precision-engineered trend-following strategy built for high-confidence entries and tactical trade management.
This strategy combines multiple non-repainting filters, each with a distinct role, to form a unified "trend matrix" that confirms directional bias, volume commitment, and momentum strength — all before entry is considered.
🔍 Core Components & Why They’re Used
🧠 Gaussian Filter (Custom)
A smoothed Gaussian-weighted moving average is used to detect trend direction changes. Unlike standard EMAs, this filter minimizes lag while retaining smooth transitions — ideal for confirming trend shifts without false reversals.
📈 RMI Trend Memory
A Relative Momentum Index is used to validate trend direction persistence. RMI's ability to filter out short-term oscillations makes it ideal for confirming whether a trend is still active.
📊 Gradient Filter (ZLEMA-based)
Measures the slope of a ZLEMA-smoothed close. If slope flips, it signals a potential trend weakness. This provides real-time confirmation for entry or exit bias.
📉 Volume Spike Detection
Confirms that breakouts or trend continuations are supported by volume commitment. Uses a dynamic SMA-based volume filter with a user-defined multiplier.
🟦 White Line (Bias Midpoint)
This structural component calculates the midpoint of the highest high and lowest low over a range — providing directional context and helping eliminate trades in consolidation zones.
🎯 Entry Conditions
Long entries require:
Gaussian trend flip to the upside
RMI > 50 (bullish memory)
Volume spike confirmation
Positive gradient (ZLEMA slope)
Price above White Line (bias filter)
Short entries use the inverse logic.
All entries enforce a cooldown bar to prevent same-bar reversals or whipsaw trades.
🎯 Exit Conditions
Take Profit 1: 50% of position at +2%
Take Profit 2: Remaining 50% at +4%
Early Exit on Trend Weakness:
Position closes fully if the trend weakens (RMI flip or gradient reversal)
📊 Dashboard + Performance Tracking
The built-in dashboard shows:
Current Position
Entry Price
TP1/TP2 Hit Status
Bars Since Entry
Win Rate (%)
Profit Factor
Useful for manual tracking or live trading review.
🌐 Multi-Exchange Bot Compatibility
Trend Matrix is built with universal trade alerts using customizable comment= fields. This makes it compatible with any exchange-connected bot platform such as:
WunderTrading
3Commas
Alertatron
Cornix
Or any webhook-based trading system
Alerts are sent using the {{strategy.order.comment}} placeholder, allowing you to route entries and exits through your preferred exchange account on Binance, Bybit, OKX, Kraken, and others.
🛠️ Customization
All components are modular:
TP1/TP2 levels
Gaussian length & sigma
Volume spike filter sensitivity
Gradient & White Line length
RMI settings
You can tailor the strategy for different assets or timeframes — optimized for crypto 1H, but works with stocks, FX, or lower timeframes with adjusted parameters.
✅ Final Notes
Trend Matrix is not just a mashup — it's a synchronized system of filters with clear roles, designed to maximize trade confidence and minimize noise. Every layer of confirmation serves a purpose, making this a highly adaptive trend-following tool for any market environment.
⚠️ Disclaimer (as required by TradingView)
This script is for educational purposes only and does not constitute financial advice. Use at your own risk. Always test strategies thoroughly before applying them in live trading environments. Past performance is not indicative of future results.
Tactical FlowTactical Flow – Altcoin Swing Strategy with Trend Logic & Dynamic TP System
(Built for 1H timeframe altcoin trading)
🎯 Purpose
Tactical Flow is a swing trading strategy purpose-built for altcoins on the 1-hour timeframe. It targets clean trend continuation setups by combining non-repainting filters for direction, momentum, and volume with a real-time execution engine that strictly avoids same-bar reversals. It includes a dynamic take-profit system with real-time trade tracking and an integrated visual dashboard.
⚙️ Strategy Core Components
Each module was chosen for precision, trend clarity, and altcoin-specific price behavior.
🔹 1. White Line Bias
Defines market structure using the midpoint of recent high/low range.
→ Keeps you trading with the dominant structure.
🔹 2. Tether Trend Engine
Two mid-range bands (Fast & Slow Tether) act like a dynamic trend cloud.
→ Ensures trend direction is confirmed with structural layering.
🔹 3. ZLEMA Gradient Filter
A Zero Lag EMA of price that’s compared to its previous value for momentum slope.
→ Confirms the trend has actual energy behind it.
🔹 4. TEMA Micro-Flow
A smoothed directional signal to confirm price is accelerating, not just trending.
→ Filters out late or fading entries.
🔹 5. Volume Spike Filter
Confirms that breakouts are real by requiring volume > 1.5× median of previous candles.
→ Designed for altcoins to avoid fakeouts during random volatility.
🔹 6. RMI Trend Memory
Keeps track of the trend state over time, allowing for smoother transitions and fewer whipsaws.
→ Helps the strategy stay in trend longer and only reverse when confirmation is strong.
🔹 7. Reversal Cooldown Logic
Exits a trade, then waits 1 full bar before taking a reversal entry.
→ Avoids common backtest false positives where entries and exits occur on the same candle.
💸 Trade Management – TP1/TP2 Logic
TP1 = 50% closed when price hits target 1
TP2 = full exit
Exits early if trend weakens
Supports dynamic reentry after TP2 if trend resumes
→ Keeps risk controlled while allowing position scaling in volatile altcoin swings.
📊 Strategy Dashboard
Visual interface shows:
Current Position (Long / Short / Flat)
Entry Price
TP1 and TP2 hit status
Bars since entry
Real-time Win Rate
Profit Factor
🧪 Backtesting & Execution Compliance
✅ Fully non-repainting
✅ Compatible with TradingView's deep backtesting
✅ Uses strategy.exit with limit logic for accurate TP tracking
✅ No stop-loss — closes trades on trend weakening only
🔥 Best Use Case
Altcoin swing trades on 1H chart
Works well during trending periods with volume
Not designed for choppy or sideways conditions
Pairs well with watchlist scanners and heatmaps
Gradient Sniper Elite🧠 Gradient Sniper Elite — Precision Trend Detection and Tactical Trade Execution for Crypto
Gradient Sniper Elite is a high-performance crypto trend strategy engineered for accuracy, adaptability, and smart execution on the 1-hour timeframe. This script is not just a mashup — it's a purpose-built system that combines trend, momentum, and volume filters in a structured and non-repainting framework designed for optimal entry and exit timing.
🔍 What Makes It Original?
This strategy combines several proven concepts into a unified, precision-calibrated trade engine:
✅ ZLEMA Gradient Filter: A slope-based trend filter that captures the direction and strength of momentum shifts without repainting.
✅ TEMA Confirmation: Triple EMA logic confirms trend acceleration or exhaustion by analyzing layered EMA cross-smoothing.
✅ RMI-Based Trend Direction: Replaces traditional RSI with a Relative Momentum Index (RMI), which smooths price momentum and avoids lag.
✅ ROC & Smoothed CCI: Dual momentum filters ensure that trades align with both velocity and structure of price moves.
✅ Volume Spike Filter: Filters out false breakouts and manipulation by confirming entries only during statistically significant volume surges.
✅ TP1/TP2 Split Take Profit Logic: 50% partial exit at TP1 and full exit at TP2. Ensures flexible profit-taking while maximizing trend continuation gains.
✅ Trend Weakness Exit: Trades are exited cleanly when the trend begins to weaken (as confirmed by RMI flip), preventing overstay and drawdown.
✅ 1-Bar Reversal Delay: The system enforces a 1-bar delay between a trade closure and any potential reversal entry, ensuring clean trend reversals and realistic live trading behavior.
✅ No Stop Loss: This strategy does not use a stop loss. Instead, it exits trades based on trend weakness or TP2 being hit. This avoids premature exits in volatile crypto environments, while maintaining controlled and dynamic trade management logic.
⚙️ How It Works
This strategy uses multi-layered confirmation:
Trend Structure
ZLEMA Gradient: Captures the slope of price action.
White Line + Fast/Slow Tether Lines: Define macro trend structure and act as dynamic S/R filters.
Momentum Alignment
Rate of Change (ROC): Measures directional velocity.
Smoothed CCI: Refines entry timing within the trend.
TEMA: Adds second-layer trend confirmation.
Volume Confirmation
Entry signals are validated by detecting relative volume spikes compared to a moving average baseline, avoiding entries on low-volume or fake breakouts.
Trade Management
Dynamic take-profits (TP1/TP2).
Immediate exit on trend weakening.
No same-bar entry/exit — reversal entries are delayed until after full exit confirmation.
No stop loss — trade management is handled via trend logic and take profit levels.
📊 Dashboard Overview
Gradient Sniper Elite includes a built-in dashboard in the top-right corner of the chart. It dynamically updates on each bar and shows:
📍 Position: Displays "Long", "Short", or "Flat" depending on the active trade
💰 Entry Price: The exact price where the trade was entered
📈 Unrealized %: Current profit/loss as a percentage
💵 Unrealized $: Estimated PnL in dollars, scaled to your backtest capital
📊 Trades / Win Rate: Live counter for total trades, win/loss count, and win rate
🎯 TP1 Hit / TP2 Hit: Shows ✅ or ❌ depending on whether each target level was reached during the current trade
This dashboard helps you monitor trade status, track live performance, and validate signal behavior in real time — all without repainting or relying on external tools.
📈 How to Use
Timeframe: Optimized for the 1-hour timeframe, but adaptable.
Asset Class: Primarily built for crypto markets, especially fast-moving alts like AVAX, LINK, QNT, etc.
Trade Mode: Supports long and short trades with clean reversal logic.
Dashboard: Live stats including position status, TP1/TP2 hit, win rate, and real-time PnL tracking.
Backtest Ready: Built with full compliance to TradingView backtest engine — results are realistic and match live-bar behavior.
⚠️ No Repainting — No Guesswork
Every element in this script is designed to work with confirmed bar data only. There is zero forward-looking logic. This makes Gradient Sniper Elite fully compatible with both backtesting and live algo execution.
🧩 Why This Isn’t Just a Mashup
Each indicator in this strategy has a specific role:
ZLEMA: Core trend slope engine.
TEMA: Trend reinforcement.
RMI: Directional decision layer.
CCI & ROC: Entry timing refinement.
Volume Filter: Risk filtering.
They’re not merged randomly, but combined in sequence to eliminate noise and optimize entries.
📌 Disclaimer
This script is for informational and educational purposes only. It does not constitute financial advice or a recommendation to buy or sell any asset. Always do your own research and use appropriate risk management when trading. Past performance does not guarantee future results.
NY First Candle Break and RetestStrategy Overview
Session and Time Parameters:
The strategy focuses on the New York trading session, starting at 9:30 AM and lasting for a predefined session length, typically 3 to 4 hours. This timing captures the most active market hours, providing ample trading opportunities.
Strategy Parameters:
Utilizes the Average True Range (ATR) to set dynamic stop-loss levels, ensuring risk is managed according to market volatility.
Employs a reward-to-risk ratio to determine take profit levels, aiming for a balanced approach between potential gains and losses.
Strategy Settings:
Incorporates simple moving averages (EMA) and the Volume Weighted Average Price (VWAP) to identify trend direction and price levels.
Volume confirmation is used to validate breakouts, ensuring trades are based on significant market activity.
Trade Management:
Features a trailing stop mechanism to lock in profits as the trade moves in favor, with multiple take profit levels to secure gains incrementally.
The strategy is designed to handle both long and short positions, adapting to market conditions.
Alert Settings:
Provides alerts for key events such as session start, breakout, retest, and entry signals, helping traders stay informed and act promptly.
Visual cues on the chart highlight entry and exit points, making it easier for beginners to follow the strategy.
This strategy is particularly suited for the current volatile market environment, where simplicity and clear guidelines can help beginner traders navigate the complexities of trading. It emphasizes risk management and uses straightforward indicators to make informed trading decisions.
I put together this Trading View scalping strategy for futures markets with some help from Claude AI. Shoutout to everyone who gave me advice along the way—I really appreciate it! I’m sure there’s room for improvement, so feel free to share your thoughts… just go easy on me. :)
ZVGS Reactor🧠 ZVGS Reactor - High-Accuracy Trend Confirmation Strategy (Pine Script v6)
🚀 Overview
ZVGS Reactor is a precision-engineered, multi-layered trading strategy designed for crypto, forex, and equity markets. It blends adaptive trend tracking, directional strength confirmation, and volume validation to generate high-probability entries and exits. Built on a non-repainting foundation, the strategy ensures reliable performance in both backtesting and live trading environments.
🔹 How This Strategy Works (Indicator Fusion)
The ZVGS Reactor combines four core components:
1️⃣ ZLEMA Baseline for Trend Bias
📌 What It Does: Tracks the smoothed price trend and defines directional bias.
✔ Zero Lag Exponential Moving Average (ZLEMA)
Adaptive and responsive to price movement
Price above ZLEMA = bullish bias
Price below ZLEMA = bearish bias
2️⃣ Gradient Trend Filter for Momentum Slope
📌 What It Does: Measures slope strength to confirm directional momentum.
✔ Gradient Filter
Positive slope = bullish push
Negative slope = bearish pressure
3️⃣ Vortex Indicator (RMA Smoothed) for Trend Strength
📌 What It Does: Confirms whether the market is trending strongly in one direction.
✔ Vortex Indicator (VI)
VI+ > VI- = Bullish trend
VI- > VI+ = Bearish trend
Normalized & threshold-filtered for reliable confirmations
4️⃣ Volume Confirmation with Spike or Moving Average Toggle
📌 What It Does: Filters for strong market participation to reduce false breakouts.
✔ Volume Confirmation System
Spike Mode: Volume must exceed 1.5x its recent average
Toggle Option: Switch between spike mode and standard volume > average
Prevents entries in low-volume chop conditions
🎯 Entry & Exit Logic
✔ Long Entry (All Conditions Must Be Met):
Price above ZLEMA
Gradient slope > 0
Vortex confirms bullish strength
Volume passes confirmation filter
✔ Short Entry (All Conditions Must Be Met):
Price below ZLEMA
Gradient slope < 0
Vortex confirms bearish strength
Volume passes confirmation filter
✔ Exits (Fully Automated):
TP1: Close 50% at the first target
TP2: Fully exit at the second target
Stop Loss: Configurable SL included
🔧 Strategy Customization
All parameters are fully adjustable:
✅ ZLEMA length
✅ Volume confirmation mode (Spike or SMA)
✅ TP1/TP2/SL % levels
✅ Vortex length & threshold
✅ Gradient smoothing period
📈 Recommended Use Cases
Markets:
✅ Crypto (BTC, ETH, SOL, etc.)
✅ Forex (EUR/USD, GBP/JPY, etc.)
✅ Stocks & Indices (SPX, NASDAQ, DAX)
Timeframes:
✅ Swing: 1H – 4H – 1D
✅ Intraday: 5M – 15M – 30M
⚙️ Backtest Settings for Realistic Simulation
Initial Capital: $1,000
Commission: 0.05%
Slippage: 1
Date Filter: Built-in start and end time range
📢 TradingView Disclaimer
This script is for educational purposes only and does not constitute financial advice. Trading involves risk. Past performance is not indicative of future results. Always use demo testing before live deployment. Users are fully responsible for their own trading decisions.
🚀 Why Choose ZVGS Reactor?
✅ Zero-lag baseline with adaptive filtering
✅ Trend, strength, and volume confirmation
✅ Volume spike toggle for flexibility
✅ 100% Non-repainting — true signal stability
✅ Clean dashboard with real-time stats
✅ Works across all markets and timeframes
📢 Start Trading Smarter with ZVGS Reactor!
🔗 Use it on TradingView today and optimize your edge. 🔥
VWAP StrategyVWAP and volatility filters for structured intraday trades.
How the Strategy Works
1. VWAP Anchored to Session
VWAP is calculated from the start of each trading day.
Standard deviations are used to create bands above/below the VWAP.
2. Entry Triggers: Al Brooks H1/H2 and L1/L2
H1/H2 (Long Entry): Opens below 2nd lower deviation, closes above it.
L1/L2 (Short Entry): Opens above 2nd upper deviation, closes below it.
3. Volatility Filter (ATR)
Skips trades when deviation bands are too tight (< 3 ATRs).
4. Stop Loss
Based on the signal bar’s high/low ± stop buffer.
Longs: signalBarLow - stopBuffer
Shorts: signalBarHigh + stopBuffer
5. Take Profit / Exit Target
Exit logic is customizable per side:
VWAP, Deviation Band, or None
6. Safety Exit
Exits early if X consecutive bars go against the trade.
Longs: X red bars
Shorts: X green bars
Explanation of Strategy Inputs
- Stop Buffer: Distance from signal bar for stop-loss.
- Long/Short Exit Rule: VWAP, Deviation Band, or None
- Long/Short Target Deviation: Standard deviation for target exit.
- Enable Safety Exit: Toggle emergency exit.
- Opposing Bars: Number of opposing candles before safety exit.
- Allow Long/Short Trades: Enable or disable entry side.
- Show VWAP/Entry Bands: Toggle visual aids.
- Highlight Low Vol Zones: Orange shading for low volatility skips.
Tuning Tips
- Stop buffer: Use 1–5 points.
- Target deviation: Start with VWAP. In strong trends use 2nd deviation and turn off the counter-trend entry.
- Safety exit: 3 bars recommended.
- Disable short/long side to focus on one type of reversal.
Backtest Setup Suggestions
- initial_capital = 2000
- default_qty_value = 1 (fixed contracts or percent-of-equity)
GQT GPT - Volume-based Support & Resistance Zones V2搞钱兔，搞钱是为了更好的生活。
Title: GQT GPT - Volume-based Support & Resistance Zones V2
Overview:
This strategy is implemented in PineScript v5 and is designed to identify key support and resistance zones based on volume-driven fractal analysis on a 1-hour timeframe. It computes fractal high points (for resistance) and fractal low points (for support) using volume moving averages and specific price action criteria. These zones are visually represented on the chart with customizable lines and zone fills.
Trading Logic:
• Entry: The strategy initiates a long position when the price crosses into the support zone (i.e., when the price drops into a predetermined support area).
• Exit: The long position is closed when the price enters the resistance zone (i.e., when the price rises into a predetermined resistance area).
• Time Frame: Trading signals are generated solely from the 1-hour chart. The strategy is only active within a specified start and end date.
• Note: Only long trades are executed; short selling is not part of the strategy.
Visualization and Parameters:
• Support/Resistance Zones: The zones are drawn based on calculated fractal values, with options to extend the lines to the right for easier tracking.
• Customization: Users can configure the appearance, such as line style (solid, dotted, dashed), line width, colors, and label positions.
• Volume Filtering: A volume moving average threshold is used to confirm the fractal signals, enhancing the reliability of the support and resistance levels.
• Alerts: The strategy includes alert conditions for when the price enters the support or resistance zones, allowing for timely notifications.
⸻
搞钱兔，搞钱是为了更好的生活。
标题： GQT GPT - 基于成交量的支撑与阻力区间 V2
概述：
本策略使用 PineScript v5 实现，旨在基于成交量驱动的分形分析，在1小时级别的图表上识别关键支撑与阻力区间。策略通过成交量移动平均线和特定的价格行为标准计算分形高点（阻力）和分形低点（支撑），并以自定义的线条和区间填充形式直观地显示在图表上。
交易逻辑：
• 进场条件： 当价格进入支撑区间（即价格跌入预设支撑区域）时，策略在没有持仓的情况下发出做多信号。
• 离场条件： 当价格进入阻力区间（即价格上升至预设阻力区域）时，持有多头头寸则会被平仓。
• 时间范围： 策略的信号仅基于1小时级别的图表，并且仅在指定的开始日期与结束日期之间生效。
• 备注： 本策略仅执行多头交易，不进行空头操作。
可视化与参数设置：
• 支撑/阻力区间： 根据计算得出的分形值绘制支撑与阻力线，可选择将线条延伸至右侧，便于后续观察。
• 自定义选项： 用户可以调整线条样式（实线、点线、虚线）、线宽、颜色及标签位置，以满足个性化需求。
• 成交量过滤： 策略使用成交量移动平均阈值来确认分形信号，提高支撑和阻力区间的有效性。
• 警报功能： 当价格进入支撑或阻力区间时，策略会触发警报条件，方便用户及时关注市场变化。
⸻
Apex Trend SniperApex Trend Sniper - Advanced Trend Trading Strategy (Pine Script v5)
🚀 Overview
The Apex Trend Sniper is an advanced, fully automated trend-following strategy designed for crypto, forex, and stock markets. It combines momentum analysis, trend confirmation, volume validation, and adaptive risk management to capture high-probability trades. Unlike many strategies, this system is 100% non-repainting, ensuring reliable backtesting and real-time execution.
🔹 How This Strategy Works (Indicator Mashup)
The Apex Trend Sniper leverages multiple indicators to create a robust multi-layered confirmation system:
1️⃣ Trend Identification with RMI & McGinley Dynamic
📌 What It Does: Identifies the dominant trend and prevents trading against market conditions.
✔ McGinley Dynamic Baseline:
A highly adaptive moving average that dynamically reacts to price changes.
Price above the baseline = bullish trend.
Price below the baseline = bearish trend.
✔ Relative Momentum Index (RMI):
A refined Relative Strength Index (RSI) that filters out weak trends.
Above 50 = bullish confirmation.
Below 50 = bearish confirmation.
2️⃣ Trend Strength Confirmation with Vortex Indicator
📌 What It Does: Confirms that a detected trend is strong and valid.
✔ Vortex Indicator (VI):
Measures directional movement and trend strength.
A bullish trend is confirmed when VI+ > VI-.
A bearish trend is confirmed when VI- > VI+.
3️⃣ Volume Spike Detection for Trade Validation
📌 What It Does: Ensures that trades are placed only during strong market participation.
✔ Volume Confirmation:
A trade signal is only valid if volume spikes above the moving average.
Helps avoid false breakouts and weak trends.
4️⃣ Entry & Exit Strategy with Multi-Level Take Profits
📌 What It Does: Enters trades only when all conditions align and manages risk effectively.
✔ Entry Conditions (All must be met):
Price is above/below McGinley Dynamic.
RMI confirms trend direction.
Vortex indicator confirms trend strength.
Volume spike is detected.
✔ Exit Conditions:
Take Profit 1 (TP1): Secures 50% of the position at the first price target.
Take Profit 2 (TP2): Closes the remaining position at the second price target.
Exit Before Reversal: If an opposite trend signal appears, the position is closed early.
Trend Weakness Exit: If momentum weakens, the trade is exited automatically.
📌 Strategy Customization
🔧 Fully customizable to fit any trading style:
✔ McGinley Dynamic Length – Adjust baseline sensitivity.
✔ RMI & Vortex Settings – Fine-tune momentum filters.
✔ Volume Thresholds – Modify spike detection for better accuracy.
✔ Take Profit Levels – Set TP1 & TP2 based on market volatility.
📢 How to Use Apex Trend Sniper
1️⃣ Apply the strategy to any TradingView chart.
2️⃣ Customize the settings to fit your trading approach.
3️⃣ Use the backtest report to evaluate performance.
4️⃣ Monitor the dashboard to track real-time trade execution.
📌 Recommended Timeframes & Markets
✔ Best Markets:
✅ Crypto (BTC, ETH, SOL, etc.)
✅ Forex (EUR/USD, GBP/USD, JPY/USD, etc.)
✅ Stocks & Indices (S&P500, NASDAQ, etc.)
✔ Optimal Timeframes:
✅ Swing Trading: 1H – 4H – 1D
✅ Intraday & Scalping: 5M – 15M – 30M
📌 Backtest Settings for Realistic Performance
✔ Initial Capital: $1000 (or more for scaling).
✔ Commission: 0.05% (to simulate exchange fees).
✔ Slippage: 1-2 (to account for execution delay).
✔ Date Range: Test across different market conditions.
📢 TradingView Disclaimer
📌 This script is for educational purposes only and does not constitute financial advice. Trading carries significant risk, and past performance does not guarantee future results. Always test strategies thoroughly before applying them in a live market. Users are responsible for their own trading decisions.
🚀 Why Choose Apex Trend Sniper?
✅ Non-Repainting – No misleading signals.
✅ Multi-Layer Confirmation – Reduces false trades.
✅ Volume & Trend Strength Validation – Ensures high-probability entries.
✅ Adaptive Risk Management – Secures profits while maximizing trends.
✅ Versatile Across Markets & Timeframes – Works for crypto, forex, and stocks.
📢 Start Trading Smarter with Apex Trend Sniper! 🚀
🔗 Try it now on TradingView and optimize your trend-following strategy. 🔥
Trend Hunter Scalping [Daddin Algo]Trend Hunter Scalping Strategy Description
This strategy is a comprehensive scalping system designed to capture high-frequency trading opportunities within short timeframes. It combines multiple technical indicators to assess trend direction, momentum, volatility, and volume dynamics. Importantly, all parameters are user-adjustable, allowing the strategy to be optimized for various market conditions and individual preferences.
Technical Indicators and Settings
EMA (Exponential Moving Average):
The EMA is calculated based on a user-defined period. Rather than being fixed (e.g., a 200-period EMA), the period is adjustable to suit different market conditions. The position of the price relative to the EMA helps confirm the overall trend.
RSI & RSIOver:
The Relative Strength Index (RSI) measures momentum and the speed of price changes. Entry signals are generated when the RSI crosses its moving average. Additionally, overbought and oversold thresholds (set by the user) add an extra layer of confirmation for the signals.
ADX:
The Average Directional Index (ADX) assesses the strength of the current trend. When the ADX is above a user-specified threshold, the signals are considered more reliable. This helps in filtering out signals during weak trending periods.
Bollinger Bands:
Bollinger Bands gauge market volatility. The settings—including the length and the multiplier—are adjustable, providing flexibility to accommodate tightening or expanding volatility conditions.
Parabolic SAR:
This indicator identifies dynamic support and resistance levels, confirming the trend direction and helping pinpoint potential entry and exit points.
Pivot Levels (Fibonacci):
Calculated from the previous period's high, low, and close, pivot points and Fibonacci levels indicate potential reversal points and serve as support and resistance levels. These levels provide context for setting trailing stops and managing risk.
Volume Filter:
A volume condition ensures that trading signals are only considered valid when the current volume exceeds a multiple of its short-term moving average. This filter is adjustable, helping to confirm the strength of the market move.
Daddin Line:
Derived from a short-term moving average of the closing prices with a user-defined offset, the Daddin Line acts as an additional confirmation tool. Its parameters can be customized to better align with specific trading environments.
Trading Logic and Management
Signal Direction and Entry:
The strategy can generate both long (buy) and short (sell) signals, or be limited to one direction based on user preference. Entry orders are executed when all the selected indicator conditions are met. Additionally, maximum consecutive trade limits are implemented to help control risk.
Exit & Take Profit:
Trades are exited automatically when a user-defined profit percentage is reached. This take-profit percentage is flexible, enabling adjustments to match different market conditions or trading goals.
Trailing Stop (Dynamic Stop Loss):
A trailing stop mechanism is implemented using Fibonacci pivot levels. Once a position is open, the stop loss is dynamically updated as the price moves favorably. This ensures that profits are protected while minimizing losses in case of a sudden reversal.
Additional Features and Backtesting
Time Filtering (Backtesting):
The strategy includes a date range filter for backtesting. Users can define the start and end dates to evaluate the strategy’s performance during specific market periods, making it easier to assess its historical effectiveness.
Customizable Parameters:
Every indicator and risk management setting is fully customizable. This adaptability allows traders to tailor the strategy to different assets, timeframes, and market environments, ensuring optimal performance across diverse trading scenarios.
Conclusion
The Trend Hunter Scalping strategy effectively integrates multiple technical indicators to validate trends and manage risks efficiently. Its highly flexible, user-adjustable parameters make it adaptable to varying market conditions, providing traders with a robust framework for capturing quick trading opportunities.This strategy is designed to optimize both entry and exit points while offering comprehensive risk management controls.
PVSRA v5Overview of the PVSRA Strategy
This strategy is designed to detect and capitalize on volume-driven threshold breaches in price candles. It operates on the premise that when a high-volume candle breaks a critical price threshold, not all orders are filled within that candle’s range. This creates an imbalance—similar to a physical system being perturbed—causing the price to revert toward the level where the breach occurred to “absorb” the residual orders.
Key Features and Their Theoretical Underpinnings
Dynamic Volume Analysis and Threshold Detection
Volume Surges as Market Perturbations:
The script computes a moving average of volume over a short window and flags moments when the current volume significantly exceeds this average. These surges act as a perturbation—injecting “energy” into the market.
Adaptive Abnormal Volume Threshold:
By calculating a dynamic abnormal threshold using a daily volume average (via an 89-period VWMA) and standard deviation, the strategy identifies when the current volume is abnormally high. This mechanism mirrors the idea that when a system is disturbed (here, by a volume surge), it naturally seeks to return to equilibrium.
Candle Coloring and Visual Signal Identification
Differentiation of Candle Types:
The script distinguishes between bullish (green) and bearish (red) candles. It applies different colors based on the strength of the volume signal, providing a clear, visual representation of whether a candle is likely to trigger a price reversion.
Implication of Unfilled Orders:
A red (bearish) candle with high volume implies that sell pressure has pushed the price past a critical threshold—yet not all buy orders have been fulfilled. Conversely, a green (bullish) candle indicates that aggressive buying has left pending sell orders. In both cases, the market is expected to reverse toward the breach point to restore balance.
Trade Execution Logic: Normal and Reversal Trades
Normal Trades:
When a high-volume candle breaches a threshold and meets the directional conditions (e.g., a red candle paired with price above a daily upper band), the strategy enters a trade anticipating a reversion. The underlying idea is that the market will move back to the level where the threshold was crossed—clearing the residual orders in a manner analogous to a system following the path of least resistance.
Reversal Trades:
The strategy also monitors for clusters of consecutive signals within a short lookback period. When multiple signals accumulate, it interprets this as the market having overextended and, in a corrective move, reverses the typical trade direction. This inversion captures the market’s natural tendency to “correct” itself by moving in discrete, quantized steps—each step representing the absorption of a minimum quantum of order imbalance.
Risk and Trade Management
Stop Loss and Take Profit Buffers:
Both normal and reversal trades include predetermined buffers for stop loss and take profit levels. This systematic risk management approach is designed to capture the anticipated reversion while minimizing potential losses, aligning with the idea that market corrections follow the most energy-efficient path back to equilibrium.
Symbol Flexibility:
An option to override the chart’s symbol allows the strategy to be applied consistently across different markets, ensuring that the volume and price dynamics are analyzed uniformly.
Conceptual Bridge: From Market Dynamics to Trade Execution
At its core, the strategy treats market price movements much like a physical system that seeks to minimize “transactional energy” or inefficiency. When a price candle breaches a key threshold on high volume, it mimics an injection of energy into the system. The subsequent price reversion is the market’s natural response—moving in the most efficient path back to balance. This perspective is akin to the principle of least action, where the system evolves along the trajectory that minimizes cumulative imbalance, and it acknowledges that these corrections occur in discrete steps reflective of quantized order execution.
This unified framework allows the PVSRA strategy to not only identify when significant volume-based threshold breaches occur but also to systematically execute trades that benefit from the expected corrective moves.
Volume Block Order AnalyzerCore Concept
The Volume Block Order Analyzer is a sophisticated Pine Script strategy designed to detect and analyze institutional money flow through large block trades. It identifies unusually high volume candles and evaluates their directional bias to provide clear visual signals of potential market movements.
How It Works: The Mathematical Model
1. Volume Anomaly Detection
The strategy first identifies "block trades" using a statistical approach:
```
avgVolume = ta.sma(volume, lookbackPeriod)
isHighVolume = volume > avgVolume * volumeThreshold
```
This means a candle must have volume exceeding the recent average by a user-defined multiplier (default 2.0x) to be considered a significant block trade.
2. Directional Impact Calculation
For each block trade identified, its price action determines direction:
- Bullish candle (close > open): Positive impact
- Bearish candle (close < open): Negative impact
The magnitude of impact is proportional to the volume size:
```
volumeWeight = volume / avgVolume // How many times larger than average
blockImpact = (isBullish ? 1.0 : -1.0) * (volumeWeight / 10)
```
This creates a normalized impact score typically ranging from -1.0 to 1.0, scaled by dividing by 10 to prevent excessive values.
3. Cumulative Impact with Time Decay
The key innovation is the cumulative impact calculation with decay:
```
cumulativeImpact := cumulativeImpact * impactDecay + blockImpact
```
This mathematical model has important properties:
- Recent block trades have stronger influence than older ones
- Impact gradually "fades" at rate determined by decay factor (default 0.95)
- Sustained directional pressure accumulates over time
- Opposing pressure gradually counteracts previous momentum
Trading Logic
Signal Generation
The strategy generates trading signals based on momentum shifts in institutional order flow:
1. Long Entry Signal: When cumulative impact crosses from negative to positive
```
if ta.crossover(cumulativeImpact, 0)
strategy.entry("Long", strategy.long)
```
*Logic: Institutional buying pressure has overcome selling pressure, indicating potential upward movement*
2. Short Entry Signal: When cumulative impact crosses from positive to negative
```
if ta.crossunder(cumulativeImpact, 0)
strategy.entry("Short", strategy.short)
```
*Logic: Institutional selling pressure has overcome buying pressure, indicating potential downward movement*
3. Exit Logic: Positions are closed when the cumulative impact moves against the position
```
if cumulativeImpact < 0
strategy.close("Long")
```
*Logic: The original signal is no longer valid as institutional flow has reversed*
Visual Interpretation System
The strategy employs multiple visualization techniques:
1. Color Gradient Bar System:
- Deep green: Strong buying pressure (impact > 0.5)
- Light green: Moderate buying pressure (0.1 < impact ≤ 0.5)
- Yellow-green: Mild buying pressure (0 < impact ≤ 0.1)
- Yellow: Neutral (impact = 0)
- Yellow-orange: Mild selling pressure (-0.1 < impact ≤ 0)
- Orange: Moderate selling pressure (-0.5 < impact ≤ -0.1)
- Red: Strong selling pressure (impact ≤ -0.5)
2. Dynamic Impact Line:
- Plots the cumulative impact as a line
- Line color shifts with impact value
- Line movement shows momentum and trend strength
3. Block Trade Labels:
- Marks significant block trades directly on the chart
- Shows direction and volume amount
- Helps identify key moments of institutional activity
4. Information Dashboard:
- Current impact value and signal direction
- Average volume benchmark
- Count of significant block trades
- Min/Max impact range
Benefits and Use Cases
This strategy provides several advantages:
1. Institutional Flow Detection: Identifies where large players are positioning themselves
2. Early Trend Identification: Often detects institutional accumulation/distribution before major price movements
3. Market Context Enhancement: Provides deeper insight than simple price action alone
4. Objective Decision Framework: Quantifies what might otherwise be subjective observations
5. Adaptive to Market Conditions: Works across different timeframes and instruments by using relative volume rather than absolute thresholds
Customization Options
The strategy allows users to fine-tune its behavior:
- Volume Threshold: How unusual a volume spike must be to qualify
- Lookback Period: How far back to measure average volume
- Impact Decay Factor: How quickly older trades lose influence
- Visual Settings: Labels and line width customization
This sophisticated yet intuitive strategy provides traders with a window into institutional activity, helping identify potential trend changes before they become obvious in price action alone.
Advanced Adaptive Grid Trading StrategyThis strategy employs an advanced grid trading approach that dynamically adapts to market conditions, including trend, volatility, and risk management considerations. The strategy aims to capitalize on price fluctuations in both rising (long) and falling (short) markets, as well as during sideways movements. It combines multiple indicators to determine the trend and automatically adjusts grid parameters for more efficient trading.
How it Works:
Trend Analysis:
Short, long, and super long Moving Averages (MA) to determine the trend direction.
RSI (Relative Strength Index) to identify overbought and oversold levels, and to confirm the trend.
MACD (Moving Average Convergence Divergence) to confirm momentum and trend direction.
Momentum indicator.
The strategy uses a weighted scoring system to assess trend strength (strong bullish, moderate bullish, strong bearish, moderate bearish, sideways).
Grid System:
The grid size (the distance between buy and sell levels) changes dynamically based on market volatility, using the ATR (Average True Range) indicator.
Grid density also adapts to the trend: in a strong trend, the grid is denser in the direction of the trend.
Grid levels are shifted depending on the trend direction (upwards in a bear market, downwards in a bull market).
Trading Logic:
The strategy opens long positions if the trend is bullish and the price reaches one of the lower grid levels.
It opens short positions if the trend is bearish and the price reaches one of the upper grid levels.
In a sideways market, it can open positions in both directions.
Risk Management:
Stop Loss for every position.
Take Profit for every position.
Trailing Stop Loss to protect profits.
Maximum daily loss limit.
Maximum number of positions limit.
Time-based exit (if the position is open for too long).
Risk-based position sizing (optional).
Input Options:
The strategy offers numerous settings that allow users to customize its operation:
Timeframe: The chart's timeframe (e.g., 1 minute, 5 minutes, 1 hour, 4 hours, 1 day, 1 week).
Base Grid Size (%): The base size of the grid, expressed as a percentage.
Max Positions: The maximum number of open positions allowed.
Use Volatility Grid: If enabled, the grid size changes dynamically based on the ATR indicator.
ATR Length: The period of the ATR indicator.
ATR Multiplier: The multiplier for the ATR to fine-tune the grid size.
RSI Length: The period of the RSI indicator.
RSI Overbought: The overbought level for the RSI.
RSI Oversold: The oversold level for the RSI.
Short MA Length: The period of the short moving average.
Long MA Length: The period of the long moving average.
Super Long MA Length: The period of the super long moving average.
MACD Fast Length: The fast period of the MACD.
MACD Slow Length: The slow period of the MACD.
MACD Signal Length: The period of the MACD signal line.
Stop Loss (%): The stop loss level, expressed as a percentage.
Take Profit (%): The take profit level, expressed as a percentage.
Use Trailing Stop: If enabled, the strategy uses a trailing stop loss.
Trailing Stop (%): The trailing stop loss level, expressed as a percentage.
Max Loss Per Day (%): The maximum daily loss, expressed as a percentage.
Time Based Exit: If enabled, the strategy exits the position after a certain amount of time.
Max Holding Period (hours): The maximum holding time in hours.
Use Risk Based Position: If enabled, the strategy calculates position size based on risk.
Risk Per Trade (%): The risk per trade, expressed as a percentage.
Max Leverage: The maximum leverage.
Important Notes:
This strategy does not guarantee profits. Cryptocurrency markets are volatile, and trading involves risk.
The strategy's effectiveness depends on market conditions and settings.
It is recommended to thoroughly backtest the strategy under various market conditions before using it live.
Past performance is not indicative of future results.
Liquidity Sweep Filter Strategy [AlgoAlpha X PineIndicators]This strategy is based on the Liquidity Sweep Filter developed by AlgoAlpha. Full credit for the concept and original indicator goes to AlgoAlpha.
The Liquidity Sweep Filter Strategy is a non-repainting trading system designed to identify liquidity sweeps, trend shifts, and high-impact price levels. It incorporates volume-based liquidation analysis, trend confirmation, and dynamic support/resistance detection to optimize trade entries and exits.
This strategy helps traders:
Detect liquidity sweeps where major market participants trigger stop losses and liquidations.
Identify trend shifts using a volatility-based moving average system.
Analyze volume distribution with a built-in volume profile visualization.
Filter noise by differentiating between major and minor liquidity sweeps.
How the Liquidity Sweep Filter Strategy Works
1. Trend Detection Using Volatility-Based Filtering
The strategy applies a volatility-adjusted moving average system to determine trend direction:
A central trend line is calculated using an EMA smoothed over a user-defined length.
Upper and lower deviation bands are created based on the average price deviation over multiple periods.
If price closes above the upper band, the strategy signals an uptrend.
If price closes below the lower band, the strategy signals a downtrend.
This approach ensures that trend shifts are confirmed only when price significantly moves beyond normal market fluctuations.
2. Liquidity Sweep Detection
Liquidity sweeps occur when price temporarily breaks key levels, triggering stop-loss liquidations or margin call events. The strategy tracks swing highs and lows, marking potential liquidity grabs:
Bearish Liquidity Sweeps – Price breaks a recent high, then reverses downward.
Bullish Liquidity Sweeps – Price breaks a recent low, then reverses upward.
Volume Integration – The strategy analyzes trading volume at each sweep to differentiate between major and minor sweeps.
Key levels where liquidity sweeps occur are plotted as color-coded horizontal lines:
Red lines indicate bearish liquidity sweeps.
Green lines indicate bullish liquidity sweeps.
Labels are displayed at each sweep, showing the volume of liquidated positions at that level.
3. Volume Profile Analysis
The strategy includes an optional volume profile visualization, displaying how trading volume is distributed across different price levels.
Features of the volume profile:
Point of Control (POC) – The price level with the highest traded volume is marked as a key area of interest.
Bounding Box – The profile is enclosed within a transparent box, helping traders visualize the price range of high trading activity.
Customizable Resolution & Scale – Traders can adjust the granularity of the profile to match their preferred time frame.
The volume profile helps identify zones of strong support and resistance, making it easier to anticipate price reactions at key levels.
Trade Entry & Exit Conditions
The strategy allows traders to configure trade direction:
Long Only – Only takes long trades.
Short Only – Only takes short trades.
Long & Short – Trades in both directions.
Entry Conditions
Long Entry:
A bullish trend shift is confirmed.
A bullish liquidity sweep occurs (price sweeps below a key level and reverses).
The trade direction setting allows long trades.
Short Entry:
A bearish trend shift is confirmed.
A bearish liquidity sweep occurs (price sweeps above a key level and reverses).
The trade direction setting allows short trades.
Exit Conditions
Closing a Long Position:
A bearish trend shift occurs.
The position is liquidated at a predefined liquidity sweep level.
Closing a Short Position:
A bullish trend shift occurs.
The position is liquidated at a predefined liquidity sweep level.
Customization Options
The strategy offers multiple adjustable settings:
Trade Mode: Choose between Long Only, Short Only, or Long & Short.
Trend Calculation Length & Multiplier: Adjust how trend signals are calculated.
Liquidity Sweep Sensitivity: Customize how aggressively the strategy identifies sweeps.
Volume Profile Display: Enable or disable the volume profile visualization.
Bounding Box & Scaling: Control the size and position of the volume profile.
Color Customization: Adjust colors for bullish and bearish signals.
Considerations & Limitations
Liquidity sweeps do not always result in reversals. Some price sweeps may continue in the same direction.
Works best in volatile markets. In low-volatility environments, liquidity sweeps may be less reliable.
Trend confirmation adds a slight delay. The strategy ensures valid signals, but this may result in slightly later entries.
Large volume imbalances may distort the volume profile. Adjusting the scale settings can help improve visualization.
Conclusion
The Liquidity Sweep Filter Strategy is a volume-integrated trading system that combines liquidity sweeps, trend analysis, and volume profile data to optimize trade execution.
By identifying key price levels where liquidations occur, this strategy provides valuable insight into market behavior, helping traders make better-informed trading decisions.
Key use cases for this strategy:
Liquidity-Based Trading – Capturing moves triggered by stop hunts and liquidations.
Volume Analysis – Using volume profile data to confirm high-activity price zones.
Trend Following – Entering trades based on confirmed trend shifts.
Support & Resistance Trading – Using liquidity sweep levels as dynamic price zones.
This strategy is fully customizable, allowing traders to adapt it to different market conditions, timeframes, and risk preferences.
Full credit for the original concept and indicator goes to AlgoAlpha.
IronBot v4IronBot v4 – Trading Strategy Overview
1. Quick Context
IronBot v4 is a trading strategy designed for users who want a simple yet effective approach to reading the markets. It uses a combination of Fibonacci retracement levels, custom logic triggers, and innovative modules (EMA validation, Iron Impulse Shield and Iron Auto Volume Detector) to identify potential entry and exit points, strengthening the strategy’s detection of sudden market volatility or shifts in trading volume.
2. Theoretical Details
Fibonacci Analysis
The script identifies recent market highs and lows, then calculates key Fibonacci levels (high- and low-based). These levels can help confirm potential reversals or trends.
EMA Option
When enabled, the exponential moving average (EMA) offers additional validation for trade entries. If the current price remains above a certain EMA threshold, long positions may be favored; conversely, if it stays below the EMA, short positions may be initiated.
IIS (Iron Impulse Shield)
IIS helps to filter out risky trades by measuring recent price shocks or surges. If an extreme movement is detected, the strategy may temporarily disable longs or shorts to avoid false signals.
IAVD (Iron Auto Volume Detector)
This functionality automatically detects the average market volume over a defined period (regardless of the market, since it relies on real data). When entering a position, it ensures that overall volume is high enough to confirm a genuinely active, robust market. By providing an additional filter, it can strengthen the decision-making process whenever the market’s participation level is in question.
Panel
IronBot v4 displays a real-time backtest panel that summarizes the selected configuration (including the current pair, analysis window, enabled filters), as well as showing net profit, applicable exchange fees, country taxes, and the final net balance. This gives traders an immediate overview of strategy performance and risk metrics.
What Pinescript Adds Visually
The script plots:
Fibonacci levels (highlighting potential reversal zones)
Trend lines indicating bullish (green) or bearish (red) lean
Optional EMA line
Optional Fibonacci forecast lines for anticipating future moves
Automatic labeling of entry, take-profit, and stop-loss levels, indicating the profit percentage of each trade.
3. Explanation of Inputs
The strategy exposes multiple inputs that can be toggled or configured by the user:
Analysis Window : Dictates how many bars to consider for high/low calculations and the fib retracement thresholds.
TRADES
Display TP/SL: For displaying Take profits and Stop loss.
Display Forecast: When enabled, this feature calculates and projects possible future Fibonacci retracements using historical data, helping traders anticipate potential upcoming trade setups.
Leverage: Only used for the Panel and not for trades. Lets you amplify your position size; higher leverage increases potential gains but also heightens risk. TradingView strategy is using properties for doing this.
Exchange Maker Fees & Exchange Taker Fees: Only used for the Panel and not for trades. Define the percentage cost applied by your exchange for maker and taker trades, respectively. These fees are accounted for in final profit calculations of the Panel.
Country Tax: Only used for the Panel and not for trades. Specifies a tax percentage to be deducted from net profits.
STOP LOSS and TAKE PROFITS
Stop-Loss & Take-Profit Parameters: Controls the percentage distances at which the strategy will exit positions. Additionally, you can configure up to four distinct take-profit levels (TP1 through TP4). Each level should be higher target than the previous one, and you can assign a specific percentage of the total position to close at each TP, ensuring the sum equals 100%. A break-even feature is also available when multiple TPs are used.
EMA
EMA (Exponential Moving Average) Option: When enabled, the strategy opens long trades only if the current price is above the specified EMA length, and opens short trades only if it is below that threshold.
PANELS
Show Panel: For displaying the backtest integrated panel.
IRON IMPULSE SHIELD (IIS)
IIS (Iron Impulse Shield) Option: When enabled, IIS continuously monitors recent price volatility depending on the analysis window set. If the market experiences an extreme surge or drop beyond a specified threshold, IIS temporarily blocks new long or short positions.
IRON AUTO VOLUME DETECTOR (IAVD)
IAVD (Iron Auto Volume Detector) Option: When enabled, it continuously measures the average market volume over a special period, irrespective of the specific trading pair. This ensures that IronBot v4 focuses on markets with robust participation, reducing the likelihood of entering trades during low-liquidity conditions.
By changing these values, IronBot v4 reacts differently to market structure and risk management requirements. Stop-loss and take-profit levels will adjust accordingly, while advanced filters (like EMA or IIS) influence when trades can open.
4. TradingView Strategy Properties
IronBot v4 uses the built-in TradingView “strategy” functionality. In particular:
Order Placement: The code calls strategy.entry() and strategy.close() for direct orders, ensuring signals are sent immediately (no limit orders are used). This helps connect with exchange signal bots for automated execution.
Initial Capital: The code uses initial capital defined in properties for calculating Net balance in the integrated panel.
On bar close: This strategy fill orders on bar close.
Pyramiding: This strategy can take only 1 successive trade in the same direction
Be careful to configure your leverage input depending on your strategy properties.
5. Visualization
5. Purpose & Disclaimer
This script is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always confirm your own risk tolerance and consult a financial professional before placing live trades. Trading leveraged products can involve substantial risk of loss.
GOLD Volume-Based Entry StrategyShort Description:
This script identifies potential long entries by detecting two consecutive bars with above-average volume and bullish price action. When these conditions are met, a trade is entered, and an optional profit target is set based on user input. This strategy can help highlight momentum-driven breakouts or trend continuations triggered by a surge in buying volume.
How It Works
Volume Moving Average
A simple moving average of volume (vol_ma) is calculated over a user-defined period (default: 20 bars). This helps us distinguish when volume is above or below recent averages.
Consecutive Green Volume Bars
First bar: Must be bullish (close > open) and have volume above the volume MA.
Second bar: Must also be bullish, with volume above the volume MA and higher than the first bar’s volume.
When these two bars appear in sequence, we interpret it as strong buying pressure that could drive price higher.
Entry & Profit Target
Upon detecting these two consecutive bullish bars, the script places a long entry.
A profit target is set at current price plus a user-defined fixed amount (default: 5 USD).
You can adjust this target, or you can add a stop-loss in the script to manage risk further.
Visual Cues
Buy Signal Marker appears on the chart when the second bar confirms the signal.
Green Volume Columns highlight the bars that fulfill the criteria, providing a quick visual confirmation of high-volume bullish bars.
Works fine on 1M-2M-5M-15M-30M. Do not use it on higher TF. Due the lack of historical data on lower TF, the backtest result is limited.
Candle Emotion Index (CEI) StrategyThe Candle Emotion Index (CEI) Strategy is an innovative sentiment-based trading approach designed to help traders identify and capitalize on market psychology. By analyzing candlestick patterns and combining them into a unified metric, the CEI Strategy provides clear entry and exit signals while dynamically managing risk. This strategy is ideal for traders looking to leverage market sentiment to identify high-probability trading opportunities.
How It Works
The CEI Strategy is built around three core oscillators that reflect key emotional states in the market:
Indecision Oscillator . Measures market uncertainty using patterns like Doji and Spinning Tops. High values indicate hesitation, signaling potential turning points.
Fear Oscillator . Tracks bearish sentiment through patterns like Shooting Star, Hanging Man, and Bearish Engulfing. Helps identify moments of intense selling pressure.
Greed Oscillator . Detects bullish sentiment using patterns like Marubozu, Hammer, Bullish Engulfing, and Three White Soldiers. Highlights periods of strong buying interest.
These oscillators are averaged into the Candle Emotion Index (CEI):
CEI = (Indecision + Fear + Greed) / 3
This single value quantifies overall market sentiment and drives the strategy’s trading decisions.
Key Features
Sentiment-Based Trading Signals . Long Entry: Triggered when the CEI crosses above a lower threshold (e.g., 0.1), indicating increasing bullish sentiment. Short Entry: Triggered when the CEI crosses above a higher threshold (e.g., 0.2), signaling rising bearish sentiment.
Volume Confirmation . Trades are validated only if volume exceeds a user-defined multiplier of the average volume over the lookback period. This ensures entries are backed by significant market activity.
Break-Even Recovery Mechanism . If a trade moves into a loss, the strategy attempts to recover to break-even instead of immediately exiting at a loss. This feature provides flexibility, allowing the market to recover while maintaining disciplined risk management.
Dynamic Risk Management . Maximum Holding Period: Trades are closed after a user-defined number of candles to avoid overexposure to prolonged uncertainty. Profit-Taking Conditions: Positions are exited when favorable price moves are confirmed by increased volume, locking in gains. Loss Threshold: Trades are exited early if the price moves unfavorably beyond a set percentage of the entry price, limiting potential losses.
Cooldown Period . After a trade is closed, a cooldown period prevents immediate re-entry, reducing overtrading and improving signal quality.
Why Use This Strategy?
The CEI Strategy combines advanced sentiment analysis with robust trade management, making it a powerful tool for traders seeking to understand market psychology and identify high-probability setups. Its unique features, such as the break-even recovery mechanism and volume confirmation, add an extra layer of discipline and reliability to trading decisions.
Best Practices
Combine with Other Indicators . Use trend-following tools (e.g., moving averages, ADX) and momentum oscillators (e.g., RSI, MACD) to confirm signals.
Align with Key Levels . Incorporate support and resistance levels for refined entries and exits.
Multi-Market Compatibility . Apply this strategy to forex, crypto, stocks, or any asset class with strong volume and price action.
Liquidity Trading Algorithm (LTA)
The Liquidity Trading Algorithm is an algorithm designed to provide trade signals based on
liquidity conditions in the market. The underlying algorithm is based on the Liquidity
Dependent Price Movement (LDPM) metric and the Liquidity Dependent Price Stability (LDPS)
algorithm.
Together, LDPM and LDPS demonstrate statistically significant forecasting capabilities for price-
action on equities, cryptocurrencies, and futures. LTA takes these liquidity measurements and
translates them into actionable insights by way of entering or exiting a position based
on the future outlooks, as measured by the current liquidity status.
The benefit of LTA is that it can incorporate these powerful liquidity measurements into
actionable insights with several features designed to help you tailor LTA's behavior and
measurements to your desired vantage point. These customizable features come by the way of determining LTA's assessment style, and additional monitoring systems for avoiding bear and bull traps, along with various other quality of life features, discussed in more detail below.
First, a few quick facts:
- LTA is compatible on a wide array of instruments, including Equities, Futures, Cryptocurrencies, and Forex.
- LTA is compatible on most intervals in so long as the data can be calculated appropriately,
(be sure to do a backtest on timescales less than 1-minue to ensure the data can be computed).
- LTA only measures liquidity at the end of the interval of the chart chosen, and does not respond to conditions during the candle interval, unless specified (such as with `Stops`).
- LTA is interval-dependent, this means it will measure and behave differently on different
intervals as the underlying algorithms are dependent on the interval chosen.
- LTA can utilize fractional share sizing for cryptocurrencies.
- LTA can be restricted to either bullish or bearish indications.
- Additional Monitoring Systems are available for additional risk mitigation.
In short, LTA is a widely applicable, unique algorithm designed to translate liquidity measurements into liquidity insights.
Before getting more into the details, here is a quick list of the main features and settings
available for customization:
- Backtesting Start Date: Manual selection of the start date for the algorithm during backtesting.
- Assessment Style: adjust how LDPM and LDPS measure and respond to changes in liquidity.
- Impose Wait: force LTA to wait before entering or exiting a position to ensure conditions have remained conducive.
- Trade Direction Allowance: Restrict LTA to only long or only short, if desired.
- Position Sizing Method: determine how LTA calculates position sizing.
- Fractional Share Sizing: allow LTA to calculate fractional share sizes for cryptocurrencies
- Max Size Limit: Impose a maximum size on LTA's positions.
- Initial Capital: Indicate how much capital LTA should stat with.
- Portfolio Allotment: Indicate to LTA how much (in percentages) of the available balance should be considered when calculating position size.
- Enact Additional Monitoring Systems: Indicate if LTA should impose additional safety criteria when monitoring liquidity.
- Configure Take Profit, Stop-Loss, Trailing Stop Loss
- Display Information tables on the current position, overall strategy performance, along
with a text output showing LTA's processes.
- Real-time text output and updates on LTA's inner workings.
Let's get into some more of the details.
LTA's Assessment Style
LTA's assessment style determines how LTA collects and responds to changing data. In traditional terms, this is akin to (but not quite exactly the same as) the sensitivity versus specificity spectrum, whereby on one end (the sensitive end), an algorithm responds to changes in data in a reactive manner (which tends to lower its specificity, or how often it is correct in its indications), and on the other end, the opposite one, the algorithm foresakes quick changes for longevity of outlook.
While this is in part true, it is not a full view of the underlying mechanisms that changing the assessment style augments. A better analogy would be that the sensitive end of the spectrum (`Aggressive`) is in a state such that the algorithm wants to changing its outlooks, and as such, with changes in data, the algorithm has to be convinced as to why that is not a good idea to change outlooks, whereas the the more specific states (`Conservative`, `Diamond`) must be convinced that their view is no longer valid and that it needs to be changed.
This means the `Aggressive` and the `Diamond` settings fundamentally differ not just in their
data collection, but also in the data processing such that the `Aggressive` decision tree has to
be convinced that the data is the same (as its defualt is that it has changed),
and the `Diamond` decision tree has to be convinced that the data is not the same, and as such, the outlook need changed.
From there, the algorithm cooks through the data and determines to what the outlook should be changed to, given the current state of liquidity.
`Balanced` lies in the middle of this balance, attempting to balance being open to new ideas while not removing the wisdom of the past, as it were.
On a scale of most `sensitive` to most `specific`, it is as follows: `Aggressive`, `Balanced`,
`Conservative`, `Diamond`.
Functionally, these different modes can help in different liquidity environments, as certain
environments are more conducive to an eager approach (such as found near `Aggressive`) or are more conducive to a more conservative approach, where sudden changes in liquidity are known to be short-lived and unremarkable (such as many previously identified bull or bear traps).
For instance, on low interval views, it can often-times be beneficial to keep the algorithm towards the `Sensitive` end, since on the lower-timeframes, the crosswinds can change quite dramatically; whereas on the longer intervals, it may be useful to maintain a more `Specific` algorithm (such as found near `Diamond` mode) setting since longer intervals typically lend themselves to longer time-horizons, which themselves typically lend themselves to "weathering the storm", as it were.
LTA's Assessment Style is also supported by the Additional Monitoring Systems which works
to add sensitivity without sacrificing specificity by enacting a separate monitoring system, as described below.
Additional Monitoring Systems
The Additional Monitoring System (AMS) attempts to add more context to any changes in liquidity conditions as measured, such that LTA as a whole will have an expanded view into any rapidly changing liquidity conditions before these changes manifest in the traditional data streams. The ideal is that this allows for early exits or early entrances to positions "a head of time".
The traditional use of this system is to indicate when liquidity is suggestive of the end of a particular run (be it a bear run or a bull run), so an early exit can be initiated (and thus,
downside averted) even before the data officially showcase such changes. In such cases (when AMS becomes activated), the algorithm will signal to exit any open positions, and will restrict the opening of any new positions.
When a position is exited because of AMS, it is denoted as an `Early Exit` and if a position is prevented from being entered, the text output will display `AM prevented entry...` to indicate that conditions are not meeting AMS' additional standards.
The algorithm will wait to make any actions while `AMS` is `active` and will only enter into a new position once `AMS` has been `deactivated` and overall liquidity conditions are appropriate.
Functionally, the benefits of AMS translate to:
- Toggeling AMS on will typically see a net reduction in overall profitability, but
- AMS will typically (almost always) reduce max drawdown,
an increases in max runup, and increase return-over-maxdrawdown, and
- AMS can provide benefit for equities that experience a lot of "traps" by navigating early
entrance and early exits.
So in short, AMS is way of adding an additional level of liquidity monitoring that attempts to
exit positions if conditions look to be deteriorating, and to enter conditions if they look to be
improving. The cost of this additional monitoring, however, is a greater number of trades indicated, and a lower overall profitability.
Impose Wait
Note: `Impose Wait` will not force Take Profit, Stop Loss, or Trailing Stop Loss to
wait.
LTA can be indicated to `wait` before entering or exiting a position if desired. This means that if conditions change, whereas without a `wait` imposed, the algorithm would immediately indicate this change via a signal to alter the strategy's position, with a `wait` imposed, the algorithm will `wait` the indicated number of bars, and then re-check conditions before proceeding.
If, while waiting, conditions change to a state that is no longer compatible with the "order-in-
waiting", then the order-in-waiting is removed, and the counts reset (i.e.: conditions must remain favorable to the intended positional change throughout the wait period).
Since LTA works at the end-of-intervals, there is an inherently "built-in" wait of 1 bar when
switching directly from long to short (i.e.: if a full switch is indicated, then it is indicated as
conditions change -> exit new position -> wait until -> check conditions ->
enter new position as indicated). Thus, to impose a wait of `1 bar` would be to effectively have a total of two candles' ends prior to the entrance of the new position).
There are two main styles of `Impose Wait` that you can utilize:
- `Wait` : this mode will cause LTA to `wait` when both entering and exiting a position (in so long as it is not an exit signaled via a Take Profit, Stop Loss or Trailing Stop Loss).
- `Exit-Wait` : This mode will >not< cause LTA to `wait` if conditions require the closing of a position, but will force LTA to wait before entering into a position.
Position:
In addition to the availability to restrict LTA to either a long-only or short-only strategy, LTA
also comprises additional flexibility when deciding on how it should navigate the markets with
regards to sizing. Notably, this flexibility benefits several aspects of LTA's existence, namely the ability to determine the `Sizing Method`, or if `Fractional Share Sizing` should be employed, and more, as discussed below.
Position Sizing Method
There are two main ways LTA can determine the size of a position. Either via the `Fixed-Share` choice, or the `Fixed-Percentage` choice.
- `Fixed-Share` will use the amount indicated in the `Max Sizing Limit` field as the position size, always.
Note: With `Fixed-Share` sizing, LTA will >not< check if the balance is sufficient
prior to signaling an entrance.
- `Fixed-Percentage` will use the percentage amount indicated in the `Portfolio Allotment` field as the percentage of available funds to use when calculating the position size. Additionally, with the `Fixed-Percentage` choice, you can set the `Max Sizing Limit` if desired, which will ensure that no position will be entered greater than the amount indicated in the field.
Fractional Share Sizing
If the underlying instrument supports it (typically only cryptocurrencies), share sizing can be
fractionalized. If this is done, the resulting positin size is rounded to `4 digits`. This means any
position with a size less than `0.00005` will be rounded to `0.0000`
Note: Ensure that the underlying instrument supports fractional share sizing prior
to initiating.
Max Sizing Limit
As discussed above, the `Max Sizing Limit` will determine:
- The position size for every position, if `Sizing Method : Fixed-Share` is utilized, or
- The maximum allowed size, regardless of available capital, if `Sizing Method : Fixed-Percentage` is utilized.
Note: There is an internal maximum of 100,000 units.
Initial Capital
Note: There are 2 `Initial Capital` settings; one in LTA's settings and one in the
`Properties` tab. Ensure these two are the same when doing backtesting.
The initial capital field will be used to determine the starting balanace of the strategy, and
is used to calculate the internal data reporting (the data tables).
Portfolio Allotment
You can specify how much of the total available balance should be used when calculating the share size. The default is 100%.
Stops
Note: Stops over-ride `AMS` and `Impose Wait`, and are not restricted to only the
end-of-candle and will occur instantaneously upon their activation. Neither `AMS` nor `Impose Wait` can over-ride a signal from a `Take-Profit`, `Stop-Loss`, or a `Trailing-Stop Loss`.
LTA enhouses three stops that can be configured, a `Take-Profit`, a `Stop-Loss` and a `Trailing-Stop Loss`. The configurations can be set in the settings in percent terms. These exit signals will always over-ride AMS or any other restrictions on position exit.
Their configuration is rather standard; set the percentages you want the signal to be sent at and so it will be done.
Some quick notes on the `Trailing-Stop Loss`:
- The activation percentage must be reached (in profits) prior to the `Traililng-Stop Loss`
from activating the downside protection. For example, if the `Activation Percentage` is 10%, then unless the position reaches (at any point) a 10% profit, then it will not signal any exits on the downside, should it occur.
- The downside price-point is continuously updated and is calculated from the maximum profit reached in the given position and the loss percentage placed in the appropriate field.
Data Tables and Data Output
LTA provides real-time data output through a variety of mechanisms:
- `Position Table`
The `Position Table` displays information about the current position, including:
> Position Duration : how long the position has been open for.
> Indicates if the side is Long or Short, depending on if it is long or short.
> Entry Price: the price the position was entered at.
> Current Price (% Dif): the current price of the underlying and the %-difference between the entry price and the current price.
> Max Profit ($/%): the maximum profit reached in $ and % terms.
> Current PnL ($/%) : the current PnL for the open position.
- `Performance Table`
The `Performance Table` displays information regarding the overall performance of the algorithm since its `Start Date`. These data include:
> Initial Equity ($): The initial equity the algorithm started with.
> Current Equity ($): The current total equity of the account (including open positions)
> Net Profits ($|%) : The overall net profit in $ and % terms.
> Long / Short Trade Counts: The respective trade counts for the positions entered.
> Total Closed Trades: The running sum of the number of trades closed.
> Profitability: The calculation of the number of profitable trades over the total number of
trades.
> Avg. Profit / Trade: The calculation of the average profit per trade in both $ and % terms.
> Avg. Loss / Trade: The calculation of the average loss per trade in both $ and % terms.
> Max Run-Up: The maximum run-up the algorithm has seen in both $ and % terms.
> Max Drawdown: The maximum draw-down the algorithm has seen in both $ and % terms.
> Return-Over-Max-Drawdown: the ratio of the maximum drawdown against the current net profits.
- `Text Output`
LTA will output, if desired, signals to the text output field every time it analysis or performs and action. These messages can include information such as:
"
08:00:00 >> AM Protocol activated ... exiting position ...
08:00:00 >> Exit Order Created for qty: 2, profit: 380 (4.34%)
...
09:30:00 >> Checking conditions ...
09:30:00 >> AM protocol prevented entry ... waiting ...
"
This way, you can keep an eye out on what is happening "under the hood", as it were.
LTA will produce a message at the end of its assessment at the end of each candle interval, as well as when a position is exited due to a `Stop` or due to `AMS` being activated.
Additionally, the `Text Output` includes a initial message, but for space-constraints, this
can be toggled off with the `Blank Text Output` option within LTA's configurations.
For additional information, please refer to the Author's Instructions below.
BullBear with Volume-Percentile TP - Strategy [presentTrading] Happy New Year, everyone! I hope we have a fantastic year ahead.
It's been a while since I published an open script, but it's time to return.
This strategy introduces an indicator called Bull Bear Power, combined with an advanced take-profit system, which is the main innovative and educational aspect of this script. I hope all of you find some useful insights here. Welcome to engage in meaningful exchanges. This is a versatile tool suitable for both novice and experienced traders.
█ Introduction and How it is Different
Unlike traditional strategies that rely solely on price or volume indicators, this approach combines Bull Bear Power (BBP) with volume percentile analysis to identify optimal entry and exit points. It features a dynamic take-profit mechanism based on ATR (Average True Range) multipliers adjusted by volume and percentile factors, ensuring adaptability to diverse market conditions. This multifaceted strategy not only improves signal accuracy but also optimizes risk management, distinguishing it from conventional trading methods.
BTCUSD 6hr performance
Disable the visualization of Bull Bear Power (BBP) to clearly view the Z-Score.
█ Strategy, How it Works: Detailed Explanation
The BBP Strategy with Volume-Percentile TP utilizes several interconnected components to analyze market data and generate trading signals. Here's an overview with essential equations:
🔶 Core Indicators and Calculations
1. Exponential Moving Average (EMA):
- **Purpose:** Smoothens price data to identify trends.
- **Formula:**
EMA_t = (Close_t * (2 / (lengthInput + 1))) + (EMA_(t-1) * (1 - (2 / (lengthInput + 1))))
- Usage: Baseline for Bull and Bear Power.
2. Bull and Bear Power:
- Bull Power: `BullPower = High_t - EMA_t`
- Bear Power: `BearPower = Low_t - EMA_t`
- BBP:** `BBP = BullPower + BearPower`
- Interpretation: Positive BBP indicates bullish strength, negative indicates bearish.
3. Z-Score Calculation:
- Purpose: Normalizes BBP to assess deviation from the mean.
- Formula:
Z-Score = (BBP_t - bbp_mean) / bbp_std
- Components:
- `bbp_mean` = SMA of BBP over `zLength` periods.
- `bbp_std` = Standard deviation of BBP over `zLength` periods.
- Usage: Identifies overbought or oversold conditions based on thresholds.
🔶 Volume Analysis
1. Volume Moving Average (`vol_sma`):
vol_sma = (Volume_1 + Volume_2 + ... + Volume_vol_period) / vol_period
2. Volume Multiplier (`vol_mult`):
vol_mult = Current Volume / vol_sma
- Thresholds:
- High Volume: `vol_mult > 2.0`
- Medium Volume: `1.5 < vol_mult ≤ 2.0`
- Low Volume: `1.0 < vol_mult ≤ 1.5`
🔶 Percentile Analysis
1. Percentile Calculation (`calcPercentile`):
Percentile = (Number of values ≤ Current Value / perc_period) * 100
2. Thresholds:
- High Percentile: >90%
- Medium Percentile: >80%
- Low Percentile: >70%
🔶 Dynamic Take-Profit Mechanism
1. ATR-Based Targets:
TP1 Price = Entry Price ± (ATR * atrMult1 * TP_Factor)
TP2 Price = Entry Price ± (ATR * atrMult2 * TP_Factor)
TP3 Price = Entry Price ± (ATR * atrMult3 * TP_Factor)
- ATR Calculation:
ATR_t = (True Range_1 + True Range_2 + ... + True Range_baseAtrLength) / baseAtrLength
2. Adjustment Factors:
TP_Factor = (vol_score + price_score) / 2
- **vol_score** and **price_score** are based on current volume and price percentiles.
Local performance
🔶 Entry and Exit Logic
1. Long Entry: If Z-Score crosses above 1.618, then Enter Long.
2. Short Entry: If Z-Score crosses below -1.618, then Enter Short.
3. Exiting Positions:
If Long and Z-Score crosses below 0:
Exit Long
If Short and Z-Score crosses above 0:
Exit Short
4. Take-Profit Execution:
- Set multiple exit orders at dynamically calculated TP levels based on ATR and adjusted by `TP_Factor`.
█ Trade Direction
The strategy determines trade direction using the Z-Score from the BBP indicator:
- Long Positions:
- Condition: Z-Score crosses above 1.618.
- Short Positions:
- Condition: Z-Score crosses below -1.618.
- Exiting Trades:
- Long Exit: Z-Score drops below 0.
- Short Exit: Z-Score rises above 0.
This approach aligns trades with prevailing market trends, increasing the likelihood of successful outcomes.
█ Usage
Implementing the BBP Strategy with Volume-Percentile TP in TradingView involves:
1. Adding the Strategy:
- Copy the Pine Script code.
- Paste it into TradingView's Pine Editor.
- Save and apply the strategy to your chart.
2. Configuring Settings:
- Adjust parameters like EMA length, Z-Score thresholds, ATR multipliers, volume periods, and percentile settings to match your trading preferences and asset behavior.
3. Backtesting:
- Use TradingView’s backtesting tools to evaluate historical performance.
- Analyze metrics such as profit factor, drawdown, and win rate.
4. Optimization:
- Fine-tune parameters based on backtesting results.
- Test across different assets and timeframes to enhance adaptability.
5. Deployment:
- Apply the strategy in a live trading environment.
- Continuously monitor and adjust settings as market conditions change.
█ Default Settings
The BBP Strategy with Volume-Percentile TP includes default parameters designed for balanced performance across various markets. Understanding these settings and their impact is essential for optimizing strategy performance:
Bull Bear Power Settings:
- EMA Length (`lengthInput`): 21
- **Effect:** Balances sensitivity and trend identification; shorter lengths respond quicker but may generate false signals.
- Z-Score Length (`zLength`): 252
- **Effect:** Long period for stable mean and standard deviation, reducing false signals but less responsive to recent changes.
- Z-Score Threshold (`zThreshold`): 1.618
- **Effect:** Higher threshold filters out weaker signals, focusing on significant market moves.
Take Profit Settings:
- Use Take Profit (`useTP`): Enabled (`true`)
- **Effect:** Activates dynamic profit-taking, enhancing profitability and risk management.
- ATR Period (`baseAtrLength`): 20
- **Effect:** Shorter period for sensitive volatility measurement, allowing tighter profit targets.
- ATR Multipliers:
- **Effect:** Define conservative to aggressive profit targets based on volatility.
- Position Sizes:
- **Effect:** Diversifies profit-taking across multiple levels, balancing risk and reward.
Volume Analysis Settings:
- Volume MA Period (`vol_period`): 100
- **Effect:** Longer period for stable volume average, reducing the impact of short-term spikes.
- Volume Multipliers:
- **Effect:** Determines volume conditions affecting take-profit adjustments.
- Volume Factors:
- **Effect:** Adjusts ATR multipliers based on volume strength.
Percentile Analysis Settings:
- Percentile Period (`perc_period`): 100
- **Effect:** Balances historical context with responsiveness to recent data.
- Percentile Thresholds:
- **Effect:** Defines price and volume percentile levels influencing take-profit adjustments.
- Percentile Factors:
- **Effect:** Modulates ATR multipliers based on price percentile strength.
Impact on Performance:
- EMA Length: Shorter EMAs increase sensitivity but may cause more false signals; longer EMAs provide stability but react slower to market changes.
- Z-Score Parameters:*Longer Z-Score periods create more stable signals, while higher thresholds reduce trade frequency but increase signal reliability.
- ATR Multipliers and Position Sizes: Higher multipliers allow for larger profit targets with increased risk, while diversified position sizes help in securing profits at multiple levels.
- Volume and Percentile Settings: These adjustments ensure that take-profit targets adapt to current market conditions, enhancing flexibility and performance across different volatility environments.
- Commission and Slippage: Accurate settings prevent overestimation of profitability and ensure the strategy remains viable after accounting for trading costs.
Conclusion
The BBP Strategy with Volume-Percentile TP offers a robust framework by combining BBP indicators with volume and percentile analyses. Its dynamic take-profit mechanism, tailored through ATR adjustments, ensures that traders can effectively capture profits while managing risks in varying market conditions.
Ichimoku by FarmerBTCLegal Disclaimer
This strategy, "Ichimoku by FarmerBTC," is provided for educational and informational purposes only. It does not constitute financial advice and should not be relied upon as such. Trading and investing involve substantial risk, including the potential for losing more than your initial investment. Past performance is not indicative of future results. Always consult with a qualified financial advisor before making trading or investment decisions. The author of this strategy is not responsible for any financial losses incurred through its use.
Overview
The "Ichimoku by FarmerBTC" strategy is a trend-following system built on the Ichimoku Cloud indicator, enhanced with volume analysis and a high-timeframe Simple Moving Average (HTF SMA) condition. It is designed to identify long-only trade opportunities and performs optimally on higher timeframes, such as the daily chart or above.
Core Components
1. Ichimoku Cloud
The Ichimoku Cloud is a comprehensive trend-following indicator that helps identify the overall market direction and momentum. It consists of:
Conversion Line (Tenkan-Sen): Measures short-term momentum.
Base Line (Kijun-Sen): Filters medium-term trends.
Leading Span A: The average of the Conversion and Base Lines, forming one cloud boundary.
Leading Span B: The midpoint of the highest high and lowest low over a longer period, forming the other cloud boundary.
Key Ichimoku Rules Applied:
The strategy identifies bullish trends when:
The price is above the cloud.
The cloud is bullish (Leading Span A > Leading Span B).
2. High-Timeframe Simple Moving Average (HTF SMA)
This condition ensures alignment with the broader trend:
Default SMA Length: 13 periods.
Default Timeframe: 1 day.
HTF SMA Rule:
Trades are allowed only when the price is above the HTF SMA, ensuring alignment with the larger trend.
3. Volume Analysis
The strategy uses volume to validate trade setups:
Volume MA: A 20-period moving average of volume is calculated.
Trades are allowed only when the current volume is at least 1.5x the Volume MA, indicating strong market participation.
Entry and Exit Rules
Entry Condition (Long Only):
Price above the Ichimoku Cloud: Confirms a bullish trend.
Bullish Cloud: Leading Span A > Leading Span B indicates upward momentum.
Price above the HTF SMA: Ensures alignment with the broader trend.
Volume exceeds threshold: Confirms strong market participation.
Exit Condition:
The strategy exits the position when the price moves below the Ichimoku Cloud, signaling a potential trend reversal.
Best Timeframes
This strategy is optimized for daily (1D) or higher timeframes (e.g., weekly 1W). Using it on lower timeframes may produce false signals due to increased noise in price and volume data.
Default Settings
Ichimoku Settings:
Conversion Line Period: 10
Base Line Period: 30
Lagging Span Period: 53
Displacement: 26
HTF SMA Settings:
SMA Length: 13
Timeframe: 1 Day
Volume Settings:
Volume MA Length: 20
Volume Multiplier: 1.5x
Visualization
Ichimoku Cloud:
Dynamic cloud coloring (green for bullish, red for bearish) helps identify the current trend.
HTF SMA:
A purple line overlays the chart, providing a clear representation of the high-timeframe trend.
Volume Panel:
An optional panel displays volume (blue histogram) and the Volume Moving Average (orange line) to analyze market participation.
Advantages of This Strategy
High Accuracy on Higher Timeframes:
Filtering trades using the Ichimoku Cloud, HTF SMA, and volume ensures robust trend alignment, reducing false signals.
Volume Confirmation:
Incorporates volume as a validation metric to enter trades only during strong market participation.
Easy Customization:
Parameters like Ichimoku periods, SMA length, timeframe, and volume thresholds can be adjusted to suit different assets or trading styles.
Limitations
Not Suitable for Low Timeframes:
Lower timeframes can produce excessive noise, leading to false signals.
Long-Only:
The strategy is designed only for bullish markets and does not support short trades.
Lagging Nature of Indicators:
Both the Ichimoku Cloud and SMA are lagging indicators, meaning they react to past price movements.
Conclusion
The "Ichimoku by FarmerBTC" strategy is an excellent tool for trend-following on daily or higher timeframes. Its combination of Ichimoku Cloud, high-timeframe SMA, and volume ensures a robust framework for identifying high-probability long trades in trending markets. However, users are advised to test the strategy thoroughly and manage their risk appropriately. Always consult with a financial professional before making trading decisions.
