CryptoThunder Storm v1.21

CryptoThunder Storm v1.21 — Strategy (non-repainting, HTF-aware)

CryptoThunder Storm is a Pine v6 strategy that trades the cross of two moving-average variants computed on an alternate (higher) timeframe derived from your current chart. It’s built to be non-repainting by evaluating signals only at HTF bar boundaries and by avoiding lookahead. The script can trade LONG, SHORT, BOTH, or be disabled, and it includes a one-click invert Long/Short mode.

How it works

Two MA streams (Open/Close series).
You can choose from multiple MA types (SMA/EMA/DEMA/TEMA/WMA/VWMA/SMMA/Hull/LSMA/ALMA/SSMA/TMA). The script computes:

closeSeries – MA of the (possibly delayed) close

openSeries – MA of the (possibly delayed) open

Alternate Resolution (HTF).
The inputs allow you to multiply your current chart’s timeframe (e.g., on 5m with multiplier 3 → HTF = 15m). Both series are requested via request.security() with lookahead_off.

Non-repainting gating.
Signals are evaluated once per HTF bar (htfClosed gate). This ensures entries/alerts are aligned with HTF boundaries and prevents forward-shifting.

Entry logic.

Long when closeSeriesAlt crosses above openSeriesAlt.

Short when closeSeriesAlt crosses below openSeriesAlt.

Invert mode swaps these actions (a former long signal opens a short, and vice versa).
Orders are processed on bar close (process_orders_on_close=true).

Risk management (optional).
Optional initial TP/SL exits via strategy.exit() (ticks/points). Set 0 to disable.

Visuals.
The script colors bars (optional) and plots the two HTF series with a filled band, plus compact UP/DN/CL markers that match the executed side after inversion/filtering.

Inputs & configuration

Use Alternate Resolution?
Turns the HTF logic on/off. When off, the strategy uses the chart timeframe.

Multiplier for Alternate Resolution
Multiplies the current timeframe to form the HTF (e.g., 3×).

MA Type / Period / Offsets

MA Type — choose from 12 variants.

MA Period — core length.

Offset for LSMA / Sigma for ALMA — MA-specific tuning.

Offset for ALMA — center of mass for ALMA.

Delay Open/Close MA — shifts the source back by n bars for a more conservative (non-peek) calculation. Keep at 0 unless you know you want extra delay.

Show coloured Bars to indicate Trend?
Colors bars relative to HTF band.

What trades should be taken: LONG / SHORT / BOTH / NONE
Filters which sides are actually traded.

Invert Long/Short logic?
Swaps long ↔ short everywhere (orders, markers, JSON alerts).

Backtest window (Number of Bars for Back Testing)
Crude limiter to speed up testing. 0 = test full history.

TP/SL (Initial Stop Loss / Target Profit Points)
Values in ticks/points. 0 disables. They apply to both sides via strategy.exit().

Alert options

Turn on alerts (JSON)

Show alert marks (UP/DOWN/CLOSE)

Send CLOSE alerts (toggle)

The strategy fires alert() internally. Create an alert on “Any alert() function call”.
The payload is a simple JSON string:{ "text":"C98USDT.P UP"}

Messages:

UP — a long entry was executed (or, with Invert on: the inverted long signal that opens a long).

DOWN — a short entry executed.

CLOSE — position closed or flipped.

Tip: If you want to route long/short to different webhooks, parse the text field for UP, DOWN, or CLOSE

Plotting & markers

Band: Fills between the two HTF MA lines.

Bar color (optional): Quick visual trend cue.

Markers:

▲ “UP” below bar when a long executes.

▼ “DN” above bar when a short executes.

✖ “CL” on position close/flip.
These reflect the final executed side, after trade filters and after Invert mode

Best practices & notes

Non-repainting design.

request.security(..., lookahead_off) prevents future data leakage.

Signals are gated to HTF bar boundaries, so you won’t get intra-HTF recalculations.

Strategy orders are processed at bar close.

Choosing the multiplier.
A 2×–4× multiplier often balances responsiveness vs stability (e.g., 5m→15m or 20m). Larger multipliers reduce churn and false signals.

TP/SL units.
Values are in ticks/points of the chart symbol. On crypto, check your instrument’s tick size and adjust accordingly.

Trade filters apply after inversion.
With invertLS = true and tradeType = LONG, only final longs (post-inversion) are allowed.

Strategy vs chart counts.
The Tester reports closed trades; your chart shows entries/markers including the latest open trade. This can explain 8 vs 12 discrepancies over short windows.

Performance.
calc_on_every_tick=false and the backtest limiter keep the script responsive on long histories.

Tips: user on mid-volume crypto pair, 1M chart, best MA is: SMMA, Hull, SSMA, DEMA, TEMA.

This strategy is for research and education. Markets carry risk; past performance doesn’t guarantee future results. Always forward-test on paper and validate your exchange execution, tick size, and fees before deploying live.