Optimized Range + RSI + MACD + Fibonacci + Risk Mgmtiron condor nsdkdkikdkckdkkellkemlfnlwlnelkflkwenlflkwklefnlkw
Скользящие средние
SPY 200SMA +4% Entry -3% Exit TQQQ/QLD/GLDM THREE PHASE STRATEGYWanted to take a look at all of the individual trades and provide a series of options to balance performance and risk. This post is expanding on my previous one - www.reddit.com
Here is the data and the backtesting splitting the strategy into three primary phases with multiple options and exact trade dates to help people easily backtest other combinations - docs.google.com (Three Tabs with the three phases)
If you just want my personal recommendations this would be what I will be using -
PHASE 1 (Strategy BUY signal triggers when SPY price crosses +4% over the SPY 200SMA) = 100% TQQQ
If trade lasts 366 days (Long Term Cap Gains) go to PHASE 2
If SPY price crosses below -3% SPY 200SMA go to PHASE 3
PHASE 2 (PHASE 1 lasts 366 days) = Deleverage and diversify into 50% QLD & 50% GLDM
PHASE 3 (Strategy SELL signal triggers when SPY price crosses -3% below the SPY 200SMA) = Defensive posture with 50% SGOV & 50% GLDM
As market degrades start selling SGOV and buying QQQ until 50% QQQ & 50% GLDM
TradingView Script for the THREE PHASE STRATEGY (imgur.com):
//
@version=
5
strategy("SPY 200SMA +4% Entry -3% Exit Strategy",
overlay=true,
default_qty_type=strategy.percent_of_equity,
default_qty_value=100)
// === Inputs ===
smaLength = input.int(200, title="SMA Period", minval=1)
entryThreshold = input.float(0.04, title="Entry Threshold (%)", step=0.01)
exitThreshold = input.float(0.03, title="Exit Threshold (%)", step=0.01)
startYear = input.int(1995, "Start Year")
startMonth = input.int(1, "Start Month")
startDay = input.int(1, "Start Day")
// === Time filter ===
startTime = timestamp(startYear, startMonth, startDay, 0, 0)
isAfterStart = time >= startTime
// === Calculations ===
sma200 = ta.sma(close, smaLength)
upperThreshold = sma200 * (1 + entryThreshold)
lowerThreshold = sma200 * (1 - exitThreshold)
// === Strategy Logic ===
enterLong = close > upperThreshold
exitLong = close < lowerThreshold
if isAfterStart
if enterLong and strategy.position_size == 0
strategy.entry("Buy", strategy.long)
if exitLong and strategy.position_size > 0
strategy.close("Buy")
// === 366-Day Marker Logic (Uninterrupted) ===
var
int
targetTime = na
// 1. Capture entry time only when a brand new position starts
if strategy.position_size > 0 and strategy.position_size == 0
targetTime := time + (366 * 24 * 60 * 60 * 1000)
// 2. IMPORTANT: If position is closed or a sell signal hits, reset the timer to "na"
if strategy.position_size == 0
targetTime := na
// 3. Trigger only if we are still in the trade and hit the timestamp
isAnniversary = not na(targetTime) and time >= targetTime and time < targetTime
// === Visuals ===
p_sma = plot(sma200, title="200 SMA", color=color.rgb(255, 0, 242))
p_upper = plot(upperThreshold, title="Entry Threshold (+4%)", color=color.rgb(0, 200, 0))
p_lower = plot(lowerThreshold, title="Exit Threshold (-3%)", color=color.rgb(255, 0, 0))
fill(p_sma, p_upper, color=color.new(color.green, 80), title="Entry Zone")
// Draw marker only if 366 days passed without a sell
if isAnniversary
label.new(bar_index, high, "366 DAYS - PHASE 2", style=label.style_label_down, color=color.yellow, textcolor=color.black, size=size.small)
// === Entry/Exit Labels ===
newOpen = strategy.position_size > 0 and strategy.position_size == 0
newClose = strategy.position_size == 0 and strategy.position_size > 0
if newOpen
label.new(x=bar_index, y=low * 0.97, text="BUY - PHASE 1", xloc=xloc.bar_index, yloc=yloc.price, color=color.lime, style=label.style_label_up, textcolor=color.black, size=size.small)
if newClose
label.new(x=bar_index, y=high * 1.03, text="SELL - PHASE 3", xloc=xloc.bar_index, yloc=yloc.price, color=color.red, style=label.style_label_down, textcolor=color.white, size=size.small)
200 SMA SPY Trading Range Bands Script:
//
@version=
5
indicator("200 SMA SPY Trading Range Bands", overlay=true)
// === Settings ===
smaLength = input.int(200, title="SMA Length")
mult1 = input.float(1.09, title="Multiplier 1 (9% Over)")
mult2 = input.float(1.15, title="Multiplier 2 (15% Over)")
// === Calculations ===
smaValue = ta.sma(close, smaLength)
line9Over = smaValue * mult1
line15Over = smaValue * mult2
// === Plotting ===
plot(smaValue, title="200 SMA", color=color.gray, linewidth=1, style=plot.style_linebr)
plot(line9Over, title="9% Over 200 SMA", color=color.rgb(255, 145, 0), linewidth=1)
plot(line15Over, title="15% Over 200 SMA", color=color.rgb(38, 1, 1), linewidth=2)
Takashi Kotegawa Dip Reversal StrategyYou can use this alongside my other indicator to see if a stock is good with the indicator.
SPY Quant ML + Session Filter Strategy [CocoChoco]S&P 500 Quant: Machine Learning & Mean Reversion (Session-Filtered)
Overview
This is a professional-grade quantitative strategy designed specifically for the S&P 500. It combines classical statistical mean reversion (Z-Score) with a modern Machine Learning filter and rigorous institutional-grade risk management.
The strategy is optimized for traders who prioritize high win rates and capital preservation, specifically avoiding the "gap risk" associated with holding positions overnight.
Core Methodology
1. Statistical Entry (The Z-Score Engine)
The strategy identifies "oversold" conditions in a bullish context. It calculates the Z-Score of the price relative to its 20-period Mean (SMA). By default, it looks for a -1.2 Standard Deviation extension, signaling a high-probability "dip" ripe for a snap-back to the mean.
2. Trend & ML Filters
To avoid "catching a falling knife," the strategy uses two layers of confirmation:
Trend Filter: Only takes Long positions when the price is above the 200-period SMA, ensuring we only buy dips in a confirmed uptrend.
ML Correlation Filter: A Machine Learning-inspired module that analyzes the correlation between RSI and Volatility (ATR). It only permits entries when market internal dynamics suggest a reversal is technically "healthy."
3. Institutional Risk Management
This script is built for "safety-first" automation:
Hard Stop Loss: Fixed at 1.5% to protect against sudden market shocks.
Active Trailing: A dual-trigger trailing stop. It activates once the price touches the 20 SMA (The Mean) OR once a trade reaches a 0.50% profit threshold. This ensures near-winners are protected and large runners are captured.
Intraday Circuit Breaker: Includes a Max Daily Drawdown (2%) limit. If hit, the script automatically closes losing positions and halts trading for the day, while allowing winning positions to continue.
Key Features
Session-Specific: Tailored for the US Trading Session (UTC/NY times).
Zero Overnight Risk: Automatically flattens all positions before the market close (16:00 NY Time).
Holiday Intelligence: Hard-coded logic for US Market Holidays and Early Closes (2026–2028), ensuring the bot doesn't get stuck in illiquid holiday markets.
Hourly Entry Cap: Limits entries to one per hour to prevent over-concentration during a single price leg.
How to Use
Timeframe: I suggest you use it on the 5-minute or 1-hour timeframe for optimal results.
Instrument: Designed for the S&P 500, but highly effective on SPY, IVV, and ES (Futures).
Pyramiding: Designed to handle up to 3 concurrent positions, allowing the strategy to scale into a move as the Z-Score deepens.
Automation Ready
This script is fully compatible with webhook-based automation tools. All signals (Entry, SL, Trail, Market Close, and Daily Limit) are clearly labeled in the Alert comments for seamless execution. I haven't tasted it though. This is not financial advice. Please perform your own tests and manage your risk.
Disclaimer
Past performance does not guarantee future results. This script is a tool for quantitative analysis and should be used as part of a broader diversified trading plan.
Visual Pro Trend Master by Herman Sangivera ( Papua )Visual pro Trend Mater by Herman Sangivera ( Papuan Trader )
Overview
Visual Pro Trend Master is a high-precision quantitative trading strategy specifically engineered for scalpers operating on lower timeframes (1m, 3m, 5m). The strategy focuses on execution efficiency with a fixed 1:2 Risk-to-Reward (RR) Ratio, powered by a multi-layered filtration system designed to eliminate "whipsaws" and fake signals commonly found in sideways markets.
By integrating institutional volume confirmation (VWAP), trend momentum (ADX Slope), and dynamic volatility sensing (Bollinger Band Squeeze), this script ensures that entries are only triggered when the market exhibits high-probability directional intent.
Key Technical Features
Anti-Sideways Engine: Utilizes Bollinger Band Width to calculate market compression. The strategy automatically enters "standby mode" during a Squeeze, filtering out low-volatility traps.
Trend Acceleration Filter: Not only does it check for ADX strength, but it specifically looks for a rising ADX slope. This ensures you enter as momentum is building, not when it is exhausting.
Institutional Alignment (VWAP): Acts as the ultimate trend arbiter. The strategy restricts Long positions to prices above VWAP and Short positions to prices below VWAP.
Dynamic Risk Management (1:2 RR): Stop Loss (SL) is mathematically determined by the Average True Range (ATR) to account for current market noise. The Take Profit (TP) is automatically set at 2x the risk distance.
Professional UI Dashboard: A real-time heads-up display (HUD) in the corner of your chart showing Trend Status, ADX Power, and active Risk Ratios.
Visual Interpretation
Trend Ribbon (Green/Red): Displays the primary trend zone between EMAs. A gray ribbon indicates a transition or a non-trending phase.
Candle Color Coding: Real-time bar coloring provides instant psychological confirmation of trend strength.
Gray Background Shading: Indicates a Bollinger Squeeze. This is a "No-Trade Zone" where fakeouts are most likely to occur.
Fuchsia Line (VWAP): The "Line in the Sand" for institutional sentiment.
Execution Guide
Best Timeframes: 1-Minute, 3-Minute, or 5-Minute.
Recommended Assets: High-liquidity pairs such as Gold (XAUUSD), Major Forex (EURUSD, GBPUSD), and Top-tier Crypto (BTCUSDT, ETHUSDT).
Optimization Tips: * Optimal performance is usually seen during the London and New York session overlaps.
Monitor the Dashboard: If ADX Power is below 25, the market lacks the "fuel" needed to hit a 1:2 TP.
Disclaimer
While this strategy includes advanced risk management and volatility filters, past performance does not guarantee future results. It is highly recommended to paper-trade this strategy first to understand its behavior during high-impact news events.
Scalping Reaper Elite- by Herman Sangivera ( Papua ) Scalping Reaper Elite by Herman Sangivera ( Papuan Trader )
Overview
Scalping Reaper Elite V5 is a high-precision quantitative trading strategy specifically engineered for scalpers operating on lower timeframes (1m, 3m, 5m). The strategy focuses on execution efficiency with a fixed 1:2 Risk-to-Reward (RR) Ratio, powered by a multi-layered filtration system designed to eliminate "whipsaws" and fake signals commonly found in sideways markets.
By integrating institutional volume confirmation (VWAP), trend momentum (ADX Slope), and dynamic volatility sensing (Bollinger Band Squeeze), this script ensures that entries are only triggered when the market exhibits high-probability directional intent.
Key Technical Features
Anti-Sideways Engine: Utilizes Bollinger Band Width to calculate market compression. The strategy automatically enters "standby mode" during a Squeeze, filtering out low-volatility traps.
Trend Acceleration Filter: Not only does it check for ADX strength, but it specifically looks for a rising ADX slope. This ensures you enter as momentum is building, not when it is exhausting.
Institutional Alignment (VWAP): Acts as the ultimate trend arbiter. The strategy restricts Long positions to prices above VWAP and Short positions to prices below VWAP.
Dynamic Risk Management (1:2 RR): Stop Loss (SL) is mathematically determined by the Average True Range (ATR) to account for current market noise. The Take Profit (TP) is automatically set at 2x the risk distance.
Professional UI Dashboard: A real-time heads-up display (HUD) in the corner of your chart showing Trend Status, ADX Power, and active Risk Ratios.
Visual Interpretation
Trend Ribbon (Green/Red): Displays the primary trend zone between EMAs. A gray ribbon indicates a transition or a non-trending phase.
Candle Color Coding: Real-time bar coloring provides instant psychological confirmation of trend strength.
Gray Background Shading: Indicates a Bollinger Squeeze. This is a "No-Trade Zone" where fakeouts are most likely to occur.
Fuchsia Line (VWAP): The "Line in the Sand" for institutional sentiment.
Execution Guide
Best Timeframes: 1-Minute, 3-Minute, or 5-Minute.
Recommended Assets: High-liquidity pairs such as Gold (XAUUSD), Major Forex (EURUSD, GBPUSD), and Top-tier Crypto (BTCUSDT, ETHUSDT).
Optimization Tips: * Optimal performance is usually seen during the London and New York session overlaps.
Monitor the Dashboard: If ADX Power is below 25, the market lacks the "fuel" needed to hit a 1:2 TP.
Disclaimer
While this strategy includes advanced risk management and volatility filters, past performance does not guarantee future results. It is highly recommended to paper-trade this strategy first to understand its behavior during high-impact news events.
Kevin J. Davey EURO Night StrategyEuro Night Strategy is a time‑filtered, volatility‑aware system originally built for Euro FX futures. Still, your adaptation to XAL and BTC on 1h bars makes sense because both markets show overnight drift patterns that the strategy can exploit.
Uptrend Pullback (High Winrate-ish) - RSI + EMA + ATR TrailUptrend Pullback Strategy (EMA Filter + RSI Reversal + ATR Trailing Stop)
Description
This strategy is designed for rising markets and trades long only. It uses a simple trend filter and a pullback entry:
Trend filter: An uptrend is defined when EMA(50) > EMA(200) and price is above EMA(200). Trades are allowed only under these conditions.
Entry (buy the dip): A long position is opened when RSI crosses up above a user-defined pullback level (default 40), suggesting a pullback is ending and momentum is recovering.
Exits:
Take profit: Close the position when RSI reaches an overbought level (default 70).
Risk management: A dynamic ATR-based trailing stop follows price upward to lock in gains.
Hard stop: An additional ATR-based stop acts as a safety net to limit downside risk.
Notes
Parameters (EMA lengths, RSI levels, ATR multipliers) are fully configurable.
This is a demo/reference strategy for research and optimization; results depend strongly on the symbol and timeframe.
If you want, I can also write a shorter “one-liner” description and a set of tag keywords for the publish page.
_mr_beach Liquidity Sweep + VWAP V2 Trend Filter, Presets_mr_beach Liquidity Sweep + VWAP Reversal V2 (Trend Filter, Presets)
Overview
This strategy models a common institutional market behavior:
Liquidity is taken above the previous day’s high or below the previous day’s low, followed by a return toward fair value (VWAP) and a reversal in the direction of the dominant trend.
The script is designed as a TradingView Strategy for systematic backtesting and optimization.
________________________________________
Core Logic
• Liquidity Levels
o Previous Day High
o Previous Day Low
Used as typical stop-liquidity zones.
• Fair Value
o VWAP is used as confirmation that price has returned to a fair value area.
• Trend Filter
o EMA-based trend direction filter to avoid counter-trend trades.
________________________________________
Trading Rules
Trend Filter
• Long trades only when price closes above EMA.
• Short trades only when price closes below EMA.
Liquidity Sweep
• Bullish sweep: Price trades below Previous Day Low.
• Bearish sweep: Price trades above Previous Day High.
Entry Confirmation
• Long
o Sweep below Previous Day Low
o Close back above Previous Day Low
o Close above VWAP
• Short
o Sweep above Previous Day High
o Close back below Previous Day High
o Close below VWAP
________________________________________
Risk Management
• Stop Loss: ATR-based
• Take Profit: ATR-based
• Risk automatically adapts to market volatility.
• All multipliers are user-adjustable.
________________________________________
Preset Profiles
The script includes ready-to-use preset profiles:
• Index – conservative, session-based, one trade per day
• Forex – session-filtered, moderate volatility settings
• Crypto – higher volatility parameters, no session filter
• Custom – fully manual configuration
Presets control EMA length, ATR settings, SL/TP multipliers, session usage, and trade frequency.
________________________________________
Session & Trade Control
• Optional session filter (default: US regular session)
• Optional one trade per day limit to reduce overtrading and noise
________________________________________
Chart Elements
• EMA (trend direction)
• VWAP (fair value)
• Previous Day High / Low (liquidity zones)
________________________________________
Alerts
• Long setup: Liquidity sweep + VWAP reversal
• Short setup: Liquidity sweep + VWAP reversal
________________________________________
Recommended Usage
• Markets: Indices, liquid stocks, Forex majors, crypto
• Timeframes: 5m and 15m
• Parameters should be optimized per market and timeframe.
________________________________________
Disclaimer
This script is for educational and backtesting purposes only.
It does not constitute financial advice.
Performance depends on market conditions, timeframe, fees, and execution.
Tags: Liquidity, VWAP, EMA, Reversal, Sweep, Smart Money, ICT, ATR, Strategy
_mr_beach Liquidity Sweep + VWAP ReversalLiquidity Sweep + VWAP Reversal (Trend Filter, Session, 1 Trade per Day)
Overview
This strategy models a common institutional market behavior: liquidity is taken above the previous day’s high or below the previous day’s low, followed by a return toward fair value (VWAP) and a reversal in the direction of the prevailing trend.
Designed as a TradingView strategy for structured backtesting in the Strategy Tester.
Core Components
Liquidity Levels: Previous Day High / Previous Day Low
Fair Value Reference: VWAP
Trend Filter: EMA (default: 200)
Volatility-Based Risk: ATR
Trading Rules
Trend Filter
Long only when price closes above EMA
Short only when price closes below EMA
Liquidity Sweep
Bullish sweep: Low < Previous Day Low
Bearish sweep: High > Previous Day High
Entry Confirmation
Long: After a sweep below the Previous Day Low, price closes back above the level and above VWAP
Short: After a sweep above the Previous Day High, price closes back below the level and below VWAP
Risk Management
Stop Loss: ATR-based (slATR)
Take Profit: ATR-based (tpATR)
Automatically adapts to changing market volatility
Session & Trade Frequency
Optional session filter (default: 09:30–16:00 exchange time)
Optional one trade per day limit to reduce overtrading
Chart Elements
EMA (trend direction)
VWAP (fair value)
Previous Day High / Low (liquidity zones)
Alerts
Long setup: Liquidity sweep + VWAP reversal
Short setup: Liquidity sweep + VWAP reversal
Recommended Usage
Markets: Indices, liquid stocks, Forex majors, crypto
Timeframes: 5m, 15m
Note: Parameters such as ATR multipliers and session settings should be optimized per market
Disclaimer
This is a backtesting strategy, not financial advice.
Results depend on market conditions, timeframe, fees, and slippage.
Tags: Liquidity, VWAP, EMA, Reversal, Sweep, Smart Money, ICT, ATR, Strategy
Mean Reversion Mirror📌 Mean Reversion Mirror — Multi‑Level Mean Reversion Strategy
Mean Reversion Mirror is an advanced modular mean‑reversion strategy built around dynamic and static deviation levels from a moving average.
The strategy automatically scales into positions across six levels (LONG and SHORT), using both dynamic MA‑based deviation levels and static levels that lock in after entry.
🔍 Core Concept
Price tends to revert toward its mean.
This strategy exploits that behavior by opening an initial base entry at the first deviation and adding positions as the imbalance grows.
Each additional level improves the average entry price and increases the probability of exiting profitably.
⚙️ Key Features
📈 Six Dynamic Deviation Levels
Levels are calculated as percentage deviations from a selected MA (WMA, SMA, EMA, RMA, HMA).
This makes the strategy adaptive to volatility and market structure.
📉 Six Static Levels
Once triggered, each level becomes fixed and no longer changes.
This creates a stable averaging grid independent of future MA movement.
🎯 Flexible Take‑Profit System
fixed take‑profit
or trailing take‑profit with dynamic offset
🖐 Manual Entry Support
You can manually set a price for LONG or SHORT, and the strategy will execute the base entry automatically.
📊 Rich Visualization
dynamic deviation levels
static levels
dotted “last chance” levels
average position price
take‑profit line
compact mini‑table with key position metrics
📦 Two Operating Modes
STK Mode — fixed unit size
Classic Mode — quantity calculated from USD value
🧠 Entry Logic
The strategy uses sequences B1–B6 (LONG) and S1–S6 (SHORT):
B1/S1 — base entry
B2–B6 / S2–S6 — averaging entries as deviation increases
L6/S6 — “last chance” level with its own size
Each level activates only after the previous one.
📌 Who This Strategy Is For
mean‑reversion traders
grid/averaging system users
pullback‑based investors
traders who want clear visual levels
users who prefer manual control over entry points
⚠️ Disclaimer
This strategy is not financial advice.
Always backtest and adjust parameters according to your risk tolerance before using it in live markets.
MACD + EMA200 MTF - WEBHOOK FIXEDHi guys, works best with USDCHF
Default settings fit for me, you can tweak how much you want.
With default settings works well for 15min and 1min time-frame, for other time-frames, you need to tweak.
ES 1m EMA Bounce Scalp - High RR v6# MES/ES 1-Minute EMA Bounce Scalp – High RR with Partial & Trailing (100% Win Rate in Backtest Oct 2025–Jan 2026)
**Overview**
This is a high-probability, mean-reversion / trend-continuation scalping system designed for the Micro E-mini S&P 500 (MES) or E-mini S&P 500 (ES) on the **1-minute chart**. It enters on pullback bounces off the 20-period EMA during intraday sessions, using RSI momentum confirmation, volume filter, and ADX trend strength to select high-quality setups.
The core edge comes from:
- Tight initial stop (4 points)
- 50% partial profit at 1:1 RR (locks in quick wins and moves stop to breakeven)
- Remaining 50% trails aggressively (trail offset 2 points) to let winners run to 8–10 points (1:2+ effective RR)
**Key Features**
- Longs & Shorts symmetric (pullback bounce logic)
- Trades only during US RTH (9:30–16:00 ET)
- Filters: RSI >40 (long) / <60 (short), volume > 20-SMA, ADX(14) >20
- No martingale, no pyramiding, one trade at a time
- Bracket + trailing managed automatically in Pine Script
**Backtest Highlights** (Oct 23, 2025 – Jan 21, 2026 on ES1!)
- Total trades: 107
- Win rate: 100% (0 losers)
- Net profit (1 contract): $20,227.50 after commissions
- Commissions: $322.50 (~$3 round-trip)
- Max open (floating) drawdown: –$3,275 (never realized a loss)
- Avg P&L per trade: ~$189 (≈3.78 points net)
- Longs: 45 trades, avg hold ~2.2 hours
- Shorts: 62 trades, avg hold ~8.7 hours
- Largest single win: scaled equivalent to strong runners
**Risk & Position Sizing**
- Initial stop: 4 points (~$200 risk on 1 ES mini / $20 on 1 MES)
- Recommended live size: 1 ES contract (very conservative on $100k account)
- Max floating DD in test: ~65 points open loss (well under typical $3,000 trailing DD rules)
- Designed to respect strict drawdown limits — partials & trailing move most trades to breakeven quickly
**Important Notes & Disclaimer**
- 100% win rate over 107 trades is exceptional and likely period-specific (late-2025 bull/chop environment favored bounces + trailing).
- Forward-test / paper trade required before live capital. Real slippage, news events, and execution delays may reduce performance.
- Not financial advice. Past performance ≠ future results. Use at your own risk.
- Best used with low-commission futures broker (Tradovate, AMP, IBKR, etc.) and 1-contract sizing to start.
**How to Use**
1. Apply to MES1! or ES1! on 1-minute chart
2. Set alerts for entries (built-in strategy alerts work perfectly)
3. Forward-test in sim → monitor floating DD, hold times, and win consistency
4. Manual or webhook auto-execution (e.g., PickMyTrade/TradersPost for Tradovate)
Happy to iterate based on forward-test results. Share your live stats!
Cheers,
Chris Brown (@hockeybrown2011)
Dips Oleg Adaptive Dip‑Buying Strategy with Lot Precision & Smart Averaging
📘 Description
This strategy is a personalized adaptation of an idea originally developed by the respected author fullmax.
I reworked the concept to suit my own trading approach, adding lot‑precision rounding to avoid exchange quantity errors when using webhooks, and enhancing the visual and analytical components of the script.
🔧 What’s New in This Version
Configurable lot precision to ensure clean, exchange‑safe order sizes
Improved UI elements: base‑order labels, compact mini‑table, grouped settings
Dynamic safety‑order pricing based on price drops and scaling factors
Flexible date‑range filtering for controlled backtesting
Clear visualization of SMA threshold, safety levels, breakeven, and take‑profit
Adaptive threshold logic that adjusts depending on trend conditions
🎯 Core Logic
The strategy monitors how far price deviates from a short‑term SMA.
When the deviation crosses a user‑defined threshold, the script opens a base position.
If price continues to dip, the system deploys safety orders with:
scalable volume
scalable distance
precise rounding for compatibility with webhook automation
Once the position is built, the strategy manages exits using a fixed take‑profit target.
A breakeven reference line and auto‑cleanup logic help maintain clarity and prevent stale orders.
⚙️ Feature Overview
Dip‑based entry logic with bull/bear threshold switching
Safety orders with volume and step scaling
Take‑profit management
Breakeven visualization
Mini‑table showing real‑time position metrics
Clean chart overlays for easier interpretation
📝 Disclaimer
This script is intended for educational and analytical use.
It does not guarantee profits and should be tested thoroughly before being used in live trading.
boll+ATR更具布林上下轨道做5分钟短线的剥头皮策略，并且更具atr移动止盈止损
Add Bollinger Bands to the upper and lower bands for a 5-minute short-term charting strategy, and add ATR trailing stop-loss and take-profit orders.
Secuencia estricta (pendiente) HMA->RSI BB"The code combines a 100-period HMA as the first condition, and an RSI smoothed by a Bollinger Band set to default parameters of 24 and 1 standard deviation. The first condition is that the price is above or below the HMA. The second condition is that the RSI moves above or below the Bollinger Bands. Depending on how the conditions align, the system takes either a short or a long position."
VIX Crossing# VIX Crossing Strategy
## Overview
VIX Crossing is a quantitative trading strategy that combines volatility signals from the VIX index with trend confirmation from the Nasdaq-100 (NDX) to generate long entry signals. The strategy employs multiple exit conditions to manage risk and lock in profits systematically.
## Strategy Logic
### Entry Condition
The strategy initiates a long position when:
- **VIX Crossunder**: The VIX closing price crosses below its 5-bar simple moving average (SMA), signaling a decrease in implied volatility
- **AND NDX Confirmation**: The Nasdaq-100 closes above its 21-bar exponential moving average (EMA), confirming uptrend strength
This dual-signal approach reduces false entries by requiring both volatility normalization and positive market momentum.
### Exit Conditions
The strategy automatically closes positions when any of the following conditions are met:
1. **VIX Crossover (Volatility Exit)**: VIX closes above its SMA, indicating rising volatility
2. **Time-Based Exit**: Position is force-closed after 10 bars from entry, preventing prolonged drawdowns
3. **Take-Profit Exit**: Position closes when unrealized profit exceeds $3,000 per contract
4. **Stop-Loss Exit**: Position closes when unrealized loss exceeds $1,500 per contract
Exit conditions are evaluated each bar while the position is open, with explicit logging of the exit reason for trade analysis.
## Configuration Parameters
| Parameter | Default | Purpose |
|-----------|---------|---------|
| VIX SMA Length | 5 | Smoothing period for VIX volatility baseline |
| NDX EMA Length | 21 | Smoothing period for Nasdaq-100 trend confirmation |
| Force Close After X Bars | 10 | Maximum holding period in bars |
| TP Amount per Contract | $3,000 | Profit target per contract |
| SL Amount per Contract | $1,500 | Loss limit per contract |
## Risk Management Features
- **Position Sizing**: Capital allocation based on profit/loss per contract rather than fixed units, allowing for scalable risk
- **Dual Risk Controls**: Combined time-based and price-based exits prevent extended exposure
- **Profit Asymmetry**: 2:1 profit-to-loss ratio encourages risk/reward discipline
- **Contract-Based Accounting**: Profit targets and stop losses scale with position size
## Capital Requirements
- **Initial Capital**: $50,000
- **Commission**: $3 per contract (cash-based)
- **Instrument**: Designed for index-based derivatives or equities with liquid options markets
## Technical Indicators Used
- Simple Moving Average (SMA) for VIX smoothing
- Exponential Moving Average (EMA) for NDX trend detection
- Crossover/Crossunder detection for signal generation
## Underlying Assumptions
1. VIX crossunder events represent mean-reversion opportunities in Nasdaq-heavy portfolios
2. NDX EMA confirmation filters out uncorrelated volatility spikes
3. 10-bar holding period aligns with typical mean-reversion timeframes
4. Contract-based profit targets accommodate varying leverage levels
Session Liquidity Sweep + Trend ConfirmationThis strategy aims to capture high-probability intraday trades by combining liquidity sweeps with a trend confirmation filter. It is designed for traders who want a systematic approach to trade breakouts during specific market sessions while controlling risk with ATR-based stops.
How it Works:
Session Filter: Trades are only considered during a defined session (default 9:30 - 11:00). This helps avoid low-volume periods that can lead to false signals.
Trend Confirmation: The strategy uses a 50-period EMA to identify the market trend. Long trades are only taken in an uptrend, and short trades in a downtrend.
Liquidity Sweep Detection:
A long entry occurs when price dips below the prior N-bar low but closes back above it, indicating a potential liquidity sweep that stops being triggered before the trend continues upward.
A short entry occurs when price spikes above the prior N-bar high but closes below it, signaling a potential sweep of stops before the downward trend resumes.
ATR-Based Risk Management:
Stop loss is calculated using the Average True Range (ATR) multiplied by a configurable factor (default 1.5).
Take profit is set based on a risk-reward ratio (default 2.5x).
Position Sizing: Default position size is 5% of equity per trade, making it suitable for risk-conscious trading.
Inputs:
Session Start/End (HHMM)
Liquidity Lookback Period (number of bars to define prior high/low)
ATR Length for stop calculation
ATR Stop Multiplier
Risk-Reward Ratio
EMA Trend Filter Length
Visuals:
Prior Liquidity High (red)
Prior Liquidity Low (green)
EMA Trend (blue)
Why Use This Strategy:
Captures stop-hunt moves often triggered by larger market participants.
Only trades with trend confirmation, reducing false signals.
Provides automatic ATR-based stop loss and take profit for consistent risk management.
Easy to adjust session time, ATR, EMA length, and risk-reward to suit your trading style.
Important Notes:
Assumes 0.05% commission and 1-pip slippage. Adjust according to your broker.
Not financial advice; intended for educational, backtesting, or paper trading purposes.
Always test strategies thoroughly before applying to live accounts.
ezzy Golden Cross mit Target und StopA simple crossover system based on SMA 50 and SMA 200 including percentage target and stop loss.
ezzy_goldencross This strategy is a simple crossover trading strategy using SMA 50 and SMA 200 (long only). I also implemented a percentage profit target and stop loss.
Big Trend Catcher: Quad-Gate & VCP & ATR trailing Swing TradeThe Strategy Philosophy
This is designed for Daily Charts to capture the large chunks if not all of a primary trend. It focuses on the "VCP" (Volatility Contraction Pattern), combined with high-grade momentum filtering.
1. How VCP (The Quiet Zone) is Calculated
The script identifies "Volatility Contraction" by measuring the Bollinger Band Width (BBW).
* The Math: It calculates the standard BBW: $(Upper Band - Lower Band) / Mid Band$.
* The "Quiet" Threshold: It compares the current width to its own 50-period Simple Moving Average.
* The Signal: When the current width is narrower than the 50-period average, the stock is in a "Quiet Zone" (represented by the blue background). This indicates energy is coiling for a potential breakout.
2. How Rate of Change (ROC) is Calculated
Unlike a standard ROC, this "Wizard" version uses a smoothed momentum filter to reduce whipsaws:
* Raw ROC: First, it calculates the raw percentage change over 15 bars: $100 x (Close / Close(15) - 1).
* Smoothing: This raw value is then smoothed using a 10-period EMA.
* The Gate: The ROC Gate only turns green when this smoothed value is greater or equal to 0, ensuring the stock has genuine upward velocity before you enter.
3. What the Indicators on the Chart Show
* Yellow Line (20 EMA): Your "Tactical Line." It tracks short-term momentum and acts as a trigger for Phoenix re-entries.
* Blue/Gray Line (100 EMA): Your "Regime Filter." It turns Blue when the trend slope is positive and Gray when negative.
* Thin Gray Outer Bands: These are Bollinger Bands set at 3 Standard Deviations from the 100 EMA. They mark extreme "Climax Zones" where price is statistically overextended.
* Stepped Red/Green Line (ATR Stop): The "Iron Floor." It uses a 20-period ATR with a 3.0 multiplier and an HHV (Highest High Value) lookback to ensure the stop only moves up, never down.
* Yellow Crosses (Gate Wait): These small icons appear above the bars when a signal has been detected but one or more "Wizard Gates" (such as the ROC or 100 EMA Slope) are not yet satisfied, signifying the strategy is waiting for full confirmation.
4. How to Trade This Strategy
* Step 1: The Setup: Look for the Blue Background on the daily chart, signifying a Volatility Contraction.
* Step 2: The Entry: An Initial Entry (Lime Triangle) fires when the price breaks out of the Quiet Zone with a volume spike. This volume must be greater than 1.3 times the 20-period Simple Moving Average of volume to confirm significant buying interest. An entry only occurs when all Quad-Gates (ROC, EMA Slope, Price > ATR) are satisfied.
* Step 3: Pyramiding: If the trend gains "Velocity" (price > 10% from entry), the script will signal a second unit to maximize gains during runaway moves.
* Step 4: The Exit: Sell the entire position if the price closes below the ATR Trailing Stop (Trend Death) or if the 100 EMA trend turns down.
5. The Phoenix Re-entry
If you are stopped out but the stock immediately recovers above the 20 EMA within 10 bars, a Phoenix Entry (Orange Triangle) will fire. This allows you to catch "Power Resumptions" where the initial shakeout was a bear trap.
Strategy EMA trend & MACD 5m-15mStrategy using multiple EMAs as a trend & MACD as a signal, using 5m and 15m timeframe, 5m is a main timeframe.
