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NASDAQ 100 E-MINI FUTURES

BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System ## WHAT THIS STRATEGY DOES: This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Version**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Trading enabled - If ATR < threshold: No signals fire This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement. ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge. ### Stop Loss Placement: Stop losses are placed just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits. ### Trade Execution Logic: When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position): 1. Calculate entry price at zone boundary 2. Calculate TP and SL based on selected method 3. Execute strategy.entry() with calculated position size 4. Place strategy.exit() with TP limit and SL stop orders 5. Update info table with active trade details The strategy enforces one position at a time by checking strategy.position_size == 0 before entry. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ### Position Sizing System: Three methods calculate position size: **Fixed Contracts**: - Uses exact contract quantity specified in settings - Best for futures traders (e.g., "trade 2 NQ contracts") **Percentage of Equity**: - position_size = (strategy.equity × equity_pct / 100) / close - Dynamically scales with account growth **Cash Amount**: - position_size = cash_amount / close - Maintains consistent dollar exposure regardless of price ## INPUT PARAMETERS: ### Position Sizing: - **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount - **Number of Contracts**: Fixed quantity per trade (1-1000) - **% of Equity**: Percentage of account to allocate (1-100%) - **Cash Amount**: Dollar value per position ($100+) ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long entries on/off - **Enable Short Scalps**: Toggle short entries on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time strategy status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Color Settings**: Customize long/short/TP/SL colors ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short entries - **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status ## HOW TO USE: ### For 1-3 Minute Scalping (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars - Position Size: 1-2 contracts ### For 5-15 Minute Day Trading: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - Position Size: Fixed contracts or 5-10% equity ### For 30-60 Minute Swing Scalping: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - Position Size: % of equity recommended ## BACKTEST CONSIDERATIONS: - Strategy performs best in ranging, mean-reverting markets - Strong trending markets produce more stop losses as price breaks channels - ATR filter significantly reduces trade count but improves quality during low volatility - Cooldown period trades signal quantity for signal quality - Commission and slippage materially impact sub-5-minute timeframe performance - Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions - % of Channel TP adapts better to varying channel sizes than fixed points - Fixed contract sizing recommended for consistent risk per trade in futures **Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability. ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality. ## KNOWN LIMITATIONS: - Immediate touch entry can fire multiple times in choppy zones without adequate cooldown - Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size - ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation) - Mean reversion logic fails in strong breakout scenarios leading to stop loss hits - Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price - No partial closing capability - full position exits at TP or SL only - Strategy does not account for gap openings or overnight holds ## RISK DISCLOSURE: Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively. ## ACKNOWLEDGMENT & CREDITS: This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
Стратегия Pine Script®
от TradeManager_PRO
BOCS Channel Scalper Indicator - Mean Reversion Alert System# BOCS Channel Scalper Indicator - Mean Reversion Alert System ## WHAT THIS INDICATOR DOES: This is a mean reversion trading indicator that identifies consolidation channels through volatility analysis and generates alert signals when price enters entry zones near channel boundaries. **This indicator version is designed for manual trading with comprehensive alert functionality.** Unlike automated strategies, this tool sends notifications (via popup, email, SMS, or webhook) when trading opportunities occur, allowing you to manually review and execute trades. The system assumes price will revert to the channel mean, identifying scalp opportunities as price reaches extremes and preparing to bounce back toward center. ## INDICATOR VS STRATEGY - KEY DISTINCTION: **This is an INDICATOR with alerts, not an automated strategy.** It does not execute trades automatically. Instead, it: - Displays visual signals on your chart when entry conditions are met - Sends customizable alerts to your device/email when opportunities arise - Shows TP/SL levels for reference but does not place orders - Requires you to manually enter and exit positions based on signals - Works with all TradingView subscription levels (alerts included on all plans) **For automated trading with backtesting**, use the strategy version. For manual control with notifications, use this indicator version. ## ALERT CAPABILITIES: This indicator includes four distinct alert conditions that can be configured independently: **1. New Channel Formation Alert** - Triggers when a fresh BOCS channel is identified - Message: "New BOCS channel formed - potential scalp setup ready" - Use this to prepare for upcoming trading opportunities **2. Long Scalp Entry Alert** - Fires when price touches the long entry zone - Message includes current price, calculated TP, and SL levels - Notification example: "LONG scalp signal at 24731.75 | TP: 24743.2 | SL: 24716.5" **3. Short Scalp Entry Alert** - Fires when price touches the short entry zone - Message includes current price, calculated TP, and SL levels - Notification example: "SHORT scalp signal at 24747.50 | TP: 24735.0 | SL: 24762.75" **4. Any Entry Signal Alert** - Combined alert for both long and short entries - Use this if you want a single alert stream for all opportunities - Message: "BOCS Scalp Entry: at " **Setting Up Alerts:** 1. Add indicator to chart and configure settings 2. Click the Alert (⏰) button in TradingView toolbar 3. Select "BOCS Channel Scalper" from condition dropdown 4. Choose desired alert type (Long, Short, Any, or Channel Formation) 5. Set "Once Per Bar Close" to avoid false signals during bar formation 6. Configure delivery method (popup, email, webhook for automation platforms) 7. Save alert - it will fire automatically when conditions are met **Alert Message Placeholders:** Alerts use TradingView's dynamic placeholder system: - {{ticker}} = Symbol name (e.g., NQ1!) - {{close}} = Current price at signal - {{plot_1}} = Calculated take profit level - {{plot_2}} = Calculated stop loss level These placeholders populate automatically, creating detailed notification messages without manual configuration. ## KEY DIFFERENCE FROM ORIGINAL BOCS: **This indicator is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities: - **Original BOCS**: 1-3 signals per channel (only on breakout) - **Scalper Indicator**: 5-15+ signals per channel (every touch of entry zones) - **Trade Style**: Mean reversion vs trend following - **Hold Time**: Seconds to minutes vs minutes to hours - **Best Markets**: Ranging/choppy conditions vs trending breakouts This makes the indicator ideal for active day traders who want continuous alert opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased signal frequency also means higher potential commission costs and requires disciplined trade selection when acting on alerts. ## TECHNICAL METHODOLOGY: ### Price Normalization Process: The indicator normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis. ### Volatility Detection: A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The indicator uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars). ### Channel Formation Logic: When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The indicator tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas. ### Entry Signal Generation: The indicator uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%): - **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2) - **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2) Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. Visual markers (arrows and labels) appear on chart, and configured alerts fire immediately. ### Cooldown Filter: An optional cooldown period (measured in bars) prevents alert spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long alert will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period. ### ATR Volatility Filter: The indicator includes a multi-timeframe ATR filter to avoid alerts during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while viewing 5-minute charts). The filter compares current ATR to a user-defined minimum threshold: - If ATR ≥ threshold: Alerts enabled - If ATR < threshold: No alerts fire This prevents notifications during dead zones where mean reversion is unreliable due to insufficient price movement. The ATR status is displayed in the info table with visual confirmation (✓ or ✗). ### Take Profit Calculation: Two TP methods are available: **Fixed Points Mode**: - Long TP = Entry + (TP_Ticks × syminfo.mintick) - Short TP = Entry - (TP_Ticks × syminfo.mintick) **Channel Percentage Mode**: - Long TP = Entry + (ChannelRange × TP_Percent) - Short TP = Entry - (ChannelRange × TP_Percent) Default 50% targets the channel midline, a natural mean reversion target. These levels are displayed as visual lines with labels and included in alert messages for reference when manually placing orders. ### Stop Loss Placement: Stop losses are calculated just outside the channel boundary by a user-defined tick offset: - Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick) - Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick) This logic assumes channel breaks invalidate the mean reversion thesis. SL levels are displayed on chart and included in alert notifications as suggested stop placement. ### Channel Breakout Management: Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations. ## INPUT PARAMETERS: ### Channel Settings: - **Nested Channels**: Allow multiple overlapping channels vs single channel - **Normalization Length**: Lookback for high/low calculation (1-500, default 100) - **Box Detection Length**: Period for volatility detection (1-100, default 14) ### Scalping Settings: - **Enable Long Scalps**: Toggle long alert generation on/off - **Enable Short Scalps**: Toggle short alert generation on/off - **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%) - **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5) - **Cooldown Period (Bars)**: Minimum spacing between alerts (0 = no cooldown) ### ATR Filter: - **Enable ATR Filter**: Toggle volatility filter on/off - **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.) - **ATR Length**: Smoothing period (1-100, default 14) - **Min ATR Value**: Threshold for alert enablement (0.1+, default 10.0) ### Take Profit Settings: - **TP Method**: Choose Fixed Points or % of Channel - **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30) - **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%) ### Appearance: - **Show Entry Zones**: Toggle zone labels on channels - **Show Info Table**: Display real-time indicator status - **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right) - **Long Color**: Customize long signal color (default: darker green for readability) - **Short Color**: Customize short signal color (default: red) - **TP/SL Colors**: Customize take profit and stop loss line colors - **Line Length**: Visual length of TP/SL reference lines (5-200 bars) ## VISUAL INDICATORS: - **Channel boxes** with semi-transparent fill showing consolidation zones - **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼" - **Entry signal arrows** below/above bars marking long/short alerts - **TP/SL reference lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL) - **Info table** showing channel status, last signal, entry/TP/SL prices, risk/reward ratio, and ATR filter status - **Visual confirmation** when alerts fire via on-chart markers synchronized with notifications ## HOW TO USE: ### For 1-3 Minute Scalping with Alerts (NQ/ES): - ATR Timeframe: "1" (1-minute) - ATR Min Value: 10.0 (for NQ), adjust per instrument - Entry Zone %: 20-25% - TP Method: Fixed Points, 20-40 ticks - SL Offset: 5-10 ticks - Cooldown: 2-3 bars to reduce alert spam - **Alert Setup**: Configure "Any Entry Signal" for combined long/short notifications - **Execution**: When alert fires, verify chart visuals, then manually place limit order at entry zone with provided TP/SL levels ### For 5-15 Minute Day Trading with Alerts: - ATR Timeframe: "5" or match chart - ATR Min Value: Adjust to instrument (test 8-15 for NQ) - Entry Zone %: 20-30% - TP Method: % of Channel, 40-60% - SL Offset: 5-10 ticks - Cooldown: 3-5 bars - **Alert Setup**: Configure separate "Long Scalp Entry" and "Short Scalp Entry" alerts if you trade directionally based on bias - **Execution**: Review channel structure on alert, confirm ATR filter shows ✓, then enter manually ### For 30-60 Minute Swing Scalping with Alerts: - ATR Timeframe: "15" or "30" - ATR Min Value: Lower threshold for broader market - Entry Zone %: 25-35% - TP Method: % of Channel, 50-70% - SL Offset: 10-15 ticks - Cooldown: 5+ bars or disable - **Alert Setup**: Use "New Channel Formation" to prepare for setups, then "Any Entry Signal" for execution alerts - **Execution**: Larger timeframes allow more analysis time between alert and entry ### Webhook Integration for Semi-Automation: - Configure alert webhook URL to connect with platforms like TradersPost, TradingView Paper Trading, or custom automation - Alert message includes all necessary order parameters (direction, entry, TP, SL) - Webhook receives structured data when signal fires - External platform can auto-execute based on alert payload - Still maintains manual oversight vs full strategy automation ## USAGE CONSIDERATIONS: - **Manual Discipline Required**: Alerts provide opportunities but execution requires judgment. Not all alerts should be taken - consider market context, trend, and channel quality - **Alert Timing**: Alerts fire on bar close by default. Ensure "Once Per Bar Close" is selected to avoid false signals during bar formation - **Notification Delivery**: Mobile/email alerts may have 1-3 second delay. For immediate execution, use desktop popups or webhook automation - **Cooldown Necessity**: Without cooldown, rapidly touching price action can generate excessive alerts. Start with 3-bar cooldown and adjust based on alert volume - **ATR Filter Impact**: Enabling ATR filter dramatically reduces alert count but improves quality. Track filter status in info table to understand when you're receiving fewer alerts - **Commission Awareness**: High alert frequency means high potential trade count. Calculate if your commission structure supports frequent scalping before acting on all alerts ## COMPATIBLE MARKETS: Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features are not included in this indicator version. Multi-timeframe ATR requires higher-tier TradingView subscription for request.security() functionality on timeframes below chart timeframe. ## KNOWN LIMITATIONS: - **Indicator does not execute trades** - alerts are informational only; you must manually place all orders - **Alert delivery depends on TradingView infrastructure** - delays or failures possible during platform issues - **No position tracking** - indicator doesn't know if you're in a trade; you must manage open positions independently - **TP/SL levels are reference only** - you must manually set these on your broker platform; they are not live orders - **Immediate touch entry can generate many alerts** in choppy zones without adequate cooldown - **Channel deletion at 10-tick breaks** may be too aggressive or lenient depending on instrument tick size - **ATR filter from lower timeframes** requires TradingView Premium/Pro+ for request.security() - **Mean reversion logic fails** in strong breakout scenarios - alerts will fire but trades may hit stops - **No partial closing capability** - full position management is manual; you determine scaling out - **Alerts do not account for gaps** or overnight price changes; morning alerts may be stale ## RISK DISCLOSURE: Trading involves substantial risk of loss. This indicator provides signals for educational and informational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Mean reversion strategies can experience extended drawdowns during trending markets. Alerts are not guaranteed to be profitable and should be combined with your own analysis. Stop losses may not fill at intended levels during extreme volatility or gaps. Never trade with capital you cannot afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Always verify alerts against current market conditions before executing trades manually. ## ACKNOWLEDGMENT & CREDITS: This indicator is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community. Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based alert generation, comprehensive alert condition system with customizable notifications, multi-timeframe ATR volatility filtering, cooldown period for alert management, dual TP methods (fixed points vs channel percentage), visual TP/SL reference lines, and real-time status monitoring table. This indicator version is specifically designed for manual traders who prefer alert-based decision making over automated execution.
Индикатор Pine Script®
от TradeManager_PRO
QQQ Ladder → Adjusted to Active Ticker (5s & 10s)This indicator allows you to a grid of QQQ levels directly on futures chart like NQ, MNQ, ES and MES, automatically adjusting for the spread between the displayed symbol and QQQ. This is particularly useful for traders who perform technical analysis on QQQ but execute trades on Futures. Features: Renders every 5 and 10 points steps of QQQ in your current chart. The script adjusts these levels in real-time based on the current spread between QQQ and the displayed symbol! Plots updated horizontal lines that move with the spread Supports Multiple Tickers, ES1!, MES1!, NQ1!, MNQ1! SPY and SPX500USD.
Индикатор Pine Script®
от alejandroveronn
NDX Ladder → Adjusted to Active Ticker (5s & 10s)This indicator allows you to a grid of NDX levels directly on the NQ! (E-mini NASDAQ 100 Futures) chart, automatically adjusting for the spread between NDX and NQ1!. This is particularly useful for traders who perform technical analysis on SPX but execute trades on NQ1!. Features: Renders every 5 and 10 points steps of the NDX in your current chart. The script adjusts these levels in real-time based on the current spread between NDX and NQ / MNQ Plots updated horizontal lines that move with the spread
Индикатор Pine Script®
от alejandroveronn
FlowStateTrader FlowState Trader - Advanced Time-Filtered Strategy ## Overview FlowState Trader is a sophisticated algorithmic trading strategy that combines precision entry signals with intelligent time-based filtering and adaptive risk management. Built for traders seeking to achieve their optimal performance state, FlowState identifies high-probability trading opportunities within user-defined time windows while employing dynamic trailing stops and partial position management. ## Core Strategy Philosophy FlowState Trader operates on the principle that peak trading performance occurs when three elements align: **Focus** (precise entry signals), **Flow** (optimal time windows), and **State** (intelligent position management). This strategy excels at finding reversal opportunities at key support and resistance levels while filtering out suboptimal trading periods to keep traders in their optimal flow state. ## Key Features ### 🎯 Focus Entry System **Support/Resistance Zone Trading**: - Dynamic identification of key price levels using configurable lookback periods - Entry signals triggered when price interacts with these critical zones - Volume confirmation ensures genuine breakout/reversal momentum - Trend filter alignment prevents counter-trend disasters **Entry Conditions**: - **Long Signals**: Price closes above support buffer, touches support level, with above-average volume - **Short Signals**: Price closes below resistance buffer, touches resistance level, with above-average volume - Optional trend filter using EMA or SMA for directional bias confirmation ### ⏰ FlowState Time Filtering System **Comprehensive Time Controls**: - **12-Hour Format Trading Windows**: User-friendly AM/PM time selection - **Multi-Timezone Support**: UTC, EST, PST, CST with automatic conversion - **Day-of-Week Filtering**: Trade only weekdays, weekends, or both - **Lunch Hour Avoidance**: Automatically skips low-volume lunch periods (12-1 PM) - **Visual Time Indicators**: Background coloring shows active/inactive trading periods **Smart Time Features**: - Handles overnight trading sessions seamlessly - Prevents trades during historically poor performance periods - Customizable trading hours for different market sessions - Real-time trading window status in dashboard ### 🛡️ Adaptive Risk Management **Multi-Level Take Profit System**: - **TP1**: First profit target with optional partial position closure - **TP2**: Final profit target for remaining position - **Flexible Scaling**: Choose number of contracts to close at each level **Dynamic Trailing Stop Technology**: - **Three Operating Modes**: - **Conservative**: Earlier activation, tighter trailing (protect profits) - **Balanced**: Optimal risk/reward balance (recommended) - **Aggressive**: Later activation, wider trailing (let winners run) - **ATR-Based Calculations**: Adapts to current market volatility - **Automatic Activation**: Engages when position reaches profitability threshold ### 📊 Intelligent Position Sizing **Contract-Based Management**: - Configurable entry quantity (1-1000 contracts) - Partial close quantities for profit-taking - Clear position tracking and P&L monitoring - Real-time position status updates ### 🎨 Professional Visualization **Enhanced Chart Elements**: - **Entry Zone Highlighting**: Clear visual identification of trading opportunities - **Dynamic Risk/Reward Lines**: Real-time TP and SL levels with price labels - **Trailing Stop Visualization**: Live tracking of adaptive stop levels - **Support/Resistance Lines**: Key level identification - **Time Window Background**: Visual confirmation of active trading periods **Dual Dashboard System**: - **Strategy Dashboard**: Real-time position info, settings status, and current levels - **Performance Scorecard**: Live P&L tracking, win rates, and trade statistics - **Customizable Sizing**: Small, Medium, or Large display options ### ⚙️ Comprehensive Customization **Core Strategy Settings**: - **Lookback Period**: Support/resistance calculation period (5-100 bars) - **ATR Configuration**: Period and multipliers for stops/targets - **Reward-to-Risk Ratios**: Customizable profit target calculations - **Trend Filter Options**: EMA/SMA selection with adjustable periods **Time Filter Controls**: - **Trading Hours**: Start/end times in 12-hour format - **Timezone Selection**: Four major timezone options - **Day Restrictions**: Weekend-only, weekday-only, or unrestricted - **Session Management**: Lunch hour avoidance and custom periods **Risk Management Options**: - **Trailing Stop Modes**: Conservative/Balanced/Aggressive presets - **Partial Close Settings**: Enable/disable with custom quantities - **Alert System**: Comprehensive notifications for all trade events ### 📈 Performance Tracking **Real-Time Metrics**: - Net profit/loss calculation - Win rate percentage - Profit factor analysis - Maximum drawdown tracking - Total trade count and breakdown - Current position P&L **Trade Analytics**: - Winner/loser ratio tracking - Real-time performance scorecard - Strategy effectiveness monitoring - Risk-adjusted return metrics ### 🔔 Alert System **Comprehensive Notifications**: - Entry signal alerts with price and quantity - Take profit level hits (TP1 and TP2) - Stop loss activations - Trailing stop engagements - Position closure notifications ## Strategy Logic Deep Dive ### Entry Signal Generation The strategy identifies high-probability reversal points by combining multiple confirmation factors: 1. **Price Action**: Looks for price interaction with key support/resistance levels 2. **Volume Confirmation**: Ensures sufficient market interest and liquidity 3. **Trend Alignment**: Optional filter prevents counter-trend positions 4. **Time Validation**: Only trades during user-defined optimal periods 5. **Zone Analysis**: Entry occurs within calculated buffer zones around key levels ### Risk Management Philosophy FlowState Trader employs a three-tier risk management approach: 1. **Initial Protection**: ATR-based stop losses set at strategy entry 2. **Profit Preservation**: Trailing stops activate once position becomes profitable 3. **Scaled Exit**: Partial profit-taking allows for both security and potential ### Time-Based Edge The time filtering system recognizes that not all trading hours are equal: - Avoids low-volume, high-spread periods - Focuses on optimal liquidity windows - Prevents trading during news events (lunch hours) - Allows customization for different market sessions ## Best Practices and Optimization ### Recommended Settings **For Scalping (1-5 minute charts)**: - Lookback Period: 10-20 - ATR Period: 14 - Trailing Stop: Conservative mode - Time Filter: Major session hours only **For Day Trading (15-60 minute charts)**: - Lookback Period: 20-30 - ATR Period: 14-21 - Trailing Stop: Balanced mode - Time Filter: Extended trading hours **For Swing Trading (4H+ charts)**: - Lookback Period: 30-50 - ATR Period: 21+ - Trailing Stop: Aggressive mode - Time Filter: Disabled or very broad ### Market Compatibility - **Forex**: Excellent for major pairs during active sessions - **Stocks**: Ideal for liquid stocks during market hours - **Futures**: Perfect for index and commodity futures - **Crypto**: Effective on major cryptocurrencies (24/7 capability) ### Risk Considerations - **Market Conditions**: Performance varies with volatility regimes - **Timeframe Selection**: Lower timeframes require tighter risk management - **Position Sizing**: Never risk more than 1-2% of account per trade - **Backtesting**: Always test on historical data before live implementation ## Educational Value FlowState serves as an excellent learning tool for: - Understanding support/resistance trading - Learning proper time-based filtering - Mastering trailing stop techniques - Developing systematic trading approaches - Risk management best practices ## Disclaimer This strategy is for educational and informational purposes only. Past performance does not guarantee future results. Trading involves substantial risk of loss and is not suitable for all investors. Users should thoroughly backtest the strategy and understand all risks before live trading. Always use proper position sizing and never risk more than you can afford to lose. --- *FlowState Trader represents the evolution of systematic trading - combining classical technical analysis with modern risk management and intelligent time filtering to help traders achieve their optimal performance state through systematic, disciplined execution.*
Стратегия Pine Script®
от TradeManager_PRO
1
NDX Levels Adjusted to Active TickerThis indicator allows you to plot custom NDX levels directly on the NQ1! (E-mini NASDAQ-100 Futures) chart, automatically adjusting for the spread between NDX and NQ1!. This is particularly useful for traders who perform technical analysis on NDX but execute trades on NQ1!. Features: Input up to three NDX key levels to track (e.g., 23000, 24000, 25000). The script adjusts these levels in real-time based on the current spread between NDX and NQ1! Displays the spread in the chart header for quick reference Plots updated horizontal lines that move with the spread Includes optional labels showing the spread periodically to reduce clutter Supports Multiple Tickers: NQ1!, QQQ, NAS100 and NAS100USD. Ideal for futures traders who want SPX context while trading NQ1!, QQQ, NAS100 or NAS100USD..
Индикатор Pine Script®
от alejandroveronn
Bull Flag DetectionThe FuturesGod bull flag indicator aims to identify the occurrence of bull flags. Bull flags are a popular trading pattern that allows users to gauge long entries into a given market. Flags consist of a pole that is followed by either a downward or sideways consolidation period. This script can be used on any market but was intended for futures (NQ, ES) trading on the intraday timeframe. The script does the following: 1. Identifies the occurrence of a flag pole. This is based on a lookback period and percentage threshold decided by the user. 2. Marks the consolidation area after the pole occurrence using swing highs and swing lows. 3. Visually the above is represented by a shaded green area. 4. When a pole is detected, it is marked by a downward off-white triangle. Note that if the percentage threshold is reached several times on the same upward climb, the script will continue to identify points where the threshold for pole detection is met. 5. Also visualized are the 20, 50 and 200 period exponential moving averages. The area between the 20 and 50 EMAs are shaded to provide traders a visual of a possible support area.
Индикатор Pine Script®
от xfuturesgod
1
ICT Index ScheduleNew ICT student here, decided to compile the daily schedule and salient levels for London and New York index sessions into one place to aid my learning – thought others might benefit from this too :) The script works with whatever timezone setting, however make sure to change your timezone to New York time if you want to have the proper time-price alignment (I personally find it helpful when studying). Here's a legend of all the elements displayed at once: London only: New York only: // Couldn't find a comprehensive script with all the elements included, s/o to @the1dv for their Days of Week script.
Индикатор Pine Script®
от toodegrees
7
Pre Market \ Opening Range High LowGreen vertical lines are showing pre market open and then the opening range as the first hour of market NYSE market open Pre market high and low are blue lines | intraday opening range high low are in white Trades are taken in the current direction above | below range breaks with the direction of price action using the moving averages Price breaking through moving averages and a range is the optimal trade to enter - exit at next range for target - stop loss below the lower | higher moving average depending on short or long A break above or below the intraday high or low and pre market high or low can give massive profits trailing your stop loss as price runs Using MA 5 and 12 to filter out entries and exits above or below the ranges short or long is also another strategy to implement BEST TIME FRAME TO USE IS 5 MINUTE
Индикатор Pine Script®
от LucrorStrategies
6
Equity Index Overnight FakeoutThis script highlights when price violates the highest high or lowest low within the user's selected lookback period, with the caveat that it occurs during the GLOBEX session. The script is designed to work exclusively with the trading hours for CME and CBOT Equity Index futures. I'm planning to make a more customizable version down the line. My reasoning behind this very simple script is that the low liquidity and participation of the overnight session creates a tendency for moves at extremes to mean revert. Let me know what you think.
Индикатор Pine Script®
от CSC1