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Institutional Execution Engine v3 [Nishith Rajwar] Institutional Execution Engine v3 Market-Structure-Driven Execution Framework (Indicator + Strategy Hybrid) The **Institutional Execution Engine v3** is a professional-grade execution framework designed to model **how institutional participants interact with liquidity, volatility regimes, and market structure**. It is built for **index traders, crypto traders, and systematic intraday participants** who require **non-repainting, forward-validated signals** with strict risk control. This is **not a mashup of indicators**. Every module is purpose-built and interacts through a unified execution pipeline. --- 🔍 Core Concepts & Methodology 1️⃣ Market Structure & POI Engine * Identifies **Points of Interest (POIs)** using swing structure, volatility context, and liquidity positioning * POIs are **confirmed only after bar close** (strict non-repaint enforcement) * Adaptive pivot sensitivity based on selected execution preset 2️⃣ Liquidity-Aware Scoring System Each potential trade is filtered through a **multi-factor execution score**, including: * Structural alignment * Volatility normalization (ATR regime) * Liquidity reaction quality * Directional efficiency Trades are only allowed when the **minimum institutional score threshold** is met. 3️⃣ Regime Detection (Forward-Walk Safe) The engine dynamically classifies market conditions into execution regimes: * Trending * Rotational * Mean-reverting Regime detection is **forward-walk compatible** and does **not leak future data**. 4️⃣ Risk-First Execution Model * ATR-normalized stop placement * R-multiple-based take-profit targeting * Optional **single-trade-per-session guard** * Strategy engine includes **open-trade protection** to prevent over-execution 5️⃣ Strategy + Indicator Hybrid This script can be used in **two ways**: * **Indicator mode** → discretionary execution with visual POIs, signals, and context * **Strategy mode** → systematic backtesting with full TradingView Strategy Tester support Both modes share the **same execution logic** (no divergence). --- ⚙️ Preset-Driven Architecture Built-in execution presets auto-configure internal parameters without changing core logic: * **Scalp (Index)** * **Daytrade (Index)** * **Crypto Intraday** * **Institutional Research (FWalk)** Presets adjust pivot sensitivity, score thresholds, ATR behavior, and risk profile — while preserving execution integrity. --- ## 🚫 Non-Repainting & Data Integrity * No look-ahead bias * No future bar references * No repainting signals * VWAP and regime logic reset correctly per session * Safe handling of strategy.opentrades to avoid execution errors All signals are **bar-close confirmed**. --- 📊 Who This Is For ✔ Index traders (NIFTY / BANKNIFTY / SENSEX) ✔ Crypto intraday traders ✔ Systematic traders validating execution logic ✔ Traders who value **structure + liquidity + risk discipline** over indicators --- ⚠️ Disclaimer This script is a **research and execution framework**, not financial advice. Always forward-test and adapt risk parameters to your instrument and timeframe. --- **Author:** Nishith Rajwar **Version:** v3 **Execution Philosophy:** Trade where institutions execute — not where indicators react.
Стратегия Pine Script®
от nishith85441
6
ARVEXV1“Failed Reversal – Opposite Candle Only (No Doji/Hammer/Hanging Man)”: This strategy captures failed reversal attempts where the current candle is opposite to the previous candle and volume is higher. It enters long if a bearish candle fails to break a previous bullish candle’s low, and short if a bullish candle fails to break a previous bearish candle’s high. Signals are canceled for Doji, Hammer, or Hanging Man candles. Entries only, fully backtestable.
Стратегия Pine Script®
от riccabunalda
ARVEX V1“Failed Reversal – Opposite Candle Only (No Doji/Hammer/Hanging Man)”: This strategy captures failed reversal attempts where the current candle is opposite to the previous candle and volume is higher. It enters long if a bearish candle fails to break a previous bullish candle’s low, and short if a bullish candle fails to break a previous bearish candle’s high. Signals are canceled for Doji, Hammer, or Hanging Man candles. Entries only, fully backtestable.
Стратегия Pine Script®
от riccabunalda
Buy-Dip / Sell-Pullback Buy the Dip / Sell the Pullback – Trend-Following Strategy (EOD → Next Day Execution) Overview This is a trend-following futures strategy designed to participate in pullbacks within established trends, not to predict reversals. It works on End-of-Day (EOD) confirmation and executes trades on the next trading session, making it suitable for positional and swing traders. The strategy combines momentum, trend direction, volatility, and price location to filter for high-quality setups while avoiding overtrading. 🔍 Core Philosophy Trade only in the direction of the prevailing trend Buy dips in uptrends Sell pullbacks in downtrends Avoid chasing price after extended gaps Use volatility-adjusted risk management (ATR-based SL & targets) 📊 Indicators Used RSI (20) Measures underlying momentum strength Stochastic Oscillator (55, 34, 21) Confirms pullback exhaustion within a trend Supertrend (10, 2) Defines primary trend direction Bollinger Bands (20, 2) Provides structural trend bias ATR (5) Used for: Entry gap filter Stop-loss Profit target Supertrend buffer ✅ Long (Buy) Setup – Evaluated at EOD A long setup is generated when all of the following conditions are satisfied at the close of the trading day: RSI(20) is above the bullish threshold (default: 48) Stochastic %K is above %D (confirming pullback momentum) Supertrend direction is bullish Price is near or above Supertrend, allowing a volatility-adjusted buffer (ATR-based) Price is above the Bollinger Band middle line This combination ensures: The market is trending up Momentum supports continuation The pullback is controlled, not a breakdown ❌ Short (Sell) Setup – Evaluated at EOD A short setup is generated when: RSI(20) is below the bearish threshold (default: 52) Stochastic %K is below %D Supertrend direction is bearish Price is near or below Supertrend, with an ATR buffer Price is below the Bollinger Band middle line This filters for pullbacks within sustained downtrends. ⏰ Trade Execution Logic (Next Day Rule) Once a setup is confirmed at EOD, a trade is attempted on the next trading session To avoid chasing gaps: Long trades are allowed only if price does not move more than a defined multiple of the previous day’s True Range Short trades follow the same logic in reverse This is implemented via limit orders, ensuring realistic backtesting and execution behavior 🛑 Risk Management All exits are volatility-adjusted using ATR: Stop-Loss: 1.1 × ATR(5) from entry price Target: 2.2 × ATR(5) from entry price This results in a risk–reward ratio of approximately 1:2 ATR is frozen at entry to avoid forward-looking bias. 🧠 Why This Strategy Works Avoids low-quality trades during consolidation Participates only when trend + momentum align Prevents emotional gap-chasing Adapts automatically to changing volatility Suitable for index futures and liquid stocks 📌 Recommended Usage Timeframe: Daily Instruments: Index Futures (e.g. NIFTY, BANKNIFTY) Highly liquid stocks Market Type: Trending markets Not ideal for: Sideways or low-volatility environments ⚙️ Customization Tips You can control trade frequency and aggressiveness by adjusting: RSI thresholds Supertrend buffer (ATR multiple) Gap filter multiplier Stochastic edge parameter Looser settings → more trades Stricter settings → higher selectivity ⚠️ Disclaimer This strategy is for educational and research purposes only. Backtest results do not guarantee future performance. Always validate with paper trading before deploying real capital.
Стратегия Pine Script®
от Praveenmishrainvestments
PMax - Asymmetric MultipliersDescription: This script is an enhanced version of the popular PMax (Profit Maximizer) indicator, originally developed by KivancOzbilgic. It has been converted into a full strategy with advanced customization options for backtesting and trend following. Key Features & Modifications: Asymmetric ATR Multipliers: Unlike the standard version, this script allows you to set different ATR multipliers for Upper (Short/Resistance) and Lower (Long/Support) bands. Default Upper: 1.5 (Tighter trailing for Short positions) Default Lower: 3.0 (Wider trailing for Long positions to avoid whipsaws) Expanded MA Types: Added HULL (HMA) and VAR (Variable Index Dynamic Average) options. VAR is highly recommended for filtering out noise in ranging markets. HULL is ideal for scalping and faster reactions. Built-in Risk Management: A fixed 5% Stop Loss mechanism is integrated into the strategy. It protects your capital by closing positions if the price moves 5% against you, even if the trend hasn't reversed yet. Visibility Fix: Solved the issue where the PMax line would disappear or start at zero in the initial bars. How to Use: Use the VAR MA type for trend following in volatile markets. Adjust the "Stop Loss Percent" input to fit your risk appetite. The strategy employs an "Always In" logic (Long/Short) but respects the hard Stop Loss. Credits: Original PMax logic by KivancOzbilgic.
Стратегия Pine Script®
от algotrader06
6
Crypto LONG PYThis trading approach is a powerful combination of technical tools aimed at taking advantage of market fluctuations with precision and reliability. By integrating Bollinger Bands (BB), the Relative Strength Index (RSI), Exponential Moving Averages (EMA), and Fibonacci retracement levels (Fib), we create a strategy that captures key market moves and helps identify optimal entry and exit points, all within the context of the New York market conditions (NY). Bollinger Bands provide insight into market volatility, offering signals about potential extreme price movements. The RSI is used to measure momentum and assess overbought or oversold conditions, indicating when the market might be nearing a reversal. Meanwhile, EMAs add a layer of smoothing, allowing us to observe short- and medium-term trends, helping filter out false signals and providing a clearer view of the overall market direction. Additionally, Fibonacci retracements are integrated to identify key support and resistance levels, pinpointing potential areas of price retracement and continuation. When combined, these indicators offer a holistic approach to navigating the markets, enabling traders to make data-driven, informed decisions. This approach is ideal for traders looking for a meticulous methodology for trading during the NY session, where liquidity and volatility tend to be at their highest. Leverage the synergy between these indicators to optimize your trading strategy and maximize your market performance.
Стратегия Pine Script®
от Saletrader1
Optimized BTC Mean Reversion (RSI 20/65)📈 Optimized BTC Mean Reversion (RSI 20/65) Optimized BTC Mean Reversion (RSI 20/65) is a rule-based trading strategy designed to capture mean-reversion moves in strong market structures, primarily optimized for Bitcoin, but adaptable to other liquid cryptocurrencies. The strategy combines RSI extremes, Stochastic momentum, and EMA trend filtering to identify high-probability reversal zones while maintaining strict risk management. 🔍 Strategy Logic This system focuses on entering trades when price temporarily deviates from equilibrium, while still respecting the broader trend. ✅ Long Conditions RSI below 20 (oversold) Stochastic below 25 Price trading above the 200 EMA (or within a controlled deviation) Designed to buy sharp pullbacks in bullish conditions ❌ Short Conditions RSI above 65 (overbought) Stochastic above 75 Price trading below the 200 EMA Designed to sell relief rallies in bearish conditions 🛡 Risk Management Fixed Stop Loss: 4% Fixed Take Profit: 6% Risk/Reward: 1 : 1.5 No pyramiding (single position at a time) Full equity position sizing (adjustable) All exits are predefined at entry, ensuring consistency and emotional discipline. 📊 Indicators Used 200 EMA – Trend direction filter RSI (14) – Mean-reversion trigger (20 / 65 levels) Stochastic Oscillator – Momentum confirmation 👁 Visual Features EMA plotted directly on chart Real-time Stop Loss, Take Profit, and Entry Price lines Clear long/short entry markers Works on all timeframes (optimized for intraday and swing trading) 🔔 Alerts Long entry alerts Short entry alerts (Perfect for automation or discretionary execution) ⚠️ Disclaimer This strategy is intended for educational and research purposes only. Past performance does not guarantee future results. Always test on a demo account and adjust risk parameters to your own trading plan.
Стратегия Pine Script®
от malli_007
Double&Triple Pattern[TS_Indie]📌 Description – Double & Triple Pattern Indicator The Double & Triple Pattern Indicator is developed to help traders systematically and clearly identify Double Top, Double Bottom, Triple Top, and Triple Bottom chart patterns. ⚙️ Core Logic & Working Mechanism The Double & Triple Pattern Indicator is built on the concept of price swing formation, based on the logic of Trend Entry_0 , which focuses on structured market analysis and price action behavior. The indicator detects three main swing points (Swing 1, Swing 2, and Swing 3). A Fibonacci Box is then created using Swing A and Swing B as reference points to define the swing detection zone. When all three swings remain inside the defined Fibonacci Box, the structure is considered a valid Price Action setup. The indicator then plots key lines on the chart: ➩ Break Line – used to confirm the signal (confirmation) ➩ Cancel Line – used to invalidate the price action if price moves against the conditions ➛ When price breaks the Break Line , the structure is confirmed and a Pending Order is placed at Swing B , with the Stop Loss set at Swing 1. ➛ If price breaks the Cancel Line first, the price action structure is immediately invalidated. ⚙️ Fibonacci Entry Zone & Change SL Settings ➩ When Fibo Entry Zone is set to 0, the Pending Order is placed directly at Swing B. ➩ When the value is greater than 0, the Pending Order is calculated using Fibonacci levels drawn from Swing B to the Stop Loss level. ➩ Change SL allows switching the Stop Loss reference between Swing 1 and Swing A. ⚙️ Min & Max Control for Swing Size : xATR When enabling Control Size Swing : xATR , the indicator filters Swing B based on the defined Min and Max range. This allows traders to selectively test larger or smaller swing-based price actions , depending on their trading strategy. ⭐ Pending Order Cancellation Conditions A Pending Order will be canceled under the following conditions: 1.A new Price Action signal appears on either the Buy or Sell side. 2.When Time Session is enabled, the Pending Order is canceled once price exits the selected session. 🕹 Order Management Rule When there is an active open position, the indicator restricts the creation of new Pending Orders to prevent overlapping positions. 💡 Double Pattern Example 💡 Triple Pattern Example ⚠️ Disclaimer This indicator is designed for technical analysis purposes only and does not constitute investment advice. Users should apply proper risk management and make decisions at their own discretion. 🥂 Community Sharing If you find parameter settings that work well or produce strong statistical results, feel free to share them with the community so we can improve and develop this indicator together.
Стратегия Pine Script®
от Truth_Strategy_Indie
2
Capitulation Detector StrategyA multi-factor capitulation detector designed to identify exhaustion points in extended trends. It focuses on fading capitulation moves after multi-leg trends with extreme volume and price extension. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE CONCEPT Capitulation occurs when the last holders give up — panic selling into lows or euphoric buying into highs. These moments create asymmetric opportunities because: Sentiment becomes maximally skewed Weak hands are flushed out Price deviates far from equilibrium The "fuel" for continuation is exhausted ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE 6 FACTORS Trend Persistence — Price stays on one side of 38 EMA for 12+ bars, confirming a sustained directional move Acceleration — Price stays on one side of 5 EMA for 3+ bars, showing the move is accelerating into exhaustion Volume Spike — Current bar volume ≥ 2x the 20-bar average Body Expansion — Candle body ≥ 1.5x average, showing conviction/panic in the move Extension — Price is 2+ ATR away from the 38 EMA, indicating overextension from equilibrium Multi-Leg Structure — At least 3 consecutive lower lows (for longs) or higher highs (for shorts) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL LOGIC Bullish Capitulation: 4+ factors align + price below 38 EMA + down candle + volume spike Bearish Capitulation: 4+ factors align + price above 38 EMA + up candle + volume spike The strategy enters counter-trend, fading the exhaustion move. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ EXIT OPTIONS ATR-based stop loss (default: 2 ATR) ATR-based take profit (default: 3 ATR) Optional trailing stop Time filter for session-specific trading ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ BEST PRACTICES Works best on liquid instruments with clean trends More reliable after 3+ legs in the trend Higher conviction when daily AND intraday timeframes align "The bigger and more extended, the better" Consider VWAP as additional confirmation (not coded here) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS GUIDE Min Score: Increase for fewer, higher-quality signals Volume Spike Multiplier: 2x; increase for stricter filter Extension ATR: Higher values = more overextended setups only Trend Bars Min: Higher values = longer established trends required ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERTS Bullish Capitulation (potential long) Bearish Capitulation (potential short) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This is a counter-trend strategy — inherently higher risk than trend-following. Always use proper position sizing and risk management. Backtest thoroughly on your specific instruments and timeframes.
Стратегия Pine Script®
от MagnetickAI
Strategy with VWRSI and SAVE orders Long or Short or BothVWRSI is very powerful indicator coded by Algo Alpha and I Make Strategy of it But there is no stop loss instate the Strategy is using Save orders to minimize the market manipulation The best to used is side way market with long and short enable The Strategy trigger long or short market order - long - ta.crossover(rsi, 20) short - ta.crossunder(rsi, 80) And if is not take profit from the first trade start with the save trades until will do the sum of the first order - base order and the save order can be adjust from the user as well the deviation from the first order IF some user have questions let me know
Стратегия Pine Script®
от fullmax
4
[SM-021] Gaussian Trend System [Optimized]This script is a comprehensive trend-following strategy centered around a Gaussian Channel. It is designed to capture significant market movements while filtering out noise during consolidation phases. This version (v2) introduces code optimizations using Pine Script v6 Arrays and a new Intraday Time Control feature. 1. Core Methodology & Math The foundation of this strategy is the Gaussian Filter, originally conceptualized by @DonovanWall. Gaussian Poles: Unlike standard moving averages (SMA/EMA), this filter uses "poles" (referencing signal processing logic) to reduce lag while maintaining smoothness. Array Optimization: In this specific iteration, the f_pole function has been refactored to utilize Pine Script Arrays. This improves calculation efficiency and rendering speed compared to recursive variable calls, especially when calculating deep historical data. Channel Logic: The strategy calculates a "Filtered True Range" to create High and Low bands around the main Gaussian line. Long Entry: Price closes above the High Band. Short Entry: Price closes below the Low Band. 2. Signal Filtering (Confluence) To reduce false signals common in trend-following systems, the strategy employs a "confluence" approach using three additional layers: Baseline Filter: A 200-period (customizable) EMA or SMA acts as a regime filter. Longs are only taken above the baseline; Shorts only below. ADX Filter (Volatility): The Average Directional Index (ADX) is used to measure trend strength. If the ADX is below a user-defined threshold (default: 20), the market is considered "choppy," and new entries are blocked. Momentum Check: A Stochastic RSI check ensures that momentum aligns with the breakout direction. 3. NEW: Intraday Session Filter Per user requests, a time-based filter has been added to restrict trading activity to specific market sessions (e.g., the New York Open). How it works: Users can toggle a checkbox to enable/disable the filter. Configuration: You can define a specific time range (Default: 09:30 - 16:00) and a specific Timezone (Default: New York). Logic: The strategy longCondition and shortCondition now check if the current bar's timestamp falls within this window. If outside the window, no new entries are generated, though existing trades are managed normally. 4. Risk Management The strategy relies on volatility-based exits rather than fixed percentage stops: ATR Stop Loss: A multiple of the Average True Range (ATR) is calculated at the moment of entry to set a dynamic Stop Loss. ATR Take Profit: An optional Reward-to-Risk (RR) ratio can be set to place a Take Profit target relative to the Stop Loss distance. Band Exit: If the trend reverses and price crosses the opposite band, the trade is closed immediately to prevent large drawdowns. Credits & Attribution Original Gaussian Logic: Developed by @DonovanWalll. This script utilizes his mathematical formula for the pole filters. Strategy Wrapper & Array Refactor: Developed by @sebamarghella. Community Request: The Intraday Session Filter was added to assist traders focusing on specific liquidity windows. Disclaimer: This strategy is for educational purposes. Past performance is not indicative of future results. Please use the settings menu to adjust the Session Time and Risk parameters to fit your specific asset class.
Стратегия Pine Script®
от sebamarghella
Multi-MA + RSI Pullback Strategy (Jordan)1️⃣ Strategy logic I’ll code From your screenshots: Indicators • EMAs: 600 / 200 / 100 / 50 • RSI: length 6, levels 80 / 20 Rules (simplified so a script can handle them): • Use a higher-timeframe trend filter (15m or 1h) using the EMAs. • Take entries on the chart timeframe (you can use 1m or 5m). • Long: • Higher-TF trend is up. • Price is pulling back into a zone (between 50 EMA and 100 EMA on the entry timeframe – this approximates your 50–61% retrace). • RSI crosses below 20 (oversold). • Short: • Higher-TF trend is down. • Price pulls back between 50 & 100 EMAs. • RSI crosses above 80 (overbought). • Exits: ATR-based stop + take-profit with adjustable R:R (2:1 or 3:1). • Max 4 trades per day. News filter & “only trade gold” you handle manually (run it on XAUUSD and avoid news times yourself – TradingView can’t read the economic calendar from code).
Стратегия Pine Script®
от jordana4r79
Volatility Trend FollowerThe script combines several classic technical analysis techniques: SuperTrend / Adaptive Band - The main idea comes from the SuperTrend indicator, which uses ATR (Average True Range) to create a trailing band that adapts to volatility ATR (Average True Range) - A volatility measure developed by J. Welles Wilder Jr. EMA (Exponential Moving Average) - Used as a global trend filter Heikin Ashi - An option to smooth prices and reduce noise
Стратегия Pine Script®
от Benji1302
Mutanabby_AI | ONEUSDT_MR1 ONEUSDT Mean-Reversion Strategy | 74.68% Win Rate | 417% Net Profit This is a long-only mean-reversion strategy designed specifically for ONEUSDT on the 1-hour timeframe. The core logic identifies oversold conditions following sharp declines and enters positions when selling pressure exhausts, capturing the subsequent recovery bounce. Backtested Period: June 2019 – December 2025 (~6 years) Performance Summary | Metric | Value | |--------|-------| | Net Profit | +417.68% | | Win Rate | 74.68% | | Profit Factor | 4.019 | | Total Trades | 237 | | Sharpe Ratio | 0.364 | | Sortino Ratio | 1.917 | | Max Drawdown | 51.08% | | Avg Win | +3.14% | | Avg Loss | -2.30% | | Buy & Hold Return | -80.44% | Strategy Logic : Entry Conditions (Long Only): The strategy seeks confluence of three conditions that identify exhausted selling: 1. Prior Move Filter:*The price change from 5 bars ago to 3 bars ago must be ≥ -7% (ensures we're not entering during freefall) 2. Current Move Filter: The price change over the last 2 bars must be ≤ 0% (confirms momentum is stalling or reversing) 3. Three-Bar Decline: The price change from 5 bars ago to 3 bars ago must be ≤ -5% (confirms a significant recent drop occurred) When all three conditions align, the strategy identifies a potential reversal point where sellers are exhausted. Exit Conditions: - Primary Exit: Close above the previous bar's high while the open of the previous bar is at or below the close from 9 bars ago (profit-taking on strength) - Trailing Stop: 11x ATR trailing stop that locks in profits as price rises Risk Management - Position Sizing:Fixed position based on account equity divided by entry price - Trailing Stop:11× ATR (14-period) provides wide enough room for crypto volatility while protecting gains - Pyramiding:Up to 4 orders allowed (can scale into winning positions) - **Commission:** 0.1% per trade (realistic exchange fees included) Important Disclaimers ⚠️ This is NOT financial advice. - Past performance does not guarantee future results - Backtest results may contain look-ahead bias or curve-fitting - Real trading involves slippage, liquidity issues, and execution delays - This strategy is optimized for ONEUSDT specifically — results may differ on other pairs - Always test before risking real capital Recommended Usage - Timeframe:*1H (as designed) - Pair: ONEUSDT (Binance) - Account Size: Ensure sufficient capital to survive max drawdown Source Code Feedback Welcome I'm sharing this strategy freely for educational purposes. Please: - Drop a comment with your backtesting results any you analysis - Share any modifications that improve performance - Let me know if you spot any issues in the logic Happy trading As a quant trader, do you think this strategy will survive in live trading? Yes or No? And why? I want to hear from you guys
Стратегия Pine Script®
от Mutanabby_AI
1