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Panic Spike Reversal Strategy | KR3000Panic Spike Reversal Strategy | KR3000 This is a highly attractive yet dangerous trading tool, designed for traders who understand risk and are willing to face it. The core idea is simple but powerful: when the market experiences an abnormal surge or collapse within a higher timeframe, this strategy identifies those panic-driven spikes and enters against the move, aiming to capture the natural price mean reversion that often follows extreme emotional behavior. This strategy is not designed for comfort. It is designed for discipline, execution, and courage. 🔍 What This Strategy Does Monitors a higher timeframe (e.g. 1H) in real time Detects sharp upward or downward price spikes based on user-defined percentage thresholds Automatically enters contrarian positions: Spike up → Short Spike down → Long Optionally allows both directions within the same monitoring bar, selecting the stronger extreme when both occur Executes all entries only after bar close, ensuring non-repainting behavior Uses fixed percentage-based take profit and stop loss, fully adjustable by the user Limits signals to one trigger per monitoring timeframe bar (optional), preventing overtrading ⚙️ Core Logic & Principles Markets do not move in straight lines. Extreme moves are often driven by fear, greed, and forced liquidity, not balanced price discovery. This strategy is built on the assumption that: Violent price expansions are statistically unstable Panic moves frequently overextend, creating short-term opportunities in the opposite direction However, mean reversion is not guaranteed. This is why strict stop loss control is essential and fully configurable. ⚠️ Risk Warning This is a contrarian strategy by nature. It intentionally trades against strong momentum Losses can occur quickly if the trend continues It is not suitable for beginners Best used by experienced traders who understand: market structure volatility behavior and emotional discipline If you are looking for safety, this strategy is not for you. If you are looking for controlled danger with defined risk, this tool may be worth your attention. 🧠 Who This Strategy Is For Traders who specialize in mean reversion or fade setups Instruments with high liquidity and volatility (e.g. indices, gold, FX majors) Users who value transparent logic, non-repainting signals, and full parameter control Traders who accept that high reward potential comes with high psychological pressure
Стратегия Pine Script®
от Kr-3000
Tether Dynamics - Statistical Exhaustion EngineOverview This strategy detects statistical exhaustion in price movement by modeling price as a particle tethered to a dynamic anchor. When price stretches too far from equilibrium and multiple independent statistical detectors confirm anomalous behavior, the strategy identifies high-probability mean-reversion opportunities. Unlike simple oversold/overbought indicators, this system fuses concepts from classical mechanics , stochastic filtering , multivariate statistics , and statistical process control into a unified detection framework. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THEORETICAL FOUNDATION 1. The Tethered Particle Model The framework draws inspiration from Polyak's heavy ball method in optimization theory, where a particle with momentum navigates a loss landscape. Here, price is modeled as a particle connected to a moving anchor (adaptive EMA) by an elastic "chain" whose length scales with volatility (ATR). This creates a natural physics framework: Displacement (x) : Distance from anchor, normalized by chain length Velocity (v) : Rate of change of displacement Acceleration (a) : Rate of change of velocity This state vector defines the system's "phase space" — a complete description of price dynamics relative to equilibrium. 2. Adaptive Anchor (Kaufman Efficiency) The anchor uses an adaptive smoothing approach inspired by Perry Kaufman's Adaptive Moving Average. The Efficiency Ratio measures trend strength: ER = |Direction| / Volatility = |Price - Price | / Σ|ΔPrice| High efficiency (trending) → faster adaptation Low efficiency (choppy) → slower, more stable anchor This prevents whipsaws in ranging markets while staying responsive in trends. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DETECTION ARCHITECTURE The strategy employs three independent statistical detectors , each grounded in distinct mathematical frameworks. A signal fires when price shows extended tension AND any detector confirms anomalous behavior AND momentum is decelerating (exhaustion). Detector 1: Mahalanobis Distance (Multivariate Outlier Detection) The Mahalanobis distance measures how "unusual" the current state vector is, accounting for correlations between displacement, velocity, and acceleration: D² = (x - μ)ᵀ Σ⁻¹ (x - μ) Where Σ is the full 3×3 covariance matrix. Under multivariate normality, D² follows a chi-squared distribution with 3 degrees of freedom: χ²(3, 0.90) = 6.25 → 10% of observations exceed this χ²(3, 0.95) = 7.81 → 5% of observations exceed this This detector identifies states that are jointly extreme — even if no single variable looks unusual alone. Why it matters: A price might have moderate displacement and moderate velocity, but the combination could be highly improbable. Mahalanobis captures this multivariate structure that univariate indicators miss. Detector 2: CUSUM Change-Point Detection Cumulative Sum (CUSUM) is a sequential analysis technique from statistical process control. It accumulates standardized deviations from the mean: S⁺ₜ = max(0, S⁺ₜ₋₁ + zₜ - drift) S⁻ₜ = min(0, S⁻ₜ₋₁ + zₜ + drift) When either cumulative sum breaches a threshold, a "change point" is detected — the process has shifted from its baseline regime. Why it matters: CUSUM detects subtle, persistent shifts that might not trigger on any single bar. It's sensitive to regime changes that precede reversals. Detector 3: Kalman Innovation Filter (Ornstein-Uhlenbeck Model) This detector models displacement as an Ornstein-Uhlenbeck process — the continuous-time analog of AR(1) mean-reversion: dx = θ(μ - x)dt + σdW A Kalman filter tracks the expected displacement and computes the innovation (prediction error): νₜ = (yₜ - x̂ₜ|ₜ₋₁) / √Sₜ Under correct model specification, normalized innovations should be ~N(0,1). Large innovations indicate the mean-reversion model is breaking down — price is behaving "unexpectedly" relative to equilibrium dynamics. Adaptive Q Estimation: The filter continuously adjusts its process noise estimate based on innovation autocorrelation, maintaining calibration across different volatility regimes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL LOGIC Long Signal Requirements: Z-Displacement < -σ threshold (price stretched below anchor) ANY detector fires (Mahalanobis outlier OR CUSUM change OR Kalman innovation < -2σ) Z-Acceleration > 0 (downward momentum decelerating) Short Signal Requirements: Z-Displacement > +σ threshold (price stretched above anchor) ANY detector fires Z-Acceleration < 0 (upward momentum decelerating) The deceleration requirement ensures we're catching exhaustion rather than fighting momentum. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RISK MANAGEMENT Scale-Out Exit Strategy Rather than all-or-nothing exits, the strategy takes profits at multiple R-levels: Scale 1: 20% at 0.5R Scale 2: 20% at 1.0R Scale 3: 10% at 1.5R (optional) Remainder: Trailing stop This locks in gains while allowing winners to run. Adaptive Trailing Stop After reaching the activation threshold (default 1R), the stop trails from the highest high (longs) or lowest low (shorts) at a configurable ATR multiple. Reversal Logic When an opposite signal fires while in position, the strategy can close and flip direction rather than waiting for a stop-out. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ PARAMETER GUIDANCE Anchor Period (24) : Base period for adaptive anchor ATR Period (14) : Volatility measurement Chain Length Mult (2.5) : Tether elasticity — higher = more stretch allowed Long Tension σ (1.5) : Lower = more signals Short Tension σ (2.0) : Higher threshold for shorts (trend asymmetry) Mahalanobis Threshold (6.25) : χ²(3, 0.90) — adjust for signal frequency CUSUM Threshold (3.0) : Lower = more sensitive to regime shifts Lookback Window (100) : Statistical estimation window ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ BACKTEST NOTES Historical testing on NQ (2020-2025) suggests: Long signals show stronger edge than shorts in equity indices 1H and 30-min timeframes balance signal quality vs. frequency "Long Only" mode recommended for equity index futures Important: Past performance does not guarantee future results. This strategy involves significant risk of loss. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ MATHEMATICAL REFERENCES Polyak, B.T. (1964). "Some methods of speeding up the convergence of iteration methods" (Heavy ball method) Bertsekas, D.P. (1999). "Nonlinear Programming" (Heavy ball method / momentum dynamics) Mahalanobis, P.C. (1936). "On the generalized distance in statistics" Page, E.S. (1954). "Continuous inspection schemes" (CUSUM) Kalman, R.E. (1960). "A new approach to linear filtering and prediction problems" Uhlenbeck, G.E. & Ornstein, L.S. (1930). "On the theory of Brownian motion" Kaufman, P. (1995). "Smarter Trading" (Adaptive Moving Average) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This strategy is provided for educational and research purposes. Trading futures involves substantial risk of loss. The statistical methods employed do not guarantee profitable outcomes. Always use appropriate position sizing and risk management.
Стратегия Pine Script®
от public_username_twice
CPG - Institutional Premium Arbitrage SystemConcept & Logic: This strategy captures institutional sentiment by analyzing the Cross-Exchange Arbitrage Data between Coinbase (USD pair) and Binance (USDT pair). Instead of using raw price difference which is noisy, this script employs a Proprietary Dynamic Threshold Algorithm. It normalizes the premium data using a custom volatility-adjusted window to filter out retail noise and identify genuine "Whale Accumulation" zones. Key Features: Data Source: Real-time BTC/USD vs BTC/USDT spread analysis. Signal Filtering: The proprietary algorithm (closed-source logic) dynamically adjusts upper and lower bands to prevent false signals during low liquidity periods. Execution: Bullish: When the premium breaks the dynamic upper threshold (Strong Institutional Buying). Bearish: When the premium drops below the dynamic lower threshold (Institutional Selling). Usage: Note: The dynamic threshold algorithm is specifically calibrated for Bitcoin's unique liquidity structure. Extensive backtesting shows that this logic is NOT suitable for altcoins (like ETH or SOL). Please strictly use it on BTC pairs. 策略核心： 本策略透過分析 Coinbase (USD) 與 Binance (USDT) 之間的跨交易所資金流 (Arbitrage Data)，來捕捉機構投資者的動向。 原始的價差數據通常充滿雜訊，因此本腳本內建了一套**「獨家動態閥值演算法」**。該算法能對數據進行平滑處理與正規化，有效過濾市場雜訊，精準識別出機構大戶的資金流向。 功能特點： 數據源： 即時運算 BTC/USD 與 BTC/USDT 的溢價差。 獨家過濾： 閉源的動態演算法會根據波動率自動調整上下軌閥值，避免假突破。 交易訊號： 看多： 溢價突破動態上軌（機構強力買入）。 看空： 溢價跌破動態下軌（機構拋售）。 用法： 注意： 本策略的動態閥值演算法是針對比特幣的流動性結構進行嚴格校準的。回測數據顯示，此邏輯不適用於 ETH 或 SOL 等其他幣種。請務必僅在 BTC 圖表上使用。
Стратегия Pine Script®
от Mark-Li0203
Intraday Options/Futures Naked By TradeEarnIntraday Momentum Strategy (Futures & Options) Description: This is a specialized Intraday Momentum system designed for Indian Indices Nifty, BankNifty, FinNifty, Sensex and Crude Oil. It is engineered to simplify the automation process by standardizing quantity management for single-leg execution via third-party bridges. Originality & Utility: Unlike standard momentum strategies, this script solves the complexity of position sizing across different asset classes. It features a custom "Smart Quantity" engine that automatically differentiates between Futures (Raw Quantity) and Index Options (Lot Multipliers), allowing traders to switch instruments without manually calculating order sizes. Key Features: Dual Mode: Supports both Futures (Long/Short) and Options Buying (Long CE / Long PE). Smart Quantity Logic: Futures/Crude: Inputs are treated as raw quantity (e.g., 1 Lot = 1 Qty). Index Options: Inputs are automatically multiplied by the standard market lot size (e.g., 1 Lot Nifty = 25 Qty). Rupee-Based Risk: Target, Stop Loss, and Trailing SL are defined in absolute Rupees (INR) rather than percentages, offering precise P&L control. Choppiness Filter: Combines RSI and ADX to filter out low-volatility ranges. Entry Logic: Buy Signal: Green Impulse Candle + RSI > 55 + ADX > 20 Sell Signal: Red Impulse Candle + RSI < 45 + ADX > 20 Strategy Settings & Backtesting: Commission: The strategy is backtested with a commission of ₹20 per order to reflect realistic net P&L. Slippage: Users should account for realistic slippage in live trading, which is not factored into the script's hard values. ⚠️ Disclaimer & Statutory Warning Strictly for Educational & Backtesting Purposes 1. SEBI Registration Status: The author of this script/strategy is NOT a SEBI registered Research Analyst (RA) or Investment Advisor (IA). This tool is provided solely to assist in backtesting logic and educational analysis. It does not constitute a recommendation to buy, sell, or hold any securities. 2. Market Risk: Investment in the securities market, particularly in Derivatives (Futures & Options), is subject to market risks. You may lose your entire capital. Please read all related scheme documents carefully before investing. 3. No Guarantees: Past performance of this algorithm (as shown in backtest results) is not indicative of future performance. Market conditions change, and slippage or execution errors can occur during live trading. 4. User Responsibility: By using this script, you acknowledge that you are solely responsible for your own trading decisions and financial losses. You are advised to consult a SEBI-registered financial advisor before deploying real capital. This script is intended for manual or semi-automated analysis and may not be compliant with high-frequency trading (HFT) regulations.
Стратегия Pine Script®
от MANJUCSW5
Supertrend Strategy PRO FiltersSupertrend Strategy — PRO Filters is an extended trend-following strategy based on the classic SuperTrend indicator, enhanced with 7 independent professional entry-quality filters, a Stop Loss / Take Profit system, and higher timeframe support. The strategy is designed for intraday and swing trading on liquid instruments (stocks, futures, cryptocurrencies). The core logic of the strategy The strategy is built around the SuperTrend indicator calculated using ATR: Long — when the trend changes from bearish to bullish Short — when the trend changes from bullish to bearish The trend reversal is determined by a breakout of the dynamic SuperTrend lines (up / down), which adapt to market volatility. Filter system (7 levels) Each filter can be enabled or disabled independently, allowing the strategy to be adapted to any market and trading style. ATR Regime Filter Purpose: trading only during active market phases An entry is allowed when the current ATR is above its average value Filters out flat and low-volatility periods Higher Timeframe Trend Filter Purpose: trading only in the direction of the higher timeframe trend Uses SuperTrend on the higher timeframe Long — only when the HTF trend is bullish Short — only when the HTF trend is bearish RSI Impulse Filter Purpose: filtering out weak and late impulses Long: RSI above a specified level Short: RSI below a specified level Candle Quality Filter Purpose: excluding entries on “noisy” candles Entries are allowed only when the candle body is significantly larger than the wicks Helps avoid false breakouts SuperTrend Slope Filter Purpose: confirming trend strength The slope of the SuperTrend lines is analyzed Entries are allowed only when sufficient momentum is present Volume Filter Purpose: confirming price movement with volume Volume must exceed the SMA of volume by a multiplier Filters out moves without participation from large players EMA Trend Filter Purpose: additional direction filter Long — price above EMA Short — price below EMA Final entry conditions A trade is opened only when all of the following are met: A SuperTrend trend-change signal All enabled filters This significantly reduces the number of trades while improving their quality. Risk management (SL / TP) An optional fixed-risk system: Take Profit — as a percentage of the entry price Stop Loss — as a percentage of the entry price Works identically for both Long and Short positions Usage recommendations Best results are typically achieved on 15m–1h timeframes It is recommended to optimize filters for each specific instrument Especially effective in markets with strong, well-defined trends Disclaimer This strategy is intended for analysis and educational purposes only. Before using it in live trading, be sure to conduct your own testing and optimization. Supertrend Strategy — PRO Filters — это расширенная трендовая стратегия на базе классического SuperTrend, дополненная 7 независимыми профессиональными фильтрами качества входа, системой Stop Loss / Take Profit и поддержкой старшего таймфрейма. Стратегия предназначена для интрадей- и свинг-торговли на ликвидных инструментах (акции, фьючерсы, криптовалюты). Базовая логика стратегии В основе стратегии лежит индикатор SuperTrend, построенный на ATR: Long — при смене тренда с нисходящего на восходящий Short — при смене тренда с восходящего на нисходящий Смена направления определяется пробоем динамических линий SuperTrend (up / down), адаптирующихся к волатильности рынка. Система фильтров (7 уровней) Каждый фильтр можно включать или отключать независимо, что позволяет адаптировать стратегию под любой рынок и стиль торговли. ATR Regime Filter Назначение: торговля только в активной фазе рынка Вход разрешён, если текущий ATR выше своего среднего значения Отсекает флэт и низковолатильные периоды Higher Timeframe Trend Filter Назначение: торговля только в сторону тренда старшего таймфрейма Используется SuperTrend на HTF Long — только при восходящем тренде HTF Short — только при нисходящем RSI Impulse Filter Назначение: фильтрация слабых и запаздывающих импульсов Long: RSI выше заданного уровня Short: RSI ниже заданного уровня Candle Quality Filter Назначение: исключение входов по «шумным» свечам Вход только если тело свечи существенно больше фитилей Помогает избежать ложных пробоев SuperTrend Slope Filter Назначение: подтверждение силы тренда Анализируется наклон линий SuperTrend Вход разрешён только при достаточной динамике Volume Filter Назначение: подтверждение движения объёмом Объём должен превышать SMA объёма с коэффициентом Исключает входы без участия крупных игроков EMA Trend Filter Назначение: дополнительный фильтр направления Long — цена выше EMA Short — цена ниже EMA Итоговые условия входа Сделка открывается только при одновременном выполнении: Сигнала смены тренда SuperTrend Всех активированных фильтров Это значительно снижает количество сделок, но повышает их качество. Управление рисками (SL / TP) Опциональная система фиксированного риска: Take Profit — в процентах от цены входа Stop Loss — в процентах от цены входа Работает одинаково для Long и Short Рекомендации по использованию Лучшие результаты показывает на 15m–1h таймфреймах Рекомендуется оптимизация фильтров под конкретный инструмент Особенно эффективна на рынках с выраженными трендами Дисклеймер Стратегия предназначена для анализа и обучения. Перед использованием в реальной торговле обязательно проведите собственное тестирование и оптимизацию. Переведи на английский. Не форматироу просто перевод
Стратегия Pine Script®
от Samohich
HMA1//@version=5 strategy("黄金 HMA + SuperTrend 趋势增强策略", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10) // --- 1. 输入参数 --- // HMA 参数 hmaLen = input.int(55, "HMA 长度", minval=1, group="HMA 设置") // SuperTrend 参数 stFactor = input.float(3.0, "SuperTrend 乘数", step=0.1, group="SuperTrend 设置") stPeriod = input.int(10, "SuperTrend ATR 周期", group="SuperTrend 设置") // 离场设置 useAtrSl = input.bool(true, "启用 ATR 动态止损", group="风险管理") atrSlMult = input.float(2.0, "止损 ATR 倍数", step=0.1, group="风险管理") // --- 2. 指标计算 --- // 计算 HMA hmaValue = ta.hma(close, hmaLen) // 计算 SuperTrend = ta.supertrend(stFactor, stPeriod) // 计算 ATR（用于止损） atr = ta.atr(14) // --- 3. 绘图 --- plot(hmaValue, "HMA 趋势线", color=hmaValue > hmaValue ? color.green : color.red, linewidth=2) plot(stValue, "SuperTrend 线", color=stDirection < 0 ? color.new(color.teal, 0) : color.new(color.maroon, 0), linewidth=2) // --- 4. 交易逻辑 --- // 做多条件： // 1. 价格在 HMA 之上 且 HMA 正在向上拐头 // 2. SuperTrend 变为看涨方向 (stDirection < 0) longCondition = close > hmaValue and hmaValue > hmaValue and stDirection < 0 // 做空条件： // 1. 价格在 HMA 之下 且 HMA 正在向下拐头 // 2. SuperTrend 变为看跌方向 (stDirection > 0) shortCondition = close < hmaValue and hmaValue < hmaValue and stDirection > 0 // --- 5. 执行与止损逻辑 --- var float longStop = na var float shortStop = na // 入场逻辑 if (longCondition) longStop := close - (atr * atrSlMult) strategy.entry("Long", strategy.long, comment="HMA+ST 多") if (shortCondition) shortStop := close + (atr * atrSlMult) strategy.entry("Short", strategy.short, comment="HMA+ST 空") // 离场逻辑：当 SuperTrend 反转或触及 ATR 止损时离场 if (strategy.position_size > 0) strategy.exit("Exit Long", "Long", stop=longStop, limit=na, when=stDirection > 0, comment="多单离场") if (strategy.position_size < 0) strategy.exit("Exit Short", "Short", stop=shortStop, limit=na, when=stDirection < 0, comment="空单离场") // 填充背景色以示趋势 fill(plot(stValue), plot(open > close ? open : close), color = stDirection < 0 ? color.new(color.green, 90) : color.new(color.red, 90))
Стратегия Pine Script®
от aikoi531859725
Universal No Wick StrategyThe strategy assumes that strong directional intent is best expressed by no-wick candles (full-body candles with no rejection on one side), but only when they appear in alignment with the prevailing market structure. Trades are taken exclusively in the direction of the active structure and are invalidated immediately on structural change. Key Components 1. Trend Filter Two selectable methods: Market Structure (default): Uses swing highs/lows to define bullish or bearish structure. EMA Filter: Trades only above/below a configurable EMA. Only one directional bias is allowed at any time (LONG-only or SHORT-only). 2. Market Structure Engine ZigZag-based swing detection. Automatic classification of: Higher Highs (HH), Higher Lows (HL) Lower Highs (LH), Lower Lows (LL) Detects and visualizes: Change of Character (ChoCH) – trend shift Break of Structure (BOS) – trend continuation Any ChoCH immediately cancels opposing pending orders. 3. No-Wick Candle Logic Bullish no-wick: open = low, close > open Bearish no-wick: open = high, close < open Signals are only valid if: They align with current structure No position or conflicting pending order exists Optional candle coloring and compensation lines for visual clarity. 4. HTF Candle Start Confluence Optional detection of no-wick candles at: 30-minute 1-hour 4-hour candle opens Visual markers prioritize higher timeframes. Alerts available for each HTF start condition. 5. Trade Execution & Risk Management Limit entries at candle open. Stop Loss: ATR-based, configurable multiplier. Take Profit: Defined as a multiple of SL (R-based). Orders are automatically canceled if: Not filled within a defined number of candles. Market structure changes (ChoCH). Supports fixed contract sizing. 6. Session Filter Optional trading session restriction. Fully configurable session time and timezone. Visual background highlighting for active sessions. 7. Visual & Informational Tools Entry and Stop Loss zones plotted as boxes. Historical entry, SL, and TP lines. Real-time info table displaying: Current structure Allowed trade direction HTF candle start Position and pending orders Active SL and TP levels 8. Alerts ChoCH (bullish / bearish) BOS (bullish / bearish) No-wick signals at 30M, 1H, and 4H candle starts Intended Use This strategy is designed for traders who: Focus on market structure and clean price action Prefer high-precision entries over frequency Want strict directional discipline Value HTF timing and session-based filtering It is suitable for backtesting, systematic discretionary trading, and automation-focused strategy development.
Стратегия Pine Script®
от jankasper
EURUSD | Yield Curve Flip Strategy (2s10s State Flips)Strategy Core (Concept) The strategy trades EURUSD exclusively when the US yield curve regime (2Y/10Y) flips into a new, clearly bullish or bearish regime. The core assumption is that re-pricing in the US yield curve (rather than individual data points) is a robust driver of USD strength or weakness and can act as a structural trigger for trend changes. ⸻ Data Basis • Uses US 2Y Yield (TVC:US02Y) and US 10Y Yield (TVC:US10Y). • The 2s10s curve is calculated as: curveUS = US10Y – US2Y • Regime assessment is based on the N-day change (default: 5 days), calculated on true rates bars (not intraday noise). ⸻ Regime Detection (Correct Bond Logic) First, the strategy checks whether the curve has significantly steepened or flattened over the lookback period: • Steepener if Δ(2s10s) > thrCurve (default: +0.10 percentage points = 10 bp) • Flattener if Δ(2s10s) < −thrCurve Next, a leg confirmation determines the specific type of steepener/flattener (default thrLeg = 5 bp): Bull Steepener • Curve steepens because yields fall, with the 2Y falling more (risk-off / rate-cut pricing) Bear Steepener • Curve steepens because yields rise, with the 10Y rising more (reflation / term-premium move) Bull Flattener • Curve flattens because yields fall, with the 10Y falling more (growth shock / long-end rally) Bear Flattener • Curve flattens because yields rise, with the 2Y rising more (hawkish repricing / front-end up) Important: By default, a Bear Steepener is not treated as a bearish signal, unless allowBearSteepForShort is enabled. ⸻ State Machine (Memory + Flip Triggers) The strategy maintains a persistent state variable curveState: • +1 = bullish • −1 = bearish • 0 = neutral The state is updated only on a new rates bar (daily rates when tfRates = "D"), avoiding intraday noise. A trade is generated only on a true regime flip: • flipToBull: new state turns bullish and the previous state was bearish (or neutral, if allowed) • flipToBear: new state turns bearish and the previous state was bullish (or neutral, if allowed) The option enterFromNeutral controls whether the first clear regime emerging from neutral is traded. The option onlyOnNewRatesBar ensures signals occur only when a new rates bar is printed, providing clean timing. ⸻ Trading Rules (Entry / Exit) There are no stops, targets, or trailing mechanisms. The strategy is a pure regime-switching / reversal system: • On flipToBull • Close short (“S”) • Open long (“L”) • On flipToBear • Close long (“L”) • Open short (“S”) Positions are therefore held until the next regime flip. ⸻ Parameter Interpretation • N: Smoothing / inertia. Smaller = faster but noisier; larger = more stable but later. • thrCurve: Minimum curve move required to define a regime. • thrLeg: Minimum move of the confirming leg (2Y or 10Y) to reduce misclassification. • allowBearSteepForShort: Makes the system more aggressive (more bearish signals), but represents a different macro case. • enterFromNeutral: Increases trade frequency by trading the first regime impulse. ⸻ What You See on the Chart • Background shading: • Green for bullish state • Red for bearish state • The curve and Δ-curve are plotted but hidden (display=none), mainly for debugging and analysis.
Стратегия Pine Script®
от Deepray
MirrorPip RSI Funding strategyThis strategy aims at exploiting funding arbitrage between two coins that mimic each other price movement but the funding in them is in opposite direction. Example ETH funding is negative and ETC funding is positive, this strategy will strategically buy ETC and Short ETH when there is a RSI divergence across these 2 coins and smartly exit them when cumulative P/L turns out positive. The notional value on both coins has to be kept same. This is a funding pair strategy and can be fully automated with 5 crypto exchanges.
Стратегия Pine Script®
от MirrorPip
1
Alpha Protocol v2 [High Precision] - Trend Following & Momentum Description: This strategy is designed for swing traders operating in the NSE (National Stock Exchange) or other high-volume equity markets. It utilizes a classic Trend Following approach filtered by institutional liquidity requirements and momentum confirmation. The Core Philosophy: The "Alpha Protocol" is built on the premise that the strongest moves occur when price action aligns with the primary trend, supported by volume and volatility contraction. It aims to capture the "meat" of the move while strictly limiting downside risk. Technical Architecture: Trend Filter: The strategy only takes long positions when the 50-DMA is above the 200-DMA, and the 200-DMA slope is positive (rising). Momentum triggers: RSI (14): Must be in the bullish zone (55-75) but not overheated. MACD: Requires a bullish crossover or positive histogram expansion. ADX: Must be > 20 to ensure we are not trading in a choppy/sideways market. Liquidity Filter: To ensure realistic execution, the script requires a minimum daily turnover (Price * Volume) of ₹5 Crores (configurable). Price Action: Entries are triggered on a breakout of the 20-day high, confirmed by a strong close in the upper 30% of the daily range. Risk Management (Hard Coded): Stop Loss: Placed at the recent 10-day Swing Low. Circuit Breaker: If the Swing Low is more than 5% away from the entry price, the trade is ignored (Capital Protection Rule). Profit Target: Dynamic 1:2 Risk-Reward Ratio. Instructions for Use: Timeframe: Daily (D) is recommended. Universe: Liquid Mid-caps and Large-caps (Nifty 500). Alerts: This script is alert-compatible. Use the "Alert() function calls" option to receive precise Entry, Stop, and Target prices on your device. Disclaimer: This script is for educational and backtesting purposes only. Past performance does not guarantee future results.
Стратегия Pine Script®
от BhavyaSpeaks
Gold Smart Scalper AI V21. The "Red Zone" (News Management) The strategy logic does not "know" when the Federal Reserve is speaking. Rule: Disable the strategy or stop taking signals 15 minutes before and after high-impact news (CPI, NFP, FOMC). Why: During these times, Gold can move $30 in seconds. Slippage will cause your $1.50 Stop Loss to execute much further away, leading to massive drawdown. 2. Session Selection Gold "Scalping" requires high liquidity and tight spreads. Discretionary Filter: Only trade during the London/New York overlap (13:00 – 17:00 UTC). Avoid: The late Asian session or Sunday market open. Spreads often widen to $0.50–$1.00, meaning you are already down 30-50% of your Stop Loss the moment you enter. 3. Market "Mood" (Trend vs. Range) Trend Context: If the 50 EMA (the White line) is completely flat, the market is in a "Bracket." In this state, EMA crossovers generate many false signals. The Adjustment: Discretionary traders wait for the 50 EMA to show a clear slope (up or down) before trusting the 9/21 crossover signals.
Стратегия Pine Script®
от techtrader_ravi
Candlestick Pattern Strategy with Risk Management + AlertsThis strategy is built to detect volatility-driven squeeze expansion moves and automatically backtest both Breakout Longs and Breakdown Shorts with adjustable take-profit, stop-loss and volume confirmation filters. It includes a built-in Auto-Optimizer, allowing the script to test multiple TP/SL/RSI/Volume profiles and automatically select the best configuration for the current market environment. Works across Stocks, Crypto and Forex — with each market automatically adjusting core system parameters. 🚀 Strategy Features Feature Description 🔥 Long + Short Squeeze Detection Entries triggered by volatility expansion + BB break + strong momentum ⚙️ Auto-Optimizer Searches multiple TP/SL/RSI/Volume settings & selects best performer 📈 Full Backtest-Ready Strategy Includes stops, take profits + built-in performance table 🔔 Real-Time Alerts Get alerted instantly when a long or short squeeze event forms 🔄 Multi-Market Mode Tailored volatility & smoothing settings for Stocks / Crypto / Forex 🧠 Vol Spike Validation Filters signals using relative volume impulse 🏁 Trade Exit Logic Dynamic SL/TP calculated automatically based on optimized parameters 📊 How It Works Detects breakouts above upper Bollinger band or breakdowns below lower band Confirms strength using ATR expansion + Volume Surge Confirms momentum using RSI selection (9/14/20 based on profile) Enters Long/Short squeeze trade depending on breakout direction Risk management automatically deploys TP + SL, optimized or manual Displays performance statistics after backtest execution 🧬 Auto-Optimizer Logic If Optimizer Mode = ON, the script tests: Variable Range Tested TP % 8 → 15% SL % 4 → 8% Volume Spike Filter 1.5 → 3.0x RSI Window 9 / 14 / 20 The configuration that produces the highest score becomes active automatically for signals + backtest. 🛎 Alerts Included 🔥 Long Squeeze Alert 💀 Short Squeeze Alert You can create TradingView alerts using → Add Alert → ANY alert() function call Recommended Use ✔ Backtest system performance across assets ✔ Use Optimizer mode to find ideal TP/SL profiles ✔ Enable alerts for real-time squeeze entries ✔ Works best on 1h / 4h / 1D timeframes 🚫 Not financial advice — for research + strategy development only
Стратегия Pine Script®
от Marketscannerpros
Advanced ORB Strategy v6 (Time-Based Fix)/Once the window closes, the market has drawn its first meaningful line in the sand. A break above the opening range high signals that early sellers are trapped and buyers are pressing. A break below the opening range low signals the opposite. Trades are only considered after price leaves the range and shows acceptance, not on the first tick outside. Risk is defined and limited by the range itself. Stops are placed back inside the opening range, which keeps losses small and predefined. Targets are based on objective market references such as overnight highs and lows, VWAP extensions, or prior session levels—not arbitrary profit goals. This strategy is not predictive. It does not try to forecast direction or call tops and bottoms. It responds to real order flow and liquidity behavior as it unfolds. When the market is trending, the strategy captures momentum early. When conditions are choppy or volatility is compressed, trades are filtered out or avoided entirely. The strength of this approach is its simplicity, repeatability, and risk control. One defined window. One defined range. Clear entry criteria. Clear exits. No overtrading.
Стратегия Pine Script®
от FUKYOURPUTS
Hosoda ZHosoda’s Clouds is a trend-following strategy designed to trade only long positions in traditionally trending markets with a strong bullish bias: SPY(D); DJI (D); NDX (D); XAUUSD (D); Tesla (D, H4, H1); AAPL (D, H4, H1); GOOG (D, H4); META (D, H4); NVDA (D, H4); AMZN(D, H4). Strategy Parameters Initial Capital: $10,000 USD. Position Size: Risks 10% of your equity per trade. Commission: 0.1% Indicators The strategy combines two main technical tools: A. Ichimoku Cloud This is the core of the strategy. It calculates the classic lines: • Tenkan-sen (Fast Line): Average of the highest high and lowest low of the last 9 periods. • Kijun-sen (Base Line): Average of the last 26 periods. • Cloud (Senkou Span A and B): Projects future support/resistance. B. EMA 500 (Trend Filter) • A 500-period Exponential Moving Average is calculated. • Function: Serves as a very long-term trend filter. If the price is above the EMA 500, the market is considered bullish in the long term. Entry Rules • Bullish Cross (Bull Cross): The fast line (Tenkan) crosses above the base line (Kijun). This is the classic Ichimoku entry signal. • Trend Filter (Optional): •If you check the "Enable EMA Filter" box in the options, the system will only buy if the closing price is above the EMA 500. •If the box is unchecked, it will ignore the EMA and buy based solely on the Ichimoku cross. Exit Rules A. Stop Loss (Loss Protection) It is a dynamic Stop Loss based on market structure, not a fixed percentage. • At the moment of entry, the code looks back 12 bars (configurable in sl_bars_back) and finds the lowest price (low). • It places the Stop Loss at that minimum level. • Visual: Draws a dotted red line on the chart showing where your Stop Loss is. B. Technical Take Profit (Exit due to Weakness) Lets profits run until the trend shows weakness. • Condition: Closes the trade if the Tenkan line crosses below the bottom of the Cloud . • This means short-term momentum has been lost and the price has entered or crossed below the cloud. Statistics Panel In the top right corner, the code draws a table (Panel) that updates in real-time or at the end of Backtesting. It shows: • Total P&L: Net profit or loss in dollars. • Win Rate: Percentage of winning trades. • Trades: Total number of trades executed. Summary 1. The script waits for the blue line (Tenkan) to cross over the red line (Kijun). 2. It verifies if the price is above the orange line (EMA 500) (if the filter is active). 3. If so, it BUYS. 4. It immediately places a Stop Loss at the low of the last 12 candles (red dotted line). 5. It keeps the trade open until the Stop Loss is hit or until the Tenkan line drops below the Cloud. Customizable Settings • Whether to use the EMA filter or not. • The EMA length (default is 500). • The Ichimoku periods (9, 26, 52 are standard). • How many bars to look back to set the Stop Loss.
Стратегия Pine Script®
от OldWave96